CWB - State Street SPDR Bloomberg Convertible Sec ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

76.4%

Best CAGR

Total Months

15.2%

Avg CAGR

CWB 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 CWB

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	LWTI	neg-neg	1	0.5	76.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	76.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	neg-pos	7	3.4	70.4	85.7	3.1	0.0	16.7	17.9	-4.2
pair	RSI	LWTI	neg-pos	7	3.4	70.4	85.7	3.1	0.0	16.7	17.9	-4.2
pair	RSmean	RSIhist	neg-pos	3	1.5	70.3	100.0	7.0	0.0	0.0	7.8	0.0
pair	RSIhist	RSmean	neg-pos	3	1.5	70.3	100.0	7.0	0.0	0.0	7.8	0.0
pair	RSmean	RSI	neg-neg	2	1.0	64.4	100.0	17.0	0.0	0.0	3.0	0.0
pair	RSI	RSmean	neg-neg	2	1.0	64.4	100.0	17.0	0.0	0.0	3.0	0.0
pair	MACD	RSmean	neg-neg	13	6.3	40.4	84.6	4.0	7.4	13.7	8.7	-2.9
pair	RSmean	MACD	neg-neg	13	6.3	40.4	84.6	4.0	7.4	13.7	8.7	-2.9
pair	RSmean	SLmean	pos-neg	6	2.9	40.2	83.3	3.8	0.0	0.0	9.1	0.0
pair	SLmean	RSmean	pos-neg	6	2.9	40.2	83.3	3.8	0.0	0.0	9.1	0.0
pair	RSmean	MRmean	pos-neg	6	2.9	40.2	83.3	3.8	0.0	0.0	9.1	0.0
pair	MRmean	RSmean	pos-neg	6	2.9	40.2	83.3	3.8	0.0	0.0	9.1	0.0
pair	RSmean	MACDhist	neg-neg	17	8.3	39.1	82.4	3.8	6.7	13.3	8.9	-2.9
pair	MACDhist	RSmean	neg-neg	17	8.3	39.1	82.4	3.8	6.7	13.3	8.9	-2.9
single	RSmean	RSmean	neg-neg	18	8.8	38.6	83.3	3.9	6.6	13.1	8.7	-2.9
pair	MRmean	RSmean	neg-neg	12	5.9	37.7	83.3	3.7	7.0	12.8	8.8	-2.9
pair	SLmean	RSmean	neg-neg	12	5.9	37.7	83.3	3.7	7.0	12.8	8.8	-2.9
pair	RSmean	SLmean	neg-neg	12	5.9	37.7	83.3	3.7	7.0	12.8	8.8	-2.9
pair	RSmean	MRmean	neg-neg	12	5.9	37.7	83.3	3.7	7.0	12.8	8.8	-2.9
pair	RSmean	LWTI	neg-pos	17	8.3	36.6	82.4	3.6	6.3	12.4	8.8	-2.9
pair	LWTI	RSmean	neg-pos	17	8.3	36.6	82.4	3.6	6.3	12.4	8.8	-2.9
pair	RSmean	RSI	neg-pos	16	7.8	35.6	81.2	3.5	6.2	12.1	9.0	-2.9
pair	RSI	RSmean	neg-pos	16	7.8	35.6	81.2	3.5	6.2	12.1	9.0	-2.9
pair	MACD	MRmean	neg-neg	18	8.8	34.7	83.3	3.2	8.5	11.8	9.5	-2.9
pair	MRmean	MACD	neg-neg	18	8.8	34.7	83.3	3.2	8.5	11.8	9.5	-2.9
pair	RSmean	MACD	neg-pos	5	2.4	34.0	80.0	3.1	0.0	0.0	9.5	0.0
pair	MACD	RSmean	neg-pos	5	2.4	34.0	80.0	3.1	0.0	0.0	9.5	0.0
pair	RSmean	RSIhist	neg-neg	15	7.3	32.9	80.0	3.4	5.8	11.2	8.6	-2.9
pair	RSIhist	RSmean	neg-neg	15	7.3	32.9	80.0	3.4	5.8	11.2	8.6	-2.9
pair	RSI	MRmean	neg-neg	18	8.8	30.6	77.8	1.7	4.0	3.0	16.8	-10.1
pair	MRmean	RSI	neg-neg	18	8.8	30.6	77.8	1.7	4.0	3.0	16.8	-10.1
pair	MACD	RSI	pos-neg	11	5.4	29.6	72.7	1.4	4.2	2.9	20.3	-10.1
pair	RSI	MACD	pos-neg	11	5.4	29.6	72.7	1.4	4.2	2.9	20.3	-10.1
pair	MACDhist	RSmean	neg-pos	1	0.5	29.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.5	29.5	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	SLmean	neg-neg	21	10.2	28.2	76.2	2.4	6.1	6.7	10.8	-4.2
pair	SLmean	MACD	neg-neg	21	10.2	28.2	76.2	2.4	6.1	6.7	10.8	-4.2
pair	MACDhist	RSI	neg-neg	21	10.2	26.9	71.4	1.6	3.3	2.6	16.2	-10.1
pair	RSI	MACDhist	neg-neg	21	10.2	26.9	71.4	1.6	3.3	2.6	16.2	-10.1
pair	RSIhist	RSI	neg-neg	18	8.8	26.6	72.2	1.4	4.1	2.6	17.6	-10.1
pair	RSI	RSIhist	neg-neg	18	8.8	26.6	72.2	1.4	4.1	2.6	17.6	-10.1
pair	SLmean	RSI	neg-neg	19	9.3	25.3	73.7	1.4	3.9	2.5	17.2	-10.1
pair	RSI	SLmean	neg-neg	19	9.3	25.3	73.7	1.4	3.9	2.5	17.2	-10.1
pair	RSIhist	MACD	neg-neg	26	12.7	24.7	73.1	2.0	3.2	3.0	11.7	-8.1
pair	MACD	RSIhist	neg-neg	26	12.7	24.7	73.1	2.0	3.2	3.0	11.7	-8.1
pair	MACD	MACDhist	neg-neg	35	17.1	23.5	77.1	2.2	3.3	2.9	10.1	-8.1
pair	MACDhist	MACD	neg-neg	35	17.1	23.5	77.1	2.2	3.3	2.9	10.1	-8.1
single	RSI	RSI	neg-neg	22	10.7	22.6	68.2	1.3	3.1	2.2	16.5	-10.1
pair	RSIhist	SLmean	neg-pos	2	1.0	21.7	100.0	2.9	0.0	0.0	6.8	0.0
pair	SLmean	RSIhist	neg-pos	2	1.0	21.7	100.0	2.9	0.0	0.0	6.8	0.0
pair	MACD	LWTI	neg-pos	31	15.1	20.8	74.2	1.8	3.0	2.2	11.2	-9.4
pair	LWTI	MACD	neg-pos	31	15.1	20.8	74.2	1.8	3.0	2.2	11.2	-9.4
pair	MACD	RSI	neg-pos	28	13.7	20.8	75.0	1.8	2.9	2.5	10.7	-8.1
pair	RSI	MACD	neg-pos	28	13.7	20.8	75.0	1.8	2.9	2.5	10.7	-8.1
single	MACD	MACD	neg-neg	39	19.0	19.4	71.8	1.7	3.2	2.1	11.0	-9.4
pair	RSI	RSmean	pos-neg	20	9.8	19.1	65.0	1.1	2.6	1.9	17.1	-10.1
pair	RSmean	RSI	pos-neg	20	9.8	19.1	65.0	1.1	2.6	1.9	17.1	-10.1
pair	RSIhist	SLmean	pos-neg	36	17.6	17.3	69.4	1.4	1.9	2.6	11.5	-6.6
pair	SLmean	RSIhist	pos-neg	36	17.6	17.3	69.4	1.4	1.9	2.6	11.5	-6.6
pair	LWTI	MRmean	neg-pos	35	17.1	17.0	68.6	1.1	2.0	1.2	15.4	-14.2
