BCI - abrdn Bloomberg All Commodity Strategy K-1 Free ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

81.4%

Best CAGR

Total Months

7.7%

Avg CAGR

BCI 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 BCI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.9	81.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.9	81.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	2	1.8	67.7	100.0	21.5	0.0	0.0	2.5	0.0
pair	LWTI	MACDhist	pos-neg	2	1.8	67.7	100.0	21.5	0.0	0.0	2.5	0.0
pair	MACDhist	RSI	neg-pos	1	0.9	58.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACDhist	neg-pos	1	0.9	58.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACD	pos-neg	7	6.4	33.1	71.4	2.9	9.7	23.0	10.1	-1.4
pair	MACD	RSI	pos-neg	7	6.4	33.1	71.4	2.9	9.7	23.0	10.1	-1.4
pair	SLmean	MACDhist	neg-pos	5	4.5	29.5	80.0	4.6	0.0	120.0	5.7	-0.2
pair	MACDhist	SLmean	neg-pos	5	4.5	29.5	80.0	4.6	0.0	120.0	5.7	-0.2
pair	MACD	MACDhist	neg-pos	5	4.5	24.4	80.0	1.2	0.0	0.0	19.0	0.0
pair	MACDhist	MACD	neg-pos	5	4.5	24.4	80.0	1.2	0.0	0.0	19.0	0.0
pair	MACDhist	RSIhist	pos-pos	33	30.0	24.3	72.7	1.4	1.8	2.0	17.1	-12.0
pair	RSIhist	MACDhist	pos-pos	33	30.0	24.3	72.7	1.4	1.8	2.0	17.1	-12.0
pair	MACDhist	MRmean	pos-pos	40	36.4	22.8	70.0	1.3	1.7	1.4	17.0	-16.0
pair	MRmean	MACDhist	pos-pos	40	36.4	22.8	70.0	1.3	1.7	1.4	17.0	-16.0
single	MACDhist	MACDhist	pos-pos	41	37.3	22.7	70.7	1.3	1.7	1.5	16.8	-15.1
pair	MACDhist	RSmean	pos-pos	41	37.3	22.7	70.7	1.3	1.7	1.5	16.8	-15.1
pair	RSmean	MACDhist	pos-pos	41	37.3	22.7	70.7	1.3	1.7	1.5	16.8	-15.1
pair	MACD	MACDhist	pos-pos	36	32.7	22.5	69.4	1.3	1.7	1.5	16.8	-15.1
pair	MACDhist	MACD	pos-pos	36	32.7	22.5	69.4	1.3	1.7	1.5	16.8	-15.1
pair	RSI	MACDhist	pos-pos	40	36.4	21.9	70.0	1.3	1.6	1.4	17.0	-15.1
pair	MACDhist	RSI	pos-pos	40	36.4	21.9	70.0	1.3	1.6	1.4	17.0	-15.1
pair	MACDhist	SLmean	pos-pos	36	32.7	21.8	69.4	1.2	1.7	1.1	17.9	-19.3
pair	SLmean	MACDhist	pos-pos	36	32.7	21.8	69.4	1.2	1.7	1.1	17.9	-19.3
pair	LWTI	MACD	neg-neg	20	18.2	21.1	65.0	1.8	4.0	4.9	10.8	-4.3
pair	MACD	LWTI	neg-neg	20	18.2	21.1	65.0	1.8	4.0	4.9	10.8	-4.3
pair	MACDhist	LWTI	pos-pos	39	35.5	20.8	69.2	1.2	1.6	1.4	17.1	-15.1
pair	LWTI	RSI	neg-neg	23	20.9	20.8	65.2	1.8	4.3	4.9	10.9	-4.3
pair	LWTI	MACDhist	pos-pos	39	35.5	20.8	69.2	1.2	1.6	1.4	17.1	-15.1
pair	RSI	LWTI	neg-neg	23	20.9	20.8	65.2	1.8	4.3	4.9	10.9	-4.3
pair	MRmean	MACDhist	neg-pos	1	0.9	20.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	0.9	20.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSIhist	pos-pos	38	34.5	17.7	65.8	1.1	1.6	1.2	15.4	-14.3
pair	RSIhist	MACD	pos-pos	38	34.5	17.7	65.8	1.1	1.6	1.2	15.4	-14.3
pair	MACDhist	RSIhist	pos-neg	8	7.3	16.6	62.5	1.0	1.1	2.0	16.4	-8.4
pair	RSIhist	MACDhist	pos-neg	8	7.3	16.6	62.5	1.0	1.1	2.0	16.4	-8.4
pair	RSmean	RSIhist	pos-pos	50	45.5	16.4	66.0	1.1	1.6	1.2	15.2	-13.9
pair	LWTI	MACD	pos-pos	52	47.3	16.4	63.5	1.1	1.5	0.9	15.1	-18.1
pair	RSIhist	RSmean	pos-pos	50	45.5	16.4	66.0	1.1	1.6	1.2	15.2	-13.9
pair	MACD	LWTI	pos-pos	52	47.3	16.4	63.5	1.1	1.5	0.9	15.1	-18.1
pair	SLmean	RSIhist	pos-pos	50	45.5	16.0	64.0	1.1	1.6	1.1	15.3	-14.3
pair	RSIhist	SLmean	pos-pos	50	45.5	16.0	64.0	1.1	1.6	1.1	15.3	-14.3
pair	MRmean	RSIhist	pos-pos	48	43.6	15.9	66.7	1.1	1.5	1.1	15.2	-14.3
pair	RSIhist	MRmean	pos-pos	48	43.6	15.9	66.7	1.1	1.5	1.1	15.2	-14.3
pair	MRmean	MACD	pos-pos	48	43.6	15.3	62.5	1.0	1.5	0.7	15.3	-21.1
pair	LWTI	RSIhist	pos-pos	45	40.9	15.3	66.7	1.0	1.5	1.2	15.4	-12.7
pair	MACD	MRmean	pos-pos	48	43.6	15.3	62.5	1.0	1.5	0.7	15.3	-21.1
pair	RSIhist	LWTI	pos-pos	45	40.9	15.3	66.7	1.0	1.5	1.2	15.4	-12.7
pair	RSIhist	RSI	pos-pos	48	43.6	15.2	64.6	1.0	1.5	1.1	15.1	-14.3
pair	RSI	RSIhist	pos-pos	48	43.6	15.2	64.6	1.0	1.5	1.1	15.1	-14.3
single	RSIhist	RSIhist	pos-pos	54	49.1	14.6	63.0	1.0	1.5	1.0	14.8	-14.3
pair	MRmean	LWTI	pos-pos	52	47.3	14.1	63.5	0.9	1.4	0.7	15.7	-19.9
pair	LWTI	MRmean	pos-pos	52	47.3	14.1	63.5	0.9	1.4	0.7	15.7	-19.9
pair	MRmean	RSmean	pos-pos	58	52.7	14.1	63.8	0.9	1.4	0.7	15.1	-20.0
pair	RSmean	MRmean	pos-pos	58	52.7	14.1	63.8	0.9	1.4	0.7	15.1	-20.0
pair	SLmean	LWTI	neg-neg	19	17.3	14.1	57.9	1.2	2.1	2.1	11.9	-6.6
pair	LWTI	SLmean	neg-neg	19	17.3	14.1	57.9	1.2	2.1	2.1	11.9	-6.6
pair	RSI	MRmean	pos-pos	56	50.9	13.8	62.5	0.9	1.4	0.7	15.2	-21.1
pair	MRmean	RSI	pos-pos	56	50.9	13.8	62.5	0.9	1.4	0.7	15.2	-21.1
pair	SLmean	MRmean	pos-pos	52	47.3	13.8	63.5	0.9	1.4	0.6	15.8	-23.3
