VTIP - Vanguard Sht-Term Inflation-Protected Sec 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	10.0	0.0	0.0	1.1	0.0
pair	MRmean	RSI	pos-neg	2	1.2	12.1	100.0	10.0	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	19.9	0.0	0.0	0.4	0.0
pair	RSmean	LWTI	neg-neg	2	1.2	8.0	100.0	19.9	0.0	0.0	0.4	0.0
pair	MACDhist	MRmean	neg-pos	3	1.8	7.1	100.0	2.7	0.0	0.0	2.6	0.0
pair	MRmean	MACDhist	neg-pos	3	1.8	7.1	100.0	2.7	0.0	0.0	2.6	0.0
pair	MACD	MACDhist	neg-pos	4	2.4	5.9	50.0	2.4	19.5	24.1	2.4	-0.2
pair	MACDhist	MACD	neg-pos	4	2.4	5.9	50.0	2.4	19.5	24.1	2.4	-0.2
pair	RSIhist	MACDhist	pos-neg	13	7.7	5.5	92.3	2.9	0.0	7.3	1.9	-0.8
pair	MACDhist	RSIhist	pos-neg	13	7.7	5.5	92.3	2.9	0.0	7.3	1.9	-0.8
pair	MACDhist	SLmean	neg-pos	10	6.0	5.1	90.0	2.7	0.0	11.7	1.9	-0.4
pair	SLmean	MACDhist	neg-pos	10	6.0	5.1	90.0	2.7	0.0	11.7	1.9	-0.4
pair	MACD	SLmean	neg-pos	27	16.1	5.0	77.8	1.6	1.3	1.7	3.2	-2.9
pair	SLmean	MACD	neg-pos	27	16.1	5.0	77.8	1.6	1.3	1.7	3.2	-2.9
pair	MRmean	MACD	neg-pos	16	9.5	5.0	75.0	1.2	1.1	1.7	4.0	-2.9
pair	MACD	MRmean	neg-pos	16	9.5	5.0	75.0	1.2	1.1	1.7	4.0	-2.9
pair	RSmean	MACD	pos-pos	120	71.4	3.6	70.0	1.7	2.5	1.9	2.1	-1.9
pair	MACD	RSmean	pos-pos	120	71.4	3.6	70.0	1.7	2.5	1.9	2.1	-1.9
pair	RSmean	MACDhist	pos-pos	96	57.1	3.6	69.8	1.9	2.8	1.9	1.9	-1.9
pair	MACDhist	RSmean	pos-pos	96	57.1	3.6	69.8	1.9	2.8	1.9	1.9	-1.9
single	MACDhist	MACDhist	pos-pos	97	57.7	3.5	69.1	1.9	2.8	1.9	1.9	-1.9
pair	MACD	MACDhist	pos-pos	93	55.4	3.4	69.9	1.8	2.6	1.8	1.9	-1.9
pair	SLmean	MACDhist	pos-pos	87	51.8	3.4	66.7	1.8	2.6	1.8	1.9	-1.9
pair	MACDhist	LWTI	pos-pos	96	57.1	3.4	68.8	1.8	2.7	1.8	1.9	-1.9
pair	LWTI	MACDhist	pos-pos	96	57.1	3.4	68.8	1.8	2.7	1.8	1.9	-1.9
pair	MACDhist	RSI	pos-pos	96	57.1	3.4	68.8	1.8	2.7	1.8	1.9	-1.9
pair	MACDhist	MACD	pos-pos	93	55.4	3.4	69.9	1.8	2.6	1.8	1.9	-1.9
pair	RSI	MACDhist	pos-pos	96	57.1	3.4	68.8	1.8	2.7	1.8	1.9	-1.9
pair	MRmean	MACDhist	pos-pos	94	56.0	3.4	68.1	1.8	2.7	1.8	1.9	-1.9
pair	MACDhist	MRmean	pos-pos	94	56.0	3.4	68.1	1.8	2.7	1.8	1.9	-1.9
pair	MACDhist	SLmean	pos-pos	87	51.8	3.4	66.7	1.8	2.6	1.8	1.9	-1.9
pair	RSmean	SLmean	neg-pos	45	26.8	3.3	66.7	1.4	2.5	1.3	2.3	-2.6
pair	SLmean	RSmean	neg-pos	45	26.8	3.3	66.7	1.4	2.5	1.3	2.3	-2.6
pair	RSIhist	MACDhist	pos-pos	84	50.0	3.2	65.5	1.7	2.6	1.7	1.9	-1.9
pair	RSI	RSmean	pos-pos	125	74.4	3.2	67.2	1.5	2.3	1.7	2.1	-1.9
pair	RSIhist	LWTI	neg-neg	13	7.7	3.2	61.5	1.4	6.4	5.8	2.2	-0.6
pair	LWTI	MACD	pos-neg	6	3.6	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	MACDhist	RSIhist	pos-pos	84	50.0	3.2	65.5	1.7	2.6	1.7	1.9	-1.9
pair	LWTI	RSIhist	neg-neg	13	7.7	3.2	61.5	1.4	6.4	5.8	2.2	-0.6
pair	RSmean	RSI	pos-pos	125	74.4	3.2	67.2	1.5	2.3	1.7	2.1	-1.9
pair	RSI	LWTI	pos-neg	6	3.6	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	MACD	LWTI	pos-neg	6	3.6	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	LWTI	RSI	pos-neg	6	3.6	3.2	50.0	0.9	4.4	3.6	3.4	-0.9
pair	LWTI	SLmean	neg-neg	14	8.3	3.1	57.1	1.4	8.0	3.5	2.1	-0.9
pair	MACD	RSIhist	pos-pos	88	52.4	3.1	65.9	1.6	2.4	1.6	1.9	-1.9
pair	SLmean	LWTI	neg-neg	14	8.3	3.1	57.1	1.4	8.0	3.5	2.1	-0.9
pair	RSIhist	MACD	pos-pos	88	52.4	3.1	65.9	1.6	2.4	1.6	1.9	-1.9
pair	RSIhist	SLmean	pos-pos	97	57.7	3.0	63.9	1.6	2.5	1.6	1.8	-1.9
pair	RSIhist	MRmean	pos-pos	96	57.1	3.0	63.5	1.5	2.3	1.6	1.9	-1.9
pair	MRmean	RSIhist	pos-pos	96	57.1	3.0	63.5	1.5	2.3	1.6	1.9	-1.9
pair	RSmean	LWTI	pos-pos	130	77.4	3.0	66.9	1.4	2.0	1.0	2.1	-3.0
pair	SLmean	RSIhist	pos-pos	97	57.7	3.0	63.9	1.6	2.5	1.6	1.8	-1.9
pair	RSIhist	RSmean	pos-neg	51	30.4	3.0	68.6	1.2	1.8	1.6	2.4	-1.9
single	MACD	MACD	pos-pos	124	73.8	3.0	67.7	1.3	1.4	0.7	2.4	-4.6
pair	LWTI	MACD	pos-pos	118	70.2	3.0	68.6	1.3	1.4	0.7	2.3	-4.6
pair	MACD	LWTI	pos-pos	118	70.2	3.0	68.6	1.3	1.4	0.7	2.3	-4.6
pair	LWTI	RSmean	pos-pos	130	77.4	3.0	66.9	1.4	2.0	1.0	2.1	-3.0
pair	RSmean	RSIhist	pos-neg	51	30.4	3.0	68.6	1.2	1.8	1.6	2.4	-1.9
pair	MRmean	RSmean	pos-pos	113	67.3	2.9	66.4	1.4	1.9	1.1	2.0	-2.7
pair	RSmean	MRmean	pos-pos	113	67.3	2.9	66.4	1.4	1.9	1.1	2.0	-2.7
pair	RSIhist	MACD	pos-neg	36	21.4	2.9	72.2	0.9	0.9	0.6	3.3	-4.6
pair	MACD	RSIhist	pos-neg	36	21.4	2.9	72.2	0.9	0.9	0.6	3.3	-4.6
