DFND - iShares Global Aerospace & Defence UCITS ETF USD A

Signal Pair Analysis

MRmean-MACDhist

Best Pair

33.7%

Best CAGR

Total Months

6.8%

Avg CAGR

DFND 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 DFND

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	MACDhist	neg-pos	8	6.5	33.7	50.0	1.7	0.0	11.4	18.6	-3.0
pair	MACDhist	MRmean	neg-pos	8	6.5	33.7	50.0	1.7	0.0	11.4	18.6	-3.0
pair	SLmean	MACDhist	neg-pos	16	13.0	31.8	56.2	2.0	5.6	8.3	14.8	-3.9
pair	MACDhist	SLmean	neg-pos	16	13.0	31.8	56.2	2.0	5.6	8.3	14.8	-3.9
pair	RSIhist	RSI	neg-pos	4	3.3	26.4	100.0	4.9	0.0	0.0	4.9	0.0
pair	RSI	RSIhist	neg-pos	4	3.3	26.4	100.0	4.9	0.0	0.0	4.9	0.0
pair	SLmean	MRmean	pos-neg	11	8.9	25.6	72.7	2.5	4.5	6.7	9.4	-3.8
pair	MRmean	SLmean	pos-neg	11	8.9	25.6	72.7	2.5	4.5	6.7	9.4	-3.8
pair	RSmean	SLmean	neg-pos	26	21.1	23.7	65.4	1.6	5.4	1.9	13.9	-12.6
pair	SLmean	RSmean	neg-pos	26	21.1	23.7	65.4	1.6	5.4	1.9	13.9	-12.6
pair	LWTI	SLmean	neg-neg	5	4.1	23.0	80.0	2.2	0.0	0.0	9.7	0.0
pair	SLmean	LWTI	neg-neg	5	4.1	23.0	80.0	2.2	0.0	0.0	9.7	0.0
pair	MRmean	RSI	pos-neg	1	0.8	22.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MRmean	pos-neg	1	0.8	22.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MACDhist	pos-neg	23	18.7	21.6	60.9	1.5	5.2	4.8	13.6	-4.5
pair	MACDhist	RSIhist	pos-neg	23	18.7	21.6	60.9	1.5	5.2	4.8	13.6	-4.5
pair	RSI	SLmean	neg-pos	24	19.5	19.6	58.3	1.4	3.9	2.4	13.5	-8.3
pair	SLmean	RSI	neg-pos	24	19.5	19.6	58.3	1.4	3.9	2.4	13.5	-8.3
pair	SLmean	MACD	neg-pos	26	21.1	18.4	53.8	1.3	4.3	1.5	13.8	-12.6
pair	MACD	SLmean	neg-pos	26	21.1	18.4	53.8	1.3	4.3	1.5	13.8	-12.6
pair	MACD	RSmean	pos-neg	19	15.4	17.2	73.7	2.0	2.3	3.6	8.1	-4.8
pair	RSmean	MACD	pos-neg	19	15.4	17.2	73.7	2.0	2.3	3.6	8.1	-4.8
pair	MRmean	MACD	pos-neg	16	13.0	17.1	75.0	2.7	8.9	8.3	5.9	-2.1
pair	MACD	MRmean	pos-neg	16	13.0	17.1	75.0	2.7	8.9	8.3	5.9	-2.1
pair	SLmean	RSIhist	neg-neg	34	27.6	15.0	58.8	1.1	4.0	1.2	13.2	-12.6
pair	RSIhist	SLmean	neg-neg	34	27.6	15.0	58.8	1.1	4.0	1.2	13.2	-12.6
single	SLmean	SLmean	neg-neg	41	33.3	14.7	58.5	1.2	3.9	1.2	12.2	-12.6
pair	RSIhist	MACD	neg-pos	22	17.9	14.0	77.3	1.9	1.9	2.5	7.1	-5.7
pair	MACD	RSIhist	neg-pos	22	17.9	14.0	77.3	1.9	1.9	2.5	7.1	-5.7
pair	RSIhist	RSI	pos-neg	38	30.9	13.9	60.5	1.1	3.4	1.6	12.1	-8.6
pair	RSI	RSIhist	pos-neg	38	30.9	13.9	60.5	1.1	3.4	1.6	12.1	-8.6
pair	SLmean	RSIhist	neg-pos	7	5.7	13.6	57.1	2.5	0.0	0.0	5.2	0.0
pair	LWTI	SLmean	neg-pos	36	29.3	13.6	55.6	1.1	3.5	1.1	12.5	-12.6
pair	RSIhist	SLmean	neg-pos	7	5.7	13.6	57.1	2.5	0.0	0.0	5.2	0.0
pair	SLmean	LWTI	neg-pos	36	29.3	13.6	55.6	1.1	3.5	1.1	12.5	-12.6
pair	RSmean	RSIhist	pos-neg	42	34.1	13.5	59.5	1.1	3.2	1.0	12.4	-13.2
pair	RSIhist	RSmean	pos-neg	42	34.1	13.5	59.5	1.1	3.2	1.0	12.4	-13.2
pair	RSI	MACD	neg-neg	14	11.4	12.8	71.4	1.5	3.8	3.8	8.2	-3.4
pair	MACD	RSI	neg-neg	14	11.4	12.8	71.4	1.5	3.8	3.8	8.2	-3.4
pair	MRmean	MACDhist	pos-neg	33	26.8	12.6	72.7	1.7	2.9	2.0	7.2	-6.2
pair	MACDhist	MRmean	pos-neg	33	26.8	12.6	72.7	1.7	2.9	2.0	7.2	-6.2
pair	RSIhist	MACDhist	neg-pos	28	22.8	12.5	75.0	1.6	2.0	2.4	7.7	-5.2
pair	MACDhist	RSIhist	neg-pos	28	22.8	12.5	75.0	1.6	2.0	2.4	7.7	-5.2
pair	RSmean	LWTI	neg-neg	1	0.8	12.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.8	12.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	neg-pos	18	14.6	12.2	55.6	0.8	3.3	0.9	16.8	-13.2
pair	RSmean	MRmean	neg-pos	18	14.6	12.2	55.6	0.8	3.3	0.9	16.8	-13.2
pair	SLmean	MACD	pos-neg	18	14.6	11.7	72.2	1.5	1.6	2.1	7.4	-5.7
pair	MACD	SLmean	pos-neg	18	14.6	11.7	72.2	1.5	1.6	2.1	7.4	-5.7
pair	MACD	RSIhist	pos-neg	43	35.0	11.6	58.1	1.0	2.9	0.9	12.2	-13.2
pair	RSIhist	MRmean	pos-neg	29	23.6	11.6	62.1	1.3	2.9	2.4	8.8	-4.9
pair	MRmean	RSIhist	pos-neg	29	23.6	11.6	62.1	1.3	2.9	2.4	8.8	-4.9
pair	RSIhist	MACD	pos-neg	43	35.0	11.6	58.1	1.0	2.9	0.9	12.2	-13.2
pair	SLmean	MRmean	neg-neg	30	24.4	11.0	53.3	0.9	3.7	0.9	13.0	-12.6
pair	MRmean	SLmean	neg-neg	30	24.4	11.0	53.3	0.9	3.7	0.9	13.0	-12.6
pair	LWTI	MACD	neg-pos	26	21.1	10.3	69.2	1.4	2.5	2.1	7.2	-5.0
pair	LWTI	RSI	neg-neg	8	6.5	10.3	75.0	1.0	2.3	4.4	10.2	-2.3
pair	MACD	LWTI	neg-pos	26	21.1	10.3	69.2	1.4	2.5	2.1	7.2	-5.0
pair	RSIhist	LWTI	neg-pos	49	39.8	10.3	57.1	0.9	2.8	0.8	11.7	-12.6
pair	RSI	LWTI	neg-neg	8	6.5	10.3	75.0	1.0	2.3	4.4	10.2	-2.3
