VUG - Vanguard Growth Index Fund ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

138.1%

Best CAGR

Total Months

11.9%

Avg CAGR

VUG 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 VUG

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	3	1.1	138.1	100.0	8.1	0.0	0.0	11.2	0.0
pair	RSI	MACDhist	neg-pos	3	1.1	138.1	100.0	8.1	0.0	0.0	11.2	0.0
pair	MRmean	RSI	pos-neg	4	1.5	53.6	100.0	4.8	0.0	0.0	9.2	0.0
pair	RSI	MRmean	pos-neg	4	1.5	53.6	100.0	4.8	0.0	0.0	9.2	0.0
pair	RSI	LWTI	neg-pos	17	6.4	50.5	76.5	2.2	3.5	4.6	19.6	-10.9
pair	LWTI	RSI	neg-pos	17	6.4	50.5	76.5	2.2	3.5	4.6	19.6	-10.9
pair	MACDhist	MRmean	neg-pos	6	2.2	43.8	83.3	2.1	0.0	9.6	18.6	-4.6
pair	MRmean	MACDhist	neg-pos	6	2.2	43.8	83.3	2.1	0.0	9.6	18.6	-4.6
pair	RSI	RSIhist	neg-pos	6	2.2	41.6	83.3	3.4	0.0	29.2	10.4	-1.4
pair	RSIhist	RSI	neg-pos	6	2.2	41.6	83.3	3.4	0.0	29.2	10.4	-1.4
pair	RSI	SLmean	pos-neg	6	2.2	41.6	83.3	3.4	0.0	29.2	10.4	-1.4
pair	SLmean	RSI	pos-neg	6	2.2	41.6	83.3	3.4	0.0	29.2	10.4	-1.4
pair	LWTI	MRmean	pos-neg	7	2.6	38.6	85.7	3.4	0.0	29.1	10.0	-1.3
pair	MRmean	LWTI	pos-neg	7	2.6	38.6	85.7	3.4	0.0	29.1	10.0	-1.3
pair	LWTI	RSIhist	pos-neg	9	3.4	34.3	77.8	3.0	126.0	12.6	10.3	-2.7
pair	RSIhist	LWTI	pos-neg	9	3.4	34.3	77.8	3.0	126.0	12.6	10.3	-2.7
pair	MACD	MACDhist	neg-pos	7	2.6	33.4	71.4	2.2	3.8	7.3	13.8	-4.6
pair	MACDhist	MACD	neg-pos	7	2.6	33.4	71.4	2.2	3.8	7.3	13.8	-4.6
pair	MRmean	LWTI	neg-pos	38	14.2	30.7	60.5	1.4	3.1	2.6	20.3	-11.8
pair	LWTI	MRmean	neg-pos	38	14.2	30.7	60.5	1.4	3.1	2.6	20.3	-11.8
pair	RSI	MACD	pos-neg	13	4.9	23.5	69.2	0.8	1.2	1.3	32.9	-17.8
pair	MACD	RSI	pos-neg	13	4.9	23.5	69.2	0.8	1.2	1.3	32.9	-17.8
pair	RSI	RSmean	pos-neg	29	10.9	23.3	69.0	0.9	1.5	0.7	27.0	-33.1
pair	RSmean	RSI	pos-neg	29	10.9	23.3	69.0	0.9	1.5	0.7	27.0	-33.1
pair	SLmean	MACD	pos-neg	25	9.4	23.1	64.0	2.1	4.7	5.0	10.4	-4.6
pair	MACD	SLmean	pos-neg	25	9.4	23.1	64.0	2.1	4.7	5.0	10.4	-4.6
pair	LWTI	SLmean	pos-neg	10	3.7	22.6	70.0	1.7	2.9	3.0	12.7	-7.6
pair	SLmean	LWTI	pos-neg	10	3.7	22.6	70.0	1.7	2.9	3.0	12.7	-7.6
pair	RSIhist	SLmean	pos-neg	44	16.5	21.3	72.7	1.4	2.0	1.6	14.2	-13.1
pair	SLmean	RSIhist	pos-neg	44	16.5	21.3	72.7	1.4	2.0	1.6	14.2	-13.1
pair	MACD	RSIhist	neg-pos	27	10.1	21.3	63.0	1.9	4.2	4.7	10.6	-4.6
pair	RSIhist	MACD	neg-pos	27	10.1	21.3	63.0	1.9	4.2	4.7	10.6	-4.6
single	RSI	RSI	neg-neg	37	13.9	21.3	70.3	0.9	1.3	0.6	24.0	-33.1
pair	MACD	MRmean	pos-neg	24	9.0	20.7	62.5	1.8	4.1	4.5	10.6	-4.6
pair	MRmean	MACD	pos-neg	24	9.0	20.7	62.5	1.8	4.1	4.5	10.6	-4.6
pair	RSI	MACD	neg-neg	24	9.0	20.1	70.8	1.1	1.6	1.1	18.3	-18.6
pair	MACD	RSI	neg-neg	24	9.0	20.1	70.8	1.1	1.6	1.1	18.3	-18.6
pair	LWTI	MACD	neg-neg	18	6.7	19.9	66.7	1.0	1.8	1.7	21.1	-12.0
pair	MACD	LWTI	neg-neg	18	6.7	19.9	66.7	1.0	1.8	1.7	21.1	-12.0
pair	RSmean	MACD	pos-neg	35	13.1	19.3	62.9	1.1	1.8	1.0	16.8	-18.8
pair	MACD	RSmean	pos-neg	35	13.1	19.3	62.9	1.1	1.8	1.0	16.8	-18.8
pair	RSIhist	LWTI	neg-pos	94	35.2	19.0	63.8	1.0	1.7	0.8	18.9	-23.1
pair	LWTI	RSIhist	neg-pos	94	35.2	19.0	63.8	1.0	1.7	0.8	18.9	-23.1
pair	LWTI	MACDhist	pos-neg	2	0.7	19.0	50.0	1.3	0.0	14.4	13.9	-1.3
pair	MACDhist	LWTI	pos-neg	2	0.7	19.0	50.0	1.3	0.0	14.4	13.9	-1.3
pair	RSI	MRmean	neg-neg	33	12.4	17.9	66.7	0.8	1.1	0.5	25.2	-33.1
pair	MRmean	RSI	neg-neg	33	12.4	17.9	66.7	0.8	1.1	0.5	25.2	-33.1
pair	RSI	SLmean	neg-neg	31	11.6	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	RSI	RSIhist	neg-neg	31	11.6	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	SLmean	RSI	neg-neg	31	11.6	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	RSIhist	RSI	neg-neg	31	11.6	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	LWTI	MACDhist	neg-pos	82	30.7	16.7	56.1	1.0	1.6	0.7	17.3	-22.4
pair	MACDhist	LWTI	neg-pos	82	30.7	16.7	56.1	1.0	1.6	0.7	17.3	-22.4
pair	RSmean	MRmean	neg-pos	43	16.1	16.6	58.1	0.7	1.2	0.4	26.7	-40.6
pair	MRmean	RSmean	neg-pos	43	16.1	16.6	58.1	0.7	1.2	0.4	26.7	-40.6
pair	MRmean	MACD	neg-pos	32	12.0	16.2	56.2	0.7	1.1	0.6	27.3	-27.3
pair	MACD	MRmean	neg-pos	32	12.0	16.2	56.2	0.7	1.1	0.6	27.3	-27.3
pair	SLmean	MACDhist	pos-neg	51	19.1	15.4	60.8	1.3	1.9	1.7	11.9	-9.2
pair	MACDhist	SLmean	pos-neg	51	19.1	15.4	60.8	1.3	1.9	1.7	11.9	-9.2
pair	LWTI	RSmean	pos-pos	224	83.9	15.3	63.8	1.0	1.6	0.5	15.7	-30.4
pair	RSmean	LWTI	pos-pos	224	83.9	15.3	63.8	1.0	1.6	0.5	15.7	-30.4
pair	RSmean	SLmean	pos-pos	194	72.7	14.7	66.0	1.1	1.7	1.0	12.9	-15.2
pair	SLmean	LWTI	neg-pos	53	19.9	14.7	54.7	0.7	1.4	0.6	22.1	-23.1