pair	RSIhist	LWTI	pos-pos	93	55.4	2.9	63.4	1.5	2.3	1.5	1.9	-1.9
pair	LWTI	RSIhist	pos-pos	93	55.4	2.9	63.4	1.5	2.3	1.5	1.9	-1.9
pair	RSI	MACD	pos-pos	122	72.6	2.9	67.2	1.2	1.4	0.6	2.4	-4.9
pair	MACD	RSI	pos-pos	122	72.6	2.9	67.2	1.2	1.4	0.6	2.4	-4.9
pair	RSIhist	RSI	pos-pos	95	56.5	2.8	63.2	1.5	2.2	1.5	1.9	-1.9
single	RSmean	RSmean	pos-pos	150	89.3	2.8	64.7	1.4	2.1	0.9	2.1	-3.1
pair	SLmean	RSI	neg-pos	32	19.0	2.8	71.9	0.9	0.9	0.8	3.1	-3.3
pair	RSI	SLmean	neg-pos	32	19.0	2.8	71.9	0.9	0.9	0.8	3.1	-3.3
pair	SLmean	MRmean	pos-neg	14	8.3	2.8	71.4	1.4	1.8	6.4	1.9	-0.4
pair	MRmean	SLmean	pos-neg	14	8.3	2.8	71.4	1.4	1.8	6.4	1.9	-0.4
pair	RSI	RSIhist	pos-pos	95	56.5	2.8	63.2	1.5	2.2	1.5	1.9	-1.9
pair	RSIhist	RSmean	pos-pos	99	58.9	2.7	62.6	1.4	2.2	1.4	1.9	-1.9
single	MRmean	MRmean	pos-pos	117	69.6	2.7	65.0	1.3	1.7	0.6	2.0	-4.2
pair	RSmean	RSIhist	pos-pos	99	58.9	2.7	62.6	1.4	2.2	1.4	1.9	-1.9
pair	MACD	MRmean	pos-pos	108	64.3	2.7	66.7	1.3	1.7	0.7	2.0	-4.2
pair	MRmean	MACD	pos-pos	108	64.3	2.7	66.7	1.3	1.7	0.7	2.0	-4.2
pair	MRmean	RSmean	neg-pos	37	22.0	2.7	59.5	1.1	2.4	1.4	2.4	-1.9
pair	RSmean	MRmean	neg-pos	37	22.0	2.7	59.5	1.1	2.4	1.4	2.4	-1.9
pair	LWTI	MRmean	pos-pos	112	66.7	2.7	65.2	1.3	1.7	0.8	2.0	-3.4
pair	MRmean	LWTI	pos-pos	112	66.7	2.7	65.2	1.3	1.7	0.8	2.0	-3.4
pair	LWTI	MRmean	pos-neg	5	3.0	2.7	60.0	1.1	2.7	3.1	2.6	-0.9
pair	MRmean	LWTI	pos-neg	5	3.0	2.7	60.0	1.1	2.7	3.1	2.6	-0.9
single	RSIhist	RSIhist	pos-pos	102	60.7	2.7	61.8	1.4	2.2	1.4	1.9	-1.9
pair	SLmean	RSI	pos-neg	6	3.6	2.6	50.0	1.2	4.1	9.2	2.1	-0.3
pair	SLmean	RSmean	pos-pos	105	62.5	2.6	63.8	1.3	1.9	0.7	2.0	-4.0
pair	RSI	SLmean	pos-neg	6	3.6	2.6	50.0	1.2	4.1	9.2	2.1	-0.3
pair	MRmean	SLmean	pos-pos	103	61.3	2.6	64.1	1.3	1.7	0.5	2.1	-5.2
pair	SLmean	MRmean	pos-pos	103	61.3	2.6	64.1	1.3	1.7	0.5	2.1	-5.2
pair	RSmean	SLmean	pos-pos	105	62.5	2.6	63.8	1.3	1.9	0.7	2.0	-4.0
pair	RSmean	RSIhist	neg-pos	3	1.8	2.5	33.3	1.6	63.5	25.7	1.5	-0.1
pair	RSIhist	RSmean	neg-pos	3	1.8	2.5	33.3	1.6	63.5	25.7	1.5	-0.1
single	RSI	RSI	pos-pos	135	80.4	2.5	65.2	1.1	1.3	0.5	2.3	-4.9
pair	MRmean	RSI	pos-pos	115	68.5	2.5	64.3	1.2	1.6	0.6	2.0	-4.2
pair	RSI	MRmean	pos-pos	115	68.5	2.5	64.3	1.2	1.6	0.6	2.0	-4.2
pair	SLmean	MACD	pos-pos	97	57.7	2.5	64.9	1.2	1.5	0.5	2.1	-5.4
pair	MACD	SLmean	pos-pos	97	57.7	2.5	64.9	1.2	1.5	0.5	2.1	-5.4
pair	LWTI	SLmean	pos-pos	101	60.1	2.5	63.4	1.2	1.6	0.6	2.0	-4.5
pair	SLmean	LWTI	pos-pos	101	60.1	2.5	63.4	1.2	1.6	0.6	2.0	-4.5
pair	SLmean	RSI	pos-pos	103	61.3	2.4	63.1	1.2	1.5	0.4	2.0	-5.4
pair	RSI	SLmean	pos-pos	103	61.3	2.4	63.1	1.2	1.5	0.4	2.0	-5.4
pair	RSI	MRmean	neg-pos	20	11.9	2.4	70.0	0.7	0.7	0.7	3.7	-3.3
pair	MRmean	RSI	neg-pos	20	11.9	2.4	70.0	0.7	0.7	0.7	3.7	-3.3
pair	LWTI	RSI	pos-pos	129	76.8	2.4	65.9	1.1	1.2	0.5	2.3	-4.9
pair	RSmean	RSI	neg-neg	8	4.8	2.4	75.0	1.1	1.9	2.5	2.1	-1.0
pair	RSI	LWTI	pos-pos	129	76.8	2.4	65.9	1.1	1.2	0.5	2.3	-4.9
single	SLmean	SLmean	pos-pos	109	64.9	2.4	62.4	1.2	1.6	0.4	2.0	-5.4
pair	RSI	RSmean	neg-neg	8	4.8	2.4	75.0	1.1	1.9	2.5	2.1	-1.0
pair	SLmean	RSIhist	neg-neg	54	32.1	2.3	70.4	0.9	0.9	0.8	2.7	-2.9
pair	RSIhist	SLmean	neg-neg	54	32.1	2.3	70.4	0.9	0.9	0.8	2.7	-2.9
pair	benchmark___benchmark_		benchmark-benchmark	168	100.0	2.2	63.7	1.0	1.2	0.5	2.3	-4.6
pair		benchmark___benchmark_	benchmark-benchmark	168	100.0	2.2	63.7	1.0	1.2	0.5	2.3	-4.6
single	LWTI	LWTI	pos-pos	146	86.9	2.2	65.1	1.0	1.1	0.5	2.3	-4.6
single	LWTI	LWTI	neg-neg	22	13.1	2.2	54.5	1.1	3.4	2.4	2.1	-0.9
pair	MRmean	LWTI	neg-neg	17	10.1	2.1	52.9	1.0	4.0	2.2	2.1	-0.9
pair	RSIhist	RSI	neg-pos	7	4.2	2.1	42.9	1.0	3.7	5.3	2.0	-0.4
pair	RSI	RSIhist	neg-pos	7	4.2	2.1	42.9	1.0	3.7	5.3	2.0	-0.4
pair	LWTI	MRmean	neg-neg	17	10.1	2.1	52.9	1.0	4.0	2.2	2.1	-0.9
single	SLmean	SLmean	neg-neg	59	35.1	1.9	66.1	0.7	0.8	0.5	2.7	-3.5
pair	MACD	LWTI	neg-neg	16	9.5	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	LWTI	MACD	neg-neg	16	9.5	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	LWTI	RSI	neg-neg	16	9.5	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	RSI	LWTI	neg-neg	16	9.5	1.9	56.2	1.2	3.7	2.0	1.5	-0.9
pair	SLmean	MACD	pos-neg	12	7.1	1.9	41.7	1.0	3.8	2.7	1.8	-0.7
