BWX - State Street SPDR Bloomberg Intl TB ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

11.9%

Best CAGR

Total Months

0.8%

Avg CAGR

BWX 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 BWX

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	RSI	pos-neg	14	6.2	11.9	57.1	1.0	2.0	1.3	11.7	-8.9
pair	RSI	SLmean	pos-neg	14	6.2	11.9	57.1	1.0	2.0	1.3	11.7	-8.9
pair	LWTI	RSIhist	pos-neg	26	11.5	10.7	69.2	1.4	2.0	2.3	7.5	-4.7
pair	RSIhist	LWTI	pos-neg	26	11.5	10.7	69.2	1.4	2.0	2.3	7.5	-4.7
pair	MRmean	LWTI	pos-neg	18	8.0	10.2	61.1	1.4	3.3	3.6	7.3	-2.8
pair	LWTI	MRmean	pos-neg	18	8.0	10.2	61.1	1.4	3.3	3.6	7.3	-2.8
pair	LWTI	RSmean	neg-neg	1	0.4	10.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.4	10.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	SLmean	pos-neg	31	13.7	9.2	67.7	0.9	1.2	1.0	10.7	-8.9
pair	SLmean	MACD	pos-neg	31	13.7	9.2	67.7	0.9	1.2	1.0	10.7	-8.9
pair	MACDhist	LWTI	pos-neg	7	3.1	8.6	71.4	1.1	4.7	3.3	7.8	-2.6
pair	LWTI	MACDhist	pos-neg	7	3.1	8.6	71.4	1.1	4.7	3.3	7.8	-2.6
pair	RSI	LWTI	pos-neg	17	7.5	8.5	70.6	1.7	3.7	4.6	5.0	-1.9
pair	LWTI	RSI	pos-neg	17	7.5	8.5	70.6	1.7	3.7	4.6	5.0	-1.9
pair	RSI	MRmean	pos-neg	11	4.9	8.2	54.5	0.8	1.8	2.0	11.1	-4.1
pair	MRmean	RSI	pos-neg	11	4.9	8.2	54.5	0.8	1.8	2.0	11.1	-4.1
pair	SLmean	LWTI	pos-neg	21	9.3	8.1	61.9	1.0	1.6	1.1	8.1	-7.5
pair	LWTI	SLmean	pos-neg	21	9.3	8.1	61.9	1.0	1.6	1.1	8.1	-7.5
pair	SLmean	RSIhist	pos-neg	12	5.3	7.9	66.7	1.1	2.1	2.8	7.0	-2.9
pair	RSIhist	SLmean	pos-neg	12	5.3	7.9	66.7	1.1	2.1	2.8	7.0	-2.9
pair	MRmean	MACD	pos-neg	28	12.4	7.5	67.9	0.8	1.1	0.9	10.3	-8.3
pair	MACD	MRmean	pos-neg	28	12.4	7.5	67.9	0.8	1.1	0.9	10.3	-8.3
pair	MRmean	RSIhist	neg-pos	17	7.5	6.5	64.7	0.7	1.1	0.6	10.4	-10.6
pair	RSIhist	MRmean	neg-pos	17	7.5	6.5	64.7	0.7	1.1	0.6	10.4	-10.6
pair	LWTI	MACD	pos-neg	18	8.0	5.3	55.6	0.9	1.8	1.6	5.7	-3.4
pair	MACD	LWTI	pos-neg	18	8.0	5.3	55.6	0.9	1.8	1.6	5.7	-3.4
pair	RSIhist	MACDhist	neg-pos	39	17.3	5.2	64.1	0.6	0.7	0.7	9.0	-7.4
pair	MACDhist	RSIhist	neg-pos	39	17.3	5.2	64.1	0.6	0.7	0.7	9.0	-7.4
pair	MACD	RSmean	pos-neg	75	33.2	5.2	62.7	0.5	0.8	0.2	11.3	-23.8
pair	RSmean	MACD	pos-neg	75	33.2	5.2	62.7	0.5	0.8	0.2	11.3	-23.8
pair	MACD	RSIhist	neg-pos	42	18.6	5.1	64.3	0.5	0.8	0.4	10.2	-13.3
pair	RSIhist	MACD	neg-pos	42	18.6	5.1	64.3	0.5	0.8	0.4	10.2	-13.3
pair	MACD	MACDhist	neg-pos	31	13.7	5.0	61.3	0.5	1.1	0.6	10.1	-8.4
pair	MACDhist	MACD	neg-pos	31	13.7	5.0	61.3	0.5	1.1	0.6	10.1	-8.4
pair	RSI	MACD	neg-pos	26	11.5	4.9	69.2	0.6	0.7	0.4	9.5	-13.2
pair	MACD	RSI	neg-pos	26	11.5	4.9	69.2	0.6	0.7	0.4	9.5	-13.2
pair	MRmean	SLmean	neg-pos	11	4.9	4.7	54.5	0.5	0.8	0.7	9.3	-7.1
pair	SLmean	MRmean	neg-pos	11	4.9	4.7	54.5	0.5	0.8	0.7	9.3	-7.1
pair	MACDhist	RSI	neg-pos	26	11.5	4.6	61.5	0.5	1.1	0.6	9.6	-8.4
pair	RSI	MACDhist	neg-pos	26	11.5	4.6	61.5	0.5	1.1	0.6	9.6	-8.4
pair	MACDhist	MRmean	neg-pos	25	11.1	4.5	60.0	0.5	0.8	0.5	9.6	-9.4
pair	MRmean	MACDhist	neg-pos	25	11.1	4.5	60.0	0.5	0.8	0.5	9.6	-9.4
pair	RSIhist	MACDhist	pos-neg	24	10.6	4.5	62.5	0.6	0.8	0.5	8.6	-9.5
pair	MACDhist	RSIhist	pos-neg	24	10.6	4.5	62.5	0.6	0.8	0.5	8.6	-9.5
pair	LWTI	MACD	neg-pos	53	23.5	4.2	62.3	0.4	0.8	0.3	10.6	-13.7
pair	MACD	LWTI	neg-pos	53	23.5	4.2	62.3	0.4	0.8	0.3	10.6	-13.7
pair	RSI	LWTI	neg-pos	51	22.6	4.0	54.9	0.5	1.0	0.4	9.5	-10.1
pair	LWTI	RSI	neg-pos	51	22.6	4.0	54.9	0.5	1.0	0.4	9.5	-10.1
pair	RSI	RSIhist	neg-pos	25	11.1	3.9	56.0	0.4	0.8	0.3	10.5	-11.0
pair	RSIhist	RSI	neg-pos	25	11.1	3.9	56.0	0.4	0.8	0.3	10.5	-11.0
pair	RSmean	RSI	pos-neg	82	36.3	3.8	53.7	0.4	0.7	0.1	10.4	-26.7
pair	RSI	RSmean	pos-neg	82	36.3	3.8	53.7	0.4	0.7	0.1	10.4	-26.7
pair	MACDhist	SLmean	pos-neg	42	18.6	3.7	61.9	0.5	0.5	0.5	8.6	-7.6
pair	SLmean	MACDhist	pos-neg	42	18.6	3.7	61.9	0.5	0.5	0.5	8.6	-7.6
pair	MRmean	RSmean	neg-pos	89	39.4	3.1	56.2	0.4	0.5	0.1	9.9	-27.3
pair	RSmean	MRmean	neg-pos	89	39.4	3.1	56.2	0.4	0.5	0.1	9.9	-27.3
pair	MACDhist	MRmean	pos-neg	43	19.0	3.0	58.1	0.4	0.5	0.4	8.3	-8.1
pair	MRmean	MACDhist	pos-neg	43	19.0	3.0	58.1	0.4	0.5	0.4	8.3	-8.1
single	MACD	MACD	neg-neg	91	40.3	2.9	60.4	0.3	0.5	0.1	11.0	-23.8
pair	MRmean	LWTI	neg-pos	70	31.0	2.6	54.3	0.3	0.6	0.2	8.9	-15.5
pair	LWTI	MRmean	neg-pos	70	31.0	2.6	54.3	0.3	0.6	0.2	8.9	-15.5
pair	MACD	RSI	pos-neg	25	11.1	2.5	44.0	0.4	1.1	0.4	6.4	-7.0
pair	RSI	MACD	pos-neg	25	11.1	2.5	44.0	0.4	1.1	0.4	6.4	-7.0
pair	SLmean	RSIhist	neg-pos	19	8.4	2.4	63.2	0.3	0.5	0.2	8.0	-11.9
single	LWTI	LWTI	neg-neg	56	24.8	2.4	57.1	0.3	0.4	0.1	10.0	-26.4
