VTIP - Vanguard Sht-Term Inflation-Protected Sec Idx ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

15.3%

Best CAGR

Total Months

1.8%

Avg CAGR

VTIP 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 VTIP

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	LWTI	pos-neg	1	0.6	15.3	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.6	15.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.6	15.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACDhist	neg-pos	1	0.6	15.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MRmean	pos-neg	2	1.2	12.1	100.0	10.1	0.0	0.0	1.1	0.0
pair	MRmean	RSI	pos-neg	2	1.2	12.1	100.0	10.1	0.0	0.0	1.1	0.0
pair	RSI	MACD	pos-neg	2	1.2	10.5	100.0	6.5	0.0	0.0	1.5	0.0
pair	MACD	RSI	pos-neg	2	1.2	10.5	100.0	6.5	0.0	0.0	1.5	0.0
pair	LWTI	RSmean	neg-neg	2	1.2	8.0	100.0	20.0	0.0	0.0	0.4	0.0
pair	RSmean	LWTI	neg-neg	2	1.2	8.0	100.0	20.0	0.0	0.0	0.4	0.0
pair	MACDhist	MRmean	neg-pos	3	1.9	7.1	100.0	2.7	0.0	0.0	2.6	0.0
pair	MRmean	MACDhist	neg-pos	3	1.9	7.1	100.0	2.7	0.0	0.0	2.6	0.0
pair	MACD	MACDhist	neg-pos	4	2.5	5.9	50.0	2.4	18.8	24.1	2.4	-0.2
pair	MACDhist	MACD	neg-pos	4	2.5	5.9	50.0	2.4	18.8	24.1	2.4	-0.2
pair	RSIhist	MACDhist	pos-neg	13	8.0	5.5	92.3	2.9	0.0	7.3	1.9	-0.8
pair	MACDhist	RSIhist	pos-neg	13	8.0	5.5	92.3	2.9	0.0	7.3	1.9	-0.8
pair	MACDhist	SLmean	neg-pos	10	6.2	5.1	90.0	2.7	0.0	11.7	1.9	-0.4
pair	SLmean	MACDhist	neg-pos	10	6.2	5.1	90.0	2.7	0.0	11.7	1.9	-0.4
pair	MACD	SLmean	neg-pos	26	16.0	4.5	76.9	1.4	1.2	1.5	3.2	-2.9
pair	SLmean	MACD	neg-pos	26	16.0	4.5	76.9	1.4	1.2	1.5	3.2	-2.9
pair	MRmean	MACD	neg-pos	15	9.3	4.2	73.3	1.0	0.9	1.4	4.1	-2.9
pair	MACD	MRmean	neg-pos	15	9.3	4.2	73.3	1.0	0.9	1.4	4.1	-2.9
pair	RSmean	MACD	pos-pos	114	70.4	3.7	70.2	1.8	2.6	1.9	2.1	-1.9
pair	RSmean	MACDhist	pos-pos	94	58.0	3.7	70.2	1.9	2.8	2.0	1.9	-1.9
single	MACDhist	MACDhist	pos-pos	95	58.6	3.7	69.5	1.9	2.8	1.9	1.9	-1.9
pair	MACDhist	RSmean	pos-pos	94	58.0	3.7	70.2	1.9	2.8	2.0	1.9	-1.9
pair	MACD	RSmean	pos-pos	114	70.4	3.7	70.2	1.8	2.6	1.9	2.1	-1.9
pair	MACD	MACDhist	pos-pos	91	56.2	3.6	70.3	1.9	2.7	1.9	1.9	-1.9
pair	MACDhist	MACD	pos-pos	91	56.2	3.6	70.3	1.9	2.7	1.9	1.9	-1.9
pair	SLmean	MACDhist	pos-pos	85	52.5	3.5	67.1	1.8	2.6	1.8	1.9	-1.9
pair	LWTI	MACDhist	pos-pos	94	58.0	3.5	69.1	1.9	2.7	1.9	1.9	-1.9
pair	MACDhist	RSI	pos-pos	94	58.0	3.5	69.1	1.9	2.7	1.9	1.9	-1.9
pair	RSI	MACDhist	pos-pos	94	58.0	3.5	69.1	1.9	2.7	1.9	1.9	-1.9
pair	MACDhist	LWTI	pos-pos	94	58.0	3.5	69.1	1.9	2.7	1.9	1.9	-1.9
pair	MRmean	MACDhist	pos-pos	92	56.8	3.5	68.5	1.9	2.7	1.9	1.9	-1.9
pair	MACDhist	MRmean	pos-pos	92	56.8	3.5	68.5	1.9	2.7	1.9	1.9	-1.9
pair	MACDhist	SLmean	pos-pos	85	52.5	3.5	67.1	1.8	2.6	1.8	1.9	-1.9
pair	RSIhist	MACDhist	pos-pos	82	50.6	3.4	65.9	1.8	2.6	1.8	1.9	-1.9
pair	MACDhist	RSIhist	pos-pos	82	50.6	3.4	65.9	1.8	2.6	1.8	1.9	-1.9
pair	RSmean	RSI	pos-pos	119	73.5	3.3	67.2	1.6	2.4	1.7	2.1	-1.9
pair	RSI	RSmean	pos-pos	119	73.5	3.3	67.2	1.6	2.4	1.7	2.1	-1.9
pair	LWTI	RSI	pos-neg	6	3.7	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	LWTI	MACD	pos-neg	6	3.7	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	MACD	LWTI	pos-neg	6	3.7	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	RSIhist	MACD	pos-pos	86	53.1	3.2	66.3	1.7	2.5	1.7	1.9	-1.9
pair	MACD	RSIhist	pos-pos	86	53.1	3.2	66.3	1.7	2.5	1.7	1.9	-1.9
pair	LWTI	RSIhist	neg-neg	13	8.0	3.2	61.5	1.4	6.3	5.8	2.2	-0.6
pair	RSI	LWTI	pos-neg	6	3.7	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	RSIhist	LWTI	neg-neg	13	8.0	3.2	61.5	1.4	6.3	5.8	2.2	-0.6
pair	RSIhist	MRmean	pos-pos	94	58.0	3.1	63.8	1.6	2.4	1.6	1.9	-1.9
pair	MRmean	RSmean	pos-pos	108	66.7	3.1	66.7	1.5	2.1	1.1	2.0	-2.7
pair	RSmean	MRmean	pos-pos	108	66.7	3.1	66.7	1.5	2.1	1.1	2.0	-2.7
pair	RSIhist	SLmean	pos-pos	95	58.6	3.1	64.2	1.7	2.6	1.6	1.9	-1.9
pair	SLmean	RSIhist	pos-pos	95	58.6	3.1	64.2	1.7	2.6	1.6	1.9	-1.9
pair	LWTI	SLmean	neg-neg	14	8.6	3.1	57.1	1.4	7.9	3.5	2.1	-0.9
pair	SLmean	LWTI	neg-neg	14	8.6	3.1	57.1	1.4	7.9	3.5	2.1	-0.9
pair	MACD	LWTI	pos-pos	112	69.1	3.1	68.8	1.3	1.4	0.7	2.3	-4.6
pair	MRmean	RSIhist	pos-pos	94	58.0	3.1	63.8	1.6	2.4	1.6	1.9	-1.9
pair	LWTI	MACD	pos-pos	112	69.1	3.1	68.8	1.3	1.4	0.7	2.3	-4.6
pair	RSmean	LWTI	pos-pos	124	76.5	3.1	66.9	1.5	2.1	1.0	2.1	-3.0
pair	LWTI	RSmean	pos-pos	124	76.5	3.1	66.9	1.5	2.1	1.0	2.1	-3.0
