BKLN - Invesco Senior Loan ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

37.1%

Best CAGR

Total Months

5.5%

Avg CAGR

BKLN 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 BKLN

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	0.5	37.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.5	37.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	neg-neg	3	1.6	23.0	100.0	4.0	0.0	0.0	5.3	0.0
pair	MACD	LWTI	neg-neg	3	1.6	23.0	100.0	4.0	0.0	0.0	5.3	0.0
pair	MACDhist	MRmean	neg-pos	1	0.5	21.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACDhist	neg-pos	1	0.5	21.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.5	18.6	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.5	18.6	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MACDhist	neg-pos	2	1.1	14.3	100.0	5.4	0.0	0.0	2.5	0.0
pair	MACDhist	SLmean	neg-pos	2	1.1	14.3	100.0	5.4	0.0	0.0	2.5	0.0
pair	LWTI	MRmean	pos-neg	8	4.4	13.6	62.5	2.4	9.2	16.3	5.3	-0.8
pair	MRmean	LWTI	pos-neg	8	4.4	13.6	62.5	2.4	9.2	16.3	5.3	-0.8
pair	RSI	RSmean	pos-neg	12	6.6	13.2	66.7	1.6	2.8	3.8	8.0	-3.5
pair	RSmean	RSI	pos-neg	12	6.6	13.2	66.7	1.6	2.8	3.8	8.0	-3.5
pair	SLmean	RSIhist	neg-pos	3	1.6	12.2	100.0	7.9	0.0	0.0	1.5	0.0
pair	RSIhist	SLmean	neg-pos	3	1.6	12.2	100.0	7.9	0.0	0.0	1.5	0.0
pair	LWTI	RSI	neg-neg	5	2.7	12.0	60.0	1.7	15.9	19.7	6.9	-0.6
pair	RSI	LWTI	neg-neg	5	2.7	12.0	60.0	1.7	15.9	19.7	6.9	-0.6
pair	RSI	MACD	pos-neg	10	5.5	11.7	60.0	1.4	2.5	3.4	8.5	-3.5
pair	MACD	RSI	pos-neg	10	5.5	11.7	60.0	1.4	2.5	3.4	8.5	-3.5
pair	LWTI	SLmean	pos-neg	8	4.4	10.9	62.5	2.1	7.5	13.1	4.9	-0.8
pair	SLmean	LWTI	pos-neg	8	4.4	10.9	62.5	2.1	7.5	13.1	4.9	-0.8
pair	LWTI	RSIhist	pos-neg	7	3.8	10.6	57.1	1.9	7.3	8.6	5.3	-1.2
pair	RSIhist	LWTI	pos-neg	7	3.8	10.6	57.1	1.9	7.3	8.6	5.3	-1.2
pair	RSmean	MACD	pos-neg	16	8.8	10.1	75.0	2.7	4.2	7.2	3.6	-1.4
pair	MACD	RSmean	pos-neg	16	8.8	10.1	75.0	2.7	4.2	7.2	3.6	-1.4
pair	SLmean	MRmean	neg-pos	4	2.2	10.1	100.0	4.3	0.0	0.0	2.2	0.0
pair	MRmean	SLmean	neg-pos	4	2.2	10.1	100.0	4.3	0.0	0.0	2.2	0.0
pair	RSIhist	MRmean	neg-pos	2	1.1	9.3	100.0	10.9	0.0	0.0	0.8	0.0
pair	MRmean	RSIhist	neg-pos	2	1.1	9.3	100.0	10.9	0.0	0.0	0.8	0.0
pair	RSmean	RSIhist	neg-pos	2	1.1	9.3	100.0	10.9	0.0	0.0	0.8	0.0
pair	RSIhist	RSmean	neg-pos	2	1.1	9.3	100.0	10.9	0.0	0.0	0.8	0.0
pair	RSmean	MRmean	pos-neg	3	1.6	9.2	33.3	1.5	16.8	27.9	5.8	-0.3
pair	MRmean	RSmean	pos-neg	3	1.6	9.2	33.3	1.5	16.8	27.9	5.8	-0.3
pair	RSmean	MACD	neg-pos	3	1.6	9.2	33.3	1.5	16.8	27.9	5.8	-0.3
pair	MACD	RSmean	neg-pos	3	1.6	9.2	33.3	1.5	16.8	27.9	5.8	-0.3
pair	MRmean	RSI	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	RSI	MRmean	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	RSIhist	RSI	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	RSI	RSIhist	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
single	LWTI	LWTI	neg-neg	15	8.2	9.1	60.0	1.4	2.2	2.7	6.6	-3.3
single	RSI	RSI	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	SLmean	RSI	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	RSI	SLmean	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	MACDhist	RSI	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	RSI	MACDhist	neg-neg	20	11.0	9.1	65.0	1.0	1.2	1.4	9.2	-6.4
pair	MACD	RSIhist	neg-pos	16	8.8	8.7	75.0	3.0	3.7	6.2	2.8	-1.4
pair	RSIhist	MACD	neg-pos	16	8.8	8.7	75.0	3.0	3.7	6.2	2.8	-1.4
pair	MACD	MRmean	pos-neg	14	7.7	8.7	71.4	2.8	3.6	6.2	3.0	-1.4
pair	MRmean	MACD	pos-neg	14	7.7	8.7	71.4	2.8	3.6	6.2	3.0	-1.4
pair	LWTI	MACDhist	neg-neg	14	7.7	8.4	57.1	1.2	2.1	2.5	6.8	-3.3
pair	MACDhist	LWTI	neg-neg	14	7.7	8.4	57.1	1.2	2.1	2.5	6.8	-3.3
pair	LWTI	RSI	neg-pos	15	8.2	8.2	66.7	0.8	0.9	1.3	10.0	-6.4
pair	RSI	LWTI	neg-pos	15	8.2	8.2	66.7	0.8	0.9	1.3	10.0	-6.4
pair	SLmean	MACD	pos-neg	13	7.1	8.0	69.2	2.5	3.4	5.7	3.1	-1.4
pair	MACD	SLmean	pos-neg	13	7.1	8.0	69.2	2.5	3.4	5.7	3.1	-1.4
pair	RSIhist	LWTI	neg-neg	8	4.4	7.8	62.5	1.0	1.5	2.4	7.9	-3.3
pair	LWTI	RSIhist	neg-neg	8	4.4	7.8	62.5	1.0	1.5	2.4	7.9	-3.3
pair	LWTI	RSI	pos-neg	10	5.5	7.7	60.0	1.1	1.5	2.3	6.7	-3.3