pair	RSIhist	SLmean	neg-pos	19	8.4	2.4	63.2	0.3	0.5	0.2	8.0	-11.9
pair	RSIhist	LWTI	neg-pos	81	35.8	2.4	55.6	0.3	0.6	0.2	8.2	-13.7
pair	LWTI	RSIhist	neg-pos	81	35.8	2.4	55.6	0.3	0.6	0.2	8.2	-13.7
pair	RSmean	LWTI	pos-neg	55	24.3	2.2	56.4	0.3	0.4	0.1	10.1	-26.4
pair	LWTI	RSmean	pos-neg	55	24.3	2.2	56.4	0.3	0.4	0.1	10.1	-26.4
pair	MACDhist	RSmean	pos-neg	108	47.8	2.2	55.6	0.3	0.4	0.1	9.4	-27.0
pair	RSmean	MACDhist	pos-neg	108	47.8	2.2	55.6	0.3	0.4	0.1	9.4	-27.0
single	RSI	RSI	neg-neg	90	39.8	2.2	53.3	0.3	0.4	0.1	10.4	-26.7
pair	RSI	MACD	neg-neg	65	28.8	2.0	56.9	0.2	0.4	0.1	11.6	-23.8
pair	MACD	RSI	neg-neg	65	28.8	2.0	56.9	0.2	0.4	0.1	11.6	-23.8
pair	MACD	MACDhist	neg-neg	60	26.5	1.8	60.0	0.2	0.3	0.1	11.5	-23.8
pair	MRmean	MACD	neg-pos	45	19.9	1.8	51.1	0.3	0.5	0.1	6.9	-13.2
pair	MACDhist	MACD	neg-neg	60	26.5	1.8	60.0	0.2	0.3	0.1	11.5	-23.8
pair	MACD	MRmean	neg-pos	45	19.9	1.8	51.1	0.3	0.5	0.1	6.9	-13.2
pair	RSIhist	MRmean	pos-neg	20	8.8	1.7	55.0	0.3	0.6	0.4	7.2	-4.6
pair	MRmean	RSmean	pos-neg	4	1.8	1.7	75.0	0.3	0.0	0.0	7.4	0.0
pair	MRmean	RSIhist	pos-neg	20	8.8	1.7	55.0	0.3	0.6	0.4	7.2	-4.6
pair	RSmean	MRmean	pos-neg	4	1.8	1.7	75.0	0.3	0.0	0.0	7.4	0.0
pair	MACDhist	LWTI	neg-neg	49	21.7	1.5	55.1	0.2	0.3	0.1	10.4	-26.4
pair	LWTI	MACDhist	neg-neg	49	21.7	1.5	55.1	0.2	0.3	0.1	10.4	-26.4
pair	RSI	RSIhist	neg-neg	65	28.8	1.5	52.3	0.2	0.3	0.1	10.4	-29.7
pair	RSIhist	RSI	neg-neg	65	28.8	1.5	52.3	0.2	0.3	0.1	10.4	-29.7
pair	RSI	MRmean	neg-neg	79	35.0	1.4	53.2	0.2	0.3	0.1	10.3	-26.7
pair	MRmean	RSI	neg-neg	79	35.0	1.4	53.2	0.2	0.3	0.1	10.3	-26.7
single	MRmean	MRmean	neg-neg	108	47.8	1.3	54.6	0.2	0.3	0.0	9.7	-29.7
pair	RSI	MACDhist	pos-neg	62	27.4	1.2	59.7	0.2	0.2	0.1	7.5	-14.6
pair	RSI	MACDhist	neg-neg	64	28.3	1.2	50.0	0.2	0.3	0.1	10.8	-26.7
pair	MACDhist	RSI	pos-neg	62	27.4	1.2	59.7	0.2	0.2	0.1	7.5	-14.6
pair	MACDhist	RSI	neg-neg	64	28.3	1.2	50.0	0.2	0.3	0.1	10.8	-26.7
pair	RSmean	SLmean	neg-pos	101	44.7	1.2	53.5	0.2	0.3	0.0	9.2	-29.4
single	MACDhist	MACDhist	neg-neg	126	55.8	1.2	54.8	0.2	0.2	0.0	9.3	-29.3
pair	SLmean	RSmean	neg-pos	101	44.7	1.2	53.5	0.2	0.3	0.0	9.2	-29.4
single	RSmean	RSmean	pos-pos	203	89.8	1.1	56.2	0.2	0.2	0.0	9.1	-29.9
pair	RSmean	RSIhist	pos-pos	110	48.7	1.1	59.1	0.2	0.2	0.1	8.8	-11.0
pair	RSIhist	RSmean	pos-pos	110	48.7	1.1	59.1	0.2	0.2	0.1	8.8	-11.0
pair	MACD	LWTI	neg-neg	38	16.8	1.0	57.9	0.1	0.2	0.0	11.6	-23.8
pair	LWTI	MACD	neg-neg	38	16.8	1.0	57.9	0.1	0.2	0.0	11.6	-23.8
pair	RSmean	RSIhist	pos-neg	93	41.2	1.0	52.7	0.1	0.2	0.0	9.4	-33.2
pair	RSIhist	RSmean	pos-neg	93	41.2	1.0	52.7	0.1	0.2	0.0	9.4	-33.2
pair	RSIhist	MACD	neg-neg	49	21.7	1.0	57.1	0.1	0.2	0.0	11.7	-24.9
pair	MACD	RSIhist	neg-neg	49	21.7	1.0	57.1	0.1	0.2	0.0	11.7	-24.9
pair	MRmean	RSI	neg-pos	29	12.8	1.0	58.6	0.2	0.2	0.1	7.9	-10.4
pair	RSI	MRmean	neg-pos	29	12.8	1.0	58.6	0.2	0.2	0.1	7.9	-10.4
pair	LWTI	MACDhist	neg-pos	77	34.1	1.0	54.5	0.2	0.2	0.1	8.6	-15.0
pair	MACDhist	LWTI	neg-pos	77	34.1	1.0	54.5	0.2	0.2	0.1	8.6	-15.0
pair	MRmean	SLmean	neg-neg	97	42.9	0.9	54.6	0.1	0.2	0.0	9.8	-30.4
pair	SLmean	MRmean	neg-neg	97	42.9	0.9	54.6	0.1	0.2	0.0	9.8	-30.4
pair	SLmean	RSmean	pos-pos	102	45.1	0.9	58.8	0.1	0.2	0.1	8.9	-11.8
pair	RSmean	SLmean	pos-pos	102	45.1	0.9	58.8	0.1	0.2	0.1	8.9	-11.8
pair	MACD	MRmean	neg-neg	63	27.9	0.9	57.1	0.1	0.2	0.0	11.3	-23.8
pair	MRmean	MACD	neg-neg	63	27.9	0.9	57.1	0.1	0.2	0.0	11.3	-23.8
single	SLmean	SLmean	pos-pos	108	47.8	0.7	58.3	0.1	0.2	0.1	8.8	-13.9
pair	MACDhist	MACD	pos-neg	66	29.2	0.7	50.0	0.1	0.2	0.1	6.7	-7.9
pair	MACD	MACDhist	pos-neg	66	29.2	0.7	50.0	0.1	0.2	0.1	6.7	-7.9
pair	RSmean	LWTI	pos-pos	148	65.5	0.6	56.1	0.1	0.2	0.0	8.7	-21.5
pair	LWTI	RSmean	pos-pos	148	65.5	0.6	56.1	0.1	0.2	0.0	8.7	-21.5
single	RSIhist	RSIhist	neg-neg	111	49.1	0.6	53.2	0.1	0.2	0.0	9.2	-34.2
pair	SLmean	LWTI	neg-pos	83	36.7	0.6	53.0	0.1	0.2	0.0	8.3	-15.2
pair	LWTI	SLmean	neg-pos	83	36.7	0.6	53.0	0.1	0.2	0.0	8.3	-15.2
pair	MACD	SLmean	neg-pos	58	25.7	0.6	50.0	0.1	0.2	0.0	6.7	-13.9
pair	SLmean	MACD	neg-pos	58	25.7	0.6	50.0	0.1	0.2	0.0	6.7	-13.9
pair	RSI	SLmean	neg-neg	76	33.6	0.5	52.6	0.1	0.1	0.0	10.1	-27.2
pair	SLmean	RSI	neg-neg	76	33.6	0.5	52.6	0.1	0.1	0.0	10.1	-27.2
pair		benchmark___benchmark_	benchmark-benchmark	226	100.0	0.4	55.8	0.1	0.1	0.0	9.0	-32.2
pair	benchmark___benchmark_		benchmark-benchmark	226	100.0	0.4	55.8	0.1	0.1	0.0	9.0	-32.2
pair	MACDhist	SLmean	neg-pos	34	15.0	0.4	58.8	0.1	0.1	0.0	8.2	-10.1
pair	SLmean	MACDhist	neg-pos	34	15.0	0.4	58.8	0.1	0.1	0.0	8.2	-10.1
pair	MACD	RSIhist	pos-neg	62	27.4	0.3	50.0	0.1	0.1	0.0	6.7	-13.2