pair	LWTI	RSIhist	neg-pos	49	39.8	10.3	57.1	0.9	2.8	0.8	11.7	-12.6
single	MACD	MACD	neg-neg	33	26.8	10.3	69.7	1.3	2.0	2.1	8.0	-5.0
pair	MACD	MACDhist	neg-neg	33	26.8	10.3	69.7	1.3	2.0	2.1	8.0	-5.0
pair	MACDhist	MACD	neg-neg	33	26.8	10.3	69.7	1.3	2.0	2.1	8.0	-5.0
pair	MACD	LWTI	neg-neg	7	5.7	10.3	71.4	0.9	1.2	2.1	11.1	-4.8
pair	LWTI	MACD	neg-neg	7	5.7	10.3	71.4	0.9	1.2	2.1	11.1	-4.8
single	RSIhist	RSIhist	neg-neg	54	43.9	9.9	57.4	0.9	2.6	0.8	11.7	-13.2
pair	RSI	MRmean	neg-pos	15	12.2	9.8	46.7	0.7	2.3	0.8	16.2	-11.9
pair	MRmean	RSI	neg-pos	15	12.2	9.8	46.7	0.7	2.3	0.8	16.2	-11.9
pair	MACD	MRmean	neg-pos	17	13.8	9.6	41.2	0.7	3.1	0.7	16.1	-13.2
pair	MRmean	MACD	neg-pos	17	13.8	9.6	41.2	0.7	3.1	0.7	16.1	-13.2
pair	LWTI	MRmean	neg-pos	26	21.1	9.2	50.0	0.7	3.0	0.7	13.4	-12.6
pair	MRmean	LWTI	neg-pos	26	21.1	9.2	50.0	0.7	3.0	0.7	13.4	-12.6
pair	RSmean	RSIhist	neg-pos	9	7.3	8.9	55.6	1.8	0.0	19.3	4.8	-0.5
pair	RSIhist	RSmean	neg-pos	9	7.3	8.9	55.6	1.8	0.0	19.3	4.8	-0.5
pair	MACD	SLmean	neg-neg	15	12.2	8.7	66.7	1.0	2.6	1.8	8.8	-5.0
pair	SLmean	MACD	neg-neg	15	12.2	8.7	66.7	1.0	2.6	1.8	8.8	-5.0
pair	RSI	MACD	neg-pos	19	15.4	8.6	68.4	1.1	1.3	1.3	8.0	-6.8
pair	MACD	RSI	neg-pos	19	15.4	8.6	68.4	1.1	1.3	1.3	8.0	-6.8
pair	LWTI	RSmean	pos-pos	93	75.6	8.6	59.1	0.8	1.2	0.4	11.4	-20.3
pair	RSmean	LWTI	pos-pos	93	75.6	8.6	59.1	0.8	1.2	0.4	11.4	-20.3
pair	RSmean	SLmean	pos-neg	6	4.9	8.2	66.7	1.1	1.6	3.3	7.3	-2.5
pair	RSI	SLmean	neg-neg	17	13.8	8.2	58.8	0.8	3.1	1.5	10.1	-5.5
pair	MACDhist	LWTI	neg-pos	49	39.8	8.2	65.3	1.0	2.1	0.8	8.4	-9.9
pair	LWTI	MACDhist	neg-pos	49	39.8	8.2	65.3	1.0	2.1	0.8	8.4	-9.9
pair	SLmean	RSmean	pos-neg	6	4.9	8.2	66.7	1.1	1.6	3.3	7.3	-2.5
pair	MACDhist	SLmean	pos-neg	34	27.6	8.2	67.6	1.0	1.5	0.9	8.5	-8.8
pair	SLmean	MACDhist	pos-neg	34	27.6	8.2	67.6	1.0	1.5	0.9	8.5	-8.8
pair	SLmean	RSI	neg-neg	17	13.8	8.2	58.8	0.8	3.1	1.5	10.1	-5.5
pair	RSI	LWTI	pos-pos	101	82.1	8.1	58.4	0.8	1.2	0.5	10.9	-15.7
pair	LWTI	RSI	pos-pos	101	82.1	8.1	58.4	0.8	1.2	0.5	10.9	-15.7
pair	RSIhist	MRmean	neg-neg	25	20.3	8.0	52.0	0.6	2.6	0.6	14.5	-13.2
pair	MRmean	RSIhist	neg-neg	25	20.3	8.0	52.0	0.6	2.6	0.6	14.5	-13.2
pair	RSI	RSmean	pos-pos	92	74.8	7.8	58.7	0.7	1.1	0.4	11.4	-20.7
pair	RSmean	MACDhist	pos-pos	58	47.2	7.8	55.2	0.7	1.0	0.7	12.8	-11.6
pair	MACDhist	RSmean	pos-pos	58	47.2	7.8	55.2	0.7	1.0	0.7	12.8	-11.6
single	RSmean	RSmean	pos-pos	102	82.9	7.8	58.8	0.7	1.2	0.4	11.4	-21.0
pair	RSmean	RSI	pos-pos	92	74.8	7.8	58.7	0.7	1.1	0.4	11.4	-20.7
pair	RSmean	MACDhist	pos-neg	44	35.8	7.7	63.6	0.8	1.7	0.7	9.3	-10.6
pair	MACDhist	RSmean	pos-neg	44	35.8	7.7	63.6	0.8	1.7	0.7	9.3	-10.6
pair	MACDhist	RSI	pos-neg	39	31.7	7.5	66.7	0.9	1.5	0.7	8.3	-10.3
pair	RSI	MACDhist	pos-neg	39	31.7	7.5	66.7	0.9	1.5	0.7	8.3	-10.3
single	LWTI	LWTI	pos-pos	113	91.9	7.5	57.5	0.7	1.2	0.4	10.8	-20.3
pair	MRmean	RSmean	pos-neg	5	4.1	7.4	60.0	0.9	1.5	3.0	8.1	-2.5
pair	RSmean	MRmean	pos-neg	5	4.1	7.4	60.0	0.9	1.5	3.0	8.1	-2.5
pair	RSI	RSmean	pos-neg	10	8.1	7.2	60.0	0.6	2.7	1.1	12.4	-6.4
pair	RSmean	RSI	pos-neg	10	8.1	7.2	60.0	0.6	2.7	1.1	12.4	-6.4
single	RSI	RSI	pos-pos	103	83.7	7.1	57.3	0.7	1.1	0.3	10.9	-20.7
single	MRmean	MRmean	neg-neg	34	27.6	7.0	52.9	0.6	1.9	0.5	13.0	-13.2
pair	RSI	MACDhist	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
single	MRmean	MRmean	pos-pos	89	72.4	6.9	59.6	0.7	1.0	0.4	9.9	-16.8
pair	MACDhist	RSI	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair		benchmark___benchmark_	benchmark-benchmark	123	100.0	6.9	57.7	0.7	1.1	0.3	10.8	-21.0
pair	benchmark___benchmark_		benchmark-benchmark	123	100.0	6.9	57.7	0.7	1.1	0.3	10.8	-21.0
pair	LWTI	MRmean	pos-pos	87	70.7	6.9	59.8	0.7	1.0	0.4	9.9	-16.8
pair	MRmean	LWTI	pos-pos	87	70.7	6.9	59.8	0.7	1.0	0.4	9.9	-16.8
single	MACDhist	MACDhist	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair	MACDhist	MACD	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair	MACDhist	LWTI	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair	LWTI	MACDhist	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair	MACD	MACDhist	pos-pos	64	52.0	6.9	51.6	0.6	0.9	0.6	12.3	-11.6
pair	RSI	MACD	pos-pos	84	68.3	6.8	54.8	0.6	1.0	0.4	11.5	-15.7
pair	MACD	RSI	pos-pos	84	68.3	6.8	54.8	0.6	1.0	0.4	11.5	-15.7