pair	MRmean	SLmean	pos-pos	52	47.3	13.8	63.5	0.9	1.4	0.6	15.8	-23.3
pair	MACD	SLmean	pos-pos	43	39.1	13.7	60.5	0.9	1.3	0.6	16.1	-25.1
pair	SLmean	MACD	pos-pos	43	39.1	13.7	60.5	0.9	1.3	0.6	16.1	-25.1
pair	SLmean	LWTI	pos-pos	46	41.8	13.5	63.0	0.8	1.3	0.6	16.5	-22.2
single	MRmean	MRmean	pos-pos	59	53.6	13.5	62.7	0.9	1.4	0.6	15.0	-21.1
pair	LWTI	SLmean	pos-pos	46	41.8	13.5	63.0	0.8	1.3	0.6	16.5	-22.2
pair	SLmean	RSI	pos-pos	50	45.5	13.2	62.0	0.9	1.3	0.5	16.0	-25.1
pair	RSI	SLmean	pos-pos	50	45.5	13.2	62.0	0.9	1.3	0.5	16.0	-25.1
pair	RSmean	MACD	pos-pos	62	56.4	13.0	59.7	0.9	1.4	0.6	14.7	-23.5
pair	MACD	RSmean	pos-pos	62	56.4	13.0	59.7	0.9	1.4	0.6	14.7	-23.5
pair	RSmean	SLmean	pos-pos	57	51.8	12.7	61.4	0.8	1.3	0.5	15.5	-24.1
pair	SLmean	RSmean	pos-pos	57	51.8	12.7	61.4	0.8	1.3	0.5	15.5	-24.1
single	MACD	MACD	pos-pos	63	57.3	12.5	58.7	0.9	1.3	0.5	14.6	-23.5
pair	LWTI	RSI	pos-pos	61	55.5	12.2	60.7	0.8	1.2	0.6	14.9	-20.0
pair	RSI	LWTI	pos-pos	61	55.5	12.2	60.7	0.8	1.2	0.6	14.9	-20.0
single	SLmean	SLmean	pos-pos	58	52.7	12.1	60.3	0.8	1.3	0.5	15.4	-25.1
pair	LWTI	MRmean	neg-neg	24	21.8	11.8	54.2	1.0	2.0	1.8	11.9	-6.6
pair	MRmean	LWTI	neg-neg	24	21.8	11.8	54.2	1.0	2.0	1.8	11.9	-6.6
single	LWTI	LWTI	neg-neg	31	28.2	11.3	54.8	1.0	2.1	1.5	11.4	-7.4
pair	SLmean	MRmean	pos-neg	7	6.4	11.3	57.1	1.4	3.2	10.7	8.0	-1.1
pair	MRmean	SLmean	pos-neg	7	6.4	11.3	57.1	1.4	3.2	10.7	8.0	-1.1
pair	RSIhist	LWTI	neg-neg	22	20.0	11.3	59.1	1.0	1.8	1.7	11.4	-6.6
pair	LWTI	RSIhist	neg-neg	22	20.0	11.3	59.1	1.0	1.8	1.7	11.4	-6.6
pair	RSIhist	LWTI	pos-neg	9	8.2	11.2	44.4	0.9	2.8	3.3	12.1	-3.3
pair	LWTI	RSIhist	pos-neg	9	8.2	11.2	44.4	0.9	2.8	3.3	12.1	-3.3
pair	RSI	RSIhist	neg-pos	6	5.5	10.5	50.0	0.8	2.4	3.1	13.5	-3.3
pair	RSIhist	RSI	neg-pos	6	5.5	10.5	50.0	0.8	2.4	3.1	13.5	-3.3
pair	RSI	MACD	pos-pos	56	50.9	10.1	57.1	0.7	1.1	0.3	15.0	-30.0
pair	MACD	RSI	pos-pos	56	50.9	10.1	57.1	0.7	1.1	0.3	15.0	-30.0
pair	RSmean	RSI	pos-pos	63	57.3	9.9	58.7	0.7	1.1	0.3	15.1	-29.1
pair	RSI	RSmean	pos-pos	63	57.3	9.9	58.7	0.7	1.1	0.3	15.1	-29.1
pair	SLmean	MACD	neg-pos	20	18.2	9.7	55.0	0.9	1.3	0.8	11.1	-12.1
pair	MACD	SLmean	neg-pos	20	18.2	9.7	55.0	0.9	1.3	0.8	11.1	-12.1
pair	MRmean	LWTI	pos-neg	7	6.4	9.6	57.1	1.0	2.0	5.3	10.0	-1.8
pair	LWTI	MRmean	pos-neg	7	6.4	9.6	57.1	1.0	2.0	5.3	10.0	-1.8
pair	RSmean	LWTI	pos-neg	30	27.3	9.5	53.3	0.9	1.8	1.3	11.3	-7.4
pair	LWTI	RSmean	pos-neg	30	27.3	9.5	53.3	0.9	1.8	1.3	11.3	-7.4
single	RSI	RSI	pos-pos	69	62.7	9.1	56.5	0.7	1.0	0.3	14.6	-30.0
pair	MRmean	RSI	pos-neg	3	2.7	8.4	66.7	0.7	0.0	0.0	12.8	0.0
single	RSmean	RSmean	pos-pos	95	86.4	8.4	56.8	0.6	0.9	0.3	14.6	-30.7
pair	RSI	MRmean	pos-neg	3	2.7	8.4	66.7	0.7	0.0	0.0	12.8	0.0
pair	LWTI	MACDhist	neg-neg	29	26.4	8.2	51.7	0.8	1.6	1.0	11.3	-8.3
pair	MACDhist	LWTI	neg-neg	29	26.4	8.2	51.7	0.8	1.6	1.0	11.3	-8.3
pair	LWTI	RSmean	pos-pos	65	59.1	7.9	58.5	0.6	0.8	0.2	16.0	-31.9
pair	RSmean	LWTI	pos-pos	65	59.1	7.9	58.5	0.6	0.8	0.2	16.0	-31.9
pair	MACD	RSIhist	neg-pos	16	14.5	7.8	56.2	0.6	1.0	0.6	13.5	-13.9
pair	RSIhist	MACD	neg-pos	16	14.5	7.8	56.2	0.6	1.0	0.6	13.5	-13.9
pair	MACD	SLmean	pos-neg	15	13.6	7.6	60.0	0.6	1.1	0.5	13.9	-15.1
pair	SLmean	MACD	pos-neg	15	13.6	7.6	60.0	0.6	1.1	0.5	13.9	-15.1
pair	benchmark___benchmark_		benchmark-benchmark	110	100.0	7.3	54.5	0.6	0.8	0.2	13.9	-30.5
pair		benchmark___benchmark_	benchmark-benchmark	110	100.0	7.3	54.5	0.6	0.8	0.2	13.9	-30.5
pair	SLmean	LWTI	pos-neg	12	10.9	7.0	50.0	0.7	1.9	1.8	10.9	-3.8
pair	LWTI	SLmean	pos-neg	12	10.9	7.0	50.0	0.7	1.9	1.8	10.9	-3.8
pair	MACD	MRmean	pos-neg	11	10.0	6.0	63.6	0.5	0.8	0.4	14.6	-15.7
pair	MRmean	MACD	pos-neg	11	10.0	6.0	63.6	0.5	0.8	0.4	14.6	-15.7
single	LWTI	LWTI	pos-pos	79	71.8	5.8	54.4	0.5	0.6	0.2	14.9	-35.1
pair	RSI	SLmean	pos-neg	8	7.3	5.5	50.0	0.5	1.6	1.6	12.0	-3.4
pair	SLmean	RSI	pos-neg	8	7.3	5.5	50.0	0.5	1.6	1.6	12.0	-3.4
pair	RSI	RSmean	pos-neg	32	29.1	5.4	53.1	0.5	0.6	0.3	13.8	-20.6
pair	RSmean	RSI	pos-neg	32	29.1	5.4	53.1	0.5	0.6	0.3	13.8	-20.6
pair	RSIhist	MACD	pos-neg	25	22.7	5.0	48.0	0.4	0.7	0.3	13.3	-17.5
pair	MACD	RSIhist	pos-neg	25	22.7	5.0	48.0	0.4	0.7	0.3	13.3	-17.5
pair	RSIhist	MRmean	neg-pos	6	5.5	4.9	33.3	0.5	1.7	0.8	11.9	-5.9
pair	MRmean	RSIhist	neg-pos	6	5.5	4.9	33.3	0.5	1.7	0.8	11.9	-5.9
pair	MACD	RSI	neg-pos	13	11.8	4.7	53.8	0.4	0.6	0.4	12.9	-12.8
