BNDX - Vanguard Total International Bond Index Fund ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

23.4%

Best CAGR

Total Months

2.0%

Avg CAGR

BNDX 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 BNDX

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSmean	neg-pos	3	2.0	23.4	100.0	4.1	0.0	0.0	5.2	0.0
pair	RSmean	MACDhist	neg-pos	3	2.0	23.4	100.0	4.1	0.0	0.0	5.2	0.0
pair	MACDhist	MRmean	neg-pos	4	2.6	17.3	75.0	2.8	0.0	116.7	5.7	-0.1
pair	MRmean	MACDhist	neg-pos	4	2.6	17.3	75.0	2.8	0.0	116.7	5.7	-0.1
pair	RSmean	MRmean	pos-neg	2	1.3	15.6	50.0	1.5	0.0	0.0	9.7	0.0
pair	MRmean	RSmean	pos-neg	2	1.3	15.6	50.0	1.5	0.0	0.0	9.7	0.0
pair	RSIhist	RSmean	neg-pos	4	2.6	15.2	100.0	3.0	0.0	0.0	4.7	0.0
pair	RSmean	RSIhist	neg-pos	4	2.6	15.2	100.0	3.0	0.0	0.0	4.7	0.0
pair	SLmean	RSIhist	neg-pos	4	2.6	13.3	100.0	3.5	0.0	0.0	3.5	0.0
pair	RSIhist	SLmean	neg-pos	4	2.6	13.3	100.0	3.5	0.0	0.0	3.5	0.0
pair	RSmean	SLmean	pos-neg	3	2.0	11.1	66.7	1.5	0.0	0.0	7.2	0.0
pair	SLmean	RSmean	pos-neg	3	2.0	11.1	66.7	1.5	0.0	0.0	7.2	0.0
pair	MACDhist	SLmean	neg-pos	8	5.3	10.7	75.0	2.1	3.8	72.2	5.0	-0.1
pair	SLmean	MACDhist	neg-pos	8	5.3	10.7	75.0	2.1	3.8	72.2	5.0	-0.1
pair	RSmean	MACD	neg-neg	14	9.2	7.9	78.6	2.5	7.9	13.9	3.1	-0.6
pair	MACD	RSmean	neg-neg	14	9.2	7.9	78.6	2.5	7.9	13.9	3.1	-0.6
pair	RSIhist	MACDhist	pos-neg	13	8.6	7.6	61.5	1.6	4.9	8.3	4.5	-0.9
pair	MACDhist	RSIhist	pos-neg	13	8.6	7.6	61.5	1.6	4.9	8.3	4.5	-0.9
pair	RSmean	LWTI	neg-pos	17	11.2	7.2	76.5	2.0	3.3	5.2	3.5	-1.4
pair	LWTI	RSmean	neg-pos	17	11.2	7.2	76.5	2.0	3.3	5.2	3.5	-1.4
pair	SLmean	MACD	neg-neg	26	17.1	6.7	65.4	1.3	2.0	2.2	5.1	-3.0
pair	MACD	SLmean	neg-neg	26	17.1	6.7	65.4	1.3	2.0	2.2	5.1	-3.0
pair	RSmean	RSI	neg-pos	16	10.5	6.7	68.8	1.7	3.5	3.1	3.8	-2.1
pair	RSI	RSmean	neg-pos	16	10.5	6.7	68.8	1.7	3.5	3.1	3.8	-2.1
single	RSmean	RSmean	neg-neg	18	11.8	6.2	72.2	1.7	3.3	3.0	3.5	-2.1
pair	RSI	MRmean	neg-pos	25	16.4	5.7	68.0	2.2	3.5	4.1	2.5	-1.4
pair	MRmean	RSI	neg-pos	25	16.4	5.7	68.0	2.2	3.5	4.1	2.5	-1.4
pair	SLmean	RSmean	neg-neg	15	9.9	5.3	73.3	1.9	2.5	3.8	2.7	-1.4
pair	RSmean	SLmean	neg-neg	15	9.9	5.3	73.3	1.9	2.5	3.8	2.7	-1.4
pair	RSmean	MRmean	neg-neg	16	10.5	5.1	75.0	1.9	2.4	3.7	2.6	-1.4
pair	MRmean	RSmean	neg-neg	16	10.5	5.1	75.0	1.9	2.4	3.7	2.6	-1.4
pair	MACD	RSI	neg-pos	30	19.7	4.9	63.3	1.4	2.9	1.7	3.4	-2.9
pair	RSI	MACD	neg-pos	30	19.7	4.9	63.3	1.4	2.9	1.7	3.4	-2.9
pair	MACD	LWTI	neg-pos	35	23.0	4.8	62.9	1.2	2.5	1.5	3.8	-3.3
pair	MACDhist	MACD	pos-pos	47	30.9	4.8	68.1	1.3	2.0	1.6	3.7	-2.9
pair	MACD	MACDhist	pos-pos	47	30.9	4.8	68.1	1.3	2.0	1.6	3.7	-2.9
pair	LWTI	MACD	neg-pos	35	23.0	4.8	62.9	1.2	2.5	1.5	3.8	-3.3
pair	MACDhist	LWTI	pos-pos	57	37.5	4.8	64.9	1.1	2.0	1.6	4.1	-3.1
pair	LWTI	MACDhist	pos-pos	57	37.5	4.8	64.9	1.1	2.0	1.6	4.1	-3.1
pair	RSI	MACDhist	pos-pos	53	34.9	4.7	66.0	1.2	2.1	1.6	3.9	-2.9
pair	MRmean	LWTI	neg-pos	29	19.1	4.7	65.5	1.3	1.8	1.0	3.6	-4.8
pair	LWTI	MRmean	neg-pos	29	19.1	4.7	65.5	1.3	1.8	1.0	3.6	-4.8
pair	MACDhist	RSI	pos-pos	53	34.9	4.7	66.0	1.2	2.1	1.6	3.9	-2.9
single	MACDhist	MACDhist	pos-pos	59	38.8	4.6	64.4	1.1	2.0	1.4	4.1	-3.2
pair	MRmean	SLmean	neg-neg	39	25.7	4.4	61.5	0.9	1.2	0.5	5.0	-9.8
pair	SLmean	MRmean	neg-neg	39	25.7	4.4	61.5	0.9	1.2	0.5	5.0	-9.8
pair	RSIhist	RSI	pos-pos	71	46.7	4.2	64.8	1.2	2.0	0.9	3.4	-4.5
pair	RSI	RSIhist	pos-pos	71	46.7	4.2	64.8	1.2	2.0	0.9	3.4	-4.5
pair	RSI	SLmean	pos-pos	91	59.9	4.0	63.7	1.2	2.1	1.1	3.3	-3.6
pair	SLmean	RSI	pos-pos	91	59.9	4.0	63.7	1.2	2.1	1.1	3.3	-3.6
pair	LWTI	RSI	pos-pos	126	82.9	3.9	65.1	1.2	2.0	1.1	3.2	-3.5
pair	RSI	LWTI	pos-pos	126	82.9	3.9	65.1	1.2	2.0	1.1	3.2	-3.5
pair	LWTI	SLmean	pos-pos	92	60.5	3.8	64.1	1.2	1.9	0.9	3.3	-4.3
pair	RSIhist	RSmean	neg-neg	14	9.2	3.8	64.3	1.3	2.0	1.8	3.0	-2.1
single	RSI	RSI	pos-pos	129	84.9	3.8	64.3	1.2	2.0	1.1	3.2	-3.6
pair	RSIhist	LWTI	pos-pos	73	48.0	3.8	64.4	1.1	1.8	0.6	3.5	-5.9
pair	LWTI	RSIhist	pos-pos	73	48.0	3.8	64.4	1.1	1.8	0.6	3.5	-5.9
pair	RSmean	RSIhist	neg-neg	14	9.2	3.8	64.3	1.3	2.0	1.8	3.0	-2.1
pair	SLmean	LWTI	pos-pos	92	60.5	3.8	64.1	1.2	1.9	0.9	3.3	-4.3
pair	MACDhist	RSmean	pos-pos	56	36.8	3.7	62.5	0.9	1.6	0.7	3.9	-5.2
pair	MRmean	MACDhist	pos-pos	55	36.2	3.7	63.6	1.0	1.6	0.7	3.9	-5.1
pair	MACDhist	MRmean	pos-pos	55	36.2	3.7	63.6	1.0	1.6	0.7	3.9	-5.1
pair	RSmean	MACDhist	pos-pos	56	36.8	3.7	62.5	0.9	1.6	0.7	3.9	-5.2
pair	MACDhist	RSIhist	pos-pos	46	30.3	3.7	65.2	0.9	1.5	0.7	4.0	-5.4
