BOTZ - Global X Robotics and Artificial Intelligence ETF

Signal Pair Analysis

MRmean-MACDhist

Best Pair

77.2%

Best CAGR

Total Months

12.5%

Avg CAGR

BOTZ 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 BOTZ

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	MACDhist	neg-pos	4	3.4	77.2	75.0	1.5	0.0	6.9	45.3	-11.3
pair	MACDhist	MRmean	neg-pos	4	3.4	77.2	75.0	1.5	0.0	6.9	45.3	-11.3
pair	RSmean	RSIhist	neg-pos	5	4.2	75.5	100.0	11.3	0.0	0.0	5.1	0.0
pair	RSIhist	RSmean	neg-pos	5	4.2	75.5	100.0	11.3	0.0	0.0	5.1	0.0
pair	RSmean	MACDhist	neg-pos	1	0.8	68.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.8	68.1	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	neg-pos	16	13.4	49.9	93.8	2.3	0.0	4.4	18.5	-11.3
pair	RSI	MRmean	neg-pos	16	13.4	49.9	93.8	2.3	0.0	4.4	18.5	-11.3
pair	RSI	MACDhist	neg-pos	2	1.7	49.4	50.0	0.8	0.0	0.0	58.7	0.0
pair	MACDhist	RSI	neg-pos	2	1.7	49.4	50.0	0.8	0.0	0.0	58.7	0.0
pair	RSI	RSmean	neg-pos	11	9.2	48.3	90.9	5.2	0.0	65.6	7.7	-0.7
pair	RSmean	RSI	neg-pos	11	9.2	48.3	90.9	5.2	0.0	65.6	7.7	-0.7
pair	MRmean	MACD	neg-neg	22	18.5	46.9	77.3	1.8	2.5	2.4	23.8	-19.7
pair	MACD	MRmean	neg-neg	22	18.5	46.9	77.3	1.8	2.5	2.4	23.8	-19.7
pair	LWTI	RSmean	neg-pos	16	13.4	44.2	81.2	3.6	14.4	60.0	10.6	-0.7
pair	RSmean	LWTI	neg-pos	16	13.4	44.2	81.2	3.6	14.4	60.0	10.6	-0.7
pair	MRmean	SLmean	neg-pos	5	4.2	43.5	80.0	2.5	0.0	10.6	15.2	-4.1
pair	SLmean	MRmean	neg-pos	5	4.2	43.5	80.0	2.5	0.0	10.6	15.2	-4.1
pair	RSIhist	MRmean	neg-pos	5	4.2	43.0	80.0	2.5	0.0	10.5	14.8	-4.1
pair	MRmean	RSIhist	neg-pos	5	4.2	43.0	80.0	2.5	0.0	10.5	14.8	-4.1
pair	RSIhist	RSI	neg-pos	4	3.4	42.4	50.0	1.6	5.1	38.7	23.5	-1.1
pair	RSI	RSIhist	neg-pos	4	3.4	42.4	50.0	1.6	5.1	38.7	23.5	-1.1
pair	SLmean	RSI	pos-neg	5	4.2	42.0	60.0	1.8	5.0	8.2	20.4	-5.2
pair	RSI	SLmean	pos-neg	5	4.2	42.0	60.0	1.8	5.0	8.2	20.4	-5.2
pair	RSI	MACD	neg-neg	16	13.4	40.0	56.2	1.3	2.5	2.0	30.5	-19.7
pair	MACD	RSI	neg-neg	16	13.4	40.0	56.2	1.3	2.5	2.0	30.5	-19.7
pair	MACD	LWTI	neg-neg	11	9.2	37.9	54.5	1.2	2.3	1.9	31.5	-19.7
pair	LWTI	MACD	neg-neg	11	9.2	37.9	54.5	1.2	2.3	1.9	31.5	-19.7
pair	MACD	RSmean	neg-neg	13	10.9	37.4	76.9	2.9	12.5	50.8	11.1	-0.7
pair	RSmean	MACD	neg-neg	13	10.9	37.4	76.9	2.9	12.5	50.8	11.1	-0.7
pair	LWTI	MRmean	neg-pos	28	23.5	36.6	75.0	1.4	1.4	1.9	23.8	-19.7
pair	MRmean	LWTI	neg-pos	28	23.5	36.6	75.0	1.4	1.4	1.9	23.8	-19.7
pair	RSmean	SLmean	pos-neg	3	2.5	34.2	66.7	3.1	0.0	0.0	9.8	0.0
pair	SLmean	RSmean	pos-neg	3	2.5	34.2	66.7	3.1	0.0	0.0	9.8	0.0
pair	RSmean	MRmean	neg-pos	29	24.4	28.1	62.1	0.9	1.4	1.0	31.7	-28.5
pair	MRmean	RSmean	neg-pos	29	24.4	28.1	62.1	0.9	1.4	1.0	31.7	-28.5
single	MRmean	MRmean	neg-neg	44	37.0	27.6	68.2	1.0	1.3	0.7	27.8	-39.0
pair	MACDhist	RSIhist	neg-pos	21	17.6	27.5	66.7	1.2	1.9	1.2	22.4	-23.1
pair	RSIhist	MACDhist	neg-pos	21	17.6	27.5	66.7	1.2	1.9	1.2	22.4	-23.1
pair	RSmean	MRmean	neg-neg	15	12.6	26.6	80.0	1.3	0.9	1.8	19.0	-14.6
pair	MRmean	RSmean	neg-neg	15	12.6	26.6	80.0	1.3	0.9	1.8	19.0	-14.6
pair	RSI	MRmean	pos-neg	4	3.4	26.3	50.0	0.9	1.6	3.3	28.5	-7.9
pair	MRmean	RSI	pos-neg	4	3.4	26.3	50.0	0.9	1.6	3.3	28.5	-7.9
single	RSmean	RSmean	neg-neg	17	14.3	26.2	76.5	1.4	1.1	1.8	18.1	-14.6
pair	RSIhist	MRmean	neg-neg	39	32.8	25.7	66.7	0.9	1.2	0.7	29.2	-39.0
pair	MRmean	RSIhist	neg-neg	39	32.8	25.7	66.7	0.9	1.2	0.7	29.2	-39.0
pair	MRmean	SLmean	neg-neg	39	32.8	25.7	66.7	0.9	1.2	0.7	29.1	-39.0
pair	SLmean	MRmean	neg-neg	39	32.8	25.7	66.7	0.9	1.2	0.7	29.1	-39.0
pair	RSIhist	SLmean	neg-pos	4	3.4	25.3	75.0	1.1	0.0	3.4	22.7	-7.5
pair	SLmean	RSIhist	neg-pos	4	3.4	25.3	75.0	1.1	0.0	3.4	22.7	-7.5
pair	RSIhist	MACD	neg-pos	19	16.0	25.1	63.2	1.2	2.3	1.6	21.2	-15.2
pair	MACD	RSIhist	neg-pos	19	16.0	25.1	63.2	1.2	2.3	1.6	21.2	-15.2
pair	SLmean	RSmean	neg-neg	14	11.8	24.6	78.6	1.2	0.9	1.7	19.7	-14.6
pair	RSmean	SLmean	neg-neg	14	11.8	24.6	78.6	1.2	0.9	1.7	19.7	-14.6
pair	RSmean	MACDhist	neg-neg	16	13.4	24.0	75.0	1.3	1.0	1.6	18.6	-14.6
pair	MACDhist	RSmean	neg-neg	16	13.4	24.0	75.0	1.3	1.0	1.6	18.6	-14.6
pair	RSmean	MRmean	pos-neg	2	1.7	24.0	50.0	1.8	0.0	0.0	12.6	0.0
pair	MRmean	RSmean	pos-neg	2	1.7	24.0	50.0	1.8	0.0	0.0	12.6	0.0
pair	RSmean	RSI	pos-neg	26	21.8	23.8	53.8	0.8	1.3	0.8	32.1	-28.5
pair	RSI	RSmean	pos-neg	26	21.8	23.8	53.8	0.8	1.3	0.8	32.1	-28.5
pair	MRmean	MACDhist	neg-neg	40	33.6	23.4	67.5	0.9	1.1	0.6	26.1	-39.0
