AMLP - Alerian MLP ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

57.5%

Best CAGR

Total Months

6.3%

Avg CAGR

AMLP 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 AMLP

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	SLmean	pos-neg	13	6.7	57.5	76.9	2.8	12.7	13.7	16.7	-4.2
pair	SLmean	MRmean	pos-neg	13	6.7	57.5	76.9	2.8	12.7	13.7	16.7	-4.2
pair	MACD	RSmean	neg-pos	3	1.5	45.5	66.7	2.8	0.0	33.9	14.0	-1.3
pair	RSmean	MACD	neg-pos	3	1.5	45.5	66.7	2.8	0.0	33.9	14.0	-1.3
pair	SLmean	MRmean	neg-pos	4	2.1	42.4	75.0	1.8	0.0	7.5	20.8	-5.6
pair	MRmean	SLmean	neg-pos	4	2.1	42.4	75.0	1.8	0.0	7.5	20.8	-5.6
pair	MACDhist	LWTI	pos-neg	5	2.6	31.8	60.0	1.7	3.8	8.8	17.1	-3.6
pair	LWTI	MACDhist	pos-neg	5	2.6	31.8	60.0	1.7	3.8	8.8	17.1	-3.6
pair	SLmean	RSI	neg-pos	34	17.5	29.6	67.6	1.8	4.8	2.9	15.3	-10.1
pair	RSI	SLmean	neg-pos	34	17.5	29.6	67.6	1.8	4.8	2.9	15.3	-10.1
pair	LWTI	SLmean	pos-neg	15	7.7	28.5	73.3	1.6	1.9	2.9	16.8	-9.7
pair	SLmean	LWTI	pos-neg	15	7.7	28.5	73.3	1.6	1.9	2.9	16.8	-9.7
pair	RSIhist	MRmean	pos-neg	33	17.0	26.8	66.7	1.6	5.3	3.0	15.5	-9.1
pair	MRmean	RSIhist	pos-neg	33	17.0	26.8	66.7	1.6	5.3	3.0	15.5	-9.1
pair	RSIhist	MRmean	neg-pos	4	2.1	24.2	75.0	1.0	0.0	3.0	24.3	-8.0
pair	MRmean	RSIhist	neg-pos	4	2.1	24.2	75.0	1.0	0.0	3.0	24.3	-8.0
pair	MACD	SLmean	neg-pos	23	11.9	23.8	60.9	1.1	1.7	0.9	21.5	-26.4
pair	SLmean	MACD	neg-pos	23	11.9	23.8	60.9	1.1	1.7	0.9	21.5	-26.4
pair	RSI	SLmean	pos-neg	20	10.3	22.3	75.0	1.4	1.8	2.3	15.7	-9.7
pair	SLmean	RSI	pos-neg	20	10.3	22.3	75.0	1.4	1.8	2.3	15.7	-9.7
pair	RSI	RSIhist	pos-neg	54	27.8	22.0	64.8	1.4	3.9	1.5	14.6	-14.6
pair	RSIhist	RSI	pos-neg	54	27.8	22.0	64.8	1.4	3.9	1.5	14.6	-14.6
pair	RSI	RSIhist	neg-pos	20	10.3	19.0	75.0	1.1	1.4	1.9	16.3	-9.7
pair	RSIhist	RSI	neg-pos	20	10.3	19.0	75.0	1.1	1.4	1.9	16.3	-9.7
pair	RSmean	SLmean	neg-neg	15	7.7	18.8	73.3	2.1	4.1	4.9	8.4	-3.8
pair	SLmean	RSmean	neg-neg	15	7.7	18.8	73.3	2.1	4.1	4.9	8.4	-3.8
pair	MACD	RSIhist	pos-neg	36	18.6	18.8	55.6	1.0	1.7	0.6	19.3	-30.1
pair	RSIhist	MACD	pos-neg	36	18.6	18.8	55.6	1.0	1.7	0.6	19.3	-30.1
pair	RSI	RSmean	neg-neg	3	1.5	18.7	100.0	3.0	0.0	0.0	5.7	0.0
pair	RSmean	RSI	neg-neg	3	1.5	18.7	100.0	3.0	0.0	0.0	5.7	0.0
pair	MRmean	RSI	pos-neg	16	8.2	17.7	75.0	1.2	1.3	1.3	14.8	-13.5
pair	RSI	MRmean	pos-neg	16	8.2	17.7	75.0	1.2	1.3	1.3	14.8	-13.5
pair	RSIhist	MACDhist	pos-neg	26	13.4	16.6	57.7	0.9	1.9	0.6	20.0	-28.0
pair	MACDhist	RSIhist	pos-neg	26	13.4	16.6	57.7	0.9	1.9	0.6	20.0	-28.0
pair	RSmean	MRmean	pos-neg	4	2.1	16.5	50.0	1.3	5.7	10.7	12.0	-1.5
pair	MRmean	RSmean	pos-neg	4	2.1	16.5	50.0	1.3	5.7	10.7	12.0	-1.5
pair	RSmean	RSIhist	neg-neg	16	8.2	16.4	68.8	1.8	4.2	4.3	8.5	-3.8
pair	RSIhist	RSmean	neg-neg	16	8.2	16.4	68.8	1.8	4.2	4.3	8.5	-3.8
pair	MACDhist	RSmean	neg-neg	16	8.2	16.3	68.8	1.8	4.2	4.3	8.5	-3.8
pair	RSmean	MACDhist	neg-neg	16	8.2	16.3	68.8	1.8	4.2	4.3	8.5	-3.8
pair	LWTI	RSIhist	pos-neg	15	7.7	15.4	66.7	0.8	1.2	1.2	18.8	-13.0
pair	RSIhist	LWTI	pos-neg	15	7.7	15.4	66.7	0.8	1.2	1.2	18.8	-13.0
pair	MRmean	RSI	neg-pos	21	10.8	14.8	61.9	1.1	2.3	2.4	13.4	-6.1
pair	RSI	MRmean	neg-pos	21	10.8	14.8	61.9	1.1	2.3	2.4	13.4	-6.1
pair	LWTI	MRmean	pos-neg	12	6.2	14.7	66.7	0.9	1.1	1.0	17.1	-15.1
pair	MRmean	LWTI	pos-neg	12	6.2	14.7	66.7	0.9	1.1	1.0	17.1	-15.1
single	RSmean	RSmean	neg-neg	18	9.3	14.6	66.7	1.7	3.8	3.8	8.1	-3.8
pair	RSmean	LWTI	neg-pos	18	9.3	14.6	66.7	1.7	3.8	3.8	8.1	-3.8
pair	LWTI	RSmean	neg-pos	18	9.3	14.6	66.7	1.7	3.8	3.8	8.1	-3.8
pair	MRmean	RSmean	neg-neg	14	7.2	14.1	71.4	1.9	3.1	3.7	7.2	-3.8
pair	RSmean	MRmean	neg-neg	14	7.2	14.1	71.4	1.9	3.1	3.7	7.2	-3.8
pair	MACDhist	MACD	pos-pos	69	35.6	13.9	60.9	0.8	1.3	0.9	17.2	-14.5
pair	MACD	MACDhist	pos-pos	69	35.6	13.9	60.9	0.8	1.3	0.9	17.2	-14.5
pair	RSI	MACD	pos-pos	95	49.0	13.8	60.0	0.9	1.4	0.9	15.9	-15.3
pair	LWTI	MACD	pos-pos	95	49.0	13.8	60.0	0.9	1.4	0.9	15.9	-15.3
pair	RSI	RSmean	neg-pos	15	7.7	13.8	60.0	1.6	3.6	3.4	8.6	-4.0
pair	MACD	RSI	pos-pos	95	49.0	13.8	60.0	0.9	1.4	0.9	15.9	-15.3
pair	RSmean	RSI	neg-pos	15	7.7	13.8	60.0	1.6	3.6	3.4	8.6	-4.0
pair	MACD	LWTI	pos-pos	95	49.0	13.8	60.0	0.9	1.4	0.9	15.9	-15.3
pair	SLmean	LWTI	neg-pos	49	25.3	13.6	61.2	0.8	1.2	0.5	18.8	-29.6
pair	MACD	MRmean	pos-pos	87	44.8	13.6	60.9	0.9	1.3	0.8	15.6	-18.0
pair	MRmean	MACD	pos-pos	87	44.8	13.6	60.9	0.9	1.3	0.8	15.6	-18.0
pair	MACDhist	SLmean	neg-pos	19	9.8	13.6	57.9	0.7	1.4	0.6	20.8	-22.6
pair	LWTI	SLmean	neg-pos	49	25.3	13.6	61.2	0.8	1.2	0.5	18.8	-29.6
