VTV - Vanguard Value Index Fund ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

71.8%

Best CAGR

Total Months

12.8%

Avg CAGR

VTV 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 VTV

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	MRmean	neg-pos	4	1.5	71.8	75.0	4.2	0.0	0.0	13.3	0.0
pair	MRmean	SLmean	neg-pos	4	1.5	71.8	75.0	4.2	0.0	0.0	13.3	0.0
pair	RSIhist	MRmean	neg-pos	5	1.9	63.6	80.0	3.7	0.0	32.0	13.6	-2.0
pair	MRmean	RSIhist	neg-pos	5	1.9	63.6	80.0	3.7	0.0	32.0	13.6	-2.0
pair	RSI	LWTI	neg-pos	14	5.2	59.0	78.6	3.0	7.5	13.6	16.3	-4.3
pair	LWTI	RSI	neg-pos	14	5.2	59.0	78.6	3.0	7.5	13.6	16.3	-4.3
pair	MACDhist	RSI	neg-pos	6	2.2	57.4	83.3	3.6	0.0	21.7	13.0	-2.6
pair	RSI	MACDhist	neg-pos	6	2.2	57.4	83.3	3.6	0.0	21.7	13.0	-2.6
pair	RSI	LWTI	pos-neg	4	1.5	54.1	50.0	1.9	47.6	13.6	25.0	-4.0
pair	LWTI	RSI	pos-neg	4	1.5	54.1	50.0	1.9	47.6	13.6	25.0	-4.0
pair	RSI	RSIhist	neg-pos	8	3.0	51.0	75.0	3.2	11.1	19.3	13.2	-2.6
pair	RSIhist	RSI	neg-pos	8	3.0	51.0	75.0	3.2	11.1	19.3	13.2	-2.6
pair	RSI	SLmean	pos-neg	9	3.4	43.2	66.7	2.8	9.9	16.3	13.3	-2.6
pair	SLmean	RSI	pos-neg	9	3.4	43.2	66.7	2.8	9.9	16.3	13.3	-2.6
pair	LWTI	RSIhist	pos-neg	8	3.0	40.5	62.5	2.4	12.6	15.3	15.0	-2.6
pair	RSIhist	LWTI	pos-neg	8	3.0	40.5	62.5	2.4	12.6	15.3	15.0	-2.6
pair	MACDhist	MRmean	neg-pos	5	1.9	38.8	80.0	1.7	0.0	5.7	20.1	-6.8
pair	MRmean	MACDhist	neg-pos	5	1.9	38.8	80.0	1.7	0.0	5.7	20.1	-6.8
pair	RSmean	RSIhist	neg-pos	5	1.9	34.9	80.0	3.0	0.0	17.5	10.1	-2.0
pair	RSIhist	RSmean	neg-pos	5	1.9	34.9	80.0	3.0	0.0	17.5	10.1	-2.0
pair	MRmean	RSI	pos-neg	6	2.2	29.6	66.7	2.2	7.0	11.2	11.9	-2.6
pair	RSI	MRmean	pos-neg	6	2.2	29.6	66.7	2.2	7.0	11.2	11.9	-2.6
pair	RSI	MACD	pos-neg	12	4.5	29.0	50.0	1.3	2.2	2.8	21.9	-10.2
pair	MACD	RSI	pos-neg	12	4.5	29.0	50.0	1.3	2.2	2.8	21.9	-10.2
pair	MACDhist	LWTI	pos-neg	3	1.1	29.0	66.7	1.7	0.0	11.0	15.4	-2.6
pair	LWTI	MACDhist	pos-neg	3	1.1	29.0	66.7	1.7	0.0	11.0	15.4	-2.6
pair	LWTI	SLmean	pos-neg	10	3.7	27.5	50.0	1.8	8.8	6.9	14.6	-4.0
pair	SLmean	LWTI	pos-neg	10	3.7	27.5	50.0	1.8	8.8	6.9	14.6	-4.0
pair	RSIhist	SLmean	neg-pos	3	1.1	27.1	66.7	2.0	0.0	13.6	12.4	-2.0
pair	SLmean	RSIhist	neg-pos	3	1.1	27.1	66.7	2.0	0.0	13.6	12.4	-2.0
pair	RSI	RSmean	neg-neg	3	1.1	25.8	100.0	6.5	0.0	0.0	3.6	0.0
pair	RSmean	RSI	neg-neg	3	1.1	25.8	100.0	6.5	0.0	0.0	3.6	0.0
pair	MRmean	MACD	neg-pos	33	12.4	23.6	60.6	1.1	1.5	1.1	21.8	-20.5
pair	MACD	MRmean	neg-pos	33	12.4	23.6	60.6	1.1	1.5	1.1	21.8	-20.5
pair	MRmean	LWTI	neg-pos	41	15.4	23.1	65.9	1.2	1.7	1.6	18.2	-14.8
pair	LWTI	MRmean	neg-pos	41	15.4	23.1	65.9	1.2	1.7	1.6	18.2	-14.8
pair	MACD	SLmean	neg-pos	46	17.2	22.1	65.2	1.1	1.6	0.8	19.8	-25.9
pair	SLmean	MACD	neg-pos	46	17.2	22.1	65.2	1.1	1.6	0.8	19.8	-25.9
pair	SLmean	LWTI	neg-pos	57	21.3	20.1	66.7	1.2	1.7	1.4	17.0	-14.9
pair	LWTI	SLmean	neg-pos	57	21.3	20.1	66.7	1.2	1.7	1.4	17.0	-14.9
pair	MACD	RSIhist	neg-pos	26	9.7	18.5	65.4	1.4	2.4	1.6	13.1	-11.7
pair	RSIhist	MACD	neg-pos	26	9.7	18.5	65.4	1.4	2.4	1.6	13.1	-11.7
pair	RSmean	SLmean	neg-neg	13	4.9	17.9	69.2	1.8	24.5	5.3	9.5	-3.4
pair	SLmean	RSmean	neg-neg	13	4.9	17.9	69.2	1.8	24.5	5.3	9.5	-3.4
pair	MRmean	RSmean	neg-neg	13	4.9	17.9	69.2	1.8	24.5	5.3	9.5	-3.4
pair	RSmean	MRmean	neg-neg	13	4.9	17.9	69.2	1.8	24.5	5.3	9.5	-3.4
pair	MRmean	RSI	neg-pos	30	11.2	16.4	63.3	0.9	1.2	1.1	19.1	-14.8
pair	RSI	MRmean	neg-pos	30	11.2	16.4	63.3	0.9	1.2	1.1	19.1	-14.8
pair	MACDhist	SLmean	neg-pos	16	6.0	16.3	68.8	1.0	2.7	1.3	16.9	-12.3
pair	SLmean	MACDhist	neg-pos	16	6.0	16.3	68.8	1.0	2.7	1.3	16.9	-12.3
pair	SLmean	MACD	pos-neg	27	10.1	16.1	66.7	1.2	2.1	1.4	12.6	-11.7
pair	MACD	SLmean	pos-neg	27	10.1	16.1	66.7	1.2	2.1	1.4	12.6	-11.7
pair	MRmean	SLmean	pos-neg	17	6.4	15.2	70.6	1.1	2.9	1.4	13.8	-10.8
pair	SLmean	MRmean	pos-neg	17	6.4	15.2	70.6	1.1	2.9	1.4	13.8	-10.8
pair	SLmean	RSI	neg-pos	46	17.2	15.1	65.2	0.9	1.3	0.7	17.4	-22.0
pair	RSI	SLmean	neg-pos	46	17.2	15.1	65.2	0.9	1.3	0.7	17.4	-22.0
pair	MACD	RSmean	neg-pos	7	2.6	14.0	71.4	0.9	9.1	3.4	15.3	-4.1
pair	RSmean	MACD	neg-pos	7	2.6	14.0	71.4	0.9	9.1	3.4	15.3	-4.1
pair	RSIhist	MACDhist	neg-pos	41	15.4	13.9	68.3	1.3	2.8	0.8	10.7	-17.2
pair	MACDhist	RSIhist	neg-pos	41	15.4	13.9	68.3	1.3	2.8	0.8	10.7	-17.2
pair	RSIhist	MACDhist	pos-neg	29	10.9	13.7	72.4	1.0	2.5	1.1	14.2	-12.3
pair	MACDhist	RSIhist	pos-neg	29	10.9	13.7	72.4	1.0	2.5	1.1	14.2	-12.3
single	RSI	RSI	neg-neg	34	12.7	13.5	61.8	0.7	0.8	0.3	24.3	-48.3
