CIBR - First Trust NASDAQ Cybersecurity ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

251.5%

Best CAGR

Total Months

19.2%

Avg CAGR

CIBR 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 CIBR

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.8	251.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.8	251.5	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	neg-neg	1	0.8	251.5	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	LWTI	neg-neg	1	0.8	251.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-pos	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	RSmean	RSI	neg-pos	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	SLmean	RSmean	pos-neg	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	RSmean	SLmean	pos-neg	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	MRmean	RSmean	pos-neg	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	RSmean	MRmean	pos-neg	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	RSmean	MACD	neg-pos	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	MACD	RSmean	neg-pos	3	2.4	125.0	66.7	3.3	0.0	121.5	26.0	-1.0
pair	MRmean	SLmean	pos-neg	6	4.7	90.3	66.7	2.7	31.4	33.2	25.2	-2.7
pair	SLmean	MRmean	pos-neg	6	4.7	90.3	66.7	2.7	31.4	33.2	25.2	-2.7
pair	RSIhist	MRmean	pos-neg	20	15.7	59.1	75.0	2.1	2.8	3.9	24.2	-15.3
pair	MRmean	RSIhist	pos-neg	20	15.7	59.1	75.0	2.1	2.8	3.9	24.2	-15.3
pair	RSIhist	RSI	neg-pos	3	2.4	43.1	66.7	2.6	0.0	34.8	14.1	-1.2
pair	RSI	RSIhist	neg-pos	3	2.4	43.1	66.7	2.6	0.0	34.8	14.1	-1.2
pair	RSIhist	MRmean	neg-pos	3	2.4	43.1	66.7	2.6	0.0	34.8	14.1	-1.2
pair	MRmean	RSIhist	neg-pos	3	2.4	43.1	66.7	2.6	0.0	34.8	14.1	-1.2
pair	RSIhist	SLmean	pos-neg	17	13.4	37.1	70.6	1.5	1.9	2.2	22.8	-17.1
pair	SLmean	RSIhist	pos-neg	17	13.4	37.1	70.6	1.5	1.9	2.2	22.8	-17.1
pair	SLmean	MACDhist	neg-pos	12	9.4	35.9	58.3	1.4	4.0	4.6	23.5	-7.8
pair	MACDhist	SLmean	neg-pos	12	9.4	35.9	58.3	1.4	4.0	4.6	23.5	-7.8
pair	RSIhist	MACDhist	pos-neg	22	17.3	30.3	68.2	1.2	2.1	2.6	23.5	-11.6
pair	MACDhist	RSIhist	pos-neg	22	17.3	30.3	68.2	1.2	2.1	2.6	23.5	-11.6
pair	MACDhist	MRmean	pos-neg	28	22.0	29.9	75.0	2.0	3.5	4.3	13.4	-7.0
pair	MRmean	MACDhist	pos-neg	28	22.0	29.9	75.0	2.0	3.5	4.3	13.4	-7.0
pair	SLmean	MACDhist	pos-neg	30	23.6	28.4	73.3	2.0	3.7	4.0	13.2	-7.0
pair	MACDhist	SLmean	pos-neg	30	23.6	28.4	73.3	2.0	3.7	4.0	13.2	-7.0
pair	RSmean	RSIhist	neg-pos	4	3.1	26.8	50.0	1.8	47.7	21.6	13.6	-1.2
pair	RSIhist	RSmean	neg-pos	4	3.1	26.8	50.0	1.8	47.7	21.6	13.6	-1.2
pair	RSI	MACD	pos-neg	12	9.4	24.8	66.7	1.1	2.2	2.5	23.0	-10.1
pair	MACD	RSI	pos-neg	12	9.4	24.8	66.7	1.1	2.2	2.5	23.0	-10.1
pair	RSI	RSmean	pos-neg	12	9.4	24.8	66.7	1.1	2.2	2.5	23.0	-10.1
pair	RSmean	RSI	pos-neg	12	9.4	24.8	66.7	1.1	2.2	2.5	23.0	-10.1
pair	RSIhist	SLmean	neg-pos	4	3.1	23.8	50.0	1.6	15.5	13.0	14.3	-1.8
pair	SLmean	RSIhist	neg-pos	4	3.1	23.8	50.0	1.6	15.5	13.0	14.3	-1.8
pair	RSIhist	MACD	pos-neg	42	33.1	23.3	64.3	1.0	1.9	0.8	24.3	-27.5
pair	MACD	RSIhist	pos-neg	42	33.1	23.3	64.3	1.0	1.9	0.8	24.3	-27.5
pair	RSIhist	RSI	pos-neg	30	23.6	22.8	63.3	0.9	1.7	1.1	25.3	-20.2
pair	RSI	RSIhist	pos-neg	30	23.6	22.8	63.3	0.9	1.7	1.1	25.3	-20.2
pair	MACDhist	RSmean	neg-neg	15	11.8	21.2	60.0	0.9	1.4	1.4	25.6	-15.1
pair	RSmean	MACDhist	neg-neg	15	11.8	21.2	60.0	0.9	1.4	1.4	25.6	-15.1
pair	RSIhist	MACDhist	neg-pos	27	21.3	20.9	74.1	1.9	2.7	3.0	10.3	-7.0
pair	MACDhist	RSIhist	neg-pos	27	21.3	20.9	74.1	1.9	2.7	3.0	10.3	-7.0
pair	MACD	RSIhist	neg-pos	16	12.6	20.8	62.5	1.9	13.7	9.4	10.3	-2.2
pair	RSIhist	MACD	neg-pos	16	12.6	20.8	62.5	1.9	13.7	9.4	10.3	-2.2
pair	LWTI	SLmean	neg-neg	6	4.7	19.9	66.7	0.8	1.7	4.1	27.8	-4.9
pair	SLmean	LWTI	neg-neg	6	4.7	19.9	66.7	0.8	1.7	4.1	27.8	-4.9
single	RSmean	RSmean	neg-neg	16	12.6	18.9	56.2	0.8	1.3	1.2	24.8	-15.1
pair	MRmean	LWTI	pos-pos	90	70.9	18.2	61.1	1.0	1.7	1.0	18.5	-18.2
pair	LWTI	MRmean	pos-pos	90	70.9	18.2	61.1	1.0	1.7	1.0	18.5	-18.2
pair	MACD	MACDhist	pos-neg	31	24.4	17.9	71.0	0.9	1.6	1.0	21.4	-18.0
pair	MACDhist	MACD	pos-neg	31	24.4	17.9	71.0	0.9	1.6	1.0	21.4	-18.0
pair	MRmean	MACD	pos-pos	79	62.2	17.3	60.8	0.9	1.6	0.8	19.6	-22.6