pair	RSIhist	MACDhist	pos-pos	46	30.3	3.7	65.2	0.9	1.5	0.7	4.0	-5.4
pair	SLmean	MACD	pos-pos	76	50.0	3.6	64.5	1.2	1.9	1.0	3.1	-3.6
pair	MRmean	SLmean	pos-pos	96	63.2	3.6	63.5	1.1	1.8	0.7	3.3	-5.0
pair	SLmean	MRmean	pos-pos	96	63.2	3.6	63.5	1.1	1.8	0.7	3.3	-5.0
pair	RSIhist	MRmean	pos-pos	74	48.7	3.6	63.5	1.0	1.7	0.6	3.4	-5.9
pair	MRmean	RSIhist	pos-pos	74	48.7	3.6	63.5	1.0	1.7	0.6	3.4	-5.9
pair	MACDhist	MACD	neg-pos	12	7.9	3.6	50.0	0.7	1.6	1.9	5.5	-1.9
pair	MACD	SLmean	pos-pos	76	50.0	3.6	64.5	1.2	1.9	1.0	3.1	-3.6
pair	SLmean	MACDhist	pos-pos	51	33.6	3.6	62.7	0.9	1.5	0.8	3.9	-4.9
pair	MACDhist	SLmean	pos-pos	51	33.6	3.6	62.7	0.9	1.5	0.8	3.9	-4.9
pair	MACD	MACDhist	neg-pos	12	7.9	3.6	50.0	0.7	1.6	1.9	5.5	-1.9
single	LWTI	LWTI	pos-pos	133	87.5	3.6	63.9	1.0	1.7	0.4	3.4	-8.4
pair	RSIhist	MACD	pos-pos	53	34.9	3.6	64.2	1.1	1.6	0.8	3.3	-4.5
pair	MACD	RSIhist	pos-pos	53	34.9	3.6	64.2	1.1	1.6	0.8	3.3	-4.5
pair	LWTI	SLmean	neg-neg	11	7.2	3.5	54.5	0.5	0.9	0.7	7.7	-5.3
pair	SLmean	LWTI	neg-neg	11	7.2	3.5	54.5	0.5	0.9	0.7	7.7	-5.3
pair	MACD	RSI	pos-pos	99	65.1	3.5	64.6	1.1	1.7	1.0	3.1	-3.6
pair	RSI	MACD	pos-pos	99	65.1	3.5	64.6	1.1	1.7	1.0	3.1	-3.6
pair	MACD	MRmean	neg-neg	27	17.8	3.5	63.0	0.6	0.8	0.6	6.1	-6.4
pair	MRmean	MACD	neg-neg	27	17.8	3.5	63.0	0.6	0.8	0.6	6.1	-6.4
pair	RSI	MRmean	pos-pos	104	68.4	3.4	63.5	1.0	1.7	0.8	3.3	-4.5
pair	MRmean	RSI	pos-pos	104	68.4	3.4	63.5	1.0	1.7	0.8	3.3	-4.5
pair	RSI	RSmean	pos-pos	113	74.3	3.4	63.7	1.1	1.8	1.1	3.1	-3.0
pair	RSmean	RSI	pos-pos	113	74.3	3.4	63.7	1.1	1.8	1.1	3.1	-3.0
pair	SLmean	RSI	neg-pos	38	25.0	3.4	65.8	1.1	1.6	1.8	3.0	-1.9
pair	RSI	SLmean	neg-pos	38	25.0	3.4	65.8	1.1	1.6	1.8	3.0	-1.9
pair	RSIhist	MACD	neg-neg	23	15.1	3.3	56.5	0.6	0.8	0.5	6.0	-6.4
pair	MACD	RSIhist	neg-neg	23	15.1	3.3	56.5	0.6	0.8	0.5	6.0	-6.4
pair	RSIhist	RSI	pos-neg	58	38.2	3.3	63.8	1.1	1.9	1.3	2.9	-2.6
pair	RSI	RSIhist	pos-neg	58	38.2	3.3	63.8	1.1	1.9	1.3	2.9	-2.6
pair	MRmean	MACD	pos-pos	86	56.6	3.3	65.1	1.1	1.6	0.7	3.1	-4.5
pair	MACD	MRmean	pos-pos	86	56.6	3.3	65.1	1.1	1.6	0.7	3.1	-4.5
pair	LWTI	RSIhist	neg-pos	60	39.5	3.2	63.3	1.0	1.5	0.5	3.4	-6.0
pair	RSIhist	LWTI	neg-pos	60	39.5	3.2	63.3	1.0	1.5	0.5	3.4	-6.0
pair	MACDhist	RSI	neg-pos	6	3.9	3.2	50.0	0.6	1.0	1.7	5.9	-1.9
pair	RSI	MACDhist	pos-neg	76	50.0	3.2	63.2	1.2	2.0	0.9	2.5	-3.6
pair	MACDhist	RSI	pos-neg	76	50.0	3.2	63.2	1.2	2.0	0.9	2.5	-3.6
pair	RSI	MACDhist	neg-pos	6	3.9	3.2	50.0	0.6	1.0	1.7	5.9	-1.9
pair	LWTI	MRmean	pos-pos	104	68.4	3.2	63.5	1.0	1.6	0.6	3.3	-5.4
single	RSIhist	RSIhist	pos-pos	80	52.6	3.2	63.8	0.9	1.3	0.4	3.7	-8.5
pair	MRmean	LWTI	pos-pos	104	68.4	3.2	63.5	1.0	1.6	0.6	3.3	-5.4
single	SLmean	SLmean	neg-neg	52	34.2	3.1	61.5	0.7	1.0	0.3	4.7	-9.8
pair	MACDhist	RSmean	neg-neg	15	9.9	3.1	66.7	1.2	1.7	1.5	2.5	-2.1
pair	RSmean	MACDhist	neg-neg	15	9.9	3.1	66.7	1.2	1.7	1.5	2.5	-2.1
pair	MACD	LWTI	pos-pos	98	64.5	3.1	64.3	1.0	1.4	0.5	3.2	-6.8
pair	LWTI	MACD	pos-pos	98	64.5	3.1	64.3	1.0	1.4	0.5	3.2	-6.8
pair	LWTI	RSmean	pos-pos	116	76.3	3.0	62.1	0.9	1.4	0.4	3.4	-7.3
single	MRmean	MRmean	pos-pos	109	71.7	3.0	63.3	0.9	1.5	0.5	3.3	-5.9
pair	RSmean	LWTI	pos-pos	116	76.3	3.0	62.1	0.9	1.4	0.4	3.4	-7.3
pair	LWTI	SLmean	neg-pos	41	27.0	2.9	63.4	0.8	1.2	0.6	3.7	-5.0
pair	RSmean	RSI	neg-neg	2	1.3	2.9	100.0	19.2	0.0	0.0	0.1	0.0
pair	RSI	RSmean	neg-neg	2	1.3	2.9	100.0	19.2	0.0	0.0	0.1	0.0
pair	SLmean	LWTI	neg-pos	41	27.0	2.9	63.4	0.8	1.2	0.6	3.7	-5.0
single	MACD	MACD	neg-neg	50	32.9	2.8	60.0	0.6	0.8	0.4	5.1	-7.2
pair	RSmean	MRmean	pos-pos	107	70.4	2.8	63.6	0.9	1.4	0.4	3.2	-6.6
pair	MRmean	RSmean	pos-pos	107	70.4	2.8	63.6	0.9	1.4	0.4	3.2	-6.6
pair	RSmean	RSIhist	pos-pos	76	50.0	2.7	61.8	0.8	1.1	0.3	3.6	-8.9
pair	RSIhist	RSmean	pos-pos	76	50.0	2.7	61.8	0.8	1.1	0.3	3.6	-8.9
pair	RSIhist	SLmean	pos-pos	76	50.0	2.7	61.8	0.8	1.1	0.3	3.7	-9.7
pair	SLmean	RSIhist	pos-pos	76	50.0	2.7	61.8	0.8	1.1	0.3	3.7	-9.7
pair	MACD	RSmean	pos-pos	98	64.5	2.7	63.3	0.8	1.1	0.3	3.4	-7.8
pair	RSmean	MACD	pos-pos	98	64.5	2.7	63.3	0.8	1.1	0.3	3.4	-7.8
pair	MACDhist	LWTI	neg-pos	76	50.0	2.7	63.2	1.0	1.3	0.4	2.7	-6.8
pair	LWTI	MACDhist	neg-pos	76	50.0	2.7	63.2	1.0	1.3	0.4	2.7	-6.8
pair		benchmark___benchmark_	benchmark-benchmark	152	100.0	2.7	61.8	0.7	0.9	0.2	4.0	-14.9
pair	benchmark___benchmark_		benchmark-benchmark	152	100.0	2.7	61.8	0.7	0.9	0.2	4.0	-14.9
pair	MACD	MACDhist	neg-neg	38	25.0	2.6	63.2	0.5	0.7	0.4	5.1	-7.2