single	MACDhist	MACDhist	neg-neg	59	48.0	6.8	64.4	0.8	1.6	0.6	8.9	-10.6
pair	RSmean	MRmean	pos-pos	84	68.3	6.8	59.5	0.7	0.9	0.4	10.0	-16.1
pair	MRmean	RSmean	pos-pos	84	68.3	6.8	59.5	0.7	0.9	0.4	10.0	-16.1
pair	MRmean	RSI	pos-pos	88	71.5	6.7	59.1	0.7	0.9	0.4	9.9	-16.8
pair	RSI	MRmean	pos-pos	88	71.5	6.7	59.1	0.7	0.9	0.4	9.9	-16.8
pair	LWTI	RSIhist	neg-neg	5	4.1	6.6	60.0	0.5	1.6	2.8	13.4	-2.3
pair	RSIhist	LWTI	neg-neg	5	4.1	6.6	60.0	0.5	1.6	2.8	13.4	-2.3
pair	LWTI	MACD	pos-pos	87	70.7	6.6	54.0	0.6	1.0	0.3	11.7	-20.3
pair	MACD	LWTI	pos-pos	87	70.7	6.6	54.0	0.6	1.0	0.3	11.7	-20.3
pair	MACD	RSmean	pos-pos	83	67.5	5.7	55.4	0.5	0.9	0.3	12.0	-21.0
pair	RSmean	MACD	pos-pos	83	67.5	5.7	55.4	0.5	0.9	0.3	12.0	-21.0
single	MACD	MACD	pos-pos	90	73.2	5.6	53.3	0.5	0.9	0.3	11.7	-21.0
pair	RSI	MACDhist	neg-neg	20	16.3	5.5	60.0	0.6	1.7	0.9	10.1	-6.4
pair	MACDhist	RSI	neg-neg	20	16.3	5.5	60.0	0.6	1.7	0.9	10.1	-6.4
single	RSI	RSI	neg-neg	20	16.3	5.5	60.0	0.6	1.7	0.9	10.1	-6.4
pair	RSIhist	LWTI	pos-pos	64	52.0	5.4	57.8	0.6	0.7	0.4	10.1	-12.9
pair	LWTI	RSIhist	pos-pos	64	52.0	5.4	57.8	0.6	0.7	0.4	10.1	-12.9
pair	SLmean	MACDhist	neg-neg	25	20.3	5.0	60.0	0.6	1.7	0.5	9.5	-9.9
pair	MACDhist	SLmean	neg-neg	25	20.3	5.0	60.0	0.6	1.7	0.5	9.5	-9.9
pair	MACD	RSmean	neg-pos	7	5.7	4.9	28.6	0.7	1.0	2.0	6.7	-2.5
pair	RSmean	MACD	neg-pos	7	5.7	4.9	28.6	0.7	1.0	2.0	6.7	-2.5
pair	SLmean	LWTI	pos-pos	77	62.6	4.7	58.4	0.5	0.7	0.3	9.8	-13.5
pair	LWTI	SLmean	pos-pos	77	62.6	4.7	58.4	0.5	0.7	0.3	9.8	-13.5
pair	RSI	MRmean	neg-neg	19	15.4	4.7	57.9	0.5	1.5	0.7	10.3	-6.4
pair	MRmean	RSI	neg-neg	19	15.4	4.7	57.9	0.5	1.5	0.7	10.3	-6.4
pair	MACD	MRmean	pos-pos	73	59.3	4.7	56.2	0.5	0.7	0.3	10.5	-16.8
pair	MRmean	MACD	pos-pos	73	59.3	4.7	56.2	0.5	0.7	0.3	10.5	-16.8
single	RSIhist	RSIhist	pos-pos	69	56.1	4.6	58.0	0.5	0.6	0.3	10.0	-17.1
pair	MRmean	RSIhist	pos-pos	60	48.8	4.6	58.3	0.5	0.6	0.3	10.3	-13.9
pair	RSIhist	MRmean	pos-pos	60	48.8	4.6	58.3	0.5	0.6	0.3	10.3	-13.9
pair	SLmean	MRmean	pos-pos	78	63.4	4.4	57.7	0.5	0.6	0.3	9.8	-13.5
pair	MRmean	SLmean	pos-pos	78	63.4	4.4	57.7	0.5	0.6	0.3	9.8	-13.5
pair	MACD	MRmean	neg-neg	17	13.8	4.3	64.7	0.5	1.0	0.9	9.4	-5.0
pair	MRmean	MACD	neg-neg	17	13.8	4.3	64.7	0.5	1.0	0.9	9.4	-5.0
pair	MACDhist	RSmean	neg-neg	15	12.2	4.2	66.7	0.6	1.3	0.8	7.6	-5.0
pair	RSmean	MACDhist	neg-neg	15	12.2	4.2	66.7	0.6	1.3	0.8	7.6	-5.0
pair	MRmean	RSIhist	neg-pos	9	7.3	4.1	55.6	0.5	0.0	0.8	8.1	-4.8
pair	RSIhist	MRmean	neg-pos	9	7.3	4.1	55.6	0.5	0.0	0.8	8.1	-4.8
pair	RSmean	RSIhist	pos-pos	60	48.8	3.9	58.3	0.4	0.5	0.2	10.6	-17.1
pair	RSmean	RSI	neg-neg	10	8.1	3.9	60.0	0.5	1.2	1.2	7.8	-3.4
pair	RSI	RSmean	neg-neg	10	8.1	3.9	60.0	0.5	1.2	1.2	7.8	-3.4
pair	RSIhist	RSmean	pos-pos	60	48.8	3.9	58.3	0.4	0.5	0.2	10.6	-17.1
pair	MRmean	MACDhist	pos-pos	56	45.5	3.6	51.8	0.4	0.5	0.2	11.1	-16.8
pair	MACDhist	MRmean	pos-pos	56	45.5	3.6	51.8	0.4	0.5	0.2	11.1	-16.8
pair	RSIhist	SLmean	pos-pos	62	50.4	3.6	58.1	0.4	0.5	0.2	10.4	-17.1
pair	SLmean	RSI	pos-pos	79	64.2	3.6	57.0	0.4	0.5	0.2	9.9	-15.8
pair	RSI	SLmean	pos-pos	79	64.2	3.6	57.0	0.4	0.5	0.2	9.9	-15.8
pair	SLmean	RSIhist	pos-pos	62	50.4	3.6	58.1	0.4	0.5	0.2	10.4	-17.1
pair	RSIhist	MACD	neg-neg	11	8.9	3.4	54.5	0.4	1.1	0.7	9.5	-5.0
pair	MACD	RSIhist	neg-neg	11	8.9	3.4	54.5	0.4	1.1	0.7	9.5	-5.0
pair	RSI	RSIhist	pos-pos	65	52.8	3.4	55.4	0.4	0.5	0.2	10.2	-18.0
pair	RSIhist	RSI	pos-pos	65	52.8	3.4	55.4	0.4	0.5	0.2	10.2	-18.0
single	SLmean	SLmean	pos-pos	82	66.7	3.2	57.3	0.4	0.5	0.2	9.9	-18.4
pair	MRmean	LWTI	pos-neg	2	1.6	3.1	50.0	0.5	0.0	0.0	7.0	0.0
pair	LWTI	MRmean	pos-neg	2	1.6	3.1	50.0	0.5	0.0	0.0	7.0	0.0
pair	SLmean	RSmean	pos-pos	76	61.8	2.8	56.6	0.3	0.4	0.1	10.1	-18.4
pair	RSmean	SLmean	pos-pos	76	61.8	2.8	56.6	0.3	0.4	0.1	10.1	-18.4
single	RSmean	RSmean	neg-neg	21	17.1	2.7	52.4	0.4	0.8	0.6	7.0	-5.0
pair	LWTI	RSI	neg-pos	12	9.8	2.5	50.0	0.3	1.0	0.5	10.3	-5.5
pair	MACD	MACDhist	pos-neg	26	21.1	2.5	57.7	0.3	0.8	0.2	9.9	-10.6
pair	MACDhist	MACD	pos-neg	26	21.1	2.5	57.7	0.3	0.8	0.2	9.9	-10.6
pair	RSI	LWTI	neg-pos	12	9.8	2.5	50.0	0.3	1.0	0.5	10.3	-5.5
pair	RSmean	LWTI	neg-pos	20	16.3	2.3	50.0	0.3	0.7	0.5	7.2	-5.0
pair	LWTI	RSmean	neg-pos	20	16.3	2.3	50.0	0.3	0.7	0.5	7.2	-5.0
pair	RSIhist	MACDhist	neg-neg	31	25.2	2.0	54.8	0.2	0.7	0.2	9.7	-10.6
