COLO - Global X MSCI Colombia ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

122.1%

Best CAGR

Total Months

8.5%

Avg CAGR

COLO 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 COLO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MACDhist	neg-neg	13	6.1	122.1	92.3	3.4	0.0	15.9	25.2	-7.7
pair	MACDhist	RSmean	neg-neg	13	6.1	122.1	92.3	3.4	0.0	15.9	25.2	-7.7
pair	RSmean	RSI	neg-pos	13	6.1	117.4	84.6	3.1	6.0	15.3	26.6	-7.7
pair	RSI	RSmean	neg-pos	13	6.1	117.4	84.6	3.1	6.0	15.3	26.6	-7.7
pair	MRmean	RSmean	pos-neg	2	0.9	52.4	50.0	1.6	0.0	26.0	28.2	-2.0
pair	RSmean	MRmean	pos-neg	2	0.9	52.4	50.0	1.6	0.0	26.0	28.2	-2.0
pair	RSmean	SLmean	pos-neg	2	0.9	52.4	50.0	1.6	0.0	26.0	28.2	-2.0
pair	SLmean	RSmean	pos-neg	2	0.9	52.4	50.0	1.6	0.0	26.0	28.2	-2.0
pair	MRmean	RSI	neg-pos	21	9.9	47.8	66.7	1.5	3.2	3.9	29.3	-12.2
pair	RSI	MRmean	neg-pos	21	9.9	47.8	66.7	1.5	3.2	3.9	29.3	-12.2
pair	RSmean	RSIhist	neg-neg	15	7.1	39.6	86.7	1.0	0.6	1.1	45.4	-36.3
pair	RSIhist	RSmean	neg-neg	15	7.1	39.6	86.7	1.0	0.6	1.1	45.4	-36.3
pair	RSI	SLmean	neg-pos	34	16.0	38.7	67.6	1.4	2.6	1.6	25.6	-23.8
pair	SLmean	RSI	neg-pos	34	16.0	38.7	67.6	1.4	2.6	1.6	25.6	-23.8
pair	SLmean	LWTI	neg-neg	31	14.6	37.2	67.7	1.2	2.0	1.2	31.2	-32.0
pair	LWTI	SLmean	neg-neg	31	14.6	37.2	67.7	1.2	2.0	1.2	31.2	-32.0
pair	RSmean	LWTI	neg-pos	17	8.0	37.2	82.4	1.0	0.7	1.0	43.5	-38.3
pair	LWTI	RSmean	neg-pos	17	8.0	37.2	82.4	1.0	0.7	1.0	43.5	-38.3
pair	RSIhist	LWTI	neg-neg	30	14.2	34.9	66.7	1.1	1.9	1.1	31.6	-32.0
pair	LWTI	RSIhist	neg-neg	30	14.2	34.9	66.7	1.1	1.9	1.1	31.6	-32.0
pair	RSI	RSIhist	pos-neg	48	22.6	33.8	60.4	1.4	3.1	2.0	23.1	-17.1
pair	RSIhist	RSI	pos-neg	48	22.6	33.8	60.4	1.4	3.1	2.0	23.1	-17.1
pair	MACDhist	MACD	neg-neg	76	35.8	33.6	65.8	1.2	2.2	0.7	28.6	-47.8
pair	MACD	MACDhist	neg-neg	76	35.8	33.6	65.8	1.2	2.2	0.7	28.6	-47.8
pair	RSmean	MACD	neg-neg	18	8.5	33.0	77.8	0.9	0.7	0.8	42.5	-39.6
single	RSmean	RSmean	neg-neg	18	8.5	33.0	77.8	0.9	0.7	0.8	42.5	-39.6
pair	MACD	RSmean	neg-neg	18	8.5	33.0	77.8	0.9	0.7	0.8	42.5	-39.6
pair	RSmean	MRmean	neg-neg	16	7.5	30.8	81.2	0.8	0.6	0.8	44.6	-38.3
pair	SLmean	RSmean	neg-neg	16	7.5	30.8	81.2	0.8	0.6	0.8	44.6	-38.3
pair	MRmean	RSmean	neg-neg	16	7.5	30.8	81.2	0.8	0.6	0.8	44.6	-38.3
pair	RSmean	SLmean	neg-neg	16	7.5	30.8	81.2	0.8	0.6	0.8	44.6	-38.3
pair	MRmean	RSIhist	pos-neg	29	13.7	30.6	58.6	1.6	6.2	5.5	17.8	-5.6
pair	RSIhist	MRmean	pos-neg	29	13.7	30.6	58.6	1.6	6.2	5.5	17.8	-5.6
pair	MACD	RSIhist	neg-neg	66	31.1	30.4	66.7	1.0	1.2	0.8	32.3	-40.5
pair	RSIhist	MACD	neg-neg	66	31.1	30.4	66.7	1.0	1.2	0.8	32.3	-40.5
pair	MACD	SLmean	neg-neg	70	33.0	30.0	70.0	1.0	1.2	0.7	31.5	-42.9
pair	SLmean	MACD	neg-neg	70	33.0	30.0	70.0	1.0	1.2	0.7	31.5	-42.9
pair	SLmean	MRmean	pos-neg	22	10.4	29.4	72.7	1.5	2.1	2.9	18.2	-10.3
pair	MRmean	SLmean	pos-neg	22	10.4	29.4	72.7	1.5	2.1	2.9	18.2	-10.3
pair	MACDhist	LWTI	neg-neg	47	22.2	28.5	66.0	1.0	1.8	0.7	30.5	-40.3
pair	LWTI	MACDhist	neg-neg	47	22.2	28.5	66.0	1.0	1.8	0.7	30.5	-40.3
pair	MRmean	LWTI	neg-neg	35	16.5	24.3	62.9	0.8	1.6	0.6	32.9	-40.3
pair	LWTI	MRmean	neg-neg	35	16.5	24.3	62.9	0.8	1.6	0.6	32.9	-40.3
pair	MACDhist	RSI	pos-neg	57	26.9	23.3	61.4	1.0	2.1	1.1	23.0	-21.6
pair	RSI	MACDhist	pos-neg	57	26.9	23.3	61.4	1.0	2.1	1.1	23.0	-21.6
pair	MACDhist	MRmean	pos-neg	40	18.9	22.5	62.5	1.1	2.2	1.6	20.5	-14.5
pair	MRmean	MACDhist	pos-neg	40	18.9	22.5	62.5	1.1	2.2	1.6	20.5	-14.5
pair	MRmean	MACD	neg-neg	63	29.7	22.4	65.1	0.8	1.0	0.5	34.1	-47.8
pair	LWTI	RSI	neg-neg	41	19.3	22.4	61.0	0.8	1.6	0.6	32.9	-40.3
pair	RSI	LWTI	neg-neg	41	19.3	22.4	61.0	0.8	1.6	0.6	32.9	-40.3
pair	MACD	MRmean	neg-neg	63	29.7	22.4	65.1	0.8	1.0	0.5	34.1	-47.8
pair	RSI	MRmean	pos-neg	29	13.7	22.2	62.1	1.0	2.4	1.1	22.8	-20.4
pair	MRmean	RSI	pos-neg	29	13.7	22.2	62.1	1.0	2.4	1.1	22.8	-20.4
pair	MACDhist	SLmean	neg-neg	71	33.5	21.9	62.0	0.8	1.4	0.4	28.9	-50.2
pair	SLmean	MACDhist	neg-neg	71	33.5	21.9	62.0	0.8	1.4	0.4	28.9	-50.2
pair	MACDhist	RSIhist	neg-neg	85	40.1	17.6	58.8	0.7	1.3	0.3	27.5	-52.2
pair	RSIhist	MACDhist	neg-neg	85	40.1	17.6	58.8	0.7	1.3	0.3	27.5	-52.2
single	MACDhist	MACDhist	neg-neg	112	52.8	16.3	59.8	0.7	1.2	0.3	27.2	-59.0
pair	RSI	MACD	neg-pos	48	22.6	15.9	60.4	0.7	1.3	0.3	25.5	-47.8
pair	MACD	RSI	neg-pos	48	22.6	15.9	60.4	0.7	1.3	0.3	25.5	-47.8
pair	MACD	LWTI	neg-neg	48	22.6	15.5	58.3	0.6	1.2	0.4	31.2	-40.3
pair	LWTI	MACD	neg-neg	48	22.6	15.5	58.3	0.6	1.2	0.4	31.2	-40.3
pair	RSIhist	SLmean	neg-neg	86	40.6	15.4	61.6	0.6	0.8	0.3	31.6	-56.7