pair	MRmean	LWTI	neg-pos	35	17.1	17.0	68.6	1.1	2.0	1.2	15.4	-14.2
pair	MACD	RSI	neg-neg	11	5.4	16.0	63.6	1.3	3.5	3.8	12.2	-4.2
pair	MRmean	SLmean	neg-neg	45	22.0	16.0	68.9	1.0	2.0	0.7	15.6	-22.9
pair	SLmean	MRmean	neg-neg	45	22.0	16.0	68.9	1.0	2.0	0.7	15.6	-22.9
pair	RSI	MACD	neg-neg	11	5.4	16.0	63.6	1.3	3.5	3.8	12.2	-4.2
pair	RSIhist	MRmean	neg-neg	47	22.9	15.4	68.1	1.0	1.9	0.7	15.4	-22.9
pair	RSIhist	MACDhist	pos-pos	86	42.0	15.4	67.4	1.4	3.8	1.4	10.8	-11.0
pair	MACDhist	RSIhist	pos-pos	86	42.0	15.4	67.4	1.4	3.8	1.4	10.8	-11.0
pair	MRmean	RSIhist	neg-neg	47	22.9	15.4	68.1	1.0	1.9	0.7	15.4	-22.9
pair	SLmean	MACDhist	pos-pos	99	48.3	15.3	66.7	1.3	2.9	1.3	11.3	-11.6
pair	MACDhist	SLmean	pos-pos	99	48.3	15.3	66.7	1.3	2.9	1.3	11.3	-11.6
pair	MACDhist	MRmean	neg-neg	48	23.4	15.1	68.8	1.0	1.9	0.7	15.2	-22.9
single	MRmean	MRmean	neg-neg	48	23.4	15.1	68.8	1.0	1.9	0.7	15.2	-22.9
pair	MRmean	MACDhist	neg-neg	48	23.4	15.1	68.8	1.0	1.9	0.7	15.2	-22.9
pair	SLmean	MACD	pos-pos	126	61.5	15.1	69.0	1.4	2.7	1.8	10.7	-8.7
pair	MACD	SLmean	pos-pos	126	61.5	15.1	69.0	1.4	2.7	1.8	10.7	-8.7
pair	SLmean	MRmean	pos-pos	141	68.8	14.7	68.8	1.3	2.5	1.6	10.8	-9.4
pair	MRmean	SLmean	pos-pos	141	68.8	14.7	68.8	1.3	2.5	1.6	10.8	-9.4
pair	RSI	SLmean	pos-pos	141	68.8	14.6	69.5	1.3	2.5	1.6	10.7	-9.1
pair	SLmean	RSI	pos-pos	141	68.8	14.6	69.5	1.3	2.5	1.6	10.7	-9.1
pair	SLmean	LWTI	pos-pos	134	65.4	14.5	68.7	1.3	2.5	1.6	10.9	-9.1
pair	LWTI	SLmean	pos-pos	134	65.4	14.5	68.7	1.3	2.5	1.6	10.9	-9.1
single	SLmean	SLmean	pos-pos	144	70.2	14.5	68.8	1.3	2.5	1.5	10.7	-9.4
pair	MACD	RSIhist	pos-pos	97	47.3	14.2	69.1	1.3	3.1	1.8	10.6	-8.0
pair	RSIhist	MACD	pos-pos	97	47.3	14.2	69.1	1.3	3.1	1.8	10.6	-8.0
pair	MACD	MACDhist	pos-pos	102	49.8	14.2	68.6	1.2	1.6	0.8	12.0	-18.7
pair	LWTI	MACD	neg-neg	8	3.9	14.2	62.5	1.3	5.8	5.2	10.8	-2.7
pair	MACD	LWTI	neg-neg	8	3.9	14.2	62.5	1.3	5.8	5.2	10.8	-2.7
pair	MACDhist	MACD	pos-pos	102	49.8	14.2	68.6	1.2	1.6	0.8	12.0	-18.7
pair	LWTI	RSIhist	pos-pos	100	48.8	14.1	69.0	1.3	3.1	1.7	10.7	-8.4
pair	RSIhist	LWTI	pos-pos	100	48.8	14.1	69.0	1.3	3.1	1.7	10.7	-8.4
pair	LWTI	RSI	pos-neg	9	4.4	14.0	77.8	1.2	1.9	2.0	11.7	-6.9
pair	RSI	LWTI	pos-neg	9	4.4	14.0	77.8	1.2	1.9	2.0	11.7	-6.9
pair	RSIhist	RSI	pos-pos	106	51.7	14.0	69.8	1.3	3.2	1.7	10.5	-8.4
pair	RSI	RSIhist	pos-pos	106	51.7	14.0	69.8	1.3	3.2	1.7	10.5	-8.4
pair	MRmean	RSIhist	pos-pos	109	53.2	13.8	68.8	1.3	3.2	1.6	10.5	-8.7
pair	RSI	MACDhist	pos-pos	105	51.2	13.8	67.6	1.1	1.7	0.7	12.0	-18.7
pair	MACDhist	RSI	pos-pos	105	51.2	13.8	67.6	1.1	1.7	0.7	12.0	-18.7
pair	RSIhist	MRmean	pos-pos	109	53.2	13.8	68.8	1.3	3.2	1.6	10.5	-8.7
single	RSIhist	RSIhist	pos-pos	110	53.7	13.7	69.1	1.3	3.2	1.6	10.4	-8.5
pair	SLmean	RSIhist	pos-pos	108	52.7	13.5	68.5	1.3	3.1	1.6	10.5	-8.7
pair	RSIhist	SLmean	pos-pos	108	52.7	13.5	68.5	1.3	3.1	1.6	10.5	-8.7
pair	SLmean	LWTI	pos-neg	10	4.9	13.5	70.0	1.5	11.1	4.5	8.6	-3.0
pair	LWTI	SLmean	pos-neg	10	4.9	13.5	70.0	1.5	11.1	4.5	8.6	-3.0
pair	SLmean	RSmean	pos-pos	138	67.3	13.4	68.1	1.2	2.4	1.1	10.7	-11.8
pair	RSmean	SLmean	pos-pos	138	67.3	13.4	68.1	1.2	2.4	1.1	10.7	-11.8
pair	MACDhist	MRmean	pos-pos	106	51.7	13.1	67.0	1.1	1.6	0.7	12.1	-18.7
pair	MRmean	MACDhist	pos-pos	106	51.7	13.1	67.0	1.1	1.6	0.7	12.1	-18.7
pair	MACDhist	LWTI	pos-pos	106	51.7	13.1	67.0	1.1	1.6	0.7	12.1	-18.7
pair	LWTI	MACDhist	pos-pos	106	51.7	13.1	67.0	1.1	1.6	0.7	12.1	-18.7
single	MACDhist	MACDhist	pos-pos	106	51.7	13.1	67.0	1.1	1.6	0.7	12.1	-18.7
pair	MACDhist	RSmean	pos-pos	105	51.2	13.0	66.7	1.1	1.6	0.7	12.2	-18.7
pair	RSmean	MACDhist	pos-pos	105	51.2	13.0	66.7	1.1	1.6	0.7	12.2	-18.7
pair	SLmean	MACDhist	pos-neg	45	22.0	12.7	73.3	1.3	1.8	2.3	9.4	-5.4
pair	MACDhist	SLmean	pos-neg	45	22.0	12.7	73.3	1.3	1.8	2.3	9.4	-5.4
single	LWTI	LWTI	pos-pos	181	88.3	12.5	66.3	1.0	1.5	0.5	12.4	-23.8
pair	RSmean	RSIhist	pos-pos	107	52.2	12.4	68.2	1.2	2.9	1.1	10.3	-10.9
pair	RSIhist	RSmean	pos-pos	107	52.2	12.4	68.2	1.2	2.9	1.1	10.3	-10.9
pair	benchmark___benchmark_		benchmark-benchmark	205	100.0	12.0	66.3	1.0	1.5	0.5	12.5	-26.5
pair		benchmark___benchmark_	benchmark-benchmark	205	100.0	12.0	66.3	1.0	1.5	0.5	12.5	-26.5
pair	MACDhist	RSIhist	neg-neg	75	36.6	11.9	62.7	0.9	1.4	0.5	13.9	-23.1
pair	RSIhist	MACDhist	neg-neg	75	36.6	11.9	62.7	0.9	1.4	0.5	13.9	-23.1