pair	MACDhist	RSIhist	neg-neg	31	25.2	2.0	54.8	0.2	0.7	0.2	9.7	-10.6
pair	RSIhist	SLmean	pos-neg	20	16.3	1.8	55.0	0.2	0.5	0.3	8.4	-6.1
pair	SLmean	RSIhist	pos-neg	20	16.3	1.8	55.0	0.2	0.5	0.3	8.4	-6.1
pair	RSI	RSmean	neg-pos	11	8.9	1.7	45.5	0.3	0.4	0.7	6.6	-2.5
pair	RSmean	RSI	neg-pos	11	8.9	1.7	45.5	0.3	0.4	0.7	6.6	-2.5
pair	RSmean	MACD	neg-neg	14	11.4	1.7	64.3	0.3	0.6	0.3	7.4	-5.0
pair	MACD	RSmean	neg-neg	14	11.4	1.7	64.3	0.3	0.6	0.3	7.4	-5.0
pair	MRmean	RSmean	neg-neg	16	13.0	1.3	50.0	0.2	0.5	0.3	6.9	-5.0
pair	RSmean	MRmean	neg-neg	16	13.0	1.3	50.0	0.2	0.5	0.3	6.9	-5.0
pair	RSIhist	RSI	neg-neg	16	13.0	0.9	50.0	0.1	0.4	0.1	10.7	-9.4
pair	RSI	RSIhist	neg-neg	16	13.0	0.9	50.0	0.1	0.4	0.1	10.7	-9.4
pair	MACD	SLmean	pos-pos	64	52.0	0.9	53.1	0.1	0.2	0.1	10.5	-17.7
pair	SLmean	MACD	pos-pos	64	52.0	0.9	53.1	0.1	0.2	0.1	10.5	-17.7
pair	RSmean	SLmean	neg-neg	15	12.2	0.6	46.7	0.1	0.3	0.1	7.1	-5.0
pair	SLmean	RSmean	neg-neg	15	12.2	0.6	46.7	0.1	0.3	0.1	7.1	-5.0
pair	LWTI	MACDhist	neg-neg	10	8.1	0.5	60.0	0.1	0.2	0.1	11.0	-4.8
pair	MACDhist	LWTI	neg-neg	10	8.1	0.5	60.0	0.1	0.2	0.1	11.0	-4.8
single	LWTI	LWTI	neg-neg	10	8.1	0.5	60.0	0.1	0.2	0.1	11.0	-4.8
pair	RSIhist	MACD	pos-pos	47	38.2	0.4	48.9	0.1	0.1	0.0	11.0	-15.4
pair	MACD	RSIhist	pos-pos	47	38.2	0.4	48.9	0.1	0.1	0.0	11.0	-15.4
pair	MRmean	LWTI	neg-neg	8	6.5	-0.1	62.5	0.0	0.1	-0.0	12.2	-4.8
pair	LWTI	MRmean	neg-neg	8	6.5	-0.1	62.5	0.0	0.1	-0.0	12.2	-4.8
pair	MACDhist	MRmean	neg-neg	26	21.1	-0.2	53.8	0.0	0.1	-0.0	10.4	-10.6
pair	MRmean	MACDhist	neg-neg	26	21.1	-0.2	53.8	0.0	0.1	-0.0	10.4	-10.6
pair	MACDhist	SLmean	pos-pos	48	39.0	-0.3	50.0	0.0	0.0	-0.0	10.8	-18.9
pair	SLmean	MACDhist	pos-pos	48	39.0	-0.3	50.0	0.0	0.0	-0.0	10.8	-18.9
pair	MACDhist	RSIhist	pos-pos	41	33.3	-0.5	46.3	0.0	0.0	-0.0	11.2	-16.6
pair	RSIhist	MACDhist	pos-pos	41	33.3	-0.5	46.3	0.0	0.0	-0.0	11.2	-16.6
pair	LWTI	RSmean	pos-neg	9	7.3	-0.7	55.6	-0.0	-0.0	-0.1	11.7	-4.8
pair	RSmean	LWTI	pos-neg	9	7.3	-0.7	55.6	-0.0	-0.0	-0.1	11.7	-4.8
pair	RSmean	MACDhist	neg-pos	6	4.9	-0.7	16.7	-0.1	-0.1	-1.6	5.7	-0.5
pair	MACDhist	RSmean	neg-pos	6	4.9	-0.7	16.7	-0.1	-0.1	-1.6	5.7	-0.5
pair	RSIhist	RSmean	neg-neg	12	9.8	-1.7	50.0	-0.2	-0.5	-0.3	8.3	-5.0
pair	RSmean	RSIhist	neg-neg	12	9.8	-1.7	50.0	-0.2	-0.5	-0.3	8.3	-5.0
pair	RSIhist	LWTI	pos-neg	5	4.1	-5.2	60.0	-0.5	-0.6	-4.5	9.3	-1.2
pair	LWTI	RSIhist	pos-neg	5	4.1	-5.2	60.0	-0.5	-0.6	-4.5	9.3	-1.2
pair	RSI	SLmean	pos-neg	3	2.4	-8.1	66.7	-0.8	0.0	0.0	10.6	0.0
pair	SLmean	RSI	pos-neg	3	2.4	-8.1	66.7	-0.8	0.0	0.0	10.6	0.0
pair	MACD	RSI	pos-neg	6	4.9	-9.7	33.3	-0.7	-3.3	-1.5	13.3	-6.4
pair	RSI	MACD	pos-neg	6	4.9	-9.7	33.3	-0.7	-3.3	-1.5	13.3	-6.4
pair	LWTI	SLmean	pos-neg	5	4.1	-17.9	40.0	-2.0	-2.8	-3.7	9.8	-4.8
pair	SLmean	LWTI	pos-neg	5	4.1	-17.9	40.0	-2.0	-2.8	-3.7	9.8	-4.8
pair	MRmean	SLmean	neg-pos	4	3.3	-19.0	50.0	-1.8	-13.7	-4.0	11.2	-4.8
pair	SLmean	MRmean	neg-pos	4	3.3	-19.0	50.0	-1.8	-13.7	-4.0	11.2	-4.8
pair	LWTI	MACD	pos-neg	3	2.4	-19.2	33.3	-2.1	-4.6	-8.2	9.8	-2.3
pair	MACD	LWTI	pos-neg	3	2.4	-19.2	33.3	-2.1	-4.6	-8.2	9.8	-2.3
pair	LWTI	RSI	pos-neg	2	1.6	-30.6	0.0	-4.0	-4.0	-26.4	8.9	-1.2
pair	RSI	LWTI	pos-neg	2	1.6	-30.6	0.0	-4.0	-4.0	-26.4	8.9	-1.2

All Contingency Tables for DFND

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 58% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.3 Vol 10% \| MDD -13.5% Months 78M (63%)	CAGR 25.6% \| Win 73% Sharpe 2.48 \| Sortino 4.49 \| Calmar 6.7 Vol 9% \| MDD -3.8% Months 11M (9%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR -19.0% \| Win 50% Sharpe -1.82 \| Sortino -13.67 \| Calmar -4.0 Vol 11% \| MDD -4.8% Months 4M (3%)	CAGR 11.0% \| Win 53% Sharpe 0.86 \| Sortino 3.72 \| Calmar 0.9 Vol 13% \| MDD -12.6% Months 30M (24%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
SLmean only	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.4 Vol 10% \| MDD -16.1% Months 84M (68%)	CAGR 7.4% \| Win 60% Sharpe 0.91 \| Sortino 1.49 \| Calmar 3.0 Vol 8% \| MDD -2.5% Months 5M (4%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 12.2% \| Win 56% Sharpe 0.77 \| Sortino 3.26 \| Calmar 0.9 Vol 17% \| MDD -13.2% Months 18M (15%)	CAGR 1.3% \| Win 50% Sharpe 0.23 \| Sortino 0.46 \| Calmar 0.3 Vol 7% \| MDD -5.0% Months 16M (13%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