pair	RSI	LWTI	pos-neg	10	5.5	7.7	60.0	1.1	1.5	2.3	6.7	-3.3
pair	RSmean	LWTI	pos-neg	14	7.7	7.3	57.1	1.1	1.8	1.8	6.5	-4.1
pair	LWTI	RSmean	pos-neg	14	7.7	7.3	57.1	1.1	1.8	1.8	6.5	-4.1
pair	SLmean	LWTI	neg-neg	7	3.8	7.0	57.1	0.8	1.4	2.1	8.5	-3.3
pair	LWTI	SLmean	neg-neg	7	3.8	7.0	57.1	0.8	1.4	2.1	8.5	-3.3
pair	RSI	MACD	neg-pos	18	9.9	6.9	66.7	2.2	3.7	4.9	3.0	-1.4
pair	MACD	RSI	neg-pos	18	9.9	6.9	66.7	2.2	3.7	4.9	3.0	-1.4
single	MACD	MACD	neg-neg	28	15.4	6.8	67.9	1.1	1.0	0.9	6.4	-7.5
pair	MACD	MACDhist	neg-neg	28	15.4	6.8	67.9	1.1	1.0	0.9	6.4	-7.5
pair	MACDhist	MACD	neg-neg	28	15.4	6.8	67.9	1.1	1.0	0.9	6.4	-7.5
pair	RSI	MACD	neg-neg	10	5.5	6.6	70.0	0.7	0.6	1.0	10.2	-6.4
pair	MACD	RSI	neg-neg	10	5.5	6.6	70.0	0.7	0.6	1.0	10.2	-6.4
pair	LWTI	MACD	pos-neg	12	6.6	5.8	50.0	0.9	1.5	1.8	6.7	-3.3
pair	MACD	LWTI	pos-neg	12	6.6	5.8	50.0	0.9	1.5	1.8	6.7	-3.3
pair	SLmean	MACD	neg-neg	15	8.2	5.7	66.7	0.7	0.7	0.8	8.3	-7.5
pair	MACD	SLmean	neg-neg	15	8.2	5.7	66.7	0.7	0.7	0.8	8.3	-7.5
pair	LWTI	MACD	neg-pos	25	13.7	5.0	64.0	0.8	0.7	0.7	6.4	-7.5
pair	MACD	LWTI	neg-pos	25	13.7	5.0	64.0	0.8	0.7	0.7	6.4	-7.5
pair	MRmean	MACD	neg-neg	14	7.7	4.9	64.3	0.6	0.6	0.7	8.6	-7.5
pair	SLmean	MACDhist	pos-neg	49	26.9	4.9	61.2	1.4	2.9	1.4	3.4	-3.4
pair	MACDhist	SLmean	pos-neg	49	26.9	4.9	61.2	1.4	2.9	1.4	3.4	-3.4
pair	MACD	MRmean	neg-neg	14	7.7	4.9	64.3	0.6	0.6	0.7	8.6	-7.5
pair	RSmean	SLmean	neg-neg	13	7.1	4.8	61.5	0.6	0.6	0.6	8.8	-7.5
pair	RSIhist	MACDhist	neg-pos	36	19.8	4.8	61.1	1.4	3.0	2.8	3.3	-1.7
pair	MACDhist	RSIhist	neg-pos	36	19.8	4.8	61.1	1.4	3.0	2.8	3.3	-1.7
pair	SLmean	RSmean	neg-neg	13	7.1	4.8	61.5	0.6	0.6	0.6	8.8	-7.5
pair	RSmean	RSI	neg-pos	7	3.8	4.3	42.9	1.1	5.0	6.2	4.0	-0.7
pair	SLmean	RSmean	pos-pos	136	74.7	4.3	68.4	1.4	2.2	1.3	3.0	-3.3
pair	RSmean	SLmean	pos-pos	136	74.7	4.3	68.4	1.4	2.2	1.3	3.0	-3.3
pair	RSI	RSmean	neg-pos	7	3.8	4.3	42.9	1.1	5.0	6.2	4.0	-0.7
pair	RSI	RSIhist	pos-pos	114	62.6	4.3	68.4	1.5	2.5	1.3	2.8	-3.2
pair	SLmean	RSIhist	pos-neg	27	14.8	4.3	66.7	1.2	1.7	1.8	3.5	-2.4
pair	RSIhist	SLmean	pos-neg	27	14.8	4.3	66.7	1.2	1.7	1.8	3.5	-2.4
pair	MACDhist	MRmean	pos-neg	53	29.1	4.3	60.4	1.1	1.6	1.3	3.9	-3.3
pair	MRmean	MACDhist	pos-neg	53	29.1	4.3	60.4	1.1	1.6	1.3	3.9	-3.3
single	RSIhist	RSIhist	pos-pos	114	62.6	4.3	68.4	1.5	2.5	1.3	2.8	-3.2
pair	RSIhist	RSI	pos-pos	114	62.6	4.3	68.4	1.5	2.5	1.3	2.8	-3.2
pair	RSIhist	MRmean	pos-pos	112	61.5	4.2	67.9	1.5	2.5	1.3	2.9	-3.2
pair	MRmean	RSIhist	pos-pos	112	61.5	4.2	67.9	1.5	2.5	1.3	2.9	-3.2
pair	SLmean	RSI	pos-pos	138	75.8	4.2	67.4	1.4	2.2	1.2	3.0	-3.4
pair	RSI	SLmean	pos-pos	138	75.8	4.2	67.4	1.4	2.2	1.2	3.0	-3.4
pair	MRmean	SLmean	pos-neg	9	4.9	4.2	77.8	0.7	0.7	1.3	5.7	-3.3
pair	SLmean	MRmean	pos-neg	9	4.9	4.2	77.8	0.7	0.7	1.3	5.7	-3.3
pair	RSIhist	MACD	neg-neg	12	6.6	4.2	58.3	0.5	0.5	0.6	9.3	-7.5
single	SLmean	SLmean	pos-pos	138	75.8	4.2	67.4	1.4	2.2	1.2	3.0	-3.4
pair	RSIhist	RSmean	pos-pos	112	61.5	4.2	67.9	1.5	2.5	1.3	2.9	-3.2
pair	RSmean	RSIhist	pos-pos	112	61.5	4.2	67.9	1.5	2.5	1.3	2.9	-3.2
pair	MACD	RSIhist	neg-neg	12	6.6	4.2	58.3	0.5	0.5	0.6	9.3	-7.5
pair	MRmean	LWTI	neg-neg	7	3.8	4.1	57.1	0.6	0.8	1.2	7.9	-3.3
pair	SLmean	RSIhist	pos-pos	111	61.0	4.1	67.6	1.4	2.4	1.3	2.9	-3.2
pair	RSIhist	SLmean	pos-pos	111	61.0	4.1	67.6	1.4	2.4	1.3	2.9	-3.2
pair	LWTI	MRmean	neg-neg	7	3.8	4.1	57.1	0.6	0.8	1.2	7.9	-3.3
pair	MACDhist	RSIhist	pos-pos	78	42.9	4.1	71.8	1.5	2.3	1.3	2.6	-3.2
pair	RSIhist	MACDhist	pos-pos	78	42.9	4.1	71.8	1.5	2.3	1.3	2.6	-3.2
pair	RSI	MACDhist	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	RSmean	MACDhist	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
single	MACDhist	MACDhist	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	MACDhist	RSI	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	MACDhist	RSmean	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	RSI	MRmean	pos-pos	143	78.6	4.0	67.1	1.2	1.7	0.8	3.2	-4.7
pair	MRmean	RSI	pos-pos	143	78.6	4.0	67.1	1.2	1.7	0.8	3.2	-4.7
pair	MRmean	SLmean	pos-pos	134	73.6	4.0	66.4	1.3	2.1	1.2	3.0	-3.4