pair	SLmean	MACDhist	neg-pos	19	9.8	13.6	57.9	0.7	1.4	0.6	20.8	-22.6
pair	RSIhist	SLmean	pos-neg	23	11.9	13.0	60.9	0.9	2.1	2.3	14.7	-5.6
pair	SLmean	RSIhist	pos-neg	23	11.9	13.0	60.9	0.9	2.1	2.3	14.7	-5.6
pair	MACDhist	MRmean	pos-neg	38	19.6	12.6	68.4	1.0	1.4	1.1	12.2	-11.9
pair	MRmean	MACDhist	pos-neg	38	19.6	12.6	68.4	1.0	1.4	1.1	12.2	-11.9
pair	RSIhist	MACDhist	neg-pos	24	12.4	12.2	70.8	0.9	1.0	1.3	14.5	-9.7
pair	MACDhist	RSIhist	neg-pos	24	12.4	12.2	70.8	0.9	1.0	1.3	14.5	-9.7
pair	MACDhist	RSI	pos-neg	50	25.8	11.9	64.0	1.1	2.1	1.4	10.6	-8.8
pair	RSI	MACDhist	pos-neg	50	25.8	11.9	64.0	1.1	2.1	1.4	10.6	-8.8
pair	RSIhist	SLmean	neg-pos	3	1.5	11.6	66.7	0.5	0.0	1.5	28.8	-8.0
pair	SLmean	RSIhist	neg-pos	3	1.5	11.6	66.7	0.5	0.0	1.5	28.8	-8.0
pair	RSIhist	LWTI	neg-pos	69	35.6	10.9	59.4	0.7	1.1	0.3	17.5	-38.9
pair	LWTI	RSIhist	neg-pos	69	35.6	10.9	59.4	0.7	1.1	0.3	17.5	-38.9
single	MRmean	MRmean	pos-pos	131	67.5	10.7	60.3	0.8	1.1	0.4	15.0	-25.3
single	MACD	MACD	pos-pos	98	50.5	10.6	58.2	0.7	1.0	0.3	16.6	-30.6
pair	RSI	LWTI	pos-pos	136	70.1	10.5	58.8	0.8	1.2	0.4	14.8	-29.4
pair	MRmean	RSmean	pos-pos	127	65.5	10.5	60.6	0.7	1.1	0.4	15.2	-25.5
pair	RSmean	MRmean	pos-pos	127	65.5	10.5	60.6	0.7	1.1	0.4	15.2	-25.5
single	RSI	RSI	pos-pos	136	70.1	10.5	58.8	0.8	1.2	0.4	14.8	-29.4
pair	LWTI	RSI	pos-pos	136	70.1	10.5	58.8	0.8	1.2	0.4	14.8	-29.4
pair	SLmean	MACDhist	pos-neg	37	19.1	10.4	67.6	0.8	1.1	0.8	12.6	-12.7
pair	MACDhist	SLmean	pos-neg	37	19.1	10.4	67.6	0.8	1.1	0.8	12.6	-12.7
pair	MRmean	LWTI	pos-pos	119	61.3	10.3	59.7	0.7	1.1	0.6	14.9	-18.6
pair	LWTI	MRmean	pos-pos	119	61.3	10.3	59.7	0.7	1.1	0.6	14.9	-18.6
pair	RSmean	RSI	pos-pos	121	62.4	10.1	58.7	0.7	1.1	0.3	15.5	-29.3
pair	RSI	RSmean	pos-pos	121	62.4	10.1	58.7	0.7	1.1	0.3	15.5	-29.3
pair	MACDhist	MRmean	pos-pos	93	47.9	9.9	57.0	0.7	1.0	0.5	16.1	-19.6
pair	MRmean	MACDhist	pos-pos	93	47.9	9.9	57.0	0.7	1.0	0.5	16.1	-19.6
pair	MRmean	RSI	pos-pos	115	59.3	9.7	58.3	0.7	1.1	0.4	15.1	-24.8
pair	RSI	MRmean	pos-pos	115	59.3	9.7	58.3	0.7	1.1	0.4	15.1	-24.8
pair	MACDhist	RSI	pos-pos	86	44.3	9.7	55.8	0.6	1.0	0.4	16.9	-23.2
pair	RSI	MACDhist	pos-pos	86	44.3	9.7	55.8	0.6	1.0	0.4	16.9	-23.2
pair	RSmean	MACD	pos-pos	95	49.0	9.6	57.9	0.6	0.9	0.3	16.7	-30.6
pair	MACD	RSmean	pos-pos	95	49.0	9.6	57.9	0.6	0.9	0.3	16.7	-30.6
pair	MACDhist	LWTI	neg-pos	57	29.4	9.4	63.2	0.7	0.9	0.5	14.7	-19.6
pair	LWTI	MACDhist	neg-pos	57	29.4	9.4	63.2	0.7	0.9	0.5	14.7	-19.6
pair	MACD	RSmean	neg-neg	15	7.7	9.3	66.7	1.5	2.2	2.4	6.1	-3.8
pair	RSmean	MACD	neg-neg	15	7.7	9.3	66.7	1.5	2.2	2.4	6.1	-3.8
pair	MACD	SLmean	pos-neg	47	24.2	8.5	61.7	0.6	0.9	0.4	14.6	-22.0
pair	SLmean	MACD	pos-neg	47	24.2	8.5	61.7	0.6	0.9	0.4	14.6	-22.0
pair	SLmean	RSmean	pos-pos	119	61.3	7.8	59.7	0.6	0.8	0.3	14.9	-26.6
pair	RSmean	SLmean	pos-pos	119	61.3	7.8	59.7	0.6	0.8	0.3	14.9	-26.6
pair	MACDhist	RSmean	pos-pos	102	52.6	7.6	55.9	0.5	0.8	0.2	16.7	-36.0
pair	RSmean	MACDhist	pos-pos	102	52.6	7.6	55.9	0.5	0.8	0.2	16.7	-36.0
single	SLmean	SLmean	pos-pos	122	62.9	7.5	59.0	0.6	0.8	0.3	14.7	-26.6
single	LWTI	LWTI	pos-pos	156	80.4	7.5	58.3	0.5	0.8	0.2	15.8	-43.6
single	MACDhist	MACDhist	pos-pos	104	53.6	7.5	55.8	0.5	0.8	0.2	16.5	-35.7
pair	RSIhist	MACD	neg-pos	40	20.6	6.9	57.5	0.5	0.8	0.3	15.6	-21.7
pair	MACD	RSIhist	neg-pos	40	20.6	6.9	57.5	0.5	0.8	0.3	15.6	-21.7
pair	MACD	SLmean	pos-pos	75	38.7	6.8	57.3	0.5	0.7	0.3	14.8	-26.6
pair	SLmean	MACD	pos-pos	75	38.7	6.8	57.3	0.5	0.7	0.3	14.8	-26.6
pair	RSmean	LWTI	pos-pos	138	71.1	6.6	57.2	0.5	0.7	0.1	16.6	-44.0
pair	LWTI	RSmean	pos-pos	138	71.1	6.6	57.2	0.5	0.7	0.1	16.6	-44.0
pair	MRmean	SLmean	pos-pos	118	60.8	6.5	58.5	0.5	0.7	0.2	14.5	-26.6
pair	RSmean	RSIhist	pos-pos	100	51.5	6.5	59.0	0.5	0.7	0.3	15.2	-25.6
pair	RSIhist	RSmean	pos-pos	100	51.5	6.5	59.0	0.5	0.7	0.3	15.2	-25.6
pair	SLmean	MRmean	pos-pos	118	60.8	6.5	58.5	0.5	0.7	0.2	14.5	-26.6
pair	MACDhist	LWTI	pos-pos	99	51.0	6.4	55.6	0.5	0.7	0.2	16.6	-34.2
pair	LWTI	MACDhist	pos-pos	99	51.0	6.4	55.6	0.5	0.7	0.2	16.6	-34.2
single	RSIhist	RSIhist	pos-pos	102	52.6	6.4	58.8	0.5	0.7	0.2	15.1	-25.6
pair	SLmean	MACDhist	pos-pos	85	43.8	6.2	55.3	0.5	0.7	0.2	15.6	-26.6
pair	MACDhist	SLmean	pos-pos	85	43.8	6.2	55.3	0.5	0.7	0.2	15.6	-26.6
pair	RSIhist	SLmean	pos-pos	99	51.0	6.2	58.6	0.5	0.6	0.2	14.7	-25.6
pair	SLmean	RSIhist	pos-pos	99	51.0	6.2	58.6	0.5	0.6	0.2	14.7	-25.6
pair	MACD	RSIhist	pos-pos	62	32.0	6.1	59.7	0.5	0.6	0.2	14.9	-25.6
