EART - Global X Disruptive Materials ETF

Signal Pair Analysis

SLmean-MACD

Best Pair

167.1%

Best CAGR

Total Months

13.8%

Avg CAGR

EART 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 EART

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	MACD	neg-pos	1	1.9	167.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	SLmean	neg-pos	1	1.9	167.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	pos-pos	11	21.2	109.3	90.9	2.3	0.0	5.9	36.0	-18.6
pair	RSI	MACDhist	pos-pos	11	21.2	109.3	90.9	2.3	0.0	5.9	36.0	-18.6
pair	RSIhist	MACD	pos-pos	7	13.5	86.0	85.7	1.7	0.0	4.6	43.1	-18.6
pair	MACD	RSIhist	pos-pos	7	13.5	86.0	85.7	1.7	0.0	4.6	43.1	-18.6
pair	MACD	RSI	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
single	MACD	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	RSmean	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MACD	RSmean	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MACD	LWTI	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	LWTI	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MACDhist	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MACD	MACDhist	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MRmean	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	RSI	MACD	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	MACD	MRmean	pos-pos	9	17.3	80.8	88.9	1.8	0.0	4.3	38.1	-18.6
pair	RSI	RSIhist	pos-pos	10	19.2	79.1	80.0	1.6	3.4	4.3	41.9	-18.6
pair	RSIhist	RSI	pos-pos	10	19.2	79.1	80.0	1.6	3.4	4.3	41.9	-18.6
pair	RSI	MRmean	pos-pos	12	23.1	76.4	83.3	1.7	3.2	4.1	38.4	-18.6
pair	RSmean	RSI	pos-pos	12	23.1	76.4	83.3	1.7	3.2	4.1	38.4	-18.6
pair	MRmean	RSI	pos-pos	12	23.1	76.4	83.3	1.7	3.2	4.1	38.4	-18.6
pair	RSI	RSmean	pos-pos	12	23.1	76.4	83.3	1.7	3.2	4.1	38.4	-18.6
pair	SLmean	MACD	pos-pos	8	15.4	72.2	87.5	1.6	0.0	3.9	40.5	-18.6
pair	MACD	SLmean	pos-pos	8	15.4	72.2	87.5	1.6	0.0	3.9	40.5	-18.6
pair	RSI	SLmean	pos-pos	11	21.2	69.9	81.8	1.5	3.1	3.8	40.1	-18.6
pair	SLmean	RSI	pos-pos	11	21.2	69.9	81.8	1.5	3.1	3.8	40.1	-18.6
pair	SLmean	MACDhist	pos-pos	13	25.0	69.8	76.9	1.6	2.1	3.8	37.7	-18.6
pair	MACDhist	SLmean	pos-pos	13	25.0	69.8	76.9	1.6	2.1	3.8	37.7	-18.6
pair	RSIhist	MACDhist	pos-pos	13	25.0	65.8	69.2	1.5	2.2	3.5	38.1	-18.6
pair	MACDhist	RSIhist	pos-pos	13	25.0	65.8	69.2	1.5	2.2	3.5	38.1	-18.6
pair	RSIhist	MACD	pos-neg	2	3.8	63.7	100.0	2.5	0.0	0.0	20.8	0.0
pair	MACD	RSIhist	pos-neg	2	3.8	63.7	100.0	2.5	0.0	0.0	20.8	0.0
pair	RSmean	MACDhist	pos-pos	18	34.6	60.2	72.2	1.6	2.0	3.2	32.8	-18.6
pair	MACDhist	RSmean	pos-pos	18	34.6	60.2	72.2	1.6	2.0	3.2	32.8	-18.6
pair	MACDhist	MRmean	pos-pos	14	26.9	59.4	71.4	1.5	1.9	3.2	36.2	-18.6
pair	MRmean	MACDhist	pos-pos	14	26.9	59.4	71.4	1.5	1.9	3.2	36.2	-18.6
pair	LWTI	MACDhist	pos-pos	19	36.5	56.9	73.7	1.6	1.9	3.1	32.0	-18.6
pair	MACDhist	LWTI	pos-pos	19	36.5	56.9	73.7	1.6	1.9	3.1	32.0	-18.6
single	MACDhist	MACDhist	pos-pos	19	36.5	56.9	73.7	1.6	1.9	3.1	32.0	-18.6
pair	MRmean	SLmean	pos-neg	2	3.8	56.8	50.0	2.1	0.0	0.0	22.6	0.0
pair	SLmean	MRmean	pos-neg	2	3.8	56.8	50.0	2.1	0.0	0.0	22.6	0.0
pair	MACDhist	MRmean	neg-pos	5	9.6	50.3	80.0	2.3	0.0	19.7	18.3	-2.6
pair	MRmean	MACDhist	neg-pos	5	9.6	50.3	80.0	2.3	0.0	19.7	18.3	-2.6
pair	LWTI	MRmean	pos-pos	16	30.8	39.9	68.8	1.1	1.6	2.1	36.1	-18.6
pair	MRmean	LWTI	pos-pos	16	30.8	39.9	68.8	1.1	1.6	2.1	36.1	-18.6
pair	RSI	LWTI	pos-pos	14	26.9	39.6	71.4	1.0	1.5	1.6	40.8	-25.0
single	RSI	RSI	pos-pos	14	26.9	39.6	71.4	1.0	1.5	1.6	40.8	-25.0
pair	LWTI	RSI	pos-pos	14	26.9	39.6	71.4	1.0	1.5	1.6	40.8	-25.0
pair	RSIhist	MACDhist	pos-neg	6	11.5	39.3	83.3	2.6	0.0	56.9	12.9	-0.7
pair	MACDhist	RSIhist	pos-neg	6	11.5	39.3	83.3	2.6	0.0	56.9	12.9	-0.7
pair	MACD	MACDhist	neg-pos	10	19.2	38.2	60.0	1.3	2.5	3.7	26.8	-10.3
pair	MACDhist	MACD	neg-pos	10	19.2	38.2	60.0	1.3	2.5	3.7	26.8	-10.3
pair	RSIhist	MRmean	pos-neg	3	5.8	35.1	66.7	1.8	0.0	0.0	17.8	0.0