pair	LWTI	MACDhist	neg-pos	75	36.6	11.7	65.3	0.9	1.4	0.8	12.9	-15.6
pair	MACDhist	LWTI	neg-pos	75	36.6	11.7	65.3	0.9	1.4	0.8	12.9	-15.6
pair	MACD	MRmean	pos-pos	136	66.3	11.7	66.2	1.0	1.5	0.7	11.6	-16.1
pair	MRmean	MACD	pos-pos	136	66.3	11.7	66.2	1.0	1.5	0.7	11.6	-16.1
pair	MRmean	RSI	pos-pos	153	74.6	11.7	66.7	1.0	1.5	0.7	11.5	-16.1
pair	RSI	MRmean	pos-pos	153	74.6	11.7	66.7	1.0	1.5	0.7	11.5	-16.1
pair	LWTI	MRmean	pos-pos	146	71.2	11.5	65.8	1.0	1.5	0.7	11.7	-16.1
pair	MRmean	LWTI	pos-pos	146	71.2	11.5	65.8	1.0	1.5	0.7	11.7	-16.1
single	MRmean	MRmean	pos-pos	157	76.6	11.1	65.6	1.0	1.5	0.7	11.5	-16.1
single	MACDhist	MACDhist	neg-neg	99	48.3	10.9	65.7	0.9	1.4	0.5	12.9	-23.1
pair	MACD	LWTI	pos-pos	150	73.2	10.9	64.7	0.9	1.3	0.5	12.7	-20.0
pair	LWTI	MACD	pos-pos	150	73.2	10.9	64.7	0.9	1.3	0.5	12.7	-20.0
single	RSI	RSI	pos-pos	183	89.3	10.8	66.1	0.9	1.4	0.5	11.9	-20.4
pair	RSI	LWTI	pos-pos	174	84.9	10.7	65.5	0.9	1.3	0.5	12.0	-20.4
pair	LWTI	RSI	pos-pos	174	84.9	10.7	65.5	0.9	1.3	0.5	12.0	-20.4
pair	LWTI	RSIhist	neg-pos	81	39.5	10.6	63.0	0.8	1.1	0.5	14.4	-21.7
pair	RSIhist	LWTI	neg-pos	81	39.5	10.6	63.0	0.8	1.1	0.5	14.4	-21.7
single	MACD	MACD	pos-pos	166	81.0	10.4	65.1	0.8	1.3	0.4	12.8	-26.5
pair	LWTI	MRmean	neg-neg	13	6.3	10.3	69.2	0.7	1.6	1.0	15.3	-10.1
pair	MRmean	LWTI	neg-neg	13	6.3	10.3	69.2	0.7	1.6	1.0	15.3	-10.1
pair	LWTI	RSmean	pos-pos	164	80.0	10.3	64.6	0.8	1.3	0.4	12.6	-23.8
pair	RSmean	LWTI	pos-pos	164	80.0	10.3	64.6	0.8	1.3	0.4	12.6	-23.8
single	RSIhist	RSIhist	neg-neg	95	46.3	10.2	63.2	0.7	1.1	0.4	14.5	-26.5
pair	MACD	RSmean	pos-neg	26	12.7	10.2	65.4	0.9	1.7	1.1	11.4	-9.4
pair	RSmean	MACD	pos-neg	26	12.7	10.2	65.4	0.9	1.7	1.1	11.4	-9.4
pair	RSmean	MRmean	pos-pos	151	73.7	10.1	64.9	0.9	1.3	0.6	11.6	-16.3
pair	MRmean	RSmean	pos-pos	151	73.7	10.1	64.9	0.9	1.3	0.6	11.6	-16.3
pair	SLmean	MACD	pos-neg	18	8.8	10.0	66.7	0.9	1.4	1.9	11.0	-5.4
pair	MACD	SLmean	pos-neg	18	8.8	10.0	66.7	0.9	1.4	1.9	11.0	-5.4
single	RSmean	RSmean	pos-pos	187	91.2	9.8	64.7	0.8	1.2	0.4	12.6	-26.5
pair	MACD	RSmean	pos-pos	161	78.5	9.7	64.6	0.8	1.2	0.4	12.9	-26.5
pair	RSmean	MACD	pos-pos	161	78.5	9.7	64.6	0.8	1.2	0.4	12.9	-26.5
pair	RSIhist	MACD	neg-pos	13	6.3	9.5	69.2	1.0	3.8	1.8	9.3	-5.4
pair	MACD	RSIhist	neg-pos	13	6.3	9.5	69.2	1.0	3.8	1.8	9.3	-5.4
pair	SLmean	MACDhist	neg-neg	54	26.3	9.4	59.3	0.7	1.2	0.4	15.3	-23.1
pair	MACDhist	SLmean	neg-neg	54	26.3	9.4	59.3	0.7	1.2	0.4	15.3	-23.1
pair	RSIhist	LWTI	pos-neg	10	4.9	9.2	70.0	1.1	7.8	3.4	8.1	-2.7
pair	LWTI	RSIhist	pos-neg	10	4.9	9.2	70.0	1.1	7.8	3.4	8.1	-2.7
pair	MACD	RSI	pos-pos	155	75.6	9.1	64.5	0.8	1.1	0.5	12.1	-20.0
pair	RSI	MACD	pos-pos	155	75.6	9.1	64.5	0.8	1.1	0.5	12.1	-20.0
pair	RSI	RSmean	pos-pos	167	81.5	8.7	64.7	0.8	1.1	0.4	12.0	-20.4
pair	RSmean	RSI	pos-pos	167	81.5	8.7	64.7	0.8	1.1	0.4	12.0	-20.4
pair	MACDhist	LWTI	neg-neg	24	11.7	8.4	66.7	0.7	1.2	0.8	13.0	-10.1
pair	RSmean	MRmean	neg-pos	36	17.6	8.4	63.9	0.6	1.2	0.4	16.6	-22.9
single	LWTI	LWTI	neg-neg	24	11.7	8.4	66.7	0.7	1.2	0.8	13.0	-10.1
pair	LWTI	MACDhist	neg-neg	24	11.7	8.4	66.7	0.7	1.2	0.8	13.0	-10.1
pair	MRmean	RSmean	neg-pos	36	17.6	8.4	63.9	0.6	1.2	0.4	16.6	-22.9
pair	RSIhist	LWTI	neg-neg	14	6.8	7.8	64.3	0.6	1.4	0.8	16.0	-10.1
pair	LWTI	RSIhist	neg-neg	14	6.8	7.8	64.3	0.6	1.4	0.8	16.0	-10.1
pair	MACD	MRmean	pos-neg	21	10.2	7.7	61.9	0.7	1.2	0.8	11.5	-9.4
pair	RSIhist	MACDhist	neg-pos	24	11.7	7.7	75.0	0.9	1.5	1.4	9.1	-5.4
pair	MACDhist	RSIhist	neg-pos	24	11.7	7.7	75.0	0.9	1.5	1.4	9.1	-5.4
pair	MRmean	MACD	pos-neg	21	10.2	7.7	61.9	0.7	1.2	0.8	11.5	-9.4
pair	RSI	SLmean	pos-neg	3	1.5	7.1	33.3	0.6	13.7	5.1	12.7	-1.4
pair	SLmean	RSI	pos-neg	3	1.5	7.1	33.3	0.6	13.7	5.1	12.7	-1.4
pair	LWTI	SLmean	neg-pos	47	22.9	7.1	59.6	0.5	0.7	0.4	16.1	-18.4
pair	SLmean	LWTI	neg-pos	47	22.9	7.1	59.6	0.5	0.7	0.4	16.1	-18.4
pair	MRmean	MACDhist	pos-neg	51	24.9	7.0	62.7	0.7	1.1	0.5	10.3	-14.3
pair	MACDhist	MRmean	pos-neg	51	24.9	7.0	62.7	0.7	1.1	0.5	10.3	-14.3
pair	RSI	MACDhist	pos-neg	78	38.0	6.9	64.1	0.6	0.9	0.4	11.8	-17.9
pair	MACDhist	RSI	pos-neg	78	38.0	6.9	64.1	0.6	0.9	0.4	11.8	-17.9
pair	MRmean	RSI	neg-pos	30	14.6	6.7	63.3	0.5	0.9	0.4	14.0	-18.6
pair	RSI	RSIhist	pos-neg	77	37.6	6.7	61.0	0.5	0.7	0.4	13.7	-18.2
pair	RSIhist	RSI	pos-neg	77	37.6	6.7	61.0	0.5	0.7	0.4	13.7	-18.2
pair	RSI	MRmean	neg-pos	30	14.6	6.7	63.3	0.5	0.9	0.4	14.0	-18.6
