AIQ - Global X Artificial Intelligence & Technology ETF

Signal Pair Analysis

MRmean-RSmean

Best Pair

187.3%

Best CAGR

Total Months

19.4%

Avg CAGR

AIQ 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 AIQ

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	RSmean	pos-neg	1	1.1	187.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	1.1	187.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	1.1	187.3	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	1.1	187.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	neg-pos	1	1.1	128.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	MACDhist	neg-pos	1	1.1	128.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	SLmean	neg-pos	4	4.3	60.4	75.0	2.1	0.0	21.7	24.2	-2.8
pair	SLmean	MACDhist	neg-pos	4	4.3	60.4	75.0	2.1	0.0	21.7	24.2	-2.8
pair	RSIhist	RSI	neg-pos	2	2.2	54.9	50.0	1.8	0.0	0.0	25.3	0.0
pair	RSI	RSIhist	neg-pos	2	2.2	54.9	50.0	1.8	0.0	0.0	25.3	0.0
pair	LWTI	RSIhist	pos-neg	4	4.3	49.3	50.0	1.8	9.8	16.0	23.2	-3.1
pair	RSIhist	LWTI	pos-neg	4	4.3	49.3	50.0	1.8	9.8	16.0	23.2	-3.1
pair	RSI	LWTI	pos-neg	2	2.2	44.0	50.0	1.3	0.0	0.0	31.2	0.0
pair	LWTI	RSI	pos-neg	2	2.2	44.0	50.0	1.3	0.0	0.0	31.2	0.0
pair	RSmean	RSIhist	neg-pos	5	5.4	41.7	80.0	1.4	0.0	4.3	26.6	-9.7
pair	RSIhist	RSmean	neg-pos	5	5.4	41.7	80.0	1.4	0.0	4.3	26.6	-9.7
pair	RSIhist	MRmean	neg-pos	5	5.4	41.2	80.0	1.4	0.0	4.2	26.5	-9.7
pair	MRmean	RSIhist	neg-pos	5	5.4	41.2	80.0	1.4	0.0	4.2	26.5	-9.7
pair	MACDhist	RSIhist	neg-pos	26	28.0	39.6	69.2	1.9	3.3	4.1	18.9	-9.7
pair	RSIhist	MACDhist	neg-pos	26	28.0	39.6	69.2	1.9	3.3	4.1	18.9	-9.7
pair	RSI	LWTI	neg-pos	8	8.6	39.2	62.5	1.4	2.3	4.4	27.2	-9.0
pair	LWTI	RSI	neg-pos	8	8.6	39.2	62.5	1.4	2.3	4.4	27.2	-9.0
pair	MACD	RSI	neg-neg	14	15.1	38.1	64.3	1.2	2.2	3.4	29.4	-11.3
pair	RSI	MACD	neg-neg	14	15.1	38.1	64.3	1.2	2.2	3.4	29.4	-11.3
pair	SLmean	MRmean	pos-neg	6	6.5	37.5	66.7	1.2	2.3	4.1	28.4	-9.1
pair	MRmean	SLmean	pos-neg	6	6.5	37.5	66.7	1.2	2.3	4.1	28.4	-9.1
pair	MACDhist	SLmean	pos-neg	22	23.7	36.4	63.6	1.7	3.9	4.3	19.3	-8.5
pair	SLmean	MACDhist	pos-neg	22	23.7	36.4	63.6	1.7	3.9	4.3	19.3	-8.5
pair	MRmean	MACDhist	pos-neg	23	24.7	34.9	65.2	1.6	3.1	2.2	19.4	-15.5
pair	MACDhist	MRmean	pos-neg	23	24.7	34.9	65.2	1.6	3.1	2.2	19.4	-15.5
pair	MACD	RSIhist	neg-pos	19	20.4	34.2	68.4	1.6	2.6	3.5	19.4	-9.7
pair	RSIhist	MACD	neg-pos	19	20.4	34.2	68.4	1.6	2.6	3.5	19.4	-9.7
pair	SLmean	RSIhist	pos-pos	55	59.1	30.5	63.6	1.7	4.0	3.3	16.5	-9.2
pair	RSIhist	SLmean	pos-pos	55	59.1	30.5	63.6	1.7	4.0	3.3	16.5	-9.2
pair	LWTI	MACD	neg-neg	9	9.7	29.4	55.6	1.0	1.9	4.0	30.4	-7.3
pair	MACD	LWTI	neg-neg	9	9.7	29.4	55.6	1.0	1.9	4.0	30.4	-7.3
single	RSIhist	RSIhist	pos-pos	61	65.6	28.4	63.9	1.6	3.2	2.4	17.0	-11.7
pair	SLmean	MACD	pos-neg	15	16.1	28.3	60.0	1.4	2.8	3.3	20.0	-8.5
pair	MACD	SLmean	pos-neg	15	16.1	28.3	60.0	1.4	2.8	3.3	20.0	-8.5
pair	SLmean	RSI	neg-neg	15	16.1	27.9	60.0	1.0	1.9	1.6	29.3	-17.4
pair	RSI	SLmean	neg-neg	15	16.1	27.9	60.0	1.0	1.9	1.6	29.3	-17.4
pair	RSI	RSIhist	pos-pos	59	63.4	27.5	64.4	1.5	3.1	2.4	16.9	-11.7
pair	RSIhist	RSI	pos-pos	59	63.4	27.5	64.4	1.5	3.1	2.4	16.9	-11.7
pair	MRmean	RSIhist	pos-pos	56	60.2	27.3	62.5	1.6	3.8	2.3	16.2	-11.7
pair	RSIhist	MRmean	pos-pos	56	60.2	27.3	62.5	1.6	3.8	2.3	16.2	-11.7
pair	RSIhist	RSmean	pos-pos	56	60.2	27.2	62.5	1.6	3.8	2.3	16.2	-11.7
pair	RSmean	RSIhist	pos-pos	56	60.2	27.2	62.5	1.6	3.8	2.3	16.2	-11.7
pair	MACD	RSmean	pos-neg	21	22.6	27.1	61.9	1.1	2.1	1.8	25.4	-15.5
pair	RSmean	MACD	pos-neg	21	22.6	27.1	61.9	1.1	2.1	1.8	25.4	-15.5
pair	RSIhist	LWTI	pos-pos	57	61.3	27.0	64.9	1.5	2.9	2.3	16.7	-11.7
pair	LWTI	RSIhist	pos-pos	57	61.3	27.0	64.9	1.5	2.9	2.3	16.7	-11.7
pair	RSIhist	MACD	pos-pos	42	45.2	25.8	61.9	1.5	3.7	2.2	16.0	-11.7
pair	MACD	RSIhist	pos-pos	42	45.2	25.8	61.9	1.5	3.7	2.2	16.0	-11.7
pair	RSI	MRmean	neg-neg	17	18.3	25.2	58.8	0.9	1.9	1.4	29.2	-17.4
pair	MRmean	RSI	neg-neg	17	18.3	25.2	58.8	0.9	1.9	1.4	29.2	-17.4
pair	MACD	MRmean	neg-neg	20	21.5	24.8	70.0	0.9	1.8	1.4	29.2	-18.4
pair	MRmean	MACD	neg-neg	20	21.5	24.8	70.0	0.9	1.8	1.4	29.2	-18.4
pair	MRmean	MACD	pos-pos	50	53.8	24.5	62.0	1.3	2.7	1.6	17.7	-15.4
pair	MACD	MRmean	pos-pos	50	53.8	24.5	62.0	1.3	2.7	1.6	17.7	-15.4