pair	SLmean	RSIhist	neg-neg	86	40.6	15.4	61.6	0.6	0.8	0.3	31.6	-56.7
single	SLmean	SLmean	neg-neg	100	47.2	15.3	64.0	0.6	0.8	0.3	30.1	-52.6
pair	RSIhist	SLmean	neg-pos	14	6.6	14.9	78.6	0.8	1.8	0.9	18.6	-15.8
pair	SLmean	RSIhist	neg-pos	14	6.6	14.9	78.6	0.8	1.8	0.9	18.6	-15.8
pair	LWTI	RSmean	pos-neg	55	25.9	14.2	60.0	0.6	1.1	0.3	30.9	-40.3
pair	RSmean	LWTI	pos-neg	55	25.9	14.2	60.0	0.6	1.1	0.3	30.9	-40.3
single	RSIhist	RSIhist	neg-neg	106	50.0	13.6	59.4	0.6	0.8	0.2	29.4	-58.4
single	MACD	MACD	neg-neg	129	60.8	13.5	60.5	0.6	0.8	0.3	28.7	-49.1
single	LWTI	LWTI	neg-neg	56	26.4	13.4	58.9	0.6	1.1	0.3	30.7	-40.3
pair	MRmean	MACDhist	neg-neg	72	34.0	13.1	58.3	0.6	1.1	0.2	30.4	-56.3
pair	MACDhist	MRmean	neg-neg	72	34.0	13.1	58.3	0.6	1.1	0.2	30.4	-56.3
pair	SLmean	RSmean	neg-pos	84	39.6	12.6	60.7	0.6	0.9	0.2	26.7	-52.2
pair	RSmean	SLmean	neg-pos	84	39.6	12.6	60.7	0.6	0.9	0.2	26.7	-52.2
pair	LWTI	RSI	pos-pos	104	49.1	12.5	59.6	0.6	1.0	0.2	23.5	-62.9
pair	RSI	LWTI	pos-pos	104	49.1	12.5	59.6	0.6	1.0	0.2	23.5	-62.9
pair	MACD	LWTI	neg-pos	81	38.2	12.4	61.7	0.6	0.7	0.2	27.4	-55.3
pair	LWTI	MACD	neg-pos	81	38.2	12.4	61.7	0.6	0.7	0.2	27.4	-55.3
pair	MACDhist	RSIhist	neg-pos	27	12.7	12.3	63.0	0.6	1.0	0.5	26.6	-25.2
pair	RSIhist	MACDhist	neg-pos	27	12.7	12.3	63.0	0.6	1.0	0.5	26.6	-25.2
pair	RSI	MACD	neg-neg	81	38.2	12.2	60.5	0.5	0.7	0.2	30.6	-47.8
pair	MACD	RSI	neg-neg	81	38.2	12.2	60.5	0.5	0.7	0.2	30.6	-47.8
pair	MRmean	SLmean	neg-neg	78	36.8	11.6	61.5	0.5	0.7	0.2	32.7	-57.8
pair	SLmean	MRmean	neg-neg	78	36.8	11.6	61.5	0.5	0.7	0.2	32.7	-57.8
pair	MACD	RSmean	pos-neg	111	52.4	10.6	57.7	0.5	1.0	0.2	26.0	-47.8
pair	RSmean	MACD	pos-neg	111	52.4	10.6	57.7	0.5	1.0	0.2	26.0	-47.8
pair	RSI	RSIhist	neg-pos	35	16.5	9.9	57.1	0.5	1.1	0.5	25.1	-19.3
pair	RSIhist	RSI	neg-pos	35	16.5	9.9	57.1	0.5	1.1	0.5	25.1	-19.3
pair	RSIhist	RSmean	pos-neg	91	42.9	9.8	54.9	0.5	0.8	0.2	26.0	-56.9
pair	RSmean	RSIhist	pos-neg	91	42.9	9.8	54.9	0.5	0.8	0.2	26.0	-56.9
single	RSI	RSI	pos-pos	119	56.1	9.7	58.8	0.5	0.8	0.1	23.4	-67.0
pair	RSI	MACDhist	neg-neg	55	25.9	9.5	58.2	0.4	0.8	0.2	31.1	-56.2
pair	MACDhist	RSI	neg-neg	55	25.9	9.5	58.2	0.4	0.8	0.2	31.1	-56.2
pair	RSI	RSmean	pos-neg	88	41.5	9.3	58.0	0.5	0.8	0.2	28.0	-57.9
pair	RSmean	RSI	pos-neg	88	41.5	9.3	58.0	0.5	0.8	0.2	28.0	-57.9
pair	MRmean	LWTI	pos-pos	106	50.0	9.0	59.4	0.5	0.8	0.2	20.9	-44.5
pair	LWTI	MRmean	pos-pos	106	50.0	9.0	59.4	0.5	0.8	0.2	20.9	-44.5
pair	MACD	MRmean	pos-pos	61	28.8	8.5	60.7	0.5	0.6	0.2	21.6	-43.4
pair	MRmean	MACD	pos-pos	61	28.8	8.5	60.7	0.5	0.6	0.2	21.6	-43.4
pair	MACDhist	LWTI	neg-pos	65	30.7	8.2	55.4	0.4	0.8	0.1	24.6	-57.9
pair	LWTI	MACDhist	neg-pos	65	30.7	8.2	55.4	0.4	0.8	0.1	24.6	-57.9
pair	MRmean	RSIhist	neg-neg	77	36.3	7.8	59.7	0.4	0.5	0.1	32.8	-63.2
pair	RSIhist	MRmean	neg-neg	77	36.3	7.8	59.7	0.4	0.5	0.1	32.8	-63.2
pair	SLmean	MACDhist	pos-neg	41	19.3	7.3	56.1	0.4	0.8	0.2	24.1	-36.0
pair	MACDhist	SLmean	pos-neg	41	19.3	7.3	56.1	0.4	0.8	0.2	24.1	-36.0
single	MRmean	MRmean	pos-pos	127	59.9	7.0	58.3	0.4	0.7	0.1	21.9	-47.8
pair	MACDhist	RSmean	pos-neg	99	46.7	6.9	55.6	0.4	0.7	0.1	26.6	-59.0
pair	RSmean	MACDhist	pos-neg	99	46.7	6.9	55.6	0.4	0.7	0.1	26.6	-59.0
pair		benchmark___benchmark_	benchmark-benchmark	212	100.0	6.7	58.5	0.4	0.5	0.1	26.7	-71.3
pair	benchmark___benchmark_		benchmark-benchmark	212	100.0	6.7	58.5	0.4	0.5	0.1	26.7	-71.3
pair	SLmean	LWTI	neg-pos	69	32.5	6.6	62.3	0.4	0.4	0.1	29.5	-62.1
pair	LWTI	SLmean	neg-pos	69	32.5	6.6	62.3	0.4	0.4	0.1	29.5	-62.1
pair	SLmean	RSIhist	pos-neg	20	9.4	6.5	50.0	0.5	1.2	0.4	17.3	-15.5
pair	RSIhist	SLmean	pos-neg	20	9.4	6.5	50.0	0.5	1.2	0.4	17.3	-15.5
pair	MRmean	RSmean	pos-pos	125	59.0	6.4	58.4	0.4	0.6	0.1	21.9	-51.3
pair	RSmean	MRmean	pos-pos	125	59.0	6.4	58.4	0.4	0.6	0.1	21.9	-51.3
single	MRmean	MRmean	neg-neg	85	40.1	6.4	58.8	0.4	0.5	0.1	32.7	-58.0
pair	LWTI	RSIhist	neg-pos	76	35.8	6.2	56.6	0.4	0.4	0.1	28.5	-65.4
pair	RSIhist	LWTI	neg-pos	76	35.8	6.2	56.6	0.4	0.4	0.1	28.5	-65.4
pair	MACD	RSI	pos-pos	71	33.5	5.7	57.7	0.4	0.5	0.1	22.0	-48.2
pair	MRmean	MACD	pos-neg	66	31.1	5.7	56.1	0.3	0.7	0.2	22.3	-26.6
pair	MACD	MRmean	pos-neg	66	31.1	5.7	56.1	0.3	0.7	0.2	22.3	-26.6
pair	RSI	MACD	pos-pos	71	33.5	5.7	57.7	0.4	0.5	0.1	22.0	-48.2
pair	MACDhist	MACD	pos-pos	47	22.2	5.6	61.7	0.3	0.4	0.1	23.8	-48.1
pair	MACD	MACDhist	pos-pos	47	22.2	5.6	61.7	0.3	0.4	0.1	23.8	-48.1
pair	SLmean	RSI	neg-neg	66	31.1	4.8	62.1	0.3	0.4	0.1	32.0	-52.0
