VOT - Vanguard Morningstar Mid-Cap Growth Index Fd ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

145.7%

Best CAGR

Total Months

14.4%

Avg CAGR

VOT 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 VOT

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	MACDhist	neg-pos	1	0.4	145.7	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	145.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	RSmean	MRmean	pos-neg	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	RSmean	MACD	neg-pos	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	MACD	RSmean	neg-pos	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	RSmean	SLmean	pos-neg	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	SLmean	RSmean	pos-neg	6	2.5	73.2	100.0	8.7	0.0	0.0	6.5	0.0
pair	RSI	LWTI	neg-pos	15	6.2	72.3	80.0	2.4	6.8	6.6	24.8	-11.0
pair	LWTI	RSI	neg-pos	15	6.2	72.3	80.0	2.4	6.8	6.6	24.8	-11.0
pair	RSmean	RSIhist	neg-pos	5	2.1	50.8	80.0	3.9	0.0	0.0	10.9	0.0
pair	RSIhist	RSmean	neg-pos	5	2.1	50.8	80.0	3.9	0.0	0.0	10.9	0.0
pair	RSIhist	MRmean	neg-pos	4	1.7	46.0	75.0	3.2	0.0	0.0	12.3	0.0
pair	MRmean	RSIhist	neg-pos	4	1.7	46.0	75.0	3.2	0.0	0.0	12.3	0.0
pair	RSI	MACD	pos-neg	13	5.4	44.9	61.5	1.4	4.2	3.4	30.5	-13.3
pair	MACD	RSI	pos-neg	13	5.4	44.9	61.5	1.4	4.2	3.4	30.5	-13.3
pair	MACD	MACDhist	neg-pos	8	3.3	43.1	75.0	2.3	23.4	9.4	16.6	-4.6
pair	MACDhist	MACD	neg-pos	8	3.3	43.1	75.0	2.3	23.4	9.4	16.6	-4.6
pair	RSI	RSIhist	neg-pos	12	5.0	39.4	66.7	2.4	6.3	10.0	14.4	-3.9
pair	RSIhist	RSI	neg-pos	12	5.0	39.4	66.7	2.4	6.3	10.0	14.4	-3.9
pair	RSI	RSmean	neg-pos	17	7.1	37.4	76.5	3.5	9.3	11.9	9.3	-3.1
pair	RSmean	RSI	neg-pos	17	7.1	37.4	76.5	3.5	9.3	11.9	9.3	-3.1
pair	LWTI	RSmean	neg-pos	18	7.5	36.6	77.8	3.5	9.1	11.7	9.1	-3.1
pair	RSmean	LWTI	neg-pos	18	7.5	36.6	77.8	3.5	9.1	11.7	9.1	-3.1
single	RSmean	RSmean	neg-neg	18	7.5	36.6	77.8	3.5	9.1	11.7	9.1	-3.1
pair	RSIhist	MACD	neg-pos	18	7.5	36.0	66.7	2.3	5.2	7.8	14.1	-4.6
pair	MACD	RSIhist	neg-pos	18	7.5	36.0	66.7	2.3	5.2	7.8	14.1	-4.6
pair	MACDhist	RSI	neg-pos	6	2.5	33.0	66.7	1.5	6.1	5.5	20.7	-6.0
pair	RSI	MACDhist	neg-pos	6	2.5	33.0	66.7	1.5	6.1	5.5	20.7	-6.0
pair	MACDhist	RSmean	neg-neg	17	7.1	31.9	76.5	3.5	8.1	10.2	8.2	-3.1
pair	RSmean	MACDhist	neg-neg	17	7.1	31.9	76.5	3.5	8.1	10.2	8.2	-3.1
pair	RSmean	RSIhist	neg-neg	13	5.4	31.4	76.9	3.3	6.7	12.8	8.5	-2.5
pair	RSIhist	RSmean	neg-neg	13	5.4	31.4	76.9	3.3	6.7	12.8	8.5	-2.5
pair	RSI	MRmean	pos-neg	11	4.6	25.3	54.5	1.4	3.1	4.2	17.5	-6.0
pair	MRmean	RSI	pos-neg	11	4.6	25.3	54.5	1.4	3.1	4.2	17.5	-6.0
pair	RSIhist	MACDhist	neg-pos	27	11.2	23.4	66.7	1.9	4.8	5.6	11.2	-4.2
pair	MACDhist	RSIhist	neg-pos	27	11.2	23.4	66.7	1.9	4.8	5.6	11.2	-4.2
pair	RSI	RSmean	neg-neg	1	0.4	22.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.4	22.2	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSI	pos-neg	13	5.4	22.1	53.8	1.2	3.0	1.7	17.2	-13.1
pair	RSI	SLmean	pos-neg	13	5.4	22.1	53.8	1.2	3.0	1.7	17.2	-13.1
pair	MACD	LWTI	neg-pos	33	13.8	21.6	69.7	1.3	2.0	1.4	16.3	-15.2
pair	LWTI	MACD	neg-pos	33	13.8	21.6	69.7	1.3	2.0	1.4	16.3	-15.2
pair	RSmean	MACD	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	SLmean	RSmean	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	RSmean	SLmean	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	RSmean	MRmean	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	MRmean	RSmean	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	MACD	RSmean	neg-neg	12	5.0	21.3	66.7	2.4	5.6	6.8	8.2	-3.1
pair	MACD	LWTI	pos-neg	11	4.6	20.7	54.5	1.0	1.5	1.6	20.7	-12.8
pair	LWTI	MACD	pos-neg	11	4.6	20.7	54.5	1.0	1.5	1.6	20.7	-12.8
single	RSI	RSI	neg-neg	41	17.1	18.9	63.4	0.8	1.1	0.4	29.0	-46.6
pair	RSmean	RSI	pos-neg	40	16.7	18.8	62.5	0.7	1.1	0.4	29.3	-46.6
pair	RSI	RSmean	pos-neg	40	16.7	18.8	62.5	0.7	1.1	0.4	29.3	-46.6
pair	LWTI	RSIhist	pos-neg	13	5.4	17.6	46.2	1.4	3.6	3.6	12.5	-4.9
pair	RSIhist	LWTI	pos-neg	13	5.4	17.6	46.2	1.4	3.6	3.6	12.5	-4.9
pair	SLmean	MRmean	pos-neg	18	7.5	17.4	61.1	0.9	1.9	1.9	21.2	-9.3
pair	MRmean	SLmean	pos-neg	18	7.5	17.4	61.1	0.9	1.9	1.9	21.2	-9.3
pair	SLmean	RSI	neg-neg	28	11.7	17.4	67.9	0.7	1.0	0.4	33.3	-46.6
pair	RSI	SLmean	neg-neg	28	11.7	17.4	67.9	0.7	1.0	0.4	33.3	-46.6
pair	MACD	SLmean	pos-neg	23	9.6	16.8	60.9	0.9	1.8	1.2	18.1	-14.3
pair	SLmean	MACD	pos-neg	23	9.6	16.8	60.9	0.9	1.8	1.2	18.1	-14.3
pair	MRmean	RSI	neg-neg	30	12.5	16.6	66.7	0.6	1.0	0.4	32.4	-46.6