pair	RSI	RSmean	neg-neg	6	6.5	24.4	66.7	1.0	1.1	2.7	25.3	-9.0
pair	RSmean	RSI	neg-neg	6	6.5	24.4	66.7	1.0	1.1	2.7	25.3	-9.0
pair	RSI	MRmean	pos-pos	64	68.8	24.1	62.5	1.3	2.5	1.6	18.1	-15.5
pair	MRmean	RSI	pos-pos	64	68.8	24.1	62.5	1.3	2.5	1.6	18.1	-15.5
pair	LWTI	MRmean	pos-pos	62	66.7	23.5	62.9	1.3	2.4	1.5	18.0	-15.5
pair	MRmean	LWTI	pos-pos	62	66.7	23.5	62.9	1.3	2.4	1.5	18.0	-15.5
single	MRmean	MRmean	pos-pos	65	69.9	23.4	61.5	1.3	2.4	1.5	18.0	-15.5
pair	RSI	SLmean	pos-pos	58	62.4	22.8	62.1	1.3	2.5	1.4	17.1	-16.2
pair	SLmean	RSI	pos-pos	58	62.4	22.8	62.1	1.3	2.5	1.4	17.1	-16.2
single	MACD	MACD	neg-neg	35	37.6	22.7	65.7	0.9	1.6	1.2	25.2	-18.4
single	RSI	RSI	neg-neg	18	19.4	22.6	55.6	0.8	1.7	1.3	28.5	-17.4
pair	MACDhist	RSI	neg-neg	18	19.4	22.6	55.6	0.8	1.7	1.3	28.5	-17.4
pair	RSI	MACDhist	neg-neg	18	19.4	22.6	55.6	0.8	1.7	1.3	28.5	-17.4
pair	MRmean	SLmean	pos-pos	59	63.4	22.1	61.0	1.3	2.5	1.3	17.0	-17.3
pair	SLmean	MRmean	pos-pos	59	63.4	22.1	61.0	1.3	2.5	1.3	17.0	-17.3
pair	LWTI	SLmean	pos-pos	56	60.2	22.1	62.5	1.3	2.4	1.6	16.8	-13.5
pair	SLmean	LWTI	pos-pos	56	60.2	22.1	62.5	1.3	2.4	1.6	16.8	-13.5
pair	RSmean	MRmean	pos-pos	64	68.8	21.8	60.9	1.2	2.3	1.4	17.9	-15.5
pair	MRmean	RSmean	pos-pos	64	68.8	21.8	60.9	1.2	2.3	1.4	17.9	-15.5
pair	RSI	RSmean	pos-neg	12	12.9	21.7	50.0	0.8	1.8	1.2	31.0	-17.4
pair	RSmean	RSI	pos-neg	12	12.9	21.7	50.0	0.8	1.8	1.2	31.0	-17.4
single	SLmean	SLmean	pos-pos	61	65.6	21.5	60.7	1.2	2.3	1.0	17.5	-20.9
pair	MRmean	LWTI	pos-neg	3	3.2	20.9	33.3	0.9	4.8	6.8	23.9	-3.1
pair	LWTI	MRmean	pos-neg	3	3.2	20.9	33.3	0.9	4.8	6.8	23.9	-3.1
pair	RSIhist	MACDhist	pos-pos	35	37.6	20.6	60.0	1.3	2.9	1.8	15.4	-11.7
pair	MACDhist	RSIhist	pos-pos	35	37.6	20.6	60.0	1.3	2.9	1.8	15.4	-11.7
pair	MACDhist	MACD	neg-neg	34	36.6	20.5	64.7	0.9	1.5	1.1	25.4	-18.4
pair	MACD	LWTI	neg-pos	26	28.0	20.5	69.2	0.9	1.4	1.1	23.9	-18.4
pair	LWTI	MACD	neg-pos	26	28.0	20.5	69.2	0.9	1.4	1.1	23.9	-18.4
pair	MACD	MACDhist	neg-neg	34	36.6	20.5	64.7	0.9	1.5	1.1	25.4	-18.4
pair	MACD	MRmean	pos-neg	15	16.1	19.9	60.0	1.0	1.8	1.3	19.7	-15.5
pair	MRmean	MACD	pos-neg	15	16.1	19.9	60.0	1.0	1.8	1.3	19.7	-15.5
pair	SLmean	RSmean	pos-pos	60	64.5	19.8	60.0	1.1	2.2	0.9	17.3	-20.9
pair	RSmean	SLmean	pos-pos	60	64.5	19.8	60.0	1.1	2.2	0.9	17.3	-20.9
pair	MACD	SLmean	pos-pos	46	49.5	19.4	60.9	1.1	2.1	1.2	16.8	-16.8
pair	SLmean	MACD	pos-pos	46	49.5	19.4	60.9	1.1	2.1	1.2	16.8	-16.8
pair	RSI	RSIhist	neg-neg	16	17.2	19.0	56.2	0.7	1.6	1.1	29.5	-17.4
pair	RSIhist	RSI	neg-neg	16	17.2	19.0	56.2	0.7	1.6	1.1	29.5	-17.4
pair	MACD	SLmean	neg-neg	20	21.5	18.7	70.0	0.7	1.4	1.0	29.1	-18.4
pair	SLmean	MACD	neg-neg	20	21.5	18.7	70.0	0.7	1.4	1.0	29.1	-18.4
pair	RSmean	LWTI	pos-pos	67	72.0	17.8	61.2	0.9	1.6	0.6	19.5	-28.6
pair	LWTI	RSmean	pos-pos	67	72.0	17.8	61.2	0.9	1.6	0.6	19.5	-28.6
pair	MACDhist	LWTI	neg-pos	38	40.9	17.6	65.8	0.8	1.2	0.8	24.0	-21.1
pair	LWTI	MACDhist	neg-pos	38	40.9	17.6	65.8	0.8	1.2	0.8	24.0	-21.1
single	LWTI	LWTI	pos-pos	81	87.1	17.6	63.0	0.9	1.4	0.6	20.5	-28.6
pair	RSI	MACDhist	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
pair	MACDhist	RSI	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
pair	MACDhist	LWTI	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
pair	LWTI	MACDhist	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
pair	MACDhist	MRmean	pos-pos	42	45.2	17.5	59.5	1.0	1.9	1.5	17.3	-11.7
pair	MRmean	MACDhist	pos-pos	42	45.2	17.5	59.5	1.0	1.9	1.5	17.3	-11.7
pair	MACDhist	RSmean	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
pair	RSmean	MACDhist	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
single	MACDhist	MACDhist	pos-pos	43	46.2	17.5	60.5	1.0	1.9	1.5	17.1	-11.7
single	RSmean	RSmean	pos-pos	79	84.9	17.5	59.5	0.9	1.5	0.4	21.0	-39.6
pair	MRmean	MACDhist	neg-pos	1	1.1	17.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	1.1	17.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	pos-neg	36	38.7	17.4	58.3	0.8	1.4	0.5	25.2	-33.2
pair	RSmean	MACDhist	pos-neg	36	38.7	17.4	58.3	0.8	1.4	0.5	25.2	-33.2
pair	benchmark___benchmark_		benchmark-benchmark	93	100.0	17.3	61.3	0.8	1.4	0.4	21.7	-39.6
pair		benchmark___benchmark_	benchmark-benchmark	93	100.0	17.3	61.3	0.8	1.4	0.4	21.7	-39.6