pair	MACD	SLmean	pos-neg	12	7.1	1.9	41.7	1.0	3.8	2.7	1.8	-0.7
pair	MACD	MRmean	pos-neg	9	5.4	1.9	44.4	0.8	1.3	1.3	2.5	-1.5
pair	MRmean	MACD	pos-neg	9	5.4	1.9	44.4	0.8	1.3	1.3	2.5	-1.5
pair	RSIhist	RSI	pos-neg	40	23.8	1.8	70.0	0.6	0.6	0.4	3.2	-4.9
pair	RSI	RSIhist	pos-neg	40	23.8	1.8	70.0	0.6	0.6	0.4	3.2	-4.9
pair	MACDhist	MACD	pos-neg	31	18.5	1.7	61.3	0.5	0.6	0.4	3.5	-4.4
pair	MACD	MACDhist	pos-neg	31	18.5	1.7	61.3	0.5	0.6	0.4	3.5	-4.4
pair	LWTI	MACDhist	neg-neg	21	12.5	1.7	52.4	0.8	2.5	1.8	2.0	-0.9
pair	MACDhist	LWTI	neg-neg	21	12.5	1.7	52.4	0.8	2.5	1.8	2.0	-0.9
pair	LWTI	RSmean	pos-neg	20	11.9	1.7	50.0	0.8	2.6	1.8	2.2	-0.9
pair	RSmean	LWTI	pos-neg	20	11.9	1.7	50.0	0.8	2.6	1.8	2.2	-0.9
pair	RSIhist	MRmean	neg-neg	45	26.8	1.6	64.4	0.6	0.6	0.5	2.9	-2.9
pair	MRmean	RSIhist	neg-neg	45	26.8	1.6	64.4	0.6	0.6	0.5	2.9	-2.9
pair	SLmean	MRmean	neg-neg	45	26.8	1.6	64.4	0.6	0.7	0.6	2.9	-2.9
pair	MRmean	SLmean	neg-neg	45	26.8	1.6	64.4	0.6	0.7	0.6	2.9	-2.9
pair	RSmean	MACDhist	pos-neg	54	32.1	1.5	55.6	0.6	1.0	0.5	2.4	-3.1
pair	SLmean	LWTI	neg-pos	45	26.8	1.5	68.9	0.6	0.6	0.4	2.8	-4.3
single	RSIhist	RSIhist	neg-neg	66	39.3	1.5	66.7	0.5	0.6	0.3	2.8	-4.6
pair	MACDhist	RSmean	pos-neg	54	32.1	1.5	55.6	0.6	1.0	0.5	2.4	-3.1
pair	LWTI	SLmean	neg-pos	45	26.8	1.5	68.9	0.6	0.6	0.4	2.8	-4.3
pair	SLmean	MACDhist	neg-neg	49	29.2	1.3	61.2	0.5	0.5	0.4	2.8	-3.5
pair	MACDhist	SLmean	neg-neg	49	29.2	1.3	61.2	0.5	0.5	0.4	2.8	-3.5
single	MRmean	MRmean	neg-neg	51	30.4	1.2	60.8	0.5	0.6	0.4	2.7	-2.9
pair	RSIhist	MRmean	pos-neg	21	12.5	1.2	71.4	0.5	0.6	0.3	2.6	-3.7
pair	MRmean	RSIhist	pos-neg	21	12.5	1.2	71.4	0.5	0.6	0.3	2.6	-3.7
single	RSI	RSI	neg-neg	33	19.6	1.2	57.6	0.6	0.9	0.8	2.0	-1.6
pair	LWTI	RSIhist	neg-pos	53	31.5	1.0	67.9	0.4	0.4	0.2	2.9	-4.6
pair	RSIhist	LWTI	neg-pos	53	31.5	1.0	67.9	0.4	0.4	0.2	2.9	-4.6
pair	MRmean	MACDhist	neg-neg	48	28.6	0.9	58.3	0.3	0.4	0.3	2.7	-2.9
pair	SLmean	RSI	neg-neg	27	16.1	0.9	59.3	0.5	0.6	0.6	1.9	-1.6
pair	RSI	SLmean	neg-neg	27	16.1	0.9	59.3	0.5	0.6	0.6	1.9	-1.6
pair	RSIhist	LWTI	pos-neg	9	5.4	0.9	44.4	0.5	1.1	1.3	2.0	-0.6
pair	LWTI	RSIhist	pos-neg	9	5.4	0.9	44.4	0.5	1.1	1.3	2.0	-0.6
pair	RSI	RSIhist	neg-neg	26	15.5	0.9	61.5	0.5	0.7	0.6	2.0	-1.6
pair	RSIhist	RSI	neg-neg	26	15.5	0.9	61.5	0.5	0.7	0.6	2.0	-1.6
pair	MACDhist	MRmean	neg-neg	48	28.6	0.9	58.3	0.3	0.4	0.3	2.7	-2.9
pair	SLmean	LWTI	pos-neg	8	4.8	0.8	50.0	0.4	1.1	0.9	2.2	-0.9
pair	LWTI	MRmean	neg-pos	34	20.2	0.8	64.7	0.3	0.3	0.2	3.0	-3.3
pair	MRmean	LWTI	neg-pos	34	20.2	0.8	64.7	0.3	0.3	0.2	3.0	-3.3
pair	LWTI	SLmean	pos-neg	8	4.8	0.8	50.0	0.4	1.1	0.9	2.2	-0.9
pair	RSI	MACDhist	neg-neg	32	19.0	0.8	56.2	0.4	0.6	0.5	1.9	-1.6
pair	MACDhist	RSI	neg-neg	32	19.0	0.8	56.2	0.4	0.6	0.5	1.9	-1.6
pair	RSmean	RSI	pos-neg	25	14.9	0.8	52.0	0.4	0.6	0.4	1.9	-1.9
pair	RSI	RSmean	pos-neg	25	14.9	0.8	52.0	0.4	0.6	0.4	1.9	-1.9
pair	RSI	MACD	neg-neg	31	18.5	0.6	54.8	0.3	0.5	0.4	1.9	-1.6
pair	MACD	RSmean	neg-neg	14	8.3	0.6	71.4	0.3	0.6	0.2	2.0	-2.4
pair	RSmean	MACD	neg-neg	14	8.3	0.6	71.4	0.3	0.6	0.2	2.0	-2.4
pair	MACD	RSIhist	neg-pos	14	8.3	0.6	35.7	0.3	0.6	0.3	2.0	-1.9
pair	RSIhist	MACD	neg-pos	14	8.3	0.6	35.7	0.3	0.6	0.3	2.0	-1.9
pair	MACD	RSI	neg-neg	31	18.5	0.6	54.8	0.3	0.5	0.4	1.9	-1.6
pair	RSI	LWTI	neg-pos	17	10.1	0.5	58.8	0.2	0.3	0.3	2.3	-1.8
pair	MACDhist	RSIhist	neg-neg	53	31.5	0.5	60.4	0.2	0.2	0.1	2.9	-4.4
pair	MRmean	RSI	neg-neg	31	18.5	0.5	54.8	0.3	0.4	0.3	1.8	-1.6
pair	LWTI	RSI	neg-pos	17	10.1	0.5	58.8	0.2	0.3	0.3	2.3	-1.8
pair	RSIhist	MACDhist	neg-neg	53	31.5	0.5	60.4	0.2	0.2	0.1	2.9	-4.4
pair	RSI	MRmean	neg-neg	31	18.5	0.5	54.8	0.3	0.4	0.3	1.8	-1.6
single	MACDhist	MACDhist	neg-neg	71	42.3	0.4	56.3	0.2	0.2	0.1	2.6	-4.8
pair	MACDhist	RSIhist	neg-pos	18	10.7	0.4	44.4	0.2	0.3	0.2	1.9	-2.1
pair	RSIhist	MACDhist	neg-pos	18	10.7	0.4	44.4	0.2	0.3	0.2	1.9	-2.1
pair	RSI	MACDhist	pos-neg	39	23.2	0.2	56.4	0.1	0.1	0.0	3.2	-5.1
pair	MACDhist	RSI	pos-neg	39	23.2	0.2	56.4	0.1	0.1	0.0	3.2	-5.1
single	MACD	MACD	neg-neg	44	26.2	0.0	52.3	0.0	0.0	0.0	1.9	-3.3
pair	MACDhist	LWTI	neg-pos	50	29.8	-0.1	58.0	-0.0	-0.0	-0.0	2.9	-6.0
pair	LWTI	MACDhist	neg-pos	50	29.8	-0.1	58.0	-0.0	-0.0	-0.0	2.9	-6.0