pair	RSI	MRmean	neg-neg	30	12.5	16.6	66.7	0.6	1.0	0.4	32.4	-46.6
pair	MACDhist	RSI	neg-neg	35	14.6	16.6	62.9	0.7	0.9	0.4	30.4	-46.6
pair	RSI	MACDhist	neg-neg	35	14.6	16.6	62.9	0.7	0.9	0.4	30.4	-46.6
pair	MACD	MACDhist	pos-neg	56	23.3	16.4	62.5	0.9	1.5	0.7	20.2	-23.7
pair	MACDhist	MACD	pos-neg	56	23.3	16.4	62.5	0.9	1.5	0.7	20.2	-23.7
pair	MRmean	MACD	pos-neg	21	8.8	16.3	61.9	1.0	1.6	1.3	17.2	-12.9
pair	MACD	MRmean	pos-neg	21	8.8	16.3	61.9	1.0	1.6	1.3	17.2	-12.9
pair	MACDhist	LWTI	neg-pos	73	30.4	15.1	64.4	0.8	1.4	0.7	18.7	-21.2
pair	LWTI	MACDhist	neg-pos	73	30.4	15.1	64.4	0.8	1.4	0.7	18.7	-21.2
pair	SLmean	RSIhist	pos-pos	133	55.4	13.8	61.7	1.0	1.8	1.1	13.3	-12.3
pair	RSIhist	SLmean	pos-pos	133	55.4	13.8	61.7	1.0	1.8	1.1	13.3	-12.3
single	RSIhist	RSIhist	pos-pos	137	57.1	13.4	61.3	1.0	1.8	0.8	13.4	-16.3
pair	MACDhist	SLmean	pos-neg	42	17.5	13.3	61.9	0.9	1.5	0.9	14.7	-14.3
pair	SLmean	MACDhist	pos-neg	42	17.5	13.3	61.9	0.9	1.5	0.9	14.7	-14.3
pair	RSIhist	LWTI	pos-pos	124	51.7	13.0	62.9	1.0	1.7	0.8	13.5	-16.3
pair	MRmean	LWTI	pos-pos	164	68.3	13.0	63.4	0.9	1.4	0.8	15.0	-16.9
pair	LWTI	RSIhist	pos-pos	124	51.7	13.0	62.9	1.0	1.7	0.8	13.5	-16.3
pair	LWTI	MRmean	pos-pos	164	68.3	13.0	63.4	0.9	1.4	0.8	15.0	-16.9
pair	MACDhist	MRmean	pos-pos	134	55.8	12.7	61.2	0.9	1.4	0.5	15.0	-25.5
pair	RSIhist	MRmean	pos-neg	43	17.9	12.7	65.1	0.7	1.0	0.5	18.6	-24.6
pair	MRmean	MACDhist	pos-pos	134	55.8	12.7	61.2	0.9	1.4	0.5	15.0	-25.5
pair	MRmean	RSIhist	pos-neg	43	17.9	12.7	65.1	0.7	1.0	0.5	18.6	-24.6
pair	RSIhist	MRmean	pos-pos	133	55.4	12.6	60.9	1.0	1.7	0.8	13.4	-16.3
single	MRmean	MRmean	pos-pos	176	73.3	12.6	61.9	0.9	1.4	0.6	14.8	-20.3
pair	MRmean	RSIhist	pos-pos	133	55.4	12.6	60.9	1.0	1.7	0.8	13.4	-16.3
pair	SLmean	LWTI	pos-pos	146	60.8	12.5	63.7	0.9	1.3	0.7	14.2	-17.7
pair	LWTI	SLmean	pos-pos	146	60.8	12.5	63.7	0.9	1.3	0.7	14.2	-17.7
pair	MACDhist	MRmean	pos-neg	42	17.5	12.3	64.3	0.9	1.3	0.9	14.2	-12.9
pair	MRmean	MACDhist	pos-neg	42	17.5	12.3	64.3	0.9	1.3	0.9	14.2	-12.9
pair	RSIhist	RSmean	pos-pos	132	55.0	12.2	60.6	0.9	1.6	0.8	13.4	-16.3
pair	RSmean	RSIhist	pos-pos	132	55.0	12.2	60.6	0.9	1.6	0.8	13.4	-16.3
pair	MRmean	MACD	pos-pos	155	64.6	12.1	61.9	0.9	1.3	0.5	14.5	-25.5
pair	MACD	MRmean	pos-pos	155	64.6	12.1	61.9	0.9	1.3	0.5	14.5	-25.5
pair	MRmean	SLmean	pos-pos	158	65.8	12.1	62.0	0.9	1.3	0.6	13.9	-21.0
pair	SLmean	MRmean	pos-pos	158	65.8	12.1	62.0	0.9	1.3	0.6	13.9	-21.0
single	SLmean	SLmean	pos-pos	162	67.5	11.9	61.7	0.9	1.3	0.4	14.1	-28.4
single	LWTI	LWTI	pos-pos	208	86.7	11.8	62.5	0.8	1.1	0.3	16.9	-34.0
pair	MRmean	RSI	pos-pos	165	68.8	11.8	62.4	0.8	1.3	0.6	14.6	-19.0
pair	RSI	MRmean	pos-pos	165	68.8	11.8	62.4	0.8	1.3	0.6	14.6	-19.0
pair	RSI	LWTI	pos-neg	6	2.5	11.6	50.0	1.4	24.2	15.4	8.1	-0.8
pair	LWTI	RSI	pos-neg	6	2.5	11.6	50.0	1.4	24.2	15.4	8.1	-0.8
pair	SLmean	MACDhist	pos-pos	120	50.0	11.4	61.7	0.8	1.3	0.5	13.9	-24.4
pair	MACDhist	SLmean	pos-pos	120	50.0	11.4	61.7	0.8	1.3	0.5	13.9	-24.4
pair	RSI	RSIhist	neg-neg	29	12.1	11.3	62.1	0.5	0.8	0.2	33.3	-46.6
pair	RSIhist	RSI	neg-neg	29	12.1	11.3	62.1	0.5	0.8	0.2	33.3	-46.6
pair	RSIhist	MACD	pos-neg	67	27.9	11.2	61.2	0.6	0.9	0.3	22.9	-36.4
pair	MACD	RSIhist	pos-neg	67	27.9	11.2	61.2	0.6	0.9	0.3	22.9	-36.4
pair	RSIhist	RSI	pos-pos	125	52.1	11.2	60.8	0.9	1.5	0.7	13.2	-16.3
pair	RSI	RSIhist	pos-pos	125	52.1	11.2	60.8	0.9	1.5	0.7	13.2	-16.3
pair	MACD	SLmean	pos-pos	139	57.9	11.1	61.9	0.9	1.3	0.4	13.4	-27.0
pair	SLmean	MACD	pos-pos	139	57.9	11.1	61.9	0.9	1.3	0.4	13.4	-27.0
pair	RSI	SLmean	pos-pos	149	62.1	11.1	62.4	0.8	1.2	0.5	13.9	-21.9
pair	SLmean	RSI	pos-pos	149	62.1	11.1	62.4	0.8	1.2	0.5	13.9	-21.9
pair	MACDhist	RSIhist	pos-pos	110	45.8	11.1	60.0	0.8	1.4	0.7	13.9	-16.3
pair	RSIhist	MACDhist	pos-pos	110	45.8	11.1	60.0	0.8	1.4	0.7	13.9	-16.3
pair	RSmean	MRmean	pos-pos	170	70.8	10.9	60.6	0.8	1.2	0.5	14.8	-21.5
pair	MRmean	RSmean	pos-pos	170	70.8	10.9	60.6	0.8	1.2	0.5	14.8	-21.5
single	MACD	MACD	pos-pos	186	77.5	10.7	60.8	0.7	1.0	0.3	17.2	-38.5
pair	MACD	RSIhist	pos-pos	119	49.6	10.4	60.5	0.8	1.4	0.7	13.1	-14.8
pair	RSIhist	MACD	pos-pos	119	49.6	10.4	60.5	0.8	1.4	0.7	13.1	-14.8
pair	SLmean	LWTI	neg-pos	62	25.8	10.2	59.7	0.6	0.9	0.4	22.2	-25.9
pair	LWTI	SLmean	neg-pos	62	25.8	10.2	59.7	0.6	0.9	0.4	22.2	-25.9
pair	LWTI	MACDhist	pos-pos	135	56.2	10.1	61.5	0.7	0.9	0.4	15.9	-27.6
pair	LWTI	RSIhist	neg-pos	84	35.0	10.1	61.9	0.6	0.8	0.3	21.1	-35.0