pair	MACD	MRmean	pos-pos	79	62.2	17.3	60.8	0.9	1.6	0.8	19.6	-22.6
single	MRmean	MRmean	pos-pos	92	72.4	17.1	60.9	0.9	1.6	0.8	18.5	-22.6
pair	MRmean	RSI	pos-pos	92	72.4	17.1	60.9	0.9	1.6	0.8	18.5	-22.6
pair	RSI	MRmean	pos-pos	92	72.4	17.1	60.9	0.9	1.6	0.8	18.5	-22.6
pair	LWTI	MRmean	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	MRmean	LWTI	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	RSIhist	LWTI	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	LWTI	RSIhist	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	LWTI	RSI	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	RSI	LWTI	neg-neg	8	6.3	17.0	62.5	0.8	1.3	2.5	24.2	-7.0
pair	RSmean	RSIhist	pos-neg	40	31.5	16.9	62.5	0.8	1.4	0.6	23.7	-27.5
pair	RSIhist	RSmean	pos-neg	40	31.5	16.9	62.5	0.8	1.4	0.6	23.7	-27.5
single	RSIhist	RSIhist	neg-neg	52	40.9	16.8	61.5	0.8	1.4	0.6	24.5	-27.5
pair	LWTI	RSIhist	neg-pos	44	34.6	16.7	61.4	0.8	1.4	0.7	24.9	-24.2
pair	RSIhist	LWTI	neg-pos	44	34.6	16.7	61.4	0.8	1.4	0.7	24.9	-24.2
pair	RSmean	RSIhist	neg-neg	12	9.4	16.3	58.3	0.7	1.2	1.1	28.1	-15.1
pair	RSIhist	RSmean	neg-neg	12	9.4	16.3	58.3	0.7	1.2	1.1	28.1	-15.1
pair	MACD	RSI	neg-pos	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	MACD	MRmean	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	RSmean	MACD	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	RSI	MACD	neg-pos	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	MACD	RSmean	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	MACD	SLmean	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	MRmean	MACD	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	SLmean	MACD	pos-neg	13	10.2	16.2	61.5	1.6	10.2	7.3	9.6	-2.2
pair	LWTI	MACDhist	neg-pos	47	37.0	15.2	66.0	0.8	1.2	1.0	19.0	-15.1
pair	MACDhist	LWTI	neg-pos	47	37.0	15.2	66.0	0.8	1.2	1.0	19.0	-15.1
pair	MACDhist	RSI	pos-neg	32	25.2	14.7	68.8	0.9	1.2	0.8	17.0	-18.4
pair	MACD	LWTI	pos-pos	92	72.4	14.7	59.8	0.8	1.4	0.6	20.4	-25.1
pair	RSI	MACDhist	pos-neg	32	25.2	14.7	68.8	0.9	1.2	0.8	17.0	-18.4
pair	LWTI	MACD	pos-pos	92	72.4	14.7	59.8	0.8	1.4	0.6	20.4	-25.1
pair	RSmean	MRmean	pos-pos	89	70.1	14.6	60.7	0.8	1.4	0.7	18.0	-22.6
pair	MRmean	RSmean	pos-pos	89	70.1	14.6	60.7	0.8	1.4	0.7	18.0	-22.6
pair	SLmean	LWTI	pos-pos	84	66.1	14.3	60.7	0.8	1.3	0.8	17.6	-16.7
pair	LWTI	SLmean	pos-pos	84	66.1	14.3	60.7	0.8	1.3	0.8	17.6	-16.7
single	MACDhist	MACDhist	neg-neg	57	44.9	13.8	64.9	0.8	1.1	0.8	19.6	-18.0
pair	RSmean	SLmean	neg-pos	26	20.5	13.2	57.7	0.6	1.4	0.7	25.2	-18.0
pair	SLmean	RSmean	neg-pos	26	20.5	13.2	57.7	0.6	1.4	0.7	25.2	-18.0
pair	MRmean	SLmean	pos-pos	86	67.7	13.2	60.5	0.8	1.2	0.6	17.7	-22.6
pair	SLmean	MRmean	pos-pos	86	67.7	13.2	60.5	0.8	1.2	0.6	17.7	-22.6
pair	SLmean	RSI	pos-pos	86	67.7	13.2	60.5	0.8	1.2	0.6	17.7	-22.6
pair	RSI	SLmean	pos-pos	86	67.7	13.2	60.5	0.8	1.2	0.6	17.7	-22.6
pair	SLmean	MACD	neg-pos	26	20.5	13.2	57.7	0.6	1.4	0.7	25.2	-18.0
pair	MACD	SLmean	neg-pos	26	20.5	13.2	57.7	0.6	1.4	0.7	25.2	-18.0
pair	SLmean	RSI	neg-neg	23	18.1	13.1	60.9	0.6	1.1	0.9	23.7	-15.1
single	SLmean	SLmean	pos-pos	88	69.3	13.1	60.2	0.8	1.2	0.6	17.6	-21.5
pair	RSI	SLmean	neg-neg	23	18.1	13.1	60.9	0.6	1.1	0.9	23.7	-15.1
single	MACD	MACD	pos-pos	101	79.5	12.8	59.4	0.7	1.2	0.5	20.4	-28.3
pair	RSI	MRmean	neg-neg	25	19.7	12.7	60.0	0.6	1.1	0.8	22.9	-15.1
pair	MRmean	RSI	neg-neg	25	19.7	12.7	60.0	0.6	1.1	0.8	22.9	-15.1
single	RSI	RSI	neg-neg	25	19.7	12.7	60.0	0.6	1.1	0.8	22.9	-15.1
pair	RSI	MACDhist	neg-neg	25	19.7	12.7	60.0	0.6	1.1	0.8	22.9	-15.1
pair	RSI	LWTI	pos-pos	100	78.7	12.7	59.0	0.7	1.2	0.6	19.1	-22.5
pair	LWTI	RSI	pos-pos	100	78.7	12.7	59.0	0.7	1.2	0.6	19.1	-22.5
pair	RSmean	LWTI	pos-pos	102	80.3	12.7	59.8	0.7	1.2	0.5	19.0	-25.1
pair	MACDhist	RSI	neg-neg	25	19.7	12.7	60.0	0.6	1.1	0.8	22.9	-15.1
pair	LWTI	RSmean	pos-pos	102	80.3	12.7	59.8	0.7	1.2	0.5	19.0	-25.1
pair	MACD	SLmean	pos-pos	75	59.1	12.6	60.0	0.7	1.2	0.6	18.7	-21.5
pair	SLmean	MACD	pos-pos	75	59.1	12.6	60.0	0.7	1.2	0.6	18.7	-21.5
single	LWTI	LWTI	pos-pos	117	92.1	12.4	59.0	0.7	1.1	0.5	19.6	-25.1
pair		benchmark___benchmark_	benchmark-benchmark	127	100.0	12.0	59.1	0.7	1.1	0.4	19.8	-28.3