single	MACD	MACD	pos-pos	118	72.8	3.1	67.8	1.3	1.5	0.7	2.4	-4.6
pair	MACD	MRmean	pos-pos	103	63.6	3.0	67.0	1.5	1.8	0.7	2.0	-4.2
pair	MRmean	MACD	pos-pos	103	63.6	3.0	67.0	1.5	1.8	0.7	2.0	-4.2
pair	RSmean	SLmean	neg-pos	44	27.2	3.0	65.9	1.3	2.3	1.2	2.3	-2.6
pair	SLmean	RSmean	neg-pos	44	27.2	3.0	65.9	1.3	2.3	1.2	2.3	-2.6
pair	RSIhist	RSmean	pos-neg	47	29.0	3.0	68.1	1.3	1.9	1.6	2.4	-1.9
pair	RSmean	RSIhist	pos-neg	47	29.0	3.0	68.1	1.3	1.9	1.6	2.4	-1.9
pair	RSIhist	LWTI	pos-pos	91	56.2	3.0	63.7	1.6	2.3	1.6	1.9	-1.9
pair	LWTI	RSIhist	pos-pos	91	56.2	3.0	63.7	1.6	2.3	1.6	1.9	-1.9
pair	RSI	MACD	pos-pos	116	71.6	3.0	67.2	1.3	1.4	0.6	2.4	-4.9
pair	MACD	RSI	pos-pos	116	71.6	3.0	67.2	1.3	1.4	0.6	2.4	-4.9
pair	RSIhist	RSI	pos-pos	93	57.4	2.9	63.4	1.5	2.2	1.5	1.9	-1.9
pair	RSI	RSIhist	pos-pos	93	57.4	2.9	63.4	1.5	2.2	1.5	1.9	-1.9
single	RSmean	RSmean	pos-pos	144	88.9	2.9	64.6	1.4	2.1	0.9	2.1	-3.1
single	MRmean	MRmean	pos-pos	112	69.1	2.9	65.2	1.4	1.8	0.7	2.0	-4.2
pair	LWTI	MRmean	pos-pos	107	66.0	2.9	65.4	1.4	1.8	0.8	2.0	-3.4
pair	MRmean	LWTI	pos-pos	107	66.0	2.9	65.4	1.4	1.8	0.8	2.0	-3.4
pair	MRmean	SLmean	pos-pos	98	60.5	2.9	64.3	1.4	1.8	0.6	2.1	-5.2
pair	SLmean	MRmean	pos-pos	98	60.5	2.9	64.3	1.4	1.8	0.6	2.1	-5.2
pair	RSIhist	MACD	pos-neg	32	19.8	2.9	71.9	0.9	0.9	0.7	3.4	-4.6
pair	MACD	RSIhist	pos-neg	32	19.8	2.9	71.9	0.9	0.9	0.7	3.4	-4.6
pair	SLmean	RSmean	pos-pos	100	61.7	2.8	64.0	1.4	2.0	0.7	2.0	-4.0
pair	RSmean	SLmean	pos-pos	100	61.7	2.8	64.0	1.4	2.0	0.7	2.0	-4.0
pair	LWTI	SLmean	pos-pos	96	59.3	2.8	63.5	1.4	1.7	0.6	2.0	-4.5
pair	SLmean	LWTI	pos-pos	96	59.3	2.8	63.5	1.4	1.7	0.6	2.0	-4.5
pair	MRmean	SLmean	pos-neg	14	8.6	2.8	71.4	1.4	1.8	6.4	1.9	-0.4
pair	SLmean	MRmean	pos-neg	14	8.6	2.8	71.4	1.4	1.8	6.4	1.9	-0.4
pair	LWTI	MRmean	pos-neg	5	3.1	2.8	60.0	1.1	2.7	3.1	2.6	-0.9
pair	MRmean	LWTI	pos-neg	5	3.1	2.8	60.0	1.1	2.7	3.1	2.6	-0.9
pair	RSIhist	RSmean	pos-pos	97	59.9	2.8	62.9	1.5	2.3	1.5	1.9	-1.9
pair	RSmean	RSIhist	pos-pos	97	59.9	2.8	62.9	1.5	2.3	1.5	1.9	-1.9
single	RSIhist	RSIhist	pos-pos	100	61.7	2.8	62.0	1.5	2.3	1.5	1.9	-1.9
pair	MRmean	RSI	pos-pos	110	67.9	2.7	64.5	1.3	1.7	0.7	2.0	-4.2
pair	SLmean	MACD	pos-pos	92	56.8	2.7	65.2	1.3	1.6	0.5	2.1	-5.4
pair	MACD	SLmean	pos-pos	92	56.8	2.7	65.2	1.3	1.6	0.5	2.1	-5.4
pair	RSI	MRmean	pos-pos	110	67.9	2.7	64.5	1.3	1.7	0.7	2.0	-4.2
single	SLmean	SLmean	pos-pos	104	64.2	2.6	62.5	1.3	1.7	0.5	2.0	-5.4
pair	RSI	SLmean	pos-neg	6	3.7	2.6	50.0	1.2	4.1	9.2	2.1	-0.3
pair	SLmean	RSI	pos-neg	6	3.7	2.6	50.0	1.2	4.1	9.2	2.1	-0.3
pair	RSI	SLmean	pos-pos	98	60.5	2.6	63.3	1.3	1.7	0.5	2.1	-5.4
pair	SLmean	RSI	pos-pos	98	60.5	2.6	63.3	1.3	1.7	0.5	2.1	-5.4
pair	RSI	LWTI	pos-pos	123	75.9	2.5	65.9	1.1	1.2	0.5	2.3	-4.9
single	RSI	RSI	pos-pos	129	79.6	2.5	65.1	1.1	1.3	0.5	2.3	-4.9
pair	RSIhist	RSmean	neg-pos	3	1.9	2.5	33.3	1.6	67.1	25.2	1.6	-0.1
pair	RSmean	RSIhist	neg-pos	3	1.9	2.5	33.3	1.6	67.1	25.2	1.6	-0.1
pair	LWTI	RSI	pos-pos	123	75.9	2.5	65.9	1.1	1.2	0.5	2.3	-4.9
pair	RSmean	RSI	neg-neg	8	4.9	2.4	75.0	1.1	1.9	2.5	2.1	-1.0
pair	RSI	RSmean	neg-neg	8	4.9	2.4	75.0	1.1	1.9	2.5	2.1	-1.0
pair	MRmean	RSmean	neg-pos	36	22.2	2.3	58.3	1.0	2.0	1.2	2.3	-1.9
pair	SLmean	RSI	neg-pos	31	19.1	2.3	71.0	0.8	0.8	0.7	3.1	-3.3
pair	RSI	SLmean	neg-pos	31	19.1	2.3	71.0	0.8	0.8	0.7	3.1	-3.3
pair		benchmark___benchmark_	benchmark-benchmark	162	100.0	2.3	63.6	1.0	1.2	0.5	2.3	-4.6
pair	benchmark___benchmark_		benchmark-benchmark	162	100.0	2.3	63.6	1.0	1.2	0.5	2.3	-4.6
pair	RSmean	MRmean	neg-pos	36	22.2	2.3	58.3	1.0	2.0	1.2	2.3	-1.9
single	LWTI	LWTI	pos-pos	140	86.4	2.3	65.0	1.0	1.1	0.5	2.3	-4.6
single	LWTI	LWTI	neg-neg	22	13.6	2.2	54.5	1.1	3.4	2.4	2.1	-0.9
pair	LWTI	MRmean	neg-neg	17	10.5	2.1	52.9	1.0	3.9	2.2	2.1	-0.9
pair	RSIhist	RSI	neg-pos	7	4.3	2.1	42.9	1.0	3.7	5.3	2.0	-0.4
pair	RSI	RSIhist	neg-pos	7	4.3	2.1	42.9	1.0	3.7	5.3	2.0	-0.4
pair	MRmean	LWTI	neg-neg	17	10.5	2.1	52.9	1.0	3.9	2.2	2.1	-0.9
pair	RSIhist	SLmean	neg-neg	53	32.7	2.0	69.8	0.8	0.8	0.7	2.6	-2.9
pair	SLmean	RSIhist	neg-neg	53	32.7	2.0	69.8	0.8	0.8	0.7	2.6	-2.9
pair	RSI	LWTI	neg-neg	16	9.9	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	LWTI	RSI	neg-neg	16	9.9	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	LWTI	MACD	neg-neg	16	9.9	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	MACD	LWTI	neg-neg	16	9.9	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	MACD	SLmean	pos-neg	12	7.4	1.9	41.7	1.0	3.8	2.7	1.8	-0.7