RSmean only	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 56% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.3 Vol 10% \| MDD -16.8% Months 73M (59%)	CAGR 17.1% \| Win 75% Sharpe 2.73 \| Sortino 8.88 \| Calmar 8.3 Vol 6% \| MDD -2.1% Months 16M (13%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 9.6% \| Win 41% Sharpe 0.65 \| Sortino 3.09 \| Calmar 0.7 Vol 16% \| MDD -13.2% Months 17M (14%)	CAGR 4.3% \| Win 65% Sharpe 0.50 \| Sortino 0.99 \| Calmar 0.9 Vol 9% \| MDD -5.0% Months 17M (14%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
MACD only	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 59% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 88M (72%)	CAGR 22.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 9.8% \| Win 47% Sharpe 0.65 \| Sortino 2.30 \| Calmar 0.8 Vol 16% \| MDD -11.9% Months 15M (12%)	CAGR 4.7% \| Win 58% Sharpe 0.50 \| Sortino 1.50 \| Calmar 0.7 Vol 10% \| MDD -6.4% Months 19M (15%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
RSI only	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 52% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 11% \| MDD -16.8% Months 56M (46%)	CAGR 12.6% \| Win 73% Sharpe 1.69 \| Sortino 2.93 \| Calmar 2.0 Vol 7% \| MDD -6.2% Months 33M (27%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 33.7% \| Win 50% Sharpe 1.66 \| Sortino 0.00 \| Calmar 11.4 Vol 19% \| MDD -3.0% Months 8M (6%)	CAGR -0.2% \| Win 54% Sharpe 0.04 \| Sortino 0.09 \| Calmar -0.0 Vol 10% \| MDD -10.6% Months 26M (21%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 58% Sharpe 0.49 \| Sortino 0.60 \| Calmar 0.3 Vol 10% \| MDD -13.9% Months 60M (49%)	CAGR 11.6% \| Win 62% Sharpe 1.29 \| Sortino 2.90 \| Calmar 2.4 Vol 9% \| MDD -4.9% Months 29M (24%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 4.1% \| Win 56% Sharpe 0.53 \| Sortino 0.00 \| Calmar 0.8 Vol 8% \| MDD -4.8% Months 9M (7%)	CAGR 8.0% \| Win 52% Sharpe 0.60 \| Sortino 2.57 \| Calmar 0.6 Vol 14% \| MDD -13.2% Months 25M (20%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 60% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 87M (71%)	CAGR 3.1% \| Win 50% Sharpe 0.46 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (2%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 9.2% \| Win 50% Sharpe 0.72 \| Sortino 3.04 \| Calmar 0.7 Vol 13% \| MDD -12.6% Months 26M (21%)	CAGR -0.1% \| Win 62% Sharpe 0.04 \| Sortino 0.12 \| Calmar -0.0 Vol 12% \| MDD -4.8% Months 8M (6%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 57% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 76M (62%)	CAGR 8.2% \| Win 67% Sharpe 1.12 \| Sortino 1.64 \| Calmar 3.3 Vol 7% \| MDD -2.5% Months 6M (5%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 23.7% \| Win 65% Sharpe 1.61 \| Sortino 5.40 \| Calmar 1.9 Vol 14% \| MDD -12.6% Months 26M (21%)	CAGR 0.6% \| Win 47% Sharpe 0.12 \| Sortino 0.26 \| Calmar 0.1 Vol 7% \| MDD -5.0% Months 15M (12%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
RSmean only	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 0.9% \| Win 53% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 10% \| MDD -17.7% Months 64M (52%)	CAGR 11.7% \| Win 72% Sharpe 1.53 \| Sortino 1.59 \| Calmar 2.1 Vol 7% \| MDD -5.7% Months 18M (15%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 18.4% \| Win 54% Sharpe 1.29 \| Sortino 4.31 \| Calmar 1.5 Vol 14% \| MDD -12.6% Months 26M (21%)	CAGR 8.7% \| Win 67% Sharpe 0.99 \| Sortino 2.59 \| Calmar 1.7 Vol 9% \| MDD -5.0% Months 15M (12%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
MACD only	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 57% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 10% \| MDD -15.8% Months 79M (64%)	CAGR -8.1% \| Win 67% Sharpe -0.76 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (2%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 19.6% \| Win 58% Sharpe 1.40 \| Sortino 3.93 \| Calmar 2.4 Vol 14% \| MDD -8.3% Months 24M (20%)	CAGR 8.2% \| Win 59% Sharpe 0.82 \| Sortino 3.10 \| Calmar 1.5 Vol 10% \| MDD -5.5% Months 17M (14%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