pair	RSIhist	MACD	pos-neg	62	27.4	0.3	50.0	0.1	0.1	0.0	6.7	-13.2
pair	MRmean	RSIhist	neg-neg	91	40.3	0.3	52.7	0.1	0.1	0.0	9.6	-34.0
pair	RSIhist	MRmean	neg-neg	91	40.3	0.3	52.7	0.1	0.1	0.0	9.6	-34.0
pair	MACDhist	MRmean	neg-neg	83	36.7	0.3	53.0	0.1	0.1	0.0	9.8	-29.1
pair	MRmean	MACDhist	neg-neg	83	36.7	0.3	53.0	0.1	0.1	0.0	9.8	-29.1
pair	SLmean	MRmean	pos-pos	97	42.9	0.2	58.8	0.1	0.1	0.0	8.8	-13.9
pair	MRmean	SLmean	pos-pos	97	42.9	0.2	58.8	0.1	0.1	0.0	8.8	-13.9
single	RSIhist	RSIhist	pos-pos	115	50.9	0.2	58.3	0.1	0.1	0.0	8.8	-13.9
single	SLmean	SLmean	neg-neg	118	52.2	0.1	53.4	0.1	0.1	0.0	9.2	-31.1
pair	MACDhist	SLmean	neg-neg	84	37.2	0.0	51.2	0.1	0.1	0.0	9.6	-28.4
pair	SLmean	MACDhist	neg-neg	84	37.2	0.0	51.2	0.1	0.1	0.0	9.6	-28.4
pair	RSmean	MACDhist	pos-pos	95	42.0	-0.2	56.8	0.0	0.0	-0.0	8.7	-14.2
pair	MACDhist	RSmean	pos-pos	95	42.0	-0.2	56.8	0.0	0.0	-0.0	8.7	-14.2
pair	SLmean	RSIhist	pos-pos	96	42.5	-0.2	57.3	0.0	0.0	-0.0	9.0	-12.4
pair	RSIhist	SLmean	pos-pos	96	42.5	-0.2	57.3	0.0	0.0	-0.0	9.0	-12.4
pair	RSI	LWTI	neg-neg	39	17.3	-0.2	51.3	0.0	0.1	-0.0	11.6	-26.4
pair	LWTI	RSI	neg-neg	39	17.3	-0.2	51.3	0.0	0.1	-0.0	11.6	-26.4
single	LWTI	LWTI	pos-pos	170	75.2	-0.3	55.3	0.0	0.0	-0.0	8.6	-23.6
pair	RSIhist	SLmean	neg-neg	99	43.8	-0.3	51.5	0.0	0.0	-0.0	9.4	-34.3
pair	MACD	SLmean	neg-neg	60	26.5	-0.3	56.7	0.0	0.1	-0.0	11.1	-24.1
pair	SLmean	MACD	neg-neg	60	26.5	-0.3	56.7	0.0	0.1	-0.0	11.1	-24.1
pair	SLmean	RSIhist	neg-neg	99	43.8	-0.3	51.5	0.0	0.0	-0.0	9.4	-34.3
single	MRmean	MRmean	pos-pos	118	52.2	-0.4	56.8	-0.0	-0.0	-0.0	8.3	-14.2
pair	RSmean	MRmean	pos-pos	114	50.4	-0.5	56.1	-0.0	-0.0	-0.0	8.4	-14.5
pair	MRmean	RSmean	pos-pos	114	50.4	-0.5	56.1	-0.0	-0.0	-0.0	8.4	-14.5
pair	MACD	RSmean	neg-pos	7	3.1	-0.5	57.1	-0.0	-0.1	-0.1	7.0	-3.3
pair	RSmean	MACD	neg-pos	7	3.1	-0.5	57.1	-0.0	-0.1	-0.1	7.0	-3.3
pair	RSI	SLmean	neg-pos	42	18.6	-0.5	54.8	-0.0	-0.0	-0.0	7.2	-12.8
pair	SLmean	RSI	neg-pos	42	18.6	-0.5	54.8	-0.0	-0.0	-0.0	7.2	-12.8
pair	RSIhist	MACDhist	neg-neg	87	38.5	-0.5	50.6	-0.0	-0.0	-0.0	9.4	-30.7
pair	MACDhist	RSIhist	neg-neg	87	38.5	-0.5	50.6	-0.0	-0.0	-0.0	9.4	-30.7
single	MACDhist	MACDhist	pos-pos	100	44.2	-0.6	57.0	-0.0	-0.1	-0.0	8.7	-19.0
pair	RSIhist	MRmean	pos-pos	98	43.4	-0.8	57.1	-0.1	-0.1	-0.1	8.5	-13.3
pair	MRmean	RSIhist	pos-pos	98	43.4	-0.8	57.1	-0.1	-0.1	-0.1	8.5	-13.3
pair	RSI	RSIhist	pos-neg	46	20.4	-0.8	54.3	-0.1	-0.1	-0.1	7.2	-12.8
pair	RSmean	RSI	pos-pos	121	53.5	-0.8	57.9	-0.1	-0.1	-0.1	8.0	-12.0
pair	RSI	RSmean	pos-pos	121	53.5	-0.8	57.9	-0.1	-0.1	-0.1	8.0	-12.0
pair	RSIhist	RSI	pos-pos	90	39.8	-0.8	58.9	-0.1	-0.1	-0.1	8.3	-12.4
single	RSI	RSI	pos-pos	136	60.2	-0.8	57.4	-0.1	-0.1	-0.1	7.9	-15.5
pair	RSIhist	RSI	pos-neg	46	20.4	-0.8	54.3	-0.1	-0.1	-0.1	7.2	-12.8
pair	RSI	RSIhist	pos-pos	90	39.8	-0.8	58.9	-0.1	-0.1	-0.1	8.3	-12.4
pair	SLmean	RSI	pos-pos	94	41.6	-0.9	58.5	-0.1	-0.1	-0.1	8.3	-12.7
pair	RSI	SLmean	pos-pos	94	41.6	-0.9	58.5	-0.1	-0.1	-0.1	8.3	-12.7
pair	SLmean	LWTI	neg-neg	35	15.5	-0.9	54.3	-0.0	-0.0	-0.0	11.1	-26.4
pair	LWTI	SLmean	neg-neg	35	15.5	-0.9	54.3	-0.0	-0.0	-0.0	11.1	-26.4
pair	RSmean	RSI	neg-pos	15	6.6	-0.9	53.3	-0.1	-0.1	-0.1	7.9	-9.7
pair	RSI	RSmean	neg-pos	15	6.6	-0.9	53.3	-0.1	-0.1	-0.1	7.9	-9.7
pair	SLmean	LWTI	pos-pos	87	38.5	-1.1	57.5	-0.1	-0.1	-0.1	8.9	-17.4
pair	LWTI	SLmean	pos-pos	87	38.5	-1.1	57.5	-0.1	-0.1	-0.1	8.9	-17.4
pair	MRmean	LWTI	neg-neg	38	16.8	-1.1	55.3	-0.1	-0.1	-0.0	11.1	-26.4
pair	LWTI	MRmean	neg-neg	38	16.8	-1.1	55.3	-0.1	-0.1	-0.0	11.1	-26.4
pair	RSI	MRmean	pos-pos	107	47.3	-1.2	57.0	-0.1	-0.1	-0.1	8.0	-14.7
pair	MRmean	RSI	pos-pos	107	47.3	-1.2	57.0	-0.1	-0.1	-0.1	8.0	-14.7
pair	MACDhist	SLmean	pos-pos	66	29.2	-1.2	56.1	-0.1	-0.1	-0.1	8.9	-11.9
pair	SLmean	MACDhist	pos-pos	66	29.2	-1.2	56.1	-0.1	-0.1	-0.1	8.9	-11.9
single	MACD	MACD	pos-pos	135	59.7	-1.2	52.6	-0.1	-0.2	-0.1	7.3	-22.0
pair	RSmean	MACD	pos-pos	128	56.6	-1.3	52.3	-0.1	-0.2	-0.1	7.4	-22.0
pair	MACDhist	LWTI	pos-pos	93	41.2	-1.3	55.9	-0.1	-0.2	-0.1	8.7	-22.8
pair	LWTI	MACDhist	pos-pos	93	41.2	-1.3	55.9	-0.1	-0.2	-0.1	8.7	-22.8
pair	MACD	RSmean	pos-pos	128	56.6	-1.3	52.3	-0.1	-0.2	-0.1	7.4	-22.0
pair	RSIhist	RSmean	neg-neg	18	8.0	-1.5	55.6	-0.1	-0.2	-0.1	8.4	-13.7
pair	RSmean	RSIhist	neg-neg	18	8.0	-1.5	55.6	-0.1	-0.2	-0.1	8.4	-13.7
pair	LWTI	RSI	pos-pos	119	52.7	-2.0	55.5	-0.2	-0.3	-0.1	8.2	-24.7
pair	RSI	LWTI	pos-pos	119	52.7	-2.0	55.5	-0.2	-0.3	-0.1	8.2	-24.7
pair	MACD	RSI	pos-pos	110	48.7	-2.1	54.5	-0.2	-0.3	-0.1	7.5	-18.2