pair	MACDhist	MRmean	neg-neg	40	33.6	23.4	67.5	0.9	1.1	0.6	26.1	-39.0
pair	MACDhist	MACD	neg-neg	36	30.3	20.1	61.1	0.9	1.4	0.6	23.1	-33.7
pair	MACD	MACDhist	neg-neg	36	30.3	20.1	61.1	0.9	1.4	0.6	23.1	-33.7
pair	MACDhist	LWTI	neg-pos	40	33.6	19.7	67.5	1.0	1.1	0.8	21.2	-25.5
pair	LWTI	MACDhist	neg-pos	40	33.6	19.7	67.5	1.0	1.1	0.8	21.2	-25.5
pair	MACD	SLmean	neg-neg	26	21.8	19.7	69.2	0.8	1.4	0.8	26.8	-23.9
pair	SLmean	MACD	neg-neg	26	21.8	19.7	69.2	0.8	1.4	0.8	26.8	-23.9
pair	MACDhist	SLmean	pos-neg	24	20.2	19.4	58.3	0.9	1.6	0.9	21.7	-21.1
pair	SLmean	MACDhist	pos-neg	24	20.2	19.4	58.3	0.9	1.6	0.9	21.7	-21.1
pair	RSI	LWTI	neg-neg	18	15.1	18.6	55.6	0.7	1.2	0.7	33.2	-27.2
pair	LWTI	RSI	neg-neg	18	15.1	18.6	55.6	0.7	1.2	0.7	33.2	-27.2
pair	RSIhist	LWTI	pos-pos	59	49.6	18.4	64.4	1.0	1.5	1.1	18.7	-16.0
pair	LWTI	RSIhist	pos-pos	59	49.6	18.4	64.4	1.0	1.5	1.1	18.7	-16.0
pair	RSIhist	LWTI	neg-neg	15	12.6	18.0	60.0	0.6	1.5	0.7	35.1	-27.2
pair	LWTI	RSIhist	neg-neg	15	12.6	18.0	60.0	0.6	1.5	0.7	35.1	-27.2
single	MACD	MACD	neg-neg	44	37.0	17.7	61.4	0.8	1.4	0.5	24.2	-33.7
single	RSI	RSI	neg-neg	32	26.9	17.6	53.1	0.7	1.0	0.5	31.2	-39.0
pair	LWTI	RSmean	pos-neg	21	17.6	16.6	52.4	0.7	1.2	0.8	30.9	-21.7
pair	RSmean	LWTI	pos-neg	21	17.6	16.6	52.4	0.7	1.2	0.8	30.9	-21.7
pair	RSI	MRmean	neg-neg	28	23.5	16.4	53.6	0.6	0.9	0.4	32.0	-39.0
pair	MRmean	RSI	neg-neg	28	23.5	16.4	53.6	0.6	0.9	0.4	32.0	-39.0
pair	LWTI	RSI	neg-pos	14	11.8	16.2	50.0	0.7	0.8	0.6	29.7	-26.0
pair	RSI	LWTI	neg-pos	14	11.8	16.2	50.0	0.7	0.8	0.6	29.7	-26.0
pair	SLmean	LWTI	pos-pos	61	51.3	15.7	60.7	0.9	1.4	0.7	18.7	-22.0
pair	LWTI	SLmean	pos-pos	61	51.3	15.7	60.7	0.9	1.4	0.7	18.7	-22.0
pair	MACDhist	RSI	neg-neg	30	25.2	15.7	53.3	0.6	0.9	0.4	30.3	-39.0
pair	RSI	MACDhist	neg-neg	30	25.2	15.7	53.3	0.6	0.9	0.4	30.3	-39.0
pair	MACD	SLmean	pos-neg	18	15.1	14.8	50.0	0.8	1.7	0.8	20.5	-17.8
pair	SLmean	MACD	pos-neg	18	15.1	14.8	50.0	0.8	1.7	0.8	20.5	-17.8
single	MACDhist	MACDhist	neg-neg	62	52.1	14.7	61.3	0.7	0.9	0.4	25.5	-39.0
pair	RSIhist	RSI	neg-neg	28	23.5	14.4	53.6	0.6	0.8	0.4	32.4	-39.0
pair	RSI	RSIhist	neg-neg	28	23.5	14.4	53.6	0.6	0.8	0.4	32.4	-39.0
single	RSIhist	RSIhist	pos-pos	66	55.5	14.2	60.6	0.8	1.2	0.6	19.7	-23.1
pair	MACDhist	RSI	pos-neg	32	26.9	13.8	68.8	0.7	0.9	0.4	20.7	-34.0
pair	RSI	MACDhist	pos-neg	32	26.9	13.8	68.8	0.7	0.9	0.4	20.7	-34.0
pair	SLmean	RSIhist	pos-pos	62	52.1	13.6	59.7	0.8	1.1	0.6	19.7	-23.1
pair	RSIhist	SLmean	pos-pos	62	52.1	13.6	59.7	0.8	1.1	0.6	19.7	-23.1
pair	SLmean	RSI	neg-neg	27	22.7	13.5	51.9	0.6	0.8	0.3	33.0	-39.0
single	SLmean	SLmean	pos-pos	70	58.8	13.5	58.6	0.8	1.2	0.6	19.5	-22.0
pair	RSI	SLmean	neg-neg	27	22.7	13.5	51.9	0.6	0.8	0.3	33.0	-39.0
pair	SLmean	RSIhist	pos-neg	8	6.7	13.3	50.0	0.7	1.4	1.9	19.4	-7.2
pair	RSIhist	SLmean	pos-neg	8	6.7	13.3	50.0	0.7	1.4	1.9	19.4	-7.2
pair	LWTI	MRmean	neg-neg	16	13.4	13.2	56.2	0.5	1.1	0.5	34.3	-27.2
pair	MRmean	LWTI	neg-neg	16	13.4	13.2	56.2	0.5	1.1	0.5	34.3	-27.2
pair	SLmean	MACD	pos-pos	52	43.7	13.1	61.5	0.7	1.0	0.6	19.3	-22.0
pair	MACD	SLmean	pos-pos	52	43.7	13.1	61.5	0.7	1.0	0.6	19.3	-22.0
pair	SLmean	RSmean	pos-pos	67	56.3	12.7	58.2	0.7	1.1	0.5	19.8	-25.3
pair	RSmean	SLmean	pos-pos	67	56.3	12.7	58.2	0.7	1.1	0.5	19.8	-25.3
pair	RSI	RSIhist	pos-pos	62	52.1	12.6	61.3	0.7	1.0	0.6	19.6	-23.1
pair	RSIhist	RSI	pos-pos	62	52.1	12.6	61.3	0.7	1.0	0.6	19.6	-23.1
pair	RSIhist	MACD	neg-neg	25	21.0	12.4	60.0	0.6	0.9	0.4	26.6	-28.8
pair	MACD	RSIhist	neg-neg	25	21.0	12.4	60.0	0.6	0.9	0.4	26.6	-28.8
pair	MRmean	RSIhist	pos-pos	61	51.3	12.2	59.0	0.7	1.0	0.5	20.0	-24.9
pair	RSIhist	MRmean	pos-pos	61	51.3	12.2	59.0	0.7	1.0	0.5	20.0	-24.9
pair	SLmean	MACDhist	neg-neg	38	31.9	11.9	63.2	0.5	0.7	0.3	28.0	-39.0
pair	MACDhist	SLmean	neg-neg	38	31.9	11.9	63.2	0.5	0.7	0.3	28.0	-39.0
pair	MACDhist	RSmean	pos-neg	46	38.7	11.7	56.5	0.5	0.8	0.3	27.7	-35.4
pair	RSmean	MACDhist	pos-neg	46	38.7	11.7	56.5	0.5	0.8	0.3	27.7	-35.4
pair	SLmean	RSI	pos-pos	65	54.6	11.6	58.5	0.7	1.0	0.5	19.5	-23.3
pair	MACD	LWTI	neg-pos	33	27.7	11.6	63.6	0.6	0.9	0.3	21.5	-37.7
pair	LWTI	MACD	neg-pos	33	27.7	11.6	63.6	0.6	0.9	0.3	21.5	-37.7
pair	RSI	SLmean	pos-pos	65	54.6	11.6	58.5	0.7	1.0	0.5	19.5	-23.3
pair	MRmean	SLmean	pos-pos	65	54.6	11.5	56.9	0.7	1.0	0.4	19.8	-30.1
pair	SLmean	MRmean	pos-pos	65	54.6	11.5	56.9	0.7	1.0	0.4	19.8	-30.1
pair	MACD	MRmean	neg-pos	22	18.5	10.8	59.1	0.5	0.6	0.3	31.4	-39.1