pair	RSIhist	MACD	pos-pos	62	32.0	6.1	59.7	0.5	0.6	0.2	14.9	-25.6
pair	MRmean	RSIhist	pos-pos	98	50.5	5.7	58.2	0.5	0.6	0.2	14.7	-25.6
pair	RSIhist	MRmean	pos-pos	98	50.5	5.7	58.2	0.5	0.6	0.2	14.7	-25.6
pair	benchmark___benchmark_		benchmark-benchmark	194	100.0	5.7	58.2	0.3	0.4	0.1	25.2	-72.8
pair		benchmark___benchmark_	benchmark-benchmark	194	100.0	5.7	58.2	0.3	0.4	0.1	25.2	-72.8
pair	MACD	LWTI	neg-neg	35	18.0	5.6	62.9	0.4	0.4	0.1	48.6	-48.5
pair	LWTI	MACD	neg-neg	35	18.0	5.6	62.9	0.4	0.4	0.1	48.6	-48.5
pair	MRmean	MACD	pos-neg	44	22.7	5.1	59.1	0.4	0.6	0.2	13.9	-24.9
pair	MACD	MRmean	pos-neg	44	22.7	5.1	59.1	0.4	0.6	0.2	13.9	-24.9
single	RSIhist	RSIhist	neg-neg	92	47.4	5.0	57.6	0.3	0.4	0.1	33.0	-71.7
pair	RSIhist	LWTI	pos-pos	87	44.8	4.9	57.5	0.4	0.5	0.2	14.4	-25.6
pair	LWTI	RSIhist	pos-pos	87	44.8	4.9	57.5	0.4	0.5	0.2	14.4	-25.6
single	RSmean	RSmean	pos-pos	176	90.7	4.9	57.4	0.3	0.4	0.1	26.3	-73.0
pair	LWTI	SLmean	pos-pos	107	55.2	4.8	57.0	0.4	0.6	0.2	14.3	-26.6
pair	SLmean	LWTI	pos-pos	107	55.2	4.8	57.0	0.4	0.6	0.2	14.3	-26.6
pair	RSI	SLmean	pos-pos	102	52.6	4.8	55.9	0.4	0.6	0.2	14.4	-26.6
pair	SLmean	RSI	pos-pos	102	52.6	4.8	55.9	0.4	0.6	0.2	14.4	-26.6
pair	MACDhist	RSIhist	pos-pos	78	40.2	4.7	55.1	0.4	0.5	0.2	15.3	-25.6
pair	RSIhist	MACDhist	pos-pos	78	40.2	4.7	55.1	0.4	0.5	0.2	15.3	-25.6
pair	MACDhist	MACD	neg-neg	61	31.4	3.9	65.6	0.3	0.3	0.1	38.1	-58.6
pair	MACD	MACDhist	neg-neg	61	31.4	3.9	65.6	0.3	0.3	0.1	38.1	-58.6
single	MACDhist	MACDhist	neg-neg	90	46.4	3.7	61.1	0.3	0.3	0.1	32.5	-58.6
pair	RSIhist	RSI	pos-pos	82	42.3	3.5	54.9	0.3	0.4	0.1	14.7	-25.6
pair	RSI	RSIhist	pos-pos	82	42.3	3.5	54.9	0.3	0.4	0.1	14.7	-25.6
pair	MACD	RSI	neg-pos	41	21.1	3.3	56.1	0.3	0.5	0.2	11.9	-19.8
pair	RSI	MACD	neg-pos	41	21.1	3.3	56.1	0.3	0.5	0.2	11.9	-19.8
pair	MACD	MACDhist	pos-neg	29	14.9	3.2	51.7	0.3	0.4	0.1	15.4	-25.3
pair	MACDhist	MACD	pos-neg	29	14.9	3.2	51.7	0.3	0.4	0.1	15.4	-25.3
single	SLmean	SLmean	neg-neg	72	37.1	2.8	56.9	0.3	0.3	0.0	36.8	-66.5
pair	RSIhist	RSmean	pos-neg	76	39.2	2.7	55.3	0.3	0.3	0.0	36.2	-71.8
pair	RSmean	RSIhist	pos-neg	76	39.2	2.7	55.3	0.3	0.3	0.0	36.2	-71.8
pair	RSIhist	SLmean	neg-neg	69	35.6	2.4	56.5	0.3	0.3	0.0	37.3	-70.1
pair	SLmean	RSIhist	neg-neg	69	35.6	2.4	56.5	0.3	0.3	0.0	37.3	-70.1
pair	MACDhist	RSmean	neg-pos	2	1.0	2.1	50.0	1.1	0.0	0.0	1.8	0.0
pair	RSmean	MACDhist	neg-pos	2	1.0	2.1	50.0	1.1	0.0	0.0	1.8	0.0
pair	RSmean	RSIhist	neg-pos	2	1.0	1.5	50.0	0.9	0.0	7.3	1.6	-0.2
pair	RSIhist	RSmean	neg-pos	2	1.0	1.5	50.0	0.9	0.0	7.3	1.6	-0.2
pair	MACDhist	RSmean	pos-neg	74	38.1	1.1	59.5	0.2	0.2	0.0	35.7	-58.6
pair	RSmean	MACDhist	pos-neg	74	38.1	1.1	59.5	0.2	0.2	0.0	35.7	-58.6
single	MACD	MACD	neg-neg	96	49.5	1.0	58.3	0.2	0.2	0.0	31.7	-66.0
pair	MACDhist	RSIhist	neg-neg	66	34.0	0.7	57.6	0.2	0.2	0.0	37.0	-60.6
pair	RSIhist	MACDhist	neg-neg	66	34.0	0.7	57.6	0.2	0.2	0.0	37.0	-60.6
pair	RSmean	MACD	pos-neg	81	41.8	-0.5	56.8	0.2	0.2	-0.0	34.4	-66.2
pair	MACD	RSmean	pos-neg	81	41.8	-0.5	56.8	0.2	0.2	-0.0	34.4	-66.2
pair	RSI	MACD	neg-neg	55	28.4	-0.7	60.0	0.2	0.2	-0.0	40.7	-60.5
pair	MACD	RSI	neg-neg	55	28.4	-0.7	60.0	0.2	0.2	-0.0	40.7	-60.5
pair	SLmean	MACDhist	neg-neg	53	27.3	-0.8	56.6	0.2	0.2	-0.0	41.2	-56.3
pair	MACDhist	SLmean	neg-neg	53	27.3	-0.8	56.6	0.2	0.2	-0.0	41.2	-56.3
pair	MRmean	LWTI	neg-pos	37	19.1	-0.9	54.1	0.0	0.1	-0.0	18.6	-30.7
pair	LWTI	MRmean	neg-pos	37	19.1	-0.9	54.1	0.0	0.1	-0.0	18.6	-30.7
pair	SLmean	RSmean	neg-pos	57	29.4	-1.0	52.6	0.2	0.2	-0.0	41.2	-66.7
pair	RSmean	SLmean	neg-pos	57	29.4	-1.0	52.6	0.2	0.2	-0.0	41.2	-66.7
single	LWTI	LWTI	neg-neg	38	19.6	-1.3	57.9	0.2	0.3	-0.0	47.4	-51.3
pair	RSmean	LWTI	pos-neg	38	19.6	-1.3	57.9	0.2	0.3	-0.0	47.4	-51.3
pair	LWTI	RSmean	pos-neg	38	19.6	-1.3	57.9	0.2	0.3	-0.0	47.4	-51.3
pair	RSI	LWTI	neg-neg	38	19.6	-1.3	57.9	0.2	0.3	-0.0	47.4	-51.3
pair	LWTI	RSI	neg-neg	38	19.6	-1.3	57.9	0.2	0.3	-0.0	47.4	-51.3
pair	LWTI	MACD	neg-pos	61	31.4	-1.6	55.7	-0.0	-0.0	-0.0	15.5	-39.0
pair	MACD	LWTI	neg-pos	61	31.4	-1.6	55.7	-0.0	-0.0	-0.0	15.5	-39.0
pair	MACDhist	RSI	neg-pos	18	9.3	-2.2	55.6	-0.1	-0.1	-0.1	15.0	-18.0
pair	RSI	MACDhist	neg-pos	18	9.3	-2.2	55.6	-0.1	-0.1	-0.1	15.0	-18.0
pair	MACD	MRmean	neg-neg	52	26.8	-2.4	57.7	0.2	0.2	-0.0	41.3	-60.5
pair	MRmean	MACD	neg-neg	52	26.8	-2.4	57.7	0.2	0.2	-0.0	41.3	-60.5
pair	MRmean	MACDhist	neg-neg	52	26.8	-2.4	55.8	0.2	0.2	-0.0	41.6	-58.6