pair	MRmean	MACD	pos-neg	9	5.6	1.9	44.4	0.8	1.3	1.3	2.5	-1.5
pair	MACD	MRmean	pos-neg	9	5.6	1.9	44.4	0.8	1.3	1.3	2.5	-1.5
pair	SLmean	MACD	pos-neg	12	7.4	1.9	41.7	1.0	3.8	2.7	1.8	-0.7
pair	MRmean	RSIhist	pos-neg	18	11.1	1.9	72.2	0.7	0.8	0.5	2.6	-3.7
pair	RSIhist	MRmean	pos-neg	18	11.1	1.9	72.2	0.7	0.8	0.5	2.6	-3.7
pair	RSmean	LWTI	pos-neg	20	12.3	1.7	50.0	0.8	2.6	1.8	2.2	-0.9
pair	LWTI	RSmean	pos-neg	20	12.3	1.7	50.0	0.8	2.6	1.8	2.2	-0.9
pair	RSI	RSIhist	pos-neg	36	22.2	1.7	69.4	0.6	0.6	0.3	3.2	-4.9
pair	RSIhist	RSI	pos-neg	36	22.2	1.7	69.4	0.6	0.6	0.3	3.2	-4.9
pair	MACDhist	LWTI	neg-neg	21	13.0	1.7	52.4	0.8	2.5	1.8	2.0	-0.9
pair	LWTI	MACDhist	neg-neg	21	13.0	1.7	52.4	0.8	2.5	1.8	2.0	-0.9
pair	MRmean	RSI	neg-pos	19	11.7	1.6	68.4	0.4	0.4	0.5	3.7	-3.3
pair	RSI	MRmean	neg-pos	19	11.7	1.6	68.4	0.4	0.4	0.5	3.7	-3.3
pair	MACD	MACDhist	pos-neg	27	16.7	1.6	59.3	0.5	0.5	0.4	3.6	-4.4
pair	MACDhist	MACD	pos-neg	27	16.7	1.6	59.3	0.5	0.5	0.4	3.6	-4.4
single	SLmean	SLmean	neg-neg	58	35.8	1.6	65.5	0.6	0.7	0.5	2.6	-3.5
single	RSIhist	RSIhist	neg-neg	62	38.3	1.4	66.1	0.5	0.6	0.3	2.7	-4.6
pair	MACDhist	RSmean	pos-neg	50	30.9	1.4	54.0	0.6	1.0	0.5	2.3	-3.1
pair	RSmean	MACDhist	pos-neg	50	30.9	1.4	54.0	0.6	1.0	0.5	2.3	-3.1
pair	MRmean	SLmean	neg-neg	44	27.2	1.3	63.6	0.5	0.5	0.4	2.8	-2.9
pair	SLmean	MRmean	neg-neg	44	27.2	1.3	63.6	0.5	0.5	0.4	2.8	-2.9
single	RSI	RSI	neg-neg	33	20.4	1.2	57.6	0.6	0.9	0.8	2.0	-1.6
pair	RSIhist	MRmean	neg-neg	44	27.2	1.2	63.6	0.4	0.5	0.4	2.8	-2.9
pair	MRmean	RSIhist	neg-neg	44	27.2	1.2	63.6	0.4	0.5	0.4	2.8	-2.9
pair	LWTI	SLmean	neg-pos	44	27.2	1.2	68.2	0.4	0.5	0.3	2.8	-4.3
pair	SLmean	LWTI	neg-pos	44	27.2	1.2	68.2	0.4	0.5	0.3	2.8	-4.3
pair	MACDhist	SLmean	neg-neg	48	29.6	0.9	60.4	0.3	0.4	0.3	2.7	-3.5
pair	SLmean	MACDhist	neg-neg	48	29.6	0.9	60.4	0.3	0.4	0.3	2.7	-3.5
pair	RSI	RSIhist	neg-neg	26	16.0	0.9	61.5	0.5	0.7	0.6	2.0	-1.6
pair	RSIhist	RSI	neg-neg	26	16.0	0.9	61.5	0.5	0.7	0.6	2.0	-1.6
single	MRmean	MRmean	neg-neg	50	30.9	0.9	60.0	0.3	0.4	0.3	2.7	-2.9
pair	LWTI	RSIhist	neg-pos	49	30.2	0.9	67.3	0.3	0.4	0.2	2.9	-4.6
pair	SLmean	RSI	neg-neg	27	16.7	0.9	59.3	0.5	0.6	0.6	1.9	-1.6
pair	RSI	SLmean	neg-neg	27	16.7	0.9	59.3	0.5	0.6	0.6	1.9	-1.6
pair	RSIhist	LWTI	neg-pos	49	30.2	0.9	67.3	0.3	0.4	0.2	2.9	-4.6
pair	LWTI	RSIhist	pos-neg	9	5.6	0.9	44.4	0.5	1.1	1.4	2.0	-0.6
pair	RSIhist	LWTI	pos-neg	9	5.6	0.9	44.4	0.5	1.1	1.4	2.0	-0.6
pair	RSI	MACDhist	neg-neg	32	19.8	0.8	56.2	0.4	0.6	0.5	1.9	-1.6
pair	LWTI	SLmean	pos-neg	8	4.9	0.8	50.0	0.4	1.1	0.9	2.2	-0.9
pair	SLmean	LWTI	pos-neg	8	4.9	0.8	50.0	0.4	1.1	0.9	2.2	-0.9
pair	MACDhist	RSI	neg-neg	32	19.8	0.8	56.2	0.4	0.6	0.5	1.9	-1.6
pair	RSmean	RSI	pos-neg	25	15.4	0.8	52.0	0.4	0.6	0.4	1.9	-1.9
pair	RSI	RSmean	pos-neg	25	15.4	0.8	52.0	0.4	0.6	0.4	1.9	-1.9
pair	RSI	MACD	neg-neg	31	19.1	0.6	54.8	0.3	0.5	0.4	1.9	-1.6
pair	MACD	RSmean	neg-neg	14	8.6	0.6	71.4	0.3	0.6	0.2	2.0	-2.4
pair	RSmean	MACD	neg-neg	14	8.6	0.6	71.4	0.3	0.6	0.2	2.0	-2.4
pair	MACD	RSIhist	neg-pos	14	8.6	0.6	35.7	0.3	0.6	0.3	2.0	-1.9
pair	RSIhist	MACD	neg-pos	14	8.6	0.6	35.7	0.3	0.6	0.3	2.0	-1.9
pair	MACD	RSI	neg-neg	31	19.1	0.6	54.8	0.3	0.5	0.4	1.9	-1.6
pair	MRmean	MACDhist	neg-neg	47	29.0	0.5	57.4	0.2	0.2	0.2	2.7	-2.9
pair	MACDhist	MRmean	neg-neg	47	29.0	0.5	57.4	0.2	0.2	0.2	2.7	-2.9
pair	RSI	LWTI	neg-pos	17	10.5	0.5	58.8	0.2	0.3	0.3	2.3	-1.8
pair	LWTI	RSI	neg-pos	17	10.5	0.5	58.8	0.2	0.3	0.3	2.3	-1.8
pair	MRmean	RSI	neg-neg	31	19.1	0.5	54.8	0.3	0.4	0.3	1.8	-1.6
pair	RSI	MRmean	neg-neg	31	19.1	0.5	54.8	0.3	0.4	0.3	1.8	-1.6
pair	MACDhist	RSIhist	neg-pos	18	11.1	0.4	44.4	0.2	0.3	0.2	1.9	-2.1
pair	RSIhist	MACDhist	neg-pos	18	11.1	0.4	44.4	0.2	0.3	0.2	1.9	-2.1
single	MACDhist	MACDhist	neg-neg	67	41.4	0.3	55.2	0.1	0.2	0.1	2.6	-4.8
pair	LWTI	MRmean	neg-pos	33	20.4	0.3	63.6	0.1	0.1	0.1	2.9	-3.3
pair	MRmean	LWTI	neg-pos	33	20.4	0.3	63.6	0.1	0.1	0.1	2.9	-3.3
pair	RSIhist	MACDhist	neg-neg	49	30.2	0.3	59.2	0.1	0.1	0.1	2.9	-4.4
pair	MACDhist	RSIhist	neg-neg	49	30.2	0.3	59.2	0.1	0.1	0.1	2.9	-4.4
single	MACD	MACD	neg-neg	44	27.2	0.0	52.3	0.0	0.0	0.0	1.9	-3.3
pair	MACDhist	RSI	pos-neg	35	21.6	-0.1	54.3	-0.0	-0.0	-0.0	3.2	-5.1
pair	RSI	MACDhist	pos-neg	35	21.6	-0.1	54.3	-0.0	-0.0	-0.0	3.2	-5.1
pair	MACDhist	MRmean	pos-neg	20	12.3	-0.1	50.0	-0.0	-0.0	-0.0	2.6	-3.9
