VTI - Vanguard Total Stock Market Index Fund ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

114.3%

Best CAGR

Total Months

9.9%

Avg CAGR

VTI 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 VTI

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	4	1.3	114.3	100.0	10.1	0.0	0.0	7.8	0.0
pair	RSI	MACDhist	neg-pos	4	1.3	114.3	100.0	10.1	0.0	0.0	7.8	0.0
pair	RSI	MACD	pos-neg	15	5.0	62.8	73.3	2.2	3.1	6.8	23.7	-9.2
pair	MACD	RSI	pos-neg	15	5.0	62.8	73.3	2.2	3.1	6.8	23.7	-9.2
pair	RSmean	MACDhist	neg-pos	2	0.7	59.9	100.0	7.6	0.0	0.0	6.3	0.0
pair	MACDhist	RSmean	neg-pos	2	0.7	59.9	100.0	7.6	0.0	0.0	6.3	0.0
pair	RSI	MRmean	pos-neg	6	2.0	51.8	100.0	5.6	0.0	0.0	7.6	0.0
pair	MRmean	RSI	pos-neg	6	2.0	51.8	100.0	5.6	0.0	0.0	7.6	0.0
pair	SLmean	RSI	pos-neg	10	3.4	49.4	90.0	3.3	0.0	0.0	12.8	0.0
pair	RSI	SLmean	pos-neg	10	3.4	49.4	90.0	3.3	0.0	0.0	12.8	0.0
pair	RSmean	SLmean	pos-neg	6	2.0	34.6	100.0	4.9	0.0	0.0	6.2	0.0
pair	SLmean	RSmean	pos-neg	6	2.0	34.6	100.0	4.9	0.0	0.0	6.2	0.0
pair	MACD	SLmean	pos-neg	21	7.0	34.3	81.0	2.6	5.2	9.6	11.8	-3.6
pair	SLmean	MACD	pos-neg	21	7.0	34.3	81.0	2.6	5.2	9.6	11.8	-3.6
pair	MRmean	MACD	pos-neg	18	6.0	34.1	83.3	3.0	6.9	9.6	9.9	-3.6
pair	MACD	MRmean	pos-neg	18	6.0	34.1	83.3	3.0	6.9	9.6	9.9	-3.6
pair	MACD	MACDhist	neg-pos	8	2.7	30.7	75.0	2.2	12.1	8.6	12.6	-3.6
pair	MACDhist	MACD	neg-pos	8	2.7	30.7	75.0	2.2	12.1	8.6	12.6	-3.6
pair	RSmean	MACD	neg-pos	8	2.7	26.7	87.5	1.9	0.0	4.7	13.3	-5.7
pair	MACD	RSmean	neg-pos	8	2.7	26.7	87.5	1.9	0.0	4.7	13.3	-5.7
pair	RSI	RSmean	neg-pos	8	2.7	26.7	87.5	1.9	0.0	4.7	13.3	-5.7
pair	RSmean	RSI	neg-pos	8	2.7	26.7	87.5	1.9	0.0	4.7	13.3	-5.7
pair	RSI	MACD	neg-pos	12	4.0	26.1	75.0	2.2	5.4	7.3	10.7	-3.6
pair	MACD	RSI	neg-pos	12	4.0	26.1	75.0	2.2	5.4	7.3	10.7	-3.6
pair	LWTI	RSIhist	pos-neg	17	5.7	25.0	70.6	1.7	5.2	2.7	13.9	-9.1
pair	RSIhist	LWTI	pos-neg	17	5.7	25.0	70.6	1.7	5.2	2.7	13.9	-9.1
pair	MACD	RSIhist	neg-pos	29	9.7	22.4	69.0	1.5	3.2	1.9	14.1	-11.6
pair	RSIhist	MACD	neg-pos	29	9.7	22.4	69.0	1.5	3.2	1.9	14.1	-11.6
pair	RSIhist	MACDhist	neg-pos	39	13.1	20.4	74.4	1.5	2.5	1.8	12.9	-11.6
pair	MACDhist	RSIhist	neg-pos	39	13.1	20.4	74.4	1.5	2.5	1.8	12.9	-11.6
pair	RSI	RSmean	pos-neg	40	13.4	20.3	67.5	0.9	1.3	0.5	25.5	-42.3
pair	RSmean	RSI	pos-neg	40	13.4	20.3	67.5	0.9	1.3	0.5	25.5	-42.3
pair	RSI	RSIhist	neg-pos	17	5.7	20.0	64.7	1.2	2.6	1.7	16.4	-11.6
pair	RSIhist	RSI	neg-pos	17	5.7	20.0	64.7	1.2	2.6	1.7	16.4	-11.6
pair	MRmean	LWTI	pos-neg	9	3.0	19.9	77.8	1.9	33.4	4.0	9.9	-5.0
pair	LWTI	MRmean	pos-neg	9	3.0	19.9	77.8	1.9	33.4	4.0	9.9	-5.0
pair	MACD	SLmean	neg-pos	53	17.8	19.0	62.3	0.9	1.5	1.0	20.7	-18.6
pair	SLmean	MACD	neg-pos	53	17.8	19.0	62.3	0.9	1.5	1.0	20.7	-18.6
pair	MRmean	MACD	neg-pos	38	12.8	18.5	57.9	0.8	1.4	1.2	23.4	-15.9
pair	MACD	MRmean	neg-pos	38	12.8	18.5	57.9	0.8	1.4	1.2	23.4	-15.9
pair	RSIhist	MACDhist	pos-neg	42	14.1	17.3	69.0	1.0	1.3	1.2	17.4	-13.9
pair	MACDhist	RSIhist	pos-neg	42	14.1	17.3	69.0	1.0	1.3	1.2	17.4	-13.9
pair	MRmean	RSmean	pos-neg	7	2.3	16.6	85.7	1.3	0.0	2.9	12.2	-5.7
pair	RSmean	MRmean	pos-neg	7	2.3	16.6	85.7	1.3	0.0	2.9	12.2	-5.7
pair	RSI	LWTI	neg-pos	24	8.1	15.3	54.2	0.7	1.4	0.5	23.4	-30.2
pair	LWTI	RSI	neg-pos	24	8.1	15.3	54.2	0.7	1.4	0.5	23.4	-30.2
pair	MACDhist	MRmean	pos-neg	51	17.1	14.5	78.4	1.2	1.3	0.9	12.4	-15.3
pair	MRmean	MACDhist	pos-neg	51	17.1	14.5	78.4	1.2	1.3	0.9	12.4	-15.3
pair	MACD	RSIhist	pos-neg	95	31.9	14.1	65.3	0.8	1.2	0.6	18.4	-23.7
pair	RSIhist	MACD	pos-neg	95	31.9	14.1	65.3	0.8	1.2	0.6	18.4	-23.7
pair	MACD	MACDhist	pos-neg	71	23.8	14.1	67.6	0.8	1.3	0.7	17.4	-20.5
pair	MACDhist	MACD	pos-neg	71	23.8	14.1	67.6	0.8	1.3	0.7	17.4	-20.5
pair	MACDhist	SLmean	pos-neg	55	18.5	12.7	74.5	0.9	1.2	0.8	13.8	-15.5
pair	SLmean	MACDhist	pos-neg	55	18.5	12.7	74.5	0.9	1.2	0.8	13.8	-15.5
pair	MACD	LWTI	pos-pos	237	79.5	12.6	67.5	0.9	1.4	0.6	13.6	-21.3
pair	LWTI	MACD	pos-pos	237	79.5	12.6	67.5	0.9	1.4	0.6	13.6	-21.3
pair	SLmean	RSIhist	pos-pos	175	58.7	12.3	69.1	1.1	1.8	0.7	11.0	-17.0
pair	RSIhist	SLmean	pos-pos	175	58.7	12.3	69.1	1.1	1.8	0.7	11.0	-17.0
pair	RSIhist	RSmean	pos-pos	178	59.7	12.3	68.5	1.1	1.8	0.7	11.2	-17.0
pair	RSmean	RSIhist	pos-pos	178	59.7	12.3	68.5	1.1	1.8	0.7	11.2	-17.0
pair	LWTI	RSIhist	neg-pos	97	32.6	12.0	63.9	0.7	1.1	0.6	18.1	-20.1
pair	RSIhist	LWTI	neg-pos	97	32.6	12.0	63.9	0.7	1.1	0.6	18.1	-20.1
pair	RSmean	LWTI	pos-pos	243	81.5	12.0	67.1	0.9	1.3	0.6	13.9	-21.3
pair	LWTI	RSmean	pos-pos	243	81.5	12.0	67.1	0.9	1.3	0.6	13.9	-21.3