pair	RSIhist	MACD	neg-neg	30	17.9	-0.2	60.0	-0.1	-0.2	-0.1	1.8	-2.4
pair	RSmean	MACD	pos-neg	30	17.9	-0.2	43.3	-0.1	-0.2	-0.1	1.8	-3.1
pair	MACD	RSmean	pos-neg	30	17.9	-0.2	43.3	-0.1	-0.2	-0.1	1.8	-3.1
pair	MACD	RSIhist	neg-neg	30	17.9	-0.2	60.0	-0.1	-0.2	-0.1	1.8	-2.4
pair	MACD	MRmean	neg-neg	35	20.8	-0.4	54.3	-0.3	-0.3	-0.2	1.7	-2.9
pair	MRmean	MACD	neg-neg	35	20.8	-0.4	54.3	-0.3	-0.3	-0.2	1.7	-2.9
pair	MACDhist	MRmean	pos-neg	23	13.7	-0.5	52.2	-0.2	-0.2	-0.1	2.5	-3.9
pair	MACD	MACDhist	neg-neg	40	23.8	-0.5	52.5	-0.3	-0.4	-0.2	1.8	-3.3
pair	MACDhist	MACD	neg-neg	40	23.8	-0.5	52.5	-0.3	-0.4	-0.2	1.8	-3.3
pair	MRmean	MACDhist	pos-neg	23	13.7	-0.5	52.2	-0.2	-0.2	-0.1	2.5	-3.9
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	19.0	-0.7	56.2	-0.3	-0.5	-0.2	1.9	-3.5
pair	SLmean	MACD	neg-neg	32	19.0	-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	16.7	-1.0	50.0	-0.5	-0.7	-0.2	2.0	-4.4
pair	MACD	LWTI	neg-pos	28	16.7	-1.0	50.0	-0.5	-0.7	-0.2	2.0	-4.4
pair	MRmean	RSIhist	neg-pos	6	3.6	-1.1	33.3	-1.4	-1.9	-2.8	0.8	-0.4
pair	RSIhist	MRmean	neg-pos	6	3.6	-1.1	33.3	-1.4	-1.9	-2.8	0.8	-0.4
pair	RSI	MACD	neg-pos	13	7.7	-1.3	46.2	-0.7	-0.9	-0.5	1.8	-2.9
pair	MACD	RSI	neg-pos	13	7.7	-1.3	46.2	-0.7	-0.9	-0.5	1.8	-2.9
pair	MACDhist	SLmean	pos-neg	22	13.1	-1.4	45.5	-0.6	-0.7	-0.3	2.3	-4.4
pair	SLmean	MACDhist	pos-neg	22	13.1	-1.4	45.5	-0.6	-0.7	-0.3	2.3	-4.4
pair	MRmean	SLmean	neg-pos	6	3.6	-1.7	33.3	-1.9	-2.9	-3.0	0.9	-0.6
pair	SLmean	MRmean	neg-pos	6	3.6	-1.7	33.3	-1.9	-2.9	-3.0	0.9	-0.6
pair	SLmean	RSIhist	pos-neg	12	7.1	-2.3	50.0	-0.8	-1.1	-0.5	3.0	-4.9
pair	RSIhist	SLmean	pos-neg	12	7.1	-2.3	50.0	-0.8	-1.1	-0.5	3.0	-4.9
pair	SLmean	RSIhist	neg-pos	5	3.0	-2.4	20.0	-1.0	-1.6	-5.5	2.4	-0.4
pair	RSIhist	SLmean	neg-pos	5	3.0	-2.4	20.0	-1.0	-1.6	-5.5	2.4	-0.4
pair	MRmean	RSmean	neg-neg	14	8.3	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	RSmean	MRmean	neg-neg	14	8.3	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	SLmean	RSmean	neg-neg	14	8.3	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
pair	RSmean	SLmean	neg-neg	14	8.3	-2.6	64.3	-0.8	-0.7	-0.7	3.3	-3.9
single	RSmean	RSmean	neg-neg	18	10.7	-2.6	55.6	-0.8	-0.8	-0.5	3.2	-4.8
pair	MACDhist	RSmean	neg-neg	17	10.1	-2.7	58.8	-0.8	-0.8	-0.6	3.3	-4.8
pair	RSmean	MACDhist	neg-neg	17	10.1	-2.7	58.8	-0.8	-0.8	-0.6	3.3	-4.8
pair	MRmean	RSmean	pos-neg	4	2.4	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSmean	MRmean	pos-neg	4	2.4	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	SLmean	RSmean	pos-neg	4	2.4	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSmean	SLmean	pos-neg	4	2.4	-2.7	25.0	-0.8	-0.9	-1.7	3.3	-1.6
pair	RSIhist	RSmean	neg-neg	15	8.9	-3.6	60.0	-1.1	-1.1	-0.7	3.4	-5.4
pair	RSmean	RSIhist	neg-neg	15	8.9	-3.6	60.0	-1.1	-1.1	-0.7	3.4	-5.4
pair	LWTI	RSmean	neg-pos	16	9.5	-3.9	50.0	-1.2	-1.2	-0.6	3.2	-6.0
pair	RSmean	LWTI	neg-pos	16	9.5	-3.9	50.0	-1.2	-1.2	-0.6	3.2	-6.0
pair	RSI	RSmean	neg-pos	10	6.0	-6.5	40.0	-1.9	-1.7	-1.1	3.5	-5.9
pair	RSmean	RSI	neg-pos	10	6.0	-6.5	40.0	-1.9	-1.7	-1.1	3.5	-5.9
pair	RSmean	MACD	neg-pos	4	2.4	-13.0	0.0	-2.9	-2.9	-2.9	4.8	-4.5
pair	MACD	RSmean	neg-pos	4	2.4	-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 2.6% \| Win 64% Sharpe 1.27 \| Sortino 1.67 \| Calmar 0.5 Vol 2% \| MDD -5.2% Months 103M (61%)	CAGR 2.8% \| Win 71% Sharpe 1.43 \| Sortino 1.83 \| Calmar 6.4 Vol 2% \| MDD -0.4% Months 14M (8%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
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 1.6% \| Win 64% Sharpe 0.58 \| Sortino 0.66 \| Calmar 0.6 Vol 3% \| MDD -2.9% Months 45M (27%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
SLmean only	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 66% Sharpe 1.43 \| Sortino 1.95 \| Calmar 1.1 Vol 2% \| MDD -2.7% Months 113M (67%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 2.7% \| Win 60% Sharpe 1.14 \| Sortino 2.38 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 37M (22%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (8%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
