DMAT - Global X Disruptive Materials ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

232.3%

Best CAGR

Total Months

27.9%

Avg CAGR

DMAT 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 DMAT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	pos-pos	8	16.3	232.3	100.0	6.0	0.0	0.0	21.4	0.0
pair	RSI	MACDhist	pos-pos	8	16.3	232.3	100.0	6.0	0.0	0.0	21.4	0.0
pair	MACD	SLmean	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	SLmean	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MRmean	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	MRmean	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	RSIhist	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	RSIhist	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	LWTI	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	LWTI	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	RSmean	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	RSmean	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	MACDhist	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACDhist	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	MACD	RSI	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	RSI	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
single	MACD	MACD	pos-pos	6	12.2	211.0	100.0	5.2	0.0	0.0	23.1	0.0
pair	RSI	RSIhist	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	RSI	RSmean	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	RSmean	RSI	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	RSI	MRmean	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	MRmean	RSI	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	RSI	SLmean	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	SLmean	RSI	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	RSIhist	RSI	pos-pos	9	18.4	151.3	88.9	3.2	0.0	0.0	31.5	0.0
pair	MACDhist	SLmean	pos-pos	11	22.4	133.9	81.8	3.0	4.7	13.4	30.2	-10.0
pair	SLmean	MACDhist	pos-pos	11	22.4	133.9	81.8	3.0	4.7	13.4	30.2	-10.0
pair	RSIhist	MACDhist	pos-pos	12	24.5	112.4	75.0	2.7	5.3	9.1	30.6	-12.3
pair	MACDhist	RSIhist	pos-pos	12	24.5	112.4	75.0	2.7	5.3	9.1	30.6	-12.3
pair	MRmean	MACDhist	pos-pos	11	22.4	107.0	72.7	2.5	4.5	10.1	31.1	-10.6
pair	MACDhist	MRmean	pos-pos	11	22.4	107.0	72.7	2.5	4.5	10.1	31.1	-10.6
pair	RSmean	MACDhist	pos-pos	15	30.6	94.2	73.3	2.5	4.9	8.6	28.1	-10.9
pair	MACDhist	RSmean	pos-pos	15	30.6	94.2	73.3	2.5	4.9	8.6	28.1	-10.9
pair	LWTI	MACDhist	pos-pos	16	32.7	87.3	75.0	2.5	4.7	8.5	27.6	-10.3
pair	MACDhist	LWTI	pos-pos	16	32.7	87.3	75.0	2.5	4.7	8.5	27.6	-10.3
single	MACDhist	MACDhist	pos-pos	16	32.7	87.3	75.0	2.5	4.7	8.5	27.6	-10.3
pair	RSI	LWTI	pos-pos	11	22.4	75.0	72.7	1.7	2.2	3.0	38.6	-25.0
single	RSI	RSI	pos-pos	11	22.4	75.0	72.7	1.7	2.2	3.0	38.6	-25.0
pair	LWTI	RSI	pos-pos	11	22.4	75.0	72.7	1.7	2.2	3.0	38.6	-25.0
pair	LWTI	MRmean	pos-pos	13	26.5	69.4	69.2	1.8	3.3	5.6	32.9	-12.5
pair	MRmean	LWTI	pos-pos	13	26.5	69.4	69.2	1.8	3.3	5.6	32.9	-12.5
pair	SLmean	LWTI	pos-pos	14	28.6	62.2	71.4	1.6	3.7	3.0	35.3	-20.7
pair	LWTI	SLmean	pos-pos	14	28.6	62.2	71.4	1.6	3.7	3.0	35.3	-20.7
pair	LWTI	RSIhist	pos-pos	15	30.6	53.8	66.7	1.4	3.1	2.4	34.6	-22.7
pair	RSIhist	LWTI	pos-pos	15	30.6	53.8	66.7	1.4	3.1	2.4	34.6	-22.7
pair	RSIhist	MRmean	pos-pos	14	28.6	53.5	71.4	1.4	3.6	2.8	34.0	-19.1
pair	SLmean	MRmean	pos-pos	14	28.6	53.5	71.4	1.4	3.6	2.8	34.0	-19.1
pair	MRmean	SLmean	pos-pos	14	28.6	53.5	71.4	1.4	3.6	2.8	34.0	-19.1
pair	MRmean	RSIhist	pos-pos	14	28.6	53.5	71.4	1.4	3.6	2.8	34.0	-19.1
pair	MRmean	RSmean	pos-pos	14	28.6	50.9	64.3	1.4	2.9	2.5	34.2	-20.7
pair	RSmean	MRmean	pos-pos	14	28.6	50.9	64.3	1.4	2.9	2.5	34.2	-20.7
pair	MACDhist	MRmean	neg-pos	5	10.2	50.3	80.0	2.3	0.0	19.7	18.3	-2.6
pair	MRmean	MACDhist	neg-pos	5	10.2	50.3	80.0	2.3	0.0	19.7	18.3	-2.6
single	MRmean	MRmean	pos-pos	15	30.6	48.4	66.7	1.4	2.8	2.5	33.1	-19.6