pair	MRmean	RSIhist	pos-pos	172	57.7	11.9	69.2	1.1	1.7	0.7	10.8	-17.0
pair	RSIhist	MRmean	pos-pos	172	57.7	11.9	69.2	1.1	1.7	0.7	10.8	-17.0
pair	SLmean	MRmean	pos-pos	208	69.8	11.9	69.7	1.1	1.5	0.6	11.4	-18.6
pair	MRmean	SLmean	pos-pos	208	69.8	11.9	69.7	1.1	1.5	0.6	11.4	-18.6
single	MRmean	MRmean	pos-pos	229	76.8	11.8	69.4	1.0	1.5	0.6	11.7	-18.8
pair	MRmean	RSmean	pos-pos	222	74.5	11.6	68.9	1.0	1.5	0.6	11.7	-18.8
pair	SLmean	LWTI	pos-pos	202	67.8	11.6	69.3	1.0	1.5	0.6	11.5	-19.7
pair	LWTI	SLmean	pos-pos	202	67.8	11.6	69.3	1.0	1.5	0.6	11.5	-19.7
pair	RSmean	MRmean	pos-pos	222	74.5	11.6	68.9	1.0	1.5	0.6	11.7	-18.8
single	SLmean	SLmean	pos-pos	217	72.8	11.5	69.1	1.0	1.4	0.5	11.9	-22.4
single	RSIhist	RSIhist	pos-pos	183	61.4	11.5	67.8	1.0	1.7	0.7	11.4	-17.0
pair	MRmean	MACDhist	neg-pos	8	2.7	11.4	62.5	0.5	0.6	0.7	28.9	-15.5
pair	MRmean	LWTI	pos-pos	220	73.8	11.4	69.1	1.0	1.5	0.7	11.8	-17.3
pair	LWTI	MRmean	pos-pos	220	73.8	11.4	69.1	1.0	1.5	0.7	11.8	-17.3
pair	MACDhist	MRmean	neg-pos	8	2.7	11.4	62.5	0.5	0.6	0.7	28.9	-15.5
single	MACD	MACD	pos-pos	249	83.6	11.3	66.7	0.8	1.2	0.3	14.1	-32.9
pair	RSIhist	MRmean	pos-neg	57	19.1	11.3	70.2	0.8	1.2	0.6	14.3	-18.8
pair	MRmean	RSIhist	pos-neg	57	19.1	11.3	70.2	0.8	1.2	0.6	14.3	-18.8
pair	MACDhist	SLmean	pos-pos	162	54.4	11.1	67.3	1.0	1.6	0.8	11.2	-14.3
pair	SLmean	MACDhist	pos-pos	162	54.4	11.1	67.3	1.0	1.6	0.8	11.2	-14.3
pair	LWTI	MACDhist	pos-pos	184	61.7	11.0	66.8	0.9	1.3	0.5	12.6	-20.8
pair	MACDhist	LWTI	pos-pos	184	61.7	11.0	66.8	0.9	1.3	0.5	12.6	-20.8
pair	MRmean	MACDhist	pos-pos	178	59.7	11.0	66.9	1.0	1.6	0.6	11.5	-17.3
single	MACDhist	MACDhist	pos-pos	186	62.4	11.0	66.7	0.9	1.3	0.5	12.6	-20.8
pair	MACDhist	MRmean	pos-pos	178	59.7	11.0	66.9	1.0	1.6	0.6	11.5	-17.3
pair	RSmean	SLmean	pos-pos	211	70.8	10.9	68.2	0.9	1.4	0.5	12.0	-22.4
single	LWTI	LWTI	pos-pos	263	88.3	10.9	66.2	0.8	1.2	0.4	14.0	-29.6
pair	SLmean	RSmean	pos-pos	211	70.8	10.9	68.2	0.9	1.4	0.5	12.0	-22.4
pair	RSmean	MACD	pos-pos	241	80.9	10.8	66.0	0.8	1.1	0.3	14.2	-32.9
pair	MACD	RSmean	pos-pos	241	80.9	10.8	66.0	0.8	1.1	0.3	14.2	-32.9
pair	RSI	MRmean	pos-pos	223	74.8	10.8	68.6	0.9	1.4	0.6	11.7	-18.8
pair	MRmean	RSI	pos-pos	223	74.8	10.8	68.6	0.9	1.4	0.6	11.7	-18.8
pair	RSIhist	RSI	pos-pos	166	55.7	10.7	68.1	1.0	1.6	0.6	10.8	-17.0
pair	RSI	RSIhist	pos-pos	166	55.7	10.7	68.1	1.0	1.6	0.6	10.8	-17.0
pair	MACDhist	RSmean	pos-pos	184	61.7	10.5	66.3	0.9	1.3	0.5	12.6	-20.8
pair	LWTI	MACDhist	neg-pos	79	26.5	10.5	64.6	0.7	1.0	0.4	17.0	-29.6
single	RSI	RSI	neg-neg	52	17.4	10.5	59.6	0.5	0.8	0.2	24.0	-48.1
pair	MACDhist	LWTI	neg-pos	79	26.5	10.5	64.6	0.7	1.0	0.4	17.0	-29.6
pair	RSmean	MACDhist	pos-pos	184	61.7	10.5	66.3	0.9	1.3	0.5	12.6	-20.8
single	RSmean	RSmean	pos-pos	278	93.3	10.4	66.2	0.7	1.0	0.2	15.4	-50.8
pair	LWTI	RSI	pos-pos	239	80.2	10.4	67.4	0.8	1.2	0.4	12.8	-24.3
pair	RSI	LWTI	pos-pos	239	80.2	10.4	67.4	0.8	1.2	0.4	12.8	-24.3
pair	MACDhist	SLmean	neg-pos	24	8.1	10.3	62.5	0.6	0.8	0.6	20.2	-16.7
pair	SLmean	MACDhist	neg-pos	24	8.1	10.3	62.5	0.6	0.8	0.6	20.2	-16.7
pair	SLmean	MRmean	pos-neg	21	7.0	10.2	66.7	0.7	1.4	0.8	14.7	-12.2
pair	MRmean	SLmean	pos-neg	21	7.0	10.2	66.7	0.7	1.4	0.8	14.7	-12.2
pair	RSIhist	LWTI	pos-pos	166	55.7	10.2	67.5	0.9	1.4	0.6	11.1	-17.0
pair	LWTI	RSIhist	pos-pos	166	55.7	10.2	67.5	0.9	1.4	0.6	11.1	-17.0
pair	MACDhist	RSmean	pos-neg	94	31.5	10.2	66.0	0.6	0.8	0.2	19.7	-48.2
pair	RSmean	MACDhist	pos-neg	94	31.5	10.2	66.0	0.6	0.8	0.2	19.7	-48.2
pair	MACDhist	MACD	pos-pos	178	59.7	10.2	66.3	0.8	1.2	0.5	12.6	-20.8
pair	MACD	MACDhist	pos-pos	178	59.7	10.2	66.3	0.8	1.2	0.5	12.6	-20.8
pair	MRmean	MACD	pos-pos	211	70.8	10.0	68.2	0.9	1.3	0.5	11.8	-21.6
pair	MACD	MRmean	pos-pos	211	70.8	10.0	68.2	0.9	1.3	0.5	11.8	-21.6
pair	SLmean	RSI	pos-pos	207	69.5	9.9	68.1	0.9	1.3	0.4	11.7	-26.2
pair	RSI	SLmean	pos-pos	207	69.5	9.9	68.1	0.9	1.3	0.4	11.7	-26.2
pair	SLmean	LWTI	pos-neg	15	5.0	9.8	66.7	0.7	1.3	1.2	16.5	-8.1
pair	LWTI	SLmean	pos-neg	15	5.0	9.8	66.7	0.7	1.3	1.2	16.5	-8.1
pair		benchmark___benchmark_	benchmark-benchmark	298	100.0	9.6	65.4	0.7	0.9	0.2	15.4	-50.8
pair	benchmark___benchmark_		benchmark-benchmark	298	100.0	9.6	65.4	0.7	0.9	0.2	15.4	-50.8
pair	RSIhist	MACD	pos-pos	154	51.7	9.6	67.5	0.9	1.4	0.5	10.7	-17.7
pair	MACD	RSIhist	pos-pos	154	51.7	9.6	67.5	0.9	1.4	0.5	10.7	-17.7
pair	MACDhist	RSI	pos-pos	182	61.1	9.4	65.9	0.8	1.1	0.5	12.4	-20.8
pair	RSI	MACDhist	pos-pos	182	61.1	9.4	65.9	0.8	1.1	0.5	12.4	-20.8
