For the complete documentation index, see llms.txt. This page is also available as Markdown.
Confluences
Calmar Ratio Confluences
Strengthen your conviction by looking for the Calmar Ratio to align with these other trading signals.
Equity Curve Analysis: Combine with your strategy's equity curve; a rising Calmar Ratio during an equity peak confirms robust growth.
Moving Average Alignment: Look for signals where price is above a long-term MA while the Calmar Ratio is in the Strong or Exceptional zone.
Volatility Correlation: Observe if high Calmar Ratios coincide with low volatility regimes, which often indicates sustainable institutional-grade trends.
Drawdown Recovery: Use the ratio to identify assets that recover quickly from drawdowns, as these will maintain a higher Calmar value.