pair	MACD	MACDhist	neg-pos	10	20.4	38.2	60.0	1.3	2.5	3.7	26.8	-10.3
pair	MACDhist	MACD	neg-pos	10	20.4	38.2	60.0	1.3	2.5	3.7	26.8	-10.3
pair	LWTI	RSmean	pos-pos	21	42.9	35.8	57.1	1.1	2.5	1.3	30.8	-27.5
pair	RSmean	LWTI	pos-pos	21	42.9	35.8	57.1	1.1	2.5	1.3	30.8	-27.5
pair	SLmean	RSmean	pos-pos	17	34.7	32.1	64.7	0.9	2.6	1.0	36.9	-33.1
pair	RSmean	SLmean	pos-pos	17	34.7	32.1	64.7	0.9	2.6	1.0	36.9	-33.1
pair	SLmean	RSIhist	pos-pos	18	36.7	31.2	66.7	0.9	2.5	1.0	35.9	-32.2
single	SLmean	SLmean	pos-pos	18	36.7	31.2	66.7	0.9	2.5	1.0	35.9	-32.2
pair	RSIhist	SLmean	pos-pos	18	36.7	31.2	66.7	0.9	2.5	1.0	35.9	-32.2
pair	RSIhist	MACDhist	pos-neg	4	8.2	28.5	75.0	2.5	0.0	41.2	10.5	-0.7
pair	MACDhist	RSIhist	pos-neg	4	8.2	28.5	75.0	2.5	0.0	41.2	10.5	-0.7
pair	RSIhist	RSmean	pos-pos	18	36.7	27.8	61.1	0.9	2.0	0.8	36.1	-34.8
pair	RSmean	RSIhist	pos-pos	18	36.7	27.8	61.1	0.9	2.0	0.8	36.1	-34.8
single	RSIhist	RSIhist	pos-pos	20	40.8	24.0	60.0	0.8	1.7	0.7	34.4	-35.4
pair	RSIhist	LWTI	neg-neg	9	18.4	21.5	55.6	0.8	1.6	1.8	30.2	-12.1
pair	LWTI	RSIhist	neg-neg	9	18.4	21.5	55.6	0.8	1.6	1.8	30.2	-12.1
single	RSmean	RSmean	pos-pos	34	69.4	20.4	55.9	0.8	1.6	0.6	30.8	-33.0
single	LWTI	LWTI	pos-pos	35	71.4	20.1	57.1	0.7	1.4	0.5	32.7	-43.3
pair	MRmean	RSmean	pos-neg	1	2.0	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	2.0	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	2.0	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	2.0	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	neg-neg	10	20.4	15.9	50.0	0.6	1.3	1.3	28.9	-12.1
pair	SLmean	LWTI	neg-neg	10	20.4	15.9	50.0	0.6	1.3	1.3	28.9	-12.1
pair	RSI	RSIhist	neg-neg	27	55.1	15.3	55.6	0.6	1.3	0.6	29.1	-24.0
pair	RSIhist	RSI	neg-neg	27	55.1	15.3	55.6	0.6	1.3	0.6	29.1	-24.0
pair	RSI	RSmean	neg-neg	13	26.5	15.3	61.5	0.6	1.2	0.6	33.3	-24.0
pair	RSmean	RSI	neg-neg	13	26.5	15.3	61.5	0.6	1.2	0.6	33.3	-24.0
pair	MACDhist	SLmean	neg-pos	5	10.2	14.9	60.0	1.2	3.2	5.8	11.7	-2.6
pair	SLmean	MACDhist	neg-pos	5	10.2	14.9	60.0	1.2	3.2	5.8	11.7	-2.6
pair	benchmark___benchmark_		benchmark-benchmark	49	100.0	13.1	55.1	0.5	1.0	0.3	31.8	-48.7
pair		benchmark___benchmark_	benchmark-benchmark	49	100.0	13.1	55.1	0.5	1.0	0.3	31.8	-48.7
pair	RSmean	RSIhist	pos-neg	16	32.7	12.5	50.0	0.6	1.2	0.7	24.3	-17.6
pair	RSIhist	RSmean	pos-neg	16	32.7	12.5	50.0	0.6	1.2	0.7	24.3	-17.6
pair	SLmean	RSI	neg-neg	29	59.2	11.9	51.7	0.5	1.1	0.5	28.3	-24.0
pair	RSI	SLmean	neg-neg	29	59.2	11.9	51.7	0.5	1.1	0.5	28.3	-24.0
pair	SLmean	RSmean	neg-pos	17	34.7	9.7	47.1	0.5	1.0	0.6	23.8	-17.6
pair	RSmean	SLmean	neg-pos	17	34.7	9.7	47.1	0.5	1.0	0.6	23.8	-17.6
pair	MACDhist	RSmean	neg-pos	1	2.0	8.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	2.0	8.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MRmean	neg-neg	32	65.3	7.2	53.1	0.4	0.8	0.2	30.2	-34.8
pair	MRmean	RSI	neg-neg	32	65.3	7.2	53.1	0.4	0.8	0.2	30.2	-34.8
pair	RSIhist	MRmean	neg-neg	28	57.1	6.6	53.6	0.3	0.6	0.2	30.9	-33.3
pair	MRmean	RSIhist	neg-neg	28	57.1	6.6	53.6	0.3	0.6	0.2	30.9	-33.3
pair	RSIhist	SLmean	neg-neg	29	59.2	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	SLmean	RSIhist	neg-neg	29	59.2	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	RSIhist	MACD	neg-neg	29	59.2	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
single	RSIhist	RSIhist	neg-neg	29	59.2	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	MACD	RSIhist	neg-neg	29	59.2	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	MACDhist	RSI	neg-pos	8	16.3	5.6	50.0	0.3	0.5	0.5	21.8	-10.3
pair	RSI	MACDhist	neg-pos	8	16.3	5.6	50.0	0.3	0.5	0.5	21.8	-10.3
pair	LWTI	MRmean	neg-neg	12	24.5	4.6	50.0	0.3	0.5	0.3	30.8	-16.3
pair	MRmean	LWTI	neg-neg	12	24.5	4.6	50.0	0.3	0.5	0.3	30.8	-16.3
pair	SLmean	MRmean	neg-neg	30	61.2	4.1	50.0	0.3	0.5	0.1	29.9	-33.3
pair	MRmean	SLmean	neg-neg	30	61.2	4.1	50.0	0.3	0.5	0.1	29.9	-33.3
pair	MACD	SLmean	neg-neg	31	63.3	3.7	48.4	0.3	0.5	0.1	29.4	-33.3