pair	SLmean	RSmean	pos-pos	194	72.7	14.7	66.0	1.1	1.7	1.0	12.9	-15.2
pair	LWTI	SLmean	neg-pos	53	19.9	14.7	54.7	0.7	1.4	0.6	22.1	-23.1
pair	SLmean	MRmean	pos-pos	196	73.4	14.6	65.8	1.1	1.7	1.1	12.8	-14.0
pair	MRmean	SLmean	pos-pos	196	73.4	14.6	65.8	1.1	1.7	1.1	12.8	-14.0
pair	LWTI	MACD	pos-pos	212	79.4	14.5	63.7	0.9	1.5	0.5	15.9	-30.4
pair	MACD	LWTI	pos-pos	212	79.4	14.5	63.7	0.9	1.5	0.5	15.9	-30.4
pair	RSmean	RSI	neg-neg	8	3.0	14.3	75.0	2.4	588.0	15.3	5.6	-0.9
pair	RSI	RSmean	neg-neg	8	3.0	14.3	75.0	2.4	588.0	15.3	5.6	-0.9
pair	MACDhist	RSI	neg-neg	34	12.7	14.3	67.6	0.7	0.9	0.4	24.1	-33.1
single	SLmean	SLmean	pos-pos	199	74.5	14.3	65.3	1.1	1.7	0.9	12.8	-15.2
pair	RSI	MACDhist	neg-neg	34	12.7	14.3	67.6	0.7	0.9	0.4	24.1	-33.1
single	MACD	MACD	neg-neg	48	18.0	14.1	60.4	0.9	1.5	0.8	15.2	-18.8
single	LWTI	LWTI	pos-pos	242	90.6	14.0	62.8	0.9	1.5	0.5	15.3	-30.4
pair	MACDhist	SLmean	pos-pos	148	55.4	13.9	66.9	1.1	1.6	1.1	13.1	-12.7
pair	SLmean	MACDhist	pos-pos	148	55.4	13.9	66.9	1.1	1.6	1.1	13.1	-12.7
pair	SLmean	MRmean	neg-neg	53	19.9	13.8	58.5	0.7	1.0	0.3	24.3	-40.8
pair	MRmean	SLmean	neg-neg	53	19.9	13.8	58.5	0.7	1.0	0.3	24.3	-40.8
pair	LWTI	SLmean	pos-pos	189	70.8	13.8	65.1	1.1	1.6	1.0	12.8	-14.0
pair	SLmean	LWTI	pos-pos	189	70.8	13.8	65.1	1.1	1.6	1.0	12.8	-14.0
pair	MACD	RSIhist	pos-neg	89	33.3	13.6	62.9	0.7	1.0	0.4	21.5	-32.3
pair	RSIhist	MACD	pos-neg	89	33.3	13.6	62.9	0.7	1.0	0.4	21.5	-32.3
pair	RSmean	MACDhist	pos-neg	87	32.6	13.6	58.6	0.7	1.0	0.3	21.1	-43.9
pair	MACDhist	RSmean	pos-neg	87	32.6	13.6	58.6	0.7	1.0	0.3	21.1	-43.9
pair	RSI	SLmean	pos-pos	193	72.3	13.5	64.8	1.1	1.6	0.9	12.8	-15.1
pair	SLmean	RSI	pos-pos	193	72.3	13.5	64.8	1.1	1.6	0.9	12.8	-15.1
pair	RSIhist	RSmean	pos-neg	96	36.0	13.4	62.5	0.7	1.1	0.3	22.4	-40.6
pair	RSmean	RSIhist	pos-neg	96	36.0	13.4	62.5	0.7	1.1	0.3	22.4	-40.6
single	RSmean	RSmean	pos-pos	249	93.3	13.1	63.5	0.8	1.2	0.3	16.9	-46.3
pair	SLmean	MACD	pos-pos	174	65.2	13.0	65.5	1.0	1.5	0.6	13.1	-23.7
pair	MACD	SLmean	pos-pos	174	65.2	13.0	65.5	1.0	1.5	0.6	13.1	-23.7
single	MACDhist	MACDhist	pos-pos	162	60.7	12.8	66.0	0.9	1.4	0.7	14.2	-18.2
pair	RSIhist	RSmean	pos-pos	153	57.3	12.8	64.1	1.0	1.6	0.8	12.4	-15.3
pair	RSmean	RSIhist	pos-pos	153	57.3	12.8	64.1	1.0	1.6	0.8	12.4	-15.3
pair	MACDhist	RSIhist	pos-pos	124	46.4	12.8	65.3	1.0	1.6	0.8	12.6	-15.5
pair	RSIhist	MACDhist	pos-pos	124	46.4	12.8	65.3	1.0	1.6	0.8	12.6	-15.5
pair	MACDhist	RSmean	pos-pos	162	60.7	12.8	66.0	0.9	1.4	0.7	14.2	-18.2
pair	RSmean	MACDhist	pos-pos	162	60.7	12.8	66.0	0.9	1.4	0.7	14.2	-18.2
pair	MRmean	MACDhist	pos-neg	55	20.6	12.7	60.0	0.9	1.2	0.9	14.2	-14.6
pair	MACDhist	MRmean	pos-neg	55	20.6	12.7	60.0	0.9	1.2	0.9	14.2	-14.6
pair	MACDhist	LWTI	pos-pos	160	59.9	12.7	66.2	0.9	1.4	0.7	14.2	-18.2
pair	LWTI	MACDhist	pos-pos	160	59.9	12.7	66.2	0.9	1.4	0.7	14.2	-18.2
pair	RSIhist	MRmean	neg-neg	52	19.5	12.7	57.7	0.6	1.0	0.3	24.6	-40.8
pair	MRmean	RSIhist	neg-neg	52	19.5	12.7	57.7	0.6	1.0	0.3	24.6	-40.8
pair	MACDhist	RSIhist	pos-neg	38	14.2	12.7	68.4	0.7	1.3	0.8	18.6	-15.2
pair	RSIhist	MACDhist	pos-neg	38	14.2	12.7	68.4	0.7	1.3	0.8	18.6	-15.2
single	MRmean	MRmean	neg-neg	56	21.0	12.6	57.1	0.6	1.0	0.3	23.8	-40.8
pair	RSIhist	SLmean	pos-pos	155	58.1	12.3	63.2	1.0	1.5	0.8	12.4	-15.3
pair	RSmean	MRmean	pos-pos	206	77.2	12.3	64.6	0.9	1.3	0.6	14.1	-21.1
pair	MRmean	RSmean	pos-pos	206	77.2	12.3	64.6	0.9	1.3	0.6	14.1	-21.1
pair	SLmean	RSIhist	pos-pos	155	58.1	12.3	63.2	1.0	1.5	0.8	12.4	-15.3
single	RSIhist	RSIhist	pos-pos	157	58.8	12.2	63.1	1.0	1.5	0.8	12.4	-15.3
pair	RSIhist	MRmean	pos-pos	153	57.3	12.2	63.4	1.0	1.5	0.8	12.4	-15.3
pair	MRmean	RSIhist	pos-pos	153	57.3	12.2	63.4	1.0	1.5	0.8	12.4	-15.3
pair	RSmean	MACD	pos-pos	214	80.1	12.1	63.6	0.8	1.1	0.3	16.9	-42.1
pair	MACD	RSmean	pos-pos	214	80.1	12.1	63.6	0.8	1.1	0.3	16.9	-42.1
pair	benchmark___benchmark_		benchmark-benchmark	267	100.0	12.1	62.5	0.8	1.1	0.3	16.5	-47.2
pair		benchmark___benchmark_	benchmark-benchmark	267	100.0	12.1	62.5	0.8	1.1	0.3	16.5	-47.2
single	MRmean	MRmean	pos-pos	211	79.0	12.0	64.0	0.9	1.3	0.6	14.0	-21.1
single	RSIhist	RSIhist	neg-neg	110	41.2	12.0	61.8	0.6	1.0	0.3	21.1	-41.5
pair	MACD	MACDhist	pos-pos	155	58.1	11.9	65.8	0.9	1.3	0.6	14.2	-21.8
pair	MACDhist	MACD	pos-pos	155	58.1	11.9	65.8	0.9	1.3	0.6	14.2	-21.8
pair	RSmean	RSI	pos-pos	220	82.4	11.8	62.7	0.8	1.2	0.4	15.1	-29.0