pair	MACDhist	MRmean	neg-neg	52	26.8	-2.4	55.8	0.2	0.2	-0.0	41.6	-58.6
pair	RSIhist	MACD	neg-neg	56	28.9	-3.1	58.9	0.1	0.1	-0.1	39.5	-62.8
pair	MACD	RSIhist	neg-neg	56	28.9	-3.1	58.9	0.1	0.1	-0.1	39.5	-62.8
single	MRmean	MRmean	neg-neg	63	32.5	-3.9	54.0	0.1	0.1	-0.1	38.6	-63.6
pair	MACDhist	MACD	neg-pos	35	18.0	-3.9	45.7	-0.2	-0.3	-0.1	15.0	-34.2
pair	MACD	MACDhist	neg-pos	35	18.0	-3.9	45.7	-0.2	-0.3	-0.1	15.0	-34.2
pair	SLmean	RSmean	pos-neg	3	1.5	-4.3	33.3	-1.4	-1.6	-2.8	3.1	-1.5
pair	RSmean	SLmean	pos-neg	3	1.5	-4.3	33.3	-1.4	-1.6	-2.8	3.1	-1.5
single	RSI	RSI	neg-neg	58	29.9	-4.7	56.9	0.1	0.1	-0.1	40.2	-61.5
pair	MACDhist	LWTI	neg-neg	33	17.0	-5.5	57.6	0.1	0.2	-0.1	50.6	-49.9
pair	LWTI	MACDhist	neg-neg	33	17.0	-5.5	57.6	0.1	0.2	-0.1	50.6	-49.9
pair	RSIhist	MRmean	neg-neg	59	30.4	-5.5	52.5	0.1	0.1	-0.1	39.5	-68.8
pair	MRmean	RSIhist	neg-neg	59	30.4	-5.5	52.5	0.1	0.1	-0.1	39.5	-68.8
pair	MACD	SLmean	neg-neg	49	25.3	-5.8	55.1	0.1	0.1	-0.1	42.2	-58.3
pair	SLmean	MACD	neg-neg	49	25.3	-5.8	55.1	0.1	0.1	-0.1	42.2	-58.3
pair	RSI	MACDhist	neg-neg	40	20.6	-5.8	57.5	0.1	0.2	-0.1	47.6	-58.6
pair	MACDhist	RSI	neg-neg	40	20.6	-5.8	57.5	0.1	0.2	-0.1	47.6	-58.6
pair	RSmean	RSI	pos-neg	55	28.4	-5.8	54.5	0.1	0.1	-0.1	41.3	-61.5
pair	RSI	RSmean	pos-neg	55	28.4	-5.8	54.5	0.1	0.1	-0.1	41.3	-61.5
pair	MRmean	SLmean	neg-neg	59	30.4	-6.4	52.5	0.0	0.1	-0.1	39.6	-65.1
pair	SLmean	MRmean	neg-neg	59	30.4	-6.4	52.5	0.0	0.1	-0.1	39.6	-65.1
pair	MRmean	LWTI	neg-neg	26	13.4	-7.9	53.8	0.1	0.2	-0.2	56.6	-48.4
pair	LWTI	MRmean	neg-neg	26	13.4	-7.9	53.8	0.1	0.2	-0.2	56.6	-48.4
pair	MRmean	RSmean	neg-pos	49	25.3	-8.5	49.0	0.0	0.0	-0.1	43.7	-63.8
pair	RSmean	MRmean	neg-pos	49	25.3	-8.5	49.0	0.0	0.0	-0.1	43.7	-63.8
pair	MRmean	MACDhist	neg-pos	11	5.7	-10.7	45.5	-0.5	-0.9	-0.5	19.8	-22.5
pair	MACDhist	MRmean	neg-pos	11	5.7	-10.7	45.5	-0.5	-0.9	-0.5	19.8	-22.5
pair	MACD	MRmean	neg-pos	11	5.7	-10.8	36.4	-0.4	-0.6	-0.5	23.2	-23.0
pair	MRmean	MACD	neg-pos	11	5.7	-10.8	36.4	-0.4	-0.6	-0.5	23.2	-23.0
pair	LWTI	RSI	neg-pos	20	10.3	-10.8	55.0	-0.4	-0.6	-0.5	21.3	-24.0
pair	RSI	LWTI	neg-pos	20	10.3	-10.8	55.0	-0.4	-0.6	-0.5	21.3	-24.0
pair	LWTI	RSIhist	neg-neg	23	11.9	-10.9	52.2	0.1	0.1	-0.2	59.6	-53.2
pair	RSIhist	LWTI	neg-neg	23	11.9	-10.9	52.2	0.1	0.1	-0.2	59.6	-53.2
pair	MRmean	RSI	neg-neg	42	21.6	-12.1	50.0	-0.0	-0.0	-0.2	46.5	-61.2
pair	RSI	MRmean	neg-neg	42	21.6	-12.1	50.0	-0.0	-0.0	-0.2	46.5	-61.2
pair	RSI	RSIhist	neg-neg	38	19.6	-15.2	47.4	-0.1	-0.1	-0.2	48.4	-66.8
pair	RSIhist	RSI	neg-neg	38	19.6	-15.2	47.4	-0.1	-0.1	-0.2	48.4	-66.8
pair	SLmean	RSI	neg-neg	38	19.6	-16.4	47.4	-0.1	-0.1	-0.3	48.4	-62.8
pair	RSI	SLmean	neg-neg	38	19.6	-16.4	47.4	-0.1	-0.1	-0.3	48.4	-62.8
pair	SLmean	LWTI	neg-neg	23	11.9	-16.9	47.8	0.0	0.0	-0.3	59.8	-52.0
pair	LWTI	SLmean	neg-neg	23	11.9	-16.9	47.8	0.0	0.0	-0.3	59.8	-52.0
pair	MACD	LWTI	pos-neg	3	1.5	-55.1	0.0	-3.4	-3.4	-3.2	22.6	-17.3
pair	LWTI	MACD	pos-neg	3	1.5	-55.1	0.0	-3.4	-3.4	-3.2	22.6	-17.3
pair	MACD	RSI	pos-neg	3	1.5	-55.1	0.0	-3.4	-3.4	-3.2	22.6	-17.3
pair	RSI	MACD	pos-neg	3	1.5	-55.1	0.0	-3.4	-3.4	-3.2	22.6	-17.3

All Contingency Tables for AMLP

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 58% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -26.6% Months 118M (61%)	CAGR 57.5% \| Win 77% Sharpe 2.84 \| Sortino 12.66 \| Calmar 13.7 Vol 17% \| MDD -4.2% Months 13M (7%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR 42.4% \| Win 75% Sharpe 1.80 \| Sortino 0.00 \| Calmar 7.5 Vol 21% \| MDD -5.6% Months 4M (2%)	CAGR -6.4% \| Win 52% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 40% \| MDD -65.1% Months 59M (30%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
SLmean only	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 61% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -25.5% Months 127M (66%)	CAGR 16.5% \| Win 50% Sharpe 1.33 \| Sortino 5.69 \| Calmar 10.7 Vol 12% \| MDD -1.5% Months 4M (2%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -8.5% \| Win 49% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 44% \| MDD -63.8% Months 49M (25%)	CAGR 14.1% \| Win 71% Sharpe 1.87 \| Sortino 3.13 \| Calmar 3.7 Vol 7% \| MDD -3.8% Months 14M (7%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