pair	SLmean	MACD	neg-neg	31	63.3	3.7	48.4	0.3	0.5	0.1	29.4	-33.3
single	SLmean	SLmean	neg-neg	31	63.3	3.7	48.4	0.3	0.5	0.1	29.4	-33.3
pair	MACDhist	RSIhist	neg-neg	25	51.0	2.9	48.0	0.2	0.5	0.1	32.5	-33.3
pair	RSIhist	MACDhist	neg-neg	25	51.0	2.9	48.0	0.2	0.5	0.1	32.5	-33.3
pair	MRmean	RSmean	neg-pos	20	40.8	2.8	50.0	0.2	0.4	0.1	28.0	-30.3
pair	RSmean	MRmean	neg-pos	20	40.8	2.8	50.0	0.2	0.4	0.1	28.0	-30.3
pair	SLmean	MACDhist	neg-neg	26	53.1	1.7	46.2	0.2	0.4	0.1	31.9	-33.3
pair	MACDhist	SLmean	neg-neg	26	53.1	1.7	46.2	0.2	0.4	0.1	31.9	-33.3
pair	RSI	LWTI	neg-pos	24	49.0	1.1	50.0	0.2	0.3	0.0	29.0	-28.0
pair	LWTI	RSI	neg-pos	24	49.0	1.1	50.0	0.2	0.3	0.0	29.0	-28.0
single	MRmean	MRmean	neg-neg	34	69.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
pair	MACD	MRmean	neg-neg	34	69.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
pair	MRmean	MACD	neg-neg	34	69.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
pair	RSmean	LWTI	neg-pos	14	28.6	-0.1	57.1	0.2	0.3	-0.0	36.0	-33.3
pair	LWTI	RSmean	neg-pos	14	28.6	-0.1	57.1	0.2	0.3	-0.0	36.0	-33.3
pair	LWTI	RSIhist	neg-pos	20	40.8	-0.2	50.0	0.1	0.2	-0.0	31.0	-33.3
pair	RSIhist	LWTI	neg-pos	20	40.8	-0.2	50.0	0.1	0.2	-0.0	31.0	-33.3
single	RSI	RSI	neg-neg	38	77.6	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	MACD	RSI	neg-neg	38	77.6	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	RSI	MACD	neg-neg	38	77.6	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	LWTI	RSmean	pos-neg	13	26.5	-1.0	53.8	0.1	0.2	-0.1	31.0	-16.3
pair	RSmean	LWTI	pos-neg	13	26.5	-1.0	53.8	0.1	0.2	-0.1	31.0	-16.3
pair	RSIhist	RSmean	neg-neg	13	26.5	-1.3	53.8	0.1	0.2	-0.0	37.4	-33.3
pair	RSmean	RSIhist	neg-neg	13	26.5	-1.3	53.8	0.1	0.2	-0.0	37.4	-33.3
pair	MACD	LWTI	neg-pos	29	59.2	-1.3	48.3	0.1	0.2	-0.0	31.6	-43.3
pair	LWTI	MACD	neg-pos	29	59.2	-1.3	48.3	0.1	0.2	-0.0	31.6	-43.3
pair	LWTI	SLmean	neg-pos	21	42.9	-1.7	47.6	0.1	0.1	-0.1	30.3	-33.3
pair	SLmean	LWTI	neg-pos	21	42.9	-1.7	47.6	0.1	0.1	-0.1	30.3	-33.3
single	MACD	MACD	neg-neg	43	87.8	-1.8	48.8	0.1	0.2	-0.0	30.7	-48.7
pair	RSmean	MACD	pos-neg	28	57.1	-1.8	46.4	0.1	0.1	-0.1	29.0	-33.0
pair	MACD	RSmean	pos-neg	28	57.1	-1.8	46.4	0.1	0.1	-0.1	29.0	-33.0
pair	RSI	MACDhist	neg-neg	30	61.2	-1.9	50.0	0.1	0.2	-0.1	30.9	-34.8
pair	RSmean	MACD	neg-neg	15	30.6	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	MACD	RSmean	neg-neg	15	30.6	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	MACDhist	RSI	neg-neg	30	61.2	-1.9	50.0	0.1	0.2	-0.1	30.9	-34.8
single	RSmean	RSmean	neg-neg	15	30.6	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	MRmean	LWTI	neg-pos	22	44.9	-2.0	50.0	0.1	0.1	-0.1	31.9	-33.3
pair	LWTI	MRmean	neg-pos	22	44.9	-2.0	50.0	0.1	0.1	-0.1	31.9	-33.3
pair	MACDhist	RSmean	neg-neg	14	28.6	-2.6	50.0	0.1	0.2	-0.1	36.1	-33.3
pair	RSmean	MACDhist	neg-neg	14	28.6	-2.6	50.0	0.1	0.2	-0.1	36.1	-33.3
single	LWTI	LWTI	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	RSI	LWTI	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	LWTI	MACDhist	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	MACDhist	LWTI	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	LWTI	RSI	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	LWTI	MACD	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	MACD	LWTI	neg-neg	14	28.6	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	RSmean	MRmean	neg-neg	14	28.6	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	MRmean	RSmean	neg-neg	14	28.6	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	SLmean	RSmean	neg-neg	14	28.6	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	RSmean	SLmean	neg-neg	14	28.6	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	RSmean	RSIhist	neg-pos	2	4.1	-5.5	50.0	-0.6	0.0	0.0	8.9	0.0
pair	RSIhist	RSmean	neg-pos	2	4.1	-5.5	50.0	-0.6	0.0	0.0	8.9	0.0