pair	RSI	MACD	neg-pos	13	11.8	4.7	53.8	0.4	0.6	0.4	12.9	-12.8
single	RSI	RSI	neg-neg	41	37.3	4.5	51.2	0.4	0.5	0.2	12.9	-20.4
pair	RSI	MRmean	neg-neg	38	34.5	4.2	50.0	0.4	0.5	0.2	13.1	-20.4
pair	MRmean	RSI	neg-neg	38	34.5	4.2	50.0	0.4	0.5	0.2	13.1	-20.4
pair	RSI	SLmean	neg-neg	33	30.0	4.2	51.5	0.4	0.5	0.2	13.3	-18.2
pair	SLmean	RSI	neg-neg	33	30.0	4.2	51.5	0.4	0.5	0.2	13.3	-18.2
pair	MRmean	MACD	neg-pos	15	13.6	3.8	46.7	0.3	0.6	0.3	12.4	-11.3
pair	MACD	MRmean	neg-pos	15	13.6	3.8	46.7	0.3	0.6	0.3	12.4	-11.3
pair	RSIhist	MRmean	pos-neg	11	10.0	3.7	45.5	0.3	0.5	0.3	14.7	-11.6
pair	MRmean	RSIhist	pos-neg	11	10.0	3.7	45.5	0.3	0.5	0.3	14.7	-11.6
pair	RSmean	RSIhist	neg-neg	11	10.0	3.5	45.5	0.4	0.7	0.8	9.3	-4.6
pair	RSIhist	RSmean	neg-neg	11	10.0	3.5	45.5	0.4	0.7	0.8	9.3	-4.6
pair	RSI	RSIhist	neg-neg	35	31.8	3.5	51.4	0.3	0.4	0.2	13.0	-18.2
pair	RSIhist	RSI	neg-neg	35	31.8	3.5	51.4	0.3	0.4	0.2	13.0	-18.2
pair	MACDhist	RSI	neg-neg	40	36.4	3.4	50.0	0.3	0.4	0.2	13.0	-20.4
pair	RSI	MACDhist	neg-neg	40	36.4	3.4	50.0	0.3	0.4	0.2	13.0	-20.4
pair	SLmean	RSIhist	neg-neg	48	43.6	2.6	47.9	0.3	0.3	0.1	12.4	-18.2
pair	RSIhist	SLmean	neg-neg	48	43.6	2.6	47.9	0.3	0.3	0.1	12.4	-18.2
pair	SLmean	RSmean	neg-pos	38	34.5	2.3	50.0	0.2	0.3	0.1	13.2	-16.6
pair	RSmean	SLmean	neg-pos	38	34.5	2.3	50.0	0.2	0.3	0.1	13.2	-16.6
single	SLmean	SLmean	neg-neg	52	47.3	2.3	48.1	0.2	0.3	0.1	12.0	-20.3
pair	RSmean	MRmean	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	MACD	RSmean	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	SLmean	RSmean	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	MRmean	RSmean	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	RSmean	MACD	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	RSmean	SLmean	neg-neg	14	12.7	2.2	42.9	0.3	0.5	0.5	8.6	-4.6
pair	RSI	RSmean	neg-neg	9	8.2	1.3	44.4	0.2	0.3	0.3	9.8	-4.6
pair	RSmean	RSI	neg-neg	9	8.2	1.3	44.4	0.2	0.3	0.3	9.8	-4.6
pair	MACDhist	RSIhist	neg-pos	21	19.1	1.0	47.6	0.1	0.3	0.1	9.2	-6.9
pair	RSIhist	MACDhist	neg-pos	21	19.1	1.0	47.6	0.1	0.3	0.1	9.2	-6.9
single	RSmean	RSmean	neg-neg	15	13.6	1.0	40.0	0.2	0.3	0.2	8.4	-5.9
pair	RSmean	MACDhist	neg-neg	15	13.6	1.0	40.0	0.2	0.3	0.2	8.4	-5.9
pair	MACDhist	RSmean	neg-neg	15	13.6	1.0	40.0	0.2	0.3	0.2	8.4	-5.9
pair	MRmean	SLmean	neg-neg	45	40.9	0.9	46.7	0.1	0.2	0.1	12.6	-18.5
pair	SLmean	MRmean	neg-neg	45	40.9	0.9	46.7	0.1	0.2	0.1	12.6	-18.5
single	MACD	MACD	neg-neg	47	42.7	0.8	48.9	0.1	0.2	0.0	12.9	-30.5
single	RSIhist	RSIhist	neg-neg	56	50.9	0.7	46.4	0.1	0.2	0.0	12.9	-19.3
pair	RSmean	RSI	neg-pos	6	5.5	0.6	33.3	0.1	0.3	0.1	6.8	-3.9
pair	RSI	RSmean	neg-pos	6	5.5	0.6	33.3	0.1	0.3	0.1	6.8	-3.9
single	MRmean	MRmean	neg-neg	51	46.4	0.6	45.1	0.1	0.1	0.0	12.4	-22.4
pair	RSmean	MACD	pos-neg	33	30.0	0.3	51.5	0.1	0.1	0.0	14.5	-30.7
pair	MACD	RSmean	pos-neg	33	30.0	0.3	51.5	0.1	0.1	0.0	14.5	-30.7
pair	MACD	MACDhist	pos-neg	27	24.5	0.3	44.4	0.1	0.1	0.0	10.4	-14.4
pair	MACDhist	MACD	pos-neg	27	24.5	0.3	44.4	0.1	0.1	0.0	10.4	-14.4
pair	MACDhist	MRmean	neg-neg	50	45.5	0.2	44.0	0.1	0.1	0.0	12.5	-22.4
pair	MRmean	MACDhist	neg-neg	50	45.5	0.2	44.0	0.1	0.1	0.0	12.5	-22.4
pair	RSIhist	RSmean	pos-neg	45	40.9	0.1	46.7	0.1	0.1	0.0	13.7	-17.8
pair	RSmean	RSIhist	pos-neg	45	40.9	0.1	46.7	0.1	0.1	0.0	13.7	-17.8
pair	RSmean	MRmean	neg-pos	37	33.6	-0.0	45.9	0.1	0.1	-0.0	13.7	-20.6
pair	MRmean	RSmean	neg-pos	37	33.6	-0.0	45.9	0.1	0.1	-0.0	13.7	-20.6
pair	RSIhist	MRmean	neg-neg	45	40.9	0.0	46.7	0.1	0.1	0.0	12.6	-18.2
pair	MRmean	RSIhist	neg-neg	45	40.9	0.0	46.7	0.1	0.1	0.0	12.6	-18.2
pair	SLmean	MACDhist	neg-neg	47	42.7	-0.3	44.7	0.0	0.1	-0.0	12.3	-20.3
pair	MACDhist	SLmean	neg-neg	47	42.7	-0.3	44.7	0.0	0.1	-0.0	12.3	-20.3
pair	MACD	RSI	neg-neg	34	30.9	-0.6	47.1	0.0	0.0	-0.0	13.1	-20.4
pair	RSI	MACD	neg-neg	34	30.9	-0.6	47.1	0.0	0.0	-0.0	13.1	-20.4
pair	MRmean	MACD	neg-neg	36	32.7	-0.7	44.4	0.0	0.0	-0.0	12.6	-22.4
pair	MACD	MRmean	neg-neg	36	32.7	-0.7	44.4	0.0	0.0	-0.0	12.6	-22.4
single	MACDhist	MACDhist	neg-neg	69	62.7	-0.9	44.9	-0.0	-0.0	-0.0	11.4	-24.9
pair	SLmean	RSI	neg-pos	19	17.3	-1.1	42.1	-0.1	-0.1	-0.1	9.6	-14.6
pair	RSI	SLmean	neg-pos	19	17.3	-1.1	42.1	-0.1	-0.1	-0.1	9.6	-14.6
pair	RSmean	MACDhist	pos-neg	54	49.1	-1.4	46.3	-0.1	-0.1	-0.1	12.2	-25.0
pair	MACDhist	RSmean	pos-neg	54	49.1	-1.4	46.3	-0.1	-0.1	-0.1	12.2	-25.0
pair	RSIhist	SLmean	neg-pos	4	3.6	-1.5	50.0	-0.2	-0.4	-0.6	6.0	-2.6