single	MRmean	MRmean	neg-neg	58	21.7	13.4	62.1	0.7	0.9	0.3	22.7	-52.5
pair	MACD	MACDhist	neg-pos	14	5.2	12.9	64.3	0.8	1.8	1.0	16.8	-12.5
pair	MACDhist	MACD	neg-pos	14	5.2	12.9	64.3	0.8	1.8	1.0	16.8	-12.5
pair	LWTI	RSmean	neg-pos	19	7.1	12.5	68.4	1.1	2.5	1.9	10.7	-6.7
pair	RSmean	LWTI	neg-pos	19	7.1	12.5	68.4	1.1	2.5	1.9	10.7	-6.7
pair	LWTI	MACD	pos-neg	8	3.0	12.5	37.5	0.6	1.1	1.2	23.2	-10.2
pair	MACD	LWTI	pos-neg	8	3.0	12.5	37.5	0.6	1.1	1.2	23.2	-10.2
pair	RSmean	MACDhist	neg-neg	19	7.1	12.5	68.4	1.1	2.5	1.9	10.7	-6.7
pair	MACDhist	RSmean	neg-neg	19	7.1	12.5	68.4	1.1	2.5	1.9	10.7	-6.7
single	RSmean	RSmean	neg-neg	19	7.1	12.5	68.4	1.1	2.5	1.9	10.7	-6.7
pair	RSmean	RSI	pos-neg	31	11.6	12.4	58.1	0.6	0.8	0.3	25.4	-48.2
pair	RSI	RSmean	pos-neg	31	11.6	12.4	58.1	0.6	0.8	0.3	25.4	-48.2
pair	RSIhist	MACD	pos-neg	88	33.0	12.2	64.8	0.8	1.1	0.4	16.7	-30.1
pair	MACD	RSIhist	pos-neg	88	33.0	12.2	64.8	0.8	1.1	0.4	16.7	-30.1
pair	RSIhist	LWTI	neg-pos	98	36.7	12.2	67.3	0.8	1.2	0.6	15.2	-19.2
pair	RSmean	MRmean	neg-pos	45	16.9	12.2	60.0	0.6	0.8	0.2	25.3	-50.7
pair	LWTI	RSIhist	neg-pos	98	36.7	12.2	67.3	0.8	1.2	0.6	15.2	-19.2
pair	MRmean	RSmean	neg-pos	45	16.9	12.2	60.0	0.6	0.8	0.2	25.3	-50.7
pair	MACD	RSmean	neg-neg	12	4.5	11.6	66.7	1.5	16.3	3.4	7.7	-3.4
pair	RSmean	MACD	neg-neg	12	4.5	11.6	66.7	1.5	16.3	3.4	7.7	-3.4
pair	LWTI	MRmean	pos-neg	7	2.6	11.4	42.9	0.9	5.0	2.9	13.0	-4.0
pair	MRmean	LWTI	pos-neg	7	2.6	11.4	42.9	0.9	5.0	2.9	13.0	-4.0
pair	MRmean	MACDhist	neg-neg	53	19.9	11.3	60.4	0.6	0.8	0.2	23.0	-52.5
pair	MACDhist	MRmean	neg-neg	53	19.9	11.3	60.4	0.6	0.8	0.2	23.0	-52.5
single	SLmean	SLmean	neg-neg	71	26.6	11.2	63.4	0.6	0.8	0.2	21.1	-51.2
single	RSIhist	RSIhist	pos-pos	153	57.3	11.1	64.1	1.0	1.6	0.5	11.2	-22.1
pair	MACD	LWTI	neg-pos	36	13.5	11.1	66.7	1.0	1.6	0.9	11.2	-12.5
pair	LWTI	MACD	neg-pos	36	13.5	11.1	66.7	1.0	1.6	0.9	11.2	-12.5
pair	LWTI	MACDhist	neg-pos	105	39.3	11.0	66.7	0.8	1.1	0.7	13.9	-14.8
pair	MACDhist	LWTI	neg-pos	105	39.3	11.0	66.7	0.8	1.1	0.7	13.9	-14.8
pair	MACDhist	MACD	pos-neg	88	33.0	10.8	63.6	0.7	1.0	0.7	16.1	-16.0
pair	MACD	MACDhist	pos-neg	88	33.0	10.8	63.6	0.7	1.0	0.7	16.1	-16.0
single	MACDhist	MACDhist	pos-pos	141	52.8	10.8	64.5	0.9	1.4	0.5	12.0	-21.7
pair	RSmean	MACDhist	pos-pos	141	52.8	10.8	64.5	0.9	1.4	0.5	12.0	-21.7
pair	MACDhist	RSmean	pos-pos	141	52.8	10.8	64.5	0.9	1.4	0.5	12.0	-21.7
pair	SLmean	RSIhist	pos-pos	150	56.2	10.8	64.0	1.0	1.5	0.5	11.2	-22.1
pair	RSIhist	SLmean	pos-pos	150	56.2	10.8	64.0	1.0	1.5	0.5	11.2	-22.1
single	LWTI	LWTI	pos-pos	243	91.0	10.7	65.4	0.9	1.2	0.4	12.8	-25.0
single	MACD	MACD	pos-pos	215	80.5	10.7	64.2	0.8	1.2	0.4	13.5	-25.0
pair	MACDhist	MACD	pos-pos	127	47.6	10.6	64.6	0.9	1.4	0.5	11.4	-21.7
pair	MACD	MACDhist	pos-pos	127	47.6	10.6	64.6	0.9	1.4	0.5	11.4	-21.7
pair	LWTI	MACD	pos-pos	207	77.5	10.6	65.2	0.8	1.2	0.4	13.1	-25.0
pair	MACD	LWTI	pos-pos	207	77.5	10.6	65.2	0.8	1.2	0.4	13.1	-25.0
pair	MACD	RSmean	pos-pos	208	77.9	10.6	63.9	0.8	1.2	0.4	13.5	-25.0
pair	RSmean	MACD	pos-pos	208	77.9	10.6	63.9	0.8	1.2	0.4	13.5	-25.0
pair	SLmean	RSIhist	neg-neg	68	25.5	10.5	63.2	0.6	0.8	0.2	21.5	-51.2
pair	RSIhist	SLmean	neg-neg	68	25.5	10.5	63.2	0.6	0.8	0.2	21.5	-51.2
pair	LWTI	MACDhist	pos-pos	138	51.7	10.5	64.5	0.9	1.4	0.5	12.0	-21.7
pair	MACDhist	LWTI	pos-pos	138	51.7	10.5	64.5	0.9	1.4	0.5	12.0	-21.7
pair	LWTI	RSmean	pos-pos	224	83.9	10.5	65.2	0.8	1.2	0.4	13.0	-25.0
pair	RSmean	LWTI	pos-pos	224	83.9	10.5	65.2	0.8	1.2	0.4	13.0	-25.0
pair	RSmean	RSIhist	pos-pos	148	55.4	10.4	63.5	0.9	1.5	0.5	11.2	-22.1
pair	RSIhist	RSmean	pos-pos	148	55.4	10.4	63.5	0.9	1.5	0.5	11.2	-22.1
pair	RSI	MRmean	neg-neg	28	10.5	10.3	60.7	0.5	0.7	0.2	26.3	-48.3
pair	MRmean	RSI	neg-neg	28	10.5	10.3	60.7	0.5	0.7	0.2	26.3	-48.3
pair	RSI	RSmean	neg-pos	16	6.0	10.1	62.5	0.9	2.1	1.5	11.6	-6.7
pair	RSmean	RSI	neg-pos	16	6.0	10.1	62.5	0.9	2.1	1.5	11.6	-6.7
pair	SLmean	MACDhist	pos-pos	125	46.8	10.1	64.0	0.9	1.4	0.7	11.3	-14.6
pair	MACDhist	SLmean	pos-pos	125	46.8	10.1	64.0	0.9	1.4	0.7	11.3	-14.6
pair	RSIhist	MACDhist	pos-pos	112	41.9	10.1	62.5	0.9	1.3	0.7	11.4	-14.6
pair	MACDhist	RSIhist	pos-pos	112	41.9	10.1	62.5	0.9	1.3	0.7	11.4	-14.6
pair	MRmean	SLmean	neg-neg	54	20.2	10.0	61.1	0.5	0.7	0.2	23.1	-52.2
pair	SLmean	MRmean	neg-neg	54	20.2	10.0	61.1	0.5	0.7	0.2	23.1	-52.2
pair	MACDhist	MRmean	pos-pos	136	50.9	9.9	64.0	0.9	1.4	0.6	11.6	-16.2
