DIA - SPDR Dow Jones Industrial Average ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

138.7%

Best CAGR

Total Months

13.8%

Avg CAGR

DIA 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 DIA

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	RSI	neg-neg	3	0.9	138.7	100.0	9.4	0.0	0.0	9.6	0.0
pair	RSI	RSmean	neg-neg	3	0.9	138.7	100.0	9.4	0.0	0.0	9.6	0.0
pair	MACDhist	RSI	neg-pos	3	0.9	74.2	100.0	4.0	0.0	0.0	14.2	0.0
pair	RSI	MACDhist	neg-pos	3	0.9	74.2	100.0	4.0	0.0	0.0	14.2	0.0
pair	MACDhist	MRmean	neg-pos	1	0.3	60.5	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACDhist	neg-pos	1	0.3	60.5	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	pos-neg	8	2.4	48.2	87.5	4.0	0.0	0.0	10.1	0.0
pair	RSI	MRmean	pos-neg	8	2.4	48.2	87.5	4.0	0.0	0.0	10.1	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	46.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.3	46.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	4	1.2	43.5	100.0	3.6	0.0	0.0	10.1	0.0
pair	LWTI	MACDhist	pos-neg	4	1.2	43.5	100.0	3.6	0.0	0.0	10.1	0.0
pair	RSI	SLmean	pos-neg	14	4.2	40.8	85.7	2.8	2.7	7.0	12.7	-5.8
pair	SLmean	RSI	pos-neg	14	4.2	40.8	85.7	2.8	2.7	7.0	12.7	-5.8
pair	RSI	RSIhist	neg-pos	12	3.6	33.8	83.3	2.3	2.3	5.8	13.1	-5.8
pair	RSIhist	RSI	neg-pos	12	3.6	33.8	83.3	2.3	2.3	5.8	13.1	-5.8
pair	RSI	LWTI	neg-pos	16	4.7	28.8	68.8	1.1	1.8	1.0	26.2	-28.7
pair	LWTI	RSI	neg-pos	16	4.7	28.8	68.8	1.1	1.8	1.0	26.2	-28.7
pair	SLmean	LWTI	pos-neg	20	5.9	28.4	75.0	2.0	3.2	4.9	13.2	-5.8
pair	LWTI	SLmean	pos-neg	20	5.9	28.4	75.0	2.0	3.2	4.9	13.2	-5.8
pair	MACD	MACDhist	neg-pos	12	3.6	26.5	83.3	2.4	4.5	7.8	10.3	-3.4
pair	MACDhist	MACD	neg-pos	12	3.6	26.5	83.3	2.4	4.5	7.8	10.3	-3.4
pair	SLmean	MACD	pos-neg	36	10.7	25.4	72.2	1.8	3.4	4.3	12.9	-5.8
pair	MACD	SLmean	pos-neg	36	10.7	25.4	72.2	1.8	3.4	4.3	12.9	-5.8
pair	SLmean	MRmean	neg-pos	10	3.0	25.0	70.0	1.5	2.5	4.3	15.4	-5.8
pair	MRmean	SLmean	neg-pos	10	3.0	25.0	70.0	1.5	2.5	4.3	15.4	-5.8
pair	LWTI	MRmean	pos-neg	15	4.5	24.2	73.3	2.0	3.0	5.9	11.1	-4.1
pair	MRmean	LWTI	pos-neg	15	4.5	24.2	73.3	2.0	3.0	5.9	11.1	-4.1
pair	MACD	LWTI	neg-neg	28	8.3	24.0	67.9	1.3	1.8	1.0	18.5	-23.2
pair	LWTI	MACD	neg-neg	28	8.3	24.0	67.9	1.3	1.8	1.0	18.5	-23.2
pair	RSIhist	MRmean	neg-pos	6	1.8	21.5	66.7	1.2	1.6	3.7	16.8	-5.8
pair	MRmean	RSIhist	neg-pos	6	1.8	21.5	66.7	1.2	1.6	3.7	16.8	-5.8
pair	RSI	MACD	pos-neg	15	4.5	21.4	66.7	0.8	1.3	0.7	28.5	-29.4
pair	MACD	RSI	pos-neg	15	4.5	21.4	66.7	0.8	1.3	0.7	28.5	-29.4
pair	MACD	RSIhist	neg-pos	30	8.9	20.9	70.0	1.5	3.0	1.8	13.3	-11.6
pair	RSIhist	MACD	neg-pos	30	8.9	20.9	70.0	1.5	3.0	1.8	13.3	-11.6
pair	LWTI	RSIhist	pos-neg	17	5.0	20.9	70.6	1.5	2.4	2.2	13.4	-9.6
pair	RSIhist	LWTI	pos-neg	17	5.0	20.9	70.6	1.5	2.4	2.2	13.4	-9.6
pair	MACD	MRmean	pos-neg	31	9.2	20.5	71.0	1.5	2.5	1.7	13.1	-12.1
pair	MRmean	MACD	pos-neg	31	9.2	20.5	71.0	1.5	2.5	1.7	13.1	-12.1
single	RSI	RSI	neg-neg	46	13.6	20.4	65.2	0.9	1.4	0.5	23.5	-40.9
pair	RSI	MACD	neg-neg	31	9.2	19.9	64.5	1.0	1.4	0.8	21.2	-23.8
pair	MACD	RSI	neg-neg	31	9.2	19.9	64.5	1.0	1.4	0.8	21.2	-23.8
pair	RSmean	MACD	neg-neg	13	3.9	19.3	76.9	0.9	0.7	1.1	21.2	-17.2
pair	MACD	RSmean	neg-neg	13	3.9	19.3	76.9	0.9	0.7	1.1	21.2	-17.2
pair	RSmean	SLmean	neg-neg	18	5.3	17.5	61.1	0.9	1.0	1.0	21.0	-17.2
pair	SLmean	RSmean	neg-neg	18	5.3	17.5	61.1	0.9	1.0	1.0	21.0	-17.2
pair	MACDhist	RSI	neg-neg	43	12.8	17.3	62.8	0.8	1.2	0.4	24.0	-40.9
pair	RSI	MACDhist	neg-neg	43	12.8	17.3	62.8	0.8	1.2	0.4	24.0	-40.9
pair	RSI	LWTI	neg-neg	30	8.9	16.1	63.3	0.8	1.1	0.4	22.3	-37.5
pair	LWTI	RSI	neg-neg	30	8.9	16.1	63.3	0.8	1.1	0.4	22.3	-37.5
pair	RSI	RSIhist	neg-neg	34	10.1	15.9	58.8	0.7	1.1	0.4	26.3	-41.5
pair	RSIhist	RSI	neg-neg	34	10.1	15.9	58.8	0.7	1.1	0.4	26.3	-41.5
pair	RSI	MRmean	neg-neg	38	11.3	15.2	60.5	0.7	1.1	0.3	25.4	-44.4
pair	MRmean	RSI	neg-neg	38	11.3	15.2	60.5	0.7	1.1	0.3	25.4	-44.4
pair	RSI	RSmean	pos-neg	43	12.8	14.7	62.8	0.7	1.1	0.4	23.6	-40.9
pair	RSmean	RSI	pos-neg	43	12.8	14.7	62.8	0.7	1.1	0.4	23.6	-40.9
pair	MACD	SLmean	neg-pos	74	22.0	14.4	62.2	0.8	1.1	0.4	19.9	-35.5
pair	SLmean	MACD	neg-pos	74	22.0	14.4	62.2	0.8	1.1	0.4	19.9	-35.5
single	MACD	MACD	neg-neg	65	19.3	14.2	64.6	0.8	1.1	0.6	18.5	-23.2
pair	SLmean	LWTI	neg-pos	84	24.9	14.1	63.1	0.8	1.1	0.4	19.5	-35.8
pair	LWTI	SLmean	neg-pos	84	24.9	14.1	63.1	0.8	1.1	0.4	19.5	-35.8
pair	MRmean	LWTI	neg-pos	54	16.0	13.9	66.7	0.7	0.9	0.4	21.6	-33.1