pair	MRmean	RSIhist	pos-neg	3	5.8	35.1	66.7	1.8	0.0	0.0	17.8	0.0
pair	MACDhist	SLmean	neg-pos	6	11.5	32.2	66.7	2.0	6.4	12.6	14.7	-2.6
pair	SLmean	MACDhist	neg-pos	6	11.5	32.2	66.7	2.0	6.4	12.6	14.7	-2.6
pair	LWTI	SLmean	pos-pos	16	30.8	30.9	68.8	0.9	1.7	1.5	38.6	-20.7
pair	SLmean	LWTI	pos-pos	16	30.8	30.9	68.8	0.9	1.7	1.5	38.6	-20.7
pair	MRmean	RSmean	pos-pos	17	32.7	28.6	64.7	0.9	1.4	1.4	36.6	-20.7
pair	RSmean	MRmean	pos-pos	17	32.7	28.6	64.7	0.9	1.4	1.4	36.6	-20.7
pair	LWTI	RSIhist	pos-pos	16	30.8	28.3	62.5	0.8	1.5	1.2	38.8	-22.7
pair	RSIhist	LWTI	pos-pos	16	30.8	28.3	62.5	0.8	1.5	1.2	38.8	-22.7
single	MRmean	MRmean	pos-pos	18	34.6	28.0	66.7	0.9	1.4	1.4	35.5	-19.6
pair	MRmean	RSIhist	pos-pos	15	28.8	26.6	66.7	0.8	1.5	1.4	38.6	-19.1
pair	RSIhist	MRmean	pos-pos	15	28.8	26.6	66.7	0.8	1.5	1.4	38.6	-19.1
pair	MRmean	SLmean	pos-pos	16	30.8	24.8	68.8	0.8	1.4	1.3	37.3	-19.1
pair	SLmean	MRmean	pos-pos	16	30.8	24.8	68.8	0.8	1.4	1.3	37.3	-19.1
pair	LWTI	RSmean	pos-pos	24	46.2	22.9	58.3	0.8	1.3	0.8	32.9	-27.5
pair	RSmean	LWTI	pos-pos	24	46.2	22.9	58.3	0.8	1.3	0.8	32.9	-27.5
pair	RSIhist	LWTI	neg-neg	9	17.3	21.5	55.6	0.8	1.6	1.8	30.2	-12.1
pair	LWTI	RSIhist	neg-neg	9	17.3	21.5	55.6	0.8	1.6	1.8	30.2	-12.1
pair	RSmean	MRmean	pos-neg	1	1.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	1	1.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	1.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	1.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSIhist	pos-neg	18	34.6	17.3	55.6	0.8	1.5	1.0	23.6	-17.6
pair	RSIhist	RSmean	pos-neg	18	34.6	17.3	55.6	0.8	1.5	1.0	23.6	-17.6
pair	SLmean	LWTI	neg-neg	10	19.2	15.9	50.0	0.6	1.3	1.3	28.9	-12.1
pair	LWTI	SLmean	neg-neg	10	19.2	15.9	50.0	0.6	1.3	1.3	28.9	-12.1
pair	RSI	RSIhist	neg-neg	27	51.9	15.3	55.6	0.6	1.3	0.6	29.1	-24.0
pair	RSIhist	RSI	neg-neg	27	51.9	15.3	55.6	0.6	1.3	0.6	29.1	-24.0
pair	RSI	RSmean	neg-neg	13	25.0	15.3	61.5	0.6	1.2	0.6	33.3	-24.0
pair	RSmean	RSI	neg-neg	13	25.0	15.3	61.5	0.6	1.2	0.6	33.3	-24.0
pair	SLmean	RSmean	neg-pos	18	34.6	15.2	50.0	0.7	1.4	0.9	23.9	-17.6
pair	RSmean	SLmean	neg-pos	18	34.6	15.2	50.0	0.7	1.4	0.9	23.9	-17.6
single	RSmean	RSmean	pos-pos	37	71.2	13.9	56.8	0.6	1.0	0.4	32.0	-33.0
single	LWTI	LWTI	pos-pos	38	73.1	13.9	57.9	0.6	0.9	0.3	33.7	-43.3
pair	RSIhist	SLmean	pos-pos	19	36.5	13.6	63.2	0.5	1.2	0.4	38.8	-32.2
pair	SLmean	RSIhist	pos-pos	19	36.5	13.6	63.2	0.5	1.2	0.4	38.8	-32.2
single	SLmean	SLmean	pos-pos	20	38.5	12.9	65.0	0.5	1.1	0.4	37.8	-32.2
pair	RSmean	SLmean	pos-pos	19	36.5	12.7	63.2	0.5	1.1	0.4	38.8	-33.1
pair	SLmean	RSmean	pos-pos	19	36.5	12.7	63.2	0.5	1.1	0.4	38.8	-33.1
pair	RSI	SLmean	neg-neg	29	55.8	11.9	51.7	0.5	1.1	0.5	28.3	-24.0
pair	SLmean	RSI	neg-neg	29	55.8	11.9	51.7	0.5	1.1	0.5	28.3	-24.0
pair	RSIhist	RSmean	pos-pos	19	36.5	10.8	57.9	0.5	0.9	0.3	38.9	-34.8
pair	RSmean	RSIhist	pos-pos	19	36.5	10.8	57.9	0.5	0.9	0.3	38.9	-34.8
pair	SLmean	RSIhist	neg-neg	30	57.7	9.4	53.3	0.4	0.8	0.3	30.2	-33.3
pair	RSIhist	SLmean	neg-neg	30	57.7	9.4	53.3	0.4	0.8	0.3	30.2	-33.3
single	RSIhist	RSIhist	pos-pos	21	40.4	9.2	57.1	0.4	0.8	0.3	37.0	-35.4
pair		benchmark___benchmark_	benchmark-benchmark	52	100.0	9.1	55.8	0.4	0.8	0.2	32.5	-48.7
pair	benchmark___benchmark_		benchmark-benchmark	52	100.0	9.1	55.8	0.4	0.8	0.2	32.5	-48.7
single	RSIhist	RSIhist	neg-neg	31	59.6	9.1	54.8	0.4	0.8	0.3	29.7	-33.3
pair	MACDhist	RSmean	neg-pos	1	1.9	8.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	1.9	8.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	neg-neg	32	61.5	7.2	53.1	0.4	0.8	0.2	30.2	-34.8
pair	RSI	MRmean	neg-neg	32	61.5	7.2	53.1	0.4	0.8	0.2	30.2	-34.8
single	SLmean	SLmean	neg-neg	32	61.5	6.8	50.0	0.4	0.6	0.2	29.3	-33.3
pair	MRmean	RSIhist	neg-neg	28	53.8	6.6	53.6	0.3	0.6	0.2	30.9	-33.3
pair	RSIhist	MRmean	neg-neg	28	53.8	6.6	53.6	0.3	0.6	0.2	30.9	-33.3