pair	MRmean	MACDhist	pos-pos	136	50.9	9.9	64.0	0.9	1.4	0.6	11.6	-16.2
pair	SLmean	RSmean	neg-pos	58	21.7	9.8	62.1	0.5	0.7	0.2	23.0	-51.2
pair	RSmean	SLmean	neg-pos	58	21.7	9.8	62.1	0.5	0.7	0.2	23.0	-51.2
pair	MACDhist	SLmean	neg-neg	55	20.6	9.8	61.8	0.5	0.7	0.2	22.3	-51.2
pair	SLmean	MACDhist	neg-neg	55	20.6	9.8	61.8	0.5	0.7	0.2	22.3	-51.2
pair	LWTI	RSIhist	pos-pos	145	54.3	9.7	64.1	0.9	1.4	0.5	10.9	-20.8
pair	RSIhist	LWTI	pos-pos	145	54.3	9.7	64.1	0.9	1.4	0.5	10.9	-20.8
pair	MACD	RSI	pos-pos	203	76.0	9.7	65.0	0.8	1.1	0.4	12.9	-25.0
pair	RSI	MACD	pos-pos	203	76.0	9.7	65.0	0.8	1.1	0.4	12.9	-25.0
pair	MRmean	RSIhist	neg-neg	53	19.9	9.6	60.4	0.5	0.7	0.2	23.2	-51.5
pair	RSIhist	MRmean	neg-neg	53	19.9	9.6	60.4	0.5	0.7	0.2	23.2	-51.5
pair	MACD	RSIhist	pos-pos	127	47.6	9.6	63.8	0.9	1.4	0.4	10.8	-22.1
pair	RSIhist	MACD	pos-pos	127	47.6	9.6	63.8	0.9	1.4	0.4	10.8	-22.1
pair	MRmean	RSIhist	pos-pos	148	55.4	9.6	63.5	0.9	1.4	0.4	11.0	-22.1
pair	RSIhist	MRmean	pos-pos	148	55.4	9.6	63.5	0.9	1.4	0.4	11.0	-22.1
pair	benchmark___benchmark_		benchmark-benchmark	267	100.0	9.5	64.0	0.7	0.9	0.2	14.6	-54.8
pair		benchmark___benchmark_	benchmark-benchmark	267	100.0	9.5	64.0	0.7	0.9	0.2	14.6	-54.8
pair	RSI	RSIhist	pos-pos	145	54.3	9.2	63.4	0.9	1.3	0.4	10.9	-22.1
pair	RSIhist	RSI	pos-pos	145	54.3	9.2	63.4	0.9	1.3	0.4	10.9	-22.1
single	RSmean	RSmean	pos-pos	248	92.9	9.2	63.7	0.7	0.9	0.2	14.8	-54.8
pair	MACDhist	RSI	pos-pos	135	50.6	9.1	63.7	0.8	1.2	0.4	11.8	-21.7
pair	RSI	MACDhist	pos-pos	135	50.6	9.1	63.7	0.8	1.2	0.4	11.8	-21.7
pair	RSmean	SLmean	pos-pos	190	71.2	9.1	64.2	0.8	1.2	0.4	11.3	-22.1
pair	SLmean	RSmean	pos-pos	190	71.2	9.1	64.2	0.8	1.2	0.4	11.3	-22.1
single	RSI	RSI	pos-pos	233	87.3	8.9	64.4	0.7	1.1	0.4	12.6	-25.0
single	SLmean	SLmean	pos-pos	196	73.4	8.9	64.3	0.8	1.2	0.4	11.3	-22.0
pair	RSmean	RSI	pos-pos	217	81.3	8.8	64.5	0.7	1.0	0.3	12.7	-25.0
pair	RSI	RSmean	pos-pos	217	81.3	8.8	64.5	0.7	1.0	0.3	12.7	-25.0
pair	MRmean	RSmean	pos-pos	203	76.0	8.6	64.5	0.8	1.2	0.4	11.3	-20.1
pair	RSmean	MRmean	pos-pos	203	76.0	8.6	64.5	0.8	1.2	0.4	11.3	-20.1
pair	MACDhist	RSI	pos-neg	98	36.7	8.6	65.3	0.7	0.9	0.5	13.7	-17.4
pair	RSI	MACDhist	pos-neg	98	36.7	8.6	65.3	0.7	0.9	0.5	13.7	-17.4
pair	MACD	MRmean	pos-pos	182	68.2	8.5	64.8	0.8	1.2	0.4	11.3	-19.3
pair	MRmean	MACD	pos-pos	182	68.2	8.5	64.8	0.8	1.2	0.4	11.3	-19.3
single	MRmean	MRmean	pos-pos	209	78.3	8.4	64.6	0.8	1.2	0.4	11.4	-19.3
pair	RSIhist	RSI	pos-neg	88	33.0	8.4	65.9	0.6	0.9	0.3	15.0	-26.4
pair	RSI	RSIhist	pos-neg	88	33.0	8.4	65.9	0.6	0.9	0.3	15.0	-26.4
pair	LWTI	MRmean	pos-pos	202	75.7	8.3	65.3	0.8	1.1	0.4	11.3	-19.3
pair	MRmean	LWTI	pos-pos	202	75.7	8.3	65.3	0.8	1.1	0.4	11.3	-19.3
pair	RSI	LWTI	pos-pos	229	85.8	8.2	64.6	0.7	1.0	0.3	12.3	-25.0
pair	LWTI	RSI	pos-pos	229	85.8	8.2	64.6	0.7	1.0	0.3	12.3	-25.0
pair	MRmean	MACD	pos-neg	27	10.1	8.0	63.0	0.7	1.1	0.5	11.8	-16.2
pair	MACD	MRmean	pos-neg	27	10.1	8.0	63.0	0.7	1.1	0.5	11.8	-16.2
single	MACDhist	MACDhist	neg-neg	126	47.2	8.0	63.5	0.5	0.7	0.1	17.0	-51.5
pair	SLmean	LWTI	pos-pos	186	69.7	7.9	65.1	0.7	1.1	0.4	11.1	-22.0
pair	LWTI	SLmean	pos-pos	186	69.7	7.9	65.1	0.7	1.1	0.4	11.1	-22.0
pair	MRmean	SLmean	pos-pos	192	71.9	7.8	64.1	0.7	1.1	0.3	11.2	-24.8
pair	MRmean	RSI	pos-pos	203	76.0	7.8	64.5	0.7	1.1	0.4	11.3	-19.3
pair	RSI	MRmean	pos-pos	203	76.0	7.8	64.5	0.7	1.1	0.4	11.3	-19.3
pair	SLmean	MRmean	pos-pos	192	71.9	7.8	64.1	0.7	1.1	0.3	11.2	-24.8
pair	MACD	SLmean	pos-pos	169	63.3	7.7	63.9	0.7	1.1	0.3	11.1	-22.0
pair	SLmean	MACD	pos-pos	169	63.3	7.7	63.9	0.7	1.1	0.3	11.1	-22.0
pair	RSIhist	RSmean	pos-neg	100	37.5	7.6	64.0	0.5	0.6	0.1	19.0	-53.9
pair	RSmean	RSIhist	pos-neg	100	37.5	7.6	64.0	0.5	0.6	0.1	19.0	-53.9
pair	SLmean	RSI	pos-pos	187	70.0	7.4	64.2	0.7	1.0	0.3	11.1	-22.0
pair	RSI	SLmean	pos-pos	187	70.0	7.4	64.2	0.7	1.0	0.3	11.1	-22.0
single	RSIhist	RSIhist	neg-neg	114	42.7	7.3	64.0	0.5	0.6	0.1	18.1	-53.9
pair	MACDhist	RSmean	pos-neg	107	40.1	7.2	62.6	0.5	0.6	0.1	17.9	-51.5
pair	RSmean	MACDhist	pos-neg	107	40.1	7.2	62.6	0.5	0.6	0.1	17.9	-51.5
pair	MACDhist	SLmean	pos-neg	71	26.6	6.6	64.8	0.6	0.9	0.3	11.5	-21.5
pair	SLmean	MACDhist	pos-neg	71	26.6	6.6	64.8	0.6	0.9	0.3	11.5	-21.5
pair	MACD	RSI	neg-neg	22	8.2	5.8	68.2	0.3	0.5	0.1	25.8	-43.2
pair	RSI	MACD	neg-neg	22	8.2	5.8	68.2	0.3	0.5	0.1	25.8	-43.2
pair	MACDhist	RSI	neg-neg	28	10.5	5.8	57.1	0.3	0.5	0.1	25.8	-48.3