RSmean only	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 61% Sharpe 0.90 \| Sortino 1.33 \| Calmar 0.8 Vol 16% \| MDD -18.0% Months 87M (45%)	CAGR 5.1% \| Win 59% Sharpe 0.42 \| Sortino 0.62 \| Calmar 0.2 Vol 14% \| MDD -24.9% Months 44M (23%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -10.8% \| Win 36% Sharpe -0.38 \| Sortino -0.57 \| Calmar -0.5 Vol 23% \| MDD -23.0% Months 11M (6%)	CAGR -2.4% \| Win 58% Sharpe 0.16 \| Sortino 0.19 \| Calmar -0.0 Vol 41% \| MDD -60.5% Months 52M (27%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
MACD only	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 58% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 15% \| MDD -24.8% Months 115M (59%)	CAGR 17.7% \| Win 75% Sharpe 1.18 \| Sortino 1.26 \| Calmar 1.3 Vol 15% \| MDD -13.5% Months 16M (8%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR 14.8% \| Win 62% Sharpe 1.09 \| Sortino 2.26 \| Calmar 2.4 Vol 13% \| MDD -6.1% Months 21M (11%)	CAGR -12.1% \| Win 50% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 46% \| MDD -61.2% Months 42M (22%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
RSI only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 57% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.5 Vol 16% \| MDD -19.6% Months 93M (48%)	CAGR 12.6% \| Win 68% Sharpe 1.04 \| Sortino 1.41 \| Calmar 1.1 Vol 12% \| MDD -11.9% Months 38M (20%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -10.7% \| Win 46% Sharpe -0.48 \| Sortino -0.86 \| Calmar -0.5 Vol 20% \| MDD -22.5% Months 11M (6%)	CAGR -2.4% \| Win 56% Sharpe 0.16 \| Sortino 0.20 \| Calmar -0.0 Vol 42% \| MDD -58.6% Months 52M (27%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 58% Sharpe 0.45 \| Sortino 0.60 \| Calmar 0.2 Vol 15% \| MDD -25.6% Months 98M (50%)	CAGR 26.8% \| Win 67% Sharpe 1.62 \| Sortino 5.31 \| Calmar 3.0 Vol 16% \| MDD -9.1% Months 33M (17%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR 24.2% \| Win 75% Sharpe 0.99 \| Sortino 0.00 \| Calmar 3.0 Vol 24% \| MDD -8.0% Months 4M (2%)	CAGR -5.5% \| Win 52% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.1 Vol 40% \| MDD -68.8% Months 59M (30%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 60% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.6 Vol 15% \| MDD -18.6% Months 119M (61%)	CAGR 14.7% \| Win 67% Sharpe 0.89 \| Sortino 1.10 \| Calmar 1.0 Vol 17% \| MDD -15.1% Months 12M (6%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -0.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 19% \| MDD -30.7% Months 37M (19%)	CAGR -7.9% \| Win 54% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.2 Vol 57% \| MDD -48.4% Months 26M (13%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 60% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 119M (61%)	CAGR -4.3% \| Win 33% Sharpe -1.40 \| Sortino -1.57 \| Calmar -2.8 Vol 3% \| MDD -1.5% Months 3M (2%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR -1.0% \| Win 53% Sharpe 0.19 \| Sortino 0.24 \| Calmar -0.0 Vol 41% \| MDD -66.7% Months 57M (29%)	CAGR 18.8% \| Win 73% Sharpe 2.11 \| Sortino 4.11 \| Calmar 4.9 Vol 8% \| MDD -3.8% Months 15M (8%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
RSmean only	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.8% \| Win 57% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 75M (39%)	CAGR 8.5% \| Win 62% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.4 Vol 15% \| MDD -22.0% Months 47M (24%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR 23.8% \| Win 61% Sharpe 1.11 \| Sortino 1.70 \| Calmar 0.9 Vol 22% \| MDD -26.4% Months 23M (12%)	CAGR -5.8% \| Win 55% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.1 Vol 42% \| MDD -58.3% Months 49M (25%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
MACD only	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 56% Sharpe 0.40 \| Sortino 0.56 \| Calmar 0.2 Vol 14% \| MDD -26.6% Months 102M (53%)	CAGR 22.3% \| Win 75% Sharpe 1.36 \| Sortino 1.76 \| Calmar 2.3 Vol 16% \| MDD -9.7% Months 20M (10%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR 29.6% \| Win 68% Sharpe 1.79 \| Sortino 4.79 \| Calmar 2.9 Vol 15% \| MDD -10.1% Months 34M (18%)	CAGR -16.4% \| Win 47% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.3 Vol 48% \| MDD -62.8% Months 38M (20%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