pair	MACDhist	MACD	neg-neg	38	25.0	2.6	63.2	0.5	0.7	0.4	5.1	-7.2
pair	MACDhist	RSIhist	neg-pos	34	22.4	2.6	61.8	0.8	1.0	0.5	3.3	-5.2
pair	RSIhist	MACDhist	neg-pos	34	22.4	2.6	61.8	0.8	1.0	0.5	3.3	-5.2
single	MACD	MACD	pos-pos	102	67.1	2.6	62.7	0.8	1.1	0.3	3.4	-9.8
pair	MACD	RSIhist	neg-pos	27	17.8	2.5	63.0	0.6	0.9	0.5	4.4	-5.2
pair	RSIhist	MACD	neg-pos	27	17.8	2.5	63.0	0.6	0.9	0.5	4.4	-5.2
single	SLmean	SLmean	pos-pos	100	65.8	2.5	62.0	0.7	0.9	0.2	3.7	-12.1
pair	MRmean	MACDhist	pos-neg	54	35.5	2.3	63.0	0.9	1.5	0.5	2.6	-4.5
pair	MACDhist	MRmean	pos-neg	54	35.5	2.3	63.0	0.9	1.5	0.5	2.6	-4.5
pair	RSmean	SLmean	pos-pos	97	63.8	2.2	61.9	0.6	0.8	0.2	3.6	-12.9
pair	SLmean	RSmean	pos-pos	97	63.8	2.2	61.9	0.6	0.8	0.2	3.6	-12.9
pair	SLmean	RSIhist	neg-neg	48	31.6	2.2	58.3	0.5	0.7	0.2	4.8	-9.8
pair	RSIhist	SLmean	neg-neg	48	31.6	2.2	58.3	0.5	0.7	0.2	4.8	-9.8
single	RSmean	RSmean	pos-pos	134	88.2	2.2	60.4	0.6	0.8	0.2	4.1	-13.0
pair	RSmean	SLmean	neg-pos	37	24.3	2.2	56.8	0.4	0.7	0.2	5.3	-8.6
pair	SLmean	RSI	neg-neg	14	9.2	2.2	50.0	0.3	0.7	0.3	7.9	-8.6
pair	RSI	SLmean	neg-neg	14	9.2	2.2	50.0	0.3	0.7	0.3	7.9	-8.6
pair	MRmean	RSIhist	neg-neg	37	24.3	2.2	56.8	0.4	0.5	0.2	5.5	-12.9
pair	RSIhist	MRmean	neg-neg	37	24.3	2.2	56.8	0.4	0.5	0.2	5.5	-12.9
pair	SLmean	RSmean	neg-pos	37	24.3	2.2	56.8	0.4	0.7	0.2	5.3	-8.6
pair	MRmean	MACD	pos-neg	23	15.1	2.0	56.5	0.5	1.0	0.5	3.9	-4.4
pair	MACD	MRmean	pos-neg	23	15.1	2.0	56.5	0.5	1.0	0.5	3.9	-4.4
single	RSIhist	RSIhist	neg-neg	72	47.4	2.0	59.7	0.5	0.6	0.1	4.4	-14.0
pair	RSIhist	MRmean	pos-neg	35	23.0	1.9	62.9	0.7	1.2	0.6	3.0	-3.4
pair	MRmean	RSIhist	pos-neg	35	23.0	1.9	62.9	0.7	1.2	0.6	3.0	-3.4
single	MRmean	MRmean	neg-neg	43	28.3	1.8	58.1	0.3	0.5	0.1	5.6	-12.9
pair	SLmean	MACDhist	neg-neg	44	28.9	1.7	59.1	0.4	0.6	0.2	4.6	-9.8
pair	MACDhist	SLmean	neg-neg	44	28.9	1.7	59.1	0.4	0.6	0.2	4.6	-9.8
pair	RSIhist	RSmean	pos-neg	58	38.2	1.6	58.6	0.4	0.5	0.1	4.7	-12.1
pair	RSIhist	SLmean	pos-neg	24	15.8	1.6	62.5	0.5	0.5	0.3	3.7	-5.4
pair	SLmean	RSIhist	pos-neg	24	15.8	1.6	62.5	0.5	0.5	0.3	3.7	-5.4
pair	RSmean	RSIhist	pos-neg	58	38.2	1.6	58.6	0.4	0.5	0.1	4.7	-12.1
single	MACDhist	MACDhist	neg-neg	93	61.2	1.5	60.2	0.4	0.5	0.1	4.0	-14.9
pair	RSIhist	MACD	pos-neg	49	32.2	1.5	61.2	0.4	0.6	0.2	3.5	-8.8
pair	MACD	RSIhist	pos-neg	49	32.2	1.5	61.2	0.4	0.6	0.2	3.5	-8.8
pair	SLmean	MACDhist	pos-neg	49	32.2	1.3	61.2	0.4	0.4	0.1	3.4	-10.3
pair	MACDhist	SLmean	pos-neg	49	32.2	1.3	61.2	0.4	0.4	0.1	3.4	-10.3
pair	RSmean	MACDhist	pos-neg	78	51.3	1.2	59.0	0.3	0.4	0.1	4.2	-13.0
pair	MACDhist	RSmean	pos-neg	78	51.3	1.2	59.0	0.3	0.4	0.1	4.2	-13.0
pair	RSmean	MACD	pos-neg	36	23.7	1.0	52.8	0.2	0.3	0.1	5.7	-7.2
pair	MACD	RSmean	pos-neg	36	23.7	1.0	52.8	0.2	0.3	0.1	5.7	-7.2
pair	RSIhist	MACDhist	neg-neg	59	38.8	0.9	59.3	0.2	0.3	0.1	4.4	-14.0
pair	MACDhist	RSIhist	neg-neg	59	38.8	0.9	59.3	0.2	0.3	0.1	4.4	-14.0
pair	RSmean	MACD	neg-pos	4	2.6	0.7	50.0	0.2	0.5	0.3	5.0	-2.1
pair	MACD	RSmean	neg-pos	4	2.6	0.7	50.0	0.2	0.5	0.3	5.0	-2.1
pair	MACDhist	MACD	pos-neg	55	36.2	0.7	58.2	0.2	0.3	0.1	3.1	-9.8
pair	MACD	MACDhist	pos-neg	55	36.2	0.7	58.2	0.2	0.3	0.1	3.1	-9.8
pair	MACDhist	MRmean	neg-neg	39	25.7	0.3	56.4	0.1	0.1	0.0	5.4	-12.9
pair	MRmean	MACDhist	neg-neg	39	25.7	0.3	56.4	0.1	0.1	0.0	5.4	-12.9
pair	MRmean	RSmean	neg-pos	27	17.8	-0.1	48.1	0.0	0.0	-0.0	6.7	-11.7
pair	RSmean	MRmean	neg-pos	27	17.8	-0.1	48.1	0.0	0.0	-0.0	6.7	-11.7
pair	RSI	MACD	neg-neg	20	13.2	-0.1	55.0	0.0	0.0	-0.0	7.0	-6.4
pair	MACD	RSI	neg-neg	20	13.2	-0.1	55.0	0.0	0.0	-0.0	7.0	-6.4
pair	SLmean	MACD	neg-pos	26	17.1	-0.4	57.7	-0.1	-0.1	-0.1	4.2	-7.6
pair	MACD	SLmean	neg-pos	26	17.1	-0.4	57.7	-0.1	-0.1	-0.1	4.2	-7.6
pair	RSIhist	MRmean	neg-pos	6	3.9	-0.4	66.7	-0.0	-0.1	-0.1	6.4	-4.2
pair	MRmean	RSIhist	neg-pos	6	3.9	-0.4	66.7	-0.0	-0.1	-0.1	6.4	-4.2
pair	RSI	LWTI	pos-neg	3	2.0	-0.6	33.3	-0.2	-0.7	-0.8	3.3	-0.7
pair	LWTI	RSI	pos-neg	3	2.0	-0.6	33.3	-0.2	-0.7	-0.8	3.3	-0.7
pair	LWTI	MACDhist	pos-neg	2	1.3	-0.7	50.0	-2.2	0.0	-5.7	0.3	-0.1
pair	MACDhist	LWTI	pos-neg	2	1.3	-0.7	50.0	-2.2	0.0	-5.7	0.3	-0.1
pair	SLmean	MRmean	pos-neg	13	8.6	-1.0	61.5	-0.3	-0.6	-0.3	3.5	-3.1
pair	MRmean	SLmean	pos-neg	13	8.6	-1.0	61.5	-0.3	-0.6	-0.3	3.5	-3.1
pair	MACD	MRmean	neg-pos	16	10.5	-1.1	50.0	-0.2	-0.3	-0.1	4.6	-7.6
pair	MRmean	MACD	neg-pos	16	10.5	-1.1	50.0	-0.2	-0.3	-0.1	4.6	-7.6