RSI only	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -0.3% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 11% \| MDD -18.9% Months 48M (39%)	CAGR 8.2% \| Win 68% Sharpe 0.97 \| Sortino 1.51 \| Calmar 0.9 Vol 8% \| MDD -8.8% Months 34M (28%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 31.8% \| Win 56% Sharpe 1.96 \| Sortino 5.62 \| Calmar 8.3 Vol 15% \| MDD -3.9% Months 16M (13%)	CAGR 5.0% \| Win 60% Sharpe 0.56 \| Sortino 1.70 \| Calmar 0.5 Vol 10% \| MDD -9.9% Months 25M (20%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 58% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -17.1% Months 62M (50%)	CAGR 1.8% \| Win 55% Sharpe 0.25 \| Sortino 0.49 \| Calmar 0.3 Vol 8% \| MDD -6.1% Months 20M (16%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 13.6% \| Win 57% Sharpe 2.47 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 7M (6%)	CAGR 15.0% \| Win 59% Sharpe 1.13 \| Sortino 3.95 \| Calmar 1.2 Vol 13% \| MDD -12.6% Months 34M (28%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 58% Sharpe 0.52 \| Sortino 0.67 \| Calmar 0.3 Vol 10% \| MDD -13.5% Months 77M (63%)	CAGR -17.9% \| Win 40% Sharpe -1.96 \| Sortino -2.83 \| Calmar -3.7 Vol 10% \| MDD -4.8% Months 5M (4%)	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)
SLmean neg	CAGR 13.6% \| Win 56% Sharpe 1.08 \| Sortino 3.48 \| Calmar 1.1 Vol 12% \| MDD -12.6% Months 36M (29%)	CAGR 23.0% \| Win 80% Sharpe 2.19 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 5M (4%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 55% Sharpe 0.52 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 83M (68%)	CAGR 17.2% \| Win 74% Sharpe 2.01 \| Sortino 2.27 \| Calmar 3.6 Vol 8% \| MDD -4.8% Months 19M (15%)	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)
RSmean neg	CAGR 4.9% \| Win 29% Sharpe 0.74 \| Sortino 1.01 \| Calmar 2.0 Vol 7% \| MDD -2.5% Months 7M (6%)	CAGR 1.7% \| Win 64% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.3 Vol 7% \| MDD -5.0% Months 14M (11%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)
MACD only	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 59% Sharpe 0.72 \| Sortino 1.12 \| Calmar 0.4 Vol 11% \| MDD -20.7% Months 92M (75%)	CAGR 7.2% \| Win 60% Sharpe 0.62 \| Sortino 2.69 \| Calmar 1.1 Vol 12% \| MDD -6.4% Months 10M (8%)	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)
RSmean neg	CAGR 1.7% \| Win 46% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.7 Vol 7% \| MDD -2.5% Months 11M (9%)	CAGR 3.9% \| Win 60% Sharpe 0.53 \| Sortino 1.25 \| Calmar 1.2 Vol 8% \| MDD -3.4% Months 10M (8%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)
RSI only	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 55% Sharpe 0.65 \| Sortino 1.01 \| Calmar 0.7 Vol 13% \| MDD -11.6% Months 58M (47%)	CAGR 7.7% \| Win 64% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.7 Vol 9% \| MDD -10.6% Months 44M (36%)	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)
RSmean neg	CAGR -0.7% \| Win 17% Sharpe -0.11 \| Sortino -0.12 \| Calmar -1.6 Vol 6% \| MDD -0.5% Months 6M (5%)	CAGR 4.2% \| Win 67% Sharpe 0.57 \| Sortino 1.29 \| Calmar 0.8 Vol 8% \| MDD -5.0% Months 15M (12%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 58% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 11% \| MDD -17.1% Months 60M (49%)	CAGR 13.5% \| Win 60% Sharpe 1.08 \| Sortino 3.19 \| Calmar 1.0 Vol 12% \| MDD -13.2% Months 42M (34%)	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)
RSmean neg	CAGR 8.9% \| Win 56% Sharpe 1.81 \| Sortino 0.00 \| Calmar 19.3 Vol 5% \| MDD -0.5% Months 9M (7%)	CAGR -1.7% \| Win 50% Sharpe -0.16 \| Sortino -0.45 \| Calmar -0.3 Vol 8% \| MDD -5.0% Months 12M (10%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.6% \| Win 59% Sharpe 0.78 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 93M (76%)	CAGR -0.7% \| Win 56% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.2 Vol 12% \| MDD -4.8% Months 9M (7%)	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)
RSmean neg	CAGR 2.3% \| Win 50% Sharpe 0.35 \| Sortino 0.69 \| Calmar 0.5 Vol 7% \| MDD -5.0% Months 20M (16%)	CAGR 12.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.8% \| Win 55% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.4 Vol 12% \| MDD -15.7% Months 84M (68%)	CAGR -9.7% \| Win 33% Sharpe -0.70 \| Sortino -3.31 \| Calmar -1.5 Vol 13% \| MDD -6.4% Months 6M (5%)	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)