single	SLmean	SLmean	neg-neg	61	29.8	6.6	60.7	0.5	0.7	0.3	15.9	-23.1
pair	RSmean	RSIhist	pos-neg	80	39.0	6.4	60.0	0.5	0.7	0.2	15.2	-26.5
pair	RSIhist	RSmean	pos-neg	80	39.0	6.4	60.0	0.5	0.7	0.2	15.2	-26.5
pair	LWTI	MRmean	pos-neg	11	5.4	6.2	63.6	0.6	1.1	0.9	10.3	-6.9
pair	MRmean	LWTI	pos-neg	11	5.4	6.2	63.6	0.6	1.1	0.9	10.3	-6.9
pair	RSI	RSIhist	neg-pos	4	2.0	6.1	50.0	0.6	11.7	4.4	10.4	-1.4
pair	RSIhist	RSI	neg-pos	4	2.0	6.1	50.0	0.6	11.7	4.4	10.4	-1.4
pair	SLmean	RSIhist	neg-neg	59	28.8	6.1	59.3	0.5	0.7	0.3	16.1	-23.1
pair	RSIhist	SLmean	neg-neg	59	28.8	6.1	59.3	0.5	0.7	0.3	16.1	-23.1
pair	LWTI	RSmean	pos-neg	23	11.2	6.1	65.2	0.5	0.9	0.6	12.9	-10.1
pair	RSmean	LWTI	pos-neg	23	11.2	6.1	65.2	0.5	0.9	0.6	12.9	-10.1
pair	RSmean	MACDhist	pos-neg	82	40.0	5.8	62.2	0.5	0.8	0.2	13.2	-23.1
pair	MACDhist	RSmean	pos-neg	82	40.0	5.8	62.2	0.5	0.8	0.2	13.2	-23.1
pair	MACD	LWTI	pos-neg	16	7.8	5.6	68.8	0.5	0.9	0.6	14.3	-10.1
pair	LWTI	MACD	pos-neg	16	7.8	5.6	68.8	0.5	0.9	0.6	14.3	-10.1
pair	MRmean	RSIhist	pos-neg	48	23.4	5.3	58.3	0.5	0.5	0.4	13.7	-13.1
pair	RSIhist	MRmean	pos-neg	48	23.4	5.3	58.3	0.5	0.5	0.4	13.7	-13.1
pair	RSIhist	MACD	pos-neg	69	33.7	5.2	59.4	0.4	0.6	0.2	15.4	-26.5
pair	MACD	RSIhist	pos-neg	69	33.7	5.2	59.4	0.4	0.6	0.2	15.4	-26.5
pair	LWTI	RSI	neg-neg	15	7.3	5.2	60.0	0.4	0.8	0.5	14.1	-10.1
pair	RSI	LWTI	neg-neg	15	7.3	5.2	60.0	0.4	0.8	0.5	14.1	-10.1
pair	LWTI	SLmean	neg-neg	14	6.8	4.9	64.3	0.4	1.0	0.5	15.7	-10.1
pair	SLmean	LWTI	neg-neg	14	6.8	4.9	64.3	0.4	1.0	0.5	15.7	-10.1
pair	MACD	MRmean	neg-pos	30	14.6	4.8	60.0	0.3	0.8	0.2	17.4	-22.9
pair	MRmean	MACD	neg-pos	30	14.6	4.8	60.0	0.3	0.8	0.2	17.4	-22.9
pair	MACD	MACDhist	pos-neg	64	31.2	4.5	59.4	0.4	0.7	0.2	14.0	-23.1
pair	MACDhist	MACD	pos-neg	64	31.2	4.5	59.4	0.4	0.7	0.2	14.0	-23.1
pair	MACDhist	RSIhist	pos-neg	20	9.8	3.9	65.0	0.3	0.3	0.2	16.9	-19.5
pair	RSIhist	MACDhist	pos-neg	20	9.8	3.9	65.0	0.3	0.3	0.2	16.9	-19.5
pair	MRmean	RSIhist	neg-pos	1	0.5	3.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	1	0.5	3.2	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	3	1.5	2.3	66.7	0.3	0.0	0.0	9.3	0.0
pair	MRmean	SLmean	neg-pos	3	1.5	2.3	66.7	0.3	0.0	0.0	9.3	0.0
pair	RSmean	SLmean	neg-pos	49	23.9	0.1	55.1	0.1	0.1	0.0	16.8	-23.1
pair	SLmean	RSmean	neg-pos	49	23.9	0.1	55.1	0.1	0.1	0.0	16.8	-23.1
pair	SLmean	RSI	neg-pos	42	20.5	-1.0	54.8	0.0	0.0	-0.0	15.0	-33.9
pair	RSI	SLmean	neg-pos	42	20.5	-1.0	54.8	0.0	0.0	-0.0	15.0	-33.9
pair	MACD	SLmean	neg-pos	40	19.5	-3.3	52.5	-0.1	-0.2	-0.1	17.5	-23.1
pair	SLmean	MACD	neg-pos	40	19.5	-3.3	52.5	-0.1	-0.2	-0.1	17.5	-23.1
pair	RSI	MRmean	pos-neg	4	2.0	-7.5	25.0	-0.5	-1.3	-1.8	13.3	-4.2
pair	MRmean	RSI	pos-neg	4	2.0	-7.5	25.0	-0.5	-1.3	-1.8	13.3	-4.2
pair	MACD	MACDhist	neg-pos	4	2.0	-11.3	25.0	-0.7	-3.6	-1.7	16.2	-6.7
pair	MACDhist	MACD	neg-pos	4	2.0	-11.3	25.0	-0.7	-3.6	-1.7	16.2	-6.7
pair	MACDhist	SLmean	neg-pos	7	3.4	-13.2	71.4	-0.6	-0.6	-0.9	20.4	-14.1
pair	SLmean	MACDhist	neg-pos	7	3.4	-13.2	71.4	-0.6	-0.6	-0.9	20.4	-14.1
pair	MRmean	SLmean	pos-neg	16	7.8	-16.1	37.5	-1.1	-1.2	-0.6	15.1	-28.1
pair	SLmean	MRmean	pos-neg	16	7.8	-16.1	37.5	-1.1	-1.2	-0.6	15.1	-28.1
pair	MACDhist	RSI	neg-pos	1	0.5	-40.4	0.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACDhist	neg-pos	1	0.5	-40.4	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for CWB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.7% \| Win 69% Sharpe 1.33 \| Sortino 2.54 \| Calmar 1.6 Vol 11% \| MDD -9.4% Months 141M (69%)	CAGR -16.1% \| Win 38% Sharpe -1.08 \| Sortino -1.25 \| Calmar -0.6 Vol 15% \| MDD -28.1% Months 16M (8%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 2.3% \| Win 67% Sharpe 0.28 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (2%)	CAGR 16.0% \| Win 69% Sharpe 1.04 \| Sortino 1.96 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 45M (22%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
SLmean only	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 65% Sharpe 0.89 \| Sortino 1.34 \| Calmar 0.6 Vol 12% \| MDD -16.3% Months 151M (74%)	CAGR 40.2% \| Win 83% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 6M (3%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 8.4% \| Win 64% Sharpe 0.57 \| Sortino 1.19 \| Calmar 0.4 Vol 17% \| MDD -22.9% Months 36M (18%)	CAGR 37.7% \| Win 83% Sharpe 3.71 \| Sortino 6.95 \| Calmar 12.8 Vol 9% \| MDD -2.9% Months 12M (6%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