pair	SLmean	MRmean	pos-pos	134	73.6	4.0	66.4	1.3	2.1	1.2	3.0	-3.4
single	MRmean	MRmean	pos-pos	143	78.6	4.0	67.1	1.2	1.7	0.8	3.2	-4.7
pair	MACDhist	MACD	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	MACD	MACDhist	pos-pos	91	50.0	4.0	71.4	1.4	2.0	1.4	2.8	-2.9
pair	RSIhist	LWTI	pos-pos	107	58.8	3.9	69.2	1.5	2.3	1.2	2.6	-3.2
pair	LWTI	RSIhist	pos-pos	107	58.8	3.9	69.2	1.5	2.3	1.2	2.6	-3.2
pair	RSmean	MRmean	pos-pos	140	76.9	3.9	67.9	1.2	1.7	0.8	3.1	-4.7
pair	MRmean	RSmean	pos-pos	140	76.9	3.9	67.9	1.2	1.7	0.8	3.1	-4.7
single	RSmean	RSmean	neg-neg	15	8.2	3.8	53.3	0.5	0.5	0.5	8.2	-7.5
pair	RSmean	MACDhist	neg-neg	15	8.2	3.8	53.3	0.5	0.5	0.5	8.2	-7.5
pair	MACDhist	RSmean	neg-neg	15	8.2	3.8	53.3	0.5	0.5	0.5	8.2	-7.5
pair	MACDhist	LWTI	pos-pos	90	49.5	3.8	71.1	1.4	1.9	1.3	2.8	-2.9
pair	LWTI	MACDhist	pos-pos	90	49.5	3.8	71.1	1.4	1.9	1.3	2.8	-2.9
pair	LWTI	SLmean	pos-pos	130	71.4	3.8	67.7	1.3	1.9	1.1	2.8	-3.4
pair	SLmean	LWTI	pos-pos	130	71.4	3.8	67.7	1.3	1.9	1.1	2.8	-3.4
pair	SLmean	MACDhist	pos-pos	89	48.9	3.8	70.8	1.4	1.9	1.3	2.8	-2.9
pair	MACDhist	SLmean	pos-pos	89	48.9	3.8	70.8	1.4	1.9	1.3	2.8	-2.9
pair	SLmean	MACD	pos-pos	125	68.7	3.8	67.2	1.3	2.0	1.1	3.0	-3.4
pair	MACD	SLmean	pos-pos	125	68.7	3.8	67.2	1.3	2.0	1.1	3.0	-3.4
pair	MACDhist	MRmean	pos-pos	90	49.5	3.8	71.1	1.4	1.9	1.3	2.8	-2.9
pair	MRmean	MACDhist	pos-pos	90	49.5	3.8	71.1	1.4	1.9	1.3	2.8	-2.9
pair		benchmark___benchmark_	benchmark-benchmark	182	100.0	3.7	65.9	0.8	0.9	0.4	4.7	-9.3
pair	benchmark___benchmark_		benchmark-benchmark	182	100.0	3.7	65.9	0.8	0.9	0.4	4.7	-9.3
single	RSmean	RSmean	pos-pos	167	91.8	3.7	67.1	0.9	1.0	0.4	4.3	-9.3
pair	MACD	RSIhist	pos-pos	98	53.8	3.6	67.3	1.3	2.2	1.1	2.8	-3.2
pair	RSIhist	MACD	pos-pos	98	53.8	3.6	67.3	1.3	2.2	1.1	2.8	-3.2
pair	MRmean	MACD	pos-pos	129	70.9	3.5	66.7	1.1	1.5	0.8	3.2	-4.7
pair	LWTI	MRmean	pos-pos	135	74.2	3.5	67.4	1.2	1.5	0.7	3.0	-4.7
pair	MRmean	LWTI	pos-pos	135	74.2	3.5	67.4	1.2	1.5	0.7	3.0	-4.7
pair	MACD	MRmean	pos-pos	129	70.9	3.5	66.7	1.1	1.5	0.8	3.2	-4.7
single	MACDhist	MACDhist	neg-neg	91	50.0	3.5	60.4	0.6	0.7	0.5	6.1	-7.5
pair	RSmean	MACDhist	pos-neg	76	41.8	3.4	61.8	0.6	0.7	0.5	5.6	-6.9
pair	MACDhist	RSmean	pos-neg	76	41.8	3.4	61.8	0.6	0.7	0.5	5.6	-6.9
pair	MACDhist	RSIhist	pos-neg	13	7.1	3.4	69.2	0.9	1.1	1.6	3.6	-2.1
pair	RSIhist	MACDhist	pos-neg	13	7.1	3.4	69.2	0.9	1.1	1.6	3.6	-2.1
pair	RSmean	LWTI	pos-pos	153	84.1	3.4	68.0	0.8	0.9	0.4	4.1	-9.3
pair	LWTI	RSmean	pos-pos	153	84.1	3.4	68.0	0.8	0.9	0.4	4.1	-9.3
single	LWTI	LWTI	pos-pos	167	91.8	3.3	66.5	0.7	0.7	0.3	4.5	-9.3
pair	RSmean	RSI	neg-neg	8	4.4	3.2	62.5	0.3	0.3	0.5	11.0	-6.4
pair	RSI	RSmean	neg-neg	8	4.4	3.2	62.5	0.3	0.3	0.5	11.0	-6.4
single	MACD	MACD	pos-pos	154	84.6	3.2	65.6	0.7	0.8	0.3	4.4	-9.3
single	RSI	RSI	pos-pos	162	89.0	3.1	66.0	0.8	0.8	0.3	3.8	-9.3
pair	MACD	RSmean	pos-pos	151	83.0	3.1	66.2	0.7	0.8	0.3	4.3	-9.3
pair	RSIhist	MRmean	pos-neg	31	17.0	3.1	64.5	0.8	0.9	0.7	4.2	-4.4
pair	MRmean	RSIhist	pos-neg	31	17.0	3.1	64.5	0.8	0.9	0.7	4.2	-4.4
pair	RSmean	MACD	pos-pos	151	83.0	3.1	66.2	0.7	0.8	0.3	4.3	-9.3
pair	LWTI	MACD	pos-pos	142	78.0	3.0	66.9	0.7	0.8	0.3	4.1	-9.3
pair	RSI	RSmean	pos-pos	155	85.2	3.0	67.1	0.8	0.8	0.3	3.8	-9.9
pair	RSmean	RSI	pos-pos	155	85.2	3.0	67.1	0.8	0.8	0.3	3.8	-9.9
pair	MACD	LWTI	pos-pos	142	78.0	3.0	66.9	0.7	0.8	0.3	4.1	-9.3
pair	RSmean	MRmean	neg-pos	27	14.8	2.9	63.0	0.4	0.5	0.5	8.1	-6.5
pair	RSIhist	RSmean	neg-neg	13	7.1	2.9	46.2	0.4	0.4	0.4	8.8	-7.5
pair	RSmean	RSIhist	neg-neg	13	7.1	2.9	46.2	0.4	0.4	0.4	8.8	-7.5
pair	MRmean	RSmean	neg-pos	27	14.8	2.9	63.0	0.4	0.5	0.5	8.1	-6.5
single	MRmean	MRmean	neg-neg	39	21.4	2.8	61.5	0.4	0.4	0.4	8.2	-7.5
single	RSIhist	RSIhist	neg-neg	68	37.4	2.8	61.8	0.4	0.5	0.4	6.8	-7.5
pair	LWTI	RSI	pos-pos	152	83.5	2.8	66.4	0.8	0.8	0.3	3.6	-9.3
pair	RSI	LWTI	pos-pos	152	83.5	2.8	66.4	0.8	0.8	0.3	3.6	-9.3
pair	RSIhist	RSmean	pos-neg	55	30.2	2.7	65.5	0.5	0.5	0.4	6.3	-6.5
pair	RSmean	RSIhist	pos-neg	55	30.2	2.7	65.5	0.5	0.5	0.4	6.3	-6.5