pair	MRmean	MACDhist	pos-neg	20	12.3	-0.1	50.0	-0.0	-0.0	-0.0	2.6	-3.9
pair	MACD	RSmean	pos-neg	30	18.5	-0.2	43.3	-0.1	-0.2	-0.1	1.8	-3.1
pair	RSmean	MACD	pos-neg	30	18.5	-0.2	43.3	-0.1	-0.2	-0.1	1.8	-3.1
pair	RSIhist	MACD	neg-neg	30	18.5	-0.2	60.0	-0.1	-0.2	-0.1	1.8	-2.4
pair	MACD	RSIhist	neg-neg	30	18.5	-0.2	60.0	-0.1	-0.2	-0.1	1.8	-2.4
pair	MACDhist	LWTI	neg-pos	46	28.4	-0.3	56.5	-0.1	-0.1	-0.0	2.9	-6.0
pair	LWTI	MACDhist	neg-pos	46	28.4	-0.3	56.5	-0.1	-0.1	-0.0	2.9	-6.0
pair	MACD	MRmean	neg-neg	35	21.6	-0.4	54.3	-0.3	-0.3	-0.2	1.7	-2.9
pair	MRmean	MACD	neg-neg	35	21.6	-0.4	54.3	-0.3	-0.3	-0.2	1.7	-2.9
pair	MACDhist	MACD	neg-neg	40	24.7	-0.5	52.5	-0.3	-0.4	-0.2	1.8	-3.3
pair	MACD	MACDhist	neg-neg	40	24.7	-0.5	52.5	-0.3	-0.4	-0.2	1.8	-3.3
pair	RSmean	MACDhist	neg-pos	1	0.6	-0.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	SLmean	neg-neg	32	19.8	-0.7	56.2	-0.3	-0.5	-0.2	1.9	-3.5
pair	SLmean	MACD	neg-neg	32	19.8	-0.7	56.2	-0.3	-0.5	-0.2	1.9	-3.5
pair	MACDhist	RSmean	neg-pos	1	0.6	-0.7	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	neg-pos	28	17.3	-1.0	50.0	-0.5	-0.7	-0.2	2.0	-4.4
pair	MACD	LWTI	neg-pos	28	17.3	-1.0	50.0	-0.5	-0.7	-0.2	2.0	-4.4
pair	MRmean	RSIhist	neg-pos	6	3.7	-1.1	33.3	-1.4	-1.9	-2.8	0.8	-0.4
pair	SLmean	MACDhist	pos-neg	19	11.7	-1.1	42.1	-0.5	-0.6	-0.3	2.4	-4.4
pair	MACDhist	SLmean	pos-neg	19	11.7	-1.1	42.1	-0.5	-0.6	-0.3	2.4	-4.4
pair	RSIhist	MRmean	neg-pos	6	3.7	-1.1	33.3	-1.4	-1.9	-2.8	0.8	-0.4
pair	RSI	MACD	neg-pos	13	8.0	-1.3	46.2	-0.7	-0.9	-0.5	1.8	-2.9
pair	MACD	RSI	neg-pos	13	8.0	-1.3	46.2	-0.7	-0.9	-0.5	1.8	-2.9
pair	MRmean	SLmean	neg-pos	6	3.7	-1.7	33.3	-1.9	-2.9	-3.0	0.9	-0.6
pair	SLmean	MRmean	neg-pos	6	3.7	-1.7	33.3	-1.9	-2.9	-3.0	0.9	-0.6
pair	SLmean	RSIhist	pos-neg	9	5.6	-2.2	44.4	-0.7	-1.0	-0.5	3.4	-4.2
pair	RSIhist	SLmean	pos-neg	9	5.6	-2.2	44.4	-0.7	-1.0	-0.5	3.4	-4.2
pair	SLmean	RSIhist	neg-pos	5	3.1	-2.4	20.0	-1.0	-1.6	-5.5	2.4	-0.4
pair	RSIhist	SLmean	neg-pos	5	3.1	-2.4	20.0	-1.0	-1.6	-5.5	2.4	-0.4
pair	MRmean	RSmean	neg-neg	14	8.6	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	RSmean	MRmean	neg-neg	14	8.6	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	SLmean	RSmean	neg-neg	14	8.6	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	RSmean	SLmean	neg-neg	14	8.6	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
single	RSmean	RSmean	neg-neg	18	11.1	-2.6	55.6	-0.8	-0.8	-0.5	3.2	-4.8
pair	MACDhist	RSmean	neg-neg	17	10.5	-2.7	58.8	-0.8	-0.8	-0.6	3.3	-4.8
pair	RSmean	MACDhist	neg-neg	17	10.5	-2.7	58.8	-0.8	-0.8	-0.6	3.3	-4.8
pair	MRmean	RSmean	pos-neg	4	2.5	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSmean	MRmean	pos-neg	4	2.5	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	SLmean	RSmean	pos-neg	4	2.5	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSmean	SLmean	pos-neg	4	2.5	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSIhist	RSmean	neg-neg	15	9.3	-3.6	60.0	-1.1	-1.1	-0.7	3.4	-5.4
pair	RSmean	RSIhist	neg-neg	15	9.3	-3.6	60.0	-1.1	-1.1	-0.7	3.4	-5.4
pair	LWTI	RSmean	neg-pos	16	9.9	-3.9	50.0	-1.2	-1.2	-0.6	3.2	-6.0
pair	RSmean	LWTI	neg-pos	16	9.9	-3.9	50.0	-1.2	-1.2	-0.6	3.2	-6.0
pair	RSI	RSmean	neg-pos	10	6.2	-6.5	40.0	-1.9	-1.7	-1.1	3.5	-5.9
pair	RSmean	RSI	neg-pos	10	6.2	-6.5	40.0	-1.9	-1.7	-1.1	3.5	-5.9
pair	RSmean	MACD	neg-pos	4	2.5	-13.0	0.0	-2.9	-2.9	-2.9	4.8	-4.5
pair	MACD	RSmean	neg-pos	4	2.5	-13.0	0.0	-2.9	-2.9	-2.9	4.8	-4.5

All Contingency Tables for VTIP

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 64% Sharpe 1.39 \| Sortino 1.80 \| Calmar 0.6 Vol 2% \| MDD -5.2% Months 98M (60%)	CAGR 2.8% \| Win 71% Sharpe 1.43 \| Sortino 1.83 \| Calmar 6.4 Vol 2% \| MDD -0.4% Months 14M (9%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR -1.7% \| Win 33% Sharpe -1.88 \| Sortino -2.85 \| Calmar -3.0 Vol 1% \| MDD -0.6% Months 6M (4%)	CAGR 1.3% \| Win 64% Sharpe 0.46 \| Sortino 0.51 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 44M (27%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
SLmean only	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 67% Sharpe 1.54 \| Sortino 2.10 \| Calmar 1.1 Vol 2% \| MDD -2.7% Months 108M (67%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 2.3% \| Win 58% Sharpe 1.00 \| Sortino 2.01 \| Calmar 1.2 Vol 2% \| MDD -1.9% Months 36M (22%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (9%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