pair	benchmark___benchmark_		benchmark-benchmark	127	100.0	12.0	59.1	0.7	1.1	0.4	19.8	-28.3
pair	MACDhist	MRmean	pos-pos	64	50.4	11.9	54.7	0.7	1.1	0.5	20.3	-22.3
pair	MRmean	MACDhist	pos-pos	64	50.4	11.9	54.7	0.7	1.1	0.5	20.3	-22.3
single	RSI	RSI	pos-pos	102	80.3	11.8	58.8	0.7	1.1	0.5	19.1	-26.6
pair	RSmean	MACDhist	pos-neg	42	33.1	11.3	66.7	0.7	1.0	0.6	17.3	-18.0
pair	MACDhist	RSmean	pos-neg	42	33.1	11.3	66.7	0.7	1.0	0.6	17.3	-18.0
pair	RSI	MACD	pos-pos	89	70.1	11.2	58.4	0.6	1.1	0.4	20.1	-26.6
pair	MACD	RSI	pos-pos	89	70.1	11.2	58.4	0.6	1.1	0.4	20.1	-26.6
single	RSmean	RSmean	pos-pos	111	87.4	11.1	59.5	0.7	1.1	0.4	19.1	-28.3
pair	RSmean	MACDhist	pos-pos	69	54.3	10.9	55.1	0.6	1.1	0.5	20.2	-24.6
pair	MACDhist	RSmean	pos-pos	69	54.3	10.9	55.1	0.6	1.1	0.5	20.2	-24.6
pair	RSI	LWTI	neg-pos	17	13.4	10.7	58.8	0.6	0.9	0.7	23.0	-15.1
pair	LWTI	RSI	neg-pos	17	13.4	10.7	58.8	0.6	0.9	0.7	23.0	-15.1
pair	LWTI	RSmean	neg-pos	15	11.8	10.6	53.3	0.5	0.8	0.7	24.1	-15.1
pair	MACD	MACDhist	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	RSI	MACDhist	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	RSmean	LWTI	neg-pos	15	11.8	10.6	53.3	0.5	0.8	0.7	24.1	-15.1
pair	MACDhist	LWTI	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	LWTI	MACDhist	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
single	MACDhist	MACDhist	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	MACDhist	RSI	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	MACDhist	MACD	pos-pos	70	55.1	10.6	54.3	0.6	1.1	0.4	20.1	-24.6
pair	RSmean	SLmean	pos-pos	85	66.9	10.4	60.0	0.7	1.0	0.5	17.0	-21.5
pair	SLmean	RSmean	pos-pos	85	66.9	10.4	60.0	0.7	1.0	0.5	17.0	-21.5
pair	RSmean	MACD	pos-pos	98	77.2	10.4	59.2	0.6	1.0	0.4	20.0	-28.3
pair	MACD	RSmean	pos-pos	98	77.2	10.4	59.2	0.6	1.0	0.4	20.0	-28.3
pair	LWTI	RSIhist	pos-pos	73	57.5	9.8	57.5	0.7	1.1	0.3	15.7	-28.9
pair	RSIhist	LWTI	pos-pos	73	57.5	9.8	57.5	0.7	1.1	0.3	15.7	-28.9
pair	RSmean	RSI	pos-pos	99	78.0	9.5	58.6	0.6	0.9	0.4	18.6	-26.6
pair	RSI	RSmean	pos-pos	99	78.0	9.5	58.6	0.6	0.9	0.4	18.6	-26.6
single	SLmean	SLmean	neg-neg	39	30.7	9.5	56.4	0.5	1.0	0.5	24.3	-18.0
single	MACD	MACD	neg-neg	26	20.5	9.2	57.7	0.6	0.8	0.6	17.6	-15.1
pair	MACD	MACDhist	neg-neg	26	20.5	9.2	57.7	0.6	0.8	0.6	17.6	-15.1
pair	MACDhist	MACD	neg-neg	26	20.5	9.2	57.7	0.6	0.8	0.6	17.6	-15.1
pair	RSIhist	RSI	neg-neg	22	17.3	9.1	59.1	0.5	0.9	0.6	23.9	-15.1
pair	RSI	RSIhist	neg-neg	22	17.3	9.1	59.1	0.5	0.9	0.6	23.9	-15.1
pair	MRmean	SLmean	neg-pos	2	1.6	8.9	50.0	0.6	0.0	0.0	14.4	0.0
pair	SLmean	MRmean	neg-pos	2	1.6	8.9	50.0	0.6	0.0	0.0	14.4	0.0
pair	RSI	SLmean	pos-neg	2	1.6	8.9	50.0	0.6	0.0	0.0	14.4	0.0
pair	SLmean	RSI	pos-neg	2	1.6	8.9	50.0	0.6	0.0	0.0	14.4	0.0
single	RSIhist	RSIhist	pos-pos	75	59.1	8.8	57.3	0.6	1.0	0.3	15.8	-28.9
pair	RSIhist	SLmean	pos-pos	71	55.9	8.0	57.7	0.6	0.9	0.3	16.0	-28.9
pair	SLmean	RSIhist	pos-pos	71	55.9	8.0	57.7	0.6	0.9	0.3	16.0	-28.9
pair	RSIhist	SLmean	neg-neg	35	27.6	8.0	57.1	0.4	0.9	0.5	25.3	-18.0
pair	SLmean	RSIhist	neg-neg	35	27.6	8.0	57.1	0.4	0.9	0.5	25.3	-18.0
pair	RSIhist	RSmean	pos-pos	71	55.9	7.9	57.7	0.6	0.9	0.3	16.0	-28.9
pair	RSmean	RSIhist	pos-pos	71	55.9	7.9	57.7	0.6	0.9	0.3	16.0	-28.9
pair	MACDhist	RSIhist	neg-neg	30	23.6	7.8	56.7	0.4	0.8	0.4	25.4	-18.0
pair	RSIhist	MACDhist	neg-neg	30	23.6	7.8	56.7	0.4	0.8	0.4	25.4	-18.0
pair	LWTI	SLmean	neg-pos	33	26.0	7.8	54.5	0.4	0.8	0.5	24.1	-15.1
pair	SLmean	LWTI	neg-pos	33	26.0	7.8	54.5	0.4	0.8	0.5	24.1	-15.1
pair	MACDhist	LWTI	neg-neg	10	7.9	7.7	60.0	0.4	0.8	1.1	23.4	-7.0
pair	LWTI	MACDhist	neg-neg	10	7.9	7.7	60.0	0.4	0.8	1.1	23.4	-7.0
single	LWTI	LWTI	neg-neg	10	7.9	7.7	60.0	0.4	0.8	1.1	23.4	-7.0
pair	RSI	RSIhist	pos-pos	72	56.7	7.6	56.9	0.5	0.9	0.3	15.9	-28.9
pair	MRmean	RSIhist	pos-pos	72	56.7	7.6	56.9	0.5	0.9	0.3	15.9	-28.9
pair	RSIhist	MRmean	pos-pos	72	56.7	7.6	56.9	0.5	0.9	0.3	15.9	-28.9
pair	RSIhist	RSI	pos-pos	72	56.7	7.6	56.9	0.5	0.9	0.3	15.9	-28.9
pair	SLmean	MACDhist	pos-pos	58	45.7	5.9	53.4	0.4	0.6	0.3	19.3	-22.3
pair	MACDhist	SLmean	pos-pos	58	45.7	5.9	53.4	0.4	0.6	0.3	19.3	-22.3
pair	MACD	RSIhist	pos-pos	59	46.5	5.8	55.9	0.4	0.7	0.2	17.0	-28.9