pair	LWTI	MRmean	neg-pos	54	16.0	13.9	66.7	0.7	0.9	0.4	21.6	-33.1
pair	MRmean	SLmean	pos-neg	35	10.4	13.8	57.1	1.0	1.8	1.3	14.6	-10.6
pair	SLmean	MRmean	pos-neg	35	10.4	13.8	57.1	1.0	1.8	1.3	14.6	-10.6
pair	RSIhist	RSmean	neg-neg	25	7.4	13.7	64.0	0.8	0.9	0.8	18.6	-17.2
pair	RSmean	RSIhist	neg-neg	25	7.4	13.7	64.0	0.8	0.9	0.8	18.6	-17.2
pair	RSIhist	MACDhist	pos-neg	40	11.9	13.6	65.0	1.1	2.1	1.4	12.1	-9.6
pair	MACDhist	RSIhist	pos-neg	40	11.9	13.6	65.0	1.1	2.1	1.4	12.1	-9.6
pair	MACD	RSmean	pos-neg	52	15.4	12.9	61.5	0.8	1.1	0.6	18.0	-23.2
pair	RSmean	MACD	pos-neg	52	15.4	12.9	61.5	0.8	1.1	0.6	18.0	-23.2
pair	MRmean	MACD	neg-pos	44	13.1	12.7	65.9	0.6	1.0	0.4	23.2	-33.6
pair	MACD	MRmean	neg-pos	44	13.1	12.7	65.9	0.6	1.0	0.4	23.2	-33.6
pair	RSmean	MRmean	neg-neg	16	4.7	12.4	68.8	0.7	0.7	0.7	20.0	-17.2
pair	MRmean	RSmean	neg-neg	16	4.7	12.4	68.8	0.7	0.7	0.7	20.0	-17.2
pair	RSI	SLmean	neg-neg	32	9.5	12.4	56.2	0.6	0.9	0.3	26.9	-45.0
pair	SLmean	RSI	neg-neg	32	9.5	12.4	56.2	0.6	0.9	0.3	26.9	-45.0
pair	MACDhist	SLmean	neg-pos	24	7.1	11.7	58.3	0.9	1.8	1.0	13.8	-11.7
pair	SLmean	MACDhist	neg-pos	24	7.1	11.7	58.3	0.9	1.8	1.0	13.8	-11.7
pair	RSmean	LWTI	pos-neg	39	11.6	11.7	61.5	0.6	0.9	0.3	21.0	-37.5
pair	LWTI	RSmean	pos-neg	39	11.6	11.7	61.5	0.6	0.9	0.3	21.0	-37.5
single	LWTI	LWTI	neg-neg	39	11.6	11.7	61.5	0.6	0.9	0.3	21.0	-37.5
single	RSmean	RSmean	neg-neg	32	9.5	11.7	65.6	0.7	0.9	0.7	16.9	-17.2
pair	LWTI	RSmean	neg-pos	32	9.5	11.7	65.6	0.7	0.9	0.7	16.9	-17.2
pair	RSmean	LWTI	neg-pos	32	9.5	11.7	65.6	0.7	0.9	0.7	16.9	-17.2
pair	MACD	MACDhist	neg-neg	53	15.7	11.5	60.4	0.7	0.9	0.5	19.9	-23.8
pair	MACDhist	MACD	neg-neg	53	15.7	11.5	60.4	0.7	0.9	0.5	19.9	-23.8
pair	MRmean	RSmean	pos-neg	16	4.7	11.0	62.5	0.8	1.9	1.1	13.8	-9.8
pair	RSmean	MRmean	pos-neg	16	4.7	11.0	62.5	0.8	1.9	1.1	13.8	-9.8
pair	LWTI	RSIhist	neg-pos	135	40.1	11.0	63.7	0.7	0.9	0.3	16.9	-34.6
pair	RSIhist	LWTI	neg-pos	135	40.1	11.0	63.7	0.7	0.9	0.3	16.9	-34.6
single	MRmean	MRmean	neg-neg	78	23.1	10.9	62.8	0.6	0.8	0.2	22.7	-46.4
pair	MACDhist	RSmean	neg-neg	31	9.2	10.7	64.5	0.7	0.8	0.6	17.1	-17.2
pair	RSmean	MACDhist	neg-neg	31	9.2	10.7	64.5	0.7	0.8	0.6	17.1	-17.2
pair	MACD	RSIhist	pos-neg	122	36.2	10.6	63.1	0.7	1.0	0.3	17.1	-31.2
pair	RSIhist	MACD	pos-neg	122	36.2	10.6	63.1	0.7	1.0	0.3	17.1	-31.2
single	SLmean	SLmean	neg-neg	103	30.6	10.6	60.2	0.6	0.8	0.2	21.0	-47.9
pair	RSmean	MRmean	neg-pos	62	18.4	10.6	61.3	0.6	0.9	0.2	23.5	-45.1
pair	MRmean	RSmean	neg-pos	62	18.4	10.6	61.3	0.6	0.9	0.2	23.5	-45.1
pair	SLmean	RSIhist	neg-neg	103	30.6	10.6	60.2	0.6	0.8	0.2	21.0	-47.9
pair	RSIhist	SLmean	neg-neg	103	30.6	10.6	60.2	0.6	0.8	0.2	21.0	-47.9
pair	MACDhist	MRmean	neg-neg	77	22.8	10.4	62.3	0.6	0.8	0.2	22.8	-46.4
pair	MRmean	MACDhist	neg-neg	77	22.8	10.4	62.3	0.6	0.8	0.2	22.8	-46.4
pair	SLmean	MACDhist	neg-neg	79	23.4	10.3	60.8	0.6	0.8	0.2	22.8	-45.6
pair	MACDhist	SLmean	neg-neg	79	23.4	10.3	60.8	0.6	0.8	0.2	22.8	-45.6
pair	RSIhist	MRmean	pos-neg	85	25.2	10.3	62.4	0.8	1.4	0.6	12.9	-17.4
pair	MRmean	RSIhist	pos-neg	85	25.2	10.3	62.4	0.8	1.4	0.6	12.9	-17.4
single	RSIhist	RSIhist	neg-neg	157	46.6	10.2	62.4	0.6	0.9	0.2	18.3	-45.3
pair	RSIhist	MRmean	neg-neg	72	21.4	10.1	62.5	0.5	0.8	0.2	23.2	-45.0
pair	MRmean	RSIhist	neg-neg	72	21.4	10.1	62.5	0.5	0.8	0.2	23.2	-45.0
pair	SLmean	RSI	neg-pos	71	21.1	9.9	62.0	0.6	0.8	0.5	17.9	-18.2
pair	RSI	SLmean	neg-pos	71	21.1	9.9	62.0	0.6	0.8	0.5	17.9	-18.2
single	MACDhist	MACDhist	pos-pos	178	52.8	9.8	66.3	0.9	1.5	0.6	11.0	-15.6
pair	MRmean	MACDhist	pos-pos	177	52.5	9.6	66.1	0.9	1.5	0.6	11.0	-15.6
pair	MACDhist	MRmean	pos-pos	177	52.5	9.6	66.1	0.9	1.5	0.6	11.0	-15.6
pair	RSmean	MACDhist	pos-pos	177	52.5	9.6	66.1	0.9	1.5	0.6	11.0	-15.6
pair	MACDhist	RSmean	pos-pos	177	52.5	9.6	66.1	0.9	1.5	0.6	11.0	-15.6
pair	RSIhist	RSmean	pos-neg	132	39.2	9.5	62.1	0.6	0.8	0.2	18.3	-45.3
pair	RSmean	RSIhist	pos-neg	132	39.2	9.5	62.1	0.6	0.8	0.2	18.3	-45.3
pair	MACDhist	SLmean	pos-pos	154	45.7	9.5	67.5	0.9	1.4	0.6	10.5	-17.2
pair	SLmean	MACDhist	pos-pos	154	45.7	9.5	67.5	0.9	1.4	0.6	10.5	-17.2
pair	RSIhist	SLmean	pos-neg	54	16.0	9.4	66.7	0.8	1.3	0.5	11.8	-18.6
pair	SLmean	RSIhist	pos-neg	54	16.0	9.4	66.7	0.8	1.3	0.5	11.8	-18.6
pair	RSmean	SLmean	neg-pos	85	25.2	9.2	60.0	0.5	0.8	0.2	21.0	-45.3
pair	SLmean	RSmean	neg-pos	85	25.2	9.2	60.0	0.5	0.8	0.2	21.0	-45.3