pair	RSI	SLmean	neg-neg	66	31.1	4.8	62.1	0.3	0.4	0.1	32.0	-52.0
single	RSmean	RSmean	pos-pos	194	91.5	4.6	56.7	0.3	0.5	0.1	24.8	-64.3
pair	RSmean	RSIhist	neg-pos	3	1.4	4.6	33.3	0.2	0.8	0.6	27.5	-7.6
pair	RSIhist	RSmean	neg-pos	3	1.4	4.6	33.3	0.2	0.8	0.6	27.5	-7.6
single	LWTI	LWTI	pos-pos	156	73.6	4.4	58.3	0.3	0.4	0.1	25.2	-82.8
pair	MACD	RSIhist	pos-pos	43	20.3	3.5	62.8	0.3	0.3	0.1	23.6	-42.7
pair	RSIhist	MACD	pos-pos	43	20.3	3.5	62.8	0.3	0.3	0.1	23.6	-42.7
single	RSI	RSI	neg-neg	93	43.9	3.1	58.1	0.3	0.3	0.1	30.5	-57.9
pair	SLmean	MACD	pos-pos	53	25.0	3.1	58.5	0.2	0.3	0.1	22.0	-43.8
pair	MACD	SLmean	pos-pos	53	25.0	3.1	58.5	0.2	0.3	0.1	22.0	-43.8
pair	MRmean	RSI	pos-pos	98	46.2	2.9	57.1	0.2	0.3	0.0	21.6	-64.0
pair	RSI	MRmean	pos-pos	98	46.2	2.9	57.1	0.2	0.3	0.0	21.6	-64.0
pair	RSIhist	LWTI	pos-pos	80	37.7	2.8	60.0	0.2	0.3	0.1	21.8	-54.2
pair	LWTI	RSIhist	pos-pos	80	37.7	2.8	60.0	0.2	0.3	0.1	21.8	-54.2
pair	SLmean	MRmean	pos-pos	105	49.5	2.8	55.2	0.2	0.4	0.0	22.5	-62.4
pair	MRmean	SLmean	pos-pos	105	49.5	2.8	55.2	0.2	0.4	0.0	22.5	-62.4
pair	LWTI	SLmean	pos-pos	87	41.0	2.7	55.2	0.2	0.3	0.0	21.3	-64.2
pair	SLmean	LWTI	pos-pos	87	41.0	2.7	55.2	0.2	0.3	0.0	21.3	-64.2
pair	MACDhist	RSmean	pos-pos	95	44.8	2.3	57.9	0.2	0.3	0.0	22.9	-59.0
pair	RSmean	MACDhist	pos-pos	95	44.8	2.3	57.9	0.2	0.3	0.0	22.9	-59.0
pair	LWTI	MACD	pos-neg	8	3.8	1.9	62.5	0.2	0.2	0.1	29.0	-20.8
pair	MACD	LWTI	pos-neg	8	3.8	1.9	62.5	0.2	0.2	0.1	29.0	-20.8
pair	LWTI	MACDhist	pos-pos	91	42.9	1.8	60.4	0.2	0.2	0.0	25.8	-62.4
pair	MACDhist	LWTI	pos-pos	91	42.9	1.8	60.4	0.2	0.2	0.0	25.8	-62.4
pair	RSmean	MRmean	neg-pos	69	32.5	1.4	53.6	0.2	0.3	0.0	29.5	-58.0
pair	MRmean	RSmean	neg-pos	69	32.5	1.4	53.6	0.2	0.3	0.0	29.5	-58.0
pair	RSmean	LWTI	pos-pos	139	65.6	1.0	55.4	0.2	0.2	0.0	21.9	-74.6
pair	LWTI	RSmean	pos-pos	139	65.6	1.0	55.4	0.2	0.2	0.0	21.9	-74.6
pair	MRmean	RSIhist	pos-pos	98	46.2	0.9	58.2	0.1	0.2	0.0	22.8	-59.1
pair	RSIhist	MRmean	pos-pos	98	46.2	0.9	58.2	0.1	0.2	0.0	22.8	-59.1
pair	RSmean	RSI	pos-pos	106	50.0	0.8	55.7	0.1	0.2	0.0	21.8	-69.2
pair	RSI	RSmean	pos-pos	106	50.0	0.8	55.7	0.1	0.2	0.0	21.8	-69.2
pair	MRmean	MACDhist	pos-pos	87	41.0	0.6	56.3	0.1	0.2	0.0	22.4	-61.3
pair	MACDhist	MRmean	pos-pos	87	41.0	0.6	56.3	0.1	0.2	0.0	22.4	-61.3
pair	MACDhist	SLmean	neg-pos	29	13.7	0.6	69.0	0.2	0.2	0.0	33.0	-50.6
pair	SLmean	MACDhist	neg-pos	29	13.7	0.6	69.0	0.2	0.2	0.0	33.0	-50.6
single	RSIhist	RSIhist	pos-pos	106	50.0	0.3	57.5	0.1	0.2	0.0	23.7	-61.0
pair	RSmean	RSIhist	pos-pos	103	48.6	0.2	58.3	0.1	0.2	0.0	23.7	-61.4
pair	RSIhist	RSmean	pos-pos	103	48.6	0.2	58.3	0.1	0.2	0.0	23.7	-61.4
pair	SLmean	RSI	pos-pos	85	40.1	-0.2	55.3	0.1	0.1	-0.0	22.0	-67.4
pair	RSI	SLmean	pos-pos	85	40.1	-0.2	55.3	0.1	0.1	-0.0	22.0	-67.4
single	SLmean	SLmean	pos-pos	112	52.8	-0.4	53.6	0.1	0.2	-0.0	23.2	-71.5
pair	RSI	RSIhist	neg-neg	58	27.4	-0.8	58.6	0.1	0.2	-0.0	33.5	-56.6
pair	RSIhist	RSI	neg-neg	58	27.4	-0.8	58.6	0.1	0.2	-0.0	33.5	-56.6
pair	RSI	SLmean	pos-neg	27	12.7	-0.9	48.1	0.1	0.2	-0.0	27.0	-22.0
pair	SLmean	RSI	pos-neg	27	12.7	-0.9	48.1	0.1	0.2	-0.0	27.0	-22.0
pair	SLmean	RSmean	pos-pos	110	51.9	-1.1	53.6	0.1	0.1	-0.0	23.2	-73.4
pair	RSmean	SLmean	pos-pos	110	51.9	-1.1	53.6	0.1	0.1	-0.0	23.2	-73.4
pair	RSIhist	MACDhist	pos-neg	21	9.9	-1.3	61.9	0.2	0.1	-0.0	36.6	-38.3
pair	MACDhist	RSIhist	pos-neg	21	9.9	-1.3	61.9	0.2	0.1	-0.0	36.6	-38.3
pair	MACDhist	RSI	pos-pos	62	29.2	-1.5	56.5	0.1	0.1	-0.0	23.6	-61.6
pair	RSI	MACDhist	pos-pos	62	29.2	-1.5	56.5	0.1	0.1	-0.0	23.6	-61.6
pair	RSIhist	SLmean	pos-pos	92	43.4	-1.8	54.3	0.1	0.1	-0.0	24.4	-66.7
pair	SLmean	RSIhist	pos-pos	92	43.4	-1.8	54.3	0.1	0.1	-0.0	24.4	-66.7
pair	RSIhist	MACD	neg-pos	63	29.7	-1.8	54.0	0.0	0.1	-0.0	23.9	-45.7
pair	MACD	RSIhist	neg-pos	63	29.7	-1.8	54.0	0.0	0.1	-0.0	23.9	-45.7
pair	MRmean	LWTI	pos-neg	21	9.9	-2.5	52.4	0.0	0.1	-0.1	26.7	-22.0
pair	LWTI	MRmean	pos-neg	21	9.9	-2.5	52.4	0.0	0.1	-0.1	26.7	-22.0
single	MACD	MACD	pos-pos	83	39.2	-3.0	55.4	-0.0	-0.0	-0.0	23.1	-69.7
pair	MACD	RSmean	pos-pos	83	39.2	-3.0	55.4	-0.0	-0.0	-0.0	23.1	-69.7
pair	RSmean	MACD	pos-pos	83	39.2	-3.0	55.4	-0.0	-0.0	-0.0	23.1	-69.7
single	MACDhist	MACDhist	pos-pos	100	47.2	-3.1	57.0	0.0	0.0	-0.0	26.0	-74.0
pair	MACD	SLmean	pos-neg	59	27.8	-3.3	49.2	-0.0	-0.0	-0.1	24.3	-52.6
pair	SLmean	MACD	pos-neg	59	27.8	-3.3	49.2	-0.0	-0.0	-0.1	24.3	-52.6
pair	LWTI	MACD	pos-pos	75	35.4	-3.5	54.7	-0.0	-0.1	-0.1	22.6	-68.0
pair	MACD	LWTI	pos-pos	75	35.4	-3.5	54.7	-0.0	-0.1	-0.1	22.6	-68.0