pair	RSI	MACDhist	neg-neg	28	10.5	5.8	57.1	0.3	0.5	0.1	25.8	-48.3
pair	MACDhist	MRmean	pos-neg	73	27.3	5.7	65.8	0.6	0.8	0.2	10.9	-23.6
pair	MRmean	MACDhist	pos-neg	73	27.3	5.7	65.8	0.6	0.8	0.2	10.9	-23.6
pair	MRmean	RSIhist	pos-neg	61	22.8	5.5	67.2	0.5	0.8	0.3	12.4	-15.7
pair	RSIhist	MRmean	pos-neg	61	22.8	5.5	67.2	0.5	0.8	0.3	12.4	-15.7
pair	RSmean	RSIhist	neg-neg	14	5.2	5.4	64.3	0.6	1.1	1.1	10.6	-4.8
pair	RSIhist	RSmean	neg-neg	14	5.2	5.4	64.3	0.6	1.1	1.1	10.6	-4.8
pair	RSIhist	MACDhist	neg-neg	85	31.8	5.3	61.2	0.4	0.5	0.1	19.4	-51.5
pair	MACDhist	RSIhist	neg-neg	85	31.8	5.3	61.2	0.4	0.5	0.1	19.4	-51.5
single	MACD	MACD	neg-neg	52	19.5	4.7	63.5	0.3	0.4	0.1	18.4	-43.2
pair	RSI	SLmean	neg-neg	25	9.4	4.4	60.0	0.3	0.4	0.1	27.1	-48.0
pair	SLmean	RSI	neg-neg	25	9.4	4.4	60.0	0.3	0.4	0.1	27.1	-48.0
pair	RSI	MACD	neg-pos	30	11.2	3.9	60.0	0.4	0.6	0.2	10.7	-16.2
pair	MACD	RSI	neg-pos	30	11.2	3.9	60.0	0.4	0.6	0.2	10.7	-16.2
pair	RSIhist	RSI	neg-neg	26	9.7	3.9	57.7	0.3	0.4	0.1	26.5	-48.3
pair	RSI	RSIhist	neg-neg	26	9.7	3.9	57.7	0.3	0.4	0.1	26.5	-48.3
pair	RSIhist	SLmean	pos-neg	46	17.2	2.8	65.2	0.3	0.4	0.2	11.7	-17.0
pair	SLmean	RSIhist	pos-neg	46	17.2	2.8	65.2	0.3	0.4	0.2	11.7	-17.0
pair	RSmean	MACD	pos-neg	40	15.0	2.7	62.5	0.2	0.3	0.1	20.6	-43.2
pair	MACD	RSmean	pos-neg	40	15.0	2.7	62.5	0.2	0.3	0.1	20.6	-43.2
pair	MACDhist	MACD	neg-neg	38	14.2	1.8	63.2	0.2	0.2	0.0	19.1	-43.2
pair	MACD	MACDhist	neg-neg	38	14.2	1.8	63.2	0.2	0.2	0.0	19.1	-43.2
pair	SLmean	RSmean	pos-neg	6	2.2	1.6	66.7	0.2	1.5	0.4	13.5	-4.1
pair	RSmean	MRmean	pos-neg	6	2.2	1.6	66.7	0.2	1.5	0.4	13.5	-4.1
pair	MRmean	RSmean	pos-neg	6	2.2	1.6	66.7	0.2	1.5	0.4	13.5	-4.1
pair	RSmean	SLmean	pos-neg	6	2.2	1.6	66.7	0.2	1.5	0.4	13.5	-4.1
pair	MACD	MRmean	neg-neg	25	9.4	1.3	64.0	0.2	0.2	0.0	23.8	-43.4
pair	MRmean	MACD	neg-neg	25	9.4	1.3	64.0	0.2	0.2	0.0	23.8	-43.4
pair	RSmean	LWTI	pos-neg	24	9.0	-1.9	50.0	0.1	0.1	-0.0	26.8	-48.2
pair	LWTI	RSmean	pos-neg	24	9.0	-1.9	50.0	0.1	0.1	-0.0	26.8	-48.2
single	LWTI	LWTI	neg-neg	24	9.0	-1.9	50.0	0.1	0.1	-0.0	26.8	-48.2
pair	MACDhist	LWTI	neg-neg	21	7.9	-5.7	47.6	-0.1	-0.1	-0.1	28.2	-48.2
pair	LWTI	MACDhist	neg-neg	21	7.9	-5.7	47.6	-0.1	-0.1	-0.1	28.2	-48.2
pair	MACD	SLmean	neg-neg	25	9.4	-6.4	60.0	-0.2	-0.2	-0.1	23.0	-43.2
pair	SLmean	MACD	neg-neg	25	9.4	-6.4	60.0	-0.2	-0.2	-0.1	23.0	-43.2
pair	MRmean	LWTI	neg-neg	17	6.4	-6.9	52.9	-0.1	-0.1	-0.1	31.1	-48.2
pair	LWTI	MRmean	neg-neg	17	6.4	-6.9	52.9	-0.1	-0.1	-0.1	31.1	-48.2
pair	MACD	RSIhist	neg-neg	26	9.7	-7.5	61.5	-0.2	-0.3	-0.2	22.2	-43.2
pair	RSIhist	MACD	neg-neg	26	9.7	-7.5	61.5	-0.2	-0.3	-0.2	22.2	-43.2
pair	LWTI	MACD	neg-neg	16	6.0	-8.4	56.2	-0.2	-0.2	-0.2	29.0	-43.2
pair	MACD	LWTI	neg-neg	16	6.0	-8.4	56.2	-0.2	-0.2	-0.2	29.0	-43.2
pair	RSI	LWTI	neg-neg	20	7.5	-10.4	50.0	-0.3	-0.4	-0.2	27.0	-48.2
pair	LWTI	RSI	neg-neg	20	7.5	-10.4	50.0	-0.3	-0.4	-0.2	27.0	-48.2
pair	LWTI	RSIhist	neg-neg	16	6.0	-18.0	43.8	-0.5	-0.8	-0.4	30.3	-48.2
pair	RSIhist	LWTI	neg-neg	16	6.0	-18.0	43.8	-0.5	-0.8	-0.4	30.3	-48.2
pair	SLmean	LWTI	neg-neg	14	5.2	-18.7	50.0	-0.5	-0.8	-0.4	32.6	-47.9
pair	LWTI	SLmean	neg-neg	14	5.2	-18.7	50.0	-0.5	-0.8	-0.4	32.6	-47.9

All Contingency Tables for VTV

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.3 Vol 11% \| MDD -24.8% Months 192M (72%)	CAGR 15.2% \| Win 71% Sharpe 1.10 \| Sortino 2.86 \| Calmar 1.4 Vol 14% \| MDD -10.8% Months 17M (6%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 71.8% \| Win 75% Sharpe 4.20 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 4M (2%)	CAGR 10.0% \| Win 61% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.2 Vol 23% \| MDD -52.2% Months 54M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
SLmean only	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 64% Sharpe 0.79 \| Sortino 1.18 \| Calmar 0.4 Vol 11% \| MDD -20.1% Months 203M (76%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 1.48 \| Calmar 0.4 Vol 14% \| MDD -4.1% Months 6M (2%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 12.2% \| Win 60% Sharpe 0.58 \| Sortino 0.81 \| Calmar 0.2 Vol 25% \| MDD -50.7% Months 45M (17%)	CAGR 17.9% \| Win 69% Sharpe 1.79 \| Sortino 24.51 \| Calmar 5.3 Vol 10% \| MDD -3.4% Months 13M (5%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