RSmean only	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 2.7% \| Win 67% Sharpe 1.34 \| Sortino 1.71 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 108M (64%)	CAGR 1.9% \| Win 44% Sharpe 0.78 \| Sortino 1.30 \| Calmar 1.3 Vol 2% \| MDD -1.5% Months 9M (5%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 5.0% \| Win 75% Sharpe 1.24 \| Sortino 1.07 \| Calmar 1.7 Vol 4% \| MDD -2.9% Months 16M (10%)	CAGR -0.4% \| Win 54% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.2 Vol 2% \| MDD -2.9% Months 35M (21%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
MACD only	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 64% Sharpe 1.23 \| Sortino 1.60 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 115M (68%)	CAGR 12.1% \| Win 100% Sharpe 10.04 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 2.4% \| Win 70% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.7 Vol 4% \| MDD -3.3% Months 20M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.3 Vol 2% \| MDD -1.6% Months 31M (18%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 3.4% \| Win 68% Sharpe 1.83 \| Sortino 2.70 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 94M (56%)	CAGR -0.5% \| Win 52% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 2% \| MDD -3.9% Months 23M (14%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 7.1% \| Win 100% Sharpe 2.70 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 0.9% \| Win 58% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 48M (29%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
MACDhist only	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 64% Sharpe 1.54 \| Sortino 2.34 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 96M (57%)	CAGR 1.2% \| Win 71% Sharpe 0.49 \| Sortino 0.58 \| Calmar 0.3 Vol 3% \| MDD -3.7% Months 21M (12%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
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 1.6% \| Win 64% Sharpe 0.55 \| Sortino 0.63 \| Calmar 0.5 Vol 3% \| MDD -2.9% Months 45M (27%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
RSIhist only	CAGR 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 65% Sharpe 1.30 \| Sortino 1.67 \| Calmar 0.8 Vol 2% \| MDD -3.4% Months 112M (67%)	CAGR 2.7% \| Win 60% Sharpe 1.07 \| Sortino 2.67 \| Calmar 3.1 Vol 3% \| MDD -0.9% Months 5M (3%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 0.8% \| Win 65% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.2 Vol 3% \| MDD -3.3% Months 34M (20%)	CAGR 2.1% \| Win 53% Sharpe 1.02 \| Sortino 3.95 \| Calmar 2.2 Vol 2% \| MDD -0.9% Months 17M (10%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
LWTI only	CAGR 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 64% Sharpe 1.30 \| Sortino 1.86 \| Calmar 0.7 Vol 2% \| MDD -4.0% Months 105M (62%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
SLmean neg	CAGR 3.3% \| Win 67% Sharpe 1.43 \| Sortino 2.50 \| Calmar 1.3 Vol 2% \| MDD -2.6% Months 45M (27%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (8%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
RSmean only	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 2.5% \| Win 65% Sharpe 1.18 \| Sortino 1.51 \| Calmar 0.5 Vol 2% \| MDD -5.4% Months 97M (58%)	CAGR 1.9% \| Win 42% Sharpe 1.04 \| Sortino 3.80 \| Calmar 2.7 Vol 2% \| MDD -0.7% Months 12M (7%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
SLmean neg	CAGR 5.0% \| Win 78% Sharpe 1.56 \| Sortino 1.29 \| Calmar 1.7 Vol 3% \| MDD -2.9% Months 27M (16%)	CAGR -0.7% \| Win 56% Sharpe -0.35 \| Sortino -0.45 \| Calmar -0.2 Vol 2% \| MDD -3.5% Months 32M (19%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
MACD only	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.4% \| Win 63% Sharpe 1.16 \| Sortino 1.53 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 103M (61%)	CAGR 2.6% \| Win 50% Sharpe 1.22 \| Sortino 4.11 \| Calmar 9.2 Vol 2% \| MDD -0.3% Months 6M (4%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