pair	RSI	MACD	pos-pos	110	48.7	-2.1	54.5	-0.2	-0.3	-0.1	7.5	-18.2
pair	LWTI	MRmean	pos-pos	100	44.2	-2.2	56.0	-0.2	-0.3	-0.1	8.4	-19.4
pair	MRmean	LWTI	pos-pos	100	44.2	-2.2	56.0	-0.2	-0.3	-0.1	8.4	-19.4
pair	MACDhist	RSIhist	pos-pos	76	33.6	-2.2	55.3	-0.2	-0.3	-0.1	8.7	-18.3
pair	RSIhist	MACDhist	pos-pos	76	33.6	-2.2	55.3	-0.2	-0.3	-0.1	8.7	-18.3
pair	MACD	LWTI	pos-pos	117	51.8	-2.2	52.1	-0.3	-0.3	-0.1	7.5	-26.4
pair	LWTI	MACD	pos-pos	117	51.8	-2.2	52.1	-0.3	-0.3	-0.1	7.5	-26.4
pair	MRmean	MACDhist	pos-pos	75	33.2	-2.3	56.0	-0.2	-0.4	-0.1	8.3	-16.5
pair	MACDhist	MRmean	pos-pos	75	33.2	-2.3	56.0	-0.2	-0.4	-0.1	8.3	-16.5
pair	RSI	MACDhist	pos-pos	74	32.7	-2.4	55.4	-0.2	-0.3	-0.1	8.3	-19.5
pair	MACDhist	RSI	pos-pos	74	32.7	-2.4	55.4	-0.2	-0.3	-0.1	8.3	-19.5
pair	RSIhist	MACD	pos-pos	73	32.3	-2.5	54.8	-0.3	-0.4	-0.1	7.8	-16.9
pair	MACD	RSIhist	pos-pos	73	32.3	-2.5	54.8	-0.3	-0.4	-0.1	7.8	-16.9
pair	SLmean	MACD	pos-pos	77	34.1	-2.6	54.5	-0.3	-0.4	-0.1	7.8	-18.0
pair	LWTI	RSIhist	pos-pos	89	39.4	-2.6	55.1	-0.2	-0.4	-0.1	9.0	-24.6
pair	RSIhist	LWTI	pos-pos	89	39.4	-2.6	55.1	-0.2	-0.4	-0.1	9.0	-24.6
pair	MACD	SLmean	pos-pos	77	34.1	-2.6	54.5	-0.3	-0.4	-0.1	7.8	-18.0
pair	MACD	MRmean	pos-pos	90	39.8	-2.7	53.3	-0.3	-0.5	-0.1	7.5	-19.0
pair	MRmean	MACD	pos-pos	90	39.8	-2.7	53.3	-0.3	-0.5	-0.1	7.5	-19.0
pair	MACDhist	MACD	pos-pos	69	30.5	-3.1	55.1	-0.4	-0.5	-0.1	7.9	-21.7
pair	MACD	MACDhist	pos-pos	69	30.5	-3.1	55.1	-0.4	-0.5	-0.1	7.9	-21.7
pair	MRmean	SLmean	pos-neg	21	9.3	-3.2	47.6	-0.5	-0.8	-0.5	5.7	-7.2
pair	SLmean	MRmean	pos-neg	21	9.3	-3.2	47.6	-0.5	-0.8	-0.5	5.7	-7.2
pair	RSmean	SLmean	pos-neg	6	2.7	-3.8	50.0	-0.5	-1.0	-1.2	7.1	-3.3
pair	SLmean	RSmean	pos-neg	6	2.7	-3.8	50.0	-0.5	-1.0	-1.2	7.1	-3.3
pair	RSIhist	LWTI	neg-neg	30	13.3	-4.3	46.7	-0.3	-0.5	-0.1	11.6	-28.3
pair	LWTI	RSIhist	neg-neg	30	13.3	-4.3	46.7	-0.3	-0.5	-0.1	11.6	-28.3
pair	MACDhist	RSmean	neg-neg	18	8.0	-4.5	50.0	-0.5	-0.8	-0.3	8.5	-16.2
pair	RSmean	MACDhist	neg-neg	18	8.0	-4.5	50.0	-0.5	-0.8	-0.3	8.5	-16.2
single	RSmean	RSmean	neg-neg	23	10.2	-5.4	52.2	-0.6	-1.1	-0.3	8.3	-20.0
pair	RSmean	SLmean	neg-neg	17	7.5	-5.9	52.9	-0.6	-1.1	-0.3	8.9	-18.4
pair	SLmean	RSmean	neg-neg	17	7.5	-5.9	52.9	-0.6	-1.1	-0.3	8.9	-18.4
pair	LWTI	RSmean	neg-pos	22	9.7	-6.0	50.0	-0.7	-1.2	-0.3	8.5	-20.7
pair	RSmean	LWTI	neg-pos	22	9.7	-6.0	50.0	-0.7	-1.2	-0.3	8.5	-20.7
pair	RSmean	MRmean	neg-neg	19	8.4	-6.8	47.4	-0.8	-1.3	-0.3	8.6	-20.1
pair	MRmean	RSmean	neg-neg	19	8.4	-6.8	47.4	-0.8	-1.3	-0.3	8.6	-20.1
pair	MACD	RSmean	neg-neg	16	7.1	-7.4	50.0	-0.8	-1.4	-0.4	9.0	-18.5
pair	RSmean	MACD	neg-neg	16	7.1	-7.4	50.0	-0.8	-1.4	-0.4	9.0	-18.5
pair	RSmean	MACDhist	neg-pos	5	2.2	-8.5	60.0	-1.0	-2.2	-1.3	8.3	-6.3
pair	MACDhist	RSmean	neg-pos	5	2.2	-8.5	60.0	-1.0	-2.2	-1.3	8.3	-6.3
pair	RSmean	RSI	neg-neg	8	3.5	-13.2	50.0	-1.5	-3.0	-1.1	9.1	-12.3
pair	RSI	RSmean	neg-neg	8	3.5	-13.2	50.0	-1.5	-3.0	-1.1	9.1	-12.3
pair	RSmean	RSIhist	neg-pos	5	2.2	-18.1	40.0	-2.7	-6.9	-2.9	7.4	-6.3
pair	RSIhist	RSmean	neg-pos	5	2.2	-18.1	40.0	-2.7	-6.9	-2.9	7.4	-6.3

All Contingency Tables for BWX

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 0.2% \| Win 59% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 97M (43%)	CAGR -3.2% \| Win 48% Sharpe -0.54 \| Sortino -0.82 \| Calmar -0.4 Vol 6% \| MDD -7.2% Months 21M (9%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 4.7% \| Win 55% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.7 Vol 9% \| MDD -7.1% Months 11M (5%)	CAGR 0.9% \| Win 55% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 10% \| MDD -30.4% Months 97M (43%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
SLmean only	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.5% \| Win 56% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 8% \| MDD -14.5% Months 114M (50%)	CAGR 1.7% \| Win 75% Sharpe 0.26 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 4M (2%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 3.1% \| Win 56% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 10% \| MDD -27.3% Months 89M (39%)	CAGR -6.8% \| Win 47% Sharpe -0.77 \| Sortino -1.29 \| Calmar -0.3 Vol 9% \| MDD -20.1% Months 19M (8%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
