BOTZ - Global X Robotics and Artificial Intelligence ETF

Signal Pair Analysis

MRmean-MACDhist

Best Pair

102.1%

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	MACDhist	MRmean	neg-pos	3	2.6	102.1	66.7	1.5	0.0	9.1	54.3	-11.3
pair	MRmean	MACDhist	neg-pos	3	2.6	102.1	66.7	1.5	0.0	9.1	54.3	-11.3
pair	RSmean	RSIhist	neg-pos	4	3.5	77.4	100.0	10.1	0.0	0.0	5.8	0.0
pair	RSIhist	RSmean	neg-pos	4	3.5	77.4	100.0	10.1	0.0	0.0	5.8	0.0
pair	MRmean	RSI	neg-pos	15	13.0	52.2	93.3	2.3	0.0	4.6	19.0	-11.3
pair	RSI	MRmean	neg-pos	15	13.0	52.2	93.3	2.3	0.0	4.6	19.0	-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	MACD	MRmean	neg-neg	22	19.1	46.9	77.3	1.8	2.5	2.4	23.8	-19.7
pair	MRmean	MACD	neg-neg	22	19.1	46.9	77.3	1.8	2.5	2.4	23.8	-19.7
pair	RSmean	RSI	neg-pos	10	8.7	46.4	90.0	4.8	0.0	62.7	8.1	-0.7
pair	RSI	RSmean	neg-pos	10	8.7	46.4	90.0	4.8	0.0	62.7	8.1	-0.7
pair	SLmean	MRmean	neg-pos	5	4.3	43.5	80.0	2.5	0.0	10.6	15.2	-4.1
pair	MRmean	SLmean	neg-pos	5	4.3	43.5	80.0	2.5	0.0	10.6	15.2	-4.1
pair	RSIhist	MRmean	neg-pos	5	4.3	43.0	80.0	2.5	0.0	10.5	14.8	-4.1
pair	MRmean	RSIhist	neg-pos	5	4.3	43.0	80.0	2.5	0.0	10.5	14.8	-4.1
pair	LWTI	RSmean	neg-pos	15	13.0	42.8	80.0	3.4	14.0	57.7	10.9	-0.7
pair	RSmean	LWTI	neg-pos	15	13.0	42.8	80.0	3.4	14.0	57.7	10.9	-0.7
pair	RSIhist	RSI	neg-pos	4	3.5	42.5	50.0	1.6	5.1	38.9	23.5	-1.1
pair	RSI	RSIhist	neg-pos	4	3.5	42.5	50.0	1.6	5.1	38.9	23.5	-1.1
pair	RSI	SLmean	pos-neg	5	4.3	42.0	60.0	1.8	5.0	8.2	20.3	-5.2
pair	SLmean	RSI	pos-neg	5	4.3	42.0	60.0	1.8	5.0	8.2	20.3	-5.2
pair	RSI	MACD	neg-neg	16	13.9	40.0	56.2	1.3	2.5	2.0	30.5	-19.7
pair	MACD	RSI	neg-neg	16	13.9	40.0	56.2	1.3	2.5	2.0	30.5	-19.7
pair	MACD	LWTI	neg-neg	11	9.6	37.9	54.5	1.2	2.3	1.9	31.5	-19.7
pair	LWTI	MACD	neg-neg	11	9.6	37.9	54.5	1.2	2.3	1.9	31.5	-19.7
pair	RSmean	MACD	neg-neg	13	11.3	37.4	76.9	2.9	12.5	50.5	11.1	-0.7
pair	MACD	RSmean	neg-neg	13	11.3	37.4	76.9	2.9	12.5	50.5	11.1	-0.7
pair	MRmean	LWTI	neg-pos	27	23.5	37.3	74.1	1.4	1.5	1.9	24.2	-19.7
pair	LWTI	MRmean	neg-pos	27	23.5	37.3	74.1	1.4	1.5	1.9	24.2	-19.7
pair	RSIhist	SLmean	pos-neg	7	6.1	31.1	57.1	1.7	4.3	6.0	16.7	-5.2
pair	SLmean	RSIhist	pos-neg	7	6.1	31.1	57.1	1.7	4.3	6.0	16.7	-5.2
pair	RSmean	MRmean	neg-pos	28	24.3	28.4	60.7	0.9	1.4	1.0	32.3	-28.6
pair	MRmean	RSmean	neg-pos	28	24.3	28.4	60.7	0.9	1.4	1.0	32.3	-28.6
single	MRmean	MRmean	neg-neg	43	37.4	27.8	67.4	1.0	1.3	0.7	28.1	-39.0
pair	MACDhist	RSIhist	neg-pos	21	18.3	27.5	66.7	1.2	1.9	1.2	22.4	-23.1
pair	RSIhist	MACDhist	neg-pos	21	18.3	27.5	66.7	1.2	1.9	1.2	22.4	-23.1
pair	RSmean	MRmean	neg-neg	15	13.0	26.6	80.0	1.3	0.9	1.8	19.0	-14.6
pair	MRmean	RSmean	neg-neg	15	13.0	26.6	80.0	1.3	0.9	1.8	19.0	-14.6
pair	MRmean	RSI	pos-neg	4	3.5	26.3	50.0	0.9	1.6	3.3	28.5	-7.9
pair	RSI	MRmean	pos-neg	4	3.5	26.3	50.0	0.9	1.6	3.3	28.5	-7.9
pair	RSIhist	MRmean	neg-neg	38	33.0	25.9	65.8	0.9	1.2	0.7	29.5	-39.0
pair	MRmean	RSIhist	neg-neg	38	33.0	25.9	65.8	0.9	1.2	0.7	29.5	-39.0
pair	MRmean	SLmean	neg-neg	38	33.0	25.8	65.8	0.9	1.2	0.7	29.5	-39.0
pair	SLmean	MRmean	neg-neg	38	33.0	25.8	65.8	0.9	1.2	0.7	29.5	-39.0
pair	RSIhist	SLmean	neg-pos	4	3.5	25.3	75.0	1.1	0.0	3.4	22.7	-7.5
pair	SLmean	RSIhist	neg-pos	4	3.5	25.3	75.0	1.1	0.0	3.4	22.7	-7.5
pair	MACD	RSIhist	neg-pos	19	16.5	25.1	63.2	1.2	2.3	1.6	21.2	-15.2
pair	RSIhist	MACD	neg-pos	19	16.5	25.1	63.2	1.2	2.3	1.6	21.2	-15.2
pair	RSmean	SLmean	neg-neg	14	12.2	24.6	78.6	1.2	0.9	1.7	19.7	-14.6
pair	SLmean	RSmean	neg-neg	14	12.2	24.6	78.6	1.2	0.9	1.7	19.7	-14.6
pair	RSmean	MACDhist	neg-neg	16	13.9	24.0	75.0	1.3	1.0	1.6	18.5	-14.6
pair	MACDhist	RSmean	neg-neg	16	13.9	24.0	75.0	1.3	1.0	1.6	18.5	-14.6
single	RSmean	RSmean	neg-neg	16	13.9	24.0	75.0	1.3	1.0	1.6	18.5	-14.6
pair	RSI	RSmean	pos-neg	26	22.6	23.8	53.8	0.8	1.3	0.8	32.1	-28.6
pair	RSmean	RSI	pos-neg	26	22.6	23.8	53.8	0.8	1.3	0.8	32.1	-28.6
pair	MRmean	MACDhist	neg-neg	40	34.8	23.5	67.5	0.9	1.1	0.6	26.1	-39.0
pair	MACDhist	MRmean	neg-neg	40	34.8	23.5	67.5	0.9	1.1	0.6	26.1	-39.0
pair	MACDhist	MACD	neg-neg	36	31.3	20.1	61.1	0.9	1.4	0.6	23.1	-33.7
pair	MACD	MACDhist	neg-neg	36	31.3	20.1	61.1	0.9	1.4	0.6	23.1	-33.7
pair	SLmean	RSmean	pos-neg	2	1.7	19.9	50.0	1.7	0.0	0.0	11.2	0.0
pair	RSmean	SLmean	pos-neg	2	1.7	19.9	50.0	1.7	0.0	0.0	11.2	0.0