pair	MACD	RSI	neg-pos	34	10.1	9.2	64.7	0.6	0.7	0.5	15.8	-17.2
pair	RSI	MACD	neg-pos	34	10.1	9.2	64.7	0.6	0.7	0.5	15.8	-17.2
pair	MACDhist	LWTI	pos-pos	174	51.6	9.1	65.5	0.8	1.4	0.6	11.0	-15.6
pair	LWTI	MACDhist	pos-pos	174	51.6	9.1	65.5	0.8	1.4	0.6	11.0	-15.6
pair	MACDhist	RSIhist	neg-neg	117	34.7	9.1	61.5	0.5	0.8	0.2	20.0	-44.6
pair	RSIhist	MACDhist	neg-neg	117	34.7	9.1	61.5	0.5	0.8	0.2	20.0	-44.6
pair	benchmark___benchmark_		benchmark-benchmark	337	100.0	9.0	63.5	0.7	0.9	0.2	15.0	-47.0
pair		benchmark___benchmark_	benchmark-benchmark	337	100.0	9.0	63.5	0.7	0.9	0.2	15.0	-47.0
pair	MRmean	SLmean	neg-neg	68	20.2	9.0	61.8	0.5	0.7	0.2	23.7	-48.3
pair	SLmean	MRmean	neg-neg	68	20.2	9.0	61.8	0.5	0.7	0.2	23.7	-48.3
pair	RSI	MACDhist	pos-pos	175	51.9	8.9	65.7	0.8	1.4	0.6	10.8	-16.1
pair	MACDhist	RSI	pos-pos	175	51.9	8.9	65.7	0.8	1.4	0.6	10.8	-16.1
pair	MACD	LWTI	pos-pos	261	77.4	8.8	64.0	0.7	1.1	0.3	13.3	-25.9
pair	LWTI	MACD	pos-pos	261	77.4	8.8	64.0	0.7	1.1	0.3	13.3	-25.9
pair	MACD	RSIhist	neg-neg	35	10.4	8.7	60.0	0.5	0.6	0.4	22.1	-23.9
pair	RSIhist	MACD	neg-neg	35	10.4	8.7	60.0	0.5	0.6	0.4	22.1	-23.9
pair	MRmean	MACD	neg-neg	34	10.1	8.7	58.8	0.5	0.7	0.3	22.5	-28.3
pair	MACD	MRmean	neg-neg	34	10.1	8.7	58.8	0.5	0.7	0.3	22.5	-28.3
single	RSmean	RSmean	pos-pos	305	90.5	8.7	63.3	0.6	0.9	0.2	14.8	-47.0
pair	MACDhist	RSIhist	pos-pos	138	40.9	8.7	66.7	0.8	1.3	0.5	10.6	-19.0
pair	RSIhist	MACDhist	pos-pos	138	40.9	8.7	66.7	0.8	1.3	0.5	10.6	-19.0
pair	MACD	MACDhist	pos-pos	166	49.3	8.7	65.1	0.8	1.3	0.5	11.0	-18.5
pair	MACDhist	MACD	pos-pos	166	49.3	8.7	65.1	0.8	1.3	0.5	11.0	-18.5
single	LWTI	LWTI	pos-pos	298	88.4	8.6	63.8	0.7	0.9	0.2	14.0	-37.5
pair	RSI	RSIhist	pos-neg	123	36.5	8.6	63.4	0.6	0.8	0.4	15.5	-22.3
pair	RSIhist	RSI	pos-neg	123	36.5	8.6	63.4	0.6	0.8	0.4	15.5	-22.3
pair	LWTI	MACDhist	neg-neg	35	10.4	8.6	57.1	0.5	0.7	0.2	21.8	-37.5
pair	MACDhist	LWTI	neg-neg	35	10.4	8.6	57.1	0.5	0.7	0.2	21.8	-37.5
pair	SLmean	RSmean	pos-pos	220	65.3	8.5	64.5	0.8	1.3	0.4	11.6	-19.6
pair	RSmean	SLmean	pos-pos	220	65.3	8.5	64.5	0.8	1.3	0.4	11.6	-19.6
single	MRmean	MRmean	pos-pos	259	76.9	8.4	63.7	0.7	1.3	0.3	11.7	-27.1
pair	RSmean	MRmean	pos-pos	243	72.1	8.2	63.8	0.7	1.2	0.4	11.6	-19.1
pair	MRmean	RSmean	pos-pos	243	72.1	8.2	63.8	0.7	1.2	0.4	11.6	-19.1
pair	RSmean	LWTI	pos-pos	266	78.9	8.2	63.5	0.7	0.9	0.3	13.7	-29.9
pair	LWTI	RSmean	pos-pos	266	78.9	8.2	63.5	0.7	0.9	0.3	13.7	-29.9
single	SLmean	SLmean	pos-pos	234	69.4	8.2	65.0	0.8	1.3	0.4	11.4	-20.2
single	MACDhist	MACDhist	neg-neg	159	47.2	8.0	60.4	0.5	0.7	0.2	18.5	-48.0
pair	RSIhist	RSmean	pos-pos	173	51.3	8.0	64.2	0.7	1.2	0.4	11.4	-19.5
pair	RSmean	RSIhist	pos-pos	173	51.3	8.0	64.2	0.7	1.2	0.4	11.4	-19.5
pair	SLmean	RSIhist	pos-pos	180	53.4	7.9	64.4	0.7	1.2	0.4	11.4	-22.0
pair	LWTI	MACDhist	neg-pos	124	36.8	7.9	61.3	0.5	0.7	0.2	17.5	-37.8
pair	MACDhist	LWTI	neg-pos	124	36.8	7.9	61.3	0.5	0.7	0.2	17.5	-37.8
pair	RSIhist	SLmean	pos-pos	180	53.4	7.9	64.4	0.7	1.2	0.4	11.4	-22.0
single	RSIhist	RSIhist	pos-pos	180	53.4	7.9	64.4	0.7	1.2	0.4	11.4	-22.0
pair	RSmean	MACD	pos-pos	253	75.1	7.8	63.6	0.6	0.9	0.2	14.1	-38.4
pair	MACD	RSmean	pos-pos	253	75.1	7.8	63.6	0.6	0.9	0.2	14.1	-38.4
pair	RSI	RSmean	pos-pos	262	77.7	7.7	63.4	0.7	1.0	0.3	12.8	-24.9
pair	RSmean	RSI	pos-pos	262	77.7	7.7	63.4	0.7	1.0	0.3	12.8	-24.9
single	MACD	MACD	pos-pos	272	80.7	7.7	63.2	0.6	0.9	0.2	14.0	-38.4
pair	RSI	LWTI	pos-pos	282	83.7	7.6	63.5	0.6	0.9	0.3	13.0	-23.6
pair	LWTI	RSI	pos-pos	282	83.7	7.6	63.5	0.6	0.9	0.3	13.0	-23.6
pair	MRmean	LWTI	pos-pos	244	72.4	7.5	63.1	0.7	1.1	0.3	11.8	-26.5
pair	SLmean	MRmean	pos-pos	224	66.5	7.5	64.7	0.7	1.2	0.4	11.2	-20.7
pair	MRmean	SLmean	pos-pos	224	66.5	7.5	64.7	0.7	1.2	0.4	11.2	-20.7
pair	RSIhist	MRmean	pos-pos	174	51.6	7.5	64.4	0.7	1.2	0.3	11.2	-22.0
pair	MRmean	RSIhist	pos-pos	174	51.6	7.5	64.4	0.7	1.2	0.3	11.2	-22.0
pair	LWTI	MRmean	pos-pos	244	72.4	7.5	63.1	0.7	1.1	0.3	11.8	-26.5
pair	MACDhist	RSmean	pos-neg	128	38.0	7.4	59.4	0.5	0.7	0.2	18.9	-44.2
pair	RSmean	MACDhist	pos-neg	128	38.0	7.4	59.4	0.5	0.7	0.2	18.9	-44.2
pair	RSI	MRmean	pos-pos	251	74.5	7.3	62.9	0.7	1.1	0.3	11.7	-27.0
pair	MRmean	RSI	pos-pos	251	74.5	7.3	62.9	0.7	1.1	0.3	11.7	-27.0
pair	LWTI	MACD	neg-pos	37	11.0	7.3	62.2	0.5	0.6	0.3	18.6	-26.9
pair	MACD	LWTI	neg-pos	37	11.0	7.3	62.2	0.5	0.6	0.3	18.6	-26.9
single	RSI	RSI	pos-pos	291	86.4	7.3	63.2	0.6	0.9	0.3	13.1	-24.9