pair	MACD	LWTI	pos-pos	175	72.9	10.1	61.1	0.7	0.9	0.2	17.1	-40.9
pair	LWTI	MACD	pos-pos	175	72.9	10.1	61.1	0.7	0.9	0.2	17.1	-40.9
pair	RSIhist	LWTI	neg-pos	84	35.0	10.1	61.9	0.6	0.8	0.3	21.1	-35.0
pair	MACDhist	LWTI	pos-pos	135	56.2	10.1	61.5	0.7	0.9	0.4	15.9	-27.6
single	MACDhist	MACDhist	pos-pos	138	57.5	10.0	60.9	0.7	0.9	0.4	15.9	-28.0
pair		benchmark___benchmark_	benchmark-benchmark	240	100.0	10.0	61.2	0.6	0.8	0.2	18.5	-54.3
pair	benchmark___benchmark_		benchmark-benchmark	240	100.0	10.0	61.2	0.6	0.8	0.2	18.5	-54.3
pair	RSmean	SLmean	pos-pos	156	65.0	10.0	60.3	0.8	1.1	0.3	14.1	-28.4
pair	SLmean	RSmean	pos-pos	156	65.0	10.0	60.3	0.8	1.1	0.3	14.1	-28.4
single	MACDhist	MACDhist	neg-neg	102	42.5	9.9	61.8	0.6	0.7	0.2	21.7	-54.3
pair	RSmean	LWTI	pos-pos	190	79.2	9.7	61.1	0.6	0.9	0.3	17.4	-34.0
pair	LWTI	RSmean	pos-pos	190	79.2	9.7	61.1	0.6	0.9	0.3	17.4	-34.0
pair	MACD	SLmean	neg-pos	47	19.6	9.4	57.4	0.5	0.9	0.4	25.6	-21.2
pair	SLmean	MACD	neg-pos	47	19.6	9.4	57.4	0.5	0.9	0.4	25.6	-21.2
pair	MACDhist	RSmean	pos-pos	137	57.1	9.4	60.6	0.7	0.9	0.3	15.9	-28.0
pair	RSmean	MACDhist	pos-pos	137	57.1	9.4	60.6	0.7	0.9	0.3	15.9	-28.0
pair	MACDhist	RSI	pos-pos	132	55.0	9.1	60.6	0.6	0.9	0.3	15.7	-28.0
pair	RSI	MACDhist	pos-pos	132	55.0	9.1	60.6	0.6	0.9	0.3	15.7	-28.0
pair	MACD	RSmean	pos-pos	180	75.0	9.0	59.4	0.6	0.9	0.2	17.3	-39.5
pair	RSmean	MACD	pos-pos	180	75.0	9.0	59.4	0.6	0.9	0.2	17.3	-39.5
pair	MACD	RSI	pos-pos	173	72.1	8.5	60.7	0.6	0.8	0.3	15.8	-29.3
pair	RSI	MACD	pos-pos	173	72.1	8.5	60.7	0.6	0.8	0.3	15.8	-29.3
pair	RSI	MACD	neg-neg	28	11.7	8.4	64.3	0.4	0.5	0.2	28.3	-46.6
pair	MACD	RSI	neg-neg	28	11.7	8.4	64.3	0.4	0.5	0.2	28.3	-46.6
pair	MACDhist	MACD	pos-pos	130	54.2	8.3	60.0	0.6	0.8	0.3	15.8	-28.0
pair	MRmean	MACDhist	neg-neg	60	25.0	8.3	60.0	0.4	0.6	0.2	25.8	-50.0
pair	MACDhist	MRmean	neg-neg	60	25.0	8.3	60.0	0.4	0.6	0.2	25.8	-50.0
pair	MACD	MACDhist	pos-pos	130	54.2	8.3	60.0	0.6	0.8	0.3	15.8	-28.0
single	RSI	RSI	pos-pos	199	82.9	8.2	60.8	0.6	0.8	0.3	15.6	-26.9
single	RSmean	RSmean	pos-pos	222	92.5	8.1	59.9	0.5	0.7	0.1	19.0	-54.3
pair	LWTI	RSI	pos-pos	193	80.4	8.1	61.1	0.6	0.8	0.3	15.8	-26.9
pair	RSI	LWTI	pos-pos	193	80.4	8.1	61.1	0.6	0.8	0.3	15.8	-26.9
pair	SLmean	MACDhist	neg-neg	60	25.0	7.6	61.7	0.4	0.6	0.1	25.5	-50.0
pair	MACDhist	SLmean	neg-neg	60	25.0	7.6	61.7	0.4	0.6	0.1	25.5	-50.0
single	MACD	MACD	neg-neg	54	22.5	7.6	63.0	0.4	0.5	0.1	22.6	-54.3
pair	LWTI	MACDhist	pos-neg	3	1.2	7.5	33.3	0.5	1.0	1.7	18.6	-4.4
pair	MACDhist	LWTI	pos-neg	3	1.2	7.5	33.3	0.5	1.0	1.7	18.6	-4.4
pair	LWTI	MRmean	neg-pos	44	18.3	7.4	59.1	0.4	0.6	0.3	22.8	-24.4
pair	MRmean	LWTI	neg-pos	44	18.3	7.4	59.1	0.4	0.6	0.3	22.8	-24.4
pair	LWTI	MRmean	pos-neg	12	5.0	6.8	41.7	0.7	1.5	1.4	10.7	-4.8
pair	MRmean	LWTI	pos-neg	12	5.0	6.8	41.7	0.7	1.5	1.4	10.7	-4.8
pair	MACD	RSI	neg-pos	26	10.8	6.8	61.5	0.5	0.7	0.3	14.8	-24.7
pair	RSI	MACD	neg-pos	26	10.8	6.8	61.5	0.5	0.7	0.3	14.8	-24.7
pair	RSI	MACDhist	pos-neg	67	27.9	6.6	61.2	0.5	0.7	0.3	15.5	-23.8
pair	MACDhist	RSI	pos-neg	67	27.9	6.6	61.2	0.5	0.7	0.3	15.5	-23.8
pair	LWTI	SLmean	pos-neg	16	6.7	6.5	43.8	0.5	1.0	0.5	13.6	-13.8
pair	SLmean	LWTI	pos-neg	16	6.7	6.5	43.8	0.5	1.0	0.5	13.6	-13.8
pair	SLmean	RSIhist	neg-neg	74	30.8	6.3	60.8	0.4	0.5	0.1	25.9	-50.0
pair	RSIhist	SLmean	neg-neg	74	30.8	6.3	60.8	0.4	0.5	0.1	25.9	-50.0
single	SLmean	SLmean	neg-neg	78	32.5	6.1	60.3	0.4	0.5	0.1	25.5	-50.0
pair	MACDhist	RSmean	pos-neg	85	35.4	6.0	58.8	0.4	0.5	0.1	23.4	-54.3
pair	RSmean	MACDhist	pos-neg	85	35.4	6.0	58.8	0.4	0.5	0.1	23.4	-54.3
pair	RSIhist	MACDhist	pos-neg	28	11.7	5.8	64.3	0.4	0.4	0.2	22.6	-27.4
pair	RSI	RSmean	pos-pos	182	75.8	5.8	59.3	0.4	0.6	0.2	15.9	-28.0
pair	RSmean	RSI	pos-pos	182	75.8	5.8	59.3	0.4	0.6	0.2	15.9	-28.0
pair	MACDhist	RSIhist	pos-neg	28	11.7	5.8	64.3	0.4	0.4	0.2	22.6	-27.4
single	RSIhist	RSIhist	neg-neg	103	42.9	5.5	61.2	0.3	0.5	0.1	23.8	-54.3
pair	MRmean	SLmean	neg-pos	4	1.7	5.4	50.0	0.3	1.0	0.6	22.5	-9.4
pair	SLmean	MRmean	neg-pos	4	1.7	5.4	50.0	0.3	1.0	0.6	22.5	-9.4
pair	RSIhist	MACDhist	neg-neg	75	31.2	5.4	60.0	0.3	0.5	0.1	24.4	-54.3
pair	MACDhist	RSIhist	neg-neg	75	31.2	5.4	60.0	0.3	0.5	0.1	24.4	-54.3
pair	RSmean	MACD	pos-neg	42	17.5	4.0	61.9	0.3	0.4	0.1	25.3	-54.3
pair	MACD	RSmean	pos-neg	42	17.5	4.0	61.9	0.3	0.4	0.1	25.3	-54.3
pair	MRmean	MACD	neg-pos	31	12.9	3.7	54.8	0.3	0.5	0.1	27.5	-23.9