pair	RSI	RSmean	pos-pos	220	82.4	11.8	62.7	0.8	1.2	0.4	15.1	-29.0
pair	MRmean	MACDhist	pos-pos	156	58.4	11.7	65.4	0.9	1.3	0.7	14.0	-17.9
pair	MACDhist	MRmean	pos-pos	156	58.4	11.7	65.4	0.9	1.3	0.7	14.0	-17.9
pair	RSI	LWTI	pos-pos	225	84.3	11.7	61.8	0.8	1.2	0.5	14.8	-21.8
pair	LWTI	RSI	pos-pos	225	84.3	11.7	61.8	0.8	1.2	0.5	14.8	-21.8
single	MACD	MACD	pos-pos	219	82.0	11.7	63.0	0.7	1.0	0.3	16.8	-43.0
pair	RSIhist	MACDhist	neg-neg	72	27.0	11.6	58.3	0.6	0.9	0.3	22.4	-40.8
pair	MACDhist	RSIhist	neg-neg	72	27.0	11.6	58.3	0.6	0.9	0.3	22.4	-40.8
pair	RSIhist	MRmean	pos-neg	58	21.7	11.3	65.5	0.7	1.0	0.7	17.7	-17.4
pair	MRmean	RSI	pos-pos	207	77.5	11.3	63.3	0.8	1.2	0.5	14.0	-21.1
pair	RSI	MRmean	pos-pos	207	77.5	11.3	63.3	0.8	1.2	0.5	14.0	-21.1
pair	MRmean	RSIhist	pos-neg	58	21.7	11.3	65.5	0.7	1.0	0.7	17.7	-17.4
pair	MRmean	LWTI	pos-pos	204	76.4	11.2	63.2	0.8	1.2	0.5	14.1	-21.1
pair	RSIhist	RSI	pos-pos	151	56.6	11.2	62.3	0.9	1.4	0.7	12.4	-15.3
pair	MACDhist	RSI	pos-pos	159	59.6	11.2	65.4	0.8	1.2	0.6	13.9	-18.2
pair	RSI	MACDhist	pos-pos	159	59.6	11.2	65.4	0.8	1.2	0.6	13.9	-18.2
pair	RSI	RSIhist	pos-pos	151	56.6	11.2	62.3	0.9	1.4	0.7	12.4	-15.3
pair	LWTI	MRmean	pos-pos	204	76.4	11.2	63.2	0.8	1.2	0.5	14.1	-21.1
pair	MACDhist	MACD	neg-neg	41	15.4	11.1	58.5	0.8	1.2	0.6	15.4	-18.8
pair	MACD	MACDhist	neg-neg	41	15.4	11.1	58.5	0.8	1.2	0.6	15.4	-18.8
single	MACDhist	MACDhist	neg-neg	105	39.3	11.1	57.1	0.6	0.9	0.2	19.6	-44.8
pair	MACDhist	MACD	pos-neg	64	24.0	11.0	56.2	0.6	0.8	0.3	22.0	-32.2
pair	MACD	MACDhist	pos-neg	64	24.0	11.0	56.2	0.6	0.8	0.3	22.0	-32.2
pair	LWTI	RSIhist	pos-pos	148	55.4	11.0	62.2	0.9	1.4	0.7	12.4	-15.3
pair	RSIhist	LWTI	pos-pos	148	55.4	11.0	62.2	0.9	1.4	0.7	12.4	-15.3
pair	MACD	MRmean	pos-pos	187	70.0	10.9	64.2	0.8	1.1	0.4	14.4	-28.0
pair	MRmean	MACD	pos-pos	187	70.0	10.9	64.2	0.8	1.1	0.4	14.4	-28.0
pair	RSI	MACD	pos-pos	206	77.2	10.9	62.6	0.8	1.1	0.3	15.4	-38.4
pair	MACD	RSI	pos-pos	206	77.2	10.9	62.6	0.8	1.1	0.3	15.4	-38.4
pair	MACD	LWTI	neg-pos	30	11.2	10.8	56.7	1.0	1.8	1.6	10.5	-6.7
pair	LWTI	MACD	neg-pos	30	11.2	10.8	56.7	1.0	1.8	1.6	10.5	-6.7
single	RSI	RSI	pos-pos	230	86.1	10.7	61.3	0.8	1.1	0.3	15.0	-30.2
pair	RSIhist	MRmean	neg-pos	4	1.5	10.6	50.0	0.8	2.6	3.4	13.0	-3.1
pair	MRmean	RSIhist	neg-pos	4	1.5	10.6	50.0	0.8	2.6	3.4	13.0	-3.1
pair	RSIhist	MACD	pos-pos	130	48.7	10.4	63.1	0.8	1.3	0.5	12.7	-20.1
pair	MACD	RSIhist	pos-pos	130	48.7	10.4	63.1	0.8	1.3	0.5	12.7	-20.1
pair	RSIhist	MACDhist	neg-pos	33	12.4	10.0	54.5	0.9	1.4	1.3	11.6	-7.7
pair	MACDhist	RSIhist	neg-pos	33	12.4	10.0	54.5	0.9	1.4	1.3	11.6	-7.7
pair	RSI	RSIhist	pos-neg	79	29.6	9.8	59.5	0.6	0.9	0.3	19.1	-29.4
pair	RSIhist	RSI	pos-neg	79	29.6	9.8	59.5	0.6	0.9	0.3	19.1	-29.4
pair	MACDhist	RSI	pos-neg	71	26.6	9.6	52.1	0.6	0.9	0.5	17.2	-19.0
pair	RSI	MACDhist	pos-neg	71	26.6	9.6	52.1	0.6	0.9	0.5	17.2	-19.0
pair	MRmean	MACDhist	neg-neg	50	18.7	9.3	54.0	0.5	0.8	0.2	24.4	-40.8
pair	MACDhist	MRmean	neg-neg	50	18.7	9.3	54.0	0.5	0.8	0.2	24.4	-40.8
pair	RSI	MACD	neg-pos	24	9.0	8.4	50.0	0.8	1.5	1.0	11.4	-8.5
pair	MACD	RSI	neg-pos	24	9.0	8.4	50.0	0.8	1.5	1.0	11.4	-8.5
pair	MACD	MRmean	neg-neg	24	9.0	7.9	58.3	0.5	0.9	0.4	18.8	-18.6
pair	MRmean	MACD	neg-neg	24	9.0	7.9	58.3	0.5	0.9	0.4	18.8	-18.6
pair	RSmean	SLmean	neg-pos	55	20.6	7.5	54.5	0.4	0.7	0.2	26.8	-40.6
pair	SLmean	RSmean	neg-pos	55	20.6	7.5	54.5	0.4	0.7	0.2	26.8	-40.6
pair	MACDhist	SLmean	neg-neg	54	20.2	7.1	53.7	0.4	0.6	0.2	24.9	-40.8
pair	SLmean	MACDhist	neg-neg	54	20.2	7.1	53.7	0.4	0.6	0.2	24.9	-40.8
pair	SLmean	MACD	neg-pos	45	16.9	6.5	53.3	0.4	0.6	0.2	26.9	-31.5
pair	MACD	SLmean	neg-pos	45	16.9	6.5	53.3	0.4	0.6	0.2	26.9	-31.5
pair	RSIhist	SLmean	neg-neg	66	24.7	6.2	54.5	0.4	0.6	0.1	24.7	-40.8
pair	SLmean	RSIhist	neg-neg	66	24.7	6.2	54.5	0.4	0.6	0.1	24.7	-40.8
single	SLmean	SLmean	neg-neg	68	25.5	6.0	54.4	0.4	0.6	0.1	24.4	-40.8
pair	MACD	RSIhist	neg-neg	21	7.9	5.4	57.1	0.4	0.7	0.3	19.7	-18.6
pair	RSIhist	MACD	neg-neg	21	7.9	5.4	57.1	0.4	0.7	0.3	19.7	-18.6
pair	RSI	MRmean	neg-pos	23	8.6	5.3	43.5	0.3	0.7	0.3	22.2	-17.0
pair	MRmean	RSI	neg-pos	23	8.6	5.3	43.5	0.3	0.7	0.3	22.2	-17.0
pair	MACD	SLmean	neg-neg	23	8.6	5.1	56.5	0.3	0.6	0.3	19.1	-18.9
pair	SLmean	MACD	neg-neg	23	8.6	5.1	56.5	0.3	0.6	0.3	19.1	-18.9
pair	RSmean	RSIhist	neg-neg	14	5.2	2.4	57.1	0.3	0.4	0.3	8.6	-6.7
pair	RSIhist	RSmean	neg-neg	14	5.2	2.4	57.1	0.3	0.4	0.3	8.6	-6.7
pair	SLmean	MACDhist	neg-pos	14	5.2	1.9	57.1	0.2	0.4	0.1	23.1	-16.2