RSmean only	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 66% Sharpe 1.01 \| Sortino 1.48 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 136M (66%)	CAGR 7.7% \| Win 62% Sharpe 0.70 \| Sortino 1.22 \| Calmar 0.8 Vol 12% \| MDD -9.4% Months 21M (10%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 4.8% \| Win 60% Sharpe 0.35 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -22.9% Months 30M (15%)	CAGR 34.7% \| Win 83% Sharpe 3.22 \| Sortino 8.46 \| Calmar 11.8 Vol 10% \| MDD -2.9% Months 18M (9%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
MACD only	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 153M (75%)	CAGR -7.5% \| Win 25% Sharpe -0.54 \| Sortino -1.31 \| Calmar -1.8 Vol 13% \| MDD -4.2% Months 4M (2%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 6.7% \| Win 63% Sharpe 0.54 \| Sortino 0.87 \| Calmar 0.4 Vol 14% \| MDD -18.6% Months 30M (15%)	CAGR 30.6% \| Win 78% Sharpe 1.68 \| Sortino 4.01 \| Calmar 3.0 Vol 17% \| MDD -10.1% Months 18M (9%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
RSI only	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 7.0% \| Win 63% Sharpe 0.71 \| Sortino 1.06 \| Calmar 0.5 Vol 10% \| MDD -14.3% Months 51M (25%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	-	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 69% Sharpe 1.29 \| Sortino 3.20 \| Calmar 1.6 Vol 10% \| MDD -8.7% Months 109M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.45 \| Sortino 0.54 \| Calmar 0.4 Vol 14% \| MDD -13.1% Months 48M (23%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 3.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 15.4% \| Win 68% Sharpe 1.01 \| Sortino 1.94 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 47M (23%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 66% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 146M (71%)	CAGR 6.2% \| Win 64% Sharpe 0.63 \| Sortino 1.13 \| Calmar 0.9 Vol 10% \| MDD -6.9% Months 11M (5%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 17.0% \| Win 69% Sharpe 1.10 \| Sortino 1.97 \| Calmar 1.2 Vol 15% \| MDD -14.2% Months 35M (17%)	CAGR 10.3% \| Win 69% Sharpe 0.71 \| Sortino 1.55 \| Calmar 1.0 Vol 15% \| MDD -10.1% Months 13M (6%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 13.4% \| Win 68% Sharpe 1.23 \| Sortino 2.38 \| Calmar 1.1 Vol 11% \| MDD -11.8% Months 138M (67%)	CAGR 40.2% \| Win 83% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 6M (3%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.14 \| Calmar 0.0 Vol 17% \| MDD -23.1% Months 49M (24%)	CAGR 37.7% \| Win 83% Sharpe 3.71 \| Sortino 6.95 \| Calmar 12.8 Vol 9% \| MDD -2.9% Months 12M (6%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
RSmean only	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 15.1% \| Win 69% Sharpe 1.37 \| Sortino 2.73 \| Calmar 1.7 Vol 11% \| MDD -8.7% Months 126M (62%)	CAGR 10.0% \| Win 67% Sharpe 0.92 \| Sortino 1.38 \| Calmar 1.9 Vol 11% \| MDD -5.4% Months 18M (9%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR -3.3% \| Win 52% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -23.1% Months 40M (20%)	CAGR 28.2% \| Win 76% Sharpe 2.37 \| Sortino 6.07 \| Calmar 6.7 Vol 11% \| MDD -4.2% Months 21M (10%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
MACD only	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 14.6% \| Win 70% Sharpe 1.33 \| Sortino 2.49 \| Calmar 1.6 Vol 11% \| MDD -9.1% Months 141M (69%)	CAGR 7.1% \| Win 33% Sharpe 0.58 \| Sortino 13.66 \| Calmar 5.1 Vol 13% \| MDD -1.4% Months 3M (2%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR -1.0% \| Win 55% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 15% \| MDD -33.9% Months 42M (20%)	CAGR 25.3% \| Win 74% Sharpe 1.41 \| Sortino 3.94 \| Calmar 2.5 Vol 17% \| MDD -10.1% Months 19M (9%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