pair	MACD	MRmean	neg-pos	31	12.9	3.7	54.8	0.3	0.5	0.1	27.5	-23.9
pair	SLmean	RSIhist	pos-neg	29	12.1	3.7	62.1	0.3	0.4	0.2	17.5	-21.1
pair	RSIhist	SLmean	pos-neg	29	12.1	3.7	62.1	0.3	0.4	0.2	17.5	-21.1
pair	RSmean	SLmean	neg-pos	66	27.5	3.5	59.1	0.3	0.4	0.1	27.5	-50.0
pair	SLmean	RSmean	neg-pos	66	27.5	3.5	59.1	0.3	0.4	0.1	27.5	-50.0
pair	RSIhist	RSI	pos-neg	74	30.8	3.3	60.8	0.3	0.3	0.1	19.0	-29.7
pair	RSI	RSIhist	pos-neg	74	30.8	3.3	60.8	0.3	0.3	0.1	19.0	-29.7
single	MRmean	MRmean	neg-neg	64	26.7	3.0	59.4	0.2	0.3	0.1	26.4	-50.0
pair	MRmean	SLmean	neg-neg	60	25.0	2.9	60.0	0.2	0.3	0.1	26.8	-50.0
pair	SLmean	MRmean	neg-neg	60	25.0	2.9	60.0	0.2	0.3	0.1	26.8	-50.0
pair	RSIhist	SLmean	neg-pos	4	1.7	2.8	50.0	0.2	0.3	0.5	18.4	-6.2
pair	SLmean	RSIhist	neg-pos	4	1.7	2.8	50.0	0.2	0.3	0.5	18.4	-6.2
pair	MRmean	MACD	neg-neg	33	13.8	2.5	63.6	0.2	0.2	0.1	25.7	-50.0
pair	MACD	MRmean	neg-neg	33	13.8	2.5	63.6	0.2	0.2	0.1	25.7	-50.0
pair	MACDhist	MACD	neg-neg	46	19.2	2.4	60.9	0.2	0.3	0.0	23.4	-54.3
pair	MACD	MACDhist	neg-neg	46	19.2	2.4	60.9	0.2	0.3	0.0	23.4	-54.3
pair	RSIhist	RSmean	pos-neg	90	37.5	2.2	58.9	0.2	0.3	0.0	25.2	-54.3
pair	RSmean	RSIhist	pos-neg	90	37.5	2.2	58.9	0.2	0.3	0.0	25.2	-54.3
pair	MACD	SLmean	neg-neg	31	12.9	1.3	64.5	0.2	0.2	0.0	25.7	-50.0
pair	SLmean	MACD	neg-neg	31	12.9	1.3	64.5	0.2	0.2	0.0	25.7	-50.0
pair	SLmean	MACDhist	neg-pos	18	7.5	1.1	55.6	0.2	0.3	0.1	26.1	-18.1
pair	MACDhist	SLmean	neg-pos	18	7.5	1.1	55.6	0.2	0.3	0.1	26.1	-18.1
pair	RSIhist	MRmean	neg-neg	60	25.0	0.7	58.3	0.2	0.2	0.0	27.0	-50.0
pair	MRmean	RSIhist	neg-neg	60	25.0	0.7	58.3	0.2	0.2	0.0	27.0	-50.0
pair	RSI	SLmean	neg-pos	50	20.8	0.2	56.0	0.1	0.1	0.0	20.0	-27.3
pair	SLmean	RSI	neg-pos	50	20.8	0.2	56.0	0.1	0.1	0.0	20.0	-27.3
pair	MRmean	RSmean	neg-pos	52	21.7	-0.7	57.7	0.1	0.2	-0.0	29.0	-50.0
pair	RSmean	MRmean	neg-pos	52	21.7	-0.7	57.7	0.1	0.2	-0.0	29.0	-50.0
single	LWTI	LWTI	neg-neg	32	13.3	-1.3	53.1	0.1	0.1	-0.0	27.0	-35.6
pair	LWTI	RSmean	pos-neg	32	13.3	-1.3	53.1	0.1	0.1	-0.0	27.0	-35.6
pair	RSmean	LWTI	pos-neg	32	13.3	-1.3	53.1	0.1	0.1	-0.0	27.0	-35.6
pair	MACDhist	LWTI	neg-neg	29	12.1	-2.2	55.2	0.1	0.1	-0.1	28.0	-35.6
pair	LWTI	MACDhist	neg-neg	29	12.1	-2.2	55.2	0.1	0.1	-0.1	28.0	-35.6
pair	RSI	LWTI	neg-neg	26	10.8	-4.0	53.8	0.0	0.0	-0.1	29.8	-35.6
pair	LWTI	RSI	neg-neg	26	10.8	-4.0	53.8	0.0	0.0	-0.1	29.8	-35.6
pair	MACD	RSIhist	neg-neg	36	15.0	-4.3	61.1	-0.0	-0.1	-0.1	25.5	-54.3
pair	RSIhist	MACD	neg-neg	36	15.0	-4.3	61.1	-0.0	-0.1	-0.1	25.5	-54.3
pair	LWTI	MRmean	neg-neg	20	8.3	-5.8	60.0	-0.0	-0.0	-0.2	33.5	-35.6
pair	MRmean	LWTI	neg-neg	20	8.3	-5.8	60.0	-0.0	-0.0	-0.2	33.5	-35.6
pair	RSI	MRmean	neg-pos	34	14.2	-7.6	52.9	-0.3	-0.4	-0.2	19.4	-42.0
pair	MRmean	RSI	neg-pos	34	14.2	-7.6	52.9	-0.3	-0.4	-0.2	19.4	-42.0
pair	LWTI	SLmean	neg-neg	16	6.7	-8.5	62.5	-0.1	-0.1	-0.2	36.3	-35.6
pair	SLmean	LWTI	neg-neg	16	6.7	-8.5	62.5	-0.1	-0.1	-0.2	36.3	-35.6
pair	LWTI	MACD	neg-neg	21	8.8	-11.1	52.4	-0.2	-0.3	-0.3	29.9	-35.6
pair	MACD	LWTI	neg-neg	21	8.8	-11.1	52.4	-0.2	-0.3	-0.3	29.9	-35.6
pair	LWTI	RSIhist	neg-neg	19	7.9	-12.4	57.9	-0.2	-0.3	-0.3	33.6	-35.6
pair	RSIhist	LWTI	neg-neg	19	7.9	-12.4	57.9	-0.2	-0.3	-0.3	33.6	-35.6
pair	MACDhist	MRmean	neg-pos	4	1.7	-51.0	50.0	-2.1	-6.5	-3.4	30.8	-15.1
pair	MRmean	MACDhist	neg-pos	4	1.7	-51.0	50.0	-2.1	-6.5	-3.4	30.8	-15.1

All Contingency Tables for VOT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 62% Sharpe 0.89 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -21.0% Months 158M (66%)	CAGR 17.4% \| Win 61% Sharpe 0.86 \| Sortino 1.90 \| Calmar 1.9 Vol 21% \| MDD -9.3% Months 18M (8%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 5.4% \| Win 50% Sharpe 0.32 \| Sortino 1.00 \| Calmar 0.6 Vol 22% \| MDD -9.4% Months 4M (2%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 27% \| MDD -50.0% Months 60M (25%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
SLmean only	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.9% \| Win 61% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.5 Vol 15% \| MDD -21.5% Months 170M (71%)	CAGR 73.2% \| Win 100% Sharpe 8.66 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 6M (2%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -50.0% Months 52M (22%)	CAGR 21.3% \| Win 67% Sharpe 2.41 \| Sortino 5.63 \| Calmar 6.8 Vol 8% \| MDD -3.1% Months 12M (5%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