pair	RSI	MRmean	neg-pos	40	11.9	7.1	65.0	0.4	0.5	0.2	20.1	-28.8
pair	MRmean	RSI	neg-pos	40	11.9	7.1	65.0	0.4	0.5	0.2	20.1	-28.8
pair	RSI	MACD	pos-pos	257	76.3	7.0	63.0	0.6	0.9	0.2	12.8	-28.8
pair	MACD	RSI	pos-pos	257	76.3	7.0	63.0	0.6	0.9	0.2	12.8	-28.8
pair	MACD	MRmean	pos-pos	228	67.7	6.8	62.7	0.6	1.1	0.3	11.5	-19.6
pair	MRmean	MACD	pos-pos	228	67.7	6.8	62.7	0.6	1.1	0.3	11.5	-19.6
pair	MACD	RSmean	neg-pos	19	5.6	6.8	57.9	0.6	1.3	0.6	13.7	-11.8
pair	RSmean	MACD	neg-pos	19	5.6	6.8	57.9	0.6	1.3	0.6	13.7	-11.8
pair	LWTI	RSIhist	pos-pos	163	48.4	6.6	63.8	0.6	1.1	0.3	11.1	-18.7
pair	RSIhist	LWTI	pos-pos	163	48.4	6.6	63.8	0.6	1.1	0.3	11.1	-18.7
pair	LWTI	SLmean	pos-pos	214	63.5	6.5	64.0	0.6	1.0	0.3	11.2	-23.7
pair	SLmean	LWTI	pos-pos	214	63.5	6.5	64.0	0.6	1.0	0.3	11.2	-23.7
pair	RSI	SLmean	pos-pos	220	65.3	6.4	63.6	0.6	1.0	0.3	11.2	-20.2
pair	SLmean	RSI	pos-pos	220	65.3	6.4	63.6	0.6	1.0	0.3	11.2	-20.2
pair	MACDhist	MACD	pos-neg	106	31.5	6.3	60.4	0.4	0.7	0.2	17.8	-39.9
pair	MACD	MACDhist	pos-neg	106	31.5	6.3	60.4	0.4	0.7	0.2	17.8	-39.9
pair	RSI	RSIhist	pos-pos	168	49.9	6.3	63.1	0.6	1.0	0.3	11.1	-22.0
pair	RSIhist	RSI	pos-pos	168	49.9	6.3	63.1	0.6	1.0	0.3	11.1	-22.0
pair	MACDhist	MRmean	pos-neg	82	24.3	5.8	58.5	0.5	0.9	0.2	13.3	-27.1
pair	MRmean	MACDhist	pos-neg	82	24.3	5.8	58.5	0.5	0.9	0.2	13.3	-27.1
pair	MACDhist	SLmean	pos-neg	80	23.7	5.8	60.0	0.5	0.9	0.3	13.1	-17.7
pair	SLmean	MACDhist	pos-neg	80	23.7	5.8	60.0	0.5	0.9	0.3	13.1	-17.7
pair	MACD	RSIhist	pos-pos	150	44.5	5.5	63.3	0.6	0.9	0.2	10.9	-22.0
pair	RSIhist	MACD	pos-pos	150	44.5	5.5	63.3	0.6	0.9	0.2	10.9	-22.0
pair	SLmean	MACD	pos-pos	198	58.8	5.4	63.6	0.5	0.9	0.3	11.0	-20.2
pair	MACD	SLmean	pos-pos	198	58.8	5.4	63.6	0.5	0.9	0.3	11.0	-20.2
pair	MACDhist	RSIhist	neg-pos	42	12.5	5.2	57.1	0.4	1.0	0.2	13.6	-20.7
pair	RSIhist	MACDhist	neg-pos	42	12.5	5.2	57.1	0.4	1.0	0.2	13.6	-20.7
pair	LWTI	RSIhist	neg-neg	22	6.5	5.1	54.5	0.3	0.5	0.1	25.6	-37.5
pair	RSIhist	LWTI	neg-neg	22	6.5	5.1	54.5	0.3	0.5	0.1	25.6	-37.5
pair	RSIhist	RSmean	neg-pos	7	2.1	5.0	71.4	0.6	8.5	1.5	9.8	-3.4
pair	RSmean	RSIhist	neg-pos	7	2.1	5.0	71.4	0.6	8.5	1.5	9.8	-3.4
pair	RSI	MACDhist	pos-neg	116	34.4	4.8	59.5	0.4	0.5	0.2	16.0	-21.7
pair	MACDhist	RSI	pos-neg	116	34.4	4.8	59.5	0.4	0.5	0.2	16.0	-21.7
pair	MRmean	LWTI	neg-neg	24	7.1	4.6	54.2	0.3	0.5	0.1	25.4	-38.5
pair	LWTI	MRmean	neg-neg	24	7.1	4.6	54.2	0.3	0.5	0.1	25.4	-38.5
pair	RSmean	SLmean	pos-neg	14	4.2	4.6	71.4	0.5	2.4	0.6	9.8	-7.3
pair	SLmean	RSmean	pos-neg	14	4.2	4.6	71.4	0.5	2.4	0.6	9.8	-7.3
pair	RSmean	RSI	neg-pos	29	8.6	3.3	62.1	0.3	0.3	0.2	15.8	-19.5
pair	RSI	RSmean	neg-pos	29	8.6	3.3	62.1	0.3	0.3	0.2	15.8	-19.5
pair	MACD	SLmean	neg-neg	29	8.6	1.7	55.2	0.2	0.3	0.1	23.6	-28.5
pair	SLmean	MACD	neg-neg	29	8.6	1.7	55.2	0.2	0.3	0.1	23.6	-28.5
pair	LWTI	RSI	pos-neg	9	2.7	-1.7	55.6	-0.0	-0.1	-0.2	16.2	-8.7
pair	RSI	LWTI	pos-neg	9	2.7	-1.7	55.6	-0.0	-0.1	-0.2	16.2	-8.7
pair	LWTI	SLmean	neg-neg	19	5.6	-3.6	47.4	-0.0	-0.0	-0.1	26.8	-37.5
pair	SLmean	LWTI	neg-neg	19	5.6	-3.6	47.4	-0.0	-0.0	-0.1	26.8	-37.5
pair	MACD	LWTI	pos-neg	11	3.3	-14.3	45.5	-0.5	-0.8	-0.6	25.9	-25.7
pair	LWTI	MACD	pos-neg	11	3.3	-14.3	45.5	-0.5	-0.8	-0.6	25.9	-25.7

All Contingency Tables for DIA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 65% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.7% Months 224M (66%)	CAGR 13.8% \| Win 57% Sharpe 0.96 \| Sortino 1.80 \| Calmar 1.3 Vol 15% \| MDD -10.6% Months 35M (10%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 25.0% \| Win 70% Sharpe 1.53 \| Sortino 2.55 \| Calmar 4.3 Vol 15% \| MDD -5.8% Months 10M (3%)	CAGR 9.0% \| Win 62% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.2 Vol 24% \| MDD -48.3% Months 68M (20%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
SLmean only	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 64% Sharpe 0.74 \| Sortino 1.22 \| Calmar 0.4 Vol 12% \| MDD -19.1% Months 243M (72%)	CAGR 11.0% \| Win 62% Sharpe 0.82 \| Sortino 1.95 \| Calmar 1.1 Vol 14% \| MDD -9.8% Months 16M (5%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 10.6% \| Win 61% Sharpe 0.55 \| Sortino 0.86 \| Calmar 0.2 Vol 24% \| MDD -45.1% Months 62M (18%)	CAGR 12.4% \| Win 69% Sharpe 0.68 \| Sortino 0.68 \| Calmar 0.7 Vol 20% \| MDD -17.2% Months 16M (5%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