pair	RSIhist	MACDhist	pos-pos	79	37.3	-3.5	55.7	-0.0	-0.1	-0.1	22.6	-64.5
pair	MACDhist	RSIhist	pos-pos	79	37.3	-3.5	55.7	-0.0	-0.1	-0.1	22.6	-64.5
pair	RSI	RSIhist	pos-pos	71	33.5	-4.1	57.7	-0.1	-0.1	-0.1	22.9	-66.8
pair	RSIhist	RSI	pos-pos	71	33.5	-4.1	57.7	-0.1	-0.1	-0.1	22.9	-66.8
pair	RSI	MRmean	neg-neg	64	30.2	-4.5	56.2	0.0	0.1	-0.1	33.4	-57.9
pair	MRmean	RSI	neg-neg	64	30.2	-4.5	56.2	0.0	0.1	-0.1	33.4	-57.9
pair	SLmean	MACDhist	pos-pos	71	33.5	-4.5	52.1	-0.1	-0.1	-0.1	22.8	-67.8
pair	MACDhist	SLmean	pos-pos	71	33.5	-4.5	52.1	-0.1	-0.1	-0.1	22.8	-67.8
pair	MRmean	LWTI	neg-pos	50	23.6	-4.6	56.0	0.0	0.0	-0.1	32.6	-69.6
pair	LWTI	MRmean	neg-pos	50	23.6	-4.6	56.0	0.0	0.0	-0.1	32.6	-69.6
pair	RSI	MACDhist	neg-pos	38	17.9	-5.5	57.9	-0.0	-0.0	-0.1	29.8	-47.3
pair	MACDhist	RSI	neg-pos	38	17.9	-5.5	57.9	-0.0	-0.0	-0.1	29.8	-47.3
pair	MRmean	RSIhist	neg-pos	8	3.8	-6.8	50.0	-0.1	-0.2	-0.4	34.4	-16.9
pair	RSIhist	MRmean	neg-pos	8	3.8	-6.8	50.0	-0.1	-0.2	-0.4	34.4	-16.9
pair	RSIhist	LWTI	pos-neg	26	12.3	-7.1	50.0	-0.1	-0.2	-0.3	29.1	-25.2
pair	LWTI	RSIhist	pos-neg	26	12.3	-7.1	50.0	-0.1	-0.2	-0.3	29.1	-25.2
pair	LWTI	RSI	pos-neg	15	7.1	-7.9	53.3	-0.2	-0.4	-0.3	23.3	-29.6
pair	RSI	LWTI	pos-neg	15	7.1	-7.9	53.3	-0.2	-0.4	-0.3	23.3	-29.6
pair	RSIhist	MACD	pos-neg	40	18.9	-9.5	47.5	-0.3	-0.5	-0.2	22.6	-51.1
pair	MACD	RSIhist	pos-neg	40	18.9	-9.5	47.5	-0.3	-0.5	-0.2	22.6	-51.1
pair	LWTI	RSI	neg-pos	52	24.5	-9.9	55.8	-0.2	-0.2	-0.2	28.2	-56.9
pair	RSI	LWTI	neg-pos	52	24.5	-9.9	55.8	-0.2	-0.2	-0.2	28.2	-56.9
pair	MACDhist	MACD	neg-pos	53	25.0	-10.2	52.8	-0.2	-0.3	-0.2	27.8	-62.3
pair	MACD	MACDhist	neg-pos	53	25.0	-10.2	52.8	-0.2	-0.3	-0.2	27.8	-62.3
pair	LWTI	SLmean	pos-neg	25	11.8	-10.4	48.0	-0.2	-0.5	-0.3	29.1	-33.1
pair	SLmean	LWTI	pos-neg	25	11.8	-10.4	48.0	-0.2	-0.5	-0.3	29.1	-33.1
pair	MACD	SLmean	neg-pos	30	14.2	-12.8	50.0	-0.4	-0.6	-0.2	24.9	-51.6
pair	SLmean	MACD	neg-pos	30	14.2	-12.8	50.0	-0.4	-0.6	-0.2	24.9	-51.6
pair	MACDhist	MACD	pos-neg	36	17.0	-13.2	47.2	-0.5	-0.8	-0.3	21.9	-42.7
pair	MACD	MACDhist	pos-neg	36	17.0	-13.2	47.2	-0.5	-0.8	-0.3	21.9	-42.7
pair	RSmean	LWTI	neg-neg	1	0.5	-21.7	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	-21.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	13	6.1	-24.2	61.5	-0.4	-0.3	-0.5	44.1	-48.2
pair	MRmean	MACDhist	neg-pos	13	6.1	-24.2	61.5	-0.4	-0.3	-0.5	44.1	-48.2
pair	MRmean	MACD	neg-pos	22	10.4	-28.9	40.9	-1.2	-1.7	-0.6	25.2	-47.2
pair	MACD	MRmean	neg-pos	22	10.4	-28.9	40.9	-1.2	-1.7	-0.6	25.2	-47.2
pair	MRmean	SLmean	neg-pos	7	3.3	-37.7	28.6	-1.4	-3.0	-2.1	31.1	-18.3
pair	SLmean	MRmean	neg-pos	7	3.3	-37.7	28.6	-1.4	-3.0	-2.1	31.1	-18.3
pair	LWTI	MACDhist	pos-neg	9	4.2	-40.9	22.2	-1.9	-3.4	-1.3	25.3	-30.8
pair	MACDhist	LWTI	pos-neg	9	4.2	-40.9	22.2	-1.9	-3.4	-1.3	25.3	-30.8
pair	MACD	RSI	pos-neg	12	5.7	-41.5	41.7	-2.0	-2.5	-0.9	25.1	-45.7
pair	RSI	MACD	pos-neg	12	5.7	-41.5	41.7	-2.0	-2.5	-0.9	25.1	-45.7
pair	RSmean	RSI	neg-neg	5	2.4	-62.9	60.0	-1.3	-1.0	-1.6	60.1	-38.3
pair	RSI	RSmean	neg-neg	5	2.4	-62.9	60.0	-1.3	-1.0	-1.6	60.1	-38.3
pair	RSmean	MACDhist	neg-pos	5	2.4	-64.9	40.0	-1.4	-1.3	-1.6	60.3	-41.2
pair	MACDhist	RSmean	neg-pos	5	2.4	-64.9	40.0	-1.4	-1.3	-1.6	60.3	-41.2

All Contingency Tables for COLO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 55% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.0 Vol 22% \| MDD -62.4% Months 105M (50%)	CAGR 29.4% \| Win 73% Sharpe 1.52 \| Sortino 2.12 \| Calmar 2.9 Vol 18% \| MDD -10.3% Months 22M (10%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -37.7% \| Win 29% Sharpe -1.36 \| Sortino -3.03 \| Calmar -2.1 Vol 31% \| MDD -18.3% Months 7M (3%)	CAGR 11.6% \| Win 62% Sharpe 0.51 \| Sortino 0.68 \| Calmar 0.2 Vol 33% \| MDD -57.8% Months 78M (37%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
SLmean only	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 125M (59%)	CAGR 52.4% \| Win 50% Sharpe 1.59 \| Sortino 0.00 \| Calmar 26.0 Vol 28% \| MDD -2.0% Months 2M (1%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR 1.4% \| Win 54% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.0 Vol 30% \| MDD -58.0% Months 69M (32%)	CAGR 30.8% \| Win 81% Sharpe 0.85 \| Sortino 0.64 \| Calmar 0.8 Vol 45% \| MDD -38.3% Months 16M (8%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