pair	RSI	MACD	pos-pos	54	58.1	17.2	61.1	0.9	1.5	0.5	19.0	-31.6
pair	MACD	RSI	pos-pos	54	58.1	17.2	61.1	0.9	1.5	0.5	19.0	-31.6
single	MACDhist	MACDhist	neg-neg	50	53.8	17.1	62.0	0.8	1.3	0.5	25.1	-33.2
pair	RSmean	RSI	pos-pos	67	72.0	16.8	61.2	0.9	1.5	0.6	19.0	-29.2
pair	RSI	RSmean	pos-pos	67	72.0	16.8	61.2	0.9	1.5	0.6	19.0	-29.2
pair	RSmean	MACDhist	neg-neg	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	MACDhist	RSmean	neg-neg	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
single	RSmean	RSmean	neg-neg	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	MACD	RSmean	neg-neg	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	RSmean	MACD	neg-neg	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	RSmean	LWTI	neg-pos	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	LWTI	RSmean	neg-pos	14	15.1	16.3	71.4	0.7	1.0	0.9	25.8	-18.4
pair	LWTI	MACD	pos-pos	55	59.1	16.2	60.0	0.9	1.4	0.5	19.0	-33.2
pair	MACD	LWTI	pos-pos	55	59.1	16.2	60.0	0.9	1.4	0.5	19.0	-33.2
single	RSI	RSI	pos-pos	75	80.6	16.1	62.7	0.8	1.3	0.6	19.9	-29.2
pair	SLmean	LWTI	neg-neg	7	7.5	16.1	57.1	0.6	1.6	1.1	33.5	-14.8
pair	LWTI	SLmean	neg-neg	7	7.5	16.1	57.1	0.6	1.6	1.1	33.5	-14.8
pair	MACDhist	MACD	pos-pos	42	45.2	15.7	59.5	0.9	1.7	1.0	17.0	-15.4
pair	MACD	MACDhist	pos-pos	42	45.2	15.7	59.5	0.9	1.7	1.0	17.0	-15.4
pair	LWTI	MACDhist	neg-neg	12	12.9	15.6	50.0	0.6	1.4	1.1	29.4	-14.8
pair	LWTI	RSmean	pos-neg	12	12.9	15.6	50.0	0.6	1.4	1.1	29.4	-14.8
pair	RSmean	LWTI	pos-neg	12	12.9	15.6	50.0	0.6	1.4	1.1	29.4	-14.8
pair	MACDhist	LWTI	neg-neg	12	12.9	15.6	50.0	0.6	1.4	1.1	29.4	-14.8
single	LWTI	LWTI	neg-neg	12	12.9	15.6	50.0	0.6	1.4	1.1	29.4	-14.8
pair	LWTI	RSI	pos-pos	73	78.5	15.4	63.0	0.8	1.2	0.6	19.8	-26.9
pair	RSI	LWTI	pos-pos	73	78.5	15.4	63.0	0.8	1.2	0.6	19.8	-26.9
pair	LWTI	SLmean	pos-neg	5	5.4	15.0	40.0	0.6	1.6	4.8	26.2	-3.1
pair	SLmean	LWTI	pos-neg	5	5.4	15.0	40.0	0.6	1.6	4.8	26.2	-3.1
single	MACD	MACD	pos-pos	58	62.4	14.2	58.6	0.8	1.3	0.4	19.4	-36.4
pair	RSI	MACDhist	pos-neg	32	34.4	14.2	65.6	0.7	1.0	0.7	23.4	-21.7
pair	MACD	RSmean	pos-pos	58	62.4	14.2	58.6	0.8	1.3	0.4	19.4	-36.4
pair	RSmean	MACD	pos-pos	58	62.4	14.2	58.6	0.8	1.3	0.4	19.4	-36.4
pair	MACDhist	RSI	pos-neg	32	34.4	14.2	65.6	0.7	1.0	0.7	23.4	-21.7
pair	SLmean	MACDhist	pos-pos	39	41.9	13.9	59.0	0.9	1.5	1.0	16.3	-13.5
pair	MACDhist	SLmean	pos-pos	39	41.9	13.9	59.0	0.9	1.5	1.0	16.3	-13.5
pair	MRmean	LWTI	neg-neg	9	9.7	13.9	55.6	0.6	1.7	0.9	32.3	-14.8
pair	LWTI	MRmean	neg-neg	9	9.7	13.9	55.6	0.6	1.7	0.9	32.3	-14.8
pair	RSI	MACD	neg-pos	21	22.6	13.4	66.7	0.7	1.0	0.9	22.4	-15.5
pair	MACD	RSI	neg-pos	21	22.6	13.4	66.7	0.7	1.0	0.9	22.4	-15.5
pair	RSI	LWTI	neg-neg	10	10.8	10.7	50.0	0.5	1.1	0.7	30.6	-14.8
pair	RSIhist	SLmean	neg-pos	6	6.5	10.7	66.7	0.6	0.7	1.1	22.4	-9.7
pair	SLmean	RSIhist	neg-pos	6	6.5	10.7	66.7	0.6	0.7	1.1	22.4	-9.7
pair	LWTI	RSI	neg-neg	10	10.8	10.7	50.0	0.5	1.1	0.7	30.6	-14.8
pair	RSI	RSmean	neg-pos	8	8.6	10.6	75.0	0.5	2.3	0.8	27.8	-13.5
pair	RSmean	RSI	neg-pos	8	8.6	10.6	75.0	0.5	2.3	0.8	27.8	-13.5
pair	SLmean	RSmean	neg-pos	19	20.4	10.5	57.9	0.5	1.0	0.3	30.5	-33.2
pair	RSmean	SLmean	neg-pos	19	20.4	10.5	57.9	0.5	1.0	0.3	30.5	-33.2
pair	MACDhist	MACD	pos-neg	16	17.2	10.3	56.2	0.5	0.8	0.4	25.1	-27.5
pair	MACD	RSIhist	neg-neg	16	17.2	10.3	62.5	0.5	1.0	0.6	31.3	-18.4
pair	RSIhist	MACD	neg-neg	16	17.2	10.3	62.5	0.5	1.0	0.6	31.3	-18.4
pair	MACD	MACDhist	pos-neg	16	17.2	10.3	56.2	0.5	0.8	0.4	25.1	-27.5
single	SLmean	SLmean	neg-neg	32	34.4	9.7	62.5	0.5	0.9	0.3	28.2	-33.2
pair	RSIhist	SLmean	neg-neg	26	28.0	9.5	61.5	0.5	0.9	0.3	29.8	-33.2
pair	SLmean	RSIhist	neg-neg	26	28.0	9.5	61.5	0.5	0.9	0.3	29.8	-33.2
pair	RSmean	MRmean	neg-neg	13	14.0	8.5	69.2	0.4	0.6	0.5	25.6	-18.4
pair	MRmean	RSmean	neg-neg	13	14.0	8.5	69.2	0.4	0.6	0.5	25.6	-18.4
pair	SLmean	RSmean	neg-neg	13	14.0	8.5	69.2	0.4	0.6	0.5	25.6	-18.4
pair	RSmean	SLmean	neg-neg	13	14.0	8.5	69.2	0.4	0.6	0.5	25.6	-18.4
pair	LWTI	SLmean	neg-pos	25	26.9	8.0	64.0	0.4	0.7	0.3	27.3	-23.3
pair	SLmean	LWTI	neg-pos	25	26.9	8.0	64.0	0.4	0.7	0.3	27.3	-23.3
pair	SLmean	MRmean	neg-pos	2	2.2	6.6	50.0	0.3	0.0	0.0	39.9	0.0
pair	MRmean	SLmean	neg-pos	2	2.2	6.6	50.0	0.3	0.0	0.0	39.9	0.0