pair	SLmean	MACD	neg-neg	26	22.6	19.7	69.2	0.8	1.4	0.8	26.8	-23.9
pair	MACD	SLmean	neg-neg	26	22.6	19.7	69.2	0.8	1.4	0.8	26.8	-23.9
pair	MACDhist	LWTI	neg-pos	40	34.8	19.7	67.5	1.0	1.1	0.8	21.2	-25.5
pair	LWTI	MACDhist	neg-pos	40	34.8	19.7	67.5	1.0	1.1	0.8	21.2	-25.5
pair	RSIhist	LWTI	pos-pos	57	49.6	19.4	64.9	1.1	1.5	1.3	18.7	-15.2
pair	LWTI	RSIhist	pos-pos	57	49.6	19.4	64.9	1.1	1.5	1.3	18.7	-15.2
pair	SLmean	MACDhist	pos-neg	24	20.9	19.4	58.3	0.9	1.6	0.9	21.7	-21.1
pair	MACDhist	SLmean	pos-neg	24	20.9	19.4	58.3	0.9	1.6	0.9	21.7	-21.1
pair	SLmean	LWTI	pos-pos	58	50.4	18.7	62.1	1.0	1.5	1.3	18.4	-14.9
pair	LWTI	SLmean	pos-pos	58	50.4	18.7	62.1	1.0	1.5	1.3	18.4	-14.9
pair	RSI	LWTI	neg-neg	18	15.7	18.6	55.6	0.7	1.2	0.7	33.1	-27.2
pair	LWTI	RSI	neg-neg	18	15.7	18.6	55.6	0.7	1.2	0.7	33.1	-27.2
pair	RSIhist	LWTI	neg-neg	15	13.0	18.0	60.0	0.6	1.5	0.7	35.1	-27.2
pair	LWTI	RSIhist	neg-neg	15	13.0	18.0	60.0	0.6	1.5	0.7	35.1	-27.2
single	MACD	MACD	neg-neg	44	38.3	17.7	61.4	0.8	1.4	0.5	24.2	-33.7
single	RSI	RSI	neg-neg	32	27.8	17.6	53.1	0.7	1.0	0.5	31.2	-39.0
pair	LWTI	RSmean	pos-neg	21	18.3	16.6	52.4	0.7	1.2	0.8	30.9	-21.7
pair	RSmean	LWTI	pos-neg	21	18.3	16.6	52.4	0.7	1.2	0.8	30.9	-21.7
pair	MACD	SLmean	pos-pos	49	42.6	16.4	63.3	0.9	1.2	0.9	19.1	-17.4
pair	SLmean	MACD	pos-pos	49	42.6	16.4	63.3	0.9	1.2	0.9	19.1	-17.4
pair	RSI	MRmean	neg-neg	28	24.3	16.4	53.6	0.6	0.9	0.4	32.0	-39.0
pair	MRmean	RSI	neg-neg	28	24.3	16.4	53.6	0.6	0.9	0.4	32.0	-39.0
pair	LWTI	RSI	neg-pos	14	12.2	16.2	50.0	0.7	0.8	0.6	29.7	-26.0
pair	RSI	LWTI	neg-pos	14	12.2	16.2	50.0	0.7	0.8	0.6	29.7	-26.0
single	SLmean	SLmean	pos-pos	67	58.3	16.0	59.7	0.9	1.3	0.8	19.3	-21.1
pair	RSmean	SLmean	pos-pos	65	56.5	15.9	60.0	0.8	1.3	0.7	19.6	-22.4
pair	SLmean	RSmean	pos-pos	65	56.5	15.9	60.0	0.8	1.3	0.7	19.6	-22.4
pair	MACDhist	RSI	neg-neg	30	26.1	15.7	53.3	0.6	0.9	0.4	30.2	-39.0
pair	RSI	MACDhist	neg-neg	30	26.1	15.7	53.3	0.6	0.9	0.4	30.2	-39.0
single	RSIhist	RSIhist	pos-pos	64	55.7	15.0	60.9	0.8	1.2	0.7	19.7	-23.1
pair	MACD	SLmean	pos-neg	18	15.7	14.8	50.0	0.8	1.7	0.8	20.5	-17.8
pair	SLmean	MACD	pos-neg	18	15.7	14.8	50.0	0.8	1.7	0.8	20.5	-17.8
single	MACDhist	MACDhist	neg-neg	62	53.9	14.7	61.3	0.7	0.9	0.4	25.5	-39.0
pair	RSIhist	RSI	neg-neg	28	24.3	14.4	53.6	0.6	0.8	0.4	32.4	-39.0
pair	RSI	RSIhist	neg-neg	28	24.3	14.4	53.6	0.6	0.8	0.4	32.4	-39.0
pair	SLmean	RSIhist	pos-pos	60	52.2	14.3	60.0	0.8	1.1	0.6	19.7	-23.1
pair	RSIhist	SLmean	pos-pos	60	52.2	14.3	60.0	0.8	1.1	0.6	19.7	-23.1
pair	SLmean	MACDhist	pos-pos	43	37.4	14.1	60.5	0.8	1.1	0.9	18.2	-14.9
pair	RSI	SLmean	pos-pos	62	53.9	14.1	59.7	0.8	1.1	0.6	19.3	-23.3
pair	MACDhist	SLmean	pos-pos	43	37.4	14.1	60.5	0.8	1.1	0.9	18.2	-14.9
pair	SLmean	RSI	pos-pos	62	53.9	14.1	59.7	0.8	1.1	0.6	19.3	-23.3
pair	SLmean	MRmean	pos-pos	62	53.9	14.0	58.1	0.8	1.1	0.5	19.7	-30.1
pair	MRmean	SLmean	pos-pos	62	53.9	14.0	58.1	0.8	1.1	0.5	19.7	-30.1
pair	MACDhist	RSI	pos-neg	32	27.8	13.8	68.8	0.7	0.9	0.4	20.7	-34.1
pair	RSI	MACDhist	pos-neg	32	27.8	13.8	68.8	0.7	0.9	0.4	20.7	-34.1
pair	RSI	SLmean	neg-neg	27	23.5	13.5	51.9	0.6	0.8	0.3	33.0	-39.0
pair	SLmean	RSI	neg-neg	27	23.5	13.5	51.9	0.6	0.8	0.3	33.0	-39.0
pair	RSI	RSIhist	pos-pos	60	52.2	13.4	61.7	0.7	1.1	0.6	19.6	-23.1
pair	RSIhist	RSI	pos-pos	60	52.2	13.4	61.7	0.7	1.1	0.6	19.6	-23.1
pair	LWTI	MRmean	neg-neg	16	13.9	13.2	56.2	0.5	1.1	0.5	34.3	-27.2
pair	MRmean	LWTI	neg-neg	16	13.9	13.2	56.2	0.5	1.1	0.5	34.3	-27.2
pair	RSIhist	MRmean	pos-pos	59	51.3	12.9	59.3	0.7	1.0	0.5	20.1	-24.9
pair	MRmean	RSIhist	pos-pos	59	51.3	12.9	59.3	0.7	1.0	0.5	20.1	-24.9
pair	RSIhist	MACD	neg-neg	25	21.7	12.3	60.0	0.6	0.9	0.4	26.6	-28.8
pair	MACD	RSIhist	neg-neg	25	21.7	12.3	60.0	0.6	0.9	0.4	26.6	-28.8
pair	SLmean	MACDhist	neg-neg	38	33.0	11.9	63.2	0.5	0.7	0.3	28.0	-39.0
pair	MACDhist	SLmean	neg-neg	38	33.0	11.9	63.2	0.5	0.7	0.3	28.0	-39.0
pair	RSIhist	RSmean	pos-pos	60	52.2	11.7	58.3	0.7	1.0	0.5	20.1	-24.9
pair	RSmean	RSIhist	pos-pos	60	52.2	11.7	58.3	0.7	1.0	0.5	20.1	-24.9
pair	MACDhist	RSmean	pos-neg	46	40.0	11.7	56.5	0.5	0.8	0.3	27.7	-35.4
pair	RSmean	MACDhist	pos-neg	46	40.0	11.7	56.5	0.5	0.8	0.3	27.7	-35.4
pair	MACD	LWTI	neg-pos	33	28.7	11.6	63.6	0.6	0.9	0.3	21.5	-37.7