pair	RSI	MACDhist	pos-neg	64	21.5	9.4	68.8	0.7	0.9	0.4	14.5	-26.4
pair	MACDhist	RSI	pos-neg	64	21.5	9.4	68.8	0.7	0.9	0.4	14.5	-26.4
single	RSI	RSI	pos-pos	246	82.6	9.4	66.7	0.8	1.1	0.3	12.9	-30.4
pair	SLmean	MACD	pos-pos	196	65.8	9.3	67.9	0.8	1.2	0.4	11.8	-22.4
pair	MACD	SLmean	pos-pos	196	65.8	9.3	67.9	0.8	1.2	0.4	11.8	-22.4
pair	MACDhist	RSIhist	pos-pos	144	48.3	9.2	66.0	0.9	1.4	0.5	10.9	-17.4
pair	RSIhist	MACDhist	pos-pos	144	48.3	9.2	66.0	0.9	1.4	0.5	10.9	-17.4
pair	SLmean	RSmean	neg-pos	67	22.5	9.0	59.7	0.5	0.7	0.2	23.1	-45.1
pair	RSmean	SLmean	neg-pos	67	22.5	9.0	59.7	0.5	0.7	0.2	23.1	-45.1
pair	RSmean	RSI	pos-pos	238	79.9	8.9	66.0	0.7	1.0	0.3	12.9	-30.4
pair	RSI	RSmean	pos-pos	238	79.9	8.9	66.0	0.7	1.0	0.3	12.9	-30.4
pair	MACDhist	LWTI	pos-neg	2	0.7	8.7	50.0	0.5	0.0	3.3	16.6	-2.6
pair	LWTI	MACDhist	pos-neg	2	0.7	8.7	50.0	0.5	0.0	3.3	16.6	-2.6
pair	MACD	RSI	pos-pos	234	78.5	8.6	66.2	0.7	1.0	0.3	13.0	-32.8
pair	RSI	MACD	pos-pos	234	78.5	8.6	66.2	0.7	1.0	0.3	13.0	-32.8
pair	LWTI	SLmean	neg-pos	61	20.5	8.5	55.7	0.5	0.8	0.3	20.4	-29.9
pair	SLmean	LWTI	neg-pos	61	20.5	8.5	55.7	0.5	0.8	0.3	20.4	-29.9
pair	SLmean	RSIhist	pos-neg	42	14.1	8.2	69.0	0.6	0.8	0.5	15.1	-18.5
pair	RSIhist	SLmean	pos-neg	42	14.1	8.2	69.0	0.6	0.8	0.5	15.1	-18.5
pair	MACD	RSmean	pos-neg	37	12.4	8.0	67.6	0.5	0.6	0.2	21.8	-36.4
pair	RSmean	MACD	pos-neg	37	12.4	8.0	67.6	0.5	0.6	0.2	21.8	-36.4
pair	LWTI	MRmean	neg-pos	43	14.4	8.0	51.2	0.5	0.8	0.2	22.5	-36.2
pair	MRmean	LWTI	neg-pos	43	14.4	8.0	51.2	0.5	0.8	0.2	22.5	-36.2
single	MACDhist	MACDhist	neg-neg	112	37.6	7.3	63.4	0.5	0.7	0.1	19.2	-48.2
pair	RSIhist	RSmean	pos-neg	100	33.6	7.2	62.0	0.4	0.6	0.1	20.9	-48.5
pair	RSmean	RSIhist	pos-neg	100	33.6	7.2	62.0	0.4	0.6	0.1	20.9	-48.5
pair	LWTI	MACD	neg-neg	23	7.7	7.2	65.2	0.4	0.5	0.2	24.4	-36.4
pair	MACD	LWTI	neg-neg	23	7.7	7.2	65.2	0.4	0.5	0.2	24.4	-36.4
pair	RSIhist	RSI	pos-neg	80	26.8	6.8	63.8	0.5	0.7	0.2	16.6	-30.7
pair	RSI	RSIhist	pos-neg	80	26.8	6.8	63.8	0.5	0.7	0.2	16.6	-30.7
pair	SLmean	RSI	neg-pos	39	13.1	6.7	59.0	0.4	0.6	0.3	18.3	-25.7
pair	RSI	SLmean	neg-pos	39	13.1	6.7	59.0	0.4	0.6	0.3	18.3	-25.7
single	RSIhist	RSIhist	neg-neg	115	38.6	6.6	61.7	0.4	0.6	0.1	20.2	-49.1
pair	LWTI	RSI	neg-neg	28	9.4	6.5	64.3	0.4	0.5	0.1	24.9	-42.3
pair	RSI	LWTI	neg-neg	28	9.4	6.5	64.3	0.4	0.5	0.1	24.9	-42.3
pair	RSIhist	RSI	neg-neg	35	11.7	6.1	57.1	0.3	0.6	0.1	27.1	-47.8
pair	RSI	RSIhist	neg-neg	35	11.7	6.1	57.1	0.3	0.6	0.1	27.1	-47.8
pair	MRmean	RSI	neg-neg	46	15.4	6.0	54.3	0.4	0.6	0.1	25.2	-51.8
pair	RSI	MRmean	neg-neg	46	15.4	6.0	54.3	0.4	0.6	0.1	25.2	-51.8
pair	MRmean	RSmean	neg-pos	56	18.8	5.9	55.4	0.3	0.6	0.1	25.2	-48.4
pair	RSmean	MRmean	neg-pos	56	18.8	5.9	55.4	0.3	0.6	0.1	25.2	-48.4
pair	RSIhist	SLmean	neg-neg	73	24.5	5.6	57.5	0.3	0.5	0.1	22.8	-46.7
pair	SLmean	RSIhist	neg-neg	73	24.5	5.6	57.5	0.3	0.5	0.1	22.8	-46.7
pair	RSIhist	MRmean	neg-pos	11	3.7	5.5	45.5	0.4	0.9	0.5	19.0	-11.6
pair	MRmean	RSIhist	neg-pos	11	3.7	5.5	45.5	0.4	0.9	0.5	19.0	-11.6
single	SLmean	SLmean	neg-neg	81	27.2	4.6	55.6	0.3	0.5	0.1	22.3	-48.1
pair	MACDhist	RSI	neg-neg	48	16.1	4.5	56.2	0.3	0.5	0.1	24.2	-48.1
pair	RSI	MACDhist	neg-neg	48	16.1	4.5	56.2	0.3	0.5	0.1	24.2	-48.1
pair	RSI	SLmean	neg-neg	42	14.1	2.8	52.4	0.2	0.4	0.1	25.7	-49.2
pair	SLmean	RSI	neg-neg	42	14.1	2.8	52.4	0.2	0.4	0.1	25.7	-49.2
pair	SLmean	MRmean	neg-neg	60	20.1	2.7	51.7	0.2	0.4	0.1	24.5	-53.5
pair	MRmean	SLmean	neg-neg	60	20.1	2.7	51.7	0.2	0.4	0.1	24.5	-53.5
single	MRmean	MRmean	neg-neg	69	23.2	2.7	52.2	0.2	0.4	0.0	23.9	-58.6
pair	MACDhist	SLmean	neg-neg	57	19.1	2.3	52.6	0.2	0.3	0.0	23.3	-52.4
pair	SLmean	MACDhist	neg-neg	57	19.1	2.3	52.6	0.2	0.3	0.0	23.3	-52.4
pair	RSIhist	RSmean	neg-neg	15	5.0	2.2	60.0	0.2	0.3	0.1	15.9	-14.0
pair	RSmean	RSIhist	neg-neg	15	5.0	2.2	60.0	0.2	0.3	0.1	15.9	-14.0
pair	SLmean	MRmean	neg-pos	9	3.0	2.1	55.6	0.2	0.6	0.3	20.8	-8.1
pair	MRmean	SLmean	neg-pos	9	3.0	2.1	55.6	0.2	0.6	0.3	20.8	-8.1
pair	RSIhist	MRmean	neg-neg	58	19.5	2.1	53.4	0.2	0.3	0.0	24.9	-55.3
pair	MRmean	RSIhist	neg-neg	58	19.5	2.1	53.4	0.2	0.3	0.0	24.9	-55.3
pair	MACDhist	MRmean	neg-neg	61	20.5	1.6	50.8	0.2	0.3	0.0	23.4	-58.6
pair	MRmean	MACDhist	neg-neg	61	20.5	1.6	50.8	0.2	0.3	0.0	23.4	-58.6
single	MACD	MACD	neg-neg	49	16.4	1.3	59.2	0.2	0.2	0.0	20.7	-36.7
pair	RSIhist	MACDhist	neg-neg	73	24.5	0.9	57.5	0.1	0.2	0.0	21.7	-54.2
pair	MACDhist	RSIhist	neg-neg	73	24.5	0.9	57.5	0.1	0.2	0.0	21.7	-54.2
single	LWTI	LWTI	neg-neg	35	11.7	0.4	60.0	0.1	0.2	0.0	23.3	-46.6