pair	MACDhist	RSIhist	pos-neg	8	8.6	5.1	62.5	0.3	0.5	0.5	24.3	-9.5
pair	RSIhist	MACDhist	pos-neg	8	8.6	5.1	62.5	0.3	0.5	0.5	24.3	-9.5
single	MRmean	MRmean	neg-neg	28	30.1	4.3	60.7	0.3	0.6	0.1	28.5	-33.2
pair	RSmean	RSIhist	neg-neg	9	9.7	4.2	66.7	0.3	0.3	0.2	26.4	-18.4
pair	RSIhist	RSmean	neg-neg	9	9.7	4.2	66.7	0.3	0.3	0.2	26.4	-18.4
pair	SLmean	MRmean	neg-neg	26	28.0	4.1	61.5	0.3	0.5	0.1	28.5	-33.2
pair	MRmean	SLmean	neg-neg	26	28.0	4.1	61.5	0.3	0.5	0.1	28.5	-33.2
pair	MACDhist	SLmean	neg-neg	28	30.1	3.9	60.7	0.3	0.5	0.1	28.8	-33.2
pair	SLmean	MACDhist	neg-neg	28	30.1	3.9	60.7	0.3	0.5	0.1	28.8	-33.2
pair	MACDhist	MRmean	neg-neg	27	29.0	3.8	59.3	0.3	0.5	0.1	29.1	-33.2
pair	MRmean	MACDhist	neg-neg	27	29.0	3.8	59.3	0.3	0.5	0.1	29.1	-33.2
pair	MRmean	RSIhist	pos-neg	9	9.7	1.8	55.6	0.2	0.3	0.2	27.8	-9.5
pair	RSIhist	LWTI	neg-neg	8	8.6	1.8	50.0	0.2	0.6	0.1	32.9	-14.8
pair	LWTI	RSIhist	neg-neg	8	8.6	1.8	50.0	0.2	0.6	0.1	32.9	-14.8
pair	RSIhist	MRmean	pos-neg	9	9.7	1.8	55.6	0.2	0.3	0.2	27.8	-9.5
pair	RSmean	MRmean	neg-pos	15	16.1	0.8	53.3	0.2	0.4	0.0	31.7	-33.2
pair	MRmean	RSmean	neg-pos	15	16.1	0.8	53.3	0.2	0.4	0.0	31.7	-33.2
pair	MRmean	LWTI	neg-pos	19	20.4	0.0	63.2	0.1	0.2	0.0	27.4	-21.1
pair	LWTI	MRmean	neg-pos	19	20.4	0.0	63.2	0.1	0.2	0.0	27.4	-21.1
pair	SLmean	RSI	pos-neg	3	3.2	-1.0	33.3	0.1	0.1	-0.8	28.5	-1.3
pair	RSI	SLmean	pos-neg	3	3.2	-1.0	33.3	0.1	0.1	-0.8	28.5	-1.3
single	RSIhist	RSIhist	neg-neg	32	34.4	-1.2	56.2	0.1	0.2	-0.0	28.3	-39.6
pair	RSIhist	LWTI	neg-pos	24	25.8	-2.1	58.3	0.1	0.1	-0.1	27.4	-28.6
pair	LWTI	RSIhist	neg-pos	24	25.8	-2.1	58.3	0.1	0.1	-0.1	27.4	-28.6
pair	RSIhist	MRmean	neg-neg	23	24.7	-2.3	56.5	0.1	0.1	-0.1	29.2	-33.2
pair	MRmean	RSIhist	neg-neg	23	24.7	-2.3	56.5	0.1	0.1	-0.1	29.2	-33.2
pair	MACDhist	RSIhist	neg-neg	24	25.8	-3.2	54.2	0.0	0.1	-0.1	30.0	-33.2
pair	RSIhist	MACDhist	neg-neg	24	25.8	-3.2	54.2	0.0	0.1	-0.1	30.0	-33.2
pair	RSmean	RSIhist	pos-neg	23	24.7	-3.2	52.2	0.0	0.1	-0.1	29.6	-39.6
pair	RSIhist	RSmean	pos-neg	23	24.7	-3.2	52.2	0.0	0.1	-0.1	29.6	-39.6
pair	SLmean	MACD	neg-pos	12	12.9	-3.8	50.0	-0.0	-0.0	-0.1	27.6	-27.5
pair	MACD	SLmean	neg-pos	12	12.9	-3.8	50.0	-0.0	-0.0	-0.1	27.6	-27.5
pair	RSI	SLmean	neg-pos	17	18.3	-4.2	64.7	-0.0	-0.1	-0.1	27.5	-29.0
pair	SLmean	RSI	neg-pos	17	18.3	-4.2	64.7	-0.0	-0.1	-0.1	27.5	-29.0
pair	MACD	RSIhist	pos-neg	16	17.2	-11.5	50.0	-0.3	-0.6	-0.3	25.6	-34.4
pair	RSIhist	MACD	pos-neg	16	17.2	-11.5	50.0	-0.3	-0.6	-0.3	25.6	-34.4
pair	RSI	MRmean	pos-neg	1	1.1	-14.7	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	pos-neg	1	1.1	-14.7	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	pos-neg	3	3.2	-17.4	33.3	-0.6	-1.6	-4.4	29.2	-4.0
pair	MACD	LWTI	pos-neg	3	3.2	-17.4	33.3	-0.6	-1.6	-4.4	29.2	-4.0
pair	RSIhist	RSI	pos-neg	16	17.2	-17.9	56.2	-0.6	-1.1	-0.5	26.9	-38.7
pair	RSI	RSIhist	pos-neg	16	17.2	-17.9	56.2	-0.6	-1.1	-0.5	26.9	-38.7
pair	RSI	MACD	pos-neg	4	4.3	-19.4	25.0	-0.8	-1.9	-2.4	23.9	-8.1
pair	MACD	RSI	pos-neg	4	4.3	-19.4	25.0	-0.8	-1.9	-2.4	23.9	-8.1
pair	RSI	MRmean	neg-pos	11	11.8	-21.3	63.6	-0.8	-2.0	-0.9	26.6	-24.8
pair	MRmean	RSI	neg-pos	11	11.8	-21.3	63.6	-0.8	-2.0	-0.9	26.6	-24.8
pair	MACD	MRmean	neg-pos	8	8.6	-33.4	37.5	-1.6	-2.5	-1.5	23.3	-22.7
pair	MRmean	MACD	neg-pos	8	8.6	-33.4	37.5	-1.6	-2.5	-1.5	23.3	-22.7
pair	RSIhist	SLmean	pos-neg	6	6.5	-36.6	33.3	-2.6	-3.2	-1.7	16.5	-21.8
pair	SLmean	RSIhist	pos-neg	6	6.5	-36.6	33.3	-2.6	-3.2	-1.7	16.5	-21.8

All Contingency Tables for AIQ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 22.1% \| Win 61% Sharpe 1.27 \| Sortino 2.45 \| Calmar 1.3 Vol 17% \| MDD -17.3% Months 59M (63%)	CAGR 37.5% \| Win 67% Sharpe 1.25 \| Sortino 2.31 \| Calmar 4.1 Vol 28% \| MDD -9.1% Months 6M (6%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 6.6% \| Win 50% Sharpe 0.26 \| Sortino 0.00 \| Calmar 0.0 Vol 40% \| MDD 0.0% Months 2M (2%)	CAGR 4.1% \| Win 62% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 26M (28%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