pair	MACDhist	SLmean	neg-pos	14	5.2	1.9	57.1	0.2	0.4	0.1	23.1	-16.2
pair	SLmean	RSIhist	neg-pos	2	0.7	1.6	50.0	0.1	0.0	0.5	16.2	-3.1
pair	RSIhist	SLmean	neg-pos	2	0.7	1.6	50.0	0.1	0.0	0.5	16.2	-3.1
pair	RSmean	MACD	neg-neg	13	4.9	1.3	53.8	0.2	0.2	0.2	9.3	-6.7
pair	MACD	RSmean	neg-neg	13	4.9	1.3	53.8	0.2	0.2	0.2	9.3	-6.7
pair	RSI	LWTI	neg-neg	20	7.5	1.0	65.0	0.2	0.2	0.0	26.6	-33.1
pair	LWTI	RSI	neg-neg	20	7.5	1.0	65.0	0.2	0.2	0.0	26.6	-33.1
pair	RSmean	MRmean	neg-neg	13	4.9	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	MRmean	RSmean	neg-neg	13	4.9	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	SLmean	RSmean	neg-neg	13	4.9	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	RSmean	SLmean	neg-neg	13	4.9	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	LWTI	RSmean	neg-pos	18	6.7	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	RSmean	MACDhist	neg-neg	18	6.7	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
single	RSmean	RSmean	neg-neg	18	6.7	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	RSmean	LWTI	neg-pos	18	6.7	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	MACDhist	RSmean	neg-neg	18	6.7	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	SLmean	RSmean	pos-neg	5	1.9	-1.9	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	RSmean	SLmean	pos-neg	5	1.9	-1.9	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	MRmean	RSmean	pos-neg	5	1.9	-1.9	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	RSmean	MRmean	pos-neg	5	1.9	-1.9	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	SLmean	RSI	neg-pos	37	13.9	-2.9	43.2	-0.0	-0.0	-0.1	23.1	-31.1
pair	RSI	SLmean	neg-pos	37	13.9	-2.9	43.2	-0.0	-0.0	-0.1	23.1	-31.1
pair	RSmean	LWTI	pos-neg	25	9.4	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
pair	LWTI	RSmean	pos-neg	25	9.4	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
single	LWTI	LWTI	neg-neg	25	9.4	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
pair	RSmean	MACD	neg-pos	5	1.9	-5.0	40.0	-0.5	-1.1	-2.2	9.1	-2.3
pair	MACD	RSmean	neg-pos	5	1.9	-5.0	40.0	-0.5	-1.1	-2.2	9.1	-2.3
pair	MACDhist	LWTI	neg-neg	23	8.6	-6.8	60.9	-0.1	-0.2	-0.2	26.4	-40.6
pair	LWTI	MACDhist	neg-neg	23	8.6	-6.8	60.9	-0.1	-0.2	-0.2	26.4	-40.6
pair	SLmean	MRmean	neg-pos	3	1.1	-7.8	33.3	-0.4	-0.8	-1.2	16.9	-6.4
pair	MRmean	SLmean	neg-pos	3	1.1	-7.8	33.3	-0.4	-0.8	-1.2	16.9	-6.4
pair	RSIhist	RSmean	neg-pos	4	1.5	-9.9	25.0	-0.9	-1.7	-1.5	11.1	-6.7
pair	RSmean	RSIhist	neg-pos	4	1.5	-9.9	25.0	-0.9	-1.7	-1.5	11.1	-6.7
pair	RSI	RSmean	neg-pos	10	3.7	-10.9	30.0	-1.1	-1.7	-1.0	10.2	-11.0
pair	RSmean	RSI	neg-pos	10	3.7	-10.9	30.0	-1.1	-1.7	-1.0	10.2	-11.0
pair	MRmean	SLmean	pos-neg	15	5.6	-17.5	40.0	-0.7	-1.2	-0.6	24.4	-30.4
pair	SLmean	MRmean	pos-neg	15	5.6	-17.5	40.0	-0.7	-1.2	-0.6	24.4	-30.4
pair	MRmean	LWTI	neg-neg	18	6.7	-18.0	50.0	-0.6	-1.0	-0.4	28.7	-40.6
pair	LWTI	MRmean	neg-neg	18	6.7	-18.0	50.0	-0.6	-1.0	-0.4	28.7	-40.6
pair	SLmean	LWTI	neg-neg	15	5.6	-19.8	53.3	-0.6	-1.2	-0.5	30.9	-40.6
pair	LWTI	SLmean	neg-neg	15	5.6	-19.8	53.3	-0.6	-1.2	-0.5	30.9	-40.6
pair	LWTI	RSIhist	neg-neg	16	6.0	-21.8	50.0	-0.7	-1.4	-0.5	30.0	-40.6
pair	RSIhist	LWTI	neg-neg	16	6.0	-21.8	50.0	-0.7	-1.4	-0.5	30.0	-40.6
pair	LWTI	RSI	pos-neg	5	1.9	-25.4	40.0	-1.3	-1.6	-4.1	21.5	-6.3
pair	RSI	LWTI	pos-neg	5	1.9	-25.4	40.0	-1.3	-1.6	-4.1	21.5	-6.3
pair	MACD	LWTI	pos-neg	7	2.6	-47.7	42.9	-2.0	-3.2	-1.3	29.9	-37.9
pair	LWTI	MACD	pos-neg	7	2.6	-47.7	42.9	-2.0	-3.2	-1.3	29.9	-37.9

All Contingency Tables for VUG

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.6% \| Win 66% Sharpe 1.14 \| Sortino 1.69 \| Calmar 1.0 Vol 13% \| MDD -14.0% Months 196M (73%)	CAGR -17.5% \| Win 40% Sharpe -0.67 \| Sortino -1.24 \| Calmar -0.6 Vol 24% \| MDD -30.4% Months 15M (6%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR -7.8% \| Win 33% Sharpe -0.43 \| Sortino -0.82 \| Calmar -1.2 Vol 17% \| MDD -6.4% Months 3M (1%)	CAGR 13.8% \| Win 58% Sharpe 0.66 \| Sortino 1.02 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 53M (20%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
SLmean only	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.3% \| Win 65% Sharpe 0.90 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 206M (77%)	CAGR -1.9% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 16.6% \| Win 58% Sharpe 0.71 \| Sortino 1.18 \| Calmar 0.4 Vol 27% \| MDD -40.6% Months 43M (16%)	CAGR 0.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 9% \| MDD -6.7% Months 13M (5%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