pair	MACDhist	MRmean	neg-neg	29	59.2	-6.5	44.8	-0.1	-0.1	-0.1	32.6	-42.8
pair	MRmean	MACDhist	neg-neg	29	59.2	-6.5	44.8	-0.1	-0.1	-0.1	32.6	-42.8
pair	RSmean	RSI	pos-neg	25	51.0	-7.6	44.0	-0.2	-0.3	-0.2	26.8	-30.3
pair	RSI	RSmean	pos-neg	25	51.0	-7.6	44.0	-0.2	-0.3	-0.2	26.8	-30.3
pair	MRmean	RSIhist	pos-neg	1	2.0	-8.0	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	pos-neg	1	2.0	-8.0	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	pos-neg	1	2.0	-8.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	pos-neg	1	2.0	-8.0	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACD	pos-neg	9	18.4	-9.4	44.4	-0.2	-0.3	-0.5	31.3	-19.6
pair	MACD	MRmean	pos-neg	9	18.4	-9.4	44.4	-0.2	-0.3	-0.5	31.3	-19.6
pair	MACDhist	MACD	neg-neg	33	67.3	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
pair	MACD	MACDhist	neg-neg	33	67.3	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
single	MACDhist	MACDhist	neg-neg	33	67.3	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
pair	MACD	RSI	neg-pos	5	10.2	-12.3	40.0	-0.1	-0.1	-0.5	46.4	-25.0
pair	RSI	MACD	neg-pos	5	10.2	-12.3	40.0	-0.1	-0.1	-0.5	46.4	-25.0
pair	SLmean	MACD	pos-neg	12	24.5	-14.8	50.0	-0.3	-0.8	-0.5	34.9	-32.2
pair	MACD	SLmean	pos-neg	12	24.5	-14.8	50.0	-0.3	-0.8	-0.5	34.9	-32.2
pair	MACD	RSIhist	neg-pos	14	28.6	-16.4	42.9	-0.4	-0.8	-0.5	32.2	-35.4
pair	RSIhist	MACD	neg-pos	14	28.6	-16.4	42.9	-0.4	-0.8	-0.5	32.2	-35.4
pair	LWTI	MACDhist	neg-pos	19	38.8	-17.4	42.1	-0.4	-0.8	-0.5	33.5	-36.3
pair	MACDhist	LWTI	neg-pos	19	38.8	-17.4	42.1	-0.4	-0.8	-0.5	33.5	-36.3
pair	MACDhist	RSmean	pos-neg	19	38.8	-17.5	42.1	-0.5	-1.1	-0.5	28.7	-33.0
pair	RSmean	MACDhist	pos-neg	19	38.8	-17.5	42.1	-0.5	-1.1	-0.5	28.7	-33.0
pair	LWTI	RSmean	neg-neg	1	2.0	-24.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	2.0	-24.0	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	4	8.2	-24.2	50.0	-0.5	-3.8	-1.8	43.0	-13.4
pair	MRmean	SLmean	neg-pos	4	8.2	-24.2	50.0	-0.5	-3.8	-1.8	43.0	-13.4
pair	RSIhist	MRmean	neg-pos	6	12.2	-24.6	33.3	-0.7	-1.2	-1.8	33.4	-13.4
pair	MRmean	RSIhist	neg-pos	6	12.2	-24.6	33.3	-0.7	-1.2	-1.8	33.4	-13.4
pair	SLmean	RSIhist	neg-pos	2	4.1	-25.4	0.0	-39.7	-39.7	-9.9	0.7	-2.6
pair	RSIhist	SLmean	neg-pos	2	4.1	-25.4	0.0	-39.7	-39.7	-9.9	0.7	-2.6
pair	RSI	RSIhist	neg-pos	11	22.4	-30.4	36.4	-1.2	-1.9	-1.1	27.0	-27.2
pair	RSIhist	RSI	neg-pos	11	22.4	-30.4	36.4	-1.2	-1.9	-1.1	27.0	-27.2
pair	RSI	SLmean	pos-neg	9	18.4	-31.5	44.4	-1.1	-2.2	-1.3	30.1	-23.6
pair	SLmean	RSI	pos-neg	9	18.4	-31.5	44.4	-1.1	-2.2	-1.3	30.1	-23.6
pair	MRmean	RSI	pos-neg	6	12.2	-32.7	33.3	-2.0	-2.2	-1.7	18.4	-19.6
pair	RSI	MRmean	pos-neg	6	12.2	-32.7	33.3	-2.0	-2.2	-1.7	18.4	-19.6
pair	RSIhist	LWTI	pos-neg	5	10.2	-34.9	40.0	-1.4	-2.0	-3.0	28.6	-11.5
pair	LWTI	RSIhist	pos-neg	5	10.2	-34.9	40.0	-1.4	-2.0	-3.0	28.6	-11.5
pair	MRmean	LWTI	pos-neg	2	4.1	-37.3	50.0	-1.6	0.0	-4.0	28.2	-9.4
pair	LWTI	MRmean	pos-neg	2	4.1	-37.3	50.0	-1.6	0.0	-4.0	28.2	-9.4
pair	SLmean	LWTI	pos-neg	4	8.2	-37.4	50.0	-1.3	-4.2	-4.0	32.9	-9.4
pair	LWTI	SLmean	pos-neg	4	8.2	-37.4	50.0	-1.3	-4.2	-4.0	32.9	-9.4
pair	MACDhist	MRmean	pos-neg	4	8.2	-40.6	50.0	-2.1	-20.6	-4.3	23.3	-9.4
pair	MRmean	MACDhist	pos-neg	4	8.2	-40.6	50.0	-2.1	-20.6	-4.3	23.3	-9.4
pair	RSIhist	MACDhist	neg-pos	8	16.3	-44.6	37.5	-2.1	-3.7	-1.7	26.0	-25.8
pair	MACDhist	RSIhist	neg-pos	8	16.3	-44.6	37.5	-2.1	-3.7	-1.7	26.0	-25.8
pair	MACDhist	SLmean	pos-neg	7	14.3	-47.1	42.9	-2.1	-9.9	-2.0	27.8	-24.1
pair	SLmean	MACDhist	pos-neg	7	14.3	-47.1	42.9	-2.1	-9.9	-2.0	27.8	-24.1
pair	MRmean	RSI	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	MRmean	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	SLmean	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	SLmean	RSI	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	RSmean	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSmean	RSI	neg-pos	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	RSIhist	pos-neg	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSIhist	RSI	pos-neg	2	4.1	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	MACDhist	RSI	pos-neg	3	6.1	-68.4	0.0	-3.8	-3.8	-2.7	28.5	-25.0