pair	LWTI	MACD	neg-pos	33	28.7	11.6	63.6	0.6	0.9	0.3	21.5	-37.7
pair	LWTI	MACD	pos-pos	60	52.2	11.6	60.0	0.6	0.7	0.3	23.1	-36.9
single	LWTI	LWTI	pos-pos	93	80.9	11.6	61.3	0.6	0.8	0.2	22.5	-47.1
pair	MACD	LWTI	pos-pos	60	52.2	11.6	60.0	0.6	0.7	0.3	23.1	-36.9
pair	RSIhist	MACD	pos-pos	45	39.1	11.0	60.0	0.6	0.8	0.7	19.2	-14.9
pair	MACD	RSIhist	pos-pos	45	39.1	11.0	60.0	0.6	0.8	0.7	19.2	-14.9
pair	LWTI	RSI	pos-pos	79	68.7	10.8	63.3	0.6	0.8	0.3	21.2	-32.4
pair	RSI	LWTI	pos-pos	79	68.7	10.8	63.3	0.6	0.8	0.3	21.2	-32.4
pair	LWTI	SLmean	neg-neg	13	11.3	10.7	53.8	0.5	1.1	0.4	37.5	-27.2
pair	SLmean	LWTI	neg-neg	13	11.3	10.7	53.8	0.5	1.1	0.4	37.5	-27.2
pair	benchmark___benchmark_		benchmark-benchmark	115	100.0	10.6	59.1	0.5	0.7	0.2	24.5	-51.9
pair		benchmark___benchmark_	benchmark-benchmark	115	100.0	10.6	59.1	0.5	0.7	0.2	24.5	-51.9
pair	MACD	MRmean	neg-pos	21	18.3	10.4	57.1	0.5	0.6	0.3	32.2	-39.1
pair	MRmean	MACD	neg-pos	21	18.3	10.4	57.1	0.5	0.6	0.3	32.2	-39.1
pair	RSmean	MACD	pos-neg	31	27.0	10.3	54.8	0.5	1.0	0.3	27.9	-33.2
pair	MACD	RSmean	pos-neg	31	27.0	10.3	54.8	0.5	1.0	0.3	27.9	-33.2
pair	RSIhist	RSmean	neg-neg	12	10.4	10.1	66.7	0.6	0.5	0.7	20.2	-14.6
pair	RSmean	RSIhist	neg-neg	12	10.4	10.1	66.7	0.6	0.5	0.7	20.2	-14.6
pair	MACDhist	RSIhist	pos-pos	43	37.4	9.3	58.1	0.6	0.8	0.6	18.4	-15.2
pair	RSIhist	MACDhist	pos-pos	43	37.4	9.3	58.1	0.6	0.8	0.6	18.4	-15.2
pair	MACD	RSI	pos-pos	55	47.8	8.7	60.0	0.5	0.6	0.3	22.7	-25.0
pair	RSI	MACD	pos-pos	55	47.8	8.7	60.0	0.5	0.6	0.3	22.7	-25.0
pair	MACDhist	RSIhist	neg-neg	41	35.7	8.7	58.5	0.4	0.6	0.2	27.2	-39.0
pair	RSIhist	MACDhist	neg-neg	41	35.7	8.7	58.5	0.4	0.6	0.2	27.2	-39.0
single	RSmean	RSmean	pos-pos	99	86.1	8.5	56.6	0.5	0.7	0.2	25.4	-43.7
single	RSI	RSI	pos-pos	83	72.2	8.0	61.4	0.5	0.6	0.2	21.6	-40.2
pair	RSmean	MACD	pos-pos	68	59.1	7.7	57.4	0.4	0.5	0.2	24.4	-36.9
pair	MACD	RSmean	pos-pos	68	59.1	7.7	57.4	0.4	0.5	0.2	24.4	-36.9
pair	MACD	MACDhist	pos-neg	26	22.6	7.7	61.5	0.4	0.5	0.2	29.0	-31.4
pair	MACDhist	MACD	pos-neg	26	22.6	7.7	61.5	0.4	0.5	0.2	29.0	-31.4
pair	MACDhist	MACD	neg-pos	8	7.0	7.6	62.5	0.4	8.6	0.3	30.2	-21.9
pair	MACD	MACDhist	neg-pos	8	7.0	7.6	62.5	0.4	8.6	0.3	30.2	-21.9
pair	RSI	MACD	neg-pos	28	24.3	6.5	64.3	0.4	0.6	0.2	19.6	-33.9
pair	MACD	RSI	neg-pos	28	24.3	6.5	64.3	0.4	0.6	0.2	19.6	-33.9
pair	LWTI	RSmean	pos-pos	78	67.8	6.4	57.7	0.4	0.5	0.1	23.9	-47.1
pair	RSmean	LWTI	pos-pos	78	67.8	6.4	57.7	0.4	0.5	0.1	23.9	-47.1
single	MACD	MACD	pos-pos	71	61.7	6.4	57.7	0.4	0.5	0.1	24.9	-46.1
single	LWTI	LWTI	neg-neg	22	19.1	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
pair	MACDhist	LWTI	neg-neg	22	19.1	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
pair	LWTI	MACDhist	neg-neg	22	19.1	6.3	50.0	0.3	0.6	0.2	32.5	-33.1
pair	RSmean	MACDhist	pos-pos	53	46.1	5.9	56.6	0.4	0.5	0.2	23.5	-34.1
pair	MACDhist	RSmean	pos-pos	53	46.1	5.9	56.6	0.4	0.5	0.2	23.5	-34.1
single	MACDhist	MACDhist	pos-pos	53	46.1	5.9	56.6	0.4	0.5	0.2	23.5	-34.1
pair	MACDhist	LWTI	pos-pos	53	46.1	5.9	56.6	0.4	0.5	0.2	23.5	-34.1
pair	LWTI	MACDhist	pos-pos	53	46.1	5.9	56.6	0.4	0.5	0.2	23.5	-34.1
pair	MACD	MACDhist	pos-pos	45	39.1	5.6	55.6	0.3	0.5	0.3	22.5	-21.8
pair	MACDhist	MACD	pos-pos	45	39.1	5.6	55.6	0.3	0.5	0.3	22.5	-21.8
single	RSIhist	RSIhist	neg-neg	51	44.3	5.2	56.9	0.3	0.5	0.1	29.7	-49.9
pair	MRmean	MACD	pos-pos	50	43.5	4.7	58.0	0.3	0.4	0.2	21.4	-21.2
pair	MACD	MRmean	pos-pos	50	43.5	4.7	58.0	0.3	0.4	0.2	21.4	-21.2
pair	RSI	MACDhist	pos-pos	51	44.3	4.4	56.9	0.3	0.4	0.2	22.3	-28.4
pair	MACDhist	RSI	pos-pos	51	44.3	4.4	56.9	0.3	0.4	0.2	22.3	-28.4
pair	RSmean	RSIhist	pos-neg	39	33.9	3.8	53.8	0.3	0.4	0.1	32.2	-41.4
pair	RSIhist	RSmean	pos-neg	39	33.9	3.8	53.8	0.3	0.4	0.1	32.2	-41.4
pair	RSI	RSmean	pos-pos	73	63.5	3.6	57.5	0.3	0.4	0.1	22.6	-41.9
pair	RSmean	RSI	pos-pos	73	63.5	3.6	57.5	0.3	0.4	0.1	22.6	-41.9
single	SLmean	SLmean	neg-neg	48	41.7	3.4	58.3	0.3	0.4	0.1	30.5	-50.9
pair	LWTI	MRmean	pos-pos	66	57.4	2.5	56.1	0.2	0.3	0.1	21.4	-37.8
pair	MRmean	LWTI	pos-pos	66	57.4	2.5	56.1	0.2	0.3	0.1	21.4	-37.8
pair	MRmean	MACDhist	pos-pos	50	43.5	1.8	56.0	0.2	0.2	0.1	20.8	-34.1
pair	MACDhist	MRmean	pos-pos	50	43.5	1.8	56.0	0.2	0.2	0.1	20.8	-34.1