pair	RSIhist	MACD	pos-pos	59	46.5	5.8	55.9	0.4	0.7	0.2	17.0	-28.9
pair	RSI	SLmean	neg-pos	16	12.6	4.7	50.0	0.3	0.7	0.3	25.9	-14.3
pair	SLmean	RSI	neg-pos	16	12.6	4.7	50.0	0.3	0.7	0.3	25.9	-14.3
pair	MACD	LWTI	neg-pos	25	19.7	4.2	56.0	0.3	0.4	0.3	16.4	-15.1
pair	LWTI	MACD	neg-pos	25	19.7	4.2	56.0	0.3	0.4	0.3	16.4	-15.1
pair	MACD	RSI	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSI	MACD	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSI	RSmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSmean	RSI	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSIhist	MACDhist	pos-pos	48	37.8	2.6	47.9	0.2	0.4	0.1	18.1	-28.9
pair	MACDhist	RSIhist	pos-pos	48	37.8	2.6	47.9	0.2	0.4	0.1	18.1	-28.9
pair	SLmean	MACD	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	SLmean	RSmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSmean	SLmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MRmean	MACD	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MACD	MRmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSmean	MRmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MRmean	RSmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MACD	SLmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	RSmean	MACD	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MACD	RSmean	neg-neg	13	10.2	2.6	53.8	0.2	0.3	0.2	23.4	-15.1
pair	MRmean	MACDhist	neg-neg	29	22.8	0.2	55.2	0.1	0.2	0.0	23.9	-18.0
pair	MACDhist	MRmean	neg-neg	29	22.8	0.2	55.2	0.1	0.2	0.0	23.9	-18.0
single	MRmean	MRmean	neg-neg	35	27.6	-0.4	54.3	0.1	0.2	-0.0	22.8	-18.0
pair	MACDhist	SLmean	neg-neg	27	21.3	-0.5	55.6	0.1	0.2	-0.0	24.6	-18.0
pair	SLmean	MACDhist	neg-neg	27	21.3	-0.5	55.6	0.1	0.2	-0.0	24.6	-18.0
pair	SLmean	MRmean	neg-neg	33	26.0	-0.9	54.5	0.1	0.1	-0.1	23.3	-18.0
pair	MRmean	SLmean	neg-neg	33	26.0	-0.9	54.5	0.1	0.1	-0.1	23.3	-18.0
pair	MRmean	MACD	neg-pos	22	17.3	-2.1	54.5	0.0	0.0	-0.1	23.0	-19.6
pair	MACD	MRmean	neg-pos	22	17.3	-2.1	54.5	0.0	0.0	-0.1	23.0	-19.6
pair	RSmean	MRmean	neg-pos	22	17.3	-2.1	54.5	0.0	0.0	-0.1	23.0	-19.6
pair	MRmean	RSmean	neg-pos	22	17.3	-2.1	54.5	0.0	0.0	-0.1	23.0	-19.6
pair	MACDhist	MRmean	neg-pos	6	4.7	-3.0	50.0	-0.1	-0.2	-0.4	18.2	-7.8
pair	MRmean	MACDhist	neg-pos	6	4.7	-3.0	50.0	-0.1	-0.2	-0.4	18.2	-7.8
pair	RSIhist	MRmean	neg-neg	32	25.2	-3.7	53.1	-0.1	-0.1	-0.2	23.4	-18.0
pair	MRmean	RSIhist	neg-neg	32	25.2	-3.7	53.1	-0.1	-0.1	-0.2	23.4	-18.0
pair	LWTI	MRmean	neg-pos	27	21.3	-5.0	51.9	-0.1	-0.2	-0.3	22.6	-19.6
pair	MRmean	LWTI	neg-pos	27	21.3	-5.0	51.9	-0.1	-0.2	-0.3	22.6	-19.6
pair	LWTI	RSmean	pos-neg	9	7.1	-5.6	55.6	-0.2	-0.3	-0.8	21.0	-7.0
pair	RSmean	LWTI	pos-neg	9	7.1	-5.6	55.6	-0.2	-0.3	-0.8	21.0	-7.0
pair	LWTI	MACD	pos-neg	9	7.1	-5.6	55.6	-0.2	-0.3	-0.8	21.0	-7.0
pair	MACD	LWTI	pos-neg	9	7.1	-5.6	55.6	-0.2	-0.3	-0.8	21.0	-7.0
pair	MACD	RSIhist	neg-neg	10	7.9	-7.2	50.0	-0.2	-0.3	-0.5	25.5	-15.1
pair	RSIhist	MACD	neg-neg	10	7.9	-7.2	50.0	-0.2	-0.3	-0.5	25.5	-15.1
pair	LWTI	SLmean	pos-neg	4	3.1	-8.3	50.0	-0.4	-0.6	-1.2	17.3	-7.0
pair	SLmean	LWTI	pos-neg	4	3.1	-8.3	50.0	-0.4	-0.6	-1.2	17.3	-7.0
pair	RSmean	MACDhist	neg-pos	1	0.8	-11.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.8	-11.7	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	RSI	LWTI	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	LWTI	MRmean	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	MRmean	LWTI	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	RSIhist	LWTI	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	LWTI	RSIhist	pos-neg	2	1.6	-22.8	50.0	-1.0	0.0	0.0	24.5	0.0
pair	MRmean	RSI	neg-pos	10	7.9	-26.9	40.0	-1.4	-2.7	-1.1	20.9	-24.5
pair	RSI	MRmean	neg-pos	10	7.9	-26.9	40.0	-1.4	-2.7	-1.1	20.9	-24.5

All Contingency Tables for CIBR

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.6 Vol 18% \| MDD -22.6% Months 86M (68%)	CAGR 90.3% \| Win 67% Sharpe 2.73 \| Sortino 31.39 \| Calmar 33.2 Vol 25% \| MDD -2.7% Months 6M (5%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR 8.9% \| Win 50% Sharpe 0.63 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (2%)	CAGR -0.9% \| Win 55% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 23% \| MDD -18.0% Months 33M (26%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