pair	SLmean	MACD	pos-neg	24	15.8	-1.1	54.2	-0.2	-0.3	-0.1	5.0	-9.8
pair	MACD	SLmean	pos-neg	24	15.8	-1.1	54.2	-0.2	-0.3	-0.1	5.0	-9.8
pair	LWTI	MRmean	pos-neg	5	3.3	-1.2	60.0	-0.9	-0.8	-9.7	1.3	-0.1
pair	MRmean	LWTI	pos-neg	5	3.3	-1.2	60.0	-0.9	-0.8	-9.7	1.3	-0.1
pair	LWTI	MACD	neg-neg	15	9.9	-1.7	53.3	-0.2	-0.3	-0.3	7.4	-6.4
pair	MACD	LWTI	neg-neg	15	9.9	-1.7	53.3	-0.2	-0.3	-0.3	7.4	-6.4
pair	RSIhist	LWTI	pos-neg	7	4.6	-2.6	57.1	-0.4	-0.6	-1.7	5.7	-1.5
pair	LWTI	RSIhist	pos-neg	7	4.6	-2.6	57.1	-0.4	-0.6	-1.7	5.7	-1.5
pair	RSI	LWTI	neg-pos	7	4.6	-2.7	42.9	-0.4	-0.8	-0.5	6.5	-5.1
pair	LWTI	RSI	neg-pos	7	4.6	-2.7	42.9	-0.4	-0.8	-0.5	6.5	-5.1
pair	LWTI	RSmean	pos-neg	18	11.8	-3.0	50.0	-0.4	-0.6	-0.3	7.2	-8.5
pair	RSmean	LWTI	pos-neg	18	11.8	-3.0	50.0	-0.4	-0.6	-0.3	7.2	-8.5
pair	RSIhist	RSI	neg-neg	14	9.2	-3.1	42.9	-0.3	-0.7	-0.3	8.2	-11.7
pair	RSI	RSIhist	neg-neg	14	9.2	-3.1	42.9	-0.3	-0.7	-0.3	8.2	-11.7
single	LWTI	LWTI	neg-neg	19	12.5	-3.3	47.4	-0.5	-0.7	-0.4	7.0	-9.2
pair	MRmean	RSI	neg-neg	18	11.8	-3.4	44.4	-0.4	-0.8	-0.3	7.9	-11.7
pair	RSI	MRmean	neg-neg	18	11.8	-3.4	44.4	-0.4	-0.8	-0.3	7.9	-11.7
single	RSI	RSI	neg-neg	23	15.1	-3.5	47.8	-0.5	-0.8	-0.3	7.1	-11.7
pair	MRmean	RSI	pos-neg	5	3.3	-3.6	60.0	-1.3	-0.9	-1.9	2.8	-1.9
pair	RSI	MRmean	pos-neg	5	3.3	-3.6	60.0	-1.3	-0.9	-1.9	2.8	-1.9
pair	MACDhist	LWTI	neg-neg	17	11.2	-3.6	47.1	-0.5	-0.8	-0.4	7.4	-9.2
pair	LWTI	MACDhist	neg-neg	17	11.2	-3.6	47.1	-0.5	-0.8	-0.4	7.4	-9.2
pair	LWTI	RSIhist	neg-neg	12	7.9	-3.7	41.7	-0.4	-0.8	-0.4	7.9	-9.2
pair	RSIhist	LWTI	neg-neg	12	7.9	-3.7	41.7	-0.4	-0.8	-0.4	7.9	-9.2
pair	RSI	LWTI	neg-neg	16	10.5	-3.8	50.0	-0.5	-0.8	-0.6	7.5	-6.4
pair	LWTI	RSI	neg-neg	16	10.5	-3.8	50.0	-0.5	-0.8	-0.6	7.5	-6.4
pair	RSIhist	RSI	neg-pos	9	5.9	-4.0	55.6	-0.8	-1.1	-2.3	5.3	-1.7
pair	RSI	RSIhist	neg-pos	9	5.9	-4.0	55.6	-0.8	-1.1	-2.3	5.3	-1.7
pair	MRmean	LWTI	neg-neg	14	9.2	-4.0	42.9	-0.5	-0.9	-0.5	8.2	-8.5
pair	LWTI	MRmean	neg-neg	14	9.2	-4.0	42.9	-0.5	-0.9	-0.5	8.2	-8.5
pair	RSI	RSmean	pos-neg	21	13.8	-4.0	42.9	-0.5	-1.0	-0.4	7.4	-10.6
pair	RSmean	RSI	pos-neg	21	13.8	-4.0	42.9	-0.5	-1.0	-0.4	7.4	-10.6
pair	MACDhist	RSI	neg-neg	17	11.2	-5.7	47.1	-0.7	-1.7	-0.5	7.5	-11.7
pair	RSI	MACDhist	neg-neg	17	11.2	-5.7	47.1	-0.7	-1.7	-0.5	7.5	-11.7
pair	RSmean	LWTI	neg-neg	1	0.7	-8.6	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.7	-8.6	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	LWTI	pos-neg	4	2.6	-9.1	25.0	-1.6	-1.9	-2.5	5.8	-3.7
pair	LWTI	MACD	pos-neg	4	2.6	-9.1	25.0	-1.6	-1.9	-2.5	5.8	-3.7
pair	RSI	SLmean	pos-neg	9	5.9	-11.7	44.4	-2.4	-2.7	-2.1	5.0	-5.5
pair	SLmean	RSI	pos-neg	9	5.9	-11.7	44.4	-2.4	-2.7	-2.1	5.0	-5.5
pair	LWTI	SLmean	pos-neg	8	5.3	-12.0	37.5	-2.5	-2.5	-1.6	5.0	-7.7
pair	SLmean	LWTI	pos-neg	8	5.3	-12.0	37.5	-2.5	-2.5	-1.6	5.0	-7.7
pair	SLmean	MRmean	neg-pos	4	2.6	-20.8	25.0	-4.0	-6.2	-4.9	5.7	-4.2
pair	MRmean	SLmean	neg-pos	4	2.6	-20.8	25.0	-4.0	-6.2	-4.9	5.7	-4.2
pair	MACD	RSI	pos-neg	3	2.0	-23.1	0.0	-8.6	-8.6	-4.5	3.0	-5.2
pair	RSI	MACD	pos-neg	3	2.0	-23.1	0.0	-8.6	-8.6	-4.5	3.0	-5.2

All Contingency Tables for BNDX

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 64% Sharpe 1.10 \| Sortino 1.82 \| Calmar 0.7 Vol 3% \| MDD -5.0% Months 96M (63%)	CAGR -1.0% \| Win 62% Sharpe -0.27 \| Sortino -0.62 \| Calmar -0.3 Vol 4% \| MDD -3.1% Months 13M (9%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -20.8% \| Win 25% Sharpe -4.00 \| Sortino -6.25 \| Calmar -4.9 Vol 6% \| MDD -4.2% Months 4M (3%)	CAGR 4.4% \| Win 62% Sharpe 0.89 \| Sortino 1.23 \| Calmar 0.5 Vol 5% \| MDD -9.8% Months 39M (26%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
SLmean only	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 64% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.4 Vol 3% \| MDD -6.6% Months 107M (70%)	CAGR 15.6% \| Win 50% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -0.1% \| Win 48% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 7% \| MDD -11.7% Months 27M (18%)	CAGR 5.1% \| Win 75% Sharpe 1.91 \| Sortino 2.39 \| Calmar 3.7 Vol 3% \| MDD -1.4% Months 16M (10%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