pair	MRmean	MACD	neg-pos	22	18.5	10.8	59.1	0.5	0.6	0.3	31.4	-39.1
pair	SLmean	LWTI	neg-neg	13	10.9	10.7	53.8	0.5	1.1	0.4	37.5	-27.2
pair	LWTI	SLmean	neg-neg	13	10.9	10.7	53.8	0.5	1.1	0.4	37.5	-27.2
pair	MACDhist	SLmean	pos-pos	46	38.7	10.6	58.7	0.6	0.9	0.5	18.4	-22.0
pair	SLmean	MACDhist	pos-pos	46	38.7	10.6	58.7	0.6	0.9	0.5	18.4	-22.0
pair	RSmean	MACD	pos-neg	31	26.1	10.3	54.8	0.5	1.0	0.3	27.9	-33.2
pair	MACD	RSmean	pos-neg	31	26.1	10.3	54.8	0.5	1.0	0.3	27.9	-33.2
pair	RSmean	RSIhist	pos-pos	61	51.3	10.3	57.4	0.6	0.9	0.4	20.1	-24.9
pair	RSIhist	RSmean	pos-pos	61	51.3	10.3	57.4	0.6	0.9	0.4	20.1	-24.9
pair	RSIhist	RSmean	neg-neg	12	10.1	10.1	66.7	0.6	0.5	0.7	20.2	-14.6
pair	RSmean	RSIhist	neg-neg	12	10.1	10.1	66.7	0.6	0.5	0.7	20.2	-14.6
single	LWTI	LWTI	pos-pos	97	81.5	10.1	60.8	0.6	0.7	0.2	22.3	-47.1
pair	MACD	RSIhist	pos-pos	47	39.5	10.1	59.6	0.6	0.8	0.6	19.2	-16.0
pair	RSIhist	MACD	pos-pos	47	39.5	10.1	59.6	0.6	0.8	0.6	19.2	-16.0
pair		benchmark___benchmark_	benchmark-benchmark	119	100.0	9.4	58.8	0.5	0.7	0.2	24.4	-51.9
pair	benchmark___benchmark_		benchmark-benchmark	119	100.0	9.4	58.8	0.5	0.7	0.2	24.4	-51.9
pair	LWTI	MACD	pos-pos	64	53.8	9.3	59.4	0.5	0.6	0.2	22.9	-36.9
pair	MACD	LWTI	pos-pos	64	53.8	9.3	59.4	0.5	0.6	0.2	22.9	-36.9
pair	LWTI	RSI	pos-pos	83	69.7	9.1	62.7	0.5	0.7	0.3	21.1	-32.4
pair	RSI	LWTI	pos-pos	83	69.7	9.1	62.7	0.5	0.7	0.3	21.1	-32.4
pair	MACDhist	RSIhist	neg-neg	41	34.5	8.7	58.5	0.4	0.6	0.2	27.2	-39.0
pair	RSIhist	MACDhist	neg-neg	41	34.5	8.7	58.5	0.4	0.6	0.2	27.2	-39.0
pair	MACDhist	RSIhist	pos-pos	45	37.8	8.5	57.8	0.5	0.8	0.5	18.3	-16.0
pair	RSIhist	MACDhist	pos-pos	45	37.8	8.5	57.8	0.5	0.8	0.5	18.3	-16.0
pair	MACDhist	MACD	pos-neg	26	21.8	7.7	61.5	0.4	0.5	0.2	29.0	-31.4
pair	MACD	MACDhist	pos-neg	26	21.8	7.7	61.5	0.4	0.5	0.2	29.0	-31.4
pair	MACDhist	MACD	neg-pos	8	6.7	7.6	62.5	0.4	8.6	0.3	30.2	-21.9
pair	MACD	MACDhist	neg-pos	8	6.7	7.6	62.5	0.4	8.6	0.3	30.2	-21.9
single	RSmean	RSmean	pos-pos	102	85.7	6.8	55.9	0.4	0.6	0.2	25.3	-43.7
single	RSI	RSI	pos-pos	87	73.1	6.5	60.9	0.4	0.5	0.2	21.5	-40.2
pair	RSI	MACD	pos-pos	59	49.6	6.5	59.3	0.4	0.5	0.3	22.4	-25.0
pair	MACD	RSI	pos-pos	59	49.6	6.5	59.3	0.4	0.5	0.3	22.4	-25.0
pair	RSI	MACD	neg-pos	28	23.5	6.5	64.3	0.4	0.6	0.2	19.6	-33.9
pair	MACD	RSI	neg-pos	28	23.5	6.5	64.3	0.4	0.6	0.2	19.6	-33.9
pair	MACDhist	LWTI	neg-neg	22	18.5	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
pair	LWTI	MACDhist	neg-neg	22	18.5	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
single	LWTI	LWTI	neg-neg	22	18.5	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
pair	RSmean	MACD	pos-pos	71	59.7	5.3	56.3	0.3	0.4	0.1	24.2	-36.9
pair	MACD	RSmean	pos-pos	71	59.7	5.3	56.3	0.3	0.4	0.1	24.2	-36.9
single	MACD	MACD	pos-pos	75	63.0	4.8	57.3	0.3	0.4	0.1	24.6	-46.1
pair	LWTI	RSmean	pos-pos	81	68.1	4.4	56.8	0.3	0.4	0.1	23.8	-47.1
pair	RSmean	LWTI	pos-pos	81	68.1	4.4	56.8	0.3	0.4	0.1	23.8	-47.1
single	MACDhist	MACDhist	pos-pos	57	47.9	3.8	56.1	0.3	0.4	0.1	23.1	-34.1
pair	MACDhist	LWTI	pos-pos	57	47.9	3.8	56.1	0.3	0.4	0.1	23.1	-34.1
pair	LWTI	MACDhist	pos-pos	57	47.9	3.8	56.1	0.3	0.4	0.1	23.1	-34.1
single	SLmean	SLmean	neg-neg	49	41.2	3.7	59.2	0.3	0.4	0.1	30.2	-50.9
single	RSIhist	RSIhist	neg-neg	53	44.5	3.6	56.6	0.3	0.4	0.1	29.3	-49.9
pair	MACD	MACDhist	pos-pos	49	41.2	3.3	55.1	0.3	0.3	0.1	22.2	-21.8
pair	MACDhist	MACD	pos-pos	49	41.2	3.3	55.1	0.3	0.3	0.1	22.2	-21.8
pair	RSmean	MACDhist	pos-pos	56	47.1	3.0	55.4	0.2	0.3	0.1	23.3	-34.1
pair	MACDhist	RSmean	pos-pos	56	47.1	3.0	55.4	0.2	0.3	0.1	23.3	-34.1
pair	MACDhist	RSI	pos-pos	55	46.2	2.5	56.4	0.2	0.3	0.1	22.0	-28.4
pair	RSI	MACDhist	pos-pos	55	46.2	2.5	56.4	0.2	0.3	0.1	22.0	-28.4
pair	MRmean	MACD	pos-pos	53	44.5	2.4	56.6	0.2	0.3	0.1	21.4	-22.0
pair	MACD	MRmean	pos-pos	53	44.5	2.4	56.6	0.2	0.3	0.1	21.4	-22.0
pair	SLmean	RSIhist	neg-neg	45	37.8	2.0	57.8	0.2	0.3	0.0	30.9	-50.9
pair	RSIhist	SLmean	neg-neg	45	37.8	2.0	57.8	0.2	0.3	0.0	30.9	-50.9
pair	RSIhist	RSmean	pos-neg	41	34.5	1.8	53.7	0.2	0.3	0.0	31.7	-41.4
pair	RSmean	RSIhist	pos-neg	41	34.5	1.8	53.7	0.2	0.3	0.0	31.7	-41.4
pair	RSmean	RSI	pos-pos	76	63.9	1.5	56.6	0.2	0.2	0.0	22.5	-41.9
pair	RSI	RSmean	pos-pos	76	63.9	1.5	56.6	0.2	0.2	0.0	22.5	-41.9
pair	SLmean	LWTI	neg-pos	36	30.3	1.3	61.1	0.2	0.2	0.0	27.6	-48.6
pair	LWTI	SLmean	neg-pos	36	30.3	1.3	61.1	0.2	0.2	0.0	27.6	-48.6
pair	MRmean	LWTI	pos-pos	69	58.0	0.9	55.1	0.1	0.2	0.0	21.3	-37.8
