Confluences

Sharpe Ratio Confluences

Sharpe gets stronger when aligned with other lenses.

• Trend context: 50/200-day slope—elevated Sharpe in uptrends is more durable.

• Volatility regime: ATR/VIX—falling vol + positive Sharpe supports compounding.

• Drawdown rules: Tighten risk when Sharpe decays toward 0 even if price trends up.

• Relative strength: Pair with 3–6M ROI to confirm leadership.