pair	SLmean	RSIhist	neg-neg	44	38.3	1.6	56.8	0.2	0.3	0.0	31.3	-50.9
pair	RSIhist	SLmean	neg-neg	44	38.3	1.6	56.8	0.2	0.3	0.0	31.3	-50.9
pair	MRmean	RSmean	pos-pos	71	61.7	1.5	54.9	0.2	0.2	0.0	22.0	-48.3
pair	RSmean	MRmean	pos-pos	71	61.7	1.5	54.9	0.2	0.2	0.0	22.0	-48.3
single	MRmean	MRmean	pos-pos	72	62.6	1.4	54.2	0.2	0.2	0.0	21.9	-48.6
pair	LWTI	SLmean	neg-pos	35	30.4	0.8	60.0	0.2	0.2	0.0	28.0	-48.6
pair	SLmean	LWTI	neg-pos	35	30.4	0.8	60.0	0.2	0.2	0.0	28.0	-48.6
pair	MACDhist	MRmean	pos-neg	22	19.1	0.4	50.0	0.1	0.2	0.0	24.6	-41.2
pair	MRmean	MACDhist	pos-neg	22	19.1	0.4	50.0	0.1	0.2	0.0	24.6	-41.2
pair	RSIhist	LWTI	neg-pos	36	31.3	0.3	55.6	0.1	0.2	0.0	27.5	-43.8
pair	LWTI	RSIhist	neg-pos	36	31.3	0.3	55.6	0.1	0.2	0.0	27.5	-43.8
pair	MRmean	RSI	pos-pos	68	59.1	0.1	54.4	0.1	0.1	0.0	21.6	-48.6
pair	RSI	MRmean	pos-pos	68	59.1	0.1	54.4	0.1	0.1	0.0	21.6	-48.6
pair	SLmean	LWTI	pos-neg	9	7.8	0.1	44.4	0.1	0.2	0.0	25.4	-21.6
pair	LWTI	SLmean	pos-neg	9	7.8	0.1	44.4	0.1	0.2	0.0	25.4	-21.6
pair	RSIhist	MACD	pos-neg	26	22.6	-1.2	53.8	0.1	0.2	-0.0	32.8	-48.2
pair	MACD	RSIhist	pos-neg	26	22.6	-1.2	53.8	0.1	0.2	-0.0	32.8	-48.2
pair	MACD	RSI	pos-neg	16	13.9	-1.3	50.0	0.1	0.1	-0.0	32.0	-31.4
pair	RSI	MACD	pos-neg	16	13.9	-1.3	50.0	0.1	0.1	-0.0	32.0	-31.4
pair	RSmean	SLmean	neg-pos	34	29.6	-4.3	50.0	0.0	0.1	-0.1	34.0	-46.0
pair	SLmean	RSmean	neg-pos	34	29.6	-4.3	50.0	0.0	0.1	-0.1	34.0	-46.0
pair	RSIhist	RSI	pos-neg	23	20.0	-4.9	60.9	-0.1	-0.1	-0.1	26.3	-37.5
pair	RSI	RSIhist	pos-neg	23	20.0	-4.9	60.9	-0.1	-0.1	-0.1	26.3	-37.5
pair	MRmean	MACD	pos-neg	22	19.1	-5.7	45.5	-0.1	-0.2	-0.2	23.3	-31.8
pair	MACD	MRmean	pos-neg	22	19.1	-5.7	45.5	-0.1	-0.2	-0.2	23.3	-31.8
pair	RSmean	RSI	neg-neg	6	5.2	-6.0	50.0	-0.1	-0.1	-0.4	28.4	-14.6
pair	RSI	RSmean	neg-neg	6	5.2	-6.0	50.0	-0.1	-0.1	-0.4	28.4	-14.6
pair	MACDhist	RSIhist	pos-neg	10	8.7	-7.9	50.0	-0.0	-0.0	-0.3	39.9	-24.4
pair	RSIhist	MACDhist	pos-neg	10	8.7	-7.9	50.0	-0.0	-0.0	-0.3	39.9	-24.4
pair	RSI	SLmean	neg-pos	21	18.3	-8.3	66.7	-0.2	-0.3	-0.2	27.3	-46.5
pair	SLmean	RSI	neg-pos	21	18.3	-8.3	66.7	-0.2	-0.3	-0.2	27.3	-46.5
pair	RSmean	MRmean	pos-neg	1	0.9	-8.5	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	1	0.9	-8.5	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	LWTI	pos-neg	6	5.2	-10.3	33.3	-0.2	-0.4	-1.6	29.1	-6.5
pair	LWTI	MRmean	pos-neg	6	5.2	-10.3	33.3	-0.2	-0.4	-1.6	29.1	-6.5
pair	SLmean	MACD	neg-pos	22	19.1	-13.1	45.5	-0.2	-0.3	-0.3	34.5	-48.2
pair	MACD	SLmean	neg-pos	22	19.1	-13.1	45.5	-0.2	-0.3	-0.3	34.5	-48.2
pair	RSIhist	LWTI	pos-neg	7	6.1	-15.2	28.6	-0.5	-0.8	-1.5	27.0	-10.3
pair	LWTI	RSIhist	pos-neg	7	6.1	-15.2	28.6	-0.5	-0.8	-1.5	27.0	-10.3
pair	MACD	LWTI	pos-neg	11	9.6	-18.1	45.5	-0.4	-0.9	-0.7	33.2	-24.8
pair	LWTI	MACD	pos-neg	11	9.6	-18.1	45.5	-0.4	-0.9	-0.7	33.2	-24.8
pair	RSmean	MACD	neg-pos	3	2.6	-20.5	66.7	-0.4	0.0	-1.4	39.8	-14.6
pair	MACD	RSmean	neg-pos	3	2.6	-20.5	66.7	-0.4	0.0	-1.4	39.8	-14.6
pair	SLmean	MACDhist	neg-pos	10	8.7	-23.4	40.0	-0.5	-1.0	-0.8	39.4	-30.1
pair	MACDhist	SLmean	neg-pos	10	8.7	-23.4	40.0	-0.5	-1.0	-0.8	39.4	-30.1
pair	LWTI	RSI	pos-neg	4	3.5	-35.3	25.0	-1.4	-2.2	-1.8	28.3	-19.3
pair	RSI	LWTI	pos-neg	4	3.5	-35.3	25.0	-1.4	-2.2	-1.8	28.3	-19.3
pair	MRmean	RSIhist	pos-neg	13	11.3	-37.7	30.8	-1.7	-2.1	-0.9	25.2	-43.2
pair	RSIhist	MRmean	pos-neg	13	11.3	-37.7	30.8	-1.7	-2.1	-0.9	25.2	-43.2
pair	MRmean	SLmean	pos-neg	10	8.7	-51.0	30.0	-2.6	-3.5	-1.0	25.1	-48.9
pair	SLmean	MRmean	pos-neg	10	8.7	-51.0	30.0	-2.6	-3.5	-1.0	25.1	-48.9
pair	LWTI	RSmean	neg-neg	1	0.9	-85.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.9	-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 14.0% \| Win 58% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -30.1% Months 62M (54%)	CAGR -51.0% \| Win 30% Sharpe -2.64 \| Sortino -3.48 \| Calmar -1.0 Vol 25% \| MDD -48.9% Months 10M (9%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (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 25.8% \| Win 66% Sharpe 0.93 \| Sortino 1.23 \| Calmar 0.7 Vol 30% \| MDD -39.0% Months 38M (33%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