RSmean only	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 61% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 22% \| MDD -43.4% Months 61M (29%)	CAGR 5.7% \| Win 56% Sharpe 0.35 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -26.6% Months 66M (31%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -28.9% \| Win 41% Sharpe -1.21 \| Sortino -1.72 \| Calmar -0.6 Vol 25% \| MDD -47.2% Months 22M (10%)	CAGR 22.4% \| Win 65% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.5 Vol 34% \| MDD -47.8% Months 63M (30%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
MACD only	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 57% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 22% \| MDD -64.0% Months 98M (46%)	CAGR 22.2% \| Win 62% Sharpe 0.99 \| Sortino 2.38 \| Calmar 1.1 Vol 23% \| MDD -20.4% Months 29M (14%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR 47.8% \| Win 67% Sharpe 1.49 \| Sortino 3.24 \| Calmar 3.9 Vol 29% \| MDD -12.2% Months 21M (10%)	CAGR -4.5% \| Win 56% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -57.9% Months 64M (30%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
RSI only	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 56% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 22% \| MDD -61.3% Months 87M (41%)	CAGR 22.5% \| Win 62% Sharpe 1.09 \| Sortino 2.17 \| Calmar 1.5 Vol 20% \| MDD -14.5% Months 40M (19%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -24.2% \| Win 62% Sharpe -0.38 \| Sortino -0.35 \| Calmar -0.5 Vol 44% \| MDD -48.2% Months 13M (6%)	CAGR 13.1% \| Win 58% Sharpe 0.55 \| Sortino 1.05 \| Calmar 0.2 Vol 30% \| MDD -56.3% Months 72M (34%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 0.9% \| Win 58% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 23% \| MDD -59.1% Months 98M (46%)	CAGR 30.6% \| Win 59% Sharpe 1.60 \| Sortino 6.23 \| Calmar 5.5 Vol 18% \| MDD -5.6% Months 29M (14%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -6.8% \| Win 50% Sharpe -0.05 \| Sortino -0.17 \| Calmar -0.4 Vol 34% \| MDD -16.9% Months 8M (4%)	CAGR 7.8% \| Win 60% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 33% \| MDD -63.2% Months 77M (36%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 21% \| MDD -44.5% Months 106M (50%)	CAGR -2.5% \| Win 52% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 27% \| MDD -22.0% Months 21M (10%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -4.6% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 33% \| MDD -69.6% Months 50M (24%)	CAGR 24.3% \| Win 63% Sharpe 0.82 \| Sortino 1.60 \| Calmar 0.6 Vol 33% \| MDD -40.3% Months 35M (16%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -1.1% \| Win 54% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.0 Vol 23% \| MDD -73.4% Months 110M (52%)	CAGR 52.4% \| Win 50% Sharpe 1.59 \| Sortino 0.00 \| Calmar 26.0 Vol 28% \| MDD -2.0% Months 2M (1%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR 12.6% \| Win 61% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 27% \| MDD -52.2% Months 84M (40%)	CAGR 30.8% \| Win 81% Sharpe 0.85 \| Sortino 0.64 \| Calmar 0.8 Vol 45% \| MDD -38.3% Months 16M (8%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
RSmean only	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 58% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 22% \| MDD -43.8% Months 53M (25%)	CAGR -3.3% \| Win 49% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -52.6% Months 59M (28%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR -12.8% \| Win 50% Sharpe -0.43 \| Sortino -0.61 \| Calmar -0.2 Vol 25% \| MDD -51.6% Months 30M (14%)	CAGR 30.0% \| Win 70% Sharpe 1.01 \| Sortino 1.17 \| Calmar 0.7 Vol 32% \| MDD -42.9% Months 70M (33%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
MACD only	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -0.2% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -67.4% Months 85M (40%)	CAGR -0.9% \| Win 48% Sharpe 0.09 \| Sortino 0.20 \| Calmar -0.0 Vol 27% \| MDD -22.0% Months 27M (13%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR 38.7% \| Win 68% Sharpe 1.42 \| Sortino 2.63 \| Calmar 1.6 Vol 26% \| MDD -23.8% Months 34M (16%)	CAGR 4.8% \| Win 62% Sharpe 0.32 \| Sortino 0.39 \| Calmar 0.1 Vol 32% \| MDD -52.0% Months 66M (31%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