RSmean only	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.5 Vol 14% \| MDD -25.5% Months 155M (65%)	CAGR 16.3% \| Win 62% Sharpe 0.97 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -12.9% Months 21M (9%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 3.7% \| Win 55% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.2 Vol 28% \| MDD -23.9% Months 31M (13%)	CAGR 2.5% \| Win 64% Sharpe 0.23 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -50.0% Months 33M (14%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
MACD only	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 62% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.6 Vol 15% \| MDD -19.0% Months 165M (69%)	CAGR 25.3% \| Win 55% Sharpe 1.38 \| Sortino 3.12 \| Calmar 4.2 Vol 18% \| MDD -6.0% Months 11M (5%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -7.6% \| Win 53% Sharpe -0.31 \| Sortino -0.37 \| Calmar -0.2 Vol 19% \| MDD -42.0% Months 34M (14%)	CAGR 16.6% \| Win 67% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.4 Vol 32% \| MDD -46.6% Months 30M (12%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
RSI only	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 61% Sharpe 0.88 \| Sortino 1.38 \| Calmar 0.5 Vol 15% \| MDD -25.5% Months 134M (56%)	CAGR 12.3% \| Win 64% Sharpe 0.89 \| Sortino 1.27 \| Calmar 0.9 Vol 14% \| MDD -12.9% Months 42M (18%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -51.0% \| Win 50% Sharpe -2.12 \| Sortino -6.53 \| Calmar -3.4 Vol 31% \| MDD -15.1% Months 4M (2%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 60M (25%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 61% Sharpe 0.96 \| Sortino 1.67 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 133M (55%)	CAGR 12.7% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.5 Vol 19% \| MDD -24.6% Months 43M (18%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 46.0% \| Win 75% Sharpe 3.17 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 0.7% \| Win 58% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 27% \| MDD -50.0% Months 60M (25%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.0% \| Win 63% Sharpe 0.89 \| Sortino 1.38 \| Calmar 0.8 Vol 15% \| MDD -16.9% Months 164M (68%)	CAGR 6.8% \| Win 42% Sharpe 0.67 \| Sortino 1.52 \| Calmar 1.4 Vol 11% \| MDD -4.8% Months 12M (5%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 7.4% \| Win 59% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.3 Vol 23% \| MDD -24.4% Months 44M (18%)	CAGR -5.8% \| Win 60% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.2 Vol 34% \| MDD -35.6% Months 20M (8%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.0% \| Win 60% Sharpe 0.75 \| Sortino 1.14 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 156M (65%)	CAGR 73.2% \| Win 100% Sharpe 8.66 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 6M (2%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 3.5% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 28% \| MDD -50.0% Months 66M (28%)	CAGR 21.3% \| Win 67% Sharpe 2.41 \| Sortino 5.63 \| Calmar 6.8 Vol 8% \| MDD -3.1% Months 12M (5%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
RSmean only	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 62% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -27.0% Months 139M (58%)	CAGR 16.8% \| Win 61% Sharpe 0.95 \| Sortino 1.75 \| Calmar 1.2 Vol 18% \| MDD -14.3% Months 23M (10%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 9.4% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.4 Vol 26% \| MDD -21.2% Months 47M (20%)	CAGR 1.3% \| Win 64% Sharpe 0.18 \| Sortino 0.19 \| Calmar 0.0 Vol 26% \| MDD -50.0% Months 31M (13%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
MACD only	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 62% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -21.9% Months 149M (62%)	CAGR 22.1% \| Win 54% Sharpe 1.25 \| Sortino 2.96 \| Calmar 1.7 Vol 17% \| MDD -13.1% Months 13M (5%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 0.2% \| Win 56% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -27.3% Months 50M (21%)	CAGR 17.4% \| Win 68% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.4 Vol 33% \| MDD -46.6% Months 28M (12%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