RSmean only	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.9% \| Win 64% Sharpe 0.79 \| Sortino 1.13 \| Calmar 0.4 Vol 14% \| MDD -28.0% Months 187M (70%)	CAGR 20.7% \| Win 62% Sharpe 1.84 \| Sortino 4.10 \| Calmar 4.5 Vol 11% \| MDD -4.6% Months 24M (9%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 16.2% \| Win 56% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.6 Vol 27% \| MDD -27.3% Months 32M (12%)	CAGR 7.9% \| Win 58% Sharpe 0.49 \| Sortino 0.86 \| Calmar 0.4 Vol 19% \| MDD -18.6% Months 24M (9%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
MACD only	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 63% Sharpe 0.84 \| Sortino 1.19 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 207M (78%)	CAGR 53.6% \| Win 100% Sharpe 4.78 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (2%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 5.3% \| Win 44% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.3 Vol 22% \| MDD -17.0% Months 23M (9%)	CAGR 17.9% \| Win 67% Sharpe 0.78 \| Sortino 1.11 \| Calmar 0.5 Vol 25% \| MDD -33.1% Months 33M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
RSI only	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 65% Sharpe 0.86 \| Sortino 1.30 \| Calmar 0.7 Vol 14% \| MDD -17.9% Months 156M (58%)	CAGR 12.7% \| Win 60% Sharpe 0.92 \| Sortino 1.18 \| Calmar 0.9 Vol 14% \| MDD -14.6% Months 55M (21%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 43.8% \| Win 83% Sharpe 2.06 \| Sortino 0.00 \| Calmar 9.6 Vol 19% \| MDD -4.6% Months 6M (2%)	CAGR 9.3% \| Win 54% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 24% \| MDD -40.8% Months 50M (19%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 63% Sharpe 1.00 \| Sortino 1.50 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 153M (57%)	CAGR 11.3% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.6 Vol 18% \| MDD -17.4% Months 58M (22%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 10.6% \| Win 50% Sharpe 0.83 \| Sortino 2.58 \| Calmar 3.4 Vol 13% \| MDD -3.1% Months 4M (2%)	CAGR 12.7% \| Win 58% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 25% \| MDD -40.8% Months 52M (20%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 204M (76%)	CAGR 38.6% \| Win 86% Sharpe 3.35 \| Sortino 0.00 \| Calmar 29.1 Vol 10% \| MDD -1.3% Months 7M (3%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 30.7% \| Win 60% Sharpe 1.43 \| Sortino 3.09 \| Calmar 2.6 Vol 20% \| MDD -11.8% Months 38M (14%)	CAGR -18.0% \| Win 50% Sharpe -0.55 \| Sortino -0.97 \| Calmar -0.4 Vol 29% \| MDD -40.6% Months 18M (7%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 14.7% \| Win 66% Sharpe 1.14 \| Sortino 1.70 \| Calmar 1.0 Vol 13% \| MDD -15.2% Months 194M (73%)	CAGR -1.9% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR 7.5% \| Win 55% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -40.6% Months 55M (21%)	CAGR 0.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 9% \| MDD -6.7% Months 13M (5%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
RSmean only	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 13.0% \| Win 66% Sharpe 1.00 \| Sortino 1.51 \| Calmar 0.6 Vol 13% \| MDD -23.7% Months 174M (65%)	CAGR 23.1% \| Win 64% Sharpe 2.06 \| Sortino 4.66 \| Calmar 5.0 Vol 10% \| MDD -4.6% Months 25M (9%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR 6.5% \| Win 53% Sharpe 0.37 \| Sortino 0.60 \| Calmar 0.2 Vol 27% \| MDD -31.5% Months 45M (17%)	CAGR 5.1% \| Win 56% Sharpe 0.35 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -18.9% Months 23M (9%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
MACD only	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.5% \| Win 65% Sharpe 1.05 \| Sortino 1.58 \| Calmar 0.9 Vol 13% \| MDD -15.1% Months 193M (72%)	CAGR 41.6% \| Win 83% Sharpe 3.43 \| Sortino 0.00 \| Calmar 29.2 Vol 10% \| MDD -1.4% Months 6M (2%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR -2.9% \| Win 43% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 23% \| MDD -31.1% Months 37M (14%)	CAGR 17.7% \| Win 68% Sharpe 0.76 \| Sortino 1.12 \| Calmar 0.5 Vol 26% \| MDD -33.1% Months 31M (12%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