RSI only	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -4.5% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 23% \| MDD -67.8% Months 71M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.41 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -36.0% Months 41M (19%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR 0.6% \| Win 69% Sharpe 0.20 \| Sortino 0.18 \| Calmar 0.0 Vol 33% \| MDD -50.6% Months 29M (14%)	CAGR 21.9% \| Win 62% Sharpe 0.83 \| Sortino 1.45 \| Calmar 0.4 Vol 29% \| MDD -50.2% Months 71M (34%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -1.8% \| Win 54% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 24% \| MDD -66.7% Months 92M (43%)	CAGR 6.5% \| Win 50% Sharpe 0.45 \| Sortino 1.21 \| Calmar 0.4 Vol 17% \| MDD -15.5% Months 20M (9%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR 14.9% \| Win 79% Sharpe 0.84 \| Sortino 1.76 \| Calmar 0.9 Vol 19% \| MDD -15.8% Months 14M (7%)	CAGR 15.4% \| Win 62% Sharpe 0.62 \| Sortino 0.80 \| Calmar 0.3 Vol 32% \| MDD -56.7% Months 86M (41%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 55% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 21% \| MDD -64.2% Months 87M (41%)	CAGR -10.4% \| Win 48% Sharpe -0.24 \| Sortino -0.46 \| Calmar -0.3 Vol 29% \| MDD -33.1% Months 25M (12%)	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)
SLmean neg	CAGR 6.6% \| Win 62% Sharpe 0.38 \| Sortino 0.43 \| Calmar 0.1 Vol 30% \| MDD -62.1% Months 69M (32%)	CAGR 37.2% \| Win 68% Sharpe 1.18 \| Sortino 2.03 \| Calmar 1.2 Vol 31% \| MDD -32.0% Months 31M (15%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)	CAGR 10.6% \| Win 58% Sharpe 0.52 \| Sortino 0.98 \| Calmar 0.2 Vol 26% \| MDD -47.8% Months 111M (52%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)
RSmean neg	-	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)
MACD only	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 0.8% \| Win 56% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 22% \| MDD -69.2% Months 106M (50%)	CAGR 9.3% \| Win 58% Sharpe 0.46 \| Sortino 0.83 \| Calmar 0.2 Vol 28% \| MDD -57.9% Months 88M (42%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)
RSmean neg	CAGR 117.4% \| Win 85% Sharpe 3.13 \| Sortino 6.02 \| Calmar 15.3 Vol 27% \| MDD -7.7% Months 13M (6%)	CAGR -62.9% \| Win 60% Sharpe -1.28 \| Sortino -1.03 \| Calmar -1.6 Vol 60% \| MDD -38.3% Months 5M (2%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)
RSI only	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 58% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 23% \| MDD -59.0% Months 95M (45%)	CAGR 6.9% \| Win 56% Sharpe 0.38 \| Sortino 0.67 \| Calmar 0.1 Vol 27% \| MDD -59.0% Months 99M (47%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)
RSmean neg	CAGR -64.9% \| Win 40% Sharpe -1.36 \| Sortino -1.26 \| Calmar -1.6 Vol 60% \| MDD -41.2% Months 5M (2%)	CAGR 122.1% \| Win 92% Sharpe 3.38 \| Sortino 0.00 \| Calmar 15.9 Vol 25% \| MDD -7.7% Months 13M (6%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 0.2% \| Win 58% Sharpe 0.12 \| Sortino 0.20 \| Calmar 0.0 Vol 24% \| MDD -61.4% Months 103M (49%)	CAGR 9.8% \| Win 55% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 26% \| MDD -56.9% Months 91M (43%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)
RSmean neg	CAGR 4.6% \| Win 33% Sharpe 0.25 \| Sortino 0.76 \| Calmar 0.6 Vol 28% \| MDD -7.6% Months 3M (1%)	CAGR 39.6% \| Win 87% Sharpe 0.99 \| Sortino 0.64 \| Calmar 1.1 Vol 45% \| MDD -36.3% Months 15M (7%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.0% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 22% \| MDD -74.6% Months 139M (66%)	CAGR 14.2% \| Win 60% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.4 Vol 31% \| MDD -40.3% Months 55M (26%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)
RSmean neg	CAGR 37.2% \| Win 82% Sharpe 0.98 \| Sortino 0.72 \| Calmar 1.0 Vol 44% \| MDD -38.3% Months 17M (8%)	CAGR -21.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.7% \| Win 58% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 22% \| MDD -48.2% Months 71M (34%)	CAGR -41.5% \| Win 42% Sharpe -1.97 \| Sortino -2.54 \| Calmar -0.9 Vol 25% \| MDD -45.7% Months 12M (6%)	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)
MACD neg	CAGR 15.9% \| Win 60% Sharpe 0.70 \| Sortino 1.34 \| Calmar 0.3 Vol 26% \| MDD -47.8% Months 48M (23%)	CAGR 12.2% \| Win 60% Sharpe 0.54 \| Sortino 0.71 \| Calmar 0.3 Vol 31% \| MDD -47.8% Months 81M (38%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)
RSI only	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.6% \| Win 62% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 24% \| MDD -48.1% Months 47M (22%)	CAGR -13.2% \| Win 47% Sharpe -0.53 \| Sortino -0.77 \| Calmar -0.3 Vol 22% \| MDD -42.7% Months 36M (17%)	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)