pair	LWTI	RSmean	pos-neg	35	11.7	0.4	60.0	0.1	0.2	0.0	23.3	-46.6
pair	RSmean	LWTI	pos-neg	35	11.7	0.4	60.0	0.1	0.2	0.0	23.3	-46.6
pair	LWTI	MACDhist	neg-neg	33	11.1	-0.1	60.6	0.1	0.2	-0.0	23.8	-46.6
pair	MACDhist	LWTI	neg-neg	33	11.1	-0.1	60.6	0.1	0.2	-0.0	23.8	-46.6
pair	LWTI	RSmean	neg-pos	20	6.7	-1.6	55.0	-0.0	-0.0	-0.1	15.9	-17.4
pair	RSmean	LWTI	neg-pos	20	6.7	-1.6	55.0	-0.0	-0.0	-0.1	15.9	-17.4
single	RSmean	RSmean	neg-neg	20	6.7	-1.6	55.0	-0.0	-0.0	-0.1	15.9	-17.4
pair	MACD	MACDhist	neg-neg	41	13.8	-3.6	56.1	-0.1	-0.1	-0.1	21.8	-36.7
pair	MACDhist	MACD	neg-neg	41	13.8	-3.6	56.1	-0.1	-0.1	-0.1	21.8	-36.7
pair	MACD	LWTI	neg-pos	26	8.7	-3.6	53.8	-0.1	-0.2	-0.1	17.1	-29.6
pair	LWTI	MACD	neg-pos	26	8.7	-3.6	53.8	-0.1	-0.2	-0.1	17.1	-29.6
pair	RSI	MRmean	neg-pos	23	7.7	-3.6	47.8	-0.1	-0.1	-0.2	21.5	-22.2
pair	MRmean	RSI	neg-pos	23	7.7	-3.6	47.8	-0.1	-0.1	-0.2	21.5	-22.2
pair	SLmean	RSIhist	neg-pos	8	2.7	-3.9	37.5	-0.1	-0.3	-0.5	18.0	-8.2
pair	RSIhist	SLmean	neg-pos	8	2.7	-3.9	37.5	-0.1	-0.3	-0.5	18.0	-8.2
pair	LWTI	MRmean	neg-neg	26	8.7	-5.6	53.8	-0.1	-0.1	-0.1	26.4	-46.9
pair	MRmean	LWTI	neg-neg	26	8.7	-5.6	53.8	-0.1	-0.1	-0.1	26.4	-46.9
pair	RSI	MACD	neg-neg	37	12.4	-5.6	54.1	-0.1	-0.2	-0.1	22.8	-45.5
pair	MACD	RSI	neg-neg	37	12.4	-5.6	54.1	-0.1	-0.2	-0.1	22.8	-45.5
pair	LWTI	SLmean	neg-neg	20	6.7	-6.2	55.0	-0.1	-0.1	-0.1	27.6	-42.3
pair	SLmean	LWTI	neg-neg	20	6.7	-6.2	55.0	-0.1	-0.1	-0.1	27.6	-42.3
pair	MACDhist	RSmean	neg-neg	18	6.0	-6.7	50.0	-0.4	-0.6	-0.3	16.0	-19.6
pair	RSmean	MACDhist	neg-neg	18	6.0	-6.7	50.0	-0.4	-0.6	-0.3	16.0	-19.6
pair	MRmean	RSmean	neg-neg	13	4.4	-10.1	38.5	-0.5	-0.9	-0.7	17.5	-15.2
pair	RSmean	MRmean	neg-neg	13	4.4	-10.1	38.5	-0.5	-0.9	-0.7	17.5	-15.2
pair	MACD	LWTI	pos-neg	12	4.0	-11.5	50.0	-0.5	-0.8	-0.7	21.4	-17.6
pair	LWTI	MACD	pos-neg	12	4.0	-11.5	50.0	-0.5	-0.8	-0.7	21.4	-17.6
pair	RSIhist	RSmean	neg-pos	5	1.7	-11.9	40.0	-0.7	-1.2	-1.5	17.3	-8.2
pair	RSmean	RSIhist	neg-pos	5	1.7	-11.9	40.0	-0.7	-1.2	-1.5	17.3	-8.2
pair	MACD	MRmean	neg-neg	31	10.4	-13.9	45.2	-0.5	-0.8	-0.3	24.0	-49.3
pair	MRmean	MACD	neg-neg	31	10.4	-13.9	45.2	-0.5	-0.8	-0.3	24.0	-49.3
pair	RSmean	SLmean	neg-neg	14	4.7	-13.9	35.7	-0.8	-1.4	-0.7	17.4	-20.0
pair	SLmean	RSmean	neg-neg	14	4.7	-13.9	35.7	-0.8	-1.4	-0.7	17.4	-20.0
pair	RSmean	MACD	neg-neg	12	4.0	-16.8	33.3	-1.1	-1.7	-1.1	16.2	-15.2
pair	MACD	RSmean	neg-neg	12	4.0	-16.8	33.3	-1.1	-1.7	-1.1	16.2	-15.2
pair	RSI	RSmean	neg-neg	12	4.0	-16.8	33.3	-1.1	-1.7	-1.1	16.2	-15.2
pair	RSmean	RSI	neg-neg	12	4.0	-16.8	33.3	-1.1	-1.7	-1.1	16.2	-15.2
pair	SLmean	MACD	neg-neg	28	9.4	-18.0	42.9	-0.7	-1.1	-0.4	24.0	-46.6
pair	MACD	SLmean	neg-neg	28	9.4	-18.0	42.9	-0.7	-1.1	-0.4	24.0	-46.6
pair	LWTI	RSIhist	neg-neg	18	6.0	-18.4	50.0	-0.6	-1.1	-0.4	28.9	-46.6
pair	RSIhist	LWTI	neg-neg	18	6.0	-18.4	50.0	-0.6	-1.1	-0.4	28.9	-46.6
pair	LWTI	RSI	pos-neg	7	2.3	-20.7	42.9	-1.5	-2.3	-1.2	14.4	-17.8
pair	RSI	LWTI	pos-neg	7	2.3	-20.7	42.9	-1.5	-2.3	-1.2	14.4	-17.8
pair	MACD	RSIhist	neg-neg	20	6.7	-23.0	45.0	-0.9	-1.4	-0.5	26.2	-45.1
pair	RSIhist	MACD	neg-neg	20	6.7	-23.0	45.0	-0.9	-1.4	-0.5	26.2	-45.1

All Contingency Tables for VTI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 70% Sharpe 1.05 \| Sortino 1.52 \| Calmar 0.6 Vol 11% \| MDD -18.6% Months 208M (70%)	CAGR 10.2% \| Win 67% Sharpe 0.73 \| Sortino 1.44 \| Calmar 0.8 Vol 15% \| MDD -12.2% Months 21M (7%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 2.1% \| Win 56% Sharpe 0.19 \| Sortino 0.63 \| Calmar 0.3 Vol 21% \| MDD -8.1% Months 9M (3%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -53.5% Months 60M (20%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
SLmean only	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 69% Sharpe 1.00 \| Sortino 1.50 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 222M (74%)	CAGR 16.6% \| Win 86% Sharpe 1.32 \| Sortino 0.00 \| Calmar 2.9 Vol 12% \| MDD -5.7% Months 7M (2%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 5.9% \| Win 55% Sharpe 0.35 \| Sortino 0.57 \| Calmar 0.1 Vol 25% \| MDD -48.4% Months 56M (19%)	CAGR -10.1% \| Win 38% Sharpe -0.53 \| Sortino -0.91 \| Calmar -0.7 Vol 18% \| MDD -15.2% Months 13M (4%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