SLmean only	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 21.8% \| Win 61% Sharpe 1.20 \| Sortino 2.29 \| Calmar 1.4 Vol 18% \| MDD -15.5% Months 64M (69%)	CAGR 187.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 0.8% \| Win 53% Sharpe 0.17 \| Sortino 0.40 \| Calmar 0.0 Vol 32% \| MDD -33.2% Months 15M (16%)	CAGR 8.5% \| Win 69% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.5 Vol 26% \| MDD -18.4% Months 13M (14%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
RSmean only	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 24.5% \| Win 62% Sharpe 1.33 \| Sortino 2.67 \| Calmar 1.6 Vol 18% \| MDD -15.4% Months 50M (54%)	CAGR 19.9% \| Win 60% Sharpe 1.02 \| Sortino 1.77 \| Calmar 1.3 Vol 20% \| MDD -15.5% Months 15M (16%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR -33.4% \| Win 38% Sharpe -1.61 \| Sortino -2.45 \| Calmar -1.5 Vol 23% \| MDD -22.7% Months 8M (9%)	CAGR 24.8% \| Win 70% Sharpe 0.91 \| Sortino 1.77 \| Calmar 1.4 Vol 29% \| MDD -18.4% Months 20M (22%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
MACD only	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 24.1% \| Win 62% Sharpe 1.29 \| Sortino 2.48 \| Calmar 1.6 Vol 18% \| MDD -15.5% Months 64M (69%)	CAGR -14.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR -21.3% \| Win 64% Sharpe -0.77 \| Sortino -1.97 \| Calmar -0.9 Vol 27% \| MDD -24.8% Months 11M (12%)	CAGR 25.2% \| Win 59% Sharpe 0.91 \| Sortino 1.95 \| Calmar 1.4 Vol 29% \| MDD -17.4% Months 17M (18%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
RSI only	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.5% \| Win 60% Sharpe 1.02 \| Sortino 1.92 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 42M (45%)	CAGR 34.9% \| Win 65% Sharpe 1.65 \| Sortino 3.15 \| Calmar 2.3 Vol 19% \| MDD -15.5% Months 23M (25%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 17.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.54 \| Calmar 0.1 Vol 29% \| MDD -33.2% Months 27M (29%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 27.3% \| Win 62% Sharpe 1.58 \| Sortino 3.76 \| Calmar 2.3 Vol 16% \| MDD -11.7% Months 56M (60%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.2 Vol 28% \| MDD -9.5% Months 9M (10%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 41.2% \| Win 80% Sharpe 1.43 \| Sortino 0.00 \| Calmar 4.2 Vol 26% \| MDD -9.7% Months 5M (5%)	CAGR -2.3% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.1 Vol 29% \| MDD -33.2% Months 23M (25%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 23.5% \| Win 63% Sharpe 1.27 \| Sortino 2.38 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 62M (67%)	CAGR 20.9% \| Win 33% Sharpe 0.88 \| Sortino 4.83 \| Calmar 6.8 Vol 24% \| MDD -3.1% Months 3M (3%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 0.0% \| Win 63% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 27% \| MDD -21.1% Months 19M (20%)	CAGR 13.9% \| Win 56% Sharpe 0.55 \| Sortino 1.72 \| Calmar 0.9 Vol 32% \| MDD -14.8% Months 9M (10%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 19.8% \| Win 60% Sharpe 1.14 \| Sortino 2.17 \| Calmar 0.9 Vol 17% \| MDD -20.9% Months 60M (64%)	CAGR 187.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR 10.5% \| Win 58% Sharpe 0.47 \| Sortino 1.01 \| Calmar 0.3 Vol 30% \| MDD -33.2% Months 19M (20%)	CAGR 8.5% \| Win 69% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.5 Vol 26% \| MDD -18.4% Months 13M (14%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
RSmean only	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 19.4% \| Win 61% Sharpe 1.14 \| Sortino 2.11 \| Calmar 1.2 Vol 17% \| MDD -16.8% Months 46M (50%)	CAGR 28.3% \| Win 60% Sharpe 1.35 \| Sortino 2.81 \| Calmar 3.3 Vol 20% \| MDD -8.5% Months 15M (16%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR -3.8% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 28% \| MDD -27.5% Months 12M (13%)	CAGR 18.7% \| Win 70% Sharpe 0.73 \| Sortino 1.43 \| Calmar 1.0 Vol 29% \| MDD -18.4% Months 20M (22%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
MACD only	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 22.8% \| Win 62% Sharpe 1.30 \| Sortino 2.50 \| Calmar 1.4 Vol 17% \| MDD -16.2% Months 58M (62%)	CAGR -1.0% \| Win 33% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.8 Vol 28% \| MDD -1.3% Months 3M (3%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR -4.2% \| Win 65% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -29.0% Months 17M (18%)	CAGR 27.9% \| Win 60% Sharpe 0.98 \| Sortino 1.94 \| Calmar 1.6 Vol 29% \| MDD -17.4% Months 15M (16%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