RSmean only	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 67% Sharpe 1.46 \| Sortino 1.84 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 103M (64%)	CAGR 1.9% \| Win 44% Sharpe 0.78 \| Sortino 1.30 \| Calmar 1.3 Vol 2% \| MDD -1.5% Months 9M (6%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 4.2% \| Win 73% Sharpe 1.02 \| Sortino 0.89 \| Calmar 1.4 Vol 4% \| MDD -2.9% Months 15M (9%)	CAGR -0.4% \| Win 54% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.2 Vol 2% \| MDD -2.9% Months 35M (22%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
MACD only	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 64% Sharpe 1.33 \| Sortino 1.73 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 110M (68%)	CAGR 12.1% \| Win 100% Sharpe 10.07 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 1.6% \| Win 68% Sharpe 0.44 \| Sortino 0.44 \| Calmar 0.5 Vol 4% \| MDD -3.3% Months 19M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.3 Vol 2% \| MDD -1.6% Months 31M (19%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 68% Sharpe 1.88 \| Sortino 2.73 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 92M (57%)	CAGR -0.1% \| Win 50% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.0 Vol 3% \| MDD -3.9% Months 20M (12%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 7.1% \| Win 100% Sharpe 2.69 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 0.5% \| Win 57% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.2 Vol 3% \| MDD -2.9% Months 47M (29%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 64% Sharpe 1.58 \| Sortino 2.38 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 94M (58%)	CAGR 1.9% \| Win 72% Sharpe 0.73 \| Sortino 0.79 \| Calmar 0.5 Vol 3% \| MDD -3.7% Months 18M (11%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR -1.1% \| Win 33% Sharpe -1.41 \| Sortino -1.95 \| Calmar -2.8 Vol 1% \| MDD -0.4% Months 6M (4%)	CAGR 1.2% \| Win 64% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 44M (27%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 65% Sharpe 1.41 \| Sortino 1.79 \| Calmar 0.8 Vol 2% \| MDD -3.4% Months 107M (66%)	CAGR 2.8% \| Win 60% Sharpe 1.07 \| Sortino 2.71 \| Calmar 3.1 Vol 3% \| MDD -0.9% Months 5M (3%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 0.3% \| Win 64% Sharpe 0.12 \| Sortino 0.12 \| Calmar 0.1 Vol 3% \| MDD -3.3% Months 33M (20%)	CAGR 2.1% \| Win 53% Sharpe 1.02 \| Sortino 3.92 \| Calmar 2.2 Vol 2% \| MDD -0.9% Months 17M (10%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 64% Sharpe 1.43 \| Sortino 2.02 \| Calmar 0.7 Vol 2% \| MDD -4.0% Months 100M (62%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR 3.0% \| Win 66% Sharpe 1.32 \| Sortino 2.26 \| Calmar 1.2 Vol 2% \| MDD -2.6% Months 44M (27%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (9%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
RSmean only	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 65% Sharpe 1.30 \| Sortino 1.65 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 92M (57%)	CAGR 1.9% \| Win 42% Sharpe 1.04 \| Sortino 3.79 \| Calmar 2.7 Vol 2% \| MDD -0.7% Months 12M (7%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR 4.5% \| Win 77% Sharpe 1.42 \| Sortino 1.16 \| Calmar 1.5 Vol 3% \| MDD -2.9% Months 26M (16%)	CAGR -0.7% \| Win 56% Sharpe -0.35 \| Sortino -0.45 \| Calmar -0.2 Vol 2% \| MDD -3.5% Months 32M (20%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
MACD only	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 63% Sharpe 1.28 \| Sortino 1.66 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 98M (60%)	CAGR 2.6% \| Win 50% Sharpe 1.22 \| Sortino 4.12 \| Calmar 9.2 Vol 2% \| MDD -0.3% Months 6M (4%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR 2.3% \| Win 71% Sharpe 0.75 \| Sortino 0.75 \| Calmar 0.7 Vol 3% \| MDD -3.3% Months 31M (19%)	CAGR 0.9% \| Win 59% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.5 Vol 2% \| MDD -1.6% Months 27M (17%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 67% Sharpe 1.83 \| Sortino 2.65 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 85M (52%)	CAGR -1.1% \| Win 42% Sharpe -0.47 \| Sortino -0.58 \| Calmar -0.3 Vol 2% \| MDD -4.4% Months 