RSmean only	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 68% Sharpe 0.87 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -21.6% Months 211M (71%)	CAGR 34.1% \| Win 83% Sharpe 3.05 \| Sortino 6.86 \| Calmar 9.6 Vol 10% \| MDD -3.6% Months 18M (6%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 18.5% \| Win 58% Sharpe 0.85 \| Sortino 1.38 \| Calmar 1.2 Vol 23% \| MDD -15.9% Months 38M (13%)	CAGR -13.9% \| Win 45% Sharpe -0.50 \| Sortino -0.79 \| Calmar -0.3 Vol 24% \| MDD -49.3% Months 31M (10%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
MACD only	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 69% Sharpe 0.94 \| Sortino 1.41 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 223M (75%)	CAGR 51.8% \| Win 100% Sharpe 5.62 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 6M (2%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR -3.6% \| Win 48% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.2 Vol 22% \| MDD -22.2% Months 23M (8%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -51.8% Months 46M (15%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
RSI only	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 67% Sharpe 0.96 \| Sortino 1.62 \| Calmar 0.6 Vol 12% \| MDD -17.3% Months 178M (60%)	CAGR 14.5% \| Win 78% Sharpe 1.17 \| Sortino 1.26 \| Calmar 0.9 Vol 12% \| MDD -15.3% Months 51M (17%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 11.4% \| Win 62% Sharpe 0.51 \| Sortino 0.64 \| Calmar 0.7 Vol 29% \| MDD -15.5% Months 8M (3%)	CAGR 1.6% \| Win 51% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 23% \| MDD -58.6% Months 61M (20%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 69% Sharpe 1.10 \| Sortino 1.72 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 172M (58%)	CAGR 11.3% \| Win 70% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.6 Vol 14% \| MDD -18.8% Months 57M (19%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 5.5% \| Win 46% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.5 Vol 19% \| MDD -11.6% Months 11M (4%)	CAGR 2.1% \| Win 53% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 25% \| MDD -55.3% Months 58M (20%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 69% Sharpe 0.98 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -17.3% Months 220M (74%)	CAGR 19.9% \| Win 78% Sharpe 1.89 \| Sortino 33.42 \| Calmar 4.0 Vol 10% \| MDD -5.0% Months 9M (3%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 8.0% \| Win 51% Sharpe 0.45 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -36.2% Months 43M (14%)	CAGR -5.6% \| Win 54% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -46.9% Months 26M (9%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.9% \| Win 68% Sharpe 0.93 \| Sortino 1.37 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 211M (71%)	CAGR 34.6% \| Win 100% Sharpe 4.88 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 6M (2%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR 9.0% \| Win 60% Sharpe 0.49 \| Sortino 0.72 \| Calmar 0.2 Vol 23% \| MDD -45.1% Months 67M (22%)	CAGR -13.9% \| Win 36% Sharpe -0.77 \| Sortino -1.39 \| Calmar -0.7 Vol 17% \| MDD -20.0% Months 14M (5%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
RSmean only	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 68% Sharpe 0.82 \| Sortino 1.17 \| Calmar 0.4 Vol 12% \| MDD -22.4% Months 196M (66%)	CAGR 34.3% \| Win 81% Sharpe 2.58 \| Sortino 5.23 \| Calmar 9.6 Vol 12% \| MDD -3.6% Months 21M (7%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR 19.0% \| Win 62% Sharpe 0.95 \| Sortino 1.48 \| Calmar 1.0 Vol 21% \| MDD -18.6% Months 53M (18%)	CAGR -18.0% \| Win 43% Sharpe -0.70 \| Sortino -1.08 \| Calmar -0.4 Vol 24% \| MDD -46.6% Months 28M (9%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
MACD only	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 68% Sharpe 0.87 \| Sortino 1.26 \| Calmar 0.4 Vol 12% \| MDD -26.2% Months 207M (70%)	CAGR 49.4% \| Win 90% Sharpe 3.26 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 10M (3%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR 6.7% \| Win 59% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.3 Vol 18% \| MDD -25.7% Months 39M (13%)	CAGR 2.8% \| Win 52% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.1 Vol 26% \| MDD -49.2% Months 42M (14%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