pair	RSIhist	MACD	neg-neg	29	55.8	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	MACD	RSIhist	neg-neg	29	55.8	6.1	51.7	0.3	0.6	0.2	30.3	-33.3
pair	RSI	MACDhist	neg-pos	8	15.4	5.6	50.0	0.3	0.5	0.5	21.8	-10.3
pair	MACDhist	RSI	neg-pos	8	15.4	5.6	50.0	0.3	0.5	0.5	21.8	-10.3
pair	LWTI	MRmean	neg-neg	12	23.1	4.6	50.0	0.3	0.5	0.3	30.8	-16.3
pair	MRmean	LWTI	neg-neg	12	23.1	4.6	50.0	0.3	0.5	0.3	30.8	-16.3
pair	LWTI	RSIhist	neg-pos	22	42.3	4.4	54.5	0.3	0.5	0.1	30.1	-33.3
pair	RSIhist	LWTI	neg-pos	22	42.3	4.4	54.5	0.3	0.5	0.1	30.1	-33.3
pair	MRmean	SLmean	neg-neg	30	57.7	4.1	50.0	0.3	0.5	0.1	29.9	-33.3
pair	SLmean	MRmean	neg-neg	30	57.7	4.1	50.0	0.3	0.5	0.1	29.9	-33.3
pair	SLmean	MACD	neg-neg	31	59.6	3.7	48.4	0.3	0.5	0.1	29.4	-33.3
pair	MACD	SLmean	neg-neg	31	59.6	3.7	48.4	0.3	0.5	0.1	29.4	-33.3
pair	RSIhist	MACDhist	neg-neg	25	48.1	2.9	48.0	0.2	0.5	0.1	32.5	-33.3
pair	MACDhist	RSIhist	neg-neg	25	48.1	2.9	48.0	0.2	0.5	0.1	32.5	-33.3
pair	LWTI	SLmean	neg-pos	22	42.3	2.9	50.0	0.2	0.4	0.1	30.2	-33.3
pair	SLmean	LWTI	neg-pos	22	42.3	2.9	50.0	0.2	0.4	0.1	30.2	-33.3
pair	MRmean	RSmean	neg-pos	20	38.5	2.8	50.0	0.2	0.4	0.1	28.0	-30.3
pair	RSmean	MRmean	neg-pos	20	38.5	2.8	50.0	0.2	0.4	0.1	28.0	-30.3
pair	MACDhist	SLmean	neg-neg	26	50.0	1.7	46.2	0.2	0.4	0.1	31.9	-33.3
pair	SLmean	MACDhist	neg-neg	26	50.0	1.7	46.2	0.2	0.4	0.1	31.9	-33.3
pair	LWTI	RSI	neg-pos	24	46.2	1.1	50.0	0.2	0.3	0.0	29.0	-28.0
pair	RSI	LWTI	neg-pos	24	46.2	1.1	50.0	0.2	0.3	0.0	29.0	-28.0
pair	SLmean	RSIhist	pos-neg	1	1.9	0.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	SLmean	pos-neg	1	1.9	0.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	MRmean	neg-neg	34	65.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
pair	MRmean	MACD	neg-neg	34	65.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
single	MRmean	MRmean	neg-neg	34	65.4	0.3	50.0	0.2	0.3	0.0	31.0	-42.8
pair	LWTI	RSmean	neg-pos	14	26.9	-0.1	57.1	0.2	0.3	-0.0	36.0	-33.3
pair	RSmean	LWTI	neg-pos	14	26.9	-0.1	57.1	0.2	0.3	-0.0	36.0	-33.3
single	RSI	RSI	neg-neg	38	73.1	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	RSI	MACD	neg-neg	38	73.1	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	MACD	RSI	neg-neg	38	73.1	-0.4	50.0	0.1	0.2	-0.0	28.9	-34.8
pair	RSmean	LWTI	pos-neg	13	25.0	-1.0	53.8	0.1	0.2	-0.1	31.0	-16.3
pair	LWTI	RSmean	pos-neg	13	25.0	-1.0	53.8	0.1	0.2	-0.1	31.0	-16.3
pair	RSIhist	RSmean	neg-neg	13	25.0	-1.3	53.8	0.1	0.2	-0.0	37.4	-33.3
pair	RSmean	RSIhist	neg-neg	13	25.0	-1.3	53.8	0.1	0.2	-0.0	37.4	-33.3
pair	MACD	LWTI	neg-pos	29	55.8	-1.3	48.3	0.1	0.2	-0.0	31.6	-43.3
pair	LWTI	MACD	neg-pos	29	55.8	-1.3	48.3	0.1	0.2	-0.0	31.6	-43.3
pair	RSmean	MACD	pos-neg	28	53.8	-1.8	46.4	0.1	0.1	-0.1	29.0	-33.0
pair	MACD	RSmean	pos-neg	28	53.8	-1.8	46.4	0.1	0.1	-0.1	29.0	-33.0
single	MACD	MACD	neg-neg	43	82.7	-1.8	48.8	0.1	0.2	-0.0	30.7	-48.7
single	RSmean	RSmean	neg-neg	15	28.8	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	MACDhist	RSI	neg-neg	30	57.7	-1.9	50.0	0.1	0.2	-0.1	30.9	-34.8
pair	RSI	MACDhist	neg-neg	30	57.7	-1.9	50.0	0.1	0.2	-0.1	30.9	-34.8
pair	RSmean	MACD	neg-neg	15	28.8	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	MACD	RSmean	neg-neg	15	28.8	-1.9	53.3	0.1	0.2	-0.1	34.7	-33.3
pair	LWTI	MRmean	neg-pos	22	42.3	-2.0	50.0	0.1	0.1	-0.1	31.9	-33.3
pair	MRmean	LWTI	neg-pos	22	42.3	-2.0	50.0	0.1	0.1	-0.1	31.9	-33.3
pair	RSmean	MACDhist	neg-neg	14	26.9	-2.6	50.0	0.1	0.2	-0.1	36.1	-33.3
pair	MACDhist	RSmean	neg-neg	14	26.9	-2.6	50.0	0.1	0.2	-0.1	36.1	-33.3
pair	LWTI	RSI	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	RSI	LWTI	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	MACD	LWTI	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	LWTI	MACD	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	LWTI	MACDhist	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	MACDhist	LWTI	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
single	LWTI	LWTI	neg-neg	14	26.9	-2.8	50.0	0.0	0.1	-0.2	29.9	-16.3