SLmean only	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.5% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 22% \| MDD -48.3% Months 71M (62%)	CAGR -8.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 28.4% \| Win 61% Sharpe 0.94 \| Sortino 1.42 \| Calmar 1.0 Vol 32% \| MDD -28.6% Months 28M (24%)	CAGR 26.6% \| Win 80% Sharpe 1.34 \| Sortino 0.95 \| Calmar 1.8 Vol 19% \| MDD -14.6% Months 15M (13%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
RSmean only	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 58% Sharpe 0.32 \| Sortino 0.39 \| Calmar 0.2 Vol 21% \| MDD -21.2% Months 50M (44%)	CAGR -5.7% \| Win 46% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.2 Vol 23% \| MDD -31.8% Months 22M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 10.4% \| Win 57% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.3 Vol 32% \| MDD -39.1% Months 21M (18%)	CAGR 46.9% \| Win 77% Sharpe 1.75 \| Sortino 2.48 \| Calmar 2.4 Vol 24% \| MDD -19.7% Months 22M (19%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
MACD only	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 68M (59%)	CAGR 26.3% \| Win 50% Sharpe 0.93 \| Sortino 1.60 \| Calmar 3.3 Vol 28% \| MDD -7.9% Months 4M (4%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 52.2% \| Win 93% Sharpe 2.33 \| Sortino 0.00 \| Calmar 4.6 Vol 19% \| MDD -11.3% Months 15M (13%)	CAGR 16.4% \| Win 54% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 32% \| MDD -39.0% Months 28M (24%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
RSI only	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.1 Vol 21% \| MDD -34.1% Months 50M (44%)	CAGR 0.4% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -41.2% Months 22M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 102.1% \| Win 67% Sharpe 1.51 \| Sortino 0.00 \| Calmar 9.1 Vol 54% \| MDD -11.3% Months 3M (3%)	CAGR 23.5% \| Win 68% Sharpe 0.95 \| Sortino 1.11 \| Calmar 0.6 Vol 26% \| MDD -39.0% Months 40M (35%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.9% \| Win 59% Sharpe 0.71 \| Sortino 1.04 \| Calmar 0.5 Vol 20% \| MDD -24.9% Months 59M (51%)	CAGR -37.7% \| Win 31% Sharpe -1.72 \| Sortino -2.11 \| Calmar -0.9 Vol 25% \| MDD -43.2% Months 13M (11%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (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 25.9% \| Win 66% Sharpe 0.93 \| Sortino 1.23 \| Calmar 0.7 Vol 30% \| MDD -39.0% Months 38M (33%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 56% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 21% \| MDD -37.8% Months 66M (57%)	CAGR -10.3% \| Win 33% Sharpe -0.25 \| Sortino -0.40 \| Calmar -1.6 Vol 29% \| MDD -6.5% Months 6M (5%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 37.3% \| Win 74% Sharpe 1.44 \| Sortino 1.46 \| Calmar 1.9 Vol 24% \| MDD -19.7% Months 27M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.53 \| Sortino 1.11 \| Calmar 0.5 Vol 34% \| MDD -27.2% Months 16M (14%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 15.9% \| Win 60% Sharpe 0.85 \| Sortino 1.29 \| Calmar 0.7 Vol 20% \| MDD -22.4% Months 65M (56%)	CAGR 19.9% \| Win 50% Sharpe 1.66 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 2M (2%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR -4.3% \| Win 50% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -46.0% Months 34M (30%)	CAGR 24.6% \| Win 79% Sharpe 1.23 \| Sortino 0.89 \| Calmar 1.7 Vol 20% \| MDD -14.6% Months 14M (12%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
RSmean only	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 16.4% \| Win 63% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.9 Vol 19% \| MDD -17.4% Months 49M (43%)	CAGR 14.8% \| Win 50% Sharpe 0.77 \| Sortino 1.67 \| Calmar 0.8 Vol 20% \| MDD -17.8% Months 18M (16%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR -13.1% \| Win 46% Sharpe -0.23 \| Sortino -0.33 \| Calmar -0.3 Vol 34% \| MDD -48.2% Months 22M (19%)	CAGR 19.7% \| Win 69% Sharpe 0.81 \| Sortino 1.35 \| Calmar 0.8 Vol 27% \| MDD -23.9% Months 26M (23%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