pair	LWTI	MRmean	pos-pos	69	58.0	0.9	55.1	0.1	0.2	0.0	21.3	-37.8
pair	MACDhist	MRmean	pos-neg	22	18.5	0.4	50.0	0.1	0.2	0.0	24.6	-41.2
pair	MRmean	MACDhist	pos-neg	22	18.5	0.4	50.0	0.1	0.2	0.0	24.6	-41.2
pair	SLmean	LWTI	pos-neg	9	7.6	0.1	44.4	0.1	0.2	0.0	25.4	-21.6
pair	LWTI	SLmean	pos-neg	9	7.6	0.1	44.4	0.1	0.2	0.0	25.4	-21.6
single	MRmean	MRmean	pos-pos	75	63.0	-0.1	53.3	0.1	0.1	-0.0	21.8	-48.6
pair	MRmean	MACDhist	pos-pos	53	44.5	-0.3	54.7	0.1	0.1	-0.0	20.8	-34.1
pair	MACDhist	MRmean	pos-pos	53	44.5	-0.3	54.7	0.1	0.1	-0.0	20.8	-34.1
pair	MRmean	RSmean	pos-pos	73	61.3	-0.6	53.4	0.1	0.1	-0.0	22.1	-48.2
pair	RSmean	MRmean	pos-pos	73	61.3	-0.6	53.4	0.1	0.1	-0.0	22.1	-48.2
pair	MACD	RSI	pos-neg	16	13.4	-1.3	50.0	0.1	0.1	-0.0	32.0	-31.4
pair	RSI	MACD	pos-neg	16	13.4	-1.3	50.0	0.1	0.1	-0.0	32.0	-31.4
pair	MRmean	RSI	pos-pos	71	59.7	-1.4	53.5	0.0	0.1	-0.0	21.6	-48.6
pair	RSI	MRmean	pos-pos	71	59.7	-1.4	53.5	0.0	0.1	-0.0	21.6	-48.6
pair	RSIhist	LWTI	neg-pos	38	31.9	-1.6	55.3	0.1	0.1	-0.0	27.1	-43.8
pair	LWTI	RSIhist	neg-pos	38	31.9	-1.6	55.3	0.1	0.1	-0.0	27.1	-43.8
pair	RSmean	SLmean	neg-pos	35	29.4	-3.6	51.4	0.1	0.1	-0.1	33.6	-46.0
pair	SLmean	RSmean	neg-pos	35	29.4	-3.6	51.4	0.1	0.1	-0.1	33.6	-46.0
pair	RSIhist	MACD	pos-neg	28	23.5	-3.6	53.6	0.0	0.1	-0.1	31.9	-48.2
pair	MACD	RSIhist	pos-neg	28	23.5	-3.6	53.6	0.0	0.1	-0.1	31.9	-48.2
pair	MACD	RSmean	neg-pos	4	3.4	-4.1	75.0	0.0	0.0	-0.3	34.1	-14.6
pair	RSmean	MACD	neg-pos	4	3.4	-4.1	75.0	0.0	0.0	-0.3	34.1	-14.6
pair	MACD	MRmean	pos-neg	22	18.5	-5.7	45.5	-0.1	-0.2	-0.2	23.3	-31.8
pair	MRmean	MACD	pos-neg	22	18.5	-5.7	45.5	-0.1	-0.2	-0.2	23.3	-31.8
pair	RSI	RSmean	neg-neg	6	5.0	-6.0	50.0	-0.1	-0.1	-0.4	28.4	-14.6
pair	RSmean	RSI	neg-neg	6	5.0	-6.0	50.0	-0.1	-0.1	-0.4	28.4	-14.6
pair	RSIhist	RSI	pos-neg	25	21.0	-7.2	60.0	-0.2	-0.2	-0.2	25.7	-37.4
pair	RSI	RSIhist	pos-neg	25	21.0	-7.2	60.0	-0.2	-0.2	-0.2	25.7	-37.4
pair	SLmean	RSI	neg-pos	22	18.5	-7.2	68.2	-0.1	-0.2	-0.1	26.6	-46.5
pair	RSI	SLmean	neg-pos	22	18.5	-7.2	68.2	-0.1	-0.2	-0.1	26.6	-46.5
pair	LWTI	MRmean	pos-neg	6	5.0	-10.3	33.3	-0.2	-0.4	-1.6	29.1	-6.5
pair	MRmean	LWTI	pos-neg	6	5.0	-10.3	33.3	-0.2	-0.4	-1.6	29.1	-6.5
pair	MACD	SLmean	neg-pos	23	19.3	-11.8	47.8	-0.2	-0.3	-0.2	33.7	-48.2
pair	SLmean	MACD	neg-pos	23	19.3	-11.8	47.8	-0.2	-0.3	-0.2	33.7	-48.2
pair	MACDhist	RSIhist	pos-neg	12	10.1	-12.0	50.0	-0.2	-0.3	-0.5	36.9	-24.4
pair	RSIhist	MACDhist	pos-neg	12	10.1	-12.0	50.0	-0.2	-0.3	-0.5	36.9	-24.4
pair	RSIhist	LWTI	pos-neg	7	5.9	-15.2	28.6	-0.5	-0.8	-1.5	27.0	-10.3
pair	LWTI	RSIhist	pos-neg	7	5.9	-15.2	28.6	-0.5	-0.8	-1.5	27.0	-10.3
pair	MACD	LWTI	pos-neg	11	9.2	-18.1	45.5	-0.4	-0.9	-0.7	33.2	-24.8
pair	LWTI	MACD	pos-neg	11	9.2	-18.1	45.5	-0.4	-0.9	-0.7	33.2	-24.8
pair	MACDhist	SLmean	neg-pos	11	9.2	-20.2	45.5	-0.4	-0.8	-0.7	37.5	-30.1
pair	SLmean	MACDhist	neg-pos	11	9.2	-20.2	45.5	-0.4	-0.8	-0.7	37.5	-30.1
pair	LWTI	RSI	pos-neg	4	3.4	-35.3	25.0	-1.4	-2.2	-1.8	28.3	-19.3
pair	RSI	LWTI	pos-neg	4	3.4	-35.3	25.0	-1.4	-2.2	-1.8	28.3	-19.3
pair	RSIhist	MRmean	pos-neg	14	11.8	-39.5	28.6	-1.9	-2.4	-0.9	24.5	-43.4
pair	MRmean	RSIhist	pos-neg	14	11.8	-39.5	28.6	-1.9	-2.4	-0.9	24.5	-43.4
pair	SLmean	MRmean	pos-neg	10	8.4	-51.0	30.0	-2.6	-3.5	-1.0	25.1	-48.9
pair	MRmean	SLmean	pos-neg	10	8.4	-51.0	30.0	-2.6	-3.5	-1.0	25.1	-48.9
pair	LWTI	RSmean	neg-neg	1	0.8	-85.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.8	-85.0	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for BOTZ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 57% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.4 Vol 20% \| MDD -30.1% Months 65M (55%)	CAGR -51.0% \| Win 30% Sharpe -2.64 \| Sortino -3.48 \| Calmar -1.0 Vol 25% \| MDD -48.9% Months 10M (8%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 43.5% \| Win 80% Sharpe 2.48 \| Sortino 0.00 \| Calmar 10.6 Vol 15% \| MDD -4.1% Months 5M (4%)	CAGR 25.7% \| Win 67% Sharpe 0.94 \| Sortino 1.21 \| Calmar 0.7 Vol 29% \| MDD -39.0% Months 39M (33%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
SLmean only	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.6% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 22% \| MDD -48.2% Months 73M (61%)	CAGR 24.0% \| Win 50% Sharpe 1.75 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 2M (2%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 28.1% \| Win 62% Sharpe 0.94 \| Sortino 1.40 \| Calmar 1.0 Vol 32% \| MDD -28.5% Months 29M (24%)	CAGR 26.6% \| Win 80% Sharpe 1.34 \| Sortino 0.95 \| Calmar 1.8 Vol 19% \| MDD -14.6% Months 15M (13%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