pair	RSI	MACDhist	pos-neg	3	6.1	-68.4	0.0	-3.8	-3.8	-2.7	28.5	-25.0

All Contingency Tables for DMAT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 53.5% \| Win 71% Sharpe 1.44 \| Sortino 3.58 \| Calmar 2.8 Vol 34% \| MDD -19.1% Months 14M (29%)	CAGR -8.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -24.2% \| Win 50% Sharpe -0.47 \| Sortino -3.78 \| Calmar -1.8 Vol 43% \| MDD -13.4% Months 4M (8%)	CAGR 4.1% \| Win 50% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -33.3% Months 30M (61%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
SLmean only	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 50.9% \| Win 64% Sharpe 1.38 \| Sortino 2.88 \| Calmar 2.5 Vol 34% \| MDD -20.7% Months 14M (29%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR 2.8% \| Win 50% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.1 Vol 28% \| MDD -30.3% Months 20M (41%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (29%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
RSmean only	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -9.4% \| Win 44% Sharpe -0.18 \| Sortino -0.34 \| Calmar -0.5 Vol 31% \| MDD -19.6% Months 9M (18%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	-	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
MACD only	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 151.3% \| Win 89% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 9M (18%)	CAGR -32.7% \| Win 33% Sharpe -2.03 \| Sortino -2.23 \| Calmar -1.7 Vol 18% \| MDD -19.6% Months 6M (12%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -65.6% \| Win 0% Sharpe -2.46 \| Sortino -2.46 \| Calmar -4.0 Vol 40% \| MDD -16.3% Months 2M (4%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -34.8% Months 32M (65%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
RSI only	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 107.0% \| Win 73% Sharpe 2.55 \| Sortino 4.55 \| Calmar 10.1 Vol 31% \| MDD -10.6% Months 11M (22%)	CAGR -40.6% \| Win 50% Sharpe -2.10 \| Sortino -20.61 \| Calmar -4.3 Vol 23% \| MDD -9.4% Months 4M (8%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR 50.3% \| Win 80% Sharpe 2.34 \| Sortino 0.00 \| Calmar 19.7 Vol 18% \| MDD -2.6% Months 5M (10%)	CAGR -6.5% \| Win 45% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 33% \| MDD -42.8% Months 29M (59%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 53.5% \| Win 71% Sharpe 1.44 \| Sortino 3.58 \| Calmar 2.8 Vol 34% \| MDD -19.1% Months 14M (29%)	CAGR -8.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -24.6% \| Win 33% Sharpe -0.69 \| Sortino -1.16 \| Calmar -1.8 Vol 33% \| MDD -13.4% Months 6M (12%)	CAGR 6.6% \| Win 54% Sharpe 0.35 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -33.3% Months 28M (57%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 69.4% \| Win 69% Sharpe 1.78 \| Sortino 3.31 \| Calmar 5.6 Vol 33% \| MDD -12.5% Months 13M (26%)	CAGR -37.3% \| Win 50% Sharpe -1.55 \| Sortino 0.00 \| Calmar -4.0 Vol 28% \| MDD -9.4% Months 2M (4%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -2.0% \| Win 50% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.1 Vol 32% \| MDD -33.3% Months 22M (45%)	CAGR 4.6% \| Win 50% Sharpe 0.29 \| Sortino 0.52 \| Calmar 0.3 Vol 31% \| MDD -16.3% Months 12M (24%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 32.1% \| Win 65% Sharpe 0.94 \| Sortino 2.58 \| Calmar 1.0 Vol 37% \| MDD -33.1% Months 17M (35%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	CAGR 9.7% \| Win 47% Sharpe 0.50 \| Sortino 1.02 \| Calmar 0.6 Vol 24% \| MDD -17.6% Months 17M (35%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (29%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