SLmean only	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.6% \| Win 61% Sharpe 0.85 \| Sortino 1.37 \| Calmar 0.6 Vol 18% \| MDD -22.6% Months 89M (70%)	CAGR 125.0% \| Win 67% Sharpe 3.30 \| Sortino 0.00 \| Calmar 121.5 Vol 26% \| MDD -1.0% Months 3M (2%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -2.1% \| Win 55% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 23% \| MDD -19.6% Months 22M (17%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
RSmean only	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.3% \| Win 61% Sharpe 0.91 \| Sortino 1.55 \| Calmar 0.8 Vol 20% \| MDD -22.6% Months 79M (62%)	CAGR 16.2% \| Win 62% Sharpe 1.62 \| Sortino 10.16 \| Calmar 7.3 Vol 10% \| MDD -2.2% Months 13M (10%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -2.1% \| Win 55% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 23% \| MDD -19.6% Months 22M (17%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
MACD only	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)	-	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -26.9% \| Win 40% Sharpe -1.38 \| Sortino -2.71 \| Calmar -1.1 Vol 21% \| MDD -24.5% Months 10M (8%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
RSI only	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 55% Sharpe 0.66 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -22.3% Months 64M (50%)	CAGR 29.9% \| Win 75% Sharpe 2.04 \| Sortino 3.54 \| Calmar 4.3 Vol 13% \| MDD -7.0% Months 28M (22%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -3.0% \| Win 50% Sharpe -0.09 \| Sortino -0.16 \| Calmar -0.4 Vol 18% \| MDD -7.8% Months 6M (5%)	CAGR 0.2% \| Win 55% Sharpe 0.12 \| Sortino 0.23 \| Calmar 0.0 Vol 24% \| MDD -18.0% Months 29M (23%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.6% \| Win 57% Sharpe 0.54 \| Sortino 0.87 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 72M (57%)	CAGR 59.1% \| Win 75% Sharpe 2.07 \| Sortino 2.82 \| Calmar 3.9 Vol 24% \| MDD -15.3% Months 20M (16%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR 43.1% \| Win 67% Sharpe 2.62 \| Sortino 0.00 \| Calmar 34.8 Vol 14% \| MDD -1.2% Months 3M (2%)	CAGR -3.7% \| Win 53% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 23% \| MDD -18.0% Months 32M (25%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 61% Sharpe 1.00 \| Sortino 1.67 \| Calmar 1.0 Vol 18% \| MDD -18.2% Months 90M (71%)	CAGR -22.8% \| Win 50% Sharpe -0.98 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 2M (2%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -5.0% \| Win 52% Sharpe -0.12 \| Sortino -0.21 \| Calmar -0.3 Vol 23% \| MDD -19.6% Months 27M (21%)	CAGR 17.0% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 2.4 Vol 24% \| MDD -7.0% Months 8M (6%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 60% Sharpe 0.67 \| Sortino 1.00 \| Calmar 0.5 Vol 17% \| MDD -21.5% Months 85M (67%)	CAGR 125.0% \| Win 67% Sharpe 3.30 \| Sortino 0.00 \| Calmar 121.5 Vol 26% \| MDD -1.0% Months 3M (2%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 13.2% \| Win 58% Sharpe 0.61 \| Sortino 1.43 \| Calmar 0.7 Vol 25% \| MDD -18.0% Months 26M (20%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
RSmean only	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 12.6% \| Win 60% Sharpe 0.73 \| Sortino 1.16 \| Calmar 0.6 Vol 19% \| MDD -21.5% Months 75M (59%)	CAGR 16.2% \| Win 62% Sharpe 1.62 \| Sortino 10.16 \| Calmar 7.3 Vol 10% \| MDD -2.2% Months 13M (10%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 13.2% \| Win 58% Sharpe 0.61 \| Sortino 1.43 \| Calmar 0.7 Vol 25% \| MDD -18.0% Months 26M (20%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
MACD only	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.2% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.6 Vol 18% \| MDD -22.6% Months 86M (68%)	CAGR 8.9% \| Win 50% Sharpe 0.63 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (2%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 4.7% \| Win 50% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.3 Vol 26% \| MDD -14.3% Months 16M (13%)	CAGR 13.1% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.9 Vol 24% \| MDD -15.1% Months 23M (18%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