RSmean only	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 57% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -22.0% Months 53M (44%)	CAGR -5.7% \| Win 46% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.2 Vol 23% \| MDD -31.8% Months 22M (18%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 10.8% \| Win 59% Sharpe 0.48 \| Sortino 0.61 \| Calmar 0.3 Vol 31% \| MDD -39.1% Months 22M (18%)	CAGR 46.9% \| Win 77% Sharpe 1.75 \| Sortino 2.48 \| Calmar 2.4 Vol 24% \| MDD -19.7% Months 22M (18%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
MACD only	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.4% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 71M (60%)	CAGR 26.3% \| Win 50% Sharpe 0.93 \| Sortino 1.60 \| Calmar 3.3 Vol 28% \| MDD -7.9% Months 4M (3%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 49.9% \| Win 94% Sharpe 2.31 \| Sortino 0.00 \| Calmar 4.4 Vol 18% \| MDD -11.3% Months 16M (13%)	CAGR 16.4% \| Win 54% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 32% \| MDD -39.0% Months 28M (24%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.3% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -34.1% Months 53M (44%)	CAGR 0.4% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -41.2% Months 22M (18%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 77.2% \| Win 75% Sharpe 1.46 \| Sortino 0.00 \| Calmar 6.9 Vol 45% \| MDD -11.3% Months 4M (3%)	CAGR 23.4% \| Win 68% Sharpe 0.94 \| Sortino 1.11 \| Calmar 0.6 Vol 26% \| MDD -39.0% Months 40M (34%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 59% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.5 Vol 20% \| MDD -24.9% Months 61M (51%)	CAGR -39.5% \| Win 29% Sharpe -1.90 \| Sortino -2.39 \| Calmar -0.9 Vol 24% \| MDD -43.4% Months 14M (12%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 43.0% \| Win 80% Sharpe 2.51 \| Sortino 0.00 \| Calmar 10.5 Vol 15% \| MDD -4.1% Months 5M (4%)	CAGR 25.7% \| Win 67% Sharpe 0.94 \| Sortino 1.22 \| Calmar 0.7 Vol 29% \| MDD -39.0% Months 39M (33%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 0.9% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 21% \| MDD -37.8% Months 69M (58%)	CAGR -10.3% \| Win 33% Sharpe -0.25 \| Sortino -0.40 \| Calmar -1.6 Vol 29% \| MDD -6.5% Months 6M (5%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 36.6% \| Win 75% Sharpe 1.44 \| Sortino 1.43 \| Calmar 1.9 Vol 24% \| MDD -19.7% Months 28M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.53 \| Sortino 1.11 \| Calmar 0.5 Vol 34% \| MDD -27.2% Months 16M (13%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.7% \| Win 58% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.5 Vol 20% \| MDD -25.3% Months 67M (56%)	CAGR 34.2% \| Win 67% Sharpe 3.08 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 3M (2%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR -3.6% \| Win 51% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 34% \| MDD -46.0% Months 35M (29%)	CAGR 24.6% \| Win 79% Sharpe 1.22 \| Sortino 0.89 \| Calmar 1.7 Vol 20% \| MDD -14.6% Months 14M (12%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
RSmean only	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 13.1% \| Win 62% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.6 Vol 19% \| MDD -22.0% Months 52M (44%)	CAGR 14.8% \| Win 50% Sharpe 0.77 \| Sortino 1.67 \| Calmar 0.8 Vol 20% \| MDD -17.8% Months 18M (15%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR -11.8% \| Win 48% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.2 Vol 34% \| MDD -48.2% Months 23M (19%)	CAGR 19.7% \| Win 69% Sharpe 0.81 \| Sortino 1.35 \| Calmar 0.8 Vol 27% \| MDD -23.9% Months 26M (22%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