19M (12%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR 5.1% \| Win 90% Sharpe 2.67 \| Sortino 0.00 \| Calmar 11.7 Vol 2% \| MDD -0.4% Months 10M (6%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.40 \| Calmar 0.3 Vol 3% \| MDD -3.5% Months 48M (30%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 64% Sharpe 1.66 \| Sortino 2.58 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR -2.2% \| Win 44% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.5 Vol 3% \| MDD -4.2% Months 9M (6%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR -2.4% \| Win 20% Sharpe -0.99 \| Sortino -1.57 \| Calmar -5.5 Vol 2% \| MDD -0.4% Months 5M (3%)	CAGR 2.0% \| Win 70% Sharpe 0.77 \| Sortino 0.80 \| Calmar 0.7 Vol 3% \| MDD -2.9% Months 53M (33%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 64% Sharpe 1.35 \| Sortino 1.74 \| Calmar 0.6 Vol 2% \| MDD -4.5% Months 96M (59%)	CAGR 0.8% \| Win 50% Sharpe 0.40 \| Sortino 1.05 \| Calmar 0.9 Vol 2% \| MDD -0.9% Months 8M (5%)	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)
SLmean neg	CAGR 1.2% \| Win 68% Sharpe 0.44 \| Sortino 0.46 \| Calmar 0.3 Vol 3% \| MDD -4.3% Months 44M (27%)	CAGR 3.1% \| Win 57% Sharpe 1.43 \| Sortino 7.89 \| Calmar 3.6 Vol 2% \| MDD -0.9% Months 14M (9%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 70% Sharpe 1.79 \| Sortino 2.59 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 114M (70%)	CAGR -0.2% \| Win 43% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 2% \| MDD -3.1% Months 30M (18%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)
RSmean neg	CAGR -13.0% \| Win 0% Sharpe -2.85 \| Sortino -2.85 \| Calmar -2.9 Vol 5% \| MDD -4.5% Months 4M (2%)	CAGR 0.6% \| Win 71% Sharpe 0.29 \| Sortino 0.60 \| Calmar 0.2 Vol 2% \| MDD -2.4% Months 14M (9%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)
MACD only	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 67% Sharpe 1.60 \| Sortino 2.35 \| Calmar 1.7 Vol 2% \| MDD -1.9% Months 119M (74%)	CAGR 0.8% \| Win 52% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.4 Vol 2% \| MDD -1.9% Months 25M (15%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)
RSmean neg	CAGR -6.5% \| Win 40% Sharpe -1.89 \| Sortino -1.73 \| Calmar -1.1 Vol 4% \| MDD -5.9% Months 10M (6%)	CAGR 2.4% \| Win 75% Sharpe 1.15 \| Sortino 1.90 \| Calmar 2.5 Vol 2% \| MDD -1.0% Months 8M (5%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 70% Sharpe 1.94 \| Sortino 2.82 \| Calmar 2.0 Vol 2% \| MDD -1.9% Months 94M (58%)	CAGR 1.4% \| Win 54% Sharpe 0.61 \| Sortino 0.97 \| Calmar 0.5 Vol 2% \| MDD -3.1% Months 50M (31%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)
RSmean neg	CAGR -0.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -2.7% \| Win 59% Sharpe -0.83 \| Sortino -0.82 \| Calmar -0.6 Vol 3% \| MDD -4.8% Months 17M (10%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 63% Sharpe 1.47 \| Sortino 2.27 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 97M (60%)	CAGR 3.0% \| Win 68% Sharpe 1.28 \| Sortino 1.87 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 47M (29%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)
RSmean neg	CAGR 2.5% \| Win 33% Sharpe 1.61 \| Sortino 67.06 \| Calmar 25.2 Vol 2% \| MDD -0.1% Months 3M (2%)	CAGR -3.6% \| Win 60% Sharpe -1.07 \| Sortino -1.13 \| Calmar -0.7 Vol 3% \| MDD -5.4% Months 15M (9%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 67% Sharpe 1.50 \| Sortino 2.06 \| Calmar 1.0 Vol 2% \| MDD -3.0% Months 124M (76%)	CAGR 1.7% \| Win 50% Sharpe 0.79 \| Sortino 2.59 \| Calmar 1.8 Vol 2% \| MDD -0.9% Months 20M (12%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)
RSmean neg	CAGR -3.9% \| Win 50% Sharpe -1.23 \| Sortino -1.18 \| Calmar -0.6 Vol 3% \| MDD -6.0% Months 16M (10%)	CAGR 8.0% \| Win 100% Sharpe 19.96 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.0% \| Win 67% Sharpe 1.27 \| Sortino 1.41 \| Calmar 0.6 Vol 2% \| MDD -4.9% Months 116M (72%)	CAGR 10.5% \| Win 100% Sharpe 6.51 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)