RSmean only	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 63% Sharpe 0.63 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -19.6% Months 228M (68%)	CAGR 20.5% \| Win 71% Sharpe 1.50 \| Sortino 2.53 \| Calmar 1.7 Vol 13% \| MDD -12.1% Months 31M (9%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 12.7% \| Win 66% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.4 Vol 23% \| MDD -33.6% Months 44M (13%)	CAGR 8.7% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.3 Vol 22% \| MDD -28.3% Months 34M (10%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
MACD only	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.3 Vol 12% \| MDD -27.0% Months 251M (74%)	CAGR 48.2% \| Win 88% Sharpe 4.02 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (2%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 7.1% \| Win 65% Sharpe 0.44 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -28.8% Months 40M (12%)	CAGR 15.2% \| Win 60% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 25% \| MDD -44.4% Months 38M (11%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
RSI only	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 66% Sharpe 0.89 \| Sortino 1.48 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 177M (52%)	CAGR 5.8% \| Win 58% Sharpe 0.49 \| Sortino 0.87 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 82M (24%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 60.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.4% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 77M (23%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 64% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.3 Vol 11% \| MDD -22.0% Months 174M (52%)	CAGR 10.3% \| Win 62% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.6 Vol 13% \| MDD -17.4% Months 85M (25%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 21.5% \| Win 67% Sharpe 1.24 \| Sortino 1.60 \| Calmar 3.7 Vol 17% \| MDD -5.8% Months 6M (2%)	CAGR 10.1% \| Win 62% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -45.0% Months 72M (21%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 63% Sharpe 0.67 \| Sortino 1.14 \| Calmar 0.3 Vol 12% \| MDD -26.5% Months 244M (72%)	CAGR 24.2% \| Win 73% Sharpe 2.03 \| Sortino 3.00 \| Calmar 5.9 Vol 11% \| MDD -4.1% Months 15M (4%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 13.9% \| Win 67% Sharpe 0.71 \| Sortino 0.94 \| Calmar 0.4 Vol 22% \| MDD -33.1% Months 54M (16%)	CAGR 4.6% \| Win 54% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 25% \| MDD -38.5% Months 24M (7%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 64% Sharpe 0.76 \| Sortino 1.27 \| Calmar 0.4 Vol 12% \| MDD -19.6% Months 220M (65%)	CAGR 4.6% \| Win 71% Sharpe 0.51 \| Sortino 2.41 \| Calmar 0.6 Vol 10% \| MDD -7.3% Months 14M (4%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	CAGR 9.2% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 21% \| MDD -45.3% Months 85M (25%)	CAGR 17.5% \| Win 61% Sharpe 0.88 \| Sortino 1.01 \| Calmar 1.0 Vol 21% \| MDD -17.2% Months 18M (5%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
RSmean only	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.4% \| Win 64% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.3 Vol 11% \| MDD -20.2% Months 198M (59%)	CAGR 25.4% \| Win 72% Sharpe 1.84 \| Sortino 3.44 \| Calmar 4.4 Vol 13% \| MDD -5.8% Months 36M (11%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	CAGR 14.4% \| Win 62% Sharpe 0.78 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -35.5% Months 74M (22%)	CAGR 1.7% \| Win 55% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.1 Vol 24% \| MDD -28.5% Months 29M (9%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
MACD only	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.4% \| Win 64% Sharpe 0.61 \| Sortino 1.02 \| Calmar 0.3 Vol 11% \| MDD -20.2% Months 220M (65%)	CAGR 40.8% \| Win 86% Sharpe 2.80 \| Sortino 2.73 \| Calmar 7.0 Vol 13% \| MDD -5.8% Months 14M (4%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	CAGR 9.9% \| Win 62% Sharpe 0.62 \| Sortino 0.80 \| Calmar 0.5 Vol 18% \| MDD -18.2% Months 71M (21%)	CAGR 12.4% \| Win 56% Sharpe 0.57 \| Sortino 0.95 \| Calmar 0.3 Vol 27% \| MDD -45.0% Months 32M (10%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