MACD only	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 58% Sharpe 0.66 \| Sortino 1.00 \| Calmar 0.5 Vol 20% \| MDD -23.3% Months 65M (55%)	CAGR 42.0% \| Win 60% Sharpe 1.83 \| Sortino 5.04 \| Calmar 8.1 Vol 20% \| MDD -5.2% Months 5M (4%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR -7.2% \| Win 68% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 27% \| MDD -46.5% Months 22M (18%)	CAGR 13.5% \| Win 52% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 33% \| MDD -39.0% Months 27M (23%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 59% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.5 Vol 18% \| MDD -22.0% Months 46M (39%)	CAGR 19.4% \| Win 58% Sharpe 0.93 \| Sortino 1.58 \| Calmar 0.9 Vol 22% \| MDD -21.1% Months 24M (20%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR -20.2% \| Win 46% Sharpe -0.42 \| Sortino -0.84 \| Calmar -0.7 Vol 38% \| MDD -30.1% Months 11M (9%)	CAGR 11.9% \| Win 63% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.3 Vol 28% \| MDD -39.0% Months 38M (32%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.6% \| Win 60% Sharpe 0.75 \| Sortino 1.12 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 62M (52%)	CAGR 13.3% \| Win 50% Sharpe 0.73 \| Sortino 1.43 \| Calmar 1.9 Vol 19% \| MDD -7.2% Months 8M (7%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR 25.3% \| Win 75% Sharpe 1.09 \| Sortino 0.00 \| Calmar 3.4 Vol 23% \| MDD -7.5% Months 4M (3%)	CAGR 2.0% \| Win 58% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 31% \| MDD -50.9% Months 45M (38%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 15.7% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.7 Vol 19% \| MDD -22.0% Months 61M (51%)	CAGR 0.1% \| Win 44% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 25% \| MDD -21.6% Months 9M (8%)	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)
SLmean neg	CAGR 1.3% \| Win 61% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 28% \| MDD -48.6% Months 36M (30%)	CAGR 10.7% \| Win 54% Sharpe 0.45 \| Sortino 1.12 \| Calmar 0.4 Vol 38% \| MDD -27.2% Months 13M (11%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 24% \| MDD -36.9% Months 71M (60%)	CAGR 10.3% \| Win 55% Sharpe 0.49 \| Sortino 0.98 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 31M (26%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)
RSmean neg	CAGR -4.1% \| Win 75% Sharpe 0.01 \| Sortino 0.00 \| Calmar -0.3 Vol 34% \| MDD -14.6% Months 4M (3%)	CAGR 37.4% \| Win 77% Sharpe 2.94 \| Sortino 12.51 \| Calmar 50.8 Vol 11% \| MDD -0.7% Months 13M (11%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)
MACD only	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.5% \| Win 57% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 22% \| MDD -41.9% Months 76M (64%)	CAGR 23.8% \| Win 54% Sharpe 0.83 \| Sortino 1.28 \| Calmar 0.8 Vol 32% \| MDD -28.5% Months 26M (22%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)
RSmean neg	CAGR 48.3% \| Win 91% Sharpe 5.20 \| Sortino 0.00 \| Calmar 65.6 Vol 8% \| MDD -0.7% Months 11M (9%)	CAGR -6.0% \| Win 50% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.4 Vol 28% \| MDD -14.6% Months 6M (5%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 55% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 56M (47%)	CAGR 11.7% \| Win 56% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.3 Vol 28% \| MDD -35.4% Months 46M (39%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)
RSmean neg	CAGR 68.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 19% \| MDD -14.6% Months 16M (13%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.3% \| Win 57% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.4 Vol 20% \| MDD -24.9% Months 61M (51%)	CAGR 1.8% \| Win 54% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 32% \| MDD -41.4% Months 41M (34%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)
RSmean neg	CAGR 75.5% \| Win 100% Sharpe 11.34 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 5M (4%)	CAGR 10.1% \| Win 67% Sharpe 0.57 \| Sortino 0.49 \| Calmar 0.7 Vol 20% \| MDD -14.6% Months 12M (10%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 57% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -47.1% Months 81M (68%)	CAGR 16.6% \| Win 52% Sharpe 0.65 \| Sortino 1.21 \| Calmar 0.8 Vol 31% \| MDD -21.7% Months 21M (18%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)
RSmean neg	CAGR 44.2% \| Win 81% Sharpe 3.57 \| Sortino 14.39 \| Calmar 60.0 Vol 11% \| MDD -0.7% Months 16M (13%)	CAGR -85.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.5% \| Win 59% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.3 Vol 22% \| MDD -25.0% Months 59M (50%)	CAGR -1.3% \| Win 50% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 32% \| MDD -31.4% Months 16M (13%)	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)