RSI only	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 62% Sharpe 0.85 \| Sortino 1.26 \| Calmar 0.5 Vol 14% \| MDD -24.4% Months 120M (50%)	CAGR 13.3% \| Win 62% Sharpe 0.92 \| Sortino 1.47 \| Calmar 0.9 Vol 15% \| MDD -14.3% Months 42M (18%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.1 Vol 26% \| MDD -18.1% Months 18M (8%)	CAGR 7.6% \| Win 62% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 60M (25%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.8% \| Win 62% Sharpe 1.04 \| Sortino 1.84 \| Calmar 1.1 Vol 13% \| MDD -12.3% Months 133M (55%)	CAGR 3.7% \| Win 62% Sharpe 0.29 \| Sortino 0.36 \| Calmar 0.2 Vol 18% \| MDD -21.1% Months 29M (12%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 2.8% \| Win 50% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.4 Vol 18% \| MDD -6.2% Months 4M (2%)	CAGR 6.3% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 74M (31%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.5% \| Win 64% Sharpe 0.91 \| Sortino 1.34 \| Calmar 0.7 Vol 14% \| MDD -17.7% Months 146M (61%)	CAGR 6.5% \| Win 44% Sharpe 0.52 \| Sortino 1.01 \| Calmar 0.5 Vol 14% \| MDD -13.8% Months 16M (7%)	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)
SLmean neg	CAGR 10.2% \| Win 60% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.4 Vol 22% \| MDD -25.9% Months 62M (26%)	CAGR -8.5% \| Win 62% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.2 Vol 36% \| MDD -35.6% Months 16M (7%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.0% \| Win 59% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 180M (75%)	CAGR 4.0% \| Win 62% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -54.3% Months 42M (18%)	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)
RSmean neg	CAGR 73.2% \| Win 100% Sharpe 8.66 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 6M (2%)	CAGR 21.3% \| Win 67% Sharpe 2.41 \| Sortino 5.63 \| Calmar 6.8 Vol 8% \| MDD -3.1% Months 12M (5%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)
MACD only	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.8% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 182M (76%)	CAGR 18.8% \| Win 62% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 40M (17%)	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)
RSmean neg	CAGR 37.4% \| Win 76% Sharpe 3.51 \| Sortino 9.30 \| Calmar 11.9 Vol 9% \| MDD -3.1% Months 17M (7%)	CAGR 22.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)
RSI only	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.4% \| Win 61% Sharpe 0.65 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 137M (57%)	CAGR 6.0% \| Win 59% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 85M (35%)	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)
RSmean neg	CAGR 145.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 31.9% \| Win 76% Sharpe 3.47 \| Sortino 8.08 \| Calmar 10.2 Vol 8% \| MDD -3.1% Months 17M (7%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.2% \| Win 61% Sharpe 0.93 \| Sortino 1.63 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 132M (55%)	CAGR 2.2% \| Win 59% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 25% \| MDD -54.3% Months 90M (38%)	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)
RSmean neg	CAGR 50.8% \| Win 80% Sharpe 3.88 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 5M (2%)	CAGR 31.4% \| Win 77% Sharpe 3.30 \| Sortino 6.65 \| Calmar 12.8 Vol 8% \| MDD -2.5% Months 13M (5%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 61% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 190M (79%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)
RSmean neg	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)	-	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.5% \| Win 61% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.3 Vol 16% \| MDD -29.3% Months 173M (72%)	CAGR 44.9% \| Win 62% Sharpe 1.37 \| Sortino 4.18 \| Calmar 3.4 Vol 30% \| MDD -13.3% Months 13M (5%)	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)
MACD neg	CAGR 6.8% \| Win 62% Sharpe 0.52 \| Sortino 0.73 \| Calmar 0.3 Vol 15% \| MDD -24.7% Months 26M (11%)	CAGR 8.4% \| Win 64% Sharpe 0.43 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 28M (12%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)