RSmean only	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 65% Sharpe 1.05 \| Sortino 1.64 \| Calmar 0.7 Vol 3% \| MDD -4.5% Months 86M (57%)	CAGR 2.0% \| Win 56% Sharpe 0.54 \| Sortino 1.03 \| Calmar 0.5 Vol 4% \| MDD -4.4% Months 23M (15%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -1.1% \| Win 50% Sharpe -0.22 \| Sortino -0.26 \| Calmar -0.1 Vol 5% \| MDD -7.6% Months 16M (10%)	CAGR 3.5% \| Win 63% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.6 Vol 6% \| MDD -6.4% Months 27M (18%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
MACD only	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 64% Sharpe 1.02 \| Sortino 1.74 \| Calmar 0.8 Vol 3% \| MDD -4.5% Months 104M (68%)	CAGR -3.6% \| Win 60% Sharpe -1.29 \| Sortino -0.92 \| Calmar -1.9 Vol 3% \| MDD -1.9% Months 5M (3%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR 5.7% \| Win 68% Sharpe 2.21 \| Sortino 3.47 \| Calmar 4.1 Vol 2% \| MDD -1.4% Months 25M (16%)	CAGR -3.4% \| Win 44% Sharpe -0.40 \| Sortino -0.82 \| Calmar -0.3 Vol 8% \| MDD -11.7% Months 18M (12%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
RSI only	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 64% Sharpe 0.96 \| Sortino 1.59 \| Calmar 0.7 Vol 4% \| MDD -5.1% Months 55M (36%)	CAGR 2.3% \| Win 63% Sharpe 0.91 \| Sortino 1.52 \| Calmar 0.5 Vol 3% \| MDD -4.5% Months 54M (36%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR 17.3% \| Win 75% Sharpe 2.83 \| Sortino 0.00 \| Calmar 116.7 Vol 6% \| MDD -0.1% Months 4M (3%)	CAGR 0.3% \| Win 56% Sharpe 0.09 \| Sortino 0.11 \| Calmar 0.0 Vol 5% \| MDD -12.9% Months 39M (26%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 64% Sharpe 1.03 \| Sortino 1.66 \| Calmar 0.6 Vol 3% \| MDD -5.9% Months 74M (49%)	CAGR 1.9% \| Win 63% Sharpe 0.65 \| Sortino 1.16 \| Calmar 0.6 Vol 3% \| MDD -3.4% Months 35M (23%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -0.4% \| Win 67% Sharpe -0.04 \| Sortino -0.09 \| Calmar -0.1 Vol 6% \| MDD -4.2% Months 6M (4%)	CAGR 2.2% \| Win 57% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 6% \| MDD -12.9% Months 37M (24%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 64% Sharpe 0.97 \| Sortino 1.61 \| Calmar 0.6 Vol 3% \| MDD -5.4% Months 104M (68%)	CAGR -1.2% \| Win 60% Sharpe -0.94 \| Sortino -0.82 \| Calmar -9.7 Vol 1% \| MDD -0.1% Months 5M (3%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR 4.7% \| Win 66% Sharpe 1.28 \| Sortino 1.76 \| Calmar 1.0 Vol 4% \| MDD -4.8% Months 29M (19%)	CAGR -4.0% \| Win 43% Sharpe -0.46 \| Sortino -0.94 \| Calmar -0.5 Vol 8% \| MDD -8.5% Months 14M (9%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 4% \| MDD -12.9% Months 97M (64%)	CAGR 11.1% \| Win 67% Sharpe 1.50 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 3M (2%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR 2.2% \| Win 57% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.3 Vol 5% \| MDD -8.6% Months 37M (24%)	CAGR 5.3% \| Win 73% Sharpe 1.91 \| Sortino 2.46 \| Calmar 3.8 Vol 3% \| MDD -1.4% Months 15M (10%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
RSmean only	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 64% Sharpe 1.18 \| Sortino 1.87 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 76M (50%)	CAGR -1.1% \| Win 54% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.1 Vol 5% \| MDD -9.8% Months 24M (16%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR -0.4% \| Win 58% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 4% \| MDD -7.6% Months 26M (17%)	CAGR 6.7% \| Win 65% Sharpe 1.29 \| Sortino 2.03 \| Calmar 2.2 Vol 5% \| MDD -3.0% Months 26M (17%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
MACD only	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.0% \| Win 64% Sharpe 1.22 \| Sortino 2.11 \| Calmar 1.1 Vol 3% \| MDD -3.6% Months 91M (60%)	CAGR -11.7% \| Win 44% Sharpe -2.44 \| Sortino -2.68 \| Calmar -2.1 Vol 5% \| MDD -5.5% Months 9M (6%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR 3.4% \| Win 66% Sharpe 1.13 \| Sortino 1.63 \| Calmar 1.8 Vol 3% \| MDD -1.9% Months 38M (25%)	CAGR 2.2% \| Win 50% Sharpe 0.31 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -8.6% Months 14M (9%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