MACD only	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 14.1% \| Win 60% Sharpe 0.78 \| Sortino 1.14 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 62M (54%)	CAGR 42.0% \| Win 60% Sharpe 1.83 \| Sortino 5.04 \| Calmar 8.2 Vol 20% \| MDD -5.2% Months 5M (4%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR -8.3% \| Win 67% Sharpe -0.18 \| Sortino -0.26 \| Calmar -0.2 Vol 27% \| MDD -46.5% Months 21M (18%)	CAGR 13.5% \| Win 52% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 33% \| MDD -39.0% Months 27M (24%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
RSI only	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 14.1% \| Win 60% Sharpe 0.82 \| Sortino 1.12 \| Calmar 0.9 Vol 18% \| MDD -14.9% Months 43M (37%)	CAGR 19.4% \| Win 58% Sharpe 0.93 \| Sortino 1.58 \| Calmar 0.9 Vol 22% \| MDD -21.1% Months 24M (21%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR -23.4% \| Win 40% Sharpe -0.49 \| Sortino -1.02 \| Calmar -0.8 Vol 39% \| MDD -30.1% Months 10M (9%)	CAGR 11.9% \| Win 63% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.3 Vol 28% \| MDD -39.0% Months 38M (33%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.3% \| Win 60% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 60M (52%)	CAGR 31.1% \| Win 57% Sharpe 1.71 \| Sortino 4.26 \| Calmar 6.0 Vol 17% \| MDD -5.2% Months 7M (6%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR 25.3% \| Win 75% Sharpe 1.09 \| Sortino 0.00 \| Calmar 3.4 Vol 23% \| MDD -7.5% Months 4M (4%)	CAGR 1.6% \| Win 57% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -50.9% Months 44M (38%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 18.7% \| Win 62% Sharpe 1.03 \| Sortino 1.53 \| Calmar 1.3 Vol 18% \| MDD -14.9% Months 58M (50%)	CAGR 0.1% \| Win 44% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 25% \| MDD -21.6% Months 9M (8%)	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)
SLmean neg	CAGR 0.8% \| Win 60% Sharpe 0.17 \| Sortino 0.21 \| Calmar 0.0 Vol 28% \| MDD -48.6% Months 35M (30%)	CAGR 10.7% \| Win 54% Sharpe 0.45 \| Sortino 1.12 \| Calmar 0.4 Vol 38% \| MDD -27.2% Months 13M (11%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 57% Sharpe 0.43 \| Sortino 0.54 \| Calmar 0.2 Vol 24% \| MDD -36.9% Months 68M (59%)	CAGR 10.3% \| Win 55% Sharpe 0.49 \| Sortino 0.98 \| Calmar 0.3 Vol 28% \| MDD -33.2% Months 31M (27%)	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)
RSmean neg	CAGR -20.5% \| Win 67% Sharpe -0.43 \| Sortino 0.00 \| Calmar -1.4 Vol 40% \| MDD -14.6% Months 3M (3%)	CAGR 37.4% \| Win 77% Sharpe 2.94 \| Sortino 12.53 \| Calmar 50.5 Vol 11% \| MDD -0.7% Months 13M (11%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)
MACD only	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.6% \| Win 57% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.1 Vol 23% \| MDD -41.9% Months 73M (64%)	CAGR 23.8% \| Win 54% Sharpe 0.83 \| Sortino 1.28 \| Calmar 0.8 Vol 32% \| MDD -28.6% Months 26M (23%)	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)
RSmean neg	CAGR 46.4% \| Win 90% Sharpe 4.84 \| Sortino 0.00 \| Calmar 62.7 Vol 8% \| MDD -0.7% Months 10M (9%)	CAGR -6.0% \| Win 50% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.4 Vol 28% \| MDD -14.6% Months 6M (5%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)
RSI only	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 11.7% \| Win 56% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.3 Vol 28% \| MDD -35.4% Months 46M (40%)	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)
RSmean neg	-	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.7% \| Win 58% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -24.9% Months 60M (52%)	CAGR 3.8% \| Win 54% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 32% \| MDD -41.4% Months 39M (34%)	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)
RSmean neg	CAGR 77.4% \| Win 100% Sharpe 10.14 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 4M (4%)	CAGR 10.1% \| Win 67% Sharpe 0.57 \| Sortino 0.49 \| Calmar 0.7 Vol 20% \| MDD -14.6% Months 12M (10%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -47.1% Months 78M (68%)	CAGR 16.6% \| Win 52% Sharpe 0.65 \| Sortino 1.21 \| Calmar 0.8 Vol 31% \| MDD -21.7% Months 21M (18%)	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)