RSI only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 6.2% \| Win 55% Sharpe 0.47 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -26.6% Months 85M (44%)	CAGR 10.4% \| Win 68% Sharpe 0.85 \| Sortino 1.15 \| Calmar 0.8 Vol 13% \| MDD -12.7% Months 37M (19%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR 13.6% \| Win 58% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.6 Vol 21% \| MDD -22.6% Months 19M (10%)	CAGR -0.8% \| Win 57% Sharpe 0.20 \| Sortino 0.23 \| Calmar -0.0 Vol 41% \| MDD -56.3% Months 53M (27%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.2% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 15% \| MDD -25.6% Months 99M (51%)	CAGR 13.0% \| Win 61% Sharpe 0.90 \| Sortino 2.13 \| Calmar 2.3 Vol 15% \| MDD -5.6% Months 23M (12%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR 11.6% \| Win 67% Sharpe 0.48 \| Sortino 0.00 \| Calmar 1.5 Vol 29% \| MDD -8.0% Months 3M (2%)	CAGR 2.4% \| Win 56% Sharpe 0.26 \| Sortino 0.31 \| Calmar 0.0 Vol 37% \| MDD -70.1% Months 69M (36%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 57% Sharpe 0.40 \| Sortino 0.56 \| Calmar 0.2 Vol 14% \| MDD -26.6% Months 107M (55%)	CAGR 28.5% \| Win 73% Sharpe 1.59 \| Sortino 1.93 \| Calmar 2.9 Vol 17% \| MDD -9.7% Months 15M (8%)	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)
SLmean neg	CAGR 13.6% \| Win 61% Sharpe 0.77 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.6% Months 49M (25%)	CAGR -16.9% \| Win 48% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.3 Vol 60% \| MDD -52.0% Months 23M (12%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.6% \| Win 58% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 95M (49%)	CAGR -0.5% \| Win 57% Sharpe 0.17 \| Sortino 0.20 \| Calmar -0.0 Vol 34% \| MDD -66.2% Months 81M (42%)	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)
RSmean neg	CAGR 45.5% \| Win 67% Sharpe 2.75 \| Sortino 0.00 \| Calmar 33.8 Vol 14% \| MDD -1.3% Months 3M (2%)	CAGR 9.3% \| Win 67% Sharpe 1.48 \| Sortino 2.19 \| Calmar 2.4 Vol 6% \| MDD -3.8% Months 15M (8%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)
MACD only	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.1% \| Win 59% Sharpe 0.70 \| Sortino 1.11 \| Calmar 0.3 Vol 16% \| MDD -29.3% Months 121M (62%)	CAGR -5.8% \| Win 55% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -61.5% Months 55M (28%)	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)
RSmean neg	CAGR 13.8% \| Win 60% Sharpe 1.55 \| Sortino 3.58 \| Calmar 3.4 Vol 9% \| MDD -4.0% Months 15M (8%)	CAGR 18.7% \| Win 100% Sharpe 3.05 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 3M (2%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)
RSI only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.6% \| Win 56% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.2 Vol 17% \| MDD -36.0% Months 102M (53%)	CAGR 1.1% \| Win 60% Sharpe 0.22 \| Sortino 0.25 \| Calmar 0.0 Vol 36% \| MDD -58.6% Months 74M (38%)	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)
RSmean neg	CAGR 2.1% \| Win 50% Sharpe 1.14 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 16.3% \| Win 69% Sharpe 1.83 \| Sortino 4.16 \| Calmar 4.3 Vol 8% \| MDD -3.8% Months 16M (8%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.5% \| Win 59% Sharpe 0.49 \| Sortino 0.66 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 100M (52%)	CAGR 2.7% \| Win 55% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.0 Vol 36% \| MDD -71.8% Months 76M (39%)	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)
RSmean neg	CAGR 1.5% \| Win 50% Sharpe 0.93 \| Sortino 0.00 \| Calmar 7.3 Vol 2% \| MDD -0.2% Months 2M (1%)	CAGR 16.4% \| Win 69% Sharpe 1.84 \| Sortino 4.18 \| Calmar 4.3 Vol 8% \| MDD -3.8% Months 16M (8%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.6% \| Win 57% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.1 Vol 17% \| MDD -44.0% Months 138M (71%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)
RSmean neg	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)	-	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 13.8% \| Win 60% Sharpe 0.89 \| Sortino 1.39 \| Calmar 0.9 Vol 16% \| MDD -15.3% Months 95M (49%)	CAGR -55.1% \| Win 0% Sharpe -3.35 \| Sortino -3.35 \| Calmar -3.2 Vol 23% \| MDD -17.3% Months 3M (2%)	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)
MACD neg	CAGR 3.3% \| Win 56% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.2 Vol 12% \| MDD -19.8% Months 41M (21%)	CAGR -0.7% \| Win 60% Sharpe 0.20 \| Sortino 0.23 \| Calmar -0.0 Vol 41% \| MDD -60.5% Months 55M (28%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)