RSI only	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 15.3% \| Win 67% Sharpe 1.32 \| Sortino 2.90 \| Calmar 1.3 Vol 11% \| MDD -11.6% Months 99M (48%)	CAGR 12.7% \| Win 73% Sharpe 1.32 \| Sortino 1.78 \| Calmar 2.3 Vol 9% \| MDD -5.4% Months 45M (22%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR -13.2% \| Win 71% Sharpe -0.60 \| Sortino -0.56 \| Calmar -0.9 Vol 20% \| MDD -14.1% Months 7M (3%)	CAGR 9.4% \| Win 59% Sharpe 0.67 \| Sortino 1.25 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 54M (26%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.5% \| Win 68% Sharpe 1.26 \| Sortino 3.15 \| Calmar 1.5 Vol 10% \| MDD -8.7% Months 108M (53%)	CAGR 17.3% \| Win 69% Sharpe 1.45 \| Sortino 1.87 \| Calmar 2.6 Vol 12% \| MDD -6.6% Months 36M (18%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR 21.7% \| Win 100% Sharpe 2.91 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 6.1% \| Win 59% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 59M (29%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.5% \| Win 69% Sharpe 1.30 \| Sortino 2.45 \| Calmar 1.6 Vol 11% \| MDD -9.1% Months 134M (65%)	CAGR 13.5% \| Win 70% Sharpe 1.52 \| Sortino 11.14 \| Calmar 4.5 Vol 9% \| MDD -3.0% Months 10M (5%)	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)
SLmean neg	CAGR 7.1% \| Win 60% Sharpe 0.50 \| Sortino 0.73 \| Calmar 0.4 Vol 16% \| MDD -18.4% Months 47M (23%)	CAGR 4.9% \| Win 64% Sharpe 0.38 \| Sortino 0.97 \| Calmar 0.5 Vol 16% \| MDD -10.1% Months 14M (7%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 65% Sharpe 0.79 \| Sortino 1.19 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 161M (78%)	CAGR 10.2% \| Win 65% Sharpe 0.91 \| Sortino 1.66 \| Calmar 1.1 Vol 11% \| MDD -9.4% Months 26M (13%)	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)
RSmean neg	CAGR 34.0% \| Win 80% Sharpe 3.14 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 5M (2%)	CAGR 40.4% \| Win 85% Sharpe 3.99 \| Sortino 7.37 \| Calmar 13.7 Vol 9% \| MDD -2.9% Months 13M (6%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)
MACD only	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 65% Sharpe 0.76 \| Sortino 1.10 \| Calmar 0.4 Vol 12% \| MDD -20.4% Months 167M (82%)	CAGR 19.1% \| Win 65% Sharpe 1.11 \| Sortino 2.65 \| Calmar 1.9 Vol 17% \| MDD -10.1% Months 20M (10%)	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)
RSmean neg	CAGR 35.6% \| Win 81% Sharpe 3.47 \| Sortino 6.16 \| Calmar 12.1 Vol 9% \| MDD -2.9% Months 16M (8%)	CAGR 64.4% \| Win 100% Sharpe 16.98 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)
RSI only	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.0% \| Win 67% Sharpe 1.07 \| Sortino 1.58 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 105M (51%)	CAGR 5.8% \| Win 62% Sharpe 0.49 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -23.1% Months 82M (40%)	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)
RSmean neg	CAGR 29.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 39.1% \| Win 82% Sharpe 3.79 \| Sortino 6.67 \| Calmar 13.3 Vol 9% \| MDD -2.9% Months 17M (8%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.4% \| Win 68% Sharpe 1.19 \| Sortino 2.90 \| Calmar 1.1 Vol 10% \| MDD -10.9% Months 107M (52%)	CAGR 6.4% \| Win 60% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 15% \| MDD -26.5% Months 80M (39%)	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)
RSmean neg	CAGR 70.3% \| Win 100% Sharpe 7.02 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 3M (2%)	CAGR 32.9% \| Win 80% Sharpe 3.41 \| Sortino 5.75 \| Calmar 11.2 Vol 9% \| MDD -2.9% Months 15M (7%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.3% \| Win 65% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.4 Vol 13% \| MDD -23.8% Months 164M (80%)	CAGR 6.1% \| Win 65% Sharpe 0.52 \| Sortino 0.95 \| Calmar 0.6 Vol 13% \| MDD -10.1% Months 23M (11%)	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)
RSmean neg	CAGR 36.6% \| Win 82% Sharpe 3.65 \| Sortino 6.30 \| Calmar 12.4 Vol 9% \| MDD -2.9% Months 17M (8%)	CAGR 76.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.1% \| Win 64% Sharpe 0.78 \| Sortino 1.13 \| Calmar 0.5 Vol 12% \| MDD -20.0% Months 155M (76%)	CAGR 29.6% \| Win 73% Sharpe 1.38 \| Sortino 4.17 \| Calmar 2.9 Vol 20% \| MDD -10.1% Months 11M (5%)	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)
MACD neg	CAGR 20.8% \| Win 75% Sharpe 1.83 \| Sortino 2.87 \| Calmar 2.6 Vol 11% \| MDD -8.1% Months 28M (14%)	CAGR 16.0% \| Win 64% Sharpe 1.28 \| Sortino 3.48 \| Calmar 3.8 Vol 12% \| MDD -4.2% Months 11M (5%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)