RSmean only	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -2.7% \| Win 53% Sharpe -0.33 \| Sortino -0.45 \| Calmar -0.1 Vol 8% \| MDD -19.0% Months 90M (40%)	CAGR 7.5% \| Win 68% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.9 Vol 10% \| MDD -8.3% Months 28M (12%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 1.8% \| Win 51% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.1 Vol 7% \| MDD -13.2% Months 45M (20%)	CAGR 0.9% \| Win 57% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 11% \| MDD -23.8% Months 63M (28%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
MACD only	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.2% \| Win 57% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 8% \| MDD -14.7% Months 107M (47%)	CAGR 8.2% \| Win 55% Sharpe 0.76 \| Sortino 1.82 \| Calmar 2.0 Vol 11% \| MDD -4.1% Months 11M (5%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 1.0% \| Win 59% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 8% \| MDD -10.4% Months 29M (13%)	CAGR 1.4% \| Win 53% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 79M (35%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
RSI only	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.3% \| Win 56% Sharpe -0.24 \| Sortino -0.37 \| Calmar -0.1 Vol 8% \| MDD -16.5% Months 75M (33%)	CAGR 3.0% \| Win 58% Sharpe 0.40 \| Sortino 0.50 \| Calmar 0.4 Vol 8% \| MDD -8.1% Months 43M (19%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 4.5% \| Win 60% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 10% \| MDD -9.4% Months 25M (11%)	CAGR 0.3% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 10% \| MDD -29.1% Months 83M (37%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.1 Vol 8% \| MDD -13.3% Months 98M (43%)	CAGR 1.7% \| Win 55% Sharpe 0.27 \| Sortino 0.56 \| Calmar 0.4 Vol 7% \| MDD -4.6% Months 20M (9%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 6.5% \| Win 65% Sharpe 0.66 \| Sortino 1.10 \| Calmar 0.6 Vol 10% \| MDD -10.6% Months 17M (8%)	CAGR 0.3% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 10% \| MDD -34.0% Months 91M (40%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -2.2% \| Win 56% Sharpe -0.22 \| Sortino -0.31 \| Calmar -0.1 Vol 8% \| MDD -19.4% Months 100M (44%)	CAGR 10.2% \| Win 61% Sharpe 1.36 \| Sortino 3.26 \| Calmar 3.6 Vol 7% \| MDD -2.8% Months 18M (8%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 2.6% \| Win 54% Sharpe 0.33 \| Sortino 0.58 \| Calmar 0.2 Vol 9% \| MDD -15.5% Months 70M (31%)	CAGR -1.1% \| Win 55% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.0 Vol 11% \| MDD -26.4% Months 38M (17%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 0.9% \| Win 59% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -11.8% Months 102M (45%)	CAGR -3.8% \| Win 50% Sharpe -0.52 \| Sortino -1.01 \| Calmar -1.2 Vol 7% \| MDD -3.3% Months 6M (3%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR 1.2% \| Win 54% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.0 Vol 9% \| MDD -29.4% Months 101M (45%)	CAGR -5.9% \| Win 53% Sharpe -0.64 \| Sortino -1.06 \| Calmar -0.3 Vol 9% \| MDD -18.4% Months 17M (8%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
RSmean only	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -2.6% \| Win 55% Sharpe -0.30 \| Sortino -0.39 \| Calmar -0.1 Vol 8% \| MDD -18.0% Months 77M (34%)	CAGR 9.2% \| Win 68% Sharpe 0.88 \| Sortino 1.25 \| Calmar 1.0 Vol 11% \| MDD -8.9% Months 31M (14%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR 0.6% \| Win 50% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 7% \| MDD -13.9% Months 58M (26%)	CAGR -0.3% \| Win 57% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 11% \| MDD -24.1% Months 60M (26%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
MACD only	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -0.9% \| Win 58% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 8% \| MDD -12.7% Months 94M (42%)	CAGR 11.9% \| Win 57% Sharpe 1.02 \| Sortino 1.98 \| Calmar 1.3 Vol 12% \| MDD -8.9% Months 14M (6%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR -0.5% \| Win 55% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 7% \| MDD -12.8% Months 42M (19%)	CAGR 0.5% \| Win 53% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 10% \| MDD -27.2% Months 76M (34%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