RSI only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 13.9% \| Win 61% Sharpe 0.84 \| Sortino 1.26 \| Calmar 1.0 Vol 17% \| MDD -14.5% Months 69M (36%)	CAGR 3.2% \| Win 52% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 15% \| MDD -25.3% Months 29M (15%)	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)
MACD neg	CAGR -3.9% \| Win 46% Sharpe -0.19 \| Sortino -0.30 \| Calmar -0.1 Vol 15% \| MDD -34.2% Months 35M (18%)	CAGR 3.9% \| Win 66% Sharpe 0.30 \| Sortino 0.32 \| Calmar 0.1 Vol 38% \| MDD -58.6% Months 61M (31%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.1% \| Win 60% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.2 Vol 15% \| MDD -25.6% Months 62M (32%)	CAGR 18.8% \| Win 56% Sharpe 0.99 \| Sortino 1.74 \| Calmar 0.6 Vol 19% \| MDD -30.1% Months 36M (19%)	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)
MACD neg	CAGR 6.9% \| Win 57% Sharpe 0.51 \| Sortino 0.75 \| Calmar 0.3 Vol 16% \| MDD -21.7% Months 40M (21%)	CAGR -3.1% \| Win 59% Sharpe 0.13 \| Sortino 0.15 \| Calmar -0.0 Vol 40% \| MDD -62.8% Months 56M (29%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.8% \| Win 60% Sharpe 0.89 \| Sortino 1.39 \| Calmar 0.9 Vol 16% \| MDD -15.3% Months 95M (49%)	CAGR -55.1% \| Win 0% Sharpe -3.35 \| Sortino -3.35 \| Calmar -3.2 Vol 23% \| MDD -17.3% Months 3M (2%)	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)
MACD neg	CAGR -1.6% \| Win 56% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.0 Vol 16% \| MDD -39.0% Months 61M (31%)	CAGR 5.6% \| Win 63% Sharpe 0.37 \| Sortino 0.42 \| Calmar 0.1 Vol 49% \| MDD -48.5% Months 35M (18%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.7% \| Win 56% Sharpe 0.63 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -23.2% Months 86M (44%)	CAGR 11.9% \| Win 64% Sharpe 1.12 \| Sortino 2.12 \| Calmar 1.4 Vol 11% \| MDD -8.8% Months 50M (26%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)
RSI neg	CAGR -2.2% \| Win 56% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 15% \| MDD -18.0% Months 18M (9%)	CAGR -5.8% \| Win 57% Sharpe 0.13 \| Sortino 0.16 \| Calmar -0.1 Vol 48% \| MDD -58.6% Months 40M (21%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.5% \| Win 55% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 15% \| MDD -25.6% Months 82M (42%)	CAGR 22.0% \| Win 65% Sharpe 1.44 \| Sortino 3.92 \| Calmar 1.5 Vol 15% \| MDD -14.6% Months 54M (28%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)
RSI neg	CAGR 19.0% \| Win 75% Sharpe 1.15 \| Sortino 1.40 \| Calmar 2.0 Vol 16% \| MDD -9.7% Months 20M (10%)	CAGR -15.2% \| Win 47% Sharpe -0.09 \| Sortino -0.11 \| Calmar -0.2 Vol 48% \| MDD -66.8% Months 38M (20%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	-	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)
RSI neg	CAGR -10.8% \| Win 55% Sharpe -0.43 \| Sortino -0.62 \| Calmar -0.5 Vol 21% \| MDD -24.0% Months 20M (10%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.7% \| Win 55% Sharpe 0.38 \| Sortino 0.51 \| Calmar 0.2 Vol 15% \| MDD -25.6% Months 78M (40%)	CAGR 16.6% \| Win 58% Sharpe 0.87 \| Sortino 1.88 \| Calmar 0.6 Vol 20% \| MDD -28.0% Months 26M (13%)	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)
MACDhist neg	CAGR 12.2% \| Win 71% Sharpe 0.87 \| Sortino 0.99 \| Calmar 1.3 Vol 14% \| MDD -9.7% Months 24M (12%)	CAGR 0.7% \| Win 58% Sharpe 0.22 \| Sortino 0.25 \| Calmar 0.0 Vol 37% \| MDD -60.6% Months 66M (34%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)
RSIhist only	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.4% \| Win 56% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.2% Months 99M (51%)	CAGR 31.8% \| Win 60% Sharpe 1.70 \| Sortino 3.79 \| Calmar 8.8 Vol 17% \| MDD -3.6% Months 5M (3%)	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)
MACDhist neg	CAGR 9.4% \| Win 63% Sharpe 0.69 \| Sortino 0.89 \| Calmar 0.5 Vol 15% \| MDD -19.6% Months 57M (29%)	CAGR -5.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.1 Vol 51% \| MDD -49.9% Months 33M (17%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.9% \| Win 57% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.2 Vol 14% \| MDD -25.6% Months 87M (45%)	CAGR 15.4% \| Win 67% Sharpe 0.85 \| Sortino 1.20 \| Calmar 1.2 Vol 19% \| MDD -13.0% Months 15M (8%)	CAGR 6.4% \| Win 59% Sharpe 0.49 \| Sortino 0.65 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 102M (53%)