pair	SLmean	RSmean	neg-neg	14	26.9	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	MRmean	RSmean	neg-neg	14	26.9	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	RSmean	MRmean	neg-neg	14	26.9	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	RSmean	SLmean	neg-neg	14	26.9	-3.2	50.0	0.1	0.1	-0.1	36.0	-33.3
pair	RSIhist	RSmean	neg-pos	2	3.8	-5.5	50.0	-0.6	0.0	0.0	8.9	0.0
pair	RSmean	RSIhist	neg-pos	2	3.8	-5.5	50.0	-0.6	0.0	0.0	8.9	0.0
pair	MRmean	MACDhist	neg-neg	29	55.8	-6.5	44.8	-0.1	-0.1	-0.1	32.6	-42.8
pair	MACDhist	MRmean	neg-neg	29	55.8	-6.5	44.8	-0.1	-0.1	-0.1	32.6	-42.8
pair	RSmean	RSI	pos-neg	25	48.1	-7.6	44.0	-0.2	-0.3	-0.2	26.8	-30.3
pair	RSI	RSmean	pos-neg	25	48.1	-7.6	44.0	-0.2	-0.3	-0.2	26.8	-30.3
pair	MRmean	MACD	pos-neg	9	17.3	-9.4	44.4	-0.2	-0.3	-0.5	31.3	-19.6
pair	MACD	MRmean	pos-neg	9	17.3	-9.4	44.4	-0.2	-0.3	-0.5	31.3	-19.6
single	MACDhist	MACDhist	neg-neg	33	63.5	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
pair	MACDhist	MACD	neg-neg	33	63.5	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
pair	MACD	MACDhist	neg-neg	33	63.5	-11.5	45.5	-0.2	-0.4	-0.2	31.6	-48.7
pair	RSI	MACD	neg-pos	5	9.6	-12.3	40.0	-0.1	-0.1	-0.5	46.4	-25.0
pair	MACD	RSI	neg-pos	5	9.6	-12.3	40.0	-0.1	-0.1	-0.5	46.4	-25.0
pair	SLmean	MACD	pos-neg	12	23.1	-14.8	50.0	-0.3	-0.8	-0.5	34.9	-32.2
pair	MACD	SLmean	pos-neg	12	23.1	-14.8	50.0	-0.3	-0.8	-0.5	34.9	-32.2
pair	MACD	RSIhist	neg-pos	14	26.9	-16.4	42.9	-0.4	-0.8	-0.5	32.2	-35.4
pair	RSIhist	MACD	neg-pos	14	26.9	-16.4	42.9	-0.4	-0.8	-0.5	32.2	-35.4
pair	LWTI	MACDhist	neg-pos	19	36.5	-17.4	42.1	-0.4	-0.8	-0.5	33.5	-36.3
pair	MACDhist	LWTI	neg-pos	19	36.5	-17.4	42.1	-0.4	-0.8	-0.5	33.5	-36.3
pair	RSmean	MACDhist	pos-neg	19	36.5	-17.5	42.1	-0.5	-1.1	-0.5	28.7	-33.0
pair	MACDhist	RSmean	pos-neg	19	36.5	-17.5	42.1	-0.5	-1.1	-0.5	28.7	-33.0
pair	RSmean	LWTI	neg-neg	1	1.9	-24.0	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	1.9	-24.0	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	4	7.7	-24.2	50.0	-0.5	-3.8	-1.8	43.0	-13.4
pair	MRmean	SLmean	neg-pos	4	7.7	-24.2	50.0	-0.5	-3.8	-1.8	43.0	-13.4
pair	RSIhist	MRmean	neg-pos	6	11.5	-24.6	33.3	-0.7	-1.2	-1.8	33.4	-13.4
pair	MRmean	RSIhist	neg-pos	6	11.5	-24.6	33.3	-0.7	-1.2	-1.8	33.4	-13.4
pair	RSI	RSIhist	pos-neg	4	7.7	-25.0	50.0	-0.7	-0.6	-1.5	35.9	-16.3
pair	RSIhist	RSI	pos-neg	4	7.7	-25.0	50.0	-0.7	-0.6	-1.5	35.9	-16.3
pair	RSIhist	SLmean	neg-pos	2	3.8	-25.4	0.0	-39.7	-39.7	-9.9	0.7	-2.6
pair	SLmean	RSIhist	neg-pos	2	3.8	-25.4	0.0	-39.7	-39.7	-9.9	0.7	-2.6
pair	RSI	RSIhist	neg-pos	11	21.2	-30.4	36.4	-1.2	-1.9	-1.1	27.0	-27.2
pair	RSIhist	RSI	neg-pos	11	21.2	-30.4	36.4	-1.2	-1.9	-1.1	27.0	-27.2
pair	RSI	SLmean	pos-neg	9	17.3	-31.5	44.4	-1.1	-2.2	-1.3	30.1	-23.6
pair	SLmean	RSI	pos-neg	9	17.3	-31.5	44.4	-1.1	-2.2	-1.3	30.1	-23.6
pair	SLmean	RSI	neg-pos	3	5.8	-32.0	33.3	-0.7	-0.8	-2.0	43.7	-16.3
pair	RSI	SLmean	neg-pos	3	5.8	-32.0	33.3	-0.7	-0.8	-2.0	43.7	-16.3
pair	RSI	MRmean	pos-neg	6	11.5	-32.7	33.3	-2.0	-2.2	-1.7	18.4	-19.6
pair	MRmean	RSI	pos-neg	6	11.5	-32.7	33.3	-2.0	-2.2	-1.7	18.4	-19.6
pair	RSIhist	LWTI	pos-neg	5	9.6	-34.9	40.0	-1.4	-2.0	-3.0	28.6	-11.5
pair	LWTI	RSIhist	pos-neg	5	9.6	-34.9	40.0	-1.4	-2.0	-3.0	28.6	-11.5
pair	LWTI	MRmean	pos-neg	2	3.8	-37.3	50.0	-1.6	0.0	-4.0	28.2	-9.4
pair	MRmean	LWTI	pos-neg	2	3.8	-37.3	50.0	-1.6	0.0	-4.0	28.2	-9.4
pair	LWTI	SLmean	pos-neg	4	7.7	-37.4	50.0	-1.3	-4.2	-4.0	32.9	-9.4
pair	SLmean	LWTI	pos-neg	4	7.7	-37.4	50.0	-1.3	-4.2	-4.0	32.9	-9.4
pair	MRmean	MACDhist	pos-neg	4	7.7	-40.6	50.0	-2.1	-20.6	-4.3	23.3	-9.4
pair	MACDhist	MRmean	pos-neg	4	7.7	-40.6	50.0	-2.1	-20.6	-4.3	23.3	-9.4
pair	RSIhist	MACDhist	neg-pos	8	15.4	-44.6	37.5	-2.1	-3.7	-1.7	26.0	-25.8
pair	MACDhist	RSIhist	neg-pos	8	15.4	-44.6	37.5	-2.1	-3.7	-1.7	26.0	-25.8
pair	SLmean	MACDhist	pos-neg	7	13.5	-47.1	42.9	-2.1	-9.9	-2.0	27.8	-24.1