pair	MACD	RSI	pos-pos	144	79.1	2.6	66.0	0.7	0.7	0.3	3.9	-9.3
pair	LWTI	MACDhist	neg-pos	77	42.3	2.6	61.0	0.5	0.5	0.3	6.0	-7.5
pair	MACDhist	RSIhist	neg-neg	55	30.2	2.6	60.0	0.4	0.4	0.3	7.4	-7.5
pair	RSIhist	MACDhist	neg-neg	55	30.2	2.6	60.0	0.4	0.4	0.3	7.4	-7.5
pair	MACDhist	LWTI	neg-pos	77	42.3	2.6	61.0	0.5	0.5	0.3	6.0	-7.5
pair	RSI	MACD	pos-pos	144	79.1	2.6	66.0	0.7	0.7	0.3	3.9	-9.3
pair	RSIhist	MACD	pos-neg	56	30.8	2.5	62.5	0.4	0.5	0.4	6.2	-6.8
pair	MACD	RSIhist	pos-neg	56	30.8	2.5	62.5	0.4	0.5	0.4	6.2	-6.8
pair	MRmean	LWTI	neg-pos	32	17.6	2.5	62.5	0.3	0.4	0.3	8.4	-7.5
pair	LWTI	MRmean	neg-pos	32	17.6	2.5	62.5	0.3	0.4	0.3	8.4	-7.5
pair	RSmean	MRmean	neg-neg	12	6.6	2.4	58.3	0.3	0.3	0.3	8.9	-7.5
pair	MRmean	RSmean	neg-neg	12	6.6	2.4	58.3	0.3	0.3	0.3	8.9	-7.5
single	SLmean	SLmean	neg-neg	44	24.2	2.4	61.4	0.3	0.4	0.3	8.1	-7.5
pair	RSmean	MACD	neg-neg	12	6.6	2.4	58.3	0.3	0.3	0.3	8.9	-7.5
pair	MACD	RSmean	neg-neg	12	6.6	2.4	58.3	0.3	0.3	0.3	8.9	-7.5
pair	RSIhist	MRmean	neg-neg	37	20.3	2.4	59.5	0.3	0.4	0.3	8.4	-7.5
pair	MRmean	RSIhist	neg-neg	37	20.3	2.4	59.5	0.3	0.4	0.3	8.4	-7.5
pair	MRmean	MACDhist	neg-neg	38	20.9	2.3	60.5	0.3	0.4	0.3	8.3	-7.5
pair	MACDhist	MRmean	neg-neg	38	20.9	2.3	60.5	0.3	0.4	0.3	8.3	-7.5
pair	MACD	MACDhist	pos-neg	63	34.6	2.1	57.1	0.4	0.4	0.3	6.0	-7.1
pair	MACDhist	MACD	pos-neg	63	34.6	2.1	57.1	0.4	0.4	0.3	6.0	-7.1
pair	RSIhist	LWTI	neg-pos	60	33.0	2.1	61.7	0.3	0.4	0.3	6.7	-7.5
pair	LWTI	RSIhist	neg-pos	60	33.0	2.1	61.7	0.3	0.4	0.3	6.7	-7.5
pair	SLmean	MRmean	neg-neg	35	19.2	2.0	57.1	0.3	0.3	0.3	8.6	-7.5
pair	MRmean	SLmean	neg-neg	35	19.2	2.0	57.1	0.3	0.3	0.3	8.6	-7.5
pair	SLmean	MACDhist	neg-neg	42	23.1	1.9	59.5	0.3	0.3	0.2	8.2	-7.8
pair	MACDhist	SLmean	neg-neg	42	23.1	1.9	59.5	0.3	0.3	0.2	8.2	-7.8
pair	MACDhist	RSI	pos-neg	71	39.0	1.9	59.2	0.4	0.4	0.3	4.9	-7.3
pair	RSI	MACDhist	pos-neg	71	39.0	1.9	59.2	0.4	0.4	0.3	4.9	-7.3
pair	RSmean	LWTI	neg-pos	14	7.7	1.7	50.0	0.2	0.3	0.2	8.2	-7.5
pair	LWTI	RSmean	neg-pos	14	7.7	1.7	50.0	0.2	0.3	0.2	8.2	-7.5
pair	SLmean	RSIhist	neg-neg	41	22.5	1.7	58.5	0.2	0.3	0.2	8.3	-7.5
pair	RSIhist	SLmean	neg-neg	41	22.5	1.7	58.5	0.2	0.3	0.2	8.3	-7.5
pair	MACD	MRmean	neg-pos	25	13.7	1.6	60.0	0.2	0.3	0.2	8.2	-7.6
pair	MRmean	MACD	neg-pos	25	13.7	1.6	60.0	0.2	0.3	0.2	8.2	-7.6
pair	SLmean	LWTI	neg-pos	37	20.3	1.6	62.2	0.2	0.2	0.2	8.1	-8.7
pair	LWTI	SLmean	neg-pos	37	20.3	1.6	62.2	0.2	0.2	0.2	8.1	-8.7
pair	SLmean	RSmean	neg-pos	31	17.0	1.5	61.3	0.2	0.3	0.2	7.9	-7.2
pair	RSmean	SLmean	neg-pos	31	17.0	1.5	61.3	0.2	0.3	0.2	7.9	-7.2
pair	SLmean	MACD	neg-pos	29	15.9	0.7	58.6	0.1	0.2	0.1	8.0	-10.1
pair	MACD	SLmean	neg-pos	29	15.9	0.7	58.6	0.1	0.2	0.1	8.0	-10.1
pair	RSIhist	RSI	pos-neg	48	26.4	0.2	60.4	0.1	0.1	0.0	5.5	-6.6
pair	RSI	RSIhist	pos-neg	48	26.4	0.2	60.4	0.1	0.1	0.0	5.5	-6.6
pair	SLmean	RSmean	pos-neg	2	1.1	-2.6	0.0	-5.0	-5.0	-8.0	0.5	-0.3
pair	RSmean	SLmean	pos-neg	2	1.1	-2.6	0.0	-5.0	-5.0	-8.0	0.5	-0.3
pair	SLmean	RSI	neg-pos	24	13.2	-2.8	58.3	-0.4	-0.4	-0.2	6.9	-12.4
pair	RSI	SLmean	neg-pos	24	13.2	-2.8	58.3	-0.4	-0.4	-0.2	6.9	-12.4
pair	RSI	MRmean	neg-pos	19	10.4	-3.5	57.9	-0.5	-0.5	-0.3	6.9	-10.0
pair	MRmean	RSI	neg-pos	19	10.4	-3.5	57.9	-0.5	-0.5	-0.3	6.9	-10.0

All Contingency Tables for BKLN

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 66% Sharpe 1.32 \| Sortino 2.11 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 134M (74%)	CAGR 4.2% \| Win 78% Sharpe 0.74 \| Sortino 0.68 \| Calmar 1.3 Vol 6% \| MDD -3.3% Months 9M (5%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 10.1% \| Win 100% Sharpe 4.32 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 4M (2%)	CAGR 2.0% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.3 Vol 9% \| MDD -7.5% Months 35M (19%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
