VUG - Vanguard Morningstar Growth Index Fund ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

138.1%

Best CAGR

Total Months

12.1%

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	6.3	50.5	76.5	2.2	3.5	4.6	19.6	-10.9
pair	LWTI	RSI	neg-pos	17	6.3	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	38.7	85.7	3.4	0.0	29.4	10.0	-1.3
pair	MRmean	LWTI	pos-neg	7	2.6	38.7	85.7	3.4	0.0	29.4	10.0	-1.3
pair	LWTI	RSIhist	pos-neg	9	3.3	34.3	77.8	3.0	112.4	12.6	10.3	-2.7
pair	RSIhist	LWTI	pos-neg	9	3.3	34.3	77.8	3.0	112.4	12.6	10.3	-2.7
pair	MACD	MACDhist	neg-pos	7	2.6	33.4	71.4	2.2	3.7	7.3	13.7	-4.6
pair	MACDhist	MACD	neg-pos	7	2.6	33.4	71.4	2.2	3.7	7.3	13.7	-4.6
pair	MRmean	LWTI	neg-pos	38	14.0	30.7	60.5	1.4	3.1	2.6	20.3	-11.8
pair	LWTI	MRmean	neg-pos	38	14.0	30.7	60.5	1.4	3.1	2.6	20.3	-11.8
pair	RSI	MACD	pos-neg	13	4.8	23.5	69.2	0.8	1.2	1.3	32.8	-17.8
pair	MACD	RSI	pos-neg	13	4.8	23.5	69.2	0.8	1.2	1.3	32.8	-17.8
pair	RSI	RSmean	pos-neg	29	10.7	23.3	69.0	0.9	1.5	0.7	27.0	-33.1
pair	RSmean	RSI	pos-neg	29	10.7	23.3	69.0	0.9	1.5	0.7	27.0	-33.1
pair	SLmean	MACD	pos-neg	25	9.2	23.1	64.0	2.1	4.7	5.0	10.4	-4.6
pair	MACD	SLmean	pos-neg	25	9.2	23.1	64.0	2.1	4.7	5.0	10.4	-4.6
pair	RSIhist	SLmean	pos-neg	47	17.3	23.0	72.3	1.5	2.2	1.8	14.2	-13.1
pair	SLmean	RSIhist	pos-neg	47	17.3	23.0	72.3	1.5	2.2	1.8	14.2	-13.1
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	MACD	RSIhist	neg-pos	27	10.0	21.3	63.0	1.9	4.2	4.6	10.6	-4.6
pair	RSIhist	MACD	neg-pos	27	10.0	21.3	63.0	1.9	4.2	4.6	10.6	-4.6
single	RSI	RSI	neg-neg	37	13.7	21.3	70.3	0.9	1.3	0.6	24.0	-33.1
pair	MACD	MRmean	pos-neg	24	8.9	20.7	62.5	1.8	4.1	4.5	10.6	-4.6
pair	MRmean	MACD	pos-neg	24	8.9	20.7	62.5	1.8	4.1	4.5	10.6	-4.6
pair	RSI	MACD	neg-neg	24	8.9	20.1	70.8	1.1	1.6	1.1	18.3	-18.6
pair	MACD	RSI	neg-neg	24	8.9	20.1	70.8	1.1	1.6	1.1	18.3	-18.6
pair	LWTI	MACD	neg-neg	18	6.6	19.9	66.7	1.0	1.8	1.7	21.1	-12.0
pair	LWTI	RSIhist	neg-pos	97	35.8	19.9	63.9	1.1	1.7	0.9	18.8	-23.1
pair	MACD	LWTI	neg-neg	18	6.6	19.9	66.7	1.0	1.8	1.7	21.1	-12.0
pair	RSIhist	LWTI	neg-pos	97	35.8	19.9	63.9	1.1	1.7	0.9	18.8	-23.1
pair	RSmean	MACD	pos-neg	35	12.9	19.3	62.9	1.1	1.8	1.0	16.8	-18.9
pair	MACD	RSmean	pos-neg	35	12.9	19.3	62.9	1.1	1.8	1.0	16.8	-18.9
pair	LWTI	MACDhist	pos-neg	2	0.7	19.1	50.0	1.3	0.0	14.5	13.8	-1.3
pair	MACDhist	LWTI	pos-neg	2	0.7	19.1	50.0	1.3	0.0	14.5	13.8	-1.3
pair	RSI	MRmean	neg-neg	33	12.2	17.9	66.7	0.8	1.1	0.5	25.2	-33.1
pair	MRmean	RSI	neg-neg	33	12.2	17.9	66.7	0.8	1.1	0.5	25.2	-33.1
pair	RSI	SLmean	neg-neg	31	11.4	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	RSIhist	RSI	neg-neg	31	11.4	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	SLmean	RSI	neg-neg	31	11.4	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	RSI	RSIhist	neg-neg	31	11.4	17.7	67.7	0.8	1.1	0.5	25.9	-33.1
pair	LWTI	MACDhist	neg-pos	83	30.6	17.7	56.6	1.0	1.7	0.8	17.3	-22.4
pair	MACDhist	LWTI	neg-pos	83	30.6	17.7	56.6	1.0	1.7	0.8	17.3	-22.4
pair	SLmean	MACDhist	pos-neg	52	19.2	17.1	61.5	1.4	2.1	1.9	12.2	-9.2
pair	MACDhist	SLmean	pos-neg	52	19.2	17.1	61.5	1.4	2.1	1.9	12.2	-9.2
pair	RSmean	MRmean	neg-pos	43	15.9	16.6	58.1	0.7	1.2	0.4	26.7	-40.6
pair	MRmean	RSmean	neg-pos	43	15.9	16.6	58.1	0.7	1.2	0.4	26.7	-40.6
pair	MRmean	MACD	neg-pos	32	11.8	16.2	56.2	0.7	1.1	0.6	27.3	-27.3
pair	MACD	MRmean	neg-pos	32	11.8	16.2	56.2	0.7	1.1	0.6	27.3	-27.3
pair	LWTI	RSmean	pos-pos	228	84.1	15.4	63.6	1.0	1.6	0.5	15.7	-30.4
pair	RSmean	LWTI	pos-pos	228	84.1	15.4	63.6	1.0	1.6	0.5	15.7	-30.4
pair	RSmean	SLmean	pos-pos	198	73.1	14.8	65.7	1.1	1.7	1.0	12.9	-15.2
pair	SLmean	MRmean	pos-pos	200	73.8	14.8	65.5	1.1	1.7	1.1	12.8	-14.0
pair	SLmean	RSmean	pos-pos	198	73.1	14.8	65.7	1.1	1.7	1.0	12.9	-15.2
pair	MRmean	SLmean	pos-pos	200	73.8	14.8	65.5	1.1	1.7	1.1	12.8	-14.0
pair	SLmean	LWTI	neg-pos	53	19.6	14.7	54.7	0.7	1.4	0.6	22.1	-23.1
pair	LWTI	SLmean	neg-pos	53	19.6	14.7	54.7	0.7	1.4	0.6	22.1	-23.1
pair	MACDhist	RSmean	pos-neg	88	32.5	14.6	59.1	0.8	1.1	0.3	21.1	-43.9