RSmean only	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 65% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 182M (68%)	CAGR 8.0% \| Win 63% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.2% Months 27M (10%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 23.6% \| Win 61% Sharpe 1.08 \| Sortino 1.53 \| Calmar 1.1 Vol 22% \| MDD -20.5% Months 33M (12%)	CAGR 1.3% \| Win 64% Sharpe 0.17 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -43.4% Months 25M (9%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
MACD only	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 64% Sharpe 0.72 \| Sortino 1.08 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 203M (76%)	CAGR 29.6% \| Win 67% Sharpe 2.24 \| Sortino 6.97 \| Calmar 11.2 Vol 12% \| MDD -2.6% Months 6M (2%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 16.4% \| Win 63% Sharpe 0.89 \| Sortino 1.16 \| Calmar 1.1 Vol 19% \| MDD -14.8% Months 30M (11%)	CAGR 10.3% \| Win 61% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.2 Vol 26% \| MDD -48.3% Months 28M (10%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
RSI only	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 64% Sharpe 0.87 \| Sortino 1.35 \| Calmar 0.6 Vol 12% \| MDD -16.2% Months 136M (51%)	CAGR 5.7% \| Win 66% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 11% \| MDD -23.6% Months 73M (27%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 38.8% \| Win 80% Sharpe 1.74 \| Sortino 0.00 \| Calmar 5.7 Vol 20% \| MDD -6.8% Months 5M (2%)	CAGR 11.3% \| Win 60% Sharpe 0.58 \| Sortino 0.75 \| Calmar 0.2 Vol 23% \| MDD -52.5% Months 53M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 64% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.4 Vol 11% \| MDD -22.1% Months 148M (55%)	CAGR 5.5% \| Win 67% Sharpe 0.49 \| Sortino 0.77 \| Calmar 0.3 Vol 12% \| MDD -15.7% Months 61M (23%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 63.6% \| Win 80% Sharpe 3.74 \| Sortino 0.00 \| Calmar 32.0 Vol 14% \| MDD -2.0% Months 5M (2%)	CAGR 9.6% \| Win 60% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -51.5% Months 53M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 65% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 202M (76%)	CAGR 11.4% \| Win 43% Sharpe 0.89 \| Sortino 5.01 \| Calmar 2.9 Vol 13% \| MDD -4.0% Months 7M (3%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 23.1% \| Win 66% Sharpe 1.24 \| Sortino 1.66 \| Calmar 1.6 Vol 18% \| MDD -14.8% Months 41M (15%)	CAGR -6.9% \| Win 53% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 31% \| MDD -48.2% Months 17M (6%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.1% \| Win 64% Sharpe 0.83 \| Sortino 1.23 \| Calmar 0.4 Vol 11% \| MDD -22.1% Months 190M (71%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 1.48 \| Calmar 0.4 Vol 14% \| MDD -4.1% Months 6M (2%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 9.8% \| Win 62% Sharpe 0.52 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -51.2% Months 58M (22%)	CAGR 17.9% \| Win 69% Sharpe 1.79 \| Sortino 24.51 \| Calmar 5.3 Vol 10% \| MDD -3.4% Months 13M (5%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
RSmean only	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 64% Sharpe 0.73 \| Sortino 1.05 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 169M (63%)	CAGR 16.1% \| Win 67% Sharpe 1.25 \| Sortino 2.11 \| Calmar 1.4 Vol 13% \| MDD -11.7% Months 27M (10%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 22.1% \| Win 65% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.9 Vol 20% \| MDD -25.9% Months 46M (17%)	CAGR -6.4% \| Win 60% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 23% \| MDD -43.2% Months 25M (9%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
MACD only	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 7.4% \| Win 64% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.3 Vol 11% \| MDD -22.0% Months 187M (70%)	CAGR 43.2% \| Win 67% Sharpe 2.81 \| Sortino 9.94 \| Calmar 16.3 Vol 13% \| MDD -2.6% Months 9M (3%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 15.1% \| Win 65% Sharpe 0.90 \| Sortino 1.26 \| Calmar 0.7 Vol 17% \| MDD -22.0% Months 46M (17%)	CAGR 4.4% \| Win 60% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 27% \| MDD -48.0% Months 25M (9%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