RSI only	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 9.5% \| Win 68% Sharpe 0.92 \| Sortino 1.45 \| Calmar 0.6 Vol 10% \| MDD -17.2% Months 154M (46%)	CAGR 5.8% \| Win 60% Sharpe 0.50 \| Sortino 0.94 \| Calmar 0.3 Vol 13% \| MDD -17.7% Months 80M (24%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	CAGR 11.7% \| Win 58% Sharpe 0.87 \| Sortino 1.84 \| Calmar 1.0 Vol 14% \| MDD -11.7% Months 24M (7%)	CAGR 10.3% \| Win 61% Sharpe 0.55 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -45.6% Months 79M (23%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 9.4% \| Win 67% Sharpe 0.82 \| Sortino 1.26 \| Calmar 0.5 Vol 12% \| MDD -18.6% Months 54M (16%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	-	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 64% Sharpe 0.62 \| Sortino 1.03 \| Calmar 0.3 Vol 11% \| MDD -23.7% Months 214M (64%)	CAGR 28.4% \| Win 75% Sharpe 1.98 \| Sortino 3.17 \| Calmar 4.9 Vol 13% \| MDD -5.8% Months 20M (6%)	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)
SLmean neg	CAGR 14.1% \| Win 63% Sharpe 0.78 \| Sortino 1.05 \| Calmar 0.4 Vol 20% \| MDD -35.8% Months 84M (25%)	CAGR -3.6% \| Win 47% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -37.5% Months 19M (6%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 64% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 253M (75%)	CAGR 12.9% \| Win 62% Sharpe 0.77 \| Sortino 1.14 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 52M (15%)	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)
RSmean neg	CAGR 6.8% \| Win 58% Sharpe 0.55 \| Sortino 1.30 \| Calmar 0.6 Vol 14% \| MDD -11.8% Months 19M (6%)	CAGR 19.3% \| Win 77% Sharpe 0.94 \| Sortino 0.74 \| Calmar 1.1 Vol 21% \| MDD -17.2% Months 13M (4%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)
MACD only	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 63% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 262M (78%)	CAGR 14.7% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -40.9% Months 43M (13%)	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)
RSmean neg	CAGR 3.3% \| Win 62% Sharpe 0.28 \| Sortino 0.32 \| Calmar 0.2 Vol 16% \| MDD -19.5% Months 29M (9%)	CAGR 138.7% \| Win 100% Sharpe 9.45 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 3M (1%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)
RSI only	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.6% \| Win 66% Sharpe 0.90 \| Sortino 1.49 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 177M (52%)	CAGR 7.4% \| Win 59% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -44.2% Months 128M (38%)	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)
RSmean neg	CAGR 46.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.7% \| Win 64% Sharpe 0.68 \| Sortino 0.82 \| Calmar 0.6 Vol 17% \| MDD -17.2% Months 31M (9%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.0% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -19.5% Months 173M (51%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 132M (39%)	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)
RSmean neg	CAGR 5.0% \| Win 71% Sharpe 0.55 \| Sortino 8.53 \| Calmar 1.5 Vol 10% \| MDD -3.4% Months 7M (2%)	CAGR 13.7% \| Win 64% Sharpe 0.78 \| Sortino 0.92 \| Calmar 0.8 Vol 19% \| MDD -17.2% Months 25M (7%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.2% \| Win 64% Sharpe 0.65 \| Sortino 0.95 \| Calmar 0.3 Vol 14% \| MDD -29.9% Months 266M (79%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)
RSmean neg	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)	-	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 7.0% \| Win 63% Sharpe 0.60 \| Sortino 0.91 \| Calmar 0.2 Vol 13% \| MDD -28.8% Months 257M (76%)	CAGR 21.4% \| Win 67% Sharpe 0.82 \| Sortino 1.29 \| Calmar 0.7 Vol 28% \| MDD -29.4% Months 15M (4%)	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)
MACD neg	CAGR 9.2% \| Win 65% Sharpe 0.64 \| Sortino 0.71 \| Calmar 0.5 Vol 16% \| MDD -17.2% Months 34M (10%)	CAGR 19.9% \| Win 64% Sharpe 0.96 \| Sortino 1.42 \| Calmar 0.8 Vol 21% \| MDD -23.8% Months 31M (9%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)
RSI only	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.7% \| Win 65% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.5 Vol 11% \| MDD -18.5% Months 166M (49%)	CAGR 6.3% \| Win 60% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -39.9% Months 106M (32%)	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)