pair	MACD	LWTI	pos-pos	216	79.7	14.6	63.4	0.9	1.5	0.5	15.9	-30.4
pair	LWTI	MACD	pos-pos	216	79.7	14.6	63.4	0.9	1.5	0.5	15.9	-30.4
pair	MACD	RSIhist	pos-neg	92	33.9	14.6	63.0	0.8	1.1	0.5	21.3	-32.2
pair	RSIhist	MACD	pos-neg	92	33.9	14.6	63.0	0.8	1.1	0.5	21.3	-32.2
pair	RSmean	MACDhist	pos-neg	88	32.5	14.6	59.1	0.8	1.1	0.3	21.1	-43.9
pair	RSmean	RSIhist	pos-neg	99	36.5	14.4	62.6	0.7	1.1	0.3	22.2	-40.6
pair	RSIhist	RSmean	pos-neg	99	36.5	14.4	62.6	0.7	1.1	0.3	22.2	-40.6
single	SLmean	SLmean	pos-pos	203	74.9	14.4	65.0	1.1	1.7	0.9	12.9	-15.2
pair	MACDhist	RSI	neg-neg	34	12.5	14.3	67.6	0.7	0.9	0.4	24.1	-33.1
pair	RSI	MACDhist	neg-neg	34	12.5	14.3	67.6	0.7	0.9	0.4	24.1	-33.1
pair	MACDhist	MRmean	pos-neg	56	20.7	14.3	60.7	1.0	1.3	1.0	14.4	-14.6
pair	MRmean	MACDhist	pos-neg	56	20.7	14.3	60.7	1.0	1.3	1.0	14.4	-14.6
pair	RSI	RSmean	neg-neg	8	3.0	14.2	75.0	2.4	223.6	15.3	5.6	-0.9
pair	RSmean	RSI	neg-neg	8	3.0	14.2	75.0	2.4	223.6	15.3	5.6	-0.9
single	LWTI	LWTI	pos-pos	246	90.8	14.1	62.6	0.9	1.5	0.5	15.3	-30.4
single	MACD	MACD	neg-neg	48	17.7	14.1	60.4	0.9	1.5	0.8	15.2	-18.9
pair	LWTI	SLmean	pos-pos	193	71.2	14.0	64.8	1.1	1.6	1.0	12.9	-14.0
pair	SLmean	LWTI	pos-pos	193	71.2	14.0	64.8	1.1	1.6	1.0	12.9	-14.0
pair	SLmean	MRmean	neg-neg	53	19.6	13.8	58.5	0.7	1.0	0.3	24.3	-40.9
pair	MRmean	SLmean	neg-neg	53	19.6	13.8	58.5	0.7	1.0	0.3	24.3	-40.9
pair	RSI	SLmean	pos-pos	197	72.7	13.6	64.5	1.1	1.6	0.9	12.9	-15.1
pair	SLmean	RSI	pos-pos	197	72.7	13.6	64.5	1.1	1.6	0.9	12.9	-15.1
pair	MACDhist	SLmean	pos-pos	151	55.7	13.5	66.2	1.0	1.6	1.1	13.1	-12.7
pair	SLmean	MACDhist	pos-pos	151	55.7	13.5	66.2	1.0	1.6	1.1	13.1	-12.7
pair	MACD	SLmean	pos-pos	178	65.7	13.2	65.2	1.0	1.5	0.6	13.2	-23.7
pair	SLmean	MACD	pos-pos	178	65.7	13.2	65.2	1.0	1.5	0.6	13.2	-23.7
single	RSmean	RSmean	pos-pos	253	93.4	13.2	63.2	0.8	1.2	0.3	16.9	-46.3
pair	RSIhist	MACDhist	pos-neg	40	14.8	13.0	67.5	0.8	1.3	0.8	18.2	-16.2
pair	RSIhist	MRmean	pos-neg	61	22.5	13.0	65.6	0.8	1.1	0.7	17.6	-17.4
pair	MRmean	RSIhist	pos-neg	61	22.5	13.0	65.6	0.8	1.1	0.7	17.6	-17.4
pair	MACDhist	RSIhist	pos-neg	40	14.8	13.0	67.5	0.8	1.3	0.8	18.2	-16.2
single	RSIhist	RSIhist	neg-neg	113	41.7	12.8	61.9	0.7	1.0	0.3	21.0	-41.5
pair	RSIhist	MACDhist	neg-neg	73	26.9	12.8	58.9	0.7	0.9	0.3	22.5	-40.9
pair	MACDhist	RSIhist	neg-neg	73	26.9	12.8	58.9	0.7	0.9	0.3	22.5	-40.9
pair	RSIhist	MRmean	neg-neg	52	19.2	12.7	57.7	0.6	1.0	0.3	24.6	-40.9
pair	MRmean	RSIhist	neg-neg	52	19.2	12.7	57.7	0.6	1.0	0.3	24.6	-40.9
single	MRmean	MRmean	neg-neg	56	20.7	12.6	57.1	0.6	1.0	0.3	23.9	-40.9
pair	MRmean	RSmean	pos-pos	210	77.5	12.5	64.3	0.9	1.3	0.6	14.1	-21.1
pair	RSmean	MRmean	pos-pos	210	77.5	12.5	64.3	0.9	1.3	0.6	14.1	-21.1
pair	MACD	MACDhist	pos-neg	65	24.0	12.4	56.9	0.6	0.9	0.4	22.0	-32.2
pair	MACDhist	MACD	pos-neg	65	24.0	12.4	56.9	0.6	0.9	0.4	22.0	-32.2
single	MACDhist	MACDhist	pos-pos	165	60.9	12.4	65.5	0.9	1.4	0.7	14.2	-18.2
pair	RSmean	MACDhist	pos-pos	165	60.9	12.4	65.5	0.9	1.4	0.7	14.2	-18.2
pair	MACDhist	RSmean	pos-pos	165	60.9	12.4	65.5	0.9	1.4	0.7	14.2	-18.2
pair	RSmean	RSIhist	pos-pos	154	56.8	12.4	63.6	1.0	1.5	0.8	12.4	-15.3
pair	RSIhist	RSmean	pos-pos	154	56.8	12.4	63.6	1.0	1.5	0.8	12.4	-15.3
pair	MACDhist	LWTI	pos-pos	163	60.1	12.3	65.6	0.9	1.4	0.7	14.2	-18.2
pair	LWTI	MACDhist	pos-pos	163	60.1	12.3	65.6	0.9	1.4	0.7	14.2	-18.2
pair	RSmean	MACD	pos-pos	218	80.4	12.2	63.3	0.8	1.1	0.3	16.9	-42.1
pair	MACD	RSmean	pos-pos	218	80.4	12.2	63.3	0.8	1.1	0.3	16.9	-42.1
pair	benchmark___benchmark_		benchmark-benchmark	271	100.0	12.2	62.4	0.8	1.1	0.3	16.5	-47.2
pair		benchmark___benchmark_	benchmark-benchmark	271	100.0	12.2	62.4	0.8	1.1	0.3	16.5	-47.2
pair	MACDhist	RSIhist	pos-pos	125	46.1	12.2	64.8	1.0	1.5	0.8	12.7	-15.5
pair	RSIhist	MACDhist	pos-pos	125	46.1	12.2	64.8	1.0	1.5	0.8	12.7	-15.5
single	MRmean	MRmean	pos-pos	215	79.3	12.1	63.7	0.9	1.3	0.6	14.0	-21.1
pair	RSI	RSmean	pos-pos	224	82.7	11.9	62.5	0.8	1.2	0.4	15.1	-29.0
pair	RSmean	RSI	pos-pos	224	82.7	11.9	62.5	0.8	1.2	0.4	15.1	-29.0