pair	MACDhist	SLmean	pos-neg	7	13.5	-47.1	42.9	-2.1	-9.9	-2.0	27.8	-24.1
pair	MRmean	RSI	neg-pos	2	3.8	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	MRmean	neg-pos	2	3.8	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSI	RSmean	neg-pos	2	3.8	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	RSmean	RSI	neg-pos	2	3.8	-65.6	0.0	-2.5	-2.5	-4.0	39.8	-16.3
pair	MACDhist	RSI	pos-neg	3	5.8	-68.4	0.0	-3.8	-3.8	-2.7	28.5	-25.0
pair	RSI	MACDhist	pos-neg	3	5.8	-68.4	0.0	-3.8	-3.8	-2.7	28.5	-25.0

All Contingency Tables for EART

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 24.8% \| Win 69% Sharpe 0.77 \| Sortino 1.43 \| Calmar 1.3 Vol 37% \| MDD -19.1% Months 16M (31%)	CAGR 56.8% \| Win 50% Sharpe 2.08 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 2M (4%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (58%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
SLmean only	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 28.6% \| Win 65% Sharpe 0.87 \| Sortino 1.41 \| Calmar 1.4 Vol 37% \| MDD -20.7% Months 17M (33%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
MRmean neg	CAGR 2.8% \| Win 50% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.1 Vol 28% \| MDD -30.3% Months 20M (38%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (27%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
RSmean only	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -9.4% \| Win 44% Sharpe -0.18 \| Sortino -0.34 \| Calmar -0.5 Vol 31% \| MDD -19.6% Months 9M (17%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
MRmean neg	-	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
MACD only	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 76.4% \| Win 83% Sharpe 1.69 \| Sortino 3.24 \| Calmar 4.1 Vol 38% \| MDD -18.6% Months 12M (23%)	CAGR -32.7% \| Win 33% Sharpe -2.03 \| Sortino -2.23 \| Calmar -1.7 Vol 18% \| MDD -19.6% Months 6M (12%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (62%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
RSI only	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 59.4% \| Win 71% Sharpe 1.48 \| Sortino 1.88 \| Calmar 3.2 Vol 36% \| MDD -18.6% Months 14M (27%)	CAGR -40.6% \| Win 50% Sharpe -2.10 \| Sortino -20.61 \| Calmar -4.3 Vol 23% \| MDD -9.4% Months 4M (8%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (56%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 26.6% \| Win 67% Sharpe 0.80 \| Sortino 1.52 \| Calmar 1.4 Vol 39% \| MDD -19.1% Months 15M (29%)	CAGR 35.1% \| Win 67% Sharpe 1.77 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 3M (6%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (54%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 39.9% \| Win 69% Sharpe 1.11 \| Sortino 1.60 \| Calmar 2.1 Vol 36% \| MDD -18.6% Months 16M (31%)	CAGR -37.3% \| Win 50% Sharpe -1.55 \| Sortino 0.00 \| Calmar -4.0 Vol 28% \| MDD -9.4% Months 2M (4%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
MRmean neg	CAGR -2.0% \| Win 50% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.1 Vol 32% \| MDD -33.3% Months 22M (42%)	CAGR 4.6% \| Win 50% Sharpe 0.29 \| Sortino 0.52 \| Calmar 0.3 Vol 31% \| MDD -16.3% Months 12M (23%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.7% \| Win 63% Sharpe 0.49 \| Sortino 1.12 \| Calmar 0.4 Vol 39% \| MDD -33.1% Months 19M (36%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
SLmean neg	CAGR 15.2% \| Win 50% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.9 Vol 24% \| MDD -17.6% Months 18M (35%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (27%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
RSmean only	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 72.2% \| Win 88% Sharpe 1.55 \| Sortino 0.00 \| Calmar 3.9 Vol 40% \| MDD -18.6% Months 8M (15%)	CAGR -14.8% \| Win 50% Sharpe -0.29 \| Sortino -0.77 \| Calmar -0.5 Vol 35% \| MDD -32.2% Months 12M (23%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