RSI only	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 63% Sharpe 0.94 \| Sortino 1.54 \| Calmar 0.8 Vol 4% \| MDD -4.9% Months 51M (34%)	CAGR 1.3% \| Win 61% Sharpe 0.39 \| Sortino 0.41 \| Calmar 0.1 Vol 3% \| MDD -10.3% Months 49M (32%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR 10.7% \| Win 75% Sharpe 2.07 \| Sortino 3.84 \| Calmar 72.3 Vol 5% \| MDD -0.1% Months 8M (5%)	CAGR 1.7% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -9.8% Months 44M (29%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 62% Sharpe 0.76 \| Sortino 1.10 \| Calmar 0.3 Vol 4% \| MDD -9.7% Months 76M (50%)	CAGR 1.6% \| Win 62% Sharpe 0.45 \| Sortino 0.45 \| Calmar 0.3 Vol 4% \| MDD -5.4% Months 24M (16%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR 13.3% \| Win 100% Sharpe 3.55 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (3%)	CAGR 2.2% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 5% \| MDD -9.8% Months 48M (32%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 64% Sharpe 1.16 \| Sortino 1.91 \| Calmar 0.9 Vol 3% \| MDD -4.3% Months 92M (60%)	CAGR -12.0% \| Win 38% Sharpe -2.50 \| Sortino -2.54 \| Calmar -1.6 Vol 5% \| MDD -7.7% Months 8M (5%)	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)
SLmean neg	CAGR 2.9% \| Win 63% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.6 Vol 4% \| MDD -5.0% Months 41M (27%)	CAGR 3.5% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.7 Vol 8% \| MDD -5.3% Months 11M (7%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 63% Sharpe 0.80 \| Sortino 1.06 \| Calmar 0.3 Vol 3% \| MDD -7.8% Months 98M (64%)	CAGR 1.0% \| Win 53% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 6% \| MDD -7.2% Months 36M (24%)	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)
RSmean neg	CAGR 0.7% \| Win 50% Sharpe 0.16 \| Sortino 0.53 \| Calmar 0.3 Vol 5% \| MDD -2.1% Months 4M (3%)	CAGR 7.9% \| Win 79% Sharpe 2.46 \| Sortino 7.92 \| Calmar 13.9 Vol 3% \| MDD -0.6% Months 14M (9%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)
MACD only	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 64% Sharpe 1.11 \| Sortino 1.76 \| Calmar 1.1 Vol 3% \| MDD -3.0% Months 113M (74%)	CAGR -4.0% \| Win 43% Sharpe -0.52 \| Sortino -0.98 \| Calmar -0.4 Vol 7% \| MDD -10.6% Months 21M (14%)	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)
RSmean neg	CAGR 6.7% \| Win 69% Sharpe 1.74 \| Sortino 3.52 \| Calmar 3.1 Vol 4% \| MDD -2.1% Months 16M (10%)	CAGR 2.9% \| Win 100% Sharpe 19.21 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)
RSI only	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 62% Sharpe 0.94 \| Sortino 1.57 \| Calmar 0.7 Vol 4% \| MDD -5.2% Months 56M (37%)	CAGR 1.2% \| Win 59% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 4% \| MDD -13.0% Months 78M (51%)	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)
RSmean neg	CAGR 23.4% \| Win 100% Sharpe 4.08 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (2%)	CAGR 3.1% \| Win 67% Sharpe 1.22 \| Sortino 1.66 \| Calmar 1.5 Vol 2% \| MDD -2.1% Months 15M (10%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 62% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.3 Vol 4% \| MDD -8.9% Months 76M (50%)	CAGR 1.6% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 5% \| MDD -12.1% Months 58M (38%)	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)
RSmean neg	CAGR 15.2% \| Win 100% Sharpe 3.02 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (3%)	CAGR 3.8% \| Win 64% Sharpe 1.26 \| Sortino 2.03 \| Calmar 1.8 Vol 3% \| MDD -2.1% Months 14M (9%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.4 Vol 3% \| MDD -7.3% Months 116M (76%)	CAGR -3.0% \| Win 50% Sharpe -0.39 \| Sortino -0.64 \| Calmar -0.4 Vol 7% \| MDD -8.5% Months 18M (12%)	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)
RSmean neg	CAGR 7.2% \| Win 76% Sharpe 2.02 \| Sortino 3.32 \| Calmar 5.2 Vol 4% \| MDD -1.4% Months 17M (11%)	CAGR -8.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.5% \| Win 65% Sharpe 1.12 \| Sortino 1.74 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 99M (65%)	CAGR -23.1% \| Win 0% Sharpe -8.57 \| Sortino -8.57 \| Calmar -4.5 Vol 3% \| MDD -5.2% Months 3M (2%)	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)
MACD neg	CAGR 4.9% \| Win 63% Sharpe 1.42 \| Sortino 2.88 \| Calmar 1.7 Vol 3% \| MDD -2.9% Months 30M (20%)	CAGR -0.1% \| Win 55% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 7% \| MDD -6.4% Months 20M (13%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)
RSI only	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.8% \| Win 68% Sharpe 1.30 \| Sortino 1.98 \| Calmar 1.7 Vol 4% \| MDD -2.9% Months 47M (31%)	CAGR 0.7% \| Win 58% Sharpe 0.25 \| Sortino 0.30 \| Calmar 0.1 Vol 3% \| MDD -9.8% Months 55M (36%)	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)