MACD neg	CAGR -10.2% \| Win 53% Sharpe -0.23 \| Sortino -0.27 \| Calmar -0.2 Vol 28% \| MDD -62.3% Months 53M (25%)	CAGR 33.6% \| Win 66% Sharpe 1.16 \| Sortino 2.19 \| Calmar 0.7 Vol 29% \| MDD -47.8% Months 76M (36%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.5% \| Win 63% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 24% \| MDD -42.7% Months 43M (20%)	CAGR -9.5% \| Win 48% Sharpe -0.33 \| Sortino -0.46 \| Calmar -0.2 Vol 23% \| MDD -51.1% Months 40M (19%)	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)
MACD neg	CAGR -1.8% \| Win 54% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 24% \| MDD -45.7% Months 63M (30%)	CAGR 30.4% \| Win 67% Sharpe 1.00 \| Sortino 1.20 \| Calmar 0.8 Vol 32% \| MDD -40.5% Months 66M (31%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -3.5% \| Win 55% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 23% \| MDD -68.0% Months 75M (35%)	CAGR 1.9% \| Win 62% Sharpe 0.20 \| Sortino 0.24 \| Calmar 0.1 Vol 29% \| MDD -20.8% Months 8M (4%)	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)
MACD neg	CAGR 12.4% \| Win 62% Sharpe 0.57 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -55.3% Months 81M (38%)	CAGR 15.5% \| Win 58% Sharpe 0.61 \| Sortino 1.25 \| Calmar 0.4 Vol 31% \| MDD -40.3% Months 48M (23%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -1.5% \| Win 56% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 24% \| MDD -61.6% Months 62M (29%)	CAGR 23.3% \| Win 61% Sharpe 1.03 \| Sortino 2.07 \| Calmar 1.1 Vol 23% \| MDD -21.6% Months 57M (27%)	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)
RSI neg	CAGR -5.5% \| Win 58% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 30% \| MDD -47.3% Months 38M (18%)	CAGR 9.5% \| Win 58% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.2 Vol 31% \| MDD -56.2% Months 55M (26%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -4.1% \| Win 58% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 23% \| MDD -66.8% Months 71M (34%)	CAGR 33.8% \| Win 60% Sharpe 1.38 \| Sortino 3.14 \| Calmar 2.0 Vol 23% \| MDD -17.1% Months 48M (23%)	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)
RSI neg	CAGR 9.9% \| Win 57% Sharpe 0.50 \| Sortino 1.06 \| Calmar 0.5 Vol 25% \| MDD -19.3% Months 35M (16%)	CAGR -0.8% \| Win 59% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 34% \| MDD -56.6% Months 58M (27%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.5% \| Win 60% Sharpe 0.62 \| Sortino 0.98 \| Calmar 0.2 Vol 24% \| MDD -62.9% Months 104M (49%)	CAGR -7.9% \| Win 53% Sharpe -0.24 \| Sortino -0.36 \| Calmar -0.3 Vol 23% \| MDD -29.6% Months 15M (7%)	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)
RSI neg	CAGR -9.9% \| Win 56% Sharpe -0.21 \| Sortino -0.23 \| Calmar -0.2 Vol 28% \| MDD -56.9% Months 52M (24%)	CAGR 22.4% \| Win 61% Sharpe 0.78 \| Sortino 1.56 \| Calmar 0.6 Vol 33% \| MDD -40.3% Months 41M (19%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -3.5% \| Win 56% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -64.5% Months 79M (37%)	CAGR -1.3% \| Win 62% Sharpe 0.17 \| Sortino 0.15 \| Calmar -0.0 Vol 37% \| MDD -38.3% Months 21M (10%)	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)
MACDhist neg	CAGR 12.3% \| Win 63% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.5 Vol 27% \| MDD -25.2% Months 27M (13%)	CAGR 17.6% \| Win 59% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.3 Vol 28% \| MDD -52.2% Months 85M (40%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)
RSIhist only	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 1.8% \| Win 60% Sharpe 0.21 \| Sortino 0.23 \| Calmar 0.0 Vol 26% \| MDD -62.4% Months 91M (43%)	CAGR -40.9% \| Win 22% Sharpe -1.92 \| Sortino -3.38 \| Calmar -1.3 Vol 25% \| MDD -30.8% Months 9M (4%)	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)
MACDhist neg	CAGR 8.2% \| Win 55% Sharpe 0.44 \| Sortino 0.79 \| Calmar 0.1 Vol 25% \| MDD -57.9% Months 65M (31%)	CAGR 28.5% \| Win 66% Sharpe 0.98 \| Sortino 1.75 \| Calmar 0.7 Vol 30% \| MDD -40.3% Months 47M (22%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -54.2% Months 80M (38%)	CAGR -7.1% \| Win 50% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.3 Vol 29% \| MDD -25.2% Months 26M (12%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -61.0% Months 106M (50%)