RSI only	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.9% \| Win 67% Sharpe 1.06 \| Sortino 1.60 \| Calmar 1.1 Vol 13% \| MDD -12.7% Months 148M (55%)	CAGR 15.4% \| Win 61% Sharpe 1.27 \| Sortino 1.93 \| Calmar 1.7 Vol 12% \| MDD -9.2% Months 51M (19%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR 1.9% \| Win 57% Sharpe 0.19 \| Sortino 0.42 \| Calmar 0.1 Vol 23% \| MDD -16.2% Months 14M (5%)	CAGR 7.1% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -40.8% Months 54M (20%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.3% \| Win 63% Sharpe 1.00 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 155M (58%)	CAGR 21.3% \| Win 73% Sharpe 1.44 \| Sortino 2.03 \| Calmar 1.6 Vol 14% \| MDD -13.1% Months 44M (16%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR 1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.00 \| Calmar 0.5 Vol 16% \| MDD -3.1% Months 2M (1%)	CAGR 6.2% \| Win 55% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 25% \| MDD -40.8% Months 66M (25%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 13.8% \| Win 65% Sharpe 1.08 \| Sortino 1.60 \| Calmar 1.0 Vol 13% \| MDD -14.0% Months 189M (71%)	CAGR 22.6% \| Win 70% Sharpe 1.67 \| Sortino 2.94 \| Calmar 3.0 Vol 13% \| MDD -7.6% Months 10M (4%)	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)
SLmean neg	CAGR 14.7% \| Win 55% Sharpe 0.73 \| Sortino 1.36 \| Calmar 0.6 Vol 22% \| MDD -23.1% Months 53M (20%)	CAGR -19.8% \| Win 53% Sharpe -0.56 \| Sortino -1.23 \| Calmar -0.5 Vol 31% \| MDD -40.6% Months 15M (6%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 12.1% \| Win 64% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -42.1% Months 214M (80%)	CAGR 19.3% \| Win 63% Sharpe 1.14 \| Sortino 1.80 \| Calmar 1.0 Vol 17% \| MDD -18.8% Months 35M (13%)	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)
RSmean neg	CAGR -5.0% \| Win 40% Sharpe -0.53 \| Sortino -1.05 \| Calmar -2.2 Vol 9% \| MDD -2.3% Months 5M (2%)	CAGR 1.3% \| Win 54% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.2 Vol 9% \| MDD -6.7% Months 13M (5%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)
MACD only	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 11.8% \| Win 63% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.4 Vol 15% \| MDD -29.0% Months 220M (82%)	CAGR 23.3% \| Win 69% Sharpe 0.92 \| Sortino 1.49 \| Calmar 0.7 Vol 27% \| MDD -33.1% Months 29M (11%)	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)
RSmean neg	CAGR -10.9% \| Win 30% Sharpe -1.09 \| Sortino -1.71 \| Calmar -1.0 Vol 10% \| MDD -11.0% Months 10M (4%)	CAGR 14.3% \| Win 75% Sharpe 2.40 \| Sortino 587.95 \| Calmar 15.3 Vol 6% \| MDD -0.9% Months 8M (3%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)
RSI only	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 13.6% \| Win 59% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.3 Vol 21% \| MDD -43.9% Months 87M (33%)	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)
RSmean neg	-	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.8% \| Win 64% Sharpe 1.04 \| Sortino 1.56 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 153M (57%)	CAGR 13.4% \| Win 62% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.3 Vol 22% \| MDD -40.6% Months 96M (36%)	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)
RSmean neg	CAGR -9.9% \| Win 25% Sharpe -0.89 \| Sortino -1.67 \| Calmar -1.5 Vol 11% \| MDD -6.7% Months 4M (2%)	CAGR 2.4% \| Win 57% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.4 Vol 9% \| MDD -6.7% Months 14M (5%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.3% \| Win 64% Sharpe 0.99 \| Sortino 1.55 \| Calmar 0.5 Vol 16% \| MDD -30.4% Months 224M (84%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)
RSmean neg	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)	-	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 10.9% \| Win 63% Sharpe 0.76 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -38.4% Months 206M (77%)	CAGR 23.5% \| Win 69% Sharpe 0.81 \| Sortino 1.22 \| Calmar 1.3 Vol 33% \| MDD -17.8% Months 13M (5%)	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)
MACD neg	CAGR 8.4% \| Win 50% Sharpe 0.77 \| Sortino 1.46 \| Calmar 1.0 Vol 11% \| MDD -8.5% Months 24M (9%)	CAGR 20.1% \| Win 71% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.1 Vol 18% \| MDD -18.6% Months 24M (9%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)