pair	SLmean	RSIhist	neg-pos	4	3.6	-1.5	50.0	-0.2	-0.4	-0.6	6.0	-2.6
pair	MACD	MACDhist	neg-neg	42	38.2	-1.6	45.2	-0.1	-0.1	-0.1	12.1	-24.9
pair	MACDhist	MACD	neg-neg	42	38.2	-1.6	45.2	-0.1	-0.1	-0.1	12.1	-24.9
pair	RSIhist	MACDhist	neg-neg	48	43.6	-1.7	43.8	-0.1	-0.1	-0.1	12.3	-19.4
pair	MACDhist	RSIhist	neg-neg	48	43.6	-1.7	43.8	-0.1	-0.1	-0.1	12.3	-19.4
pair	MRmean	SLmean	neg-pos	6	5.5	-1.8	33.3	-0.1	-0.4	-0.5	12.3	-3.4
pair	SLmean	MRmean	neg-pos	6	5.5	-1.8	33.3	-0.1	-0.4	-0.5	12.3	-3.4
pair	SLmean	MACDhist	pos-neg	22	20.0	-2.1	45.5	-0.2	-0.5	-0.2	9.3	-12.1
pair	MACDhist	SLmean	pos-neg	22	20.0	-2.1	45.5	-0.2	-0.5	-0.2	9.3	-12.1
pair	SLmean	MACD	neg-neg	32	29.1	-2.2	43.8	-0.1	-0.1	-0.1	12.6	-20.3
pair	MACD	SLmean	neg-neg	32	29.1	-2.2	43.8	-0.1	-0.1	-0.1	12.6	-20.3
pair	MACD	RSIhist	neg-neg	31	28.2	-2.5	45.2	-0.1	-0.2	-0.1	12.7	-19.3
pair	RSIhist	MACD	neg-neg	31	28.2	-2.5	45.2	-0.1	-0.2	-0.1	12.7	-19.3
pair	LWTI	RSmean	neg-pos	14	12.7	-3.1	35.7	-0.4	-0.6	-0.4	7.2	-8.4
pair	RSmean	LWTI	neg-pos	14	12.7	-3.1	35.7	-0.4	-0.6	-0.4	7.2	-8.4
pair	MRmean	MACDhist	pos-neg	19	17.3	-3.7	47.4	-0.4	-0.9	-0.3	7.9	-13.9
pair	MACDhist	MRmean	pos-neg	19	17.3	-3.7	47.4	-0.4	-0.9	-0.3	7.9	-13.9
pair	RSIhist	RSI	pos-neg	21	19.1	-3.7	38.1	-0.2	-0.3	-0.2	12.9	-21.5
pair	RSI	RSIhist	pos-neg	21	19.1	-3.7	38.1	-0.2	-0.3	-0.2	12.9	-21.5
pair	SLmean	LWTI	neg-pos	33	30.0	-4.0	42.4	-0.3	-0.3	-0.1	11.9	-27.4
pair	LWTI	SLmean	neg-pos	33	30.0	-4.0	42.4	-0.3	-0.3	-0.1	11.9	-27.4
pair	MACD	LWTI	pos-neg	11	10.0	-4.5	36.4	-0.3	-0.7	-0.6	11.5	-7.4
pair	LWTI	MACD	pos-neg	11	10.0	-4.5	36.4	-0.3	-0.7	-0.6	11.5	-7.4
pair	RSmean	RSIhist	neg-pos	4	3.6	-5.6	25.0	-0.9	-2.4	-1.4	6.3	-3.9
pair	RSIhist	RSmean	neg-pos	4	3.6	-5.6	25.0	-0.9	-2.4	-1.4	6.3	-3.9
pair	RSIhist	LWTI	neg-pos	34	30.9	-5.6	38.2	-0.3	-0.4	-0.2	13.7	-27.2
pair	LWTI	RSIhist	neg-pos	34	30.9	-5.6	38.2	-0.3	-0.4	-0.2	13.7	-27.2
pair	RSI	MACDhist	pos-neg	29	26.4	-6.5	37.9	-0.7	-1.1	-0.3	8.7	-23.5
pair	MACDhist	RSI	pos-neg	29	26.4	-6.5	37.9	-0.7	-1.1	-0.3	8.7	-23.5
pair	LWTI	MACDhist	neg-pos	40	36.4	-7.0	40.0	-0.6	-0.7	-0.2	11.3	-33.3
pair	MACDhist	LWTI	neg-pos	40	36.4	-7.0	40.0	-0.6	-0.7	-0.2	11.3	-33.3
pair	MRmean	LWTI	neg-pos	27	24.5	-8.4	37.0	-0.6	-0.7	-0.3	12.4	-27.5
pair	LWTI	MRmean	neg-pos	27	24.5	-8.4	37.0	-0.6	-0.7	-0.3	12.4	-27.5
pair	RSI	MRmean	neg-pos	13	11.8	-9.2	30.8	-0.9	-1.3	-0.6	9.9	-15.8
pair	MRmean	RSI	neg-pos	13	11.8	-9.2	30.8	-0.9	-1.3	-0.6	9.9	-15.8
pair	RSIhist	SLmean	pos-neg	8	7.3	-9.6	37.5	-0.6	-0.9	-0.8	16.1	-12.6
pair	SLmean	RSIhist	pos-neg	8	7.3	-9.6	37.5	-0.6	-0.9	-0.8	16.1	-12.6
pair	MACD	LWTI	neg-pos	27	24.5	-11.9	37.0	-0.9	-1.0	-0.3	13.2	-35.1
pair	LWTI	MACD	neg-pos	27	24.5	-11.9	37.0	-0.9	-1.0	-0.3	13.2	-35.1
pair	LWTI	RSI	pos-neg	8	7.3	-12.2	25.0	-1.2	-1.8	-1.0	10.6	-12.6
pair	RSI	LWTI	pos-neg	8	7.3	-12.2	25.0	-1.2	-1.8	-1.0	10.6	-12.6
pair	LWTI	RSI	neg-pos	18	16.4	-13.2	33.3	-1.0	-1.0	-0.5	13.7	-25.7
pair	RSI	LWTI	neg-pos	18	16.4	-13.2	33.3	-1.0	-1.0	-0.5	13.7	-25.7
pair	MACD	RSmean	neg-pos	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.9	-14.8	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for BCI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 64% Sharpe 0.90 \| Sortino 1.35 \| Calmar 0.6 Vol 16% \| MDD -23.3% Months 52M (47%)	CAGR 11.3% \| Win 57% Sharpe 1.38 \| Sortino 3.22 \| Calmar 10.7 Vol 8% \| MDD -1.1% Months 7M (6%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -1.8% \| Win 33% Sharpe -0.10 \| Sortino -0.44 \| Calmar -0.5 Vol 12% \| MDD -3.4% Months 6M (6%)	CAGR 0.9% \| Win 47% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 13% \| MDD -18.5% Months 45M (41%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
SLmean only	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 64% Sharpe 0.95 \| Sortino 1.39 \| Calmar 0.7 Vol 15% \| MDD -20.0% Months 58M (53%)	CAGR -14.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -0.0% \| Win 46% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 14% \| MDD -20.6% Months 37M (34%)	CAGR 2.2% \| Win 43% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.5 Vol 9% \| MDD -4.6% Months 14M (13%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