RSI only	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.3% \| Win 60% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 130M (54%)	CAGR 16.4% \| Win 62% Sharpe 0.86 \| Sortino 1.47 \| Calmar 0.7 Vol 20% \| MDD -23.7% Months 56M (23%)	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)
MACD neg	CAGR 43.1% \| Win 75% Sharpe 2.26 \| Sortino 23.38 \| Calmar 9.4 Vol 17% \| MDD -4.6% Months 8M (3%)	CAGR 2.4% \| Win 61% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -54.3% Months 46M (19%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.4% \| Win 60% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.7 Vol 13% \| MDD -14.8% Months 119M (50%)	CAGR 11.2% \| Win 61% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.3 Vol 23% \| MDD -36.4% Months 67M (28%)	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)
MACD neg	CAGR 36.0% \| Win 67% Sharpe 2.27 \| Sortino 5.25 \| Calmar 7.8 Vol 14% \| MDD -4.6% Months 18M (8%)	CAGR -4.3% \| Win 61% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 26% \| MDD -54.3% Months 36M (15%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.95 \| Calmar 0.2 Vol 17% \| MDD -40.9% Months 175M (73%)	CAGR 20.7% \| Win 55% Sharpe 1.01 \| Sortino 1.52 \| Calmar 1.6 Vol 21% \| MDD -12.8% Months 11M (5%)	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)
MACD neg	CAGR 21.6% \| Win 70% Sharpe 1.29 \| Sortino 2.00 \| Calmar 1.4 Vol 16% \| MDD -15.2% Months 33M (14%)	CAGR -11.1% \| Win 52% Sharpe -0.24 \| Sortino -0.30 \| Calmar -0.3 Vol 30% \| MDD -35.6% Months 21M (9%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.1% \| Win 61% Sharpe 0.63 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 132M (55%)	CAGR 6.6% \| Win 61% Sharpe 0.49 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.8% Months 67M (28%)	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)
RSI neg	CAGR 33.0% \| Win 67% Sharpe 1.48 \| Sortino 6.11 \| Calmar 5.5 Vol 21% \| MDD -6.0% Months 6M (2%)	CAGR 16.6% \| Win 63% Sharpe 0.66 \| Sortino 0.92 \| Calmar 0.4 Vol 30% \| MDD -46.6% Months 35M (15%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.2% \| Win 61% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.7 Vol 13% \| MDD -16.3% Months 125M (52%)	CAGR 3.3% \| Win 61% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 19% \| MDD -29.7% Months 74M (31%)	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)
RSI neg	CAGR 39.4% \| Win 67% Sharpe 2.40 \| Sortino 6.35 \| Calmar 10.0 Vol 14% \| MDD -3.9% Months 12M (5%)	CAGR 11.3% \| Win 62% Sharpe 0.49 \| Sortino 0.80 \| Calmar 0.2 Vol 33% \| MDD -46.6% Months 29M (12%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.1% \| Win 61% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 193M (80%)	CAGR 11.6% \| Win 50% Sharpe 1.39 \| Sortino 24.25 \| Calmar 15.4 Vol 8% \| MDD -0.8% Months 6M (2%)	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)
RSI neg	CAGR 72.3% \| Win 80% Sharpe 2.35 \| Sortino 6.84 \| Calmar 6.6 Vol 25% \| MDD -11.0% Months 15M (6%)	CAGR -4.0% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 30% \| MDD -35.6% Months 26M (11%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.1% \| Win 60% Sharpe 0.83 \| Sortino 1.44 \| Calmar 0.7 Vol 14% \| MDD -16.3% Months 110M (46%)	CAGR 5.8% \| Win 64% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 23% \| MDD -27.4% Months 28M (12%)	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)
MACDhist neg	CAGR 23.4% \| Win 67% Sharpe 1.95 \| Sortino 4.76 \| Calmar 5.6 Vol 11% \| MDD -4.2% Months 27M (11%)	CAGR 5.4% \| Win 60% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 75M (31%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)
RSIhist only	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.1% \| Win 62% Sharpe 0.69 \| Sortino 0.94 \| Calmar 0.4 Vol 16% \| MDD -27.6% Months 135M (56%)	CAGR 7.5% \| Win 33% Sharpe 0.45 \| Sortino 1.00 \| Calmar 1.7 Vol 19% \| MDD -4.4% Months 3M (1%)	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)
MACDhist neg	CAGR 15.1% \| Win 64% Sharpe 0.85 \| Sortino 1.42 \| Calmar 0.7 Vol 19% \| MDD -21.2% Months 73M (30%)	CAGR -2.2% \| Win 55% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.1 Vol 28% \| MDD -35.6% Months 29M (12%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.0% \| Win 63% Sharpe 0.98 \| Sortino 1.69 \| Calmar 0.8 Vol 14% \| MDD -16.3% Months 124M (52%)	CAGR 17.6% \| Win 46% Sharpe 1.36 \| Sortino 3.64 \| Calmar 3.6 Vol 12% \| MDD -4.9% Months 13M (5%)	CAGR 13.4% \| Win 61% Sharpe 1.01 \| Sortino 1.78 \| Calmar 0.8 Vol 13% \| MDD -16.3% Months 137M (57%)