MACD neg	CAGR 3.6% \| Win 50% Sharpe 0.67 \| Sortino 1.61 \| Calmar 1.9 Vol 6% \| MDD -1.9% Months 12M (8%)	CAGR 2.6% \| Win 63% Sharpe 0.53 \| Sortino 0.67 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 38M (25%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.6% \| Win 64% Sharpe 1.10 \| Sortino 1.65 \| Calmar 0.8 Vol 3% \| MDD -4.5% Months 53M (35%)	CAGR 1.5% \| Win 61% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.2 Vol 4% \| MDD -8.8% Months 49M (32%)	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)
MACD neg	CAGR 2.5% \| Win 63% Sharpe 0.58 \| Sortino 0.86 \| Calmar 0.5 Vol 4% \| MDD -5.2% Months 27M (18%)	CAGR 3.3% \| Win 56% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.5 Vol 6% \| MDD -6.4% Months 23M (15%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.1% \| Win 64% Sharpe 0.96 \| Sortino 1.40 \| Calmar 0.5 Vol 3% \| MDD -6.8% Months 98M (64%)	CAGR -9.1% \| Win 25% Sharpe -1.62 \| Sortino -1.94 \| Calmar -2.4 Vol 6% \| MDD -3.7% Months 4M (3%)	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)
MACD neg	CAGR 4.8% \| Win 63% Sharpe 1.25 \| Sortino 2.46 \| Calmar 1.5 Vol 4% \| MDD -3.3% Months 35M (23%)	CAGR -1.7% \| Win 53% Sharpe -0.20 \| Sortino -0.33 \| Calmar -0.3 Vol 7% \| MDD -6.4% Months 15M (10%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.7% \| Win 66% Sharpe 1.21 \| Sortino 2.08 \| Calmar 1.6 Vol 4% \| MDD -2.9% Months 53M (35%)	CAGR 3.2% \| Win 63% Sharpe 1.24 \| Sortino 2.00 \| Calmar 0.9 Vol 2% \| MDD -3.6% Months 76M (50%)	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)
RSI neg	CAGR 3.2% \| Win 50% Sharpe 0.55 \| Sortino 1.01 \| Calmar 1.7 Vol 6% \| MDD -1.9% Months 6M (4%)	CAGR -5.7% \| Win 47% Sharpe -0.74 \| Sortino -1.68 \| Calmar -0.5 Vol 8% \| MDD -11.7% Months 17M (11%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.2% \| Win 65% Sharpe 1.23 \| Sortino 2.04 \| Calmar 0.9 Vol 3% \| MDD -4.5% Months 71M (47%)	CAGR 3.3% \| Win 64% Sharpe 1.15 \| Sortino 1.87 \| Calmar 1.3 Vol 3% \| MDD -2.6% Months 58M (38%)	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)
RSI neg	CAGR -4.0% \| Win 56% Sharpe -0.76 \| Sortino -1.07 \| Calmar -2.3 Vol 5% \| MDD -1.7% Months 9M (6%)	CAGR -3.1% \| Win 43% Sharpe -0.34 \| Sortino -0.67 \| Calmar -0.3 Vol 8% \| MDD -11.7% Months 14M (9%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.9% \| Win 65% Sharpe 1.23 \| Sortino 2.00 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 126M (83%)	CAGR -0.6% \| Win 33% Sharpe -0.16 \| Sortino -0.72 \| Calmar -0.8 Vol 3% \| MDD -0.7% Months 3M (2%)	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)
RSI neg	CAGR -2.7% \| Win 43% Sharpe -0.39 \| Sortino -0.82 \| Calmar -0.5 Vol 6% \| MDD -5.1% Months 7M (5%)	CAGR -3.8% \| Win 50% Sharpe -0.48 \| Sortino -0.85 \| Calmar -0.6 Vol 8% \| MDD -6.4% Months 16M (10%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.7% \| Win 65% Sharpe 0.95 \| Sortino 1.48 \| Calmar 0.7 Vol 4% \| MDD -5.4% Months 46M (30%)	CAGR 7.6% \| Win 62% Sharpe 1.64 \| Sortino 4.94 \| Calmar 8.3 Vol 4% \| MDD -0.9% Months 13M (9%)	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)
MACDhist neg	CAGR 2.6% \| Win 62% Sharpe 0.78 \| Sortino 1.02 \| Calmar 0.5 Vol 3% \| MDD -5.2% Months 34M (22%)	CAGR 0.9% \| Win 59% Sharpe 0.22 \| Sortino 0.27 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)
RSIhist only	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.8% \| Win 65% Sharpe 1.15 \| Sortino 2.04 \| Calmar 1.6 Vol 4% \| MDD -3.1% Months 57M (38%)	CAGR -0.7% \| Win 50% Sharpe -2.20 \| Sortino 0.00 \| Calmar -5.7 Vol 0% \| MDD -0.1% Months 2M (1%)	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)
MACDhist neg	CAGR 2.7% \| Win 63% Sharpe 0.97 \| Sortino 1.34 \| Calmar 0.4 Vol 3% \| MDD -6.8% Months 76M (50%)	CAGR -3.6% \| Win 47% Sharpe -0.46 \| Sortino -0.84 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 17M (11%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.8% \| Win 64% Sharpe 1.10 \| Sortino 1.77 \| Calmar 0.6 Vol 4% \| MDD -5.9% Months 73M (48%)	CAGR -2.6% \| Win 57% Sharpe -0.44 \| Sortino -0.55 \| Calmar -1.7 Vol 6% \| MDD -1.5% Months 7M (5%)	CAGR 3.2% \| Win 64% Sharpe 0.89 \| Sortino 1.30 \| Calmar 0.4 Vol 4% \| MDD -8.5% Months 80M (53%)