RSmean only	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -14.8% \| Win 50% Sharpe -0.29 \| Sortino -0.77 \| Calmar -0.5 Vol 35% \| MDD -32.2% Months 12M (24%)	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	-	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
MACD only	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 151.3% \| Win 89% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 9M (18%)	CAGR -31.5% \| Win 44% Sharpe -1.10 \| Sortino -2.23 \| Calmar -1.3 Vol 30% \| MDD -23.6% Months 9M (18%)	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	CAGR -65.6% \| Win 0% Sharpe -2.46 \| Sortino -2.46 \| Calmar -4.0 Vol 40% \| MDD -16.3% Months 2M (4%)	CAGR 11.9% \| Win 52% Sharpe 0.53 \| Sortino 1.10 \| Calmar 0.5 Vol 28% \| MDD -24.0% Months 29M (59%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
RSI only	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 133.9% \| Win 82% Sharpe 3.05 \| Sortino 4.74 \| Calmar 13.4 Vol 30% \| MDD -10.0% Months 11M (22%)	CAGR -47.1% \| Win 43% Sharpe -2.10 \| Sortino -9.88 \| Calmar -2.0 Vol 28% \| MDD -24.1% Months 7M (14%)	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	CAGR 14.9% \| Win 60% Sharpe 1.24 \| Sortino 3.17 \| Calmar 5.8 Vol 12% \| MDD -2.6% Months 5M (10%)	CAGR 1.7% \| Win 46% Sharpe 0.20 \| Sortino 0.38 \| Calmar 0.1 Vol 32% \| MDD -33.3% Months 26M (53%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)	-	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	CAGR -25.4% \| Win 0% Sharpe -39.68 \| Sortino -39.68 \| Calmar -9.9 Vol 1% \| MDD -2.6% Months 2M (4%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 62.2% \| Win 71% Sharpe 1.56 \| Sortino 3.73 \| Calmar 3.0 Vol 35% \| MDD -20.7% Months 14M (29%)	CAGR -37.4% \| Win 50% Sharpe -1.27 \| Sortino -4.25 \| Calmar -4.0 Vol 33% \| MDD -9.4% Months 4M (8%)	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)
SLmean neg	CAGR -1.7% \| Win 48% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.1 Vol 30% \| MDD -33.3% Months 21M (43%)	CAGR 15.9% \| Win 50% Sharpe 0.64 \| Sortino 1.32 \| Calmar 1.3 Vol 29% \| MDD -12.1% Months 10M (20%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -1.8% \| Win 46% Sharpe 0.08 \| Sortino 0.15 \| Calmar -0.1 Vol 29% \| MDD -33.0% Months 28M (57%)	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)
RSmean neg	-	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)
MACD only	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 151.3% \| Win 89% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 9M (18%)	CAGR -7.6% \| Win 44% Sharpe -0.17 \| Sortino -0.30 \| Calmar -0.3 Vol 27% \| MDD -30.3% Months 25M (51%)	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)
RSmean neg	CAGR -65.6% \| Win 0% Sharpe -2.46 \| Sortino -2.46 \| Calmar -4.0 Vol 40% \| MDD -16.3% Months 2M (4%)	CAGR 15.3% \| Win 62% Sharpe 0.58 \| Sortino 1.20 \| Calmar 0.6 Vol 33% \| MDD -24.0% Months 13M (26%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)
RSI only	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 94.2% \| Win 73% Sharpe 2.55 \| Sortino 4.94 \| Calmar 8.6 Vol 28% \| MDD -10.9% Months 15M (31%)	CAGR -17.5% \| Win 42% Sharpe -0.53 \| Sortino -1.05 \| Calmar -0.5 Vol 29% \| MDD -33.0% Months 19M (39%)	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)
RSmean neg	CAGR 8.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR -2.6% \| Win 50% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (29%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 27.8% \| Win 61% Sharpe 0.86 \| Sortino 2.04 \| Calmar 0.8 Vol 36% \| MDD -34.8% Months 18M (37%)	CAGR 12.5% \| Win 50% Sharpe 0.60 \| Sortino 1.18 \| Calmar 0.7 Vol 24% \| MDD -17.6% Months 16M (33%)	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)