RSIhist neg	CAGR 6.2% \| Win 57% Sharpe 0.36 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -65.4% Months 76M (36%)	CAGR 34.9% \| Win 67% Sharpe 1.11 \| Sortino 1.94 \| Calmar 1.1 Vol 32% \| MDD -32.0% Months 30M (14%)	CAGR 13.6% \| Win 59% Sharpe 0.59 \| Sortino 0.78 \| Calmar 0.2 Vol 29% \| MDD -58.4% Months 106M (50%)
LWTI only	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -82.8% Months 156M (74%)	CAGR 13.4% \| Win 59% Sharpe 0.56 \| Sortino 1.08 \| Calmar 0.3 Vol 31% \| MDD -40.3% Months 56M (26%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 55% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.0 Vol 22% \| MDD -62.4% Months 105M (50%)	CAGR 29.4% \| Win 73% Sharpe 1.52 \| Sortino 2.12 \| Calmar 2.9 Vol 18% \| MDD -10.3% Months 22M (10%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -37.7% \| Win 29% Sharpe -1.36 \| Sortino -3.03 \| Calmar -2.1 Vol 31% \| MDD -18.3% Months 7M (3%)	CAGR 11.6% \| Win 62% Sharpe 0.51 \| Sortino 0.68 \| Calmar 0.2 Vol 33% \| MDD -57.8% Months 78M (37%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
SLmean only	CAGR -0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -71.5% Months 112M (53%)	CAGR 15.3% \| Win 64% Sharpe 0.63 \| Sortino 0.81 \| Calmar 0.3 Vol 30% \| MDD -52.6% Months 100M (47%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 125M (59%)	CAGR 52.4% \| Win 50% Sharpe 1.59 \| Sortino 0.00 \| Calmar 26.0 Vol 28% \| MDD -2.0% Months 2M (1%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR 1.4% \| Win 54% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.0 Vol 30% \| MDD -58.0% Months 69M (32%)	CAGR 30.8% \| Win 81% Sharpe 0.85 \| Sortino 0.64 \| Calmar 0.8 Vol 45% \| MDD -38.3% Months 16M (8%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
RSmean only	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -64.3% Months 194M (92%)	CAGR 33.0% \| Win 78% Sharpe 0.91 \| Sortino 0.71 \| Calmar 0.8 Vol 42% \| MDD -39.6% Months 18M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 61% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 22% \| MDD -43.4% Months 61M (29%)	CAGR 5.7% \| Win 56% Sharpe 0.35 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -26.6% Months 66M (31%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -28.9% \| Win 41% Sharpe -1.21 \| Sortino -1.72 \| Calmar -0.6 Vol 25% \| MDD -47.2% Months 22M (10%)	CAGR 22.4% \| Win 65% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.5 Vol 34% \| MDD -47.8% Months 63M (30%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
MACD only	CAGR -3.0% \| Win 55% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 23% \| MDD -69.7% Months 83M (39%)	CAGR 13.5% \| Win 60% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 29% \| MDD -49.1% Months 129M (61%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 57% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 22% \| MDD -64.0% Months 98M (46%)	CAGR 22.2% \| Win 62% Sharpe 0.99 \| Sortino 2.38 \| Calmar 1.1 Vol 23% \| MDD -20.4% Months 29M (14%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR 47.8% \| Win 67% Sharpe 1.49 \| Sortino 3.24 \| Calmar 3.9 Vol 29% \| MDD -12.2% Months 21M (10%)	CAGR -4.5% \| Win 56% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -57.9% Months 64M (30%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
RSI only	CAGR 9.7% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.1 Vol 23% \| MDD -67.0% Months 119M (56%)	CAGR 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -57.9% Months 93M (44%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 56% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 22% \| MDD -61.3% Months 87M (41%)	CAGR 22.5% \| Win 62% Sharpe 1.09 \| Sortino 2.17 \| Calmar 1.5 Vol 20% \| MDD -14.5% Months 40M (19%)	CAGR 7.0% \| Win 58% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.1 Vol 22% \| MDD -47.8% Months 127M (60%)
MRmean neg	CAGR -24.2% \| Win 62% Sharpe -0.38 \| Sortino -0.35 \| Calmar -0.5 Vol 44% \| MDD -48.2% Months 13M (6%)	CAGR 13.1% \| Win 58% Sharpe 0.55 \| Sortino 1.05 \| Calmar 0.2 Vol 30% \| MDD -56.3% Months 72M (34%)	CAGR 6.4% \| Win 59% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -58.0% Months 85M (40%)
MACDhist only	CAGR -3.1% \| Win 57% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 26% \| MDD -74.0% Months 100M (47%)	CAGR 16.3% \| Win 60% Sharpe 0.69 \| Sortino 1.25 \| Calmar 0.3 Vol 27% \| MDD -59.0% Months 112M (53%)