single	MACDhist	MACDhist	neg-neg	106	39.1	11.9	57.5	0.7	0.9	0.3	19.7	-44.8
pair	SLmean	RSIhist	pos-pos	156	57.6	11.9	62.8	1.0	1.5	0.8	12.4	-15.3
pair	RSIhist	SLmean	pos-pos	156	57.6	11.9	62.8	1.0	1.5	0.8	12.4	-15.3
pair	RSIhist	MRmean	pos-pos	154	56.8	11.8	63.0	1.0	1.5	0.8	12.4	-15.3
pair	MRmean	RSIhist	pos-pos	154	56.8	11.8	63.0	1.0	1.5	0.8	12.4	-15.3
single	MACD	MACD	pos-pos	223	82.3	11.8	62.8	0.8	1.1	0.3	16.8	-43.0
single	RSIhist	RSIhist	pos-pos	158	58.3	11.8	62.7	1.0	1.5	0.8	12.4	-15.3
pair	RSI	LWTI	pos-pos	229	84.5	11.8	61.6	0.8	1.3	0.5	14.8	-21.8
pair	LWTI	RSI	pos-pos	229	84.5	11.8	61.6	0.8	1.3	0.5	14.8	-21.8
pair	MACD	MACDhist	pos-pos	158	58.3	11.6	65.2	0.8	1.3	0.5	14.2	-21.8
pair	MACDhist	MACD	pos-pos	158	58.3	11.6	65.2	0.8	1.3	0.5	14.2	-21.8
pair	MRmean	RSI	pos-pos	211	77.9	11.5	63.0	0.8	1.2	0.5	14.1	-21.1
pair	RSI	MRmean	pos-pos	211	77.9	11.5	63.0	0.8	1.2	0.5	14.1	-21.1
pair	MRmean	MACDhist	pos-pos	159	58.7	11.4	64.8	0.8	1.3	0.6	14.0	-17.9
pair	MACDhist	MRmean	pos-pos	159	58.7	11.4	64.8	0.8	1.3	0.6	14.0	-17.9
pair	LWTI	MRmean	pos-pos	208	76.8	11.3	63.0	0.8	1.2	0.5	14.1	-21.1
pair	MRmean	LWTI	pos-pos	208	76.8	11.3	63.0	0.8	1.2	0.5	14.1	-21.1
pair	MACD	MRmean	pos-pos	191	70.5	11.1	63.9	0.8	1.2	0.4	14.4	-28.1
pair	MRmean	MACD	pos-pos	191	70.5	11.1	63.9	0.8	1.2	0.4	14.4	-28.1
pair	RSI	RSIhist	pos-neg	82	30.3	11.1	59.8	0.7	1.0	0.4	19.0	-29.4
pair	RSIhist	RSI	pos-neg	82	30.3	11.1	59.8	0.7	1.0	0.4	19.0	-29.4
pair	RSI	MACD	pos-pos	210	77.5	11.1	62.4	0.8	1.1	0.3	15.4	-38.4
pair	MACD	RSI	pos-pos	210	77.5	11.1	62.4	0.8	1.1	0.3	15.4	-38.4
pair	MACD	MACDhist	neg-neg	41	15.1	11.1	58.5	0.8	1.2	0.6	15.4	-18.9
pair	MACDhist	MACD	neg-neg	41	15.1	11.1	58.5	0.8	1.2	0.6	15.4	-18.9
single	RSI	RSI	pos-pos	234	86.3	10.9	61.1	0.8	1.1	0.4	15.0	-30.2
pair	MACDhist	RSI	pos-pos	162	59.8	10.9	64.8	0.8	1.2	0.6	13.9	-18.2
pair	RSI	MACDhist	pos-pos	162	59.8	10.9	64.8	0.8	1.2	0.6	13.9	-18.2
pair	LWTI	MACD	neg-pos	30	11.1	10.8	56.7	1.0	1.8	1.6	10.5	-6.7
pair	MACD	LWTI	neg-pos	30	11.1	10.8	56.7	1.0	1.8	1.6	10.5	-6.7
pair	MACDhist	RSI	pos-neg	72	26.6	10.8	52.8	0.7	1.1	0.6	17.3	-19.1
pair	RSI	MACDhist	pos-neg	72	26.6	10.8	52.8	0.7	1.1	0.6	17.3	-19.1
pair	RSIhist	RSI	pos-pos	152	56.1	10.7	61.8	0.9	1.4	0.7	12.4	-15.3
pair	RSI	RSIhist	pos-pos	152	56.1	10.7	61.8	0.9	1.4	0.7	12.4	-15.3
pair	RSIhist	MRmean	neg-pos	4	1.5	10.6	50.0	0.8	2.5	3.4	13.0	-3.1
pair	MRmean	RSIhist	neg-pos	4	1.5	10.6	50.0	0.8	2.5	3.4	13.0	-3.1
pair	RSIhist	LWTI	pos-pos	149	55.0	10.5	61.7	0.9	1.3	0.7	12.5	-15.3
pair	LWTI	RSIhist	pos-pos	149	55.0	10.5	61.7	0.9	1.3	0.7	12.5	-15.3
pair	RSIhist	MACDhist	neg-pos	33	12.2	10.0	54.5	0.9	1.4	1.3	11.6	-7.7
pair	MACDhist	RSIhist	neg-pos	33	12.2	10.0	54.5	0.9	1.4	1.3	11.6	-7.7
pair	RSIhist	MACD	pos-pos	131	48.3	9.9	62.6	0.8	1.2	0.5	12.7	-20.1
pair	MACD	RSIhist	pos-pos	131	48.3	9.9	62.6	0.8	1.2	0.5	12.7	-20.1
pair	MRmean	MACDhist	neg-neg	50	18.5	9.3	54.0	0.5	0.8	0.2	24.4	-40.9
pair	MACDhist	MRmean	neg-neg	50	18.5	9.3	54.0	0.5	0.8	0.2	24.4	-40.9
pair	RSI	MACD	neg-pos	24	8.9	8.4	50.0	0.8	1.5	1.0	11.4	-8.5
pair	MACD	RSI	neg-pos	24	8.9	8.4	50.0	0.8	1.5	1.0	11.4	-8.5
pair	MACD	MRmean	neg-neg	24	8.9	7.8	58.3	0.5	0.8	0.4	18.8	-18.6
pair	MRmean	MACD	neg-neg	24	8.9	7.8	58.3	0.5	0.8	0.4	18.8	-18.6
pair	RSmean	SLmean	neg-pos	55	20.3	7.5	54.5	0.4	0.7	0.2	26.8	-40.6
pair	SLmean	RSmean	neg-pos	55	20.3	7.5	54.5	0.4	0.7	0.2	26.8	-40.6
pair	MACDhist	SLmean	neg-neg	54	19.9	7.1	53.7	0.4	0.6	0.2	24.9	-40.9
pair	SLmean	MACDhist	neg-neg	54	19.9	7.1	53.7	0.4	0.6	0.2	24.9	-40.9
pair	SLmean	MACD	neg-pos	45	16.6	6.5	53.3	0.4	0.6	0.2	26.9	-31.4
pair	MACD	SLmean	neg-pos	45	16.6	6.5	53.3	0.4	0.6	0.2	26.9	-31.4
pair	RSIhist	SLmean	neg-neg	66	24.4	6.1	54.5	0.4	0.6	0.1	24.7	-40.9
pair	SLmean	RSIhist	neg-neg	66	24.4	6.1	54.5	0.4	0.6	0.1	24.7	-40.9
single	SLmean	SLmean	neg-neg	68	25.1	6.0	54.4	0.4	0.6	0.1	24.4	-40.9
pair	MACD	RSIhist	neg-neg	21	7.7	5.4	57.1	0.4	0.7	0.3	19.7	-18.6