RSIhist neg	CAGR 10.9% \| Win 59% Sharpe 0.68 \| Sortino 1.09 \| Calmar 0.3 Vol 18% \| MDD -38.9% Months 69M (36%)	CAGR -10.9% \| Win 52% Sharpe 0.12 \| Sortino 0.15 \| Calmar -0.2 Vol 60% \| MDD -53.2% Months 23M (12%)	CAGR 5.0% \| Win 58% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 33% \| MDD -71.7% Months 92M (47%)
LWTI only	CAGR 7.5% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 16% \| MDD -43.6% Months 156M (80%)	CAGR -1.3% \| Win 58% Sharpe 0.22 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -51.3% Months 38M (20%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 58% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -26.6% Months 118M (61%)	CAGR 57.5% \| Win 77% Sharpe 2.84 \| Sortino 12.66 \| Calmar 13.7 Vol 17% \| MDD -4.2% Months 13M (7%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR 42.4% \| Win 75% Sharpe 1.80 \| Sortino 0.00 \| Calmar 7.5 Vol 21% \| MDD -5.6% Months 4M (2%)	CAGR -6.4% \| Win 52% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 40% \| MDD -65.1% Months 59M (30%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
SLmean only	CAGR 7.5% \| Win 59% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 122M (63%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -66.5% Months 72M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 61% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -25.5% Months 127M (66%)	CAGR 16.5% \| Win 50% Sharpe 1.33 \| Sortino 5.69 \| Calmar 10.7 Vol 12% \| MDD -1.5% Months 4M (2%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -8.5% \| Win 49% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 44% \| MDD -63.8% Months 49M (25%)	CAGR 14.1% \| Win 71% Sharpe 1.87 \| Sortino 3.13 \| Calmar 3.7 Vol 7% \| MDD -3.8% Months 14M (7%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
RSmean only	CAGR 4.9% \| Win 57% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 26% \| MDD -73.0% Months 176M (91%)	CAGR 14.6% \| Win 67% Sharpe 1.74 \| Sortino 3.76 \| Calmar 3.8 Vol 8% \| MDD -3.8% Months 18M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 61% Sharpe 0.90 \| Sortino 1.33 \| Calmar 0.8 Vol 16% \| MDD -18.0% Months 87M (45%)	CAGR 5.1% \| Win 59% Sharpe 0.42 \| Sortino 0.62 \| Calmar 0.2 Vol 14% \| MDD -24.9% Months 44M (23%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -10.8% \| Win 36% Sharpe -0.38 \| Sortino -0.57 \| Calmar -0.5 Vol 23% \| MDD -23.0% Months 11M (6%)	CAGR -2.4% \| Win 58% Sharpe 0.16 \| Sortino 0.19 \| Calmar -0.0 Vol 41% \| MDD -60.5% Months 52M (27%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
MACD only	CAGR 10.6% \| Win 58% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.3 Vol 17% \| MDD -30.6% Months 98M (50%)	CAGR 1.0% \| Win 58% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 32% \| MDD -66.0% Months 96M (50%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 58% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 15% \| MDD -24.8% Months 115M (59%)	CAGR 17.7% \| Win 75% Sharpe 1.18 \| Sortino 1.26 \| Calmar 1.3 Vol 15% \| MDD -13.5% Months 16M (8%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR 14.8% \| Win 62% Sharpe 1.09 \| Sortino 2.26 \| Calmar 2.4 Vol 13% \| MDD -6.1% Months 21M (11%)	CAGR -12.1% \| Win 50% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 46% \| MDD -61.2% Months 42M (22%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
RSI only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -29.4% Months 136M (70%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -61.5% Months 58M (30%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 57% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.5 Vol 16% \| MDD -19.6% Months 93M (48%)	CAGR 12.6% \| Win 68% Sharpe 1.04 \| Sortino 1.41 \| Calmar 1.1 Vol 12% \| MDD -11.9% Months 38M (20%)	CAGR 10.7% \| Win 60% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -25.3% Months 131M (68%)
MRmean neg	CAGR -10.7% \| Win 46% Sharpe -0.48 \| Sortino -0.86 \| Calmar -0.5 Vol 20% \| MDD -22.5% Months 11M (6%)	CAGR -2.4% \| Win 56% Sharpe 0.16 \| Sortino 0.20 \| Calmar -0.0 Vol 42% \| MDD -58.6% Months 52M (27%)	CAGR -3.9% \| Win 54% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.1 Vol 39% \| MDD -63.6% Months 63M (32%)
MACDhist only	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 104M (54%)	CAGR 3.7% \| Win 61% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 32% \| MDD -58.6% Months 90M (46%)