RSI only	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.9% \| Win 66% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.5 Vol 14% \| MDD -21.8% Months 155M (58%)	CAGR 11.0% \| Win 56% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -32.2% Months 64M (24%)	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)
MACD neg	CAGR 33.4% \| Win 71% Sharpe 2.18 \| Sortino 3.75 \| Calmar 7.3 Vol 14% \| MDD -4.6% Months 7M (3%)	CAGR 11.1% \| Win 58% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.6 Vol 15% \| MDD -18.8% Months 41M (15%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.4% \| Win 63% Sharpe 0.84 \| Sortino 1.27 \| Calmar 0.5 Vol 13% \| MDD -20.1% Months 130M (49%)	CAGR 13.6% \| Win 63% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 22% \| MDD -32.3% Months 89M (33%)	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)
MACD neg	CAGR 21.3% \| Win 63% Sharpe 1.89 \| Sortino 4.23 \| Calmar 4.6 Vol 11% \| MDD -4.6% Months 27M (10%)	CAGR 5.4% \| Win 57% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.3 Vol 20% \| MDD -18.6% Months 21M (8%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.5% \| Win 64% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 16% \| MDD -30.4% Months 212M (79%)	CAGR -47.7% \| Win 43% Sharpe -1.98 \| Sortino -3.25 \| Calmar -1.3 Vol 30% \| MDD -37.9% Months 7M (3%)	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)
MACD neg	CAGR 10.8% \| Win 57% Sharpe 1.03 \| Sortino 1.84 \| Calmar 1.6 Vol 10% \| MDD -6.7% Months 30M (11%)	CAGR 19.9% \| Win 67% Sharpe 0.97 \| Sortino 1.75 \| Calmar 1.7 Vol 21% \| MDD -12.0% Months 18M (7%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.2% \| Win 65% Sharpe 0.83 \| Sortino 1.25 \| Calmar 0.6 Vol 14% \| MDD -18.2% Months 159M (60%)	CAGR 9.6% \| Win 52% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.5 Vol 17% \| MDD -19.0% Months 71M (27%)	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)
RSI neg	CAGR 138.1% \| Win 100% Sharpe 8.10 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (1%)	CAGR 14.3% \| Win 68% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.4 Vol 24% \| MDD -33.1% Months 34M (13%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.2% \| Win 62% Sharpe 0.92 \| Sortino 1.39 \| Calmar 0.7 Vol 12% \| MDD -15.3% Months 151M (57%)	CAGR 9.8% \| Win 60% Sharpe 0.58 \| Sortino 0.92 \| Calmar 0.3 Vol 19% \| MDD -29.4% Months 79M (30%)	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)
RSI neg	CAGR 41.6% \| Win 83% Sharpe 3.43 \| Sortino 0.00 \| Calmar 29.2 Vol 10% \| MDD -1.4% Months 6M (2%)	CAGR 17.7% \| Win 68% Sharpe 0.76 \| Sortino 1.12 \| Calmar 0.5 Vol 26% \| MDD -33.1% Months 31M (12%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.7% \| Win 62% Sharpe 0.82 \| Sortino 1.25 \| Calmar 0.5 Vol 15% \| MDD -21.8% Months 225M (84%)	CAGR -25.4% \| Win 40% Sharpe -1.26 \| Sortino -1.57 \| Calmar -4.1 Vol 22% \| MDD -6.3% Months 5M (2%)	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)
RSI neg	CAGR 50.5% \| Win 76% Sharpe 2.21 \| Sortino 3.51 \| Calmar 4.6 Vol 20% \| MDD -10.9% Months 17M (6%)	CAGR 1.0% \| Win 65% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 27% \| MDD -33.1% Months 20M (8%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.8% \| Win 65% Sharpe 1.02 \| Sortino 1.55 \| Calmar 0.8 Vol 13% \| MDD -15.5% Months 124M (46%)	CAGR 12.7% \| Win 68% Sharpe 0.74 \| Sortino 1.32 \| Calmar 0.8 Vol 19% \| MDD -15.2% Months 38M (14%)	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)
MACDhist neg	CAGR 10.0% \| Win 55% Sharpe 0.89 \| Sortino 1.39 \| Calmar 1.3 Vol 12% \| MDD -7.7% Months 33M (12%)	CAGR 11.6% \| Win 58% Sharpe 0.60 \| Sortino 0.88 \| Calmar 0.3 Vol 22% \| MDD -40.8% Months 72M (27%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)
RSIhist only	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.7% \| Win 66% Sharpe 0.91 \| Sortino 1.40 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 160M (60%)	CAGR 19.0% \| Win 50% Sharpe 1.30 \| Sortino 0.00 \| Calmar 14.4 Vol 14% \| MDD -1.3% Months 2M (1%)	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)
MACDhist neg	CAGR 16.7% \| Win 56% Sharpe 0.98 \| Sortino 1.64 \| Calmar 0.7 Vol 17% \| MDD -22.4% Months 82M (31%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.22 \| Calmar -0.2 Vol 26% \| MDD -40.6% Months 23M (9%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.0% \| Win 62% Sharpe 0.90 \| Sortino 1.36 \| Calmar 0.7 Vol 12% \| MDD -15.3% Months 148M (55%)	CAGR 34.3% \| Win 78% Sharpe 2.95 \| Sortino 125.96 \| Calmar 12.6 Vol 10% \| MDD -2.7% Months 9M (3%)	CAGR 12.2% \| Win 63% Sharpe 0.99 \| Sortino 1.52 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 157M (59%)