SLmean neg	CAGR 2.8% \| Win 72% Sharpe 0.89 \| Sortino 0.90 \| Calmar 0.8 Vol 3% \| MDD -3.3% Months 32M (19%)	CAGR 0.9% \| Win 59% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.5 Vol 2% \| MDD -1.6% Months 27M (16%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 3.4% \| Win 67% Sharpe 1.77 \| Sortino 2.61 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 87M (52%)	CAGR -1.4% \| Win 46% Sharpe -0.57 \| Sortino -0.71 \| Calmar -0.3 Vol 2% \| MDD -4.4% Months 22M (13%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
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 1.3% \| Win 61% Sharpe 0.47 \| Sortino 0.54 \| Calmar 0.4 Vol 3% \| MDD -3.5% Months 49M (29%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
MACDhist only	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 64% Sharpe 1.61 \| Sortino 2.54 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR -2.3% \| Win 50% Sharpe -0.76 \| Sortino -1.15 \| Calmar -0.5 Vol 3% \| MDD -4.9% Months 12M (7%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
SLmean neg	CAGR -2.4% \| Win 20% Sharpe -1.00 \| Sortino -1.57 \| Calmar -5.5 Vol 2% \| MDD -0.4% Months 5M (3%)	CAGR 2.3% \| Win 70% Sharpe 0.87 \| Sortino 0.92 \| Calmar 0.8 Vol 3% \| MDD -2.9% Months 54M (32%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
RSIhist only	CAGR 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 63% Sharpe 1.23 \| Sortino 1.60 \| Calmar 0.6 Vol 2% \| MDD -4.5% Months 101M (60%)	CAGR 0.8% \| Win 50% Sharpe 0.39 \| Sortino 1.05 \| Calmar 0.9 Vol 2% \| MDD -0.9% Months 8M (5%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)
SLmean neg	CAGR 1.5% \| Win 69% Sharpe 0.56 \| Sortino 0.60 \| Calmar 0.4 Vol 3% \| MDD -4.3% Months 45M (27%)	CAGR 3.1% \| Win 57% Sharpe 1.43 \| Sortino 7.98 \| Calmar 3.6 Vol 2% \| MDD -0.9% Months 14M (8%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)
LWTI only	CAGR 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.6% \| Win 70% Sharpe 1.70 \| Sortino 2.51 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 120M (71%)	CAGR -0.2% \| Win 43% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 2% \| MDD -3.1% Months 30M (18%)	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 (8%)	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 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 67% Sharpe 1.52 \| Sortino 2.28 \| Calmar 1.7 Vol 2% \| MDD -1.9% Months 125M (74%)	CAGR 0.8% \| Win 52% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.4 Vol 2% \| MDD -1.9% Months 25M (15%)	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 3.6% \| Win 70% Sharpe 1.89 \| Sortino 2.79 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 96M (57%)	CAGR 1.5% \| Win 56% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.5 Vol 2% \| MDD -3.1% Months 54M (32%)	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 63% Sharpe 1.43 \| Sortino 2.23 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 99M (59%)	CAGR 3.0% \| Win 69% Sharpe 1.23 \| Sortino 1.84 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 51M (30%)	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (89%)
RSmean neg	CAGR 2.5% \| Win 33% Sharpe 1.62 \| Sortino 63.54 \| Calmar 25.7 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 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 67% Sharpe 1.43 \| Sortino 2.01 \| Calmar 1.0 Vol 2% \| MDD -3.0% Months 130M (77%)	CAGR 1.7% \| Win 50% Sharpe 0.79 \| Sortino 2.59 \| Calmar 1.8 Vol 2% \| MDD -0.9% Months 20M (12%)	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (89%)
RSmean neg	CAGR -3.9% \| Win 50% Sharpe -1.22 \| Sortino -1.18 \| Calmar -0.6 Vol 3% \| MDD -6.0% Months 16M (10%)	CAGR 8.0% \| Win 100% Sharpe 19.95 \| 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 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.9% \| Win 67% Sharpe 1.22 \| Sortino 1.39 \| Calmar 0.6 Vol 2% \| MDD -4.9% Months 122M (73%)	CAGR 10.5% \| Win 100% Sharpe 6.51 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)
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 (18%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 3.4% \| Win 70% Sharpe 1.83 \| Sortino 2.64 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 93M (55%)	CAGR 1.7% \| Win 61% Sharpe 0.51 \| Sortino 0.59 \| Calmar 0.4 Vol 4% \| MDD -4.4% Months 31M (18%)	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)