RSmean neg	CAGR -5.5% \| Win 50% Sharpe -0.61 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 2M (4%)	CAGR -1.3% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 37% \| MDD -33.3% Months 13M (26%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 35.8% \| Win 57% Sharpe 1.15 \| Sortino 2.46 \| Calmar 1.3 Vol 31% \| MDD -27.5% Months 21M (43%)	CAGR -1.0% \| Win 54% Sharpe 0.11 \| Sortino 0.22 \| Calmar -0.1 Vol 31% \| MDD -16.3% Months 13M (26%)	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)
RSmean neg	CAGR -0.1% \| Win 57% Sharpe 0.16 \| Sortino 0.28 \| Calmar -0.0 Vol 36% \| MDD -33.3% Months 14M (29%)	CAGR -24.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	-	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)
MACD neg	CAGR -12.3% \| Win 40% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.5 Vol 46% \| MDD -25.0% Months 5M (10%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)
RSI only	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	-	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)
MACD neg	CAGR 38.2% \| Win 60% Sharpe 1.34 \| Sortino 2.47 \| Calmar 3.7 Vol 27% \| MDD -10.3% Months 10M (20%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	-	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)
MACD neg	CAGR -16.4% \| Win 43% Sharpe -0.40 \| Sortino -0.81 \| Calmar -0.5 Vol 32% \| MDD -35.4% Months 14M (29%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	-	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)
MACD neg	CAGR -1.3% \| Win 48% Sharpe 0.11 \| Sortino 0.20 \| Calmar -0.0 Vol 32% \| MDD -43.3% Months 29M (59%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 232.3% \| Win 100% Sharpe 5.98 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 8M (16%)	CAGR -68.4% \| Win 0% Sharpe -3.75 \| Sortino -3.75 \| Calmar -2.7 Vol 28% \| MDD -25.0% Months 3M (6%)	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)
RSI neg	CAGR 5.6% \| Win 50% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.5 Vol 22% \| MDD -10.3% Months 8M (16%)	CAGR -1.9% \| Win 50% Sharpe 0.09 \| Sortino 0.18 \| Calmar -0.1 Vol 31% \| MDD -34.8% Months 30M (61%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 151.3% \| Win 89% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 9M (18%)	CAGR -65.6% \| Win 0% Sharpe -2.46 \| Sortino -2.46 \| Calmar -4.0 Vol 40% \| MDD -16.3% Months 2M (4%)	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)
RSI neg	CAGR -30.4% \| Win 36% Sharpe -1.20 \| Sortino -1.93 \| Calmar -1.1 Vol 27% \| MDD -27.2% Months 11M (22%)	CAGR 15.3% \| Win 56% Sharpe 0.63 \| Sortino 1.29 \| Calmar 0.6 Vol 29% \| MDD -24.0% Months 27M (55%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	-	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)
RSI neg	CAGR 1.1% \| Win 50% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 29% \| MDD -28.0% Months 24M (49%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 112.4% \| Win 75% Sharpe 2.68 \| Sortino 5.31 \| Calmar 9.1 Vol 31% \| MDD -12.3% Months 12M (24%)	CAGR 28.5% \| Win 75% Sharpe 2.45 \| Sortino 0.00 \| Calmar 41.2 Vol 10% \| MDD -0.7% Months 4M (8%)	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)
MACDhist neg	CAGR -44.6% \| Win 38% Sharpe -2.10 \| Sortino -3.73 \| Calmar -1.7 Vol 26% \| MDD -25.8% Months 8M (16%)	CAGR 2.9% \| Win 48% Sharpe 0.24 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -33.3% Months 25M (51%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)
RSIhist only	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	-	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)
MACDhist neg	CAGR -17.4% \| Win 42% Sharpe -0.41 \| Sortino -0.77 \| Calmar -0.5 Vol 34% \| MDD -36.3% Months 19M (39%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 53.8% \| Win 67% Sharpe 1.43 \| Sortino 3.14 \| Calmar 2.4 Vol 35% \| MDD -22.7% Months 15M (31%)	CAGR -34.9% \| Win 40% Sharpe -1.36 \| Sortino -1.98 \| Calmar -3.1 Vol 29% \| MDD -11.5% Months 5M (10%)	CAGR 24.0% \| Win 60% Sharpe 0.79 \| Sortino 1.71 \| Calmar 0.7 Vol 34% \| MDD -35.4% Months 20M (41%)