MACD neg	CAGR 6.5% \| Win 64% Sharpe 0.42 \| Sortino 0.58 \| Calmar 0.2 Vol 20% \| MDD -33.9% Months 28M (24%)	CAGR 40.0% \| Win 56% Sharpe 1.26 \| Sortino 2.49 \| Calmar 2.0 Vol 30% \| MDD -19.7% Months 16M (13%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.3% \| Win 55% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -21.8% Months 49M (41%)	CAGR 7.7% \| Win 62% Sharpe 0.40 \| Sortino 0.49 \| Calmar 0.2 Vol 29% \| MDD -31.4% Months 26M (22%)	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)
MACD neg	CAGR 7.6% \| Win 62% Sharpe 0.37 \| Sortino 8.59 \| Calmar 0.3 Vol 30% \| MDD -21.9% Months 8M (7%)	CAGR 20.1% \| Win 61% Sharpe 0.91 \| Sortino 1.40 \| Calmar 0.6 Vol 23% \| MDD -33.7% Months 36M (30%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.1% \| Win 60% Sharpe 0.60 \| Sortino 0.82 \| Calmar 0.6 Vol 19% \| MDD -16.0% Months 47M (40%)	CAGR -3.6% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -48.2% Months 28M (24%)	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)
MACD neg	CAGR 25.1% \| Win 63% Sharpe 1.17 \| Sortino 2.27 \| Calmar 1.7 Vol 21% \| MDD -15.2% Months 19M (16%)	CAGR 12.4% \| Win 60% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.4 Vol 27% \| MDD -28.8% Months 25M (21%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.3% \| Win 59% Sharpe 0.51 \| Sortino 0.62 \| Calmar 0.3 Vol 23% \| MDD -36.9% Months 64M (54%)	CAGR -18.1% \| Win 46% Sharpe -0.44 \| Sortino -0.86 \| Calmar -0.7 Vol 33% \| MDD -24.8% Months 11M (9%)	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)
MACD neg	CAGR 11.6% \| Win 64% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 22% \| MDD -37.7% Months 33M (28%)	CAGR 37.9% \| Win 55% Sharpe 1.18 \| Sortino 2.31 \| Calmar 1.9 Vol 32% \| MDD -19.7% Months 11M (9%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 56% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.1 Vol 22% \| MDD -28.4% Months 55M (46%)	CAGR 13.8% \| Win 69% Sharpe 0.73 \| Sortino 0.95 \| Calmar 0.4 Vol 21% \| MDD -34.0% Months 32M (27%)	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)
RSI neg	CAGR 49.4% \| Win 50% Sharpe 0.84 \| Sortino 0.00 \| Calmar 0.0 Vol 59% \| MDD 0.0% Months 2M (2%)	CAGR 15.7% \| Win 53% Sharpe 0.63 \| Sortino 0.88 \| Calmar 0.4 Vol 30% \| MDD -39.0% Months 30M (25%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.6% \| Win 61% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.5 Vol 20% \| MDD -23.1% Months 62M (52%)	CAGR -7.2% \| Win 60% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.2 Vol 26% \| MDD -37.4% Months 25M (21%)	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)
RSI neg	CAGR 42.4% \| Win 50% Sharpe 1.61 \| Sortino 5.14 \| Calmar 38.7 Vol 24% \| MDD -1.1% Months 4M (3%)	CAGR 14.4% \| Win 54% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.4 Vol 32% \| MDD -39.0% Months 28M (24%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.1% \| Win 63% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.3 Vol 21% \| MDD -32.4% Months 83M (70%)	CAGR -35.3% \| Win 25% Sharpe -1.40 \| Sortino -2.17 \| Calmar -1.8 Vol 28% \| MDD -19.3% Months 4M (3%)	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)
RSI neg	CAGR 16.2% \| Win 50% Sharpe 0.65 \| Sortino 0.85 \| Calmar 0.6 Vol 30% \| MDD -26.0% Months 14M (12%)	CAGR 18.6% \| Win 56% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.7 Vol 33% \| MDD -27.2% Months 18M (15%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.5% \| Win 58% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.5 Vol 18% \| MDD -16.0% Months 45M (38%)	CAGR -12.0% \| Win 50% Sharpe -0.17 \| Sortino -0.34 \| Calmar -0.5 Vol 37% \| MDD -24.4% Months 12M (10%)	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)
MACDhist neg	CAGR 27.5% \| Win 67% Sharpe 1.21 \| Sortino 1.89 \| Calmar 1.2 Vol 22% \| MDD -23.1% Months 21M (18%)	CAGR 8.7% \| Win 58% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -39.0% Months 41M (34%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)
RSIhist only	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	-	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)