SLmean only	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 68% Sharpe 1.23 \| Sortino 1.67 \| Calmar 0.8 Vol 3% \| MDD -4.7% Months 140M (77%)	CAGR 9.2% \| Win 33% Sharpe 1.54 \| Sortino 16.78 \| Calmar 27.9 Vol 6% \| MDD -0.3% Months 3M (2%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 2.9% \| Win 63% Sharpe 0.40 \| Sortino 0.48 \| Calmar 0.5 Vol 8% \| MDD -6.5% Months 27M (15%)	CAGR 2.4% \| Win 58% Sharpe 0.31 \| Sortino 0.31 \| Calmar 0.3 Vol 9% \| MDD -7.5% Months 12M (7%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
RSmean only	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 67% Sharpe 1.10 \| Sortino 1.52 \| Calmar 0.7 Vol 3% \| MDD -4.7% Months 129M (71%)	CAGR 8.7% \| Win 71% Sharpe 2.76 \| Sortino 3.65 \| Calmar 6.2 Vol 3% \| MDD -1.4% Months 14M (8%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 1.6% \| Win 60% Sharpe 0.24 \| Sortino 0.29 \| Calmar 0.2 Vol 8% \| MDD -7.6% Months 25M (14%)	CAGR 4.9% \| Win 64% Sharpe 0.60 \| Sortino 0.57 \| Calmar 0.7 Vol 9% \| MDD -7.5% Months 14M (8%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
MACD only	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)	-	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR -3.5% \| Win 58% Sharpe -0.48 \| Sortino -0.45 \| Calmar -0.3 Vol 7% \| MDD -10.0% Months 19M (10%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
RSI only	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 71% Sharpe 1.38 \| Sortino 1.87 \| Calmar 1.3 Vol 3% \| MDD -2.9% Months 90M (50%)	CAGR 4.3% \| Win 60% Sharpe 1.11 \| Sortino 1.64 \| Calmar 1.3 Vol 4% \| MDD -3.3% Months 53M (29%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 21.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.3% \| Win 60% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 38M (21%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 68% Sharpe 1.47 \| Sortino 2.50 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 112M (62%)	CAGR 3.1% \| Win 64% Sharpe 0.75 \| Sortino 0.93 \| Calmar 0.7 Vol 4% \| MDD -4.4% Months 31M (17%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 9.3% \| Win 100% Sharpe 10.91 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.4% \| Win 60% Sharpe 0.33 \| Sortino 0.38 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 37M (20%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 67% Sharpe 1.16 \| Sortino 1.47 \| Calmar 0.7 Vol 3% \| MDD -4.7% Months 135M (74%)	CAGR 13.6% \| Win 62% Sharpe 2.42 \| Sortino 9.20 \| Calmar 16.3 Vol 5% \| MDD -0.8% Months 8M (4%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 2.5% \| Win 62% Sharpe 0.33 \| Sortino 0.36 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 32M (18%)	CAGR 4.1% \| Win 57% Sharpe 0.55 \| Sortino 0.84 \| Calmar 1.3 Vol 8% \| MDD -3.3% Months 7M (4%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 68% Sharpe 1.41 \| Sortino 2.23 \| Calmar 1.3 Vol 3% \| MDD -3.3% Months 136M (75%)	CAGR -2.6% \| Win 0% Sharpe -4.98 \| Sortino -4.98 \| Calmar -7.9 Vol 0% \| MDD -0.3% Months 2M (1%)	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR 1.5% \| Win 61% Sharpe 0.22 \| Sortino 0.27 \| Calmar 0.2 Vol 8% \| MDD -7.2% Months 31M (17%)	CAGR 4.8% \| Win 62% Sharpe 0.57 \| Sortino 0.56 \| Calmar 0.6 Vol 9% \| MDD -7.5% Months 13M (7%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
RSmean only	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 67% Sharpe 1.27 \| Sortino 2.02 \| Calmar 1.1 Vol 3% \| MDD -3.4% Months 125M (69%)	CAGR 8.0% \| Win 69% Sharpe 2.51 \| Sortino 3.36 \| Calmar 5.6 Vol 3% \| MDD -1.4% Months 13M (7%)	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR 0.7% \| Win 59% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -10.1% Months 29M (16%)	CAGR 5.7% \| Win 67% Sharpe 0.71 \| Sortino 0.66 \| Calmar 0.8 Vol 8% \| MDD -7.5% Months 15M (8%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
MACD only	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)	-	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR -2.8% \| Win 58% Sharpe -0.39 \| Sortino -0.39 \| Calmar -0.2 Vol 7% \| MDD -12.4% Months 24M (13%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