RSI only	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 67% Sharpe 1.00 \| Sortino 1.63 \| Calmar 0.8 Vol 11% \| MDD -14.3% Months 162M (54%)	CAGR 12.7% \| Win 74% Sharpe 0.93 \| Sortino 1.21 \| Calmar 0.8 Vol 14% \| MDD -15.5% Months 55M (18%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR 10.3% \| Win 62% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.6 Vol 20% \| MDD -16.7% Months 24M (8%)	CAGR 2.3% \| Win 53% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 23% \| MDD -52.4% Months 57M (19%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.3% \| Win 69% Sharpe 1.11 \| Sortino 1.77 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 175M (59%)	CAGR 8.2% \| Win 69% Sharpe 0.60 \| Sortino 0.83 \| Calmar 0.4 Vol 15% \| MDD -18.5% Months 42M (14%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR -3.9% \| Win 38% Sharpe -0.14 \| Sortino -0.32 \| Calmar -0.5 Vol 18% \| MDD -8.2% Months 8M (3%)	CAGR 5.6% \| Win 57% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -46.7% Months 73M (24%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 69% Sharpe 1.02 \| Sortino 1.47 \| Calmar 0.6 Vol 12% \| MDD -19.7% Months 202M (68%)	CAGR 9.8% \| Win 67% Sharpe 0.65 \| Sortino 1.29 \| Calmar 1.2 Vol 16% \| MDD -8.1% Months 15M (5%)	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)
SLmean neg	CAGR 8.5% \| Win 56% Sharpe 0.50 \| Sortino 0.83 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 61M (20%)	CAGR -6.2% \| Win 55% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 28% \| MDD -42.3% Months 20M (7%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 66% Sharpe 0.80 \| Sortino 1.15 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 241M (81%)	CAGR 8.0% \| Win 68% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -36.4% Months 37M (12%)	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)
RSmean neg	CAGR 26.7% \| Win 88% Sharpe 1.86 \| Sortino 0.00 \| Calmar 4.7 Vol 13% \| MDD -5.7% Months 8M (3%)	CAGR -16.8% \| Win 33% Sharpe -1.05 \| Sortino -1.68 \| Calmar -1.1 Vol 16% \| MDD -15.2% Months 12M (4%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)
MACD only	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 66% Sharpe 0.72 \| Sortino 1.01 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 238M (80%)	CAGR 20.3% \| Win 68% Sharpe 0.86 \| Sortino 1.32 \| Calmar 0.5 Vol 26% \| MDD -42.3% Months 40M (13%)	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)
RSmean neg	CAGR 26.7% \| Win 88% Sharpe 1.86 \| Sortino 0.00 \| Calmar 4.7 Vol 13% \| MDD -5.7% Months 8M (3%)	CAGR -16.8% \| Win 33% Sharpe -1.05 \| Sortino -1.68 \| Calmar -1.1 Vol 16% \| MDD -15.2% Months 12M (4%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)
RSI only	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 66% Sharpe 0.86 \| Sortino 1.27 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 184M (62%)	CAGR 10.2% \| Win 66% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 20% \| MDD -48.2% Months 94M (32%)	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)
RSmean neg	CAGR 59.9% \| Win 100% Sharpe 7.56 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 2M (1%)	CAGR -6.7% \| Win 50% Sharpe -0.36 \| Sortino -0.59 \| Calmar -0.3 Vol 16% \| MDD -19.6% Months 18M (6%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.3% \| Win 68% Sharpe 1.09 \| Sortino 1.80 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 178M (60%)	CAGR 7.2% \| Win 62% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -48.5% Months 100M (34%)	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)
RSmean neg	CAGR -11.9% \| Win 40% Sharpe -0.66 \| Sortino -1.20 \| Calmar -1.5 Vol 17% \| MDD -8.2% Months 5M (2%)	CAGR 2.2% \| Win 60% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.2 Vol 16% \| MDD -14.0% Months 15M (5%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 12.0% \| Win 67% Sharpe 0.89 \| Sortino 1.27 \| Calmar 0.6 Vol 14% \| MDD -21.3% Months 243M (82%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)
RSmean neg	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)	-	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.6% \| Win 66% Sharpe 0.70 \| Sortino 0.97 \| Calmar 0.3 Vol 13% \| MDD -32.8% Months 234M (78%)	CAGR 62.8% \| Win 73% Sharpe 2.21 \| Sortino 3.09 \| Calmar 6.8 Vol 24% \| MDD -9.2% Months 15M (5%)	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)
MACD neg	CAGR 26.1% \| Win 75% Sharpe 2.23 \| Sortino 5.43 \| Calmar 7.3 Vol 11% \| MDD -3.6% Months 12M (4%)	CAGR -5.6% \| Win 54% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.1 Vol 23% \| MDD -45.5% Months 37M (12%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)