RSmean only	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 62% Sharpe 1.01 \| Sortino 1.46 \| Calmar 0.7 Vol 15% \| MDD -21.1% Months 48M (44%)	CAGR 6.0% \| Win 64% Sharpe 0.47 \| Sortino 0.85 \| Calmar 0.4 Vol 15% \| MDD -15.7% Months 11M (10%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR 3.8% \| Win 47% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.3 Vol 12% \| MDD -11.3% Months 15M (14%)	CAGR -0.7% \| Win 44% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 13% \| MDD -22.4% Months 36M (33%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
MACD only	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 62% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.7 Vol 15% \| MDD -21.1% Months 56M (51%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (3%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -9.2% \| Win 31% Sharpe -0.92 \| Sortino -1.30 \| Calmar -0.6 Vol 10% \| MDD -15.8% Months 13M (12%)	CAGR 4.2% \| Win 50% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 38M (34%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
RSI only	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 22.8% \| Win 70% Sharpe 1.30 \| Sortino 1.71 \| Calmar 1.4 Vol 17% \| MDD -16.0% Months 40M (36%)	CAGR -3.7% \| Win 47% Sharpe -0.44 \| Sortino -0.88 \| Calmar -0.3 Vol 8% \| MDD -13.9% Months 19M (17%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR 20.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 0.2% \| Win 44% Sharpe 0.08 \| Sortino 0.11 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 50M (46%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 15.9% \| Win 67% Sharpe 1.05 \| Sortino 1.54 \| Calmar 1.1 Vol 15% \| MDD -14.3% Months 48M (44%)	CAGR 3.7% \| Win 46% Sharpe 0.31 \| Sortino 0.45 \| Calmar 0.3 Vol 15% \| MDD -11.6% Months 11M (10%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR 4.9% \| Win 33% Sharpe 0.45 \| Sortino 1.68 \| Calmar 0.8 Vol 12% \| MDD -5.9% Months 6M (6%)	CAGR 0.0% \| Win 47% Sharpe 0.07 \| Sortino 0.08 \| Calmar 0.0 Vol 13% \| MDD -18.2% Months 45M (41%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 64% Sharpe 0.92 \| Sortino 1.35 \| Calmar 0.7 Vol 16% \| MDD -19.9% Months 52M (47%)	CAGR 9.6% \| Win 57% Sharpe 0.96 \| Sortino 1.97 \| Calmar 5.3 Vol 10% \| MDD -1.8% Months 7M (6%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -8.4% \| Win 37% Sharpe -0.64 \| Sortino -0.71 \| Calmar -0.3 Vol 12% \| MDD -27.5% Months 27M (24%)	CAGR 11.8% \| Win 54% Sharpe 0.99 \| Sortino 2.05 \| Calmar 1.8 Vol 12% \| MDD -6.6% Months 24M (22%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.7% \| Win 61% Sharpe 0.85 \| Sortino 1.33 \| Calmar 0.5 Vol 16% \| MDD -24.1% Months 57M (52%)	CAGR -14.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR 2.3% \| Win 50% Sharpe 0.24 \| Sortino 0.29 \| Calmar 0.1 Vol 13% \| MDD -16.6% Months 38M (34%)	CAGR 2.2% \| Win 43% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.5 Vol 9% \| MDD -4.6% Months 14M (13%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
RSmean only	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 13.7% \| Win 60% Sharpe 0.88 \| Sortino 1.34 \| Calmar 0.5 Vol 16% \| MDD -25.1% Months 43M (39%)	CAGR 7.6% \| Win 60% Sharpe 0.59 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -15.1% Months 15M (14%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR 9.7% \| Win 55% Sharpe 0.89 \| Sortino 1.32 \| Calmar 0.8 Vol 11% \| MDD -12.1% Months 20M (18%)	CAGR -2.2% \| Win 44% Sharpe -0.11 \| Sortino -0.13 \| Calmar -0.1 Vol 13% \| MDD -20.3% Months 32M (29%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
MACD only	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.2% \| Win 62% Sharpe 0.86 \| Sortino 1.30 \| Calmar 0.5 Vol 16% \| MDD -25.1% Months 50M (46%)	CAGR 5.5% \| Win 50% Sharpe 0.50 \| Sortino 1.65 \| Calmar 1.6 Vol 12% \| MDD -3.4% Months 8M (7%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR -1.1% \| Win 42% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -14.6% Months 19M (17%)	CAGR 4.2% \| Win 52% Sharpe 0.38 \| Sortino 0.45 \| Calmar 0.2 Vol 13% \| MDD -18.2% Months 33M (30%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