RSI only	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.9% \| Win 59% Sharpe 0.88 \| Sortino 1.50 \| Calmar 1.0 Vol 16% \| MDD -13.5% Months 39M (42%)	CAGR 36.4% \| Win 64% Sharpe 1.72 \| Sortino 3.85 \| Calmar 4.3 Vol 19% \| MDD -8.5% Months 22M (24%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR 60.4% \| Win 75% Sharpe 2.08 \| Sortino 0.00 \| Calmar 21.7 Vol 24% \| MDD -2.8% Months 4M (4%)	CAGR 3.9% \| Win 61% Sharpe 0.27 \| Sortino 0.54 \| Calmar 0.1 Vol 29% \| MDD -33.2% Months 28M (30%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 30.5% \| Win 64% Sharpe 1.71 \| Sortino 4.03 \| Calmar 3.3 Vol 16% \| MDD -9.2% Months 55M (59%)	CAGR -36.6% \| Win 33% Sharpe -2.64 \| Sortino -3.17 \| Calmar -1.7 Vol 16% \| MDD -21.8% Months 6M (6%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR 10.7% \| Win 67% Sharpe 0.55 \| Sortino 0.72 \| Calmar 1.1 Vol 22% \| MDD -9.7% Months 6M (6%)	CAGR 9.5% \| Win 62% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 30% \| MDD -33.2% Months 26M (28%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 22.1% \| Win 62% Sharpe 1.28 \| Sortino 2.37 \| Calmar 1.6 Vol 17% \| MDD -13.5% Months 56M (60%)	CAGR 15.0% \| Win 40% Sharpe 0.64 \| Sortino 1.58 \| Calmar 4.8 Vol 26% \| MDD -3.1% Months 5M (5%)	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)
SLmean neg	CAGR 8.0% \| Win 64% Sharpe 0.41 \| Sortino 0.70 \| Calmar 0.3 Vol 27% \| MDD -23.3% Months 25M (27%)	CAGR 16.1% \| Win 57% Sharpe 0.59 \| Sortino 1.57 \| Calmar 1.1 Vol 34% \| MDD -14.8% Months 7M (8%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)	CAGR 27.1% \| Win 62% Sharpe 1.07 \| Sortino 2.07 \| Calmar 1.8 Vol 25% \| MDD -15.5% Months 21M (23%)	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)
RSmean neg	-	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)
MACD only	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 16.8% \| Win 61% Sharpe 0.91 \| Sortino 1.49 \| Calmar 0.6 Vol 19% \| MDD -29.2% Months 67M (72%)	CAGR 21.7% \| Win 50% Sharpe 0.78 \| Sortino 1.83 \| Calmar 1.2 Vol 31% \| MDD -17.4% Months 12M (13%)	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)
RSmean neg	CAGR 10.6% \| Win 75% Sharpe 0.49 \| Sortino 2.31 \| Calmar 0.8 Vol 28% \| MDD -13.5% Months 8M (9%)	CAGR 24.4% \| Win 67% Sharpe 0.97 \| Sortino 1.14 \| Calmar 2.7 Vol 25% \| MDD -9.0% Months 6M (6%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)
RSI only	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.4% \| Win 58% Sharpe 0.76 \| Sortino 1.41 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 36M (39%)	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)
RSmean neg	-	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 27.2% \| Win 62% Sharpe 1.58 \| Sortino 3.75 \| Calmar 2.3 Vol 16% \| MDD -11.7% Months 56M (60%)	CAGR -3.2% \| Win 52% Sharpe 0.03 \| Sortino 0.07 \| Calmar -0.1 Vol 30% \| MDD -39.6% Months 23M (25%)	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)
RSmean neg	CAGR 41.7% \| Win 80% Sharpe 1.44 \| Sortino 0.00 \| Calmar 4.3 Vol 27% \| MDD -9.7% Months 5M (5%)	CAGR 4.2% \| Win 67% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.2 Vol 26% \| MDD -18.4% Months 9M (10%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 17.8% \| Win 61% Sharpe 0.94 \| Sortino 1.57 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 67M (72%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)
RSmean neg	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)	-	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 17.2% \| Win 61% Sharpe 0.93 \| Sortino 1.49 \| Calmar 0.5 Vol 19% \| MDD -31.6% Months 54M (58%)	CAGR -19.4% \| Win 25% Sharpe -0.81 \| Sortino -1.87 \| Calmar -2.4 Vol 24% \| MDD -8.1% Months 4M (4%)	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)
MACD neg	CAGR 13.4% \| Win 67% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.9 Vol 22% \| MDD -15.5% Months 21M (23%)	CAGR 38.1% \| Win 64% Sharpe 1.25 \| Sortino 2.19 \| Calmar 3.4 Vol 29% \| MDD -11.3% Months 14M (15%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)