RSI only	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 5.9% \| Win 53% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -22.3% Months 58M (46%)	CAGR 28.4% \| Win 73% Sharpe 1.97 \| Sortino 3.66 \| Calmar 4.0 Vol 13% \| MDD -7.0% Months 30M (24%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 35.9% \| Win 58% Sharpe 1.43 \| Sortino 3.99 \| Calmar 4.6 Vol 24% \| MDD -7.8% Months 12M (9%)	CAGR -0.5% \| Win 56% Sharpe 0.10 \| Sortino 0.19 \| Calmar -0.0 Vol 25% \| MDD -18.0% Months 27M (21%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 58% Sharpe 0.56 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 71M (56%)	CAGR 37.1% \| Win 71% Sharpe 1.51 \| Sortino 1.91 \| Calmar 2.2 Vol 23% \| MDD -17.1% Months 17M (13%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 23.8% \| Win 50% Sharpe 1.55 \| Sortino 15.47 \| Calmar 13.0 Vol 14% \| MDD -1.8% Months 4M (3%)	CAGR 8.0% \| Win 57% Sharpe 0.43 \| Sortino 0.91 \| Calmar 0.4 Vol 25% \| MDD -18.0% Months 35M (28%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.3% \| Win 61% Sharpe 0.85 \| Sortino 1.31 \| Calmar 0.9 Vol 18% \| MDD -16.7% Months 84M (66%)	CAGR -8.3% \| Win 50% Sharpe -0.43 \| Sortino -0.64 \| Calmar -1.2 Vol 17% \| MDD -7.0% Months 4M (3%)	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)
SLmean neg	CAGR 7.8% \| Win 55% Sharpe 0.43 \| Sortino 0.82 \| Calmar 0.5 Vol 24% \| MDD -15.1% Months 33M (26%)	CAGR 19.9% \| Win 67% Sharpe 0.78 \| Sortino 1.68 \| Calmar 4.1 Vol 28% \| MDD -4.9% Months 6M (5%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 59% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.4 Vol 20% \| MDD -28.3% Months 98M (77%)	CAGR 16.2% \| Win 62% Sharpe 1.62 \| Sortino 10.16 \| Calmar 7.3 Vol 10% \| MDD -2.2% Months 13M (10%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)
RSmean neg	CAGR 125.0% \| Win 67% Sharpe 3.30 \| Sortino 0.00 \| Calmar 121.5 Vol 26% \| MDD -1.0% Months 3M (2%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)
MACD only	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 59% Sharpe 0.58 \| Sortino 0.93 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 99M (78%)	CAGR 24.8% \| Win 67% Sharpe 1.08 \| Sortino 2.16 \| Calmar 2.5 Vol 23% \| MDD -10.1% Months 12M (9%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)
RSmean neg	CAGR 125.0% \| Win 67% Sharpe 3.30 \| Sortino 0.00 \| Calmar 121.5 Vol 26% \| MDD -1.0% Months 3M (2%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)
RSI only	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 55% Sharpe 0.61 \| Sortino 1.09 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 69M (54%)	CAGR 11.3% \| Win 67% Sharpe 0.70 \| Sortino 0.99 \| Calmar 0.6 Vol 17% \| MDD -18.0% Months 42M (33%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)
RSmean neg	CAGR -11.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 21.2% \| Win 60% Sharpe 0.88 \| Sortino 1.41 \| Calmar 1.4 Vol 26% \| MDD -15.1% Months 15M (12%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 58% Sharpe 0.56 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 71M (56%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.44 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 40M (32%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)
RSmean neg	CAGR 26.8% \| Win 50% Sharpe 1.82 \| Sortino 47.69 \| Calmar 21.7 Vol 14% \| MDD -1.2% Months 4M (3%)	CAGR 16.3% \| Win 58% Sharpe 0.67 \| Sortino 1.17 \| Calmar 1.1 Vol 28% \| MDD -15.1% Months 12M (9%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 12.7% \| Win 60% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 19% \| MDD -25.1% Months 102M (80%)	CAGR -5.6% \| Win 56% Sharpe -0.18 \| Sortino -0.32 \| Calmar -0.8 Vol 21% \| MDD -7.0% Months 9M (7%)	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)