RSI only	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.2% \| Win 66% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 178M (60%)	CAGR 14.1% \| Win 68% Sharpe 0.85 \| Sortino 1.27 \| Calmar 0.7 Vol 17% \| MDD -20.5% Months 71M (24%)	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)
MACD neg	CAGR 30.7% \| Win 75% Sharpe 2.21 \| Sortino 12.12 \| Calmar 8.6 Vol 13% \| MDD -3.6% Months 8M (3%)	CAGR -3.6% \| Win 56% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 22% \| MDD -36.7% Months 41M (14%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.6% \| Win 68% Sharpe 0.91 \| Sortino 1.39 \| Calmar 0.5 Vol 11% \| MDD -17.7% Months 154M (52%)	CAGR 14.1% \| Win 65% Sharpe 0.81 \| Sortino 1.22 \| Calmar 0.6 Vol 18% \| MDD -23.7% Months 95M (32%)	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)
MACD neg	CAGR 22.4% \| Win 69% Sharpe 1.51 \| Sortino 3.19 \| Calmar 1.9 Vol 14% \| MDD -11.6% Months 29M (10%)	CAGR -23.0% \| Win 45% Sharpe -0.86 \| Sortino -1.36 \| Calmar -0.5 Vol 26% \| MDD -45.1% Months 20M (7%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 12.6% \| Win 68% Sharpe 0.94 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -21.3% Months 237M (80%)	CAGR -11.5% \| Win 50% Sharpe -0.47 \| Sortino -0.79 \| Calmar -0.7 Vol 21% \| MDD -17.6% Months 12M (4%)	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)
MACD neg	CAGR -3.6% \| Win 54% Sharpe -0.13 \| Sortino -0.19 \| Calmar -0.1 Vol 17% \| MDD -29.6% Months 26M (9%)	CAGR 7.2% \| Win 65% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 24% \| MDD -36.4% Months 23M (8%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.4% \| Win 66% Sharpe 0.79 \| Sortino 1.14 \| Calmar 0.5 Vol 12% \| MDD -20.8% Months 182M (61%)	CAGR 9.4% \| Win 69% Sharpe 0.69 \| Sortino 0.93 \| Calmar 0.4 Vol 14% \| MDD -26.4% Months 64M (22%)	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)
RSI neg	CAGR 114.3% \| Win 100% Sharpe 10.10 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 4M (1%)	CAGR 4.5% \| Win 56% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -48.1% Months 48M (16%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.7% \| Win 68% Sharpe 1.00 \| Sortino 1.56 \| Calmar 0.6 Vol 11% \| MDD -17.0% Months 166M (56%)	CAGR 6.8% \| Win 64% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -30.7% Months 80M (27%)	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)
RSI neg	CAGR 20.0% \| Win 65% Sharpe 1.19 \| Sortino 2.62 \| Calmar 1.7 Vol 16% \| MDD -11.6% Months 17M (6%)	CAGR 6.1% \| Win 57% Sharpe 0.35 \| Sortino 0.58 \| Calmar 0.1 Vol 27% \| MDD -47.8% Months 35M (12%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.4% \| Win 67% Sharpe 0.84 \| Sortino 1.17 \| Calmar 0.4 Vol 13% \| MDD -24.3% Months 239M (80%)	CAGR -20.7% \| Win 43% Sharpe -1.54 \| Sortino -2.33 \| Calmar -1.2 Vol 14% \| MDD -17.8% Months 7M (2%)	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)
RSI neg	CAGR 15.3% \| Win 54% Sharpe 0.72 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -30.2% Months 24M (8%)	CAGR 6.5% \| Win 64% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.2 Vol 25% \| MDD -42.3% Months 28M (9%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.2% \| Win 66% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.5 Vol 11% \| MDD -17.4% Months 144M (48%)	CAGR 17.3% \| Win 69% Sharpe 1.01 \| Sortino 1.34 \| Calmar 1.2 Vol 17% \| MDD -13.9% Months 42M (14%)	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)
MACDhist neg	CAGR 20.4% \| Win 74% Sharpe 1.51 \| Sortino 2.51 \| Calmar 1.8 Vol 13% \| MDD -11.6% Months 39M (13%)	CAGR 0.9% \| Win 57% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 22% \| MDD -54.2% Months 73M (24%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)
RSIhist only	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 184M (62%)	CAGR 8.7% \| Win 50% Sharpe 0.54 \| Sortino 0.00 \| Calmar 3.3 Vol 17% \| MDD -2.6% Months 2M (1%)	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)
MACDhist neg	CAGR 10.5% \| Win 65% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -29.6% Months 79M (26%)	CAGR -0.1% \| Win 61% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 24% \| MDD -46.6% Months 33M (11%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.2% \| Win 68% Sharpe 0.94 \| Sortino 1.45 \| Calmar 0.6 Vol 11% \| MDD -17.0% Months 166M (56%)	CAGR 25.0% \| Win 71% Sharpe 1.69 \| Sortino 5.16 \| Calmar 2.7 Vol 14% \| MDD -9.1% Months 17M (6%)	CAGR 11.5% \| Win 68% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.7 Vol 11% \| MDD -17.0% Months 183M (61%)