RSI only	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.7% \| Win 60% Sharpe 0.94 \| Sortino 1.74 \| Calmar 1.0 Vol 17% \| MDD -15.4% Months 42M (45%)	CAGR 10.3% \| Win 56% Sharpe 0.51 \| Sortino 0.85 \| Calmar 0.4 Vol 25% \| MDD -27.5% Months 16M (17%)	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)
MACD neg	CAGR 128.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 20.5% \| Win 65% Sharpe 0.86 \| Sortino 1.49 \| Calmar 1.1 Vol 25% \| MDD -18.4% Months 34M (37%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 25.8% \| Win 62% Sharpe 1.53 \| Sortino 3.73 \| Calmar 2.2 Vol 16% \| MDD -11.7% Months 42M (45%)	CAGR -11.5% \| Win 50% Sharpe -0.35 \| Sortino -0.61 \| Calmar -0.3 Vol 26% \| MDD -34.4% Months 16M (17%)	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)
MACD neg	CAGR 34.2% \| Win 68% Sharpe 1.63 \| Sortino 2.62 \| Calmar 3.5 Vol 19% \| MDD -9.7% Months 19M (20%)	CAGR 10.3% \| Win 62% Sharpe 0.46 \| Sortino 0.97 \| Calmar 0.6 Vol 31% \| MDD -18.4% Months 16M (17%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 16.2% \| Win 60% Sharpe 0.89 \| Sortino 1.45 \| Calmar 0.5 Vol 19% \| MDD -33.2% Months 55M (59%)	CAGR -17.4% \| Win 33% Sharpe -0.56 \| Sortino -1.60 \| Calmar -4.4 Vol 29% \| MDD -4.0% Months 3M (3%)	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)
MACD neg	CAGR 20.5% \| Win 69% Sharpe 0.90 \| Sortino 1.40 \| Calmar 1.1 Vol 24% \| MDD -18.4% Months 26M (28%)	CAGR 29.4% \| Win 56% Sharpe 0.99 \| Sortino 1.95 \| Calmar 4.0 Vol 30% \| MDD -7.3% Months 9M (10%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 14.2% \| Win 66% Sharpe 0.68 \| Sortino 1.04 \| Calmar 0.7 Vol 23% \| MDD -21.7% Months 32M (34%)	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)
RSI neg	-	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 27.5% \| Win 64% Sharpe 1.54 \| Sortino 3.07 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 59M (63%)	CAGR -17.9% \| Win 56% Sharpe -0.60 \| Sortino -1.06 \| Calmar -0.5 Vol 27% \| MDD -38.7% Months 16M (17%)	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)
RSI neg	CAGR 54.9% \| Win 50% Sharpe 1.82 \| Sortino 0.00 \| Calmar 0.0 Vol 25% \| MDD 0.0% Months 2M (2%)	CAGR 19.0% \| Win 56% Sharpe 0.73 \| Sortino 1.57 \| Calmar 1.1 Vol 30% \| MDD -17.4% Months 16M (17%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 15.4% \| Win 63% Sharpe 0.83 \| Sortino 1.25 \| Calmar 0.6 Vol 20% \| MDD -26.9% Months 73M (78%)	CAGR 44.0% \| Win 50% Sharpe 1.26 \| Sortino 0.00 \| Calmar 0.0 Vol 31% \| MDD 0.0% Months 2M (2%)	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)
RSI neg	CAGR 39.2% \| Win 62% Sharpe 1.35 \| Sortino 2.31 \| Calmar 4.4 Vol 27% \| MDD -9.0% Months 8M (9%)	CAGR 10.7% \| Win 50% Sharpe 0.47 \| Sortino 1.08 \| Calmar 0.7 Vol 31% \| MDD -14.8% Months 10M (11%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 20.6% \| Win 60% Sharpe 1.30 \| Sortino 2.89 \| Calmar 1.8 Vol 15% \| MDD -11.7% Months 35M (38%)	CAGR 5.1% \| Win 62% Sharpe 0.31 \| Sortino 0.46 \| Calmar 0.5 Vol 24% \| MDD -9.5% Months 8M (9%)	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)
MACDhist neg	CAGR 39.6% \| Win 69% Sharpe 1.88 \| Sortino 3.30 \| Calmar 4.1 Vol 19% \| MDD -9.7% Months 26M (28%)	CAGR -3.2% \| Win 54% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 30% \| MDD -33.2% Months 24M (26%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)
RSIhist only	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	-	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)
MACDhist neg	CAGR 17.6% \| Win 66% Sharpe 0.80 \| Sortino 1.22 \| Calmar 0.8 Vol 24% \| MDD -21.1% Months 38M (41%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 27.0% \| Win 65% Sharpe 1.53 \| Sortino 2.94 \| Calmar 2.3 Vol 17% \| MDD -11.7% Months 57M (61%)	CAGR 49.3% \| Win 50% Sharpe 1.84 \| Sortino 9.83 \| Calmar 16.0 Vol 23% \| MDD -3.1% Months 4M (4%)	CAGR 28.4% \| Win 64% Sharpe 1.57 \| Sortino 3.18 \| Calmar 2.4 Vol 17% \| MDD -11.7% Months 61M (66%)