pair	RSIhist	MACD	neg-neg	21	7.7	5.4	57.1	0.4	0.7	0.3	19.7	-18.6
pair	RSI	MRmean	neg-pos	23	8.5	5.3	43.5	0.3	0.7	0.3	22.2	-17.0
pair	MRmean	RSI	neg-pos	23	8.5	5.3	43.5	0.3	0.7	0.3	22.2	-17.0
pair	MACD	SLmean	neg-neg	23	8.5	5.1	56.5	0.3	0.6	0.3	19.1	-19.0
pair	SLmean	MACD	neg-neg	23	8.5	5.1	56.5	0.3	0.6	0.3	19.1	-19.0
pair	RSmean	RSIhist	neg-neg	14	5.2	2.4	57.1	0.3	0.4	0.4	8.6	-6.7
pair	RSIhist	RSmean	neg-neg	14	5.2	2.4	57.1	0.3	0.4	0.4	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	16.3	-3.1
pair	RSIhist	SLmean	neg-pos	2	0.7	1.6	50.0	0.1	0.0	0.5	16.3	-3.1
pair	RSmean	MACD	neg-neg	13	4.8	1.3	53.8	0.2	0.2	0.2	9.3	-6.7
pair	MACD	RSmean	neg-neg	13	4.8	1.3	53.8	0.2	0.2	0.2	9.3	-6.7
pair	RSI	LWTI	neg-neg	20	7.4	1.0	65.0	0.2	0.2	0.0	26.6	-33.1
pair	LWTI	RSI	neg-neg	20	7.4	1.0	65.0	0.2	0.2	0.0	26.6	-33.1
pair	RSmean	MRmean	neg-neg	13	4.8	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	MRmean	RSmean	neg-neg	13	4.8	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	SLmean	RSmean	neg-neg	13	4.8	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	RSmean	SLmean	neg-neg	13	4.8	0.0	53.8	0.1	0.1	0.0	9.4	-6.7
pair	LWTI	RSmean	neg-pos	18	6.6	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	RSmean	MACDhist	neg-neg	18	6.6	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
single	RSmean	RSmean	neg-neg	18	6.6	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	RSmean	LWTI	neg-pos	18	6.6	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	MACDhist	RSmean	neg-neg	18	6.6	-0.5	50.0	-0.0	-0.0	-0.1	9.0	-8.8
pair	SLmean	RSmean	pos-neg	5	1.8	-1.8	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	RSmean	SLmean	pos-neg	5	1.8	-1.8	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	MRmean	RSmean	pos-neg	5	1.8	-1.8	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	RSmean	MRmean	pos-neg	5	1.8	-1.8	40.0	-0.2	-0.3	-0.5	8.8	-4.0
pair	SLmean	RSI	neg-pos	37	13.7	-2.9	43.2	-0.0	-0.0	-0.1	23.1	-31.1
pair	RSI	SLmean	neg-pos	37	13.7	-2.9	43.2	-0.0	-0.0	-0.1	23.1	-31.1
pair	RSmean	LWTI	pos-neg	25	9.2	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
pair	LWTI	RSmean	pos-neg	25	9.2	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
single	LWTI	LWTI	neg-neg	25	9.2	-5.0	60.0	-0.1	-0.1	-0.1	25.5	-40.6
pair	RSmean	MACD	neg-pos	5	1.8	-5.0	40.0	-0.5	-1.0	-2.2	9.1	-2.3
pair	MACD	RSmean	neg-pos	5	1.8	-5.0	40.0	-0.5	-1.0	-2.2	9.1	-2.3
pair	MACDhist	LWTI	neg-neg	23	8.5	-6.8	60.9	-0.1	-0.2	-0.2	26.4	-40.6
pair	LWTI	MACDhist	neg-neg	23	8.5	-6.8	60.9	-0.1	-0.2	-0.2	26.4	-40.6
pair	SLmean	MRmean	neg-pos	3	1.1	-7.9	33.3	-0.4	-0.8	-1.2	16.8	-6.4
pair	MRmean	SLmean	neg-pos	3	1.1	-7.9	33.3	-0.4	-0.8	-1.2	16.8	-6.4
pair	RSIhist	RSmean	neg-pos	4	1.5	-9.9	25.0	-0.9	-1.7	-1.5	11.2	-6.7
pair	RSmean	RSIhist	neg-pos	4	1.5	-9.9	25.0	-0.9	-1.7	-1.5	11.2	-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	5.5	-17.6	40.0	-0.7	-1.2	-0.6	24.4	-30.4
pair	SLmean	MRmean	pos-neg	15	5.5	-17.6	40.0	-0.7	-1.2	-0.6	24.4	-30.4
pair	MRmean	LWTI	neg-neg	18	6.6	-18.0	50.0	-0.6	-1.0	-0.4	28.7	-40.6
pair	LWTI	MRmean	neg-neg	18	6.6	-18.0	50.0	-0.6	-1.0	-0.4	28.7	-40.6
pair	SLmean	LWTI	neg-neg	15	5.5	-19.8	53.3	-0.6	-1.2	-0.5	30.9	-40.6
pair	LWTI	SLmean	neg-neg	15	5.5	-19.8	53.3	-0.6	-1.2	-0.5	30.9	-40.6
pair	LWTI	RSIhist	neg-neg	16	5.9	-21.8	50.0	-0.7	-1.4	-0.5	30.0	-40.6
pair	RSIhist	LWTI	neg-neg	16	5.9	-21.8	50.0	-0.7	-1.4	-0.5	30.0	-40.6
pair	LWTI	RSI	pos-neg	5	1.8	-25.4	40.0	-1.3	-1.6	-4.1	21.5	-6.2
pair	RSI	LWTI	pos-neg	5	1.8	-25.4	40.0	-1.3	-1.6	-4.1	21.5	-6.2
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 14.8% \| Win 66% Sharpe 1.14 \| Sortino 1.72 \| Calmar 1.1 Vol 13% \| MDD -14.0% Months 200M (74%)	CAGR -17.6% \| Win 40% Sharpe -0.67 \| Sortino -1.24 \| Calmar -0.6 Vol 24% \| MDD -30.4% Months 15M (6%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (79%)
MRmean neg	CAGR -7.9% \| 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 -40.9% Months 53M (20%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.9% Months 56M (21%)