RSI only	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -1.2% \| Win 56% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 9% \| MDD -11.9% Months 66M (29%)	CAGR 3.7% \| Win 62% Sharpe 0.46 \| Sortino 0.54 \| Calmar 0.5 Vol 9% \| MDD -7.6% Months 42M (19%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR 0.4% \| Win 59% Sharpe 0.09 \| Sortino 0.14 \| Calmar 0.0 Vol 8% \| MDD -10.1% Months 34M (15%)	CAGR 0.0% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -28.4% Months 84M (37%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -0.2% \| Win 57% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -12.4% Months 96M (42%)	CAGR 7.9% \| Win 67% Sharpe 1.12 \| Sortino 2.10 \| Calmar 2.8 Vol 7% \| MDD -2.9% Months 12M (5%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR 2.4% \| Win 63% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.2 Vol 8% \| MDD -11.9% Months 19M (8%)	CAGR -0.3% \| Win 52% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -34.3% Months 99M (44%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -1.1% \| Win 57% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 9% \| MDD -17.4% Months 87M (38%)	CAGR 8.1% \| Win 62% Sharpe 1.00 \| Sortino 1.55 \| Calmar 1.1 Vol 8% \| MDD -7.5% Months 21M (9%)	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)
SLmean neg	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 8% \| MDD -15.2% Months 83M (37%)	CAGR -0.9% \| Win 54% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 11% \| MDD -26.4% Months 35M (16%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -1.3% \| Win 52% Sharpe -0.14 \| Sortino -0.19 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 128M (57%)	CAGR 5.2% \| Win 63% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 11% \| MDD -23.8% Months 75M (33%)	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)
RSmean neg	CAGR -0.5% \| Win 57% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 7% \| MDD -3.3% Months 7M (3%)	CAGR -7.4% \| Win 50% Sharpe -0.81 \| Sortino -1.36 \| Calmar -0.4 Vol 9% \| MDD -18.5% Months 16M (7%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)
MACD only	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -0.8% \| Win 58% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.1 Vol 8% \| MDD -12.0% Months 121M (54%)	CAGR 3.8% \| Win 54% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 82M (36%)	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)
RSmean neg	CAGR -0.9% \| Win 53% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 8% \| MDD -9.7% Months 15M (7%)	CAGR -13.2% \| Win 50% Sharpe -1.50 \| Sortino -2.95 \| Calmar -1.1 Vol 9% \| MDD -12.3% Months 8M (4%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)
RSI only	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -0.2% \| Win 57% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -14.2% Months 95M (42%)	CAGR 2.2% \| Win 56% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 9% \| MDD -27.0% Months 108M (48%)	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)
RSmean neg	CAGR -8.5% \| Win 60% Sharpe -1.03 \| Sortino -2.17 \| Calmar -1.3 Vol 8% \| MDD -6.3% Months 5M (2%)	CAGR -4.5% \| Win 50% Sharpe -0.49 \| Sortino -0.82 \| Calmar -0.3 Vol 8% \| MDD -16.2% Months 18M (8%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.1% \| Win 59% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -11.0% Months 110M (49%)	CAGR 1.0% \| Win 53% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 9% \| MDD -33.2% Months 93M (41%)	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)
RSmean neg	CAGR -18.1% \| Win 40% Sharpe -2.66 \| Sortino -6.89 \| Calmar -2.9 Vol 7% \| MDD -6.3% Months 5M (2%)	CAGR -1.5% \| Win 56% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.1 Vol 8% \| MDD -13.7% Months 18M (8%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 0.6% \| Win 56% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -21.5% Months 148M (66%)	CAGR 2.2% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 55M (24%)	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)
RSmean neg	CAGR -6.0% \| Win 50% Sharpe -0.69 \| Sortino -1.19 \| Calmar -0.3 Vol 8% \| MDD -20.7% Months 22M (10%)	CAGR 10.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -2.1% \| Win 55% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.1 Vol 8% \| MDD -18.2% Months 110M (49%)	CAGR 2.5% \| Win 44% Sharpe 0.42 \| Sortino 1.10 \| Calmar 0.4 Vol 6% \| MDD -7.0% Months 25M (11%)	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)
MACD neg	CAGR 4.9% \| Win 69% Sharpe 0.55 \| Sortino 0.68 \| Calmar 0.4 Vol 10% \| MDD -13.2% Months 26M (12%)	CAGR 2.0% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 12% \| MDD -23.8% Months 65M (29%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)