RSIhist neg	CAGR -0.2% \| Win 50% Sharpe 0.14 \| Sortino 0.23 \| Calmar -0.0 Vol 31% \| MDD -33.3% Months 20M (41%)	CAGR 21.5% \| Win 56% Sharpe 0.78 \| Sortino 1.60 \| Calmar 1.8 Vol 30% \| MDD -12.1% Months 9M (18%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (59%)
LWTI only	CAGR 20.1% \| Win 57% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 33% \| MDD -43.3% Months 35M (71%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (29%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 53.5% \| Win 71% Sharpe 1.44 \| Sortino 3.58 \| Calmar 2.8 Vol 34% \| MDD -19.1% Months 14M (29%)	CAGR -8.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -24.2% \| Win 50% Sharpe -0.47 \| Sortino -3.78 \| Calmar -1.8 Vol 43% \| MDD -13.4% Months 4M (8%)	CAGR 4.1% \| Win 50% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -33.3% Months 30M (61%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
SLmean only	CAGR 31.2% \| Win 67% Sharpe 0.93 \| Sortino 2.51 \| Calmar 1.0 Vol 36% \| MDD -32.2% Months 18M (37%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (63%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 50.9% \| Win 64% Sharpe 1.38 \| Sortino 2.88 \| Calmar 2.5 Vol 34% \| MDD -20.7% Months 14M (29%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR 2.8% \| Win 50% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.1 Vol 28% \| MDD -30.3% Months 20M (41%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (29%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
RSmean only	CAGR 20.4% \| Win 56% Sharpe 0.75 \| Sortino 1.55 \| Calmar 0.6 Vol 31% \| MDD -33.0% Months 34M (69%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (31%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -9.4% \| Win 44% Sharpe -0.18 \| Sortino -0.34 \| Calmar -0.5 Vol 31% \| MDD -19.6% Months 9M (18%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	-	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
MACD only	CAGR 211.0% \| Win 100% Sharpe 5.24 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 6M (12%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (88%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 151.3% \| Win 89% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 9M (18%)	CAGR -32.7% \| Win 33% Sharpe -2.03 \| Sortino -2.23 \| Calmar -1.7 Vol 18% \| MDD -19.6% Months 6M (12%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR -65.6% \| Win 0% Sharpe -2.46 \| Sortino -2.46 \| Calmar -4.0 Vol 40% \| MDD -16.3% Months 2M (4%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -34.8% Months 32M (65%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
RSI only	CAGR 75.0% \| Win 73% Sharpe 1.66 \| Sortino 2.25 \| Calmar 3.0 Vol 39% \| MDD -25.0% Months 11M (22%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (78%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 107.0% \| Win 73% Sharpe 2.55 \| Sortino 4.55 \| Calmar 10.1 Vol 31% \| MDD -10.6% Months 11M (22%)	CAGR -40.6% \| Win 50% Sharpe -2.10 \| Sortino -20.61 \| Calmar -4.3 Vol 23% \| MDD -9.4% Months 4M (8%)	CAGR 48.4% \| Win 67% Sharpe 1.36 \| Sortino 2.76 \| Calmar 2.5 Vol 33% \| MDD -19.6% Months 15M (31%)
MRmean neg	CAGR 50.3% \| Win 80% Sharpe 2.34 \| Sortino 0.00 \| Calmar 19.7 Vol 18% \| MDD -2.6% Months 5M (10%)	CAGR -6.5% \| Win 45% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 33% \| MDD -42.8% Months 29M (59%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (69%)
MACDhist only	CAGR 87.3% \| Win 75% Sharpe 2.46 \| Sortino 4.67 \| Calmar 8.5 Vol 28% \| MDD -10.3% Months 16M (33%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (67%)