SLmean only	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 64% Sharpe 0.91 \| Sortino 1.31 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 210M (78%)	CAGR -1.8% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 -40.9% Months 56M (21%)
RSmean only	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (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 11.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -28.1% Months 191M (70%)	CAGR 20.7% \| Win 62% Sharpe 1.84 \| Sortino 4.10 \| Calmar 4.5 Vol 11% \| MDD -4.6% Months 24M (9%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 7.8% \| Win 58% Sharpe 0.49 \| Sortino 0.85 \| 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 -40.9% Months 56M (21%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 48M (18%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 63% Sharpe 0.84 \| Sortino 1.22 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 211M (78%)	CAGR 53.6% \| Win 100% Sharpe 4.77 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (2%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (79%)
MRmean neg	CAGR 5.3% \| Win 44% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.3 Vol 22% \| MDD -17.0% Months 23M (8%)	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 -40.9% Months 56M (21%)
RSI only	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 11.4% \| Win 65% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 159M (59%)	CAGR 14.3% \| Win 61% Sharpe 1.01 \| Sortino 1.30 \| Calmar 1.0 Vol 14% \| MDD -14.6% Months 56M (21%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 -40.9% Months 50M (18%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.9% Months 56M (21%)
MACDhist only	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.46 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 154M (57%)	CAGR 13.0% \| Win 66% Sharpe 0.78 \| Sortino 1.12 \| Calmar 0.7 Vol 18% \| MDD -17.4% Months 61M (22%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (79%)
MRmean neg	CAGR 10.6% \| Win 50% Sharpe 0.82 \| Sortino 2.55 \| 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 -40.9% Months 52M (19%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.9% Months 56M (21%)
RSIhist only	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 63% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 208M (77%)	CAGR 38.7% \| Win 86% Sharpe 3.36 \| Sortino 0.00 \| Calmar 29.4 Vol 10% \| MDD -1.3% Months 7M (3%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 -40.9% Months 56M (21%)
LWTI only	CAGR 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 14.8% \| Win 66% Sharpe 1.14 \| Sortino 1.73 \| Calmar 1.0 Vol 13% \| MDD -15.2% Months 198M (73%)	CAGR -1.8% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
SLmean neg	CAGR 7.5% \| Win 55% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -40.6% Months 55M (20%)	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 -40.9% Months 68M (25%)
RSmean only	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (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 13.2% \| Win 65% Sharpe 1.01 \| Sortino 1.54 \| Calmar 0.6 Vol 13% \| MDD -23.7% Months 178M (66%)	CAGR 23.1% \| Win 64% Sharpe 2.06 \| Sortino 4.66 \| Calmar 5.0 Vol 10% \| MDD -4.6% Months 25M (9%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
SLmean neg	CAGR 6.5% \| Win 53% Sharpe 0.37 \| Sortino 0.60 \| Calmar 0.2 Vol 27% \| MDD -31.4% Months 45M (17%)	CAGR 5.1% \| Win 56% Sharpe 0.35 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -19.0% Months 23M (8%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 48M (18%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.6% \| Win 64% Sharpe 1.06 \| Sortino 1.61 \| Calmar 0.9 Vol 13% \| MDD -15.1% Months 197M (73%)	CAGR 41.6% \| Win 83% Sharpe 3.43 \| Sortino 0.00 \| Calmar 29.2 Vol 10% \| MDD -1.4% Months 6M (2%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