MACDhist neg	CAGR 19.7% \| Win 68% Sharpe 0.96 \| Sortino 1.06 \| Calmar 0.8 Vol 21% \| MDD -25.5% Months 40M (34%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 18.4% \| Win 64% Sharpe 1.00 \| Sortino 1.47 \| Calmar 1.2 Vol 19% \| MDD -16.0% Months 59M (50%)	CAGR -15.2% \| Win 29% Sharpe -0.49 \| Sortino -0.85 \| Calmar -1.5 Vol 27% \| MDD -10.3% Months 7M (6%)	CAGR 14.2% \| Win 61% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 66M (56%)
RSIhist neg	CAGR -1.6% \| Win 55% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 27% \| MDD -43.8% Months 38M (32%)	CAGR 18.0% \| Win 60% Sharpe 0.64 \| Sortino 1.51 \| Calmar 0.7 Vol 35% \| MDD -27.2% Months 15M (13%)	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -49.9% Months 53M (44%)
LWTI only	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 97M (82%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (18%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 57% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.4 Vol 20% \| MDD -30.1% Months 65M (55%)	CAGR -51.0% \| Win 30% Sharpe -2.64 \| Sortino -3.48 \| Calmar -1.0 Vol 25% \| MDD -48.9% Months 10M (8%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 43.5% \| Win 80% Sharpe 2.48 \| Sortino 0.00 \| Calmar 10.6 Vol 15% \| MDD -4.1% Months 5M (4%)	CAGR 25.7% \| Win 67% Sharpe 0.94 \| Sortino 1.21 \| Calmar 0.7 Vol 29% \| MDD -39.0% Months 39M (33%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
SLmean only	CAGR 13.5% \| Win 59% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 70M (59%)	CAGR 3.7% \| Win 59% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 49M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.6% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 22% \| MDD -48.2% Months 73M (61%)	CAGR 24.0% \| Win 50% Sharpe 1.75 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 2M (2%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 28.1% \| Win 62% Sharpe 0.94 \| Sortino 1.40 \| Calmar 1.0 Vol 32% \| MDD -28.5% Months 29M (24%)	CAGR 26.6% \| Win 80% Sharpe 1.34 \| Sortino 0.95 \| Calmar 1.8 Vol 19% \| MDD -14.6% Months 15M (13%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
RSmean only	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 102M (86%)	CAGR 26.2% \| Win 76% Sharpe 1.39 \| Sortino 1.06 \| Calmar 1.8 Vol 18% \| MDD -14.6% Months 17M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 57% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -22.0% Months 53M (44%)	CAGR -5.7% \| Win 46% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.2 Vol 23% \| MDD -31.8% Months 22M (18%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 10.8% \| Win 59% Sharpe 0.48 \| Sortino 0.61 \| Calmar 0.3 Vol 31% \| MDD -39.1% Months 22M (18%)	CAGR 46.9% \| Win 77% Sharpe 1.75 \| Sortino 2.48 \| Calmar 2.4 Vol 24% \| MDD -19.7% Months 22M (18%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
MACD only	CAGR 4.8% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 75M (63%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (37%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.4% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 71M (60%)	CAGR 26.3% \| Win 50% Sharpe 0.93 \| Sortino 1.60 \| Calmar 3.3 Vol 28% \| MDD -7.9% Months 4M (3%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 49.9% \| Win 94% Sharpe 2.31 \| Sortino 0.00 \| Calmar 4.4 Vol 18% \| MDD -11.3% Months 16M (13%)	CAGR 16.4% \| Win 54% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 32% \| MDD -39.0% Months 28M (24%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 87M (73%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (27%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.3% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -34.1% Months 53M (44%)	CAGR 0.4% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -41.2% Months 22M (18%)	CAGR -0.1% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -48.6% Months 75M (63%)
MRmean neg	CAGR 77.2% \| Win 75% Sharpe 1.46 \| Sortino 0.00 \| Calmar 6.9 Vol 45% \| MDD -11.3% Months 4M (3%)	CAGR 23.4% \| Win 68% Sharpe 0.94 \| Sortino 1.11 \| Calmar 0.6 Vol 26% \| MDD -39.0% Months 40M (34%)	CAGR 27.6% \| Win 68% Sharpe 1.02 \| Sortino 1.31 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 44M (37%)
MACDhist only	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.1% Months 57M (48%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (52%)