MACD neg	CAGR 26.5% \| Win 83% Sharpe 2.35 \| Sortino 4.45 \| Calmar 7.8 Vol 10% \| MDD -3.4% Months 12M (4%)	CAGR 11.5% \| Win 60% Sharpe 0.65 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -23.8% Months 53M (16%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.5% \| Win 63% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.2 Vol 11% \| MDD -22.0% Months 150M (44%)	CAGR 10.6% \| Win 63% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.3 Vol 17% \| MDD -31.2% Months 122M (36%)	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)
MACD neg	CAGR 20.9% \| Win 70% Sharpe 1.51 \| Sortino 3.01 \| Calmar 1.8 Vol 13% \| MDD -11.6% Months 30M (9%)	CAGR 8.7% \| Win 60% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.4 Vol 22% \| MDD -23.9% Months 35M (10%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.8% \| Win 64% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -25.9% Months 261M (77%)	CAGR -14.3% \| Win 46% Sharpe -0.47 \| Sortino -0.77 \| Calmar -0.6 Vol 26% \| MDD -25.7% Months 11M (3%)	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)
MACD neg	CAGR 7.3% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 19% \| MDD -26.9% Months 37M (11%)	CAGR 24.0% \| Win 68% Sharpe 1.26 \| Sortino 1.75 \| Calmar 1.0 Vol 18% \| MDD -23.2% Months 28M (8%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.9% \| Win 66% Sharpe 0.85 \| Sortino 1.39 \| Calmar 0.6 Vol 11% \| MDD -16.1% Months 175M (52%)	CAGR 4.8% \| Win 60% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.2 Vol 16% \| MDD -21.7% Months 116M (34%)	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)
RSI neg	CAGR 74.2% \| Win 100% Sharpe 4.05 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 3M (1%)	CAGR 17.3% \| Win 63% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.4 Vol 24% \| MDD -40.9% Months 43M (13%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.3% \| Win 63% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 11% \| MDD -22.0% Months 168M (50%)	CAGR 8.6% \| Win 63% Sharpe 0.62 \| Sortino 0.81 \| Calmar 0.4 Vol 16% \| MDD -22.3% Months 123M (36%)	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)
RSI neg	CAGR 33.8% \| Win 83% Sharpe 2.31 \| Sortino 2.33 \| Calmar 5.8 Vol 13% \| MDD -5.8% Months 12M (4%)	CAGR 15.9% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.4 Vol 26% \| MDD -41.5% Months 34M (10%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.6% \| Win 64% Sharpe 0.63 \| Sortino 0.90 \| Calmar 0.3 Vol 13% \| MDD -23.6% Months 282M (84%)	CAGR -1.7% \| Win 56% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.2 Vol 16% \| MDD -8.7% Months 9M (3%)	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)
RSI neg	CAGR 28.8% \| Win 69% Sharpe 1.10 \| Sortino 1.79 \| Calmar 1.0 Vol 26% \| MDD -28.7% Months 16M (5%)	CAGR 16.1% \| Win 63% Sharpe 0.78 \| Sortino 1.12 \| Calmar 0.4 Vol 22% \| MDD -37.5% Months 30M (9%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.7% \| Win 67% Sharpe 0.84 \| Sortino 1.32 \| Calmar 0.5 Vol 11% \| MDD -19.0% Months 138M (41%)	CAGR 13.6% \| Win 65% Sharpe 1.11 \| Sortino 2.15 \| Calmar 1.4 Vol 12% \| MDD -9.6% Months 40M (12%)	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)
MACDhist neg	CAGR 5.2% \| Win 57% Sharpe 0.44 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -20.7% Months 42M (12%)	CAGR 9.1% \| Win 62% Sharpe 0.54 \| Sortino 0.75 \| Calmar 0.2 Vol 20% \| MDD -44.6% Months 117M (35%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)
RSIhist only	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.1% \| Win 66% Sharpe 0.85 \| Sortino 1.42 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 174M (52%)	CAGR 43.5% \| Win 100% Sharpe 3.65 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 4M (1%)	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)
MACDhist neg	CAGR 7.9% \| Win 61% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -37.8% Months 124M (37%)	CAGR 8.6% \| Win 57% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -37.5% Months 35M (10%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.6% \| Win 64% Sharpe 0.63 \| Sortino 1.08 \| Calmar 0.4 Vol 11% \| MDD -18.7% Months 163M (48%)	CAGR 20.9% \| Win 71% Sharpe 1.49 \| Sortino 2.42 \| Calmar 2.2 Vol 13% \| MDD -9.6% Months 17M (5%)	CAGR 7.9% \| Win 64% Sharpe 0.73 \| Sortino 1.25 \| Calmar 0.4 Vol 11% \| MDD -22.0% Months 180M (53%)