RSI only	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 71% Sharpe 1.36 \| Sortino 1.85 \| Calmar 1.3 Vol 3% \| MDD -2.9% Months 89M (49%)	CAGR 4.9% \| Win 61% Sharpe 1.44 \| Sortino 2.85 \| Calmar 1.4 Vol 3% \| MDD -3.4% Months 49M (27%)	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR 14.3% \| Win 100% Sharpe 5.40 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 1.9% \| Win 60% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.2 Vol 8% \| MDD -7.8% Months 42M (23%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 4.1% \| Win 68% Sharpe 1.43 \| Sortino 2.43 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 111M (61%)	CAGR 4.3% \| Win 67% Sharpe 1.23 \| Sortino 1.74 \| Calmar 1.8 Vol 4% \| MDD -2.4% Months 27M (15%)	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR 12.2% \| Win 100% Sharpe 7.92 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (2%)	CAGR 1.7% \| Win 58% Sharpe 0.25 \| Sortino 0.30 \| Calmar 0.2 Vol 8% \| MDD -7.5% Months 41M (22%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 68% Sharpe 1.33 \| Sortino 1.95 \| Calmar 1.1 Vol 3% \| MDD -3.4% Months 130M (71%)	CAGR 10.9% \| Win 62% Sharpe 2.15 \| Sortino 7.46 \| Calmar 13.1 Vol 5% \| MDD -0.8% Months 8M (4%)	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)
SLmean neg	CAGR 1.6% \| Win 62% Sharpe 0.23 \| Sortino 0.25 \| Calmar 0.2 Vol 8% \| MDD -8.7% Months 37M (20%)	CAGR 7.0% \| Win 57% Sharpe 0.84 \| Sortino 1.39 \| Calmar 2.1 Vol 8% \| MDD -3.3% Months 7M (4%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 66% Sharpe 0.72 \| Sortino 0.78 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 151M (83%)	CAGR 10.1% \| Win 75% Sharpe 2.73 \| Sortino 4.24 \| Calmar 7.2 Vol 4% \| MDD -1.4% Months 16M (9%)	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)
RSmean neg	CAGR 9.2% \| Win 33% Sharpe 1.54 \| Sortino 16.78 \| Calmar 27.9 Vol 6% \| MDD -0.3% Months 3M (2%)	CAGR 2.4% \| Win 58% Sharpe 0.31 \| Sortino 0.31 \| Calmar 0.3 Vol 9% \| MDD -7.5% Months 12M (7%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)
MACD only	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 67% Sharpe 0.80 \| Sortino 0.79 \| Calmar 0.3 Vol 4% \| MDD -9.9% Months 155M (85%)	CAGR 13.2% \| Win 67% Sharpe 1.59 \| Sortino 2.77 \| Calmar 3.8 Vol 8% \| MDD -3.5% Months 12M (7%)	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)
RSmean neg	CAGR 4.3% \| Win 43% Sharpe 1.07 \| Sortino 5.04 \| Calmar 6.2 Vol 4% \| MDD -0.7% Months 7M (4%)	CAGR 3.2% \| Win 62% Sharpe 0.34 \| Sortino 0.31 \| Calmar 0.5 Vol 11% \| MDD -6.4% Months 8M (4%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)
RSI only	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.4% \| Win 62% Sharpe 0.63 \| Sortino 0.72 \| Calmar 0.5 Vol 6% \| MDD -6.9% Months 76M (42%)	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)
RSmean neg	-	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.2% \| Win 68% Sharpe 1.47 \| Sortino 2.50 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 112M (62%)	CAGR 2.7% \| Win 66% Sharpe 0.46 \| Sortino 0.52 \| Calmar 0.4 Vol 6% \| MDD -6.5% Months 55M (30%)	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)
RSmean neg	CAGR 9.3% \| Win 100% Sharpe 10.91 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.9% \| Win 46% Sharpe 0.37 \| Sortino 0.42 \| Calmar 0.4 Vol 9% \| MDD -7.5% Months 13M (7%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 68% Sharpe 0.85 \| Sortino 0.87 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 153M (84%)	CAGR 7.3% \| Win 57% Sharpe 1.11 \| Sortino 1.79 \| Calmar 1.8 Vol 6% \| MDD -4.1% Months 14M (8%)	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)
RSmean neg	CAGR 1.7% \| Win 50% Sharpe 0.24 \| Sortino 0.26 \| Calmar 0.2 Vol 8% \| MDD -7.5% Months 14M (8%)	CAGR 37.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.6% \| Win 66% Sharpe 0.68 \| Sortino 0.69 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 144M (79%)	CAGR 11.7% \| Win 60% Sharpe 1.35 \| Sortino 2.48 \| Calmar 3.4 Vol 8% \| MDD -3.5% Months 10M (6%)	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)