RSI only	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 21.8% \| Win 69% Sharpe 1.20 \| Sortino 1.66 \| Calmar 1.1 Vol 18% \| MDD -19.3% Months 36M (33%)	CAGR -2.1% \| Win 46% Sharpe -0.18 \| Sortino -0.47 \| Calmar -0.2 Vol 9% \| MDD -12.1% Months 22M (20%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR 29.5% \| Win 80% Sharpe 4.63 \| Sortino 0.00 \| Calmar 120.0 Vol 6% \| MDD -0.2% Months 5M (4%)	CAGR -0.3% \| Win 45% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 12% \| MDD -20.3% Months 47M (43%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 64% Sharpe 1.05 \| Sortino 1.61 \| Calmar 1.1 Vol 15% \| MDD -14.3% Months 50M (46%)	CAGR -9.6% \| Win 38% Sharpe -0.55 \| Sortino -0.89 \| Calmar -0.8 Vol 16% \| MDD -12.6% Months 8M (7%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR -1.5% \| Win 50% Sharpe -0.24 \| Sortino -0.43 \| Calmar -0.6 Vol 6% \| MDD -2.6% Months 4M (4%)	CAGR 2.6% \| Win 48% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -18.2% Months 48M (44%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 13.5% \| Win 63% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 46M (42%)	CAGR 7.0% \| Win 50% Sharpe 0.67 \| Sortino 1.94 \| Calmar 1.8 Vol 11% \| MDD -3.8% Months 12M (11%)	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)
SLmean neg	CAGR -4.0% \| Win 42% Sharpe -0.28 \| Sortino -0.31 \| Calmar -0.1 Vol 12% \| MDD -27.4% Months 33M (30%)	CAGR 14.1% \| Win 58% Sharpe 1.17 \| Sortino 2.09 \| Calmar 2.1 Vol 12% \| MDD -6.6% Months 19M (17%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 13.0% \| Win 60% Sharpe 0.91 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -23.5% Months 62M (56%)	CAGR 0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 14% \| MDD -30.7% Months 33M (30%)	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)
RSmean neg	CAGR -14.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 2.2% \| Win 43% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.5 Vol 9% \| MDD -4.6% Months 14M (13%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)
MACD only	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.9% \| Win 59% Sharpe 0.70 \| Sortino 1.07 \| Calmar 0.3 Vol 15% \| MDD -29.1% Months 63M (57%)	CAGR 5.4% \| Win 53% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.3 Vol 14% \| MDD -20.6% Months 32M (29%)	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)
RSmean neg	CAGR 0.6% \| Win 33% Sharpe 0.11 \| Sortino 0.35 \| Calmar 0.1 Vol 7% \| MDD -3.9% Months 6M (6%)	CAGR 1.3% \| Win 44% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.3 Vol 10% \| MDD -4.6% Months 9M (8%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)
RSI only	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -1.4% \| Win 46% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 12% \| MDD -25.0% Months 54M (49%)	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)
RSmean neg	-	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 16.4% \| Win 66% Sharpe 1.08 \| Sortino 1.62 \| Calmar 1.2 Vol 15% \| MDD -13.9% Months 50M (46%)	CAGR 0.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 14% \| MDD -17.8% Months 45M (41%)	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)
RSmean neg	CAGR -5.6% \| Win 25% Sharpe -0.89 \| Sortino -2.39 \| Calmar -1.4 Vol 6% \| MDD -3.9% Months 4M (4%)	CAGR 3.5% \| Win 46% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.8 Vol 9% \| MDD -4.6% Months 11M (10%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 58% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -31.9% Months 65M (59%)	CAGR 9.5% \| Win 53% Sharpe 0.86 \| Sortino 1.78 \| Calmar 1.3 Vol 11% \| MDD -7.4% Months 30M (27%)	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)
RSmean neg	CAGR -3.1% \| Win 36% Sharpe -0.41 \| Sortino -0.61 \| Calmar -0.4 Vol 7% \| MDD -8.4% Months 14M (13%)	CAGR 81.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 10.1% \| Win 57% Sharpe 0.72 \| Sortino 1.09 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 56M (51%)	CAGR 33.1% \| Win 71% Sharpe 2.89 \| Sortino 9.71 \| Calmar 23.0 Vol 10% \| MDD -1.4% Months 7M (6%)	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)
MACD neg	CAGR 4.7% \| Win 54% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.4 Vol 13% \| MDD -12.8% Months 13M (12%)	CAGR -0.6% \| Win 47% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 13% \| MDD -20.4% Months 34M (31%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)
RSI only	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 22.5% \| Win 69% Sharpe 1.30 \| Sortino 1.69 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 36M (33%)	CAGR 0.3% \| Win 44% Sharpe 0.08 \| Sortino 0.15 \| Calmar 0.0 Vol 10% \| MDD -14.4% Months 27M (24%)	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)