RSI only	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.2% \| Win 69% Sharpe 1.18 \| Sortino 1.65 \| Calmar 0.8 Vol 12% \| MDD -18.7% Months 102M (50%)	CAGR 4.5% \| Win 59% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 14% \| MDD -23.1% Months 64M (31%)	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)
MACD neg	CAGR -11.3% \| Win 25% Sharpe -0.68 \| Sortino -3.63 \| Calmar -1.7 Vol 16% \| MDD -6.7% Months 4M (2%)	CAGR 23.5% \| Win 77% Sharpe 2.16 \| Sortino 3.34 \| Calmar 2.9 Vol 10% \| MDD -8.1% Months 35M (17%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 14.2% \| Win 69% Sharpe 1.31 \| Sortino 3.14 \| Calmar 1.8 Vol 11% \| MDD -8.0% Months 97M (47%)	CAGR 5.2% \| Win 59% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.2 Vol 15% \| MDD -26.5% Months 69M (34%)	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)
MACD neg	CAGR 9.5% \| Win 69% Sharpe 1.02 \| Sortino 3.82 \| Calmar 1.8 Vol 9% \| MDD -5.4% Months 13M (6%)	CAGR 24.7% \| Win 73% Sharpe 1.96 \| Sortino 3.20 \| Calmar 3.0 Vol 12% \| MDD -8.1% Months 26M (13%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.9% \| Win 65% Sharpe 0.88 \| Sortino 1.32 \| Calmar 0.5 Vol 13% \| MDD -20.0% Months 150M (73%)	CAGR 5.6% \| Win 69% Sharpe 0.45 \| Sortino 0.95 \| Calmar 0.6 Vol 14% \| MDD -10.1% Months 16M (8%)	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)
MACD neg	CAGR 20.8% \| Win 74% Sharpe 1.76 \| Sortino 2.96 \| Calmar 2.2 Vol 11% \| MDD -9.4% Months 31M (15%)	CAGR 14.2% \| Win 62% Sharpe 1.28 \| Sortino 5.82 \| Calmar 5.2 Vol 11% \| MDD -2.7% Months 8M (4%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 13.8% \| Win 68% Sharpe 1.14 \| Sortino 1.66 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 105M (51%)	CAGR 6.9% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 12% \| MDD -17.9% Months 78M (38%)	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)
RSI neg	CAGR -40.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 26.9% \| Win 71% Sharpe 1.56 \| Sortino 3.26 \| Calmar 2.7 Vol 16% \| MDD -10.1% Months 21M (10%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 14.0% \| Win 70% Sharpe 1.30 \| Sortino 3.17 \| Calmar 1.7 Vol 10% \| MDD -8.4% Months 106M (52%)	CAGR 6.7% \| Win 61% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 14% \| MDD -18.2% Months 77M (38%)	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)
RSI neg	CAGR 6.1% \| Win 50% Sharpe 0.61 \| Sortino 11.69 \| Calmar 4.4 Vol 10% \| MDD -1.4% Months 4M (2%)	CAGR 26.6% \| Win 72% Sharpe 1.44 \| Sortino 4.13 \| Calmar 2.6 Vol 18% \| MDD -10.1% Months 18M (9%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.7% \| Win 66% Sharpe 0.91 \| Sortino 1.32 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 174M (85%)	CAGR 14.0% \| Win 78% Sharpe 1.18 \| Sortino 1.95 \| Calmar 2.0 Vol 12% \| MDD -6.9% Months 9M (4%)	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)
RSI neg	CAGR 70.4% \| Win 86% Sharpe 3.12 \| Sortino 0.00 \| Calmar 16.7 Vol 18% \| MDD -4.2% Months 7M (3%)	CAGR 5.2% \| Win 60% Sharpe 0.42 \| Sortino 0.77 \| Calmar 0.5 Vol 14% \| MDD -10.1% Months 15M (7%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.4% \| Win 67% Sharpe 1.39 \| Sortino 3.75 \| Calmar 1.4 Vol 11% \| MDD -11.0% Months 86M (42%)	CAGR 3.9% \| Win 65% Sharpe 0.31 \| Sortino 0.33 \| Calmar 0.2 Vol 17% \| MDD -19.5% Months 20M (10%)	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)
MACDhist neg	CAGR 7.7% \| Win 75% Sharpe 0.86 \| Sortino 1.53 \| Calmar 1.4 Vol 9% \| MDD -5.4% Months 24M (12%)	CAGR 11.9% \| Win 63% Sharpe 0.88 \| Sortino 1.44 \| Calmar 0.5 Vol 14% \| MDD -23.1% Months 75M (37%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)
RSIhist only	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	-	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)
MACDhist neg	CAGR 11.7% \| Win 65% Sharpe 0.92 \| Sortino 1.44 \| Calmar 0.8 Vol 13% \| MDD -15.6% Months 75M (37%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 14.1% \| Win 69% Sharpe 1.30 \| Sortino 3.15 \| Calmar 1.7 Vol 11% \| MDD -8.4% Months 100M (49%)	CAGR 9.2% \| Win 70% Sharpe 1.12 \| Sortino 7.75 \| Calmar 3.4 Vol 8% \| MDD -2.7% Months 10M (5%)	CAGR 13.7% \| Win 69% Sharpe 1.28 \| Sortino 3.17 \| Calmar 1.6 Vol 10% \| MDD -8.5% Months 110M (54%)