RSI only	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 64% Sharpe 0.91 \| Sortino 1.36 \| Calmar 0.7 Vol 11% \| MDD -14.6% Months 125M (47%)	CAGR 6.6% \| Win 65% Sharpe 0.62 \| Sortino 0.92 \| Calmar 0.3 Vol 12% \| MDD -21.5% Months 71M (27%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 16.3% \| Win 69% Sharpe 0.98 \| Sortino 2.71 \| Calmar 1.3 Vol 17% \| MDD -12.3% Months 16M (6%)	CAGR 9.8% \| Win 62% Sharpe 0.53 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -51.2% Months 55M (21%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 64% Sharpe 0.97 \| Sortino 1.53 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 150M (56%)	CAGR 2.8% \| Win 65% Sharpe 0.29 \| Sortino 0.38 \| Calmar 0.2 Vol 12% \| MDD -17.0% Months 46M (17%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 27.1% \| Win 67% Sharpe 2.00 \| Sortino 0.00 \| Calmar 13.6 Vol 12% \| MDD -2.0% Months 3M (1%)	CAGR 10.5% \| Win 63% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -51.2% Months 68M (26%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 65% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 186M (70%)	CAGR 27.5% \| Win 50% Sharpe 1.75 \| Sortino 8.76 \| Calmar 6.9 Vol 15% \| MDD -4.0% Months 10M (4%)	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)
SLmean neg	CAGR 20.1% \| Win 67% Sharpe 1.17 \| Sortino 1.67 \| Calmar 1.3 Vol 17% \| MDD -14.9% Months 57M (21%)	CAGR -18.7% \| Win 50% Sharpe -0.47 \| Sortino -0.85 \| Calmar -0.4 Vol 33% \| MDD -47.9% Months 14M (5%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.6% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 208M (78%)	CAGR 2.7% \| Win 62% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.1 Vol 21% \| MDD -43.2% Months 40M (15%)	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)
RSmean neg	CAGR 14.0% \| Win 71% Sharpe 0.93 \| Sortino 9.05 \| Calmar 3.4 Vol 15% \| MDD -4.1% Months 7M (3%)	CAGR 11.6% \| Win 67% Sharpe 1.46 \| Sortino 16.28 \| Calmar 3.4 Vol 8% \| MDD -3.4% Months 12M (4%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)
MACD only	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 64% Sharpe 0.73 \| Sortino 1.02 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 217M (81%)	CAGR 12.4% \| Win 58% Sharpe 0.59 \| Sortino 0.79 \| Calmar 0.3 Vol 25% \| MDD -48.2% Months 31M (12%)	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)
RSmean neg	CAGR 10.1% \| Win 62% Sharpe 0.89 \| Sortino 2.09 \| Calmar 1.5 Vol 12% \| MDD -6.7% Months 16M (6%)	CAGR 25.8% \| Win 100% Sharpe 6.48 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (1%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)
RSI only	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 7.2% \| Win 63% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -51.5% Months 107M (40%)	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)
RSmean neg	-	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 64% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 148M (55%)	CAGR 7.6% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 19% \| MDD -53.9% Months 100M (38%)	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)
RSmean neg	CAGR 34.9% \| Win 80% Sharpe 3.05 \| Sortino 0.00 \| Calmar 17.5 Vol 10% \| MDD -2.0% Months 5M (2%)	CAGR 5.4% \| Win 64% Sharpe 0.55 \| Sortino 1.08 \| Calmar 1.1 Vol 11% \| MDD -4.8% Months 14M (5%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 65% Sharpe 0.84 \| Sortino 1.20 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 224M (84%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)
RSmean neg	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)	-	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.7% \| Win 65% Sharpe 0.78 \| Sortino 1.10 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 203M (76%)	CAGR 29.0% \| Win 50% Sharpe 1.27 \| Sortino 2.21 \| Calmar 2.8 Vol 22% \| MDD -10.2% Months 12M (4%)	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)
MACD neg	CAGR 3.9% \| Win 60% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 11% \| MDD -16.2% Months 30M (11%)	CAGR 5.8% \| Win 68% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 26% \| MDD -43.2% Months 22M (8%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)
RSI only	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.6% \| Win 65% Sharpe 0.94 \| Sortino 1.42 \| Calmar 0.5 Vol 11% \| MDD -21.7% Months 127M (48%)	CAGR 10.8% \| Win 64% Sharpe 0.72 \| Sortino 1.02 \| Calmar 0.7 Vol 16% \| MDD -16.0% Months 88M (33%)	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)