MACD neg	CAGR 24.4% \| Win 80% Sharpe 1.23 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 5M (4%)	CAGR -1.6% \| Win 45% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 12% \| MDD -24.9% Months 42M (38%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.63 \| Calmar 1.2 Vol 15% \| MDD -14.3% Months 38M (34%)	CAGR 5.0% \| Win 48% Sharpe 0.43 \| Sortino 0.66 \| Calmar 0.3 Vol 13% \| MDD -17.5% Months 25M (23%)	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)
MACD neg	CAGR 7.8% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.6 Vol 14% \| MDD -13.9% Months 16M (14%)	CAGR -2.5% \| Win 45% Sharpe -0.14 \| Sortino -0.16 \| Calmar -0.1 Vol 13% \| MDD -19.3% Months 31M (28%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 16.4% \| Win 64% Sharpe 1.09 \| Sortino 1.53 \| Calmar 0.9 Vol 15% \| MDD -18.1% Months 52M (47%)	CAGR -4.5% \| Win 36% Sharpe -0.35 \| Sortino -0.65 \| Calmar -0.6 Vol 12% \| MDD -7.4% Months 11M (10%)	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)
MACD neg	CAGR -11.9% \| Win 37% Sharpe -0.89 \| Sortino -1.03 \| Calmar -0.3 Vol 13% \| MDD -35.1% Months 27M (24%)	CAGR 21.1% \| Win 65% Sharpe 1.83 \| Sortino 4.05 \| Calmar 4.9 Vol 11% \| MDD -4.3% Months 20M (18%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 21.9% \| Win 70% Sharpe 1.26 \| Sortino 1.65 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 40M (36%)	CAGR -6.5% \| Win 38% Sharpe -0.72 \| Sortino -1.14 \| Calmar -0.3 Vol 9% \| MDD -23.5% Months 29M (26%)	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)
RSI neg	CAGR 58.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.4% \| Win 50% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 40M (36%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 15.2% \| Win 65% Sharpe 1.01 \| Sortino 1.48 \| Calmar 1.1 Vol 15% \| MDD -14.3% Months 48M (44%)	CAGR -3.7% \| Win 38% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 13% \| MDD -21.5% Months 21M (19%)	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)
RSI neg	CAGR 10.5% \| Win 50% Sharpe 0.80 \| Sortino 2.42 \| Calmar 3.1 Vol 14% \| MDD -3.3% Months 6M (6%)	CAGR 3.5% \| Win 51% Sharpe 0.33 \| Sortino 0.39 \| Calmar 0.2 Vol 13% \| MDD -18.2% Months 35M (32%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.2% \| Win 61% Sharpe 0.85 \| Sortino 1.25 \| Calmar 0.6 Vol 15% \| MDD -20.0% Months 61M (56%)	CAGR -12.2% \| Win 25% Sharpe -1.17 \| Sortino -1.83 \| Calmar -1.0 Vol 11% \| MDD -12.6% Months 8M (7%)	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)
RSI neg	CAGR -13.2% \| Win 33% Sharpe -0.96 \| Sortino -1.04 \| Calmar -0.5 Vol 14% \| MDD -25.7% Months 18M (16%)	CAGR 20.8% \| Win 65% Sharpe 1.81 \| Sortino 4.31 \| Calmar 4.9 Vol 11% \| MDD -4.3% Months 23M (21%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 24.3% \| Win 73% Sharpe 1.36 \| Sortino 1.81 \| Calmar 2.0 Vol 17% \| MDD -12.0% Months 33M (30%)	CAGR 16.6% \| Win 62% Sharpe 1.01 \| Sortino 1.07 \| Calmar 2.0 Vol 16% \| MDD -8.4% Months 8M (7%)	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)
MACDhist neg	CAGR 1.0% \| Win 48% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.1 Vol 9% \| MDD -6.9% Months 21M (19%)	CAGR -1.7% \| Win 44% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 12% \| MDD -19.4% Months 48M (44%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)
RSIhist only	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 20.8% \| Win 69% Sharpe 1.20 \| Sortino 1.58 \| Calmar 1.4 Vol 17% \| MDD -15.1% Months 39M (36%)	CAGR 67.7% \| Win 100% Sharpe 21.53 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (2%)	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)
MACDhist neg	CAGR -7.0% \| Win 40% Sharpe -0.58 \| Sortino -0.69 \| Calmar -0.2 Vol 11% \| MDD -33.3% Months 40M (36%)	CAGR 8.2% \| Win 52% Sharpe 0.75 \| Sortino 1.56 \| Calmar 1.0 Vol 11% \| MDD -8.3% Months 29M (26%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 15.3% \| Win 67% Sharpe 1.01 \| Sortino 1.46 \| Calmar 1.2 Vol 15% \| MDD -12.7% Months 45M (41%)	CAGR 11.2% \| Win 44% Sharpe 0.93 \| Sortino 2.78 \| Calmar 3.3 Vol 12% \| MDD -3.3% Months 9M (8%)	CAGR 14.6% \| Win 63% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.0 Vol 15% \| MDD -14.3% Months 54M (49%)