MACD neg	CAGR 8.6% \| Win 68% Sharpe 1.07 \| Sortino 1.30 \| Calmar 1.3 Vol 8% \| MDD -6.8% Months 19M (15%)	CAGR 12.8% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 3.8 Vol 8% \| MDD -3.4% Months 14M (11%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)
RSI only	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 2.5% \| Win 58% Sharpe 0.30 \| Sortino 0.82 \| Calmar 0.2 Vol 10% \| MDD -10.6% Months 26M (21%)	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)
MACD neg	-	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 0.4% \| Win 49% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 11% \| MDD -15.4% Months 47M (38%)	CAGR 11.6% \| Win 58% Sharpe 0.96 \| Sortino 2.88 \| Calmar 0.9 Vol 12% \| MDD -13.2% Months 43M (35%)	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)
MACD neg	CAGR 14.0% \| Win 77% Sharpe 1.89 \| Sortino 1.87 \| Calmar 2.5 Vol 7% \| MDD -5.7% Months 22M (18%)	CAGR 3.4% \| Win 55% Sharpe 0.39 \| Sortino 1.10 \| Calmar 0.7 Vol 10% \| MDD -5.0% Months 11M (9%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.6% \| Win 54% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.3 Vol 12% \| MDD -20.3% Months 87M (71%)	CAGR -19.2% \| Win 33% Sharpe -2.12 \| Sortino -4.58 \| Calmar -8.2 Vol 10% \| MDD -2.3% Months 3M (2%)	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)
MACD neg	CAGR 10.3% \| Win 69% Sharpe 1.41 \| Sortino 2.50 \| Calmar 2.1 Vol 7% \| MDD -5.0% Months 26M (21%)	CAGR 10.3% \| Win 71% Sharpe 0.94 \| Sortino 1.16 \| Calmar 2.2 Vol 11% \| MDD -4.8% Months 7M (6%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 7.5% \| Win 67% Sharpe 0.91 \| Sortino 1.53 \| Calmar 0.7 Vol 8% \| MDD -10.3% Months 39M (32%)	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)
RSI neg	-	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.4% \| Win 55% Sharpe 0.38 \| Sortino 0.45 \| Calmar 0.2 Vol 10% \| MDD -18.0% Months 65M (53%)	CAGR 13.9% \| Win 60% Sharpe 1.14 \| Sortino 3.40 \| Calmar 1.6 Vol 12% \| MDD -8.6% Months 38M (31%)	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)
RSI neg	CAGR 26.4% \| Win 100% Sharpe 4.87 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (3%)	CAGR 0.9% \| Win 50% Sharpe 0.13 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -9.4% Months 16M (13%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.1% \| Win 58% Sharpe 0.77 \| Sortino 1.18 \| Calmar 0.5 Vol 11% \| MDD -15.7% Months 101M (82%)	CAGR -30.6% \| Win 0% Sharpe -4.00 \| Sortino -4.00 \| Calmar -26.4 Vol 9% \| MDD -1.2% Months 2M (2%)	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)
RSI neg	CAGR 2.5% \| Win 50% Sharpe 0.29 \| Sortino 1.01 \| Calmar 0.5 Vol 10% \| MDD -5.5% Months 12M (10%)	CAGR 10.3% \| Win 75% Sharpe 1.00 \| Sortino 2.26 \| Calmar 4.4 Vol 10% \| MDD -2.3% Months 8M (6%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -0.5% \| Win 46% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 11% \| MDD -16.6% Months 41M (33%)	CAGR 21.6% \| Win 61% Sharpe 1.51 \| Sortino 5.17 \| Calmar 4.8 Vol 14% \| MDD -4.5% Months 23M (19%)	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)
MACDhist neg	CAGR 12.5% \| Win 75% Sharpe 1.56 \| Sortino 2.01 \| Calmar 2.4 Vol 8% \| MDD -5.2% Months 28M (23%)	CAGR 2.0% \| Win 55% Sharpe 0.25 \| Sortino 0.66 \| Calmar 0.2 Vol 10% \| MDD -10.6% Months 31M (25%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)
RSIhist only	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	-	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)
MACDhist neg	CAGR 8.2% \| Win 65% Sharpe 0.97 \| Sortino 2.15 \| Calmar 0.8 Vol 8% \| MDD -9.9% Months 49M (40%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.4% \| Win 58% Sharpe 0.57 \| Sortino 0.67 \| Calmar 0.4 Vol 10% \| MDD -12.9% Months 64M (52%)	CAGR -5.2% \| Win 60% Sharpe -0.54 \| Sortino -0.56 \| Calmar -4.5 Vol 9% \| MDD -1.2% Months 5M (4%)	CAGR 4.6% \| Win 58% Sharpe 0.50 \| Sortino 0.59 \| Calmar 0.3 Vol 10% \| MDD -17.1% Months 69M (56%)