MACD neg	CAGR 6.9% \| Win 67% Sharpe 2.21 \| Sortino 3.69 \| Calmar 4.9 Vol 3% \| MDD -1.4% Months 18M (10%)	CAGR 6.6% \| Win 70% Sharpe 0.67 \| Sortino 0.57 \| Calmar 1.0 Vol 10% \| MDD -6.4% Months 10M (6%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)
RSI only	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 2.1% \| Win 57% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.3 Vol 6% \| MDD -7.1% Months 63M (35%)	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)
MACD neg	-	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.6% \| Win 67% Sharpe 1.28 \| Sortino 2.21 \| Calmar 1.1 Vol 3% \| MDD -3.2% Months 98M (54%)	CAGR 2.5% \| Win 62% Sharpe 0.42 \| Sortino 0.48 \| Calmar 0.4 Vol 6% \| MDD -6.8% Months 56M (31%)	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)
MACD neg	CAGR 8.7% \| Win 75% Sharpe 2.98 \| Sortino 3.68 \| Calmar 6.2 Vol 3% \| MDD -1.4% Months 16M (9%)	CAGR 4.2% \| Win 58% Sharpe 0.48 \| Sortino 0.50 \| Calmar 0.6 Vol 9% \| MDD -7.5% Months 12M (7%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.0% \| Win 67% Sharpe 0.73 \| Sortino 0.76 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 142M (78%)	CAGR 5.8% \| Win 50% Sharpe 0.87 \| Sortino 1.46 \| Calmar 1.8 Vol 7% \| MDD -3.3% Months 12M (7%)	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)
MACD neg	CAGR 5.0% \| Win 64% Sharpe 0.79 \| Sortino 0.74 \| Calmar 0.7 Vol 6% \| MDD -7.5% Months 25M (14%)	CAGR 23.0% \| Win 100% Sharpe 3.99 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (2%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 1.9% \| Win 59% Sharpe 0.42 \| Sortino 0.43 \| Calmar 0.3 Vol 5% \| MDD -7.3% Months 71M (39%)	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)
RSI neg	-	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 0.2% \| Win 60% Sharpe 0.07 \| Sortino 0.07 \| Calmar 0.0 Vol 6% \| MDD -6.6% Months 48M (26%)	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)
RSI neg	-	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.8% \| Win 66% Sharpe 0.79 \| Sortino 0.77 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 152M (84%)	CAGR 7.7% \| Win 60% Sharpe 1.13 \| Sortino 1.48 \| Calmar 2.3 Vol 7% \| MDD -3.3% Months 10M (6%)	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)
RSI neg	CAGR 8.2% \| Win 67% Sharpe 0.84 \| Sortino 0.93 \| Calmar 1.3 Vol 10% \| MDD -6.4% Months 15M (8%)	CAGR 12.0% \| Win 60% Sharpe 1.67 \| Sortino 15.94 \| Calmar 19.7 Vol 7% \| MDD -0.6% Months 5M (3%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.1% \| Win 72% Sharpe 1.54 \| Sortino 2.29 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 78M (43%)	CAGR 3.4% \| Win 69% Sharpe 0.93 \| Sortino 1.15 \| Calmar 1.6 Vol 4% \| MDD -2.1% Months 13M (7%)	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)
MACDhist neg	CAGR 4.8% \| Win 61% Sharpe 1.45 \| Sortino 3.02 \| Calmar 2.8 Vol 3% \| MDD -1.7% Months 36M (20%)	CAGR 2.6% \| Win 60% Sharpe 0.39 \| Sortino 0.44 \| Calmar 0.3 Vol 7% \| MDD -7.5% Months 55M (30%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)
RSIhist only	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.8% \| Win 71% Sharpe 1.38 \| Sortino 1.89 \| Calmar 1.3 Vol 3% \| MDD -2.9% Months 90M (50%)	CAGR 18.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)
MACDhist neg	CAGR 2.6% \| Win 61% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.3 Vol 6% \| MDD -7.5% Months 77M (42%)	CAGR 8.4% \| Win 57% Sharpe 1.23 \| Sortino 2.06 \| Calmar 2.5 Vol 7% \| MDD -3.3% Months 14M (8%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.9% \| Win 69% Sharpe 1.49 \| Sortino 2.27 \| Calmar 1.2 Vol 3% \| MDD -3.2% Months 107M (59%)	CAGR 10.6% \| Win 57% Sharpe 1.94 \| Sortino 7.27 \| Calmar 8.6 Vol 5% \| MDD -1.2% Months 7M (4%)	CAGR 4.3% \| Win 68% Sharpe 1.51 \| Sortino 2.55 \| Calmar 1.3 Vol 3% \| MDD -3.2% Months 114M (63%)