MACD neg	CAGR 12.9% \| Win 64% Sharpe 0.80 \| Sortino 1.79 \| Calmar 1.0 Vol 17% \| MDD -12.5% Months 14M (5%)	CAGR 1.8% \| Win 63% Sharpe 0.19 \| Sortino 0.20 \| Calmar 0.0 Vol 19% \| MDD -43.2% Months 38M (14%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.6% \| Win 64% Sharpe 0.91 \| Sortino 1.39 \| Calmar 0.4 Vol 11% \| MDD -22.1% Months 127M (48%)	CAGR 12.2% \| Win 65% Sharpe 0.77 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -30.1% Months 88M (33%)	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)
MACD neg	CAGR 18.5% \| Win 65% Sharpe 1.36 \| Sortino 2.42 \| Calmar 1.6 Vol 13% \| MDD -11.7% Months 26M (10%)	CAGR -7.5% \| Win 62% Sharpe -0.24 \| Sortino -0.28 \| Calmar -0.2 Vol 22% \| MDD -43.2% Months 26M (10%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.6% \| Win 65% Sharpe 0.84 \| Sortino 1.20 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 207M (78%)	CAGR 12.5% \| Win 38% Sharpe 0.61 \| Sortino 1.07 \| Calmar 1.2 Vol 23% \| MDD -10.2% Months 8M (3%)	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)
MACD neg	CAGR 11.1% \| Win 67% Sharpe 0.99 \| Sortino 1.60 \| Calmar 0.9 Vol 11% \| MDD -12.5% Months 36M (14%)	CAGR -8.4% \| Win 56% Sharpe -0.16 \| Sortino -0.24 \| Calmar -0.2 Vol 29% \| MDD -43.2% Months 16M (6%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.1% \| Win 64% Sharpe 0.80 \| Sortino 1.21 \| Calmar 0.4 Vol 12% \| MDD -21.7% Months 135M (51%)	CAGR 8.6% \| Win 65% Sharpe 0.68 \| Sortino 0.91 \| Calmar 0.5 Vol 14% \| MDD -17.4% Months 98M (37%)	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)
RSI neg	CAGR 57.4% \| Win 83% Sharpe 3.60 \| Sortino 0.00 \| Calmar 21.7 Vol 13% \| MDD -2.6% Months 6M (2%)	CAGR 5.8% \| Win 57% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 26% \| MDD -48.3% Months 28M (10%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 9.2% \| Win 63% Sharpe 0.86 \| Sortino 1.32 \| Calmar 0.4 Vol 11% \| MDD -22.1% Months 145M (54%)	CAGR 8.4% \| Win 66% Sharpe 0.61 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -26.4% Months 88M (33%)	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)
RSI neg	CAGR 51.0% \| Win 75% Sharpe 3.23 \| Sortino 11.11 \| Calmar 19.3 Vol 13% \| MDD -2.6% Months 8M (3%)	CAGR 3.9% \| Win 58% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 26% \| MDD -48.3% Months 26M (10%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.2% \| Win 65% Sharpe 0.71 \| Sortino 0.97 \| Calmar 0.3 Vol 12% \| MDD -25.0% Months 229M (86%)	CAGR 54.1% \| Win 50% Sharpe 1.85 \| Sortino 47.64 \| Calmar 13.6 Vol 25% \| MDD -4.0% Months 4M (2%)	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)
RSI neg	CAGR 59.0% \| Win 79% Sharpe 2.97 \| Sortino 7.54 \| Calmar 13.6 Vol 16% \| MDD -4.3% Months 14M (5%)	CAGR -10.4% \| Win 50% Sharpe -0.27 \| Sortino -0.37 \| Calmar -0.2 Vol 27% \| MDD -48.2% Months 20M (8%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.1% \| Win 62% Sharpe 0.90 \| Sortino 1.34 \| Calmar 0.7 Vol 11% \| MDD -14.6% Months 112M (42%)	CAGR 13.7% \| Win 72% Sharpe 0.97 \| Sortino 2.54 \| Calmar 1.1 Vol 14% \| MDD -12.3% Months 29M (11%)	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)
MACDhist neg	CAGR 13.9% \| Win 68% Sharpe 1.27 \| Sortino 2.83 \| Calmar 0.8 Vol 11% \| MDD -17.2% Months 41M (15%)	CAGR 5.3% \| Win 61% Sharpe 0.36 \| Sortino 0.46 \| Calmar 0.1 Vol 19% \| MDD -51.5% Months 85M (32%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)
RSIhist only	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.5% \| Win 64% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 138M (52%)	CAGR 29.0% \| Win 67% Sharpe 1.73 \| Sortino 0.00 \| Calmar 11.0 Vol 15% \| MDD -2.6% Months 3M (1%)	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)
MACDhist neg	CAGR 11.0% \| Win 67% Sharpe 0.82 \| Sortino 1.11 \| Calmar 0.7 Vol 14% \| MDD -14.8% Months 105M (39%)	CAGR -5.7% \| Win 48% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 28% \| MDD -48.2% Months 21M (8%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 9.7% \| Win 64% Sharpe 0.90 \| Sortino 1.36 \| Calmar 0.5 Vol 11% \| MDD -20.8% Months 145M (54%)	CAGR 40.5% \| Win 62% Sharpe 2.36 \| Sortino 12.62 \| Calmar 15.3 Vol 15% \| MDD -2.6% Months 8M (3%)	CAGR 11.1% \| Win 64% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.5 Vol 11% \| MDD -22.1% Months 153M (57%)