SLmean neg	CAGR 167.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 3.7% \| Win 48% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -33.3% Months 31M (60%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
MACD only	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 69.9% \| Win 82% Sharpe 1.54 \| Sortino 3.07 \| Calmar 3.8 Vol 40% \| MDD -18.6% Months 11M (21%)	CAGR -31.5% \| Win 44% Sharpe -1.10 \| Sortino -2.23 \| Calmar -1.3 Vol 30% \| MDD -23.6% Months 9M (17%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
SLmean neg	CAGR -32.0% \| Win 33% Sharpe -0.71 \| Sortino -0.78 \| Calmar -2.0 Vol 44% \| MDD -16.3% Months 3M (6%)	CAGR 11.9% \| Win 52% Sharpe 0.53 \| Sortino 1.10 \| Calmar 0.5 Vol 28% \| MDD -24.0% Months 29M (56%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
RSI only	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 69.8% \| Win 77% Sharpe 1.61 \| Sortino 2.13 \| Calmar 3.8 Vol 38% \| MDD -18.6% Months 13M (25%)	CAGR -47.1% \| Win 43% Sharpe -2.10 \| Sortino -9.88 \| Calmar -2.0 Vol 28% \| MDD -24.1% Months 7M (14%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
SLmean neg	CAGR 32.2% \| Win 67% Sharpe 1.98 \| Sortino 6.37 \| Calmar 12.6 Vol 15% \| MDD -2.6% Months 6M (12%)	CAGR 1.7% \| Win 46% Sharpe 0.20 \| Sortino 0.38 \| Calmar 0.1 Vol 32% \| MDD -33.3% Months 26M (50%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.6% \| Win 63% Sharpe 0.52 \| Sortino 1.17 \| Calmar 0.4 Vol 39% \| MDD -32.2% Months 19M (36%)	CAGR 0.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
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 9.4% \| Win 53% Sharpe 0.44 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 30M (58%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 30.9% \| Win 69% Sharpe 0.89 \| Sortino 1.69 \| Calmar 1.5 Vol 39% \| MDD -20.7% Months 16M (31%)	CAGR -37.4% \| Win 50% Sharpe -1.27 \| Sortino -4.25 \| Calmar -4.0 Vol 33% \| MDD -9.4% Months 4M (8%)	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)
SLmean neg	CAGR 2.9% \| Win 50% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -33.3% Months 22M (42%)	CAGR 15.9% \| Win 50% Sharpe 0.64 \| Sortino 1.32 \| Calmar 1.3 Vol 29% \| MDD -12.1% Months 10M (19%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -1.8% \| Win 46% Sharpe 0.08 \| Sortino 0.15 \| Calmar -0.1 Vol 29% \| MDD -33.0% Months 28M (54%)	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)
RSmean neg	-	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)
MACD only	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 76.4% \| Win 83% Sharpe 1.69 \| Sortino 3.24 \| Calmar 4.1 Vol 38% \| MDD -18.6% Months 12M (23%)	CAGR -7.6% \| Win 44% Sharpe -0.17 \| Sortino -0.30 \| Calmar -0.3 Vol 27% \| MDD -30.3% Months 25M (48%)	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)
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 (25%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)
RSI only	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 60.2% \| Win 72% Sharpe 1.62 \| Sortino 2.04 \| Calmar 3.2 Vol 33% \| MDD -18.6% Months 18M (35%)	CAGR -17.5% \| Win 42% Sharpe -0.53 \| Sortino -1.05 \| Calmar -0.5 Vol 29% \| MDD -33.0% Months 19M (36%)	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)
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 (27%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 58% Sharpe 0.45 \| Sortino 0.94 \| Calmar 0.3 Vol 39% \| MDD -34.8% Months 19M (36%)	CAGR 17.3% \| Win 56% Sharpe 0.79 \| Sortino 1.52 \| Calmar 1.0 Vol 24% \| MDD -17.6% Months 18M (35%)	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)