RSIhist neg	CAGR 2.1% \| Win 62% Sharpe 0.34 \| Sortino 0.37 \| Calmar 0.3 Vol 7% \| MDD -7.5% Months 60M (33%)	CAGR 7.8% \| Win 62% Sharpe 0.99 \| Sortino 1.52 \| Calmar 2.4 Vol 8% \| MDD -3.3% Months 8M (4%)	CAGR 2.8% \| Win 62% Sharpe 0.43 \| Sortino 0.49 \| Calmar 0.4 Vol 7% \| MDD -7.5% Months 68M (37%)
LWTI only	CAGR 3.3% \| Win 66% Sharpe 0.74 \| Sortino 0.74 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 9.1% \| Win 60% Sharpe 1.36 \| Sortino 2.20 \| Calmar 2.7 Vol 7% \| MDD -3.3% Months 15M (8%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 66% Sharpe 1.32 \| Sortino 2.11 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 134M (74%)	CAGR 4.2% \| Win 78% Sharpe 0.74 \| Sortino 0.68 \| Calmar 1.3 Vol 6% \| MDD -3.3% Months 9M (5%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 10.1% \| Win 100% Sharpe 4.32 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 4M (2%)	CAGR 2.0% \| Win 57% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.3 Vol 9% \| MDD -7.5% Months 35M (19%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
SLmean only	CAGR 4.2% \| Win 67% Sharpe 1.39 \| Sortino 2.20 \| Calmar 1.2 Vol 3% \| MDD -3.4% Months 138M (76%)	CAGR 2.4% \| Win 61% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 44M (24%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 68% Sharpe 1.23 \| Sortino 1.67 \| Calmar 0.8 Vol 3% \| MDD -4.7% Months 140M (77%)	CAGR 9.2% \| Win 33% Sharpe 1.54 \| Sortino 16.78 \| Calmar 27.9 Vol 6% \| MDD -0.3% Months 3M (2%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 2.9% \| Win 63% Sharpe 0.40 \| Sortino 0.48 \| Calmar 0.5 Vol 8% \| MDD -6.5% Months 27M (15%)	CAGR 2.4% \| Win 58% Sharpe 0.31 \| Sortino 0.31 \| Calmar 0.3 Vol 9% \| MDD -7.5% Months 12M (7%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
RSmean only	CAGR 3.7% \| Win 67% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.4 Vol 4% \| MDD -9.3% Months 167M (92%)	CAGR 3.8% \| Win 53% Sharpe 0.49 \| Sortino 0.52 \| Calmar 0.5 Vol 8% \| MDD -7.5% Months 15M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 67% Sharpe 1.10 \| Sortino 1.52 \| Calmar 0.7 Vol 3% \| MDD -4.7% Months 129M (71%)	CAGR 8.7% \| Win 71% Sharpe 2.76 \| Sortino 3.65 \| Calmar 6.2 Vol 3% \| MDD -1.4% Months 14M (8%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 1.6% \| Win 60% Sharpe 0.24 \| Sortino 0.29 \| Calmar 0.2 Vol 8% \| MDD -7.6% Months 25M (14%)	CAGR 4.9% \| Win 64% Sharpe 0.60 \| Sortino 0.57 \| Calmar 0.7 Vol 9% \| MDD -7.5% Months 14M (8%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
MACD only	CAGR 3.2% \| Win 66% Sharpe 0.74 \| Sortino 0.82 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 154M (85%)	CAGR 6.8% \| Win 68% Sharpe 1.06 \| Sortino 0.99 \| Calmar 0.9 Vol 6% \| MDD -7.5% Months 28M (15%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)	-	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR -3.5% \| Win 58% Sharpe -0.48 \| Sortino -0.45 \| Calmar -0.3 Vol 7% \| MDD -10.0% Months 19M (10%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
RSI only	CAGR 3.1% \| Win 66% Sharpe 0.81 \| Sortino 0.83 \| Calmar 0.3 Vol 4% \| MDD -9.3% Months 162M (89%)	CAGR 9.1% \| Win 65% Sharpe 1.00 \| Sortino 1.18 \| Calmar 1.4 Vol 9% \| MDD -6.4% Months 20M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 71% Sharpe 1.38 \| Sortino 1.87 \| Calmar 1.3 Vol 3% \| MDD -2.9% Months 90M (50%)	CAGR 4.3% \| Win 60% Sharpe 1.11 \| Sortino 1.64 \| Calmar 1.3 Vol 4% \| MDD -3.3% Months 53M (29%)	CAGR 4.0% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 0.9 Vol 3% \| MDD -4.7% Months 143M (79%)
MRmean neg	CAGR 21.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.3% \| Win 60% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.3 Vol 8% \| MDD -7.5% Months 38M (21%)	CAGR 2.8% \| Win 62% Sharpe 0.38 \| Sortino 0.42 \| Calmar 0.4 Vol 8% \| MDD -7.5% Months 39M (21%)
MACDhist only	CAGR 4.0% \| Win 71% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.4 Vol 3% \| MDD -2.9% Months 91M (50%)	CAGR 3.5% \| Win 60% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.5 Vol 6% \| MDD -7.5% Months 91M (50%)