Confluences

Sortino Ratio Confluences

Sortino shines when the rest of the tape agrees.

• Trend context: 50/200-day slope; high Sortino in uptrends is more durable.

• Volatility regime: ATR/VIX; falling vol with high Sortino supports compounding.

• Risk controls: Use dips below 1 as a throttle—tighten size/new risk.

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