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 (11%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)
RSI only	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.58 \| Calmar 1.1 Vol 13% \| MDD -12.7% Months 151M (56%)	CAGR 17.1% \| Win 62% Sharpe 1.36 \| Sortino 2.12 \| Calmar 1.9 Vol 12% \| MDD -9.2% Months 52M (19%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
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 -40.9% Months 54M (20%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)
MACDhist only	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 63% Sharpe 0.97 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 156M (58%)	CAGR 23.0% \| Win 72% Sharpe 1.54 \| Sortino 2.20 \| Calmar 1.8 Vol 14% \| MDD -13.1% Months 47M (17%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
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 6.1% \| Win 55% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 25% \| MDD -40.9% Months 66M (24%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)
RSIhist only	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.0% \| Win 65% Sharpe 1.08 \| Sortino 1.64 \| Calmar 1.0 Vol 13% \| MDD -14.0% Months 193M (71%)	CAGR 22.6% \| Win 70% Sharpe 1.68 \| Sortino 2.93 \| Calmar 3.0 Vol 13% \| MDD -7.6% Months 10M (4%)	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)
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 -40.9% Months 68M (25%)
LWTI only	CAGR 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 12.2% \| Win 63% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 17% \| MDD -42.1% Months 218M (80%)	CAGR 19.3% \| Win 63% Sharpe 1.14 \| Sortino 1.80 \| Calmar 1.0 Vol 17% \| MDD -18.9% Months 35M (13%)	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (93%)
RSmean neg	CAGR -5.0% \| Win 40% Sharpe -0.52 \| Sortino -1.03 \| 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 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 48M (18%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 11.9% \| Win 62% Sharpe 0.82 \| Sortino 1.23 \| Calmar 0.4 Vol 15% \| MDD -29.0% Months 224M (83%)	CAGR 23.3% \| Win 69% Sharpe 0.92 \| Sortino 1.49 \| Calmar 0.7 Vol 27% \| MDD -33.1% Months 29M (11%)	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (93%)
RSmean neg	CAGR -10.9% \| Win 30% Sharpe -1.08 \| Sortino -1.70 \| Calmar -1.0 Vol 10% \| MDD -11.0% Months 10M (4%)	CAGR 14.2% \| Win 75% Sharpe 2.40 \| Sortino 223.56 \| 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 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 14.6% \| Win 59% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -43.9% Months 88M (32%)	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (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 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.4% \| Win 64% Sharpe 1.01 \| Sortino 1.53 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 154M (57%)	CAGR 14.4% \| Win 63% Sharpe 0.72 \| Sortino 1.12 \| Calmar 0.4 Vol 22% \| MDD -40.6% Months 99M (36%)	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (93%)
RSmean neg	CAGR -9.9% \| Win 25% Sharpe -0.89 \| Sortino -1.66 \| 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 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.4% \| Win 64% Sharpe 1.00 \| Sortino 1.57 \| Calmar 0.5 Vol 16% \| MDD -30.4% Months 228M (84%)	CAGR -5.0% \| Win 60% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 26% \| MDD -40.6% Months 25M (9%)	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (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 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 11.1% \| Win 62% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -38.4% Months 210M (78%)	CAGR 23.5% \| Win 69% Sharpe 0.81 \| Sortino 1.23 \| Calmar 1.3 Vol 33% \| MDD -17.8% Months 13M (5%)	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (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 1.62 \| 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 -18.9% Months 48M (18%)