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 (25%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 22.9% \| Win 58% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.8 Vol 33% \| MDD -27.5% Months 24M (46%)	CAGR -1.0% \| Win 54% Sharpe 0.11 \| Sortino 0.22 \| Calmar -0.1 Vol 31% \| MDD -16.3% Months 13M (25%)	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)
RSmean neg	CAGR -0.1% \| Win 57% Sharpe 0.16 \| Sortino 0.28 \| Calmar -0.0 Vol 36% \| MDD -33.3% Months 14M (27%)	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 (29%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	-	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)
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 (73%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)
RSI only	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	-	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)
MACD neg	CAGR 38.2% \| Win 60% Sharpe 1.34 \| Sortino 2.47 \| Calmar 3.7 Vol 27% \| MDD -10.3% Months 10M (19%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 86.0% \| Win 86% Sharpe 1.67 \| Sortino 0.00 \| Calmar 4.6 Vol 43% \| MDD -18.6% Months 7M (14%)	CAGR 63.7% \| Win 100% Sharpe 2.47 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 2M (4%)	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)
MACD neg	CAGR -16.4% \| Win 43% Sharpe -0.40 \| Sortino -0.81 \| Calmar -0.5 Vol 32% \| MDD -35.4% Months 14M (27%)	CAGR 6.1% \| Win 52% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -33.3% Months 29M (56%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	-	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)
MACD neg	CAGR -1.3% \| Win 48% Sharpe 0.11 \| Sortino 0.20 \| Calmar -0.0 Vol 32% \| MDD -43.3% Months 29M (56%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 109.3% \| Win 91% Sharpe 2.28 \| Sortino 0.00 \| Calmar 5.9 Vol 36% \| MDD -18.6% Months 11M (21%)	CAGR -68.4% \| Win 0% Sharpe -3.75 \| Sortino -3.75 \| Calmar -2.7 Vol 28% \| MDD -25.0% Months 3M (6%)	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)
RSI neg	CAGR 5.6% \| Win 50% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.5 Vol 22% \| MDD -10.3% Months 8M (15%)	CAGR -1.9% \| Win 50% Sharpe 0.09 \| Sortino 0.18 \| Calmar -0.1 Vol 31% \| MDD -34.8% Months 30M (58%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 79.1% \| Win 80% Sharpe 1.62 \| Sortino 3.37 \| Calmar 4.3 Vol 42% \| MDD -18.6% Months 10M (19%)	CAGR -25.0% \| Win 50% Sharpe -0.65 \| Sortino -0.58 \| Calmar -1.5 Vol 36% \| MDD -16.3% Months 4M (8%)	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)
RSI neg	CAGR -30.4% \| Win 36% Sharpe -1.20 \| Sortino -1.93 \| Calmar -1.1 Vol 27% \| MDD -27.2% Months 11M (21%)	CAGR 15.3% \| Win 56% Sharpe 0.63 \| Sortino 1.29 \| Calmar 0.6 Vol 29% \| MDD -24.0% Months 27M (52%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	-	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)
RSI neg	CAGR 1.1% \| Win 50% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 29% \| MDD -28.0% Months 24M (46%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 65.8% \| Win 69% Sharpe 1.53 \| Sortino 2.18 \| Calmar 3.5 Vol 38% \| MDD -18.6% Months 13M (25%)	CAGR 39.3% \| Win 83% Sharpe 2.65 \| Sortino 0.00 \| Calmar 56.9 Vol 13% \| MDD -0.7% Months 6M (12%)	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)
MACDhist neg	CAGR -44.6% \| Win 38% Sharpe -2.10 \| Sortino -3.73 \| Calmar -1.7 Vol 26% \| MDD -25.8% Months 8M (15%)	CAGR 2.9% \| Win 48% Sharpe 0.24 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -33.3% Months 25M (48%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)
RSIhist only	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	-	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)
MACDhist neg	CAGR -17.4% \| Win 42% Sharpe -0.41 \| Sortino -0.77 \| Calmar -0.5 Vol 34% \| MDD -36.3% Months 19M (36%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 28.3% \| Win 62% Sharpe 0.83 \| Sortino 1.52 \| Calmar 1.2 Vol 39% \| MDD -22.7% Months 16M (31%)	CAGR -34.9% \| Win 40% Sharpe -1.36 \| Sortino -1.98 \| Calmar -3.1 Vol 29% \| MDD -11.5% Months 5M (10%)	CAGR 9.2% \| Win 57% Sharpe 0.41 \| Sortino 0.79 \| Calmar 0.3 Vol 37% \| MDD -35.4% Months 21M (40%)