RSmean neg	CAGR 10.6% \| Win 53% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.7 Vol 24% \| MDD -15.1% Months 15M (12%)	CAGR 251.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 11.2% \| Win 58% Sharpe 0.63 \| Sortino 1.07 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 89M (70%)	CAGR 24.8% \| Win 67% Sharpe 1.08 \| Sortino 2.16 \| Calmar 2.5 Vol 23% \| MDD -10.1% Months 12M (9%)	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)
MACD neg	CAGR 16.2% \| Win 62% Sharpe 1.62 \| Sortino 10.16 \| Calmar 7.3 Vol 10% \| MDD -2.2% Months 13M (10%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)
RSI only	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 17.9% \| Win 71% Sharpe 0.88 \| Sortino 1.59 \| Calmar 1.0 Vol 21% \| MDD -18.0% Months 31M (24%)	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)
MACD neg	-	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.8% \| Win 56% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -28.9% Months 59M (46%)	CAGR 23.3% \| Win 64% Sharpe 0.99 \| Sortino 1.87 \| Calmar 0.8 Vol 24% \| MDD -27.5% Months 42M (33%)	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)
MACD neg	CAGR 20.8% \| Win 62% Sharpe 1.90 \| Sortino 13.67 \| Calmar 9.4 Vol 10% \| MDD -2.2% Months 16M (13%)	CAGR -7.2% \| Win 50% Sharpe -0.17 \| Sortino -0.28 \| Calmar -0.5 Vol 26% \| MDD -15.1% Months 10M (8%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.7% \| Win 60% Sharpe 0.78 \| Sortino 1.35 \| Calmar 0.6 Vol 20% \| MDD -25.1% Months 92M (72%)	CAGR -5.6% \| Win 56% Sharpe -0.18 \| Sortino -0.32 \| Calmar -0.8 Vol 21% \| MDD -7.0% Months 9M (7%)	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)
MACD neg	CAGR 4.2% \| Win 56% Sharpe 0.33 \| Sortino 0.41 \| Calmar 0.3 Vol 16% \| MDD -15.1% Months 25M (20%)	CAGR 251.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 14.7% \| Win 69% Sharpe 0.89 \| Sortino 1.17 \| Calmar 0.8 Vol 17% \| MDD -18.4% Months 32M (25%)	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)
RSI neg	-	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 7.6% \| Win 57% Sharpe 0.54 \| Sortino 0.87 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 72M (57%)	CAGR 22.8% \| Win 63% Sharpe 0.94 \| Sortino 1.71 \| Calmar 1.1 Vol 25% \| MDD -20.2% Months 30M (24%)	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)
RSI neg	CAGR 43.1% \| Win 67% Sharpe 2.62 \| Sortino 0.00 \| Calmar 34.8 Vol 14% \| MDD -1.2% Months 3M (2%)	CAGR 9.1% \| Win 59% Sharpe 0.48 \| Sortino 0.86 \| Calmar 0.6 Vol 24% \| MDD -15.1% Months 22M (17%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.7% \| Win 59% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.6 Vol 19% \| MDD -22.5% Months 100M (79%)	CAGR -22.8% \| Win 50% Sharpe -0.98 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 2M (2%)	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)
RSI neg	CAGR 10.7% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.7 Vol 23% \| MDD -15.1% Months 17M (13%)	CAGR 17.0% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 2.4 Vol 24% \| MDD -7.0% Months 8M (6%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 2.6% \| Win 48% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -28.9% Months 48M (38%)	CAGR 30.3% \| Win 68% Sharpe 1.25 \| Sortino 2.08 \| Calmar 2.6 Vol 24% \| MDD -11.6% Months 22M (17%)	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)
MACDhist neg	CAGR 20.9% \| Win 74% Sharpe 1.92 \| Sortino 2.67 \| Calmar 3.0 Vol 10% \| MDD -7.0% Months 27M (21%)	CAGR 7.8% \| Win 57% Sharpe 0.42 \| Sortino 0.80 \| Calmar 0.4 Vol 25% \| MDD -18.0% Months 30M (24%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)
RSIhist only	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	-	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)
MACDhist neg	CAGR 15.2% \| Win 66% Sharpe 0.84 \| Sortino 1.18 \| Calmar 1.0 Vol 19% \| MDD -15.1% Months 47M (37%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 9.8% \| Win 57% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 73M (58%)	CAGR -22.8% \| Win 50% Sharpe -0.98 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 2M (2%)	CAGR 8.8% \| Win 57% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -28.9% Months 75M (59%)