RSIhist neg	CAGR 19.0% \| Win 64% Sharpe 1.02 \| Sortino 1.67 \| Calmar 0.8 Vol 19% \| MDD -23.1% Months 94M (35%)	CAGR -21.8% \| Win 50% Sharpe -0.67 \| Sortino -1.40 \| Calmar -0.5 Vol 30% \| MDD -40.6% Months 16M (6%)	CAGR 12.0% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 110M (41%)
LWTI only	CAGR 14.0% \| Win 63% Sharpe 0.94 \| Sortino 1.47 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 242M (91%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.6% \| Win 66% Sharpe 1.14 \| Sortino 1.69 \| Calmar 1.0 Vol 13% \| MDD -14.0% Months 196M (73%)	CAGR -17.5% \| Win 40% Sharpe -0.67 \| Sortino -1.24 \| Calmar -0.6 Vol 24% \| MDD -30.4% Months 15M (6%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR -7.8% \| Win 33% Sharpe -0.43 \| Sortino -0.82 \| Calmar -1.2 Vol 17% \| MDD -6.4% Months 3M (1%)	CAGR 13.8% \| Win 58% Sharpe 0.66 \| Sortino 1.02 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 53M (20%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
SLmean only	CAGR 14.3% \| Win 65% Sharpe 1.11 \| Sortino 1.67 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 199M (74%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.8% Months 68M (26%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.3% \| Win 65% Sharpe 0.90 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 206M (77%)	CAGR -1.9% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 16.6% \| Win 58% Sharpe 0.71 \| Sortino 1.18 \| Calmar 0.4 Vol 27% \| MDD -40.6% Months 43M (16%)	CAGR 0.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 9% \| MDD -6.7% Months 13M (5%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
RSmean only	CAGR 13.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 249M (93%)	CAGR -0.5% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -8.8% Months 18M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.9% \| Win 64% Sharpe 0.79 \| Sortino 1.13 \| Calmar 0.4 Vol 14% \| MDD -28.0% Months 187M (70%)	CAGR 20.7% \| Win 62% Sharpe 1.84 \| Sortino 4.10 \| Calmar 4.5 Vol 11% \| MDD -4.6% Months 24M (9%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 16.2% \| Win 56% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.6 Vol 27% \| MDD -27.3% Months 32M (12%)	CAGR 7.9% \| Win 58% Sharpe 0.49 \| Sortino 0.86 \| Calmar 0.4 Vol 19% \| MDD -18.6% Months 24M (9%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
MACD only	CAGR 11.7% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 219M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.8% Months 48M (18%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 63% Sharpe 0.84 \| Sortino 1.19 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 207M (78%)	CAGR 53.6% \| Win 100% Sharpe 4.78 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (2%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 5.3% \| Win 44% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.3 Vol 22% \| MDD -17.0% Months 23M (9%)	CAGR 17.9% \| Win 67% Sharpe 0.78 \| Sortino 1.11 \| Calmar 0.5 Vol 25% \| MDD -33.1% Months 33M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
RSI only	CAGR 10.7% \| Win 61% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 230M (86%)	CAGR 21.3% \| Win 70% Sharpe 0.93 \| Sortino 1.26 \| Calmar 0.6 Vol 24% \| MDD -33.1% Months 37M (14%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 65% Sharpe 0.86 \| Sortino 1.30 \| Calmar 0.7 Vol 14% \| MDD -17.9% Months 156M (58%)	CAGR 12.7% \| Win 60% Sharpe 0.92 \| Sortino 1.18 \| Calmar 0.9 Vol 14% \| MDD -14.6% Months 55M (21%)	CAGR 12.0% \| Win 64% Sharpe 0.88 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 211M (79%)
MRmean neg	CAGR 43.8% \| Win 83% Sharpe 2.06 \| Sortino 0.00 \| Calmar 9.6 Vol 19% \| MDD -4.6% Months 6M (2%)	CAGR 9.3% \| Win 54% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 24% \| MDD -40.8% Months 50M (19%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.8% Months 56M (21%)
MACDhist only	CAGR 12.8% \| Win 66% Sharpe 0.92 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 162M (61%)	CAGR 11.1% \| Win 57% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 105M (39%)