RSIhist neg	CAGR 4.4% \| Win 55% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 30% \| MDD -33.3% Months 22M (42%)	CAGR 21.5% \| Win 56% Sharpe 0.78 \| Sortino 1.60 \| Calmar 1.8 Vol 30% \| MDD -12.1% Months 9M (17%)	CAGR 9.1% \| Win 55% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -33.3% Months 31M (60%)
LWTI only	CAGR 13.9% \| Win 58% Sharpe 0.55 \| Sortino 0.93 \| Calmar 0.3 Vol 34% \| MDD -43.3% Months 38M (73%)	CAGR -2.8% \| Win 50% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.2 Vol 30% \| MDD -16.3% Months 14M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 24.8% \| Win 69% Sharpe 0.77 \| Sortino 1.43 \| Calmar 1.3 Vol 37% \| MDD -19.1% Months 16M (31%)	CAGR 56.8% \| Win 50% Sharpe 2.08 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 2M (4%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (58%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
SLmean only	CAGR 12.9% \| Win 65% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 38% \| MDD -32.2% Months 20M (38%)	CAGR 6.8% \| Win 50% Sharpe 0.36 \| Sortino 0.64 \| Calmar 0.2 Vol 29% \| MDD -33.3% Months 32M (62%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 28.6% \| Win 65% Sharpe 0.87 \| Sortino 1.41 \| Calmar 1.4 Vol 37% \| MDD -20.7% Months 17M (33%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (2%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
MRmean neg	CAGR 2.8% \| Win 50% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.1 Vol 28% \| MDD -30.3% Months 20M (38%)	CAGR -3.2% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -33.3% Months 14M (27%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
RSmean only	CAGR 13.9% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.4 Vol 32% \| MDD -33.0% Months 37M (71%)	CAGR -1.9% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 35% \| MDD -33.3% Months 15M (29%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -9.4% \| Win 44% Sharpe -0.18 \| Sortino -0.34 \| Calmar -0.5 Vol 31% \| MDD -19.6% Months 9M (17%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
MRmean neg	-	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
MACD only	CAGR 80.8% \| Win 89% Sharpe 1.77 \| Sortino 0.00 \| Calmar 4.3 Vol 38% \| MDD -18.6% Months 9M (17%)	CAGR -1.8% \| Win 49% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -48.7% Months 43M (83%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 76.4% \| Win 83% Sharpe 1.69 \| Sortino 3.24 \| Calmar 4.1 Vol 38% \| MDD -18.6% Months 12M (23%)	CAGR -32.7% \| Win 33% Sharpe -2.03 \| Sortino -2.23 \| Calmar -1.7 Vol 18% \| MDD -19.6% Months 6M (12%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (62%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
RSI only	CAGR 39.6% \| Win 71% Sharpe 1.02 \| Sortino 1.46 \| Calmar 1.6 Vol 41% \| MDD -25.0% Months 14M (27%)	CAGR -0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.24 \| Calmar -0.0 Vol 29% \| MDD -34.8% Months 38M (73%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 59.4% \| Win 71% Sharpe 1.48 \| Sortino 1.88 \| Calmar 3.2 Vol 36% \| MDD -18.6% Months 14M (27%)	CAGR -40.6% \| Win 50% Sharpe -2.10 \| Sortino -20.61 \| Calmar -4.3 Vol 23% \| MDD -9.4% Months 4M (8%)	CAGR 28.0% \| Win 67% Sharpe 0.87 \| Sortino 1.38 \| Calmar 1.4 Vol 36% \| MDD -19.6% Months 18M (35%)
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 (56%)	CAGR 0.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -42.8% Months 34M (65%)
MACDhist only	CAGR 56.9% \| Win 74% Sharpe 1.59 \| Sortino 1.95 \| Calmar 3.1 Vol 32% \| MDD -18.6% Months 19M (36%)	CAGR -11.5% \| Win 46% Sharpe -0.23 \| Sortino -0.44 \| Calmar -0.2 Vol 32% \| MDD -48.7% Months 33M (64%)