MACD neg	CAGR 5.9% \| Win 50% Sharpe 2.36 \| Sortino 19.47 \| 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 (24%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)
MACDhist only	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.1% \| Win 66% Sharpe 1.64 \| Sortino 2.44 \| Calmar 1.6 Vol 2% \| MDD -1.9% Months 88M (52%)	CAGR 2.9% \| Win 72% Sharpe 0.87 \| Sortino 0.92 \| Calmar 0.6 Vol 3% \| MDD -4.6% Months 36M (21%)	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)
MACD neg	CAGR 0.6% \| Win 36% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.3 Vol 2% \| MDD -1.9% Months 14M (8%)	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 (26%)
RSIhist only	CAGR 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.0% \| Win 69% Sharpe 1.29 \| Sortino 1.39 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 118M (70%)	CAGR 3.2% \| Win 50% Sharpe 0.94 \| Sortino 4.38 \| Calmar 3.6 Vol 3% \| MDD -0.9% Months 6M (4%)	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)
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 3.67 \| 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 (26%)
LWTI only	CAGR 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.4% \| Win 69% Sharpe 1.83 \| Sortino 2.69 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 96M (57%)	CAGR 0.2% \| Win 56% Sharpe 0.07 \| Sortino 0.09 \| Calmar 0.0 Vol 3% \| MDD -5.1% Months 39M (23%)	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 (19%)	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 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 63% Sharpe 1.46 \| Sortino 2.19 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 95M (56%)	CAGR 1.8% \| Win 70% Sharpe 0.57 \| Sortino 0.63 \| Calmar 0.4 Vol 3% \| MDD -4.9% Months 40M (24%)	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (80%)
RSI neg	CAGR 2.1% \| Win 43% Sharpe 1.03 \| Sortino 3.71 \| Calmar 5.3 Vol 2% \| MDD -0.4% Months 7M (4%)	CAGR 0.9% \| Win 62% Sharpe 0.48 \| Sortino 0.66 \| 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 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.4% \| Win 66% Sharpe 1.06 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 129M (77%)	CAGR 3.2% \| Win 50% Sharpe 0.94 \| Sortino 4.38 \| Calmar 3.6 Vol 3% \| MDD -0.9% Months 6M (4%)	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (80%)
RSI neg	CAGR 0.5% \| Win 59% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.3 Vol 2% \| MDD -1.8% Months 17M (10%)	CAGR 1.9% \| Win 56% Sharpe 1.23 \| Sortino 3.67 \| 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 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.2% \| Win 66% Sharpe 1.71 \| Sortino 2.58 \| Calmar 1.7 Vol 2% \| MDD -1.9% Months 84M (50%)	CAGR 5.5% \| Win 92% Sharpe 2.91 \| Sortino 0.00 \| Calmar 7.3 Vol 2% \| MDD -0.8% Months 13M (8%)	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)
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 0.5% \| Win 60% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.1 Vol 3% \| MDD -4.4% Months 53M (32%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)
RSIhist only	CAGR 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.4% \| Win 69% Sharpe 1.83 \| Sortino 2.69 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 96M (57%)	CAGR 15.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)
MACDhist neg	CAGR -0.1% \| Win 58% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 3% \| MDD -6.0% Months 50M (30%)	CAGR 1.7% \| Win 52% Sharpe 0.83 \| Sortino 2.55 \| Calmar 1.8 Vol 2% \| MDD -0.9% Months 21M (12%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)
LWTI only	CAGR 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.9% \| Win 63% Sharpe 1.53 \| Sortino 2.29 \| Calmar 1.5 Vol 2% \| MDD -1.9% Months 93M (55%)	CAGR 0.9% \| Win 44% Sharpe 0.45 \| Sortino 1.05 \| Calmar 1.3 Vol 2% \| MDD -0.6% Months 9M (5%)	CAGR 2.7% \| Win 62% Sharpe 1.44 \| Sortino 2.25 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 102M (61%)