RSI only	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 11.6% \| Win 65% Sharpe 0.85 \| Sortino 1.29 \| Calmar 0.5 Vol 14% \| MDD -21.8% Months 158M (58%)	CAGR 12.4% \| Win 57% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.4 Vol 22% \| MDD -32.2% Months 65M (24%)	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)
MACD neg	CAGR 33.4% \| Win 71% Sharpe 2.18 \| Sortino 3.73 \| 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 -18.9% Months 41M (15%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 48M (18%)
MACDhist only	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.9% \| Win 63% Sharpe 0.81 \| Sortino 1.23 \| Calmar 0.5 Vol 13% \| MDD -20.1% Months 131M (48%)	CAGR 14.6% \| Win 63% Sharpe 0.75 \| Sortino 1.08 \| Calmar 0.5 Vol 21% \| MDD -32.2% Months 92M (34%)	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)
MACD neg	CAGR 21.3% \| Win 63% Sharpe 1.89 \| Sortino 4.22 \| 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 -18.9% Months 48M (18%)
RSIhist only	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.6% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 16% \| MDD -30.4% Months 216M (80%)	CAGR -47.7% \| Win 43% Sharpe -1.98 \| Sortino -3.25 \| Calmar -1.3 Vol 30% \| MDD -37.9% Months 7M (3%)	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (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 0.96 \| 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 -18.9% Months 48M (18%)
LWTI only	CAGR 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 10.9% \| Win 65% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 14% \| MDD -18.2% Months 162M (60%)	CAGR 10.8% \| Win 53% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.6 Vol 17% \| MDD -19.1% Months 72M (27%)	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (86%)
RSI neg	CAGR 138.1% \| Win 100% Sharpe 8.09 \| 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 (12%)	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 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.7% \| Win 62% Sharpe 0.89 \| Sortino 1.36 \| Calmar 0.7 Vol 12% \| MDD -15.3% Months 152M (56%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.4 Vol 19% \| MDD -29.4% Months 82M (30%)	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 (11%)	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 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.8% \| Win 62% Sharpe 0.83 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.8% Months 229M (84%)	CAGR -25.4% \| Win 40% Sharpe -1.26 \| Sortino -1.57 \| Calmar -4.1 Vol 22% \| MDD -6.2% Months 5M (2%)	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (86%)
RSI neg	CAGR 50.5% \| Win 76% Sharpe 2.21 \| Sortino 3.50 \| 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 (7%)	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 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 12.2% \| Win 65% Sharpe 0.98 \| Sortino 1.51 \| Calmar 0.8 Vol 13% \| MDD -15.5% Months 125M (46%)	CAGR 13.0% \| Win 68% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.8 Vol 18% \| MDD -16.2% Months 40M (15%)	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)
MACDhist neg	CAGR 10.0% \| Win 55% Sharpe 0.89 \| Sortino 1.38 \| Calmar 1.3 Vol 12% \| MDD -7.7% Months 33M (12%)	CAGR 12.8% \| Win 59% Sharpe 0.65 \| Sortino 0.95 \| Calmar 0.3 Vol 22% \| MDD -40.9% Months 73M (27%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)
RSIhist only	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.3% \| Win 66% Sharpe 0.89 \| Sortino 1.38 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 163M (60%)	CAGR 19.1% \| Win 50% Sharpe 1.31 \| Sortino 0.00 \| Calmar 14.5 Vol 14% \| MDD -1.3% Months 2M (1%)	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)
MACDhist neg	CAGR 17.7% \| Win 57% Sharpe 1.03 \| Sortino 1.73 \| Calmar 0.8 Vol 17% \| MDD -22.4% Months 83M (31%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.22 \| Calmar -0.2 Vol 26% \| MDD -40.6% Months 23M (8%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)