RSmean neg	CAGR 42.8% \| Win 80% Sharpe 3.38 \| Sortino 14.02 \| Calmar 57.7 Vol 11% \| MDD -0.7% Months 15M (13%)	CAGR -85.0% \| Win 0% 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 18% \| MDD -14.6% Months 16M (14%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.7% \| Win 60% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.3 Vol 23% \| MDD -25.0% Months 55M (48%)	CAGR -1.3% \| Win 50% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 32% \| MDD -31.4% Months 16M (14%)	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)
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 (14%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)
RSI only	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.3 Vol 22% \| MDD -21.8% Months 45M (39%)	CAGR 7.7% \| Win 62% Sharpe 0.40 \| Sortino 0.49 \| Calmar 0.2 Vol 29% \| MDD -31.4% Months 26M (23%)	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)
MACD neg	CAGR 7.6% \| Win 62% Sharpe 0.37 \| Sortino 8.60 \| 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 (31%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.0% \| Win 60% Sharpe 0.64 \| Sortino 0.85 \| Calmar 0.7 Vol 19% \| MDD -14.9% Months 45M (39%)	CAGR -1.2% \| Win 54% Sharpe 0.13 \| Sortino 0.17 \| Calmar -0.0 Vol 33% \| MDD -48.2% Months 26M (23%)	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)
MACD neg	CAGR 25.1% \| Win 63% Sharpe 1.17 \| Sortino 2.28 \| Calmar 1.7 Vol 21% \| MDD -15.2% Months 19M (16%)	CAGR 12.3% \| Win 60% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.4 Vol 27% \| MDD -28.8% Months 25M (22%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 11.6% \| Win 60% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.3 Vol 23% \| MDD -36.9% Months 60M (52%)	CAGR -18.1% \| Win 46% Sharpe -0.44 \| Sortino -0.86 \| Calmar -0.7 Vol 33% \| MDD -24.8% Months 11M (10%)	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)
MACD neg	CAGR 11.6% \| Win 64% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 22% \| MDD -37.7% Months 33M (29%)	CAGR 37.9% \| Win 55% Sharpe 1.18 \| Sortino 2.31 \| Calmar 1.9 Vol 32% \| MDD -19.7% Months 11M (10%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.40 \| Calmar 0.2 Vol 22% \| MDD -28.4% Months 51M (44%)	CAGR 13.8% \| Win 69% Sharpe 0.73 \| Sortino 0.95 \| Calmar 0.4 Vol 21% \| MDD -34.1% Months 32M (28%)	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)
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 (26%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 13.4% \| Win 62% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.6 Vol 20% \| MDD -23.1% Months 60M (52%)	CAGR -4.9% \| Win 61% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -37.5% Months 23M (20%)	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)
RSI neg	CAGR 42.5% \| Win 50% Sharpe 1.61 \| Sortino 5.14 \| Calmar 38.9 Vol 24% \| MDD -1.1% Months 4M (4%)	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 (28%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.8% \| Win 63% Sharpe 0.59 \| Sortino 0.76 \| Calmar 0.3 Vol 21% \| MDD -32.4% Months 79M (69%)	CAGR -35.3% \| Win 25% Sharpe -1.40 \| Sortino -2.17 \| Calmar -1.8 Vol 28% \| MDD -19.3% Months 4M (4%)	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)
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 (16%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.3% \| Win 58% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.6 Vol 18% \| MDD -15.2% Months 43M (37%)	CAGR -7.9% \| Win 50% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.3 Vol 40% \| MDD -24.4% Months 10M (9%)	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)
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 (36%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)
RSIhist only	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	-	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)
MACDhist neg	CAGR 19.7% \| Win 68% Sharpe 0.96 \| Sortino 1.06 \| Calmar 0.8 Vol 21% \| MDD -25.5% Months 40M (35%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 19.4% \| Win 65% Sharpe 1.05 \| Sortino 1.50 \| Calmar 1.3 Vol 19% \| MDD -15.2% Months 57M (50%)	CAGR -15.2% \| Win 29% Sharpe -0.49 \| Sortino -0.85 \| Calmar -1.5 Vol 27% \| MDD -10.3% Months 7M (6%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.7 Vol 20% \| MDD -23.1% Months 64M (56%)