RSIhist neg	CAGR 12.2% \| Win 67% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.6 Vol 15% \| MDD -19.2% Months 98M (37%)	CAGR -18.0% \| Win 44% Sharpe -0.51 \| Sortino -0.77 \| Calmar -0.4 Vol 30% \| MDD -48.2% Months 16M (6%)	CAGR 7.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -53.9% Months 114M (43%)
LWTI only	CAGR 10.7% \| Win 65% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 243M (91%)	CAGR -1.9% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 27% \| MDD -48.2% Months 24M (9%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.3 Vol 11% \| MDD -24.8% Months 192M (72%)	CAGR 15.2% \| Win 71% Sharpe 1.10 \| Sortino 2.86 \| Calmar 1.4 Vol 14% \| MDD -10.8% Months 17M (6%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 71.8% \| Win 75% Sharpe 4.20 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 4M (2%)	CAGR 10.0% \| Win 61% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.2 Vol 23% \| MDD -52.2% Months 54M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
SLmean only	CAGR 8.9% \| Win 64% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 196M (73%)	CAGR 11.2% \| Win 63% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -51.2% Months 71M (27%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 64% Sharpe 0.79 \| Sortino 1.18 \| Calmar 0.4 Vol 11% \| MDD -20.1% Months 203M (76%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 1.48 \| Calmar 0.4 Vol 14% \| MDD -4.1% Months 6M (2%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 12.2% \| Win 60% Sharpe 0.58 \| Sortino 0.81 \| Calmar 0.2 Vol 25% \| MDD -50.7% Months 45M (17%)	CAGR 17.9% \| Win 69% Sharpe 1.79 \| Sortino 24.51 \| Calmar 5.3 Vol 10% \| MDD -3.4% Months 13M (5%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
RSmean only	CAGR 9.2% \| Win 64% Sharpe 0.67 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -54.8% Months 248M (93%)	CAGR 12.5% \| Win 68% Sharpe 1.15 \| Sortino 2.50 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 19M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 65% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 182M (68%)	CAGR 8.0% \| Win 63% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.2% Months 27M (10%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 23.6% \| Win 61% Sharpe 1.08 \| Sortino 1.53 \| Calmar 1.1 Vol 22% \| MDD -20.5% Months 33M (12%)	CAGR 1.3% \| Win 64% Sharpe 0.17 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -43.4% Months 25M (9%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
MACD only	CAGR 10.7% \| Win 64% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 215M (80%)	CAGR 4.7% \| Win 64% Sharpe 0.34 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 52M (20%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 64% Sharpe 0.72 \| Sortino 1.08 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 203M (76%)	CAGR 29.6% \| Win 67% Sharpe 2.24 \| Sortino 6.97 \| Calmar 11.2 Vol 12% \| MDD -2.6% Months 6M (2%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 16.4% \| Win 63% Sharpe 0.89 \| Sortino 1.16 \| Calmar 1.1 Vol 19% \| MDD -14.8% Months 30M (11%)	CAGR 10.3% \| Win 61% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.2 Vol 26% \| MDD -48.3% Months 28M (10%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
RSI only	CAGR 8.9% \| Win 64% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -25.0% Months 233M (87%)	CAGR 13.5% \| Win 62% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -48.3% Months 34M (13%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 64% Sharpe 0.87 \| Sortino 1.35 \| Calmar 0.6 Vol 12% \| MDD -16.2% Months 136M (51%)	CAGR 5.7% \| Win 66% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 11% \| MDD -23.6% Months 73M (27%)	CAGR 8.4% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -19.3% Months 209M (78%)
MRmean neg	CAGR 38.8% \| Win 80% Sharpe 1.74 \| Sortino 0.00 \| Calmar 5.7 Vol 20% \| MDD -6.8% Months 5M (2%)	CAGR 11.3% \| Win 60% Sharpe 0.58 \| Sortino 0.75 \| Calmar 0.2 Vol 23% \| MDD -52.5% Months 53M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -52.5% Months 58M (22%)
MACDhist only	CAGR 10.8% \| Win 64% Sharpe 0.92 \| Sortino 1.43 \| Calmar 0.5 Vol 12% \| MDD -21.7% Months 141M (53%)	CAGR 8.0% \| Win 64% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -51.5% Months 126M (47%)