LWTI only	CAGR 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 10.5% \| Win 62% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.7 Vol 12% \| MDD -15.3% Months 149M (55%)	CAGR 34.3% \| Win 78% Sharpe 2.95 \| Sortino 112.39 \| Calmar 12.6 Vol 10% \| MDD -2.7% Months 9M (3%)	CAGR 11.8% \| Win 63% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.8 Vol 12% \| MDD -15.3% Months 158M (58%)
RSIhist neg	CAGR 19.9% \| Win 64% Sharpe 1.06 \| Sortino 1.74 \| Calmar 0.9 Vol 19% \| MDD -23.1% Months 97M (36%)	CAGR -21.8% \| Win 50% Sharpe -0.67 \| Sortino -1.40 \| Calmar -0.5 Vol 30% \| MDD -40.6% Months 16M (6%)	CAGR 12.8% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 113M (42%)
LWTI only	CAGR 14.1% \| Win 63% Sharpe 0.94 \| Sortino 1.50 \| Calmar 0.5 Vol 15% \| MDD -30.4% Months 246M (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 14.8% \| Win 66% Sharpe 1.14 \| Sortino 1.72 \| Calmar 1.1 Vol 13% \| MDD -14.0% Months 200M (74%)	CAGR -17.6% \| Win 40% Sharpe -0.67 \| Sortino -1.24 \| Calmar -0.6 Vol 24% \| MDD -30.4% Months 15M (6%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (79%)
MRmean neg	CAGR -7.9% \| 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 -40.9% Months 53M (20%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.9% Months 56M (21%)
SLmean only	CAGR 14.4% \| Win 65% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 13% \| MDD -15.2% Months 203M (75%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -40.9% Months 68M (25%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 64% Sharpe 0.91 \| Sortino 1.31 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 210M (78%)	CAGR -1.8% \| Win 40% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.5 Vol 9% \| MDD -4.0% Months 5M (2%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 -40.9% Months 56M (21%)
RSmean only	CAGR 13.2% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.3 Vol 17% \| MDD -46.3% Months 253M (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 11.1% \| Win 64% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -28.1% Months 191M (70%)	CAGR 20.7% \| Win 62% Sharpe 1.84 \| Sortino 4.10 \| Calmar 4.5 Vol 11% \| MDD -4.6% Months 24M (9%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 7.8% \| Win 58% Sharpe 0.49 \| Sortino 0.85 \| 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 -40.9% Months 56M (21%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -43.0% Months 223M (82%)	CAGR 14.1% \| Win 60% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 48M (18%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 63% Sharpe 0.84 \| Sortino 1.22 \| Calmar 0.5 Vol 14% \| MDD -21.1% Months 211M (78%)	CAGR 53.6% \| Win 100% Sharpe 4.77 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (2%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (79%)
MRmean neg	CAGR 5.3% \| Win 44% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.3 Vol 22% \| MDD -17.0% Months 23M (8%)	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 -40.9% Months 56M (21%)
RSI only	CAGR 10.9% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -30.2% Months 234M (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 11.4% \| Win 65% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 159M (59%)	CAGR 14.3% \| Win 61% Sharpe 1.01 \| Sortino 1.30 \| Calmar 1.0 Vol 14% \| MDD -14.6% Months 56M (21%)	CAGR 12.1% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.6 Vol 14% \| MDD -21.1% Months 215M (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 -40.9% Months 50M (18%)	CAGR 12.6% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 24% \| MDD -40.9% Months 56M (21%)
MACDhist only	CAGR 12.4% \| Win 66% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 165M (61%)	CAGR 11.9% \| Win 57% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.3 Vol 20% \| MDD -44.8% Months 106M (39%)