RSIhist neg	CAGR 0.3% \| Win 56% Sharpe 0.15 \| Sortino 0.19 \| Calmar 0.0 Vol 28% \| MDD -43.8% Months 36M (31%)	CAGR 18.0% \| Win 60% Sharpe 0.64 \| Sortino 1.51 \| Calmar 0.7 Vol 35% \| MDD -27.2% Months 15M (13%)	CAGR 5.2% \| Win 57% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 51M (44%)
LWTI only	CAGR 11.6% \| Win 61% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -47.1% Months 93M (81%)	CAGR 6.3% \| Win 50% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -33.1% Months 22M (19%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 58% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -30.1% Months 62M (54%)	CAGR -51.0% \| Win 30% Sharpe -2.64 \| Sortino -3.48 \| Calmar -1.0 Vol 25% \| MDD -48.9% Months 10M (9%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (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 25.8% \| Win 66% Sharpe 0.93 \| Sortino 1.23 \| Calmar 0.7 Vol 30% \| MDD -39.0% Months 38M (33%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
SLmean only	CAGR 16.0% \| Win 60% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.8 Vol 19% \| MDD -21.1% Months 67M (58%)	CAGR 3.4% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -50.9% Months 48M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.5% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 22% \| MDD -48.3% Months 71M (62%)	CAGR -8.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 28.4% \| Win 61% Sharpe 0.94 \| Sortino 1.42 \| Calmar 1.0 Vol 32% \| MDD -28.6% Months 28M (24%)	CAGR 26.6% \| Win 80% Sharpe 1.34 \| Sortino 0.95 \| Calmar 1.8 Vol 19% \| MDD -14.6% Months 15M (13%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
RSmean only	CAGR 8.5% \| Win 57% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 25% \| MDD -43.7% Months 99M (86%)	CAGR 24.0% \| Win 75% Sharpe 1.26 \| Sortino 0.99 \| Calmar 1.6 Vol 18% \| MDD -14.6% Months 16M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 58% Sharpe 0.32 \| Sortino 0.39 \| Calmar 0.2 Vol 21% \| MDD -21.2% Months 50M (44%)	CAGR -5.7% \| Win 46% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.2 Vol 23% \| MDD -31.8% Months 22M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 10.4% \| Win 57% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.3 Vol 32% \| MDD -39.1% Months 21M (18%)	CAGR 46.9% \| Win 77% Sharpe 1.75 \| Sortino 2.48 \| Calmar 2.4 Vol 24% \| MDD -19.7% Months 22M (19%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
MACD only	CAGR 6.4% \| Win 58% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -46.1% Months 71M (62%)	CAGR 17.7% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 24% \| MDD -33.7% Months 44M (38%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 68M (59%)	CAGR 26.3% \| Win 50% Sharpe 0.93 \| Sortino 1.60 \| Calmar 3.3 Vol 28% \| MDD -7.9% Months 4M (4%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 52.2% \| Win 93% Sharpe 2.33 \| Sortino 0.00 \| Calmar 4.6 Vol 19% \| MDD -11.3% Months 15M (13%)	CAGR 16.4% \| Win 54% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 32% \| MDD -39.0% Months 28M (24%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
RSI only	CAGR 8.0% \| Win 61% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 83M (72%)	CAGR 17.6% \| Win 53% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.5 Vol 31% \| MDD -39.0% Months 32M (28%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.1 Vol 21% \| MDD -34.1% Months 50M (44%)	CAGR 0.4% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -41.2% Months 22M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -48.6% Months 72M (63%)
MRmean neg	CAGR 102.1% \| Win 67% Sharpe 1.51 \| Sortino 0.00 \| Calmar 9.1 Vol 54% \| MDD -11.3% Months 3M (3%)	CAGR 23.5% \| Win 68% Sharpe 0.95 \| Sortino 1.11 \| Calmar 0.6 Vol 26% \| MDD -39.0% Months 40M (35%)	CAGR 27.8% \| Win 67% Sharpe 1.02 \| Sortino 1.32 \| Calmar 0.7 Vol 28% \| MDD -39.0% Months 43M (37%)
MACDhist only	CAGR 5.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -34.1% Months 53M (46%)	CAGR 14.7% \| Win 61% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.4 Vol 26% \| MDD -39.0% Months 62M (54%)