RSIhist neg	CAGR 11.0% \| Win 64% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 17% \| MDD -34.6% Months 135M (40%)	CAGR 5.1% \| Win 55% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 22M (6%)	CAGR 10.2% \| Win 62% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.2 Vol 18% \| MDD -45.3% Months 157M (47%)
LWTI only	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 298M (88%)	CAGR 11.7% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -37.5% Months 39M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 65% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.4 Vol 11% \| MDD -20.7% Months 224M (66%)	CAGR 13.8% \| Win 57% Sharpe 0.96 \| Sortino 1.80 \| Calmar 1.3 Vol 15% \| MDD -10.6% Months 35M (10%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 25.0% \| Win 70% Sharpe 1.53 \| Sortino 2.55 \| Calmar 4.3 Vol 15% \| MDD -5.8% Months 10M (3%)	CAGR 9.0% \| Win 62% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.2 Vol 24% \| MDD -48.3% Months 68M (20%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
SLmean only	CAGR 8.2% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.4 Vol 11% \| MDD -20.2% Months 234M (69%)	CAGR 10.6% \| Win 60% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 21% \| MDD -47.9% Months 103M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 64% Sharpe 0.74 \| Sortino 1.22 \| Calmar 0.4 Vol 12% \| MDD -19.1% Months 243M (72%)	CAGR 11.0% \| Win 62% Sharpe 0.82 \| Sortino 1.95 \| Calmar 1.1 Vol 14% \| MDD -9.8% Months 16M (5%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 10.6% \| Win 61% Sharpe 0.55 \| Sortino 0.86 \| Calmar 0.2 Vol 24% \| MDD -45.1% Months 62M (18%)	CAGR 12.4% \| Win 69% Sharpe 0.68 \| Sortino 0.68 \| Calmar 0.7 Vol 20% \| MDD -17.2% Months 16M (5%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
RSmean only	CAGR 8.7% \| Win 63% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 305M (90%)	CAGR 11.7% \| Win 66% Sharpe 0.74 \| Sortino 0.88 \| Calmar 0.7 Vol 17% \| MDD -17.2% Months 32M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 63% Sharpe 0.63 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -19.6% Months 228M (68%)	CAGR 20.5% \| Win 71% Sharpe 1.50 \| Sortino 2.53 \| Calmar 1.7 Vol 13% \| MDD -12.1% Months 31M (9%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 12.7% \| Win 66% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.4 Vol 23% \| MDD -33.6% Months 44M (13%)	CAGR 8.7% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.3 Vol 22% \| MDD -28.3% Months 34M (10%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
MACD only	CAGR 7.7% \| Win 63% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 272M (81%)	CAGR 14.2% \| Win 65% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 18% \| MDD -23.2% Months 65M (19%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.3 Vol 12% \| MDD -27.0% Months 251M (74%)	CAGR 48.2% \| Win 88% Sharpe 4.02 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (2%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 7.1% \| Win 65% Sharpe 0.44 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -28.8% Months 40M (12%)	CAGR 15.2% \| Win 60% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 25% \| MDD -44.4% Months 38M (11%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
RSI only	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 13% \| MDD -24.9% Months 291M (86%)	CAGR 20.4% \| Win 65% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -40.9% Months 46M (14%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 66% Sharpe 0.89 \| Sortino 1.48 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 177M (52%)	CAGR 5.8% \| Win 58% Sharpe 0.49 \| Sortino 0.87 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 82M (24%)	CAGR 8.4% \| Win 64% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.3 Vol 12% \| MDD -27.1% Months 259M (77%)
MRmean neg	CAGR 60.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.4% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 77M (23%)	CAGR 10.9% \| Win 63% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -46.4% Months 78M (23%)
MACDhist only	CAGR 9.8% \| Win 66% Sharpe 0.91 \| Sortino 1.51 \| Calmar 0.6 Vol 11% \| MDD -15.6% Months 178M (53%)	CAGR 8.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -48.0% Months 159M (47%)