MACD neg	CAGR -1.3% \| Win 46% Sharpe -0.72 \| Sortino -0.93 \| Calmar -0.5 Vol 2% \| MDD -2.9% Months 13M (8%)	CAGR 0.6% \| Win 55% Sharpe 0.33 \| Sortino 0.47 \| Calmar 0.4 Vol 2% \| MDD -1.6% Months 31M (19%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.6% \| Win 70% Sharpe 1.89 \| Sortino 2.67 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 91M (56%)	CAGR 1.6% \| Win 59% Sharpe 0.47 \| Sortino 0.53 \| Calmar 0.4 Vol 4% \| MDD -4.4% Months 27M (17%)	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)
MACD neg	CAGR 5.9% \| Win 50% Sharpe 2.36 \| Sortino 18.81 \| Calmar 24.1 Vol 2% \| MDD -0.2% Months 4M (2%)	CAGR -0.5% \| Win 52% Sharpe -0.30 \| Sortino -0.39 \| Calmar -0.2 Vol 2% \| MDD -3.3% Months 40M (25%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 66% Sharpe 1.69 \| Sortino 2.49 \| Calmar 1.7 Vol 2% \| MDD -1.9% Months 86M (53%)	CAGR 2.9% \| Win 72% Sharpe 0.88 \| Sortino 0.89 \| Calmar 0.6 Vol 3% \| MDD -4.6% Months 32M (20%)	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)
MACD neg	CAGR 0.6% \| Win 36% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.3 Vol 2% \| MDD -1.9% Months 14M (9%)	CAGR -0.2% \| Win 60% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 2% \| MDD -2.4% Months 30M (18%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.1% \| Win 69% Sharpe 1.34 \| Sortino 1.41 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 112M (69%)	CAGR 3.2% \| Win 50% Sharpe 0.94 \| Sortino 4.43 \| Calmar 3.6 Vol 3% \| MDD -0.9% Months 6M (4%)	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)
MACD neg	CAGR -1.0% \| Win 50% Sharpe -0.51 \| Sortino -0.69 \| Calmar -0.2 Vol 2% \| MDD -4.4% Months 28M (17%)	CAGR 1.9% \| Win 56% Sharpe 1.23 \| Sortino 3.66 \| Calmar 2.0 Vol 2% \| MDD -0.9% Months 16M (10%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.5% \| Win 69% Sharpe 1.88 \| Sortino 2.73 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 94M (58%)	CAGR -0.1% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 3% \| MDD -5.1% Months 35M (22%)	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)
RSI neg	CAGR 15.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 0.8% \| Win 56% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.5 Vol 2% \| MDD -1.6% Months 32M (20%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.9% \| Win 63% Sharpe 1.50 \| Sortino 2.23 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 93M (57%)	CAGR 1.7% \| Win 69% Sharpe 0.55 \| Sortino 0.58 \| Calmar 0.4 Vol 3% \| MDD -4.9% Months 36M (22%)	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)
RSI neg	CAGR 2.1% \| Win 43% Sharpe 1.03 \| Sortino 3.73 \| Calmar 5.3 Vol 2% \| MDD -0.4% Months 7M (4%)	CAGR 0.9% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.6 Vol 2% \| MDD -1.6% Months 26M (16%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.5% \| Win 66% Sharpe 1.10 \| Sortino 1.21 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 123M (76%)	CAGR 3.2% \| Win 50% Sharpe 0.94 \| Sortino 4.43 \| Calmar 3.6 Vol 3% \| MDD -0.9% Months 6M (4%)	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)
RSI neg	CAGR 0.5% \| Win 59% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.3 Vol 2% \| MDD -1.8% Months 17M (10%)	CAGR 1.9% \| Win 56% Sharpe 1.23 \| Sortino 3.66 \| Calmar 2.0 Vol 2% \| MDD -0.9% Months 16M (10%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.4% \| Win 66% Sharpe 1.77 \| Sortino 2.62 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 82M (51%)	CAGR 5.5% \| Win 92% Sharpe 2.91 \| Sortino 0.00 \| Calmar 7.3 Vol 2% \| MDD -0.8% Months 13M (8%)	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)
MACDhist neg	CAGR 0.4% \| Win 44% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.2 Vol 2% \| MDD -2.1% Months 18M (11%)	CAGR 0.3% \| Win 59% Sharpe 0.12 \| Sortino 0.14 \| Calmar 0.1 Vol 3% \| MDD -4.4% Months 49M (30%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)
RSIhist only	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.5% \| Win 69% Sharpe 1.88 \| Sortino 2.73 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 94M (58%)	CAGR 15.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)
MACDhist neg	CAGR -0.3% \| Win 56% Sharpe -0.08 \| Sortino -0.09 \| Calmar -0.0 Vol 3% \| MDD -6.0% Months 46M (28%)	CAGR 1.7% \| Win 52% Sharpe 0.83 \| Sortino 2.55 \| Calmar 1.8 Vol 2% \| MDD -0.9% Months 21M (13%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.0% \| Win 64% Sharpe 1.58 \| Sortino 2.33 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 91M (56%)	CAGR 0.9% \| Win 44% Sharpe 0.45 \| Sortino 1.07 \| Calmar 1.4 Vol 2% \| MDD -0.6% Months 9M (6%)	CAGR 2.8% \| Win 62% Sharpe 1.47 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 100M (62%)