RSIhist neg	CAGR 1.0% \| Win 68% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.2 Vol 3% \| MDD -4.6% Months 53M (32%)	CAGR 3.2% \| Win 62% Sharpe 1.42 \| Sortino 6.40 \| Calmar 5.8 Vol 2% \| MDD -0.6% Months 13M (8%)	CAGR 1.5% \| Win 67% Sharpe 0.54 \| Sortino 0.62 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 66M (39%)
LWTI only	CAGR 2.2% \| Win 65% Sharpe 0.97 \| Sortino 1.13 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 146M (87%)	CAGR 2.2% \| Win 55% Sharpe 1.06 \| Sortino 3.43 \| Calmar 2.4 Vol 2% \| MDD -0.9% Months 22M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 64% Sharpe 1.27 \| Sortino 1.67 \| Calmar 0.5 Vol 2% \| MDD -5.2% Months 103M (61%)	CAGR 2.8% \| Win 71% Sharpe 1.43 \| Sortino 1.83 \| Calmar 6.4 Vol 2% \| MDD -0.4% Months 14M (8%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
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 1.6% \| Win 64% Sharpe 0.58 \| Sortino 0.66 \| Calmar 0.6 Vol 3% \| MDD -2.9% Months 45M (27%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
SLmean only	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -5.4% Months 109M (65%)	CAGR 1.9% \| Win 66% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 3% \| MDD -3.5% Months 59M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 66% Sharpe 1.43 \| Sortino 1.95 \| Calmar 1.1 Vol 2% \| MDD -2.7% Months 113M (67%)	CAGR -2.7% \| Win 25% Sharpe -0.83 \| Sortino -0.92 \| Calmar -1.7 Vol 3% \| MDD -1.6% Months 4M (2%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 2.7% \| Win 60% Sharpe 1.14 \| Sortino 2.38 \| Calmar 1.4 Vol 2% \| MDD -1.9% Months 37M (22%)	CAGR -2.6% \| Win 64% Sharpe -0.78 \| Sortino -0.73 \| Calmar -0.7 Vol 3% \| MDD -3.9% Months 14M (8%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
RSmean only	CAGR 2.8% \| Win 65% Sharpe 1.35 \| Sortino 2.06 \| Calmar 0.9 Vol 2% \| MDD -3.1% Months 150M (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 2.7% \| Win 67% Sharpe 1.34 \| Sortino 1.71 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 108M (64%)	CAGR 1.9% \| Win 44% Sharpe 0.78 \| Sortino 1.30 \| Calmar 1.3 Vol 2% \| MDD -1.5% Months 9M (5%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 5.0% \| Win 75% Sharpe 1.24 \| Sortino 1.07 \| Calmar 1.7 Vol 4% \| MDD -2.9% Months 16M (10%)	CAGR -0.4% \| Win 54% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.2 Vol 2% \| MDD -2.9% Months 35M (21%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
MACD only	CAGR 3.0% \| Win 68% Sharpe 1.27 \| Sortino 1.45 \| Calmar 0.7 Vol 2% \| MDD -4.6% Months 124M (74%)	CAGR 0.0% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar 0.0 Vol 2% \| MDD -3.3% Months 44M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 64% Sharpe 1.23 \| Sortino 1.60 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 115M (68%)	CAGR 12.1% \| Win 100% Sharpe 10.04 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 2.4% \| Win 70% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.7 Vol 4% \| MDD -3.3% Months 20M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.3 Vol 2% \| MDD -1.6% Months 31M (18%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
RSI only	CAGR 2.5% \| Win 65% Sharpe 1.06 \| Sortino 1.26 \| Calmar 0.5 Vol 2% \| MDD -4.9% Months 135M (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 3.4% \| Win 68% Sharpe 1.83 \| Sortino 2.70 \| Calmar 1.8 Vol 2% \| MDD -1.9% Months 94M (56%)	CAGR -0.5% \| Win 52% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 2% \| MDD -3.9% Months 23M (14%)	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.70 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 117M (70%)
MRmean neg	CAGR 7.1% \| Win 100% Sharpe 2.70 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 0.9% \| Win 58% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.3 Vol 3% \| MDD -2.9% Months 48M (29%)	CAGR 1.2% \| Win 61% Sharpe 0.47 \| Sortino 0.55 \| Calmar 0.4 Vol 3% \| MDD -2.9% Months 51M (30%)
MACDhist only	CAGR 3.5% \| Win 69% Sharpe 1.87 \| Sortino 2.78 \| Calmar 1.9 Vol 2% \| MDD -1.9% Months 97M (58%)	CAGR 0.4% \| Win 56% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.1 Vol 3% \| MDD -4.8% Months 71M (42%)