RSIhist neg	CAGR 12.0% \| Win 64% Sharpe 0.72 \| Sortino 1.07 \| Calmar 0.6 Vol 18% \| MDD -20.1% Months 97M (33%)	CAGR -18.4% \| Win 50% Sharpe -0.56 \| Sortino -1.06 \| Calmar -0.4 Vol 29% \| MDD -46.6% Months 18M (6%)	CAGR 6.6% \| Win 62% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 20% \| MDD -49.1% Months 115M (39%)
LWTI only	CAGR 10.9% \| Win 66% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.4 Vol 14% \| MDD -29.6% Months 263M (88%)	CAGR 0.4% \| Win 60% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -46.6% Months 35M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 70% Sharpe 1.05 \| Sortino 1.52 \| Calmar 0.6 Vol 11% \| MDD -18.6% Months 208M (70%)	CAGR 10.2% \| Win 67% Sharpe 0.73 \| Sortino 1.44 \| Calmar 0.8 Vol 15% \| MDD -12.2% Months 21M (7%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 2.1% \| Win 56% Sharpe 0.19 \| Sortino 0.63 \| Calmar 0.3 Vol 21% \| MDD -8.1% Months 9M (3%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -53.5% Months 60M (20%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
SLmean only	CAGR 11.5% \| Win 69% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.5 Vol 12% \| MDD -22.4% Months 217M (73%)	CAGR 4.6% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -48.1% Months 81M (27%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 69% Sharpe 1.00 \| Sortino 1.50 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 222M (74%)	CAGR 16.6% \| Win 86% Sharpe 1.32 \| Sortino 0.00 \| Calmar 2.9 Vol 12% \| MDD -5.7% Months 7M (2%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 5.9% \| Win 55% Sharpe 0.35 \| Sortino 0.57 \| Calmar 0.1 Vol 25% \| MDD -48.4% Months 56M (19%)	CAGR -10.1% \| Win 38% Sharpe -0.53 \| Sortino -0.91 \| Calmar -0.7 Vol 18% \| MDD -15.2% Months 13M (4%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
RSmean only	CAGR 10.4% \| Win 66% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -50.8% Months 278M (93%)	CAGR -1.6% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 20M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 68% Sharpe 0.87 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -21.6% Months 211M (71%)	CAGR 34.1% \| Win 83% Sharpe 3.05 \| Sortino 6.86 \| Calmar 9.6 Vol 10% \| MDD -3.6% Months 18M (6%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 18.5% \| Win 58% Sharpe 0.85 \| Sortino 1.38 \| Calmar 1.2 Vol 23% \| MDD -15.9% Months 38M (13%)	CAGR -13.9% \| Win 45% Sharpe -0.50 \| Sortino -0.79 \| Calmar -0.3 Vol 24% \| MDD -49.3% Months 31M (10%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
MACD only	CAGR 11.3% \| Win 67% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -32.9% Months 249M (84%)	CAGR 1.3% \| Win 59% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -36.7% Months 49M (16%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 69% Sharpe 0.94 \| Sortino 1.41 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 223M (75%)	CAGR 51.8% \| Win 100% Sharpe 5.62 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 6M (2%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR -3.6% \| Win 48% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.2 Vol 22% \| MDD -22.2% Months 23M (8%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -51.8% Months 46M (15%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
RSI only	CAGR 9.4% \| Win 67% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 13% \| MDD -30.4% Months 246M (83%)	CAGR 10.5% \| Win 60% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 24% \| MDD -48.1% Months 52M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 67% Sharpe 0.96 \| Sortino 1.62 \| Calmar 0.6 Vol 12% \| MDD -17.3% Months 178M (60%)	CAGR 14.5% \| Win 78% Sharpe 1.17 \| Sortino 1.26 \| Calmar 0.9 Vol 12% \| MDD -15.3% Months 51M (17%)	CAGR 11.8% \| Win 69% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.6 Vol 12% \| MDD -18.8% Months 229M (77%)
MRmean neg	CAGR 11.4% \| Win 62% Sharpe 0.51 \| Sortino 0.64 \| Calmar 0.7 Vol 29% \| MDD -15.5% Months 8M (3%)	CAGR 1.6% \| Win 51% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 23% \| MDD -58.6% Months 61M (20%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 24% \| MDD -58.6% Months 69M (23%)
MACDhist only	CAGR 11.0% \| Win 67% Sharpe 0.89 \| Sortino 1.31 \| Calmar 0.5 Vol 13% \| MDD -20.8% Months 186M (62%)	CAGR 7.3% \| Win 63% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -48.2% Months 112M (38%)