RSIhist neg	CAGR 10.6% \| Win 63% Sharpe 0.78 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -21.7% Months 81M (40%)	CAGR 7.8% \| Win 64% Sharpe 0.55 \| Sortino 1.43 \| Calmar 0.8 Vol 16% \| MDD -10.1% Months 14M (7%)	CAGR 10.2% \| Win 63% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 14% \| MDD -26.5% Months 95M (46%)
LWTI only	CAGR 12.5% \| Win 66% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.5 Vol 12% \| MDD -23.8% Months 181M (88%)	CAGR 8.4% \| Win 67% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 13% \| MDD -10.1% Months 24M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.7% \| Win 69% Sharpe 1.33 \| Sortino 2.54 \| Calmar 1.6 Vol 11% \| MDD -9.4% Months 141M (69%)	CAGR -16.1% \| Win 38% Sharpe -1.08 \| Sortino -1.25 \| Calmar -0.6 Vol 15% \| MDD -28.1% Months 16M (8%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 2.3% \| Win 67% Sharpe 0.28 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (2%)	CAGR 16.0% \| Win 69% Sharpe 1.04 \| Sortino 1.96 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 45M (22%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
SLmean only	CAGR 14.5% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.5 Vol 11% \| MDD -9.4% Months 144M (70%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -23.1% Months 61M (30%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 65% Sharpe 0.89 \| Sortino 1.34 \| Calmar 0.6 Vol 12% \| MDD -16.3% Months 151M (74%)	CAGR 40.2% \| Win 83% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 6M (3%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 8.4% \| Win 64% Sharpe 0.57 \| Sortino 1.19 \| Calmar 0.4 Vol 17% \| MDD -22.9% Months 36M (18%)	CAGR 37.7% \| Win 83% Sharpe 3.71 \| Sortino 6.95 \| Calmar 12.8 Vol 9% \| MDD -2.9% Months 12M (6%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
RSmean only	CAGR 9.8% \| Win 65% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 187M (91%)	CAGR 38.6% \| Win 83% Sharpe 3.85 \| Sortino 6.59 \| Calmar 13.1 Vol 9% \| MDD -2.9% Months 18M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 66% Sharpe 1.01 \| Sortino 1.48 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 136M (66%)	CAGR 7.7% \| Win 62% Sharpe 0.70 \| Sortino 1.22 \| Calmar 0.8 Vol 12% \| MDD -9.4% Months 21M (10%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 4.8% \| Win 60% Sharpe 0.35 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -22.9% Months 30M (15%)	CAGR 34.7% \| Win 83% Sharpe 3.22 \| Sortino 8.46 \| Calmar 11.8 Vol 10% \| MDD -2.9% Months 18M (9%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
MACD only	CAGR 10.4% \| Win 65% Sharpe 0.84 \| Sortino 1.26 \| Calmar 0.4 Vol 13% \| MDD -26.5% Months 166M (81%)	CAGR 19.4% \| Win 72% Sharpe 1.68 \| Sortino 3.17 \| Calmar 2.1 Vol 11% \| MDD -9.4% Months 39M (19%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 153M (75%)	CAGR -7.5% \| Win 25% Sharpe -0.54 \| Sortino -1.31 \| Calmar -1.8 Vol 13% \| MDD -4.2% Months 4M (2%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	CAGR 6.7% \| Win 63% Sharpe 0.54 \| Sortino 0.87 \| Calmar 0.4 Vol 14% \| MDD -18.6% Months 30M (15%)	CAGR 30.6% \| Win 78% Sharpe 1.68 \| Sortino 4.01 \| Calmar 3.0 Vol 17% \| MDD -10.1% Months 18M (9%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
RSI only	CAGR 10.8% \| Win 66% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.4% Months 183M (89%)	CAGR 22.6% \| Win 68% Sharpe 1.33 \| Sortino 3.06 \| Calmar 2.2 Vol 16% \| MDD -10.1% Months 22M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 7.0% \| Win 63% Sharpe 0.71 \| Sortino 1.06 \| Calmar 0.5 Vol 10% \| MDD -14.3% Months 51M (25%)	CAGR 11.1% \| Win 66% Sharpe 0.97 \| Sortino 1.46 \| Calmar 0.7 Vol 12% \| MDD -16.1% Months 157M (77%)
MRmean neg	-	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)	CAGR 15.1% \| Win 69% Sharpe 1.00 \| Sortino 1.90 \| Calmar 0.7 Vol 15% \| MDD -22.9% Months 48M (23%)
MACDhist only	CAGR 13.1% \| Win 67% Sharpe 1.08 \| Sortino 1.60 \| Calmar 0.7 Vol 12% \| MDD -18.7% Months 106M (52%)	CAGR 10.9% \| Win 66% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.5 Vol 13% \| MDD -23.1% Months 99M (48%)