RSIhist neg	CAGR -2.1% \| Win 58% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 27% \| MDD -28.6% Months 24M (26%)	CAGR 1.8% \| Win 50% Sharpe 0.20 \| Sortino 0.62 \| Calmar 0.1 Vol 33% \| MDD -14.8% Months 8M (9%)	CAGR -1.2% \| Win 56% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -39.6% Months 32M (34%)
LWTI only	CAGR 17.6% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 20% \| MDD -28.6% Months 81M (87%)	CAGR 15.6% \| Win 50% Sharpe 0.63 \| Sortino 1.45 \| Calmar 1.1 Vol 29% \| MDD -14.8% Months 12M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 22.1% \| Win 61% Sharpe 1.27 \| Sortino 2.45 \| Calmar 1.3 Vol 17% \| MDD -17.3% Months 59M (63%)	CAGR 37.5% \| Win 67% Sharpe 1.25 \| Sortino 2.31 \| Calmar 4.1 Vol 28% \| MDD -9.1% Months 6M (6%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 6.6% \| Win 50% Sharpe 0.26 \| Sortino 0.00 \| Calmar 0.0 Vol 40% \| MDD 0.0% Months 2M (2%)	CAGR 4.1% \| Win 62% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 26M (28%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
SLmean only	CAGR 21.5% \| Win 61% Sharpe 1.21 \| Sortino 2.33 \| Calmar 1.0 Vol 18% \| MDD -20.9% Months 61M (66%)	CAGR 9.7% \| Win 62% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 32M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 21.8% \| Win 61% Sharpe 1.20 \| Sortino 2.29 \| Calmar 1.4 Vol 18% \| MDD -15.5% Months 64M (69%)	CAGR 187.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 0.8% \| Win 53% Sharpe 0.17 \| Sortino 0.40 \| Calmar 0.0 Vol 32% \| MDD -33.2% Months 15M (16%)	CAGR 8.5% \| Win 69% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.5 Vol 26% \| MDD -18.4% Months 13M (14%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
RSmean only	CAGR 17.5% \| Win 60% Sharpe 0.88 \| Sortino 1.54 \| Calmar 0.4 Vol 21% \| MDD -39.6% Months 79M (85%)	CAGR 16.3% \| Win 71% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.9 Vol 26% \| MDD -18.4% Months 14M (15%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 24.5% \| Win 62% Sharpe 1.33 \| Sortino 2.67 \| Calmar 1.6 Vol 18% \| MDD -15.4% Months 50M (54%)	CAGR 19.9% \| Win 60% Sharpe 1.02 \| Sortino 1.77 \| Calmar 1.3 Vol 20% \| MDD -15.5% Months 15M (16%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR -33.4% \| Win 38% Sharpe -1.61 \| Sortino -2.45 \| Calmar -1.5 Vol 23% \| MDD -22.7% Months 8M (9%)	CAGR 24.8% \| Win 70% Sharpe 0.91 \| Sortino 1.77 \| Calmar 1.4 Vol 29% \| MDD -18.4% Months 20M (22%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
MACD only	CAGR 14.2% \| Win 59% Sharpe 0.78 \| Sortino 1.32 \| Calmar 0.4 Vol 19% \| MDD -36.4% Months 58M (62%)	CAGR 22.7% \| Win 66% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 25% \| MDD -18.4% Months 35M (38%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 24.1% \| Win 62% Sharpe 1.29 \| Sortino 2.48 \| Calmar 1.6 Vol 18% \| MDD -15.5% Months 64M (69%)	CAGR -14.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR -21.3% \| Win 64% Sharpe -0.77 \| Sortino -1.97 \| Calmar -0.9 Vol 27% \| MDD -24.8% Months 11M (12%)	CAGR 25.2% \| Win 59% Sharpe 0.91 \| Sortino 1.95 \| Calmar 1.4 Vol 29% \| MDD -17.4% Months 17M (18%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
RSI only	CAGR 16.1% \| Win 63% Sharpe 0.85 \| Sortino 1.32 \| Calmar 0.6 Vol 20% \| MDD -29.2% Months 75M (81%)	CAGR 22.6% \| Win 56% Sharpe 0.85 \| Sortino 1.74 \| Calmar 1.3 Vol 28% \| MDD -17.4% Months 18M (19%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.5% \| Win 60% Sharpe 1.02 \| Sortino 1.92 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 42M (45%)	CAGR 34.9% \| Win 65% Sharpe 1.65 \| Sortino 3.15 \| Calmar 2.3 Vol 19% \| MDD -15.5% Months 23M (25%)	CAGR 23.4% \| Win 62% Sharpe 1.26 \| Sortino 2.44 \| Calmar 1.5 Vol 18% \| MDD -15.5% Months 65M (70%)
MRmean neg	CAGR 17.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.54 \| Calmar 0.1 Vol 29% \| MDD -33.2% Months 27M (29%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -33.2% Months 28M (30%)
MACDhist only	CAGR 17.5% \| Win 60% Sharpe 1.03 \| Sortino 1.91 \| Calmar 1.5 Vol 17% \| MDD -11.7% Months 43M (46%)	CAGR 17.1% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 0.5 Vol 25% \| MDD -33.2% Months 50M (54%)