RSIhist neg	CAGR 3.2% \| Win 63% Sharpe 0.96 \| Sortino 1.49 \| Calmar 0.5 Vol 3% \| MDD -6.0% Months 60M (40%)	CAGR -3.7% \| Win 42% Sharpe -0.44 \| Sortino -0.77 \| Calmar -0.4 Vol 8% \| MDD -9.2% Months 12M (8%)	CAGR 2.0% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.1 Vol 4% \| MDD -14.0% Months 72M (47%)
LWTI only	CAGR 3.6% \| Win 64% Sharpe 1.04 \| Sortino 1.66 \| Calmar 0.4 Vol 3% \| MDD -8.4% Months 133M (88%)	CAGR -3.3% \| Win 47% Sharpe -0.45 \| Sortino -0.72 \| Calmar -0.4 Vol 7% \| MDD -9.2% Months 19M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 64% Sharpe 1.10 \| Sortino 1.82 \| Calmar 0.7 Vol 3% \| MDD -5.0% Months 96M (63%)	CAGR -1.0% \| Win 62% Sharpe -0.27 \| Sortino -0.62 \| Calmar -0.3 Vol 4% \| MDD -3.1% Months 13M (9%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -20.8% \| Win 25% Sharpe -4.00 \| Sortino -6.25 \| Calmar -4.9 Vol 6% \| MDD -4.2% Months 4M (3%)	CAGR 4.4% \| Win 62% Sharpe 0.89 \| Sortino 1.23 \| Calmar 0.5 Vol 5% \| MDD -9.8% Months 39M (26%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
SLmean only	CAGR 2.5% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -12.1% Months 100M (66%)	CAGR 3.1% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 5% \| MDD -9.8% Months 52M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 64% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.4 Vol 3% \| MDD -6.6% Months 107M (70%)	CAGR 15.6% \| Win 50% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -0.1% \| Win 48% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 7% \| MDD -11.7% Months 27M (18%)	CAGR 5.1% \| Win 75% Sharpe 1.91 \| Sortino 2.39 \| Calmar 3.7 Vol 3% \| MDD -1.4% Months 16M (10%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
RSmean only	CAGR 2.2% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 134M (88%)	CAGR 6.2% \| Win 72% Sharpe 1.73 \| Sortino 3.30 \| Calmar 2.9 Vol 4% \| MDD -2.1% Months 18M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 65% Sharpe 1.05 \| Sortino 1.64 \| Calmar 0.7 Vol 3% \| MDD -4.5% Months 86M (57%)	CAGR 2.0% \| Win 56% Sharpe 0.54 \| Sortino 1.03 \| Calmar 0.5 Vol 4% \| MDD -4.4% Months 23M (15%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR -1.1% \| Win 50% Sharpe -0.22 \| Sortino -0.26 \| Calmar -0.1 Vol 5% \| MDD -7.6% Months 16M (10%)	CAGR 3.5% \| Win 63% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.6 Vol 6% \| MDD -6.4% Months 27M (18%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
MACD only	CAGR 2.6% \| Win 63% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 3% \| MDD -9.8% Months 102M (67%)	CAGR 2.8% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 5% \| MDD -7.2% Months 50M (33%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 64% Sharpe 1.02 \| Sortino 1.74 \| Calmar 0.8 Vol 3% \| MDD -4.5% Months 104M (68%)	CAGR -3.6% \| Win 60% Sharpe -1.29 \| Sortino -0.92 \| Calmar -1.9 Vol 3% \| MDD -1.9% Months 5M (3%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR 5.7% \| Win 68% Sharpe 2.21 \| Sortino 3.47 \| Calmar 4.1 Vol 2% \| MDD -1.4% Months 25M (16%)	CAGR -3.4% \| Win 44% Sharpe -0.40 \| Sortino -0.82 \| Calmar -0.3 Vol 8% \| MDD -11.7% Months 18M (12%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
RSI only	CAGR 3.8% \| Win 64% Sharpe 1.20 \| Sortino 1.99 \| Calmar 1.0 Vol 3% \| MDD -3.6% Months 129M (85%)	CAGR -3.5% \| Win 48% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.3 Vol 7% \| MDD -11.7% Months 23M (15%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 64% Sharpe 0.96 \| Sortino 1.59 \| Calmar 0.7 Vol 4% \| MDD -5.1% Months 55M (36%)	CAGR 2.3% \| Win 63% Sharpe 0.91 \| Sortino 1.52 \| Calmar 0.5 Vol 3% \| MDD -4.5% Months 54M (36%)	CAGR 3.0% \| Win 63% Sharpe 0.92 \| Sortino 1.53 \| Calmar 0.5 Vol 3% \| MDD -5.9% Months 109M (72%)
MRmean neg	CAGR 17.3% \| Win 75% Sharpe 2.83 \| Sortino 0.00 \| Calmar 116.7 Vol 6% \| MDD -0.1% Months 4M (3%)	CAGR 0.3% \| Win 56% Sharpe 0.09 \| Sortino 0.11 \| Calmar 0.0 Vol 5% \| MDD -12.9% Months 39M (26%)	CAGR 1.8% \| Win 58% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 6% \| MDD -12.9% Months 43M (28%)
MACDhist only	CAGR 4.6% \| Win 64% Sharpe 1.12 \| Sortino 1.96 \| Calmar 1.4 Vol 4% \| MDD -3.2% Months 59M (39%)	CAGR 1.5% \| Win 60% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.1 Vol 4% \| MDD -14.9% Months 93M (61%)