RSIhist neg	CAGR 0.9% \| Win 67% Sharpe 0.33 \| Sortino 0.36 \| Calmar 0.2 Vol 3% \| MDD -4.6% Months 49M (30%)	CAGR 3.2% \| Win 62% Sharpe 1.42 \| Sortino 6.33 \| Calmar 5.8 Vol 2% \| MDD -0.6% Months 13M (8%)	CAGR 1.4% \| Win 66% Sharpe 0.52 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 62M (38%)
LWTI only	CAGR 2.3% \| Win 65% Sharpe 0.99 \| Sortino 1.14 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 140M (86%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.44 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 64% Sharpe 1.39 \| Sortino 1.80 \| Calmar 0.6 Vol 2% \| MDD -5.2% Months 98M (60%)	CAGR 2.8% \| Win 71% Sharpe 1.43 \| Sortino 1.83 \| Calmar 6.4 Vol 2% \| MDD -0.4% Months 14M (9%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR -1.7% \| Win 33% Sharpe -1.88 \| Sortino -2.85 \| Calmar -3.0 Vol 1% \| MDD -0.6% Months 6M (4%)	CAGR 1.3% \| Win 64% Sharpe 0.46 \| Sortino 0.51 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 44M (27%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
SLmean only	CAGR 2.6% \| Win 62% Sharpe 1.28 \| Sortino 1.72 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 104M (64%)	CAGR 1.6% \| Win 66% Sharpe 0.63 \| Sortino 0.71 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 58M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 67% Sharpe 1.54 \| Sortino 2.10 \| Calmar 1.1 Vol 2% \| MDD -2.7% Months 108M (67%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 2.3% \| Win 58% Sharpe 1.00 \| Sortino 2.01 \| Calmar 1.2 Vol 2% \| MDD -1.9% Months 36M (22%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (9%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
RSmean only	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 2.11 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 144M (89%)	CAGR -2.6% \| Win 56% Sharpe -0.82 \| Sortino -0.79 \| Calmar -0.5 Vol 3% \| MDD -4.8% Months 18M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 67% Sharpe 1.46 \| Sortino 1.84 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 103M (64%)	CAGR 1.9% \| Win 44% Sharpe 0.78 \| Sortino 1.30 \| Calmar 1.3 Vol 2% \| MDD -1.5% Months 9M (6%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 4.2% \| Win 73% Sharpe 1.02 \| Sortino 0.89 \| Calmar 1.4 Vol 4% \| MDD -2.9% Months 15M (9%)	CAGR -0.4% \| Win 54% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.2 Vol 2% \| MDD -2.9% Months 35M (22%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
MACD only	CAGR 3.1% \| Win 68% Sharpe 1.32 \| Sortino 1.47 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (73%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (27%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 64% Sharpe 1.33 \| Sortino 1.73 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 110M (68%)	CAGR 12.1% \| Win 100% Sharpe 10.07 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 1.6% \| Win 68% Sharpe 0.44 \| Sortino 0.44 \| Calmar 0.5 Vol 4% \| MDD -3.3% Months 19M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.3 Vol 2% \| MDD -1.6% Months 31M (19%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.09 \| Sortino 1.27 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (80%)	CAGR 1.2% \| Win 58% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 33M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 68% Sharpe 1.88 \| Sortino 2.73 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 92M (57%)	CAGR -0.1% \| Win 50% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.0 Vol 3% \| MDD -3.9% Months 20M (12%)	CAGR 2.9% \| Win 65% Sharpe 1.40 \| Sortino 1.82 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 112M (69%)
MRmean neg	CAGR 7.1% \| Win 100% Sharpe 2.69 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 0.5% \| Win 57% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.2 Vol 3% \| MDD -2.9% Months 47M (29%)	CAGR 0.9% \| Win 60% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 50M (31%)
MACDhist only	CAGR 3.7% \| Win 70% Sharpe 1.92 \| Sortino 2.82 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 95M (59%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 67M (41%)