RSIhist neg	CAGR 10.1% \| Win 62% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 21% \| MDD -35.0% Months 84M (35%)	CAGR -12.4% \| Win 58% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.3 Vol 34% \| MDD -35.6% Months 19M (8%)	CAGR 5.5% \| Win 61% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -54.3% Months 103M (43%)
LWTI only	CAGR 11.8% \| Win 62% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.0% Months 208M (87%)	CAGR -1.3% \| Win 53% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -35.6% Months 32M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 62% Sharpe 0.89 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -21.0% Months 158M (66%)	CAGR 17.4% \| Win 61% Sharpe 0.86 \| Sortino 1.90 \| Calmar 1.9 Vol 21% \| MDD -9.3% Months 18M (8%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 5.4% \| Win 50% Sharpe 0.32 \| Sortino 1.00 \| Calmar 0.6 Vol 22% \| MDD -9.4% Months 4M (2%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 27% \| MDD -50.0% Months 60M (25%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
SLmean only	CAGR 11.9% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.4 Vol 14% \| MDD -28.4% Months 162M (68%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 78M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.9% \| Win 61% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.5 Vol 15% \| MDD -21.5% Months 170M (71%)	CAGR 73.2% \| Win 100% Sharpe 8.66 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 6M (2%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -50.0% Months 52M (22%)	CAGR 21.3% \| Win 67% Sharpe 2.41 \| Sortino 5.63 \| Calmar 6.8 Vol 8% \| MDD -3.1% Months 12M (5%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
RSmean only	CAGR 8.1% \| Win 60% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.3% Months 222M (92%)	CAGR 36.6% \| Win 78% Sharpe 3.52 \| Sortino 9.11 \| Calmar 11.6 Vol 9% \| MDD -3.1% Months 18M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 62% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.5 Vol 14% \| MDD -25.5% Months 155M (65%)	CAGR 16.3% \| Win 62% Sharpe 0.97 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -12.9% Months 21M (9%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR 3.7% \| Win 55% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.2 Vol 28% \| MDD -23.9% Months 31M (13%)	CAGR 2.5% \| Win 64% Sharpe 0.23 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -50.0% Months 33M (14%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
MACD only	CAGR 10.7% \| Win 61% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -38.5% Months 186M (78%)	CAGR 7.6% \| Win 63% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.1 Vol 23% \| MDD -54.3% Months 54M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 62% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.6 Vol 15% \| MDD -19.0% Months 165M (69%)	CAGR 25.3% \| Win 55% Sharpe 1.38 \| Sortino 3.12 \| Calmar 4.2 Vol 18% \| MDD -6.0% Months 11M (5%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -7.6% \| Win 53% Sharpe -0.31 \| Sortino -0.37 \| Calmar -0.2 Vol 19% \| MDD -42.0% Months 34M (14%)	CAGR 16.6% \| Win 67% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.4 Vol 32% \| MDD -46.6% Months 30M (12%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
RSI only	CAGR 8.2% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -26.9% Months 199M (83%)	CAGR 18.9% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 29% \| MDD -46.6% Months 41M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 61% Sharpe 0.88 \| Sortino 1.38 \| Calmar 0.5 Vol 15% \| MDD -25.5% Months 134M (56%)	CAGR 12.3% \| Win 64% Sharpe 0.89 \| Sortino 1.27 \| Calmar 0.9 Vol 14% \| MDD -12.9% Months 42M (18%)	CAGR 12.6% \| Win 62% Sharpe 0.88 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (73%)
MRmean neg	CAGR -51.0% \| Win 50% Sharpe -2.12 \| Sortino -6.53 \| Calmar -3.4 Vol 31% \| MDD -15.1% Months 4M (2%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 60M (25%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -50.0% Months 64M (27%)
MACDhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -28.0% Months 138M (58%)	CAGR 9.9% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -54.3% Months 102M (42%)