RSIhist neg	CAGR 10.3% \| Win 57% Sharpe 0.90 \| Sortino 2.80 \| Calmar 0.8 Vol 12% \| MDD -12.6% Months 49M (40%)	CAGR 6.6% \| Win 60% Sharpe 0.53 \| Sortino 1.57 \| Calmar 2.8 Vol 13% \| MDD -2.3% Months 5M (4%)	CAGR 9.9% \| Win 57% Sharpe 0.87 \| Sortino 2.61 \| Calmar 0.7 Vol 12% \| MDD -13.2% Months 54M (44%)
LWTI only	CAGR 7.5% \| Win 57% Sharpe 0.72 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.3% Months 113M (92%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -4.8% Months 10M (8%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 58% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.3 Vol 10% \| MDD -13.5% Months 78M (63%)	CAGR 25.6% \| Win 73% Sharpe 2.48 \| Sortino 4.49 \| Calmar 6.7 Vol 9% \| MDD -3.8% Months 11M (9%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR -19.0% \| Win 50% Sharpe -1.82 \| Sortino -13.67 \| Calmar -4.0 Vol 11% \| MDD -4.8% Months 4M (3%)	CAGR 11.0% \| Win 53% Sharpe 0.86 \| Sortino 3.72 \| Calmar 0.9 Vol 13% \| MDD -12.6% Months 30M (24%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
SLmean only	CAGR 3.2% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -18.4% Months 82M (67%)	CAGR 14.7% \| Win 58% Sharpe 1.20 \| Sortino 3.87 \| Calmar 1.2 Vol 12% \| MDD -12.6% Months 41M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.4 Vol 10% \| MDD -16.1% Months 84M (68%)	CAGR 7.4% \| Win 60% Sharpe 0.91 \| Sortino 1.49 \| Calmar 3.0 Vol 8% \| MDD -2.5% Months 5M (4%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 12.2% \| Win 56% Sharpe 0.77 \| Sortino 3.26 \| Calmar 0.9 Vol 17% \| MDD -13.2% Months 18M (15%)	CAGR 1.3% \| Win 50% Sharpe 0.23 \| Sortino 0.46 \| Calmar 0.3 Vol 7% \| MDD -5.0% Months 16M (13%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
RSmean only	CAGR 7.8% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -21.0% Months 102M (83%)	CAGR 2.7% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.6 Vol 7% \| MDD -5.0% Months 21M (17%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 56% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.3 Vol 10% \| MDD -16.8% Months 73M (59%)	CAGR 17.1% \| Win 75% Sharpe 2.73 \| Sortino 8.88 \| Calmar 8.3 Vol 6% \| MDD -2.1% Months 16M (13%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 9.6% \| Win 41% Sharpe 0.65 \| Sortino 3.09 \| Calmar 0.7 Vol 16% \| MDD -13.2% Months 17M (14%)	CAGR 4.3% \| Win 65% Sharpe 0.50 \| Sortino 0.99 \| Calmar 0.9 Vol 9% \| MDD -5.0% Months 17M (14%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
MACD only	CAGR 5.6% \| Win 53% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.3 Vol 12% \| MDD -21.0% Months 90M (73%)	CAGR 10.3% \| Win 70% Sharpe 1.28 \| Sortino 2.01 \| Calmar 2.1 Vol 8% \| MDD -5.0% Months 33M (27%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 59% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 88M (72%)	CAGR 22.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 9.8% \| Win 47% Sharpe 0.65 \| Sortino 2.30 \| Calmar 0.8 Vol 16% \| MDD -11.9% Months 15M (12%)	CAGR 4.7% \| Win 58% Sharpe 0.50 \| Sortino 1.50 \| Calmar 0.7 Vol 10% \| MDD -6.4% Months 19M (15%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
RSI only	CAGR 7.1% \| Win 57% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.3 Vol 11% \| MDD -20.7% Months 103M (84%)	CAGR 5.5% \| Win 60% Sharpe 0.58 \| Sortino 1.72 \| Calmar 0.9 Vol 10% \| MDD -6.4% Months 20M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 52% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 11% \| MDD -16.8% Months 56M (46%)	CAGR 12.6% \| Win 73% Sharpe 1.69 \| Sortino 2.93 \| Calmar 2.0 Vol 7% \| MDD -6.2% Months 33M (27%)	CAGR 6.9% \| Win 60% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 10% \| MDD -16.8% Months 89M (72%)
MRmean neg	CAGR 33.7% \| Win 50% Sharpe 1.66 \| Sortino 0.00 \| Calmar 11.4 Vol 19% \| MDD -3.0% Months 8M (6%)	CAGR -0.2% \| Win 54% Sharpe 0.04 \| Sortino 0.09 \| Calmar -0.0 Vol 10% \| MDD -10.6% Months 26M (21%)	CAGR 7.0% \| Win 53% Sharpe 0.58 \| Sortino 1.94 \| Calmar 0.5 Vol 13% \| MDD -13.2% Months 34M (28%)
MACDhist only	CAGR 6.9% \| Win 52% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.6 Vol 12% \| MDD -11.6% Months 64M (52%)	CAGR 6.8% \| Win 64% Sharpe 0.79 \| Sortino 1.62 \| Calmar 0.6 Vol 9% \| MDD -10.6% Months 59M (48%)