RSIhist neg	CAGR -5.6% \| Win 38% Sharpe -0.35 \| Sortino -0.43 \| Calmar -0.2 Vol 14% \| MDD -27.2% Months 34M (31%)	CAGR 11.3% \| Win 59% Sharpe 1.00 \| Sortino 1.82 \| Calmar 1.7 Vol 11% \| MDD -6.6% Months 22M (20%)	CAGR 0.7% \| Win 46% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -19.3% Months 56M (51%)
LWTI only	CAGR 5.8% \| Win 54% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -35.1% Months 79M (72%)	CAGR 11.3% \| Win 55% Sharpe 1.00 \| Sortino 2.09 \| Calmar 1.5 Vol 11% \| MDD -7.4% Months 31M (28%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 64% Sharpe 0.90 \| Sortino 1.35 \| Calmar 0.6 Vol 16% \| MDD -23.3% Months 52M (47%)	CAGR 11.3% \| Win 57% Sharpe 1.38 \| Sortino 3.22 \| Calmar 10.7 Vol 8% \| MDD -1.1% Months 7M (6%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -1.8% \| Win 33% Sharpe -0.10 \| Sortino -0.44 \| Calmar -0.5 Vol 12% \| MDD -3.4% Months 6M (6%)	CAGR 0.9% \| Win 47% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 13% \| MDD -18.5% Months 45M (41%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
SLmean only	CAGR 12.1% \| Win 60% Sharpe 0.82 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 58M (53%)	CAGR 2.3% \| Win 48% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -20.3% Months 52M (47%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 64% Sharpe 0.95 \| Sortino 1.39 \| Calmar 0.7 Vol 15% \| MDD -20.0% Months 58M (53%)	CAGR -14.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -0.0% \| Win 46% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 14% \| MDD -20.6% Months 37M (34%)	CAGR 2.2% \| Win 43% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.5 Vol 9% \| MDD -4.6% Months 14M (13%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
RSmean only	CAGR 8.4% \| Win 57% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -30.7% Months 95M (86%)	CAGR 1.0% \| Win 40% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -5.9% Months 15M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 62% Sharpe 1.01 \| Sortino 1.46 \| Calmar 0.7 Vol 15% \| MDD -21.1% Months 48M (44%)	CAGR 6.0% \| Win 64% Sharpe 0.47 \| Sortino 0.85 \| Calmar 0.4 Vol 15% \| MDD -15.7% Months 11M (10%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR 3.8% \| Win 47% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.3 Vol 12% \| MDD -11.3% Months 15M (14%)	CAGR -0.7% \| Win 44% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 13% \| MDD -22.4% Months 36M (33%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
MACD only	CAGR 12.5% \| Win 59% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 63M (57%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -30.5% Months 47M (43%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 62% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.7 Vol 15% \| MDD -21.1% Months 56M (51%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (3%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR -9.2% \| Win 31% Sharpe -0.92 \| Sortino -1.30 \| Calmar -0.6 Vol 10% \| MDD -15.8% Months 13M (12%)	CAGR 4.2% \| Win 50% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 38M (34%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
RSI only	CAGR 9.1% \| Win 56% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 69M (63%)	CAGR 4.5% \| Win 51% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 13% \| MDD -20.4% Months 41M (37%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 22.8% \| Win 70% Sharpe 1.30 \| Sortino 1.71 \| Calmar 1.4 Vol 17% \| MDD -16.0% Months 40M (36%)	CAGR -3.7% \| Win 47% Sharpe -0.44 \| Sortino -0.88 \| Calmar -0.3 Vol 8% \| MDD -13.9% Months 19M (17%)	CAGR 13.5% \| Win 63% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.6 Vol 15% \| MDD -21.1% Months 59M (54%)
MRmean neg	CAGR 20.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 0.2% \| Win 44% Sharpe 0.08 \| Sortino 0.11 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 50M (46%)	CAGR 0.6% \| Win 45% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -22.4% Months 51M (46%)
MACDhist only	CAGR 22.7% \| Win 71% Sharpe 1.31 \| Sortino 1.70 \| Calmar 1.5 Vol 17% \| MDD -15.1% Months 41M (37%)	CAGR -0.9% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 11% \| MDD -24.9% Months 69M (63%)