RSIhist neg	CAGR 16.7% \| Win 61% Sharpe 0.75 \| Sortino 1.37 \| Calmar 0.7 Vol 25% \| MDD -24.2% Months 44M (35%)	CAGR 17.0% \| Win 62% Sharpe 0.76 \| Sortino 1.31 \| Calmar 2.4 Vol 24% \| MDD -7.0% Months 8M (6%)	CAGR 16.8% \| Win 62% Sharpe 0.76 \| Sortino 1.40 \| Calmar 0.6 Vol 24% \| MDD -27.5% Months 52M (41%)
LWTI only	CAGR 12.4% \| Win 59% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -25.1% Months 117M (92%)	CAGR 7.7% \| Win 60% Sharpe 0.42 \| Sortino 0.85 \| Calmar 1.1 Vol 23% \| MDD -7.0% Months 10M (8%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.6 Vol 18% \| MDD -22.6% Months 86M (68%)	CAGR 90.3% \| Win 67% Sharpe 2.73 \| Sortino 31.39 \| Calmar 33.2 Vol 25% \| MDD -2.7% Months 6M (5%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR 8.9% \| Win 50% Sharpe 0.63 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (2%)	CAGR -0.9% \| Win 55% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 23% \| MDD -18.0% Months 33M (26%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
SLmean only	CAGR 13.1% \| Win 60% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.6 Vol 18% \| MDD -21.5% Months 88M (69%)	CAGR 9.5% \| Win 56% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.5 Vol 24% \| MDD -18.0% Months 39M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.6% \| Win 61% Sharpe 0.85 \| Sortino 1.37 \| Calmar 0.6 Vol 18% \| MDD -22.6% Months 89M (70%)	CAGR 125.0% \| Win 67% Sharpe 3.30 \| Sortino 0.00 \| Calmar 121.5 Vol 26% \| MDD -1.0% Months 3M (2%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -2.1% \| Win 55% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 23% \| MDD -19.6% Months 22M (17%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
RSmean only	CAGR 11.1% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 111M (87%)	CAGR 18.9% \| Win 56% Sharpe 0.82 \| Sortino 1.30 \| Calmar 1.2 Vol 25% \| MDD -15.1% Months 16M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.3% \| Win 61% Sharpe 0.91 \| Sortino 1.55 \| Calmar 0.8 Vol 20% \| MDD -22.6% Months 79M (62%)	CAGR 16.2% \| Win 62% Sharpe 1.62 \| Sortino 10.16 \| Calmar 7.3 Vol 10% \| MDD -2.2% Months 13M (10%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -2.1% \| Win 55% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 23% \| MDD -19.6% Months 22M (17%)	CAGR 2.6% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.2 Vol 23% \| MDD -15.1% Months 13M (10%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
MACD only	CAGR 12.8% \| Win 59% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -28.3% Months 101M (80%)	CAGR 9.2% \| Win 58% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.6 Vol 18% \| MDD -15.1% Months 26M (20%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)	-	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -26.9% \| Win 40% Sharpe -1.38 \| Sortino -2.71 \| Calmar -1.1 Vol 21% \| MDD -24.5% Months 10M (8%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
RSI only	CAGR 11.8% \| Win 59% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -26.6% Months 102M (80%)	CAGR 12.7% \| Win 60% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.8 Vol 23% \| MDD -15.1% Months 25M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 55% Sharpe 0.66 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -22.3% Months 64M (50%)	CAGR 29.9% \| Win 75% Sharpe 2.04 \| Sortino 3.54 \| Calmar 4.3 Vol 13% \| MDD -7.0% Months 28M (22%)	CAGR 17.1% \| Win 61% Sharpe 0.95 \| Sortino 1.58 \| Calmar 0.8 Vol 18% \| MDD -22.6% Months 92M (72%)
MRmean neg	CAGR -3.0% \| Win 50% Sharpe -0.09 \| Sortino -0.16 \| Calmar -0.4 Vol 18% \| MDD -7.8% Months 6M (5%)	CAGR 0.2% \| Win 55% Sharpe 0.12 \| Sortino 0.23 \| Calmar 0.0 Vol 24% \| MDD -18.0% Months 29M (23%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -18.0% Months 35M (28%)
MACDhist only	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 20% \| MDD -24.6% Months 70M (55%)	CAGR 13.8% \| Win 65% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.8 Vol 20% \| MDD -18.0% Months 57M (45%)