RSI only	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -3.1% \| Win 55% Sharpe -0.36 \| Sortino -0.47 \| Calmar -0.1 Vol 8% \| MDD -21.7% Months 69M (30%)	CAGR 0.7% \| Win 50% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.1 Vol 7% \| MDD -7.9% Months 66M (29%)	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)
MACD neg	CAGR 5.0% \| Win 61% Sharpe 0.53 \| Sortino 1.15 \| Calmar 0.6 Vol 10% \| MDD -8.4% Months 31M (14%)	CAGR 1.8% \| Win 60% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -23.8% Months 60M (26%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -2.5% \| Win 55% Sharpe -0.28 \| Sortino -0.37 \| Calmar -0.1 Vol 8% \| MDD -16.9% Months 73M (32%)	CAGR 0.3% \| Win 50% Sharpe 0.07 \| Sortino 0.12 \| Calmar 0.0 Vol 7% \| MDD -13.2% Months 62M (27%)	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)
MACD neg	CAGR 5.1% \| Win 64% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.4 Vol 10% \| MDD -13.3% Months 42M (19%)	CAGR 1.0% \| Win 57% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.0 Vol 12% \| MDD -24.9% Months 49M (22%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -2.2% \| Win 52% Sharpe -0.26 \| Sortino -0.35 \| Calmar -0.1 Vol 8% \| MDD -26.4% Months 117M (52%)	CAGR 5.3% \| Win 56% Sharpe 0.93 \| Sortino 1.79 \| Calmar 1.6 Vol 6% \| MDD -3.4% Months 18M (8%)	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)
MACD neg	CAGR 4.2% \| Win 62% Sharpe 0.44 \| Sortino 0.80 \| Calmar 0.3 Vol 11% \| MDD -13.7% Months 53M (24%)	CAGR 1.0% \| Win 58% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 12% \| MDD -23.8% Months 38M (17%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -2.4% \| Win 55% Sharpe -0.25 \| Sortino -0.35 \| Calmar -0.1 Vol 8% \| MDD -19.5% Months 74M (33%)	CAGR 1.2% \| Win 60% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.1 Vol 8% \| MDD -14.6% Months 62M (27%)	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)
RSI neg	CAGR 4.6% \| Win 62% Sharpe 0.51 \| Sortino 1.11 \| Calmar 0.5 Vol 10% \| MDD -8.4% Months 26M (12%)	CAGR 1.2% \| Win 50% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 11% \| MDD -26.7% Months 64M (28%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -0.8% \| Win 59% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 8% \| MDD -12.4% Months 90M (40%)	CAGR -0.8% \| Win 54% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 7% \| MDD -12.8% Months 46M (20%)	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)
RSI neg	CAGR 3.9% \| Win 56% Sharpe 0.41 \| Sortino 0.80 \| Calmar 0.3 Vol 10% \| MDD -11.0% Months 25M (11%)	CAGR 1.5% \| Win 52% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 10% \| MDD -29.7% Months 65M (29%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -2.0% \| Win 56% Sharpe -0.21 \| Sortino -0.28 \| Calmar -0.1 Vol 8% \| MDD -24.7% Months 119M (53%)	CAGR 8.5% \| Win 71% Sharpe 1.67 \| Sortino 3.71 \| Calmar 4.6 Vol 5% \| MDD -1.9% Months 17M (8%)	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)
RSI neg	CAGR 4.0% \| Win 55% Sharpe 0.46 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -10.1% Months 51M (23%)	CAGR -0.2% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 12% \| MDD -26.4% Months 39M (17%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -2.2% \| Win 55% Sharpe -0.22 \| Sortino -0.34 \| Calmar -0.1 Vol 9% \| MDD -18.3% Months 76M (34%)	CAGR 4.5% \| Win 62% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.5 Vol 9% \| MDD -9.5% Months 24M (11%)	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)
MACDhist neg	CAGR 5.2% \| Win 64% Sharpe 0.60 \| Sortino 0.70 \| Calmar 0.7 Vol 9% \| MDD -7.4% Months 39M (17%)	CAGR -0.5% \| Win 51% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -30.7% Months 87M (38%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)
RSIhist only	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -1.3% \| Win 56% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 9% \| MDD -22.8% Months 93M (41%)	CAGR 8.6% \| Win 71% Sharpe 1.09 \| Sortino 4.74 \| Calmar 3.3 Vol 8% \| MDD -2.6% Months 7M (3%)	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)
MACDhist neg	CAGR 1.0% \| Win 55% Sharpe 0.16 \| Sortino 0.25 \| Calmar 0.1 Vol 9% \| MDD -15.0% Months 77M (34%)	CAGR 1.5% \| Win 55% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 49M (22%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -2.6% \| Win 55% Sharpe -0.25 \| Sortino -0.36 \| Calmar -0.1 Vol 9% \| MDD -24.6% Months 89M (39%)	CAGR 10.7% \| Win 69% Sharpe 1.39 \| Sortino 2.00 \| Calmar 2.3 Vol 8% \| MDD -4.7% Months 26M (12%)	CAGR 0.2% \| Win 58% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 115M (51%)
RSIhist neg	CAGR 2.4% \| Win 56% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 8% \| MDD -13.7% Months 81M (36%)	CAGR -4.3% \| Win 47% Sharpe -0.32 \| Sortino -0.46 \| Calmar -0.2 Vol 12% \| MDD -28.3% Months 30M (13%)	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -34.2% Months 111M (49%)
LWTI only	CAGR -0.3% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 9% \| MDD -23.6% Months 170M (75%)	CAGR 2.4% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 10% \| MDD -26.4% Months 56M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 0.2% \| Win 59% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 97M (43%)	CAGR -3.2% \| Win 48% Sharpe -0.54 \| Sortino -0.82 \| Calmar -0.4 Vol 6% \| MDD -7.2% Months 21M (9%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 4.7% \| Win 55% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.7 Vol 9% \| MDD -7.1% Months 11M (5%)	CAGR 0.9% \| Win 55% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 10% \| MDD -30.4% Months 97M (43%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
SLmean only	CAGR 0.7% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 108M (48%)	CAGR 0.1% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -31.1% Months 118M (52%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.5% \| Win 56% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 8% \| MDD -14.5% Months 114M (50%)	CAGR 1.7% \| Win 75% Sharpe 0.26 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 4M (2%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 3.1% \| Win 56% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 10% \| MDD -27.3% Months 89M (39%)	CAGR -6.8% \| Win 47% Sharpe -0.77 \| Sortino -1.29 \| Calmar -0.3 Vol 9% \| MDD -20.1% Months 19M (8%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
RSmean only	CAGR 1.1% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 9% \| MDD -29.9% Months 203M (90%)	CAGR -5.4% \| Win 52% Sharpe -0.62 \| Sortino -1.05 \| Calmar -0.3 Vol 8% \| MDD -20.0% Months 23M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -2.7% \| Win 53% Sharpe -0.33 \| Sortino -0.45 \| Calmar -0.1 Vol 8% \| MDD -19.0% Months 90M (40%)	CAGR 7.5% \| Win 68% Sharpe 0.75 \| Sortino 1.07 \| Calmar 0.9 Vol 10% \| MDD -8.3% Months 28M (12%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 1.8% \| Win 51% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.1 Vol 7% \| MDD -13.2% Months 45M (20%)	CAGR 0.9% \| Win 57% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 11% \| MDD -23.8% Months 63M (28%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
MACD only	CAGR -1.2% \| Win 53% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 7% \| MDD -22.0% Months 135M (60%)	CAGR 2.9% \| Win 60% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 11% \| MDD -23.8% Months 91M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.2% \| Win 57% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 8% \| MDD -14.7% Months 107M (47%)	CAGR 8.2% \| Win 55% Sharpe 0.76 \| Sortino 1.82 \| Calmar 2.0 Vol 11% \| MDD -4.1% Months 11M (5%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 1.0% \| Win 59% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 8% \| MDD -10.4% Months 29M (13%)	CAGR 1.4% \| Win 53% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 79M (35%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
RSI only	CAGR -0.8% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 136M (60%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -26.7% Months 90M (40%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.3% \| Win 56% Sharpe -0.24 \| Sortino -0.37 \| Calmar -0.1 Vol 8% \| MDD -16.5% Months 75M (33%)	CAGR 3.0% \| Win 58% Sharpe 0.40 \| Sortino 0.50 \| Calmar 0.4 Vol 8% \| MDD -8.1% Months 43M (19%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -14.2% Months 118M (52%)
MRmean neg	CAGR 4.5% \| Win 60% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 10% \| MDD -9.4% Months 25M (11%)	CAGR 0.3% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 10% \| MDD -29.1% Months 83M (37%)	CAGR 1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -29.7% Months 108M (48%)
MACDhist only	CAGR -0.6% \| Win 57% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -19.0% Months 100M (44%)	CAGR 1.2% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 9% \| MDD -29.3% Months 126M (56%)