ECH - iShares MSCI Chile ETF

Signal Pair Analysis

MRmean-RSI

Best Pair

35.1%

Best CAGR

Total Months

1.6%

Avg CAGR

ECH 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 ECH

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	MRmean	pos-neg	19	8.7	35.1	63.2	1.4	2.7	2.3	24.3	-15.1
pair	MRmean	RSI	pos-neg	19	8.7	35.1	63.2	1.4	2.7	2.3	24.3	-15.1
pair	MACDhist	MRmean	pos-neg	31	14.2	34.6	67.7	1.6	2.9	2.5	20.8	-13.6
pair	MRmean	MACDhist	pos-neg	31	14.2	34.6	67.7	1.6	2.9	2.5	20.8	-13.6
pair	RSI	MACD	pos-neg	22	10.0	27.0	50.0	1.1	2.5	1.5	23.5	-17.5
pair	MACD	RSI	pos-neg	22	10.0	27.0	50.0	1.1	2.5	1.5	23.5	-17.5
pair	MACDhist	MRmean	neg-pos	15	6.8	26.8	60.0	1.0	4.1	1.9	27.4	-13.9
pair	MRmean	MACDhist	neg-pos	15	6.8	26.8	60.0	1.0	4.1	1.9	27.4	-13.9
pair	MRmean	SLmean	pos-neg	12	5.5	24.3	58.3	1.0	2.4	2.2	25.0	-11.1
pair	SLmean	MRmean	pos-neg	12	5.5	24.3	58.3	1.0	2.4	2.2	25.0	-11.1
pair	MACDhist	SLmean	neg-pos	26	11.9	23.7	57.7	0.9	2.9	1.7	26.2	-14.1
pair	SLmean	MACDhist	neg-pos	26	11.9	23.7	57.7	0.9	2.9	1.7	26.2	-14.1
pair	MACDhist	SLmean	pos-neg	43	19.6	23.3	60.5	1.1	2.2	1.1	20.5	-21.7
pair	SLmean	MACDhist	pos-neg	43	19.6	23.3	60.5	1.1	2.2	1.1	20.5	-21.7
pair	MRmean	RSIhist	pos-neg	16	7.3	22.3	56.2	1.0	2.1	2.1	22.6	-10.7
pair	RSIhist	MRmean	pos-neg	16	7.3	22.3	56.2	1.0	2.1	2.1	22.6	-10.7
pair	SLmean	RSI	pos-neg	22	10.0	21.4	50.0	0.9	2.0	2.0	24.1	-10.8
pair	RSI	SLmean	pos-neg	22	10.0	21.4	50.0	0.9	2.0	2.0	24.1	-10.8
pair	RSIhist	MACDhist	neg-pos	40	18.3	21.1	60.0	1.0	2.1	1.0	21.4	-21.4
pair	MACDhist	RSIhist	neg-pos	40	18.3	21.1	60.0	1.0	2.1	1.0	21.4	-21.4
pair	RSI	RSIhist	neg-pos	33	15.1	20.3	54.5	0.9	2.1	1.1	23.3	-18.1
pair	RSIhist	RSI	neg-pos	33	15.1	20.3	54.5	0.9	2.1	1.1	23.3	-18.1
pair	MACD	RSmean	neg-pos	8	3.7	19.4	62.5	1.6	6.9	8.0	11.6	-2.4
pair	RSmean	MACD	neg-pos	8	3.7	19.4	62.5	1.6	6.9	8.0	11.6	-2.4
pair	MRmean	RSmean	pos-neg	6	2.7	18.3	83.3	0.8	0.0	1.4	26.2	-13.6
pair	RSmean	MRmean	pos-neg	6	2.7	18.3	83.3	0.8	0.0	1.4	26.2	-13.6
pair	SLmean	RSIhist	neg-pos	14	6.4	17.0	57.1	0.8	2.1	1.3	22.9	-12.9
pair	RSIhist	SLmean	neg-pos	14	6.4	17.0	57.1	0.8	2.1	1.3	22.9	-12.9
pair	MACDhist	RSI	neg-pos	30	13.7	16.1	56.7	0.8	1.7	0.8	23.3	-19.7
pair	RSI	MACDhist	neg-pos	30	13.7	16.1	56.7	0.8	1.7	0.8	23.3	-19.7
pair	RSIhist	MACDhist	pos-neg	23	10.5	14.2	52.2	0.6	1.8	0.8	26.3	-17.2
pair	MACDhist	RSIhist	pos-neg	23	10.5	14.2	52.2	0.6	1.8	0.8	26.3	-17.2
pair	MRmean	RSIhist	neg-pos	17	7.8	13.6	52.9	0.7	1.7	0.8	21.7	-16.2
pair	RSIhist	MRmean	neg-pos	17	7.8	13.6	52.9	0.7	1.7	0.8	21.7	-16.2
pair	LWTI	MRmean	pos-pos	90	41.1	13.1	58.9	0.7	1.2	0.3	21.1	-37.4
pair	MRmean	LWTI	pos-pos	90	41.1	13.1	58.9	0.7	1.2	0.3	21.1	-37.4
pair	MACDhist	RSmean	neg-pos	5	2.3	12.7	80.0	0.5	0.0	0.9	30.6	-13.6
pair	RSmean	MACDhist	neg-pos	5	2.3	12.7	80.0	0.5	0.0	0.9	30.6	-13.6
pair	RSIhist	LWTI	pos-pos	76	34.7	11.8	59.2	0.7	1.0	0.3	20.7	-42.7
pair	LWTI	RSIhist	pos-pos	76	34.7	11.8	59.2	0.7	1.0	0.3	20.7	-42.7
pair	RSmean	RSI	pos-neg	97	44.3	11.3	50.5	0.5	1.0	0.2	26.6	-49.7
pair	RSI	RSmean	pos-neg	97	44.3	11.3	50.5	0.5	1.0	0.2	26.6	-49.7
pair	LWTI	SLmean	pos-pos	82	37.4	10.3	58.5	0.6	0.9	0.3	20.3	-32.7
pair	SLmean	LWTI	pos-pos	82	37.4	10.3	58.5	0.6	0.9	0.3	20.3	-32.7
pair	MACD	MRmean	pos-pos	71	32.4	9.6	54.9	0.6	0.9	0.3	20.5	-31.5
pair	MRmean	MACD	pos-pos	71	32.4	9.6	54.9	0.6	0.9	0.3	20.5	-31.5
single	MRmean	MRmean	pos-pos	108	49.3	8.7	56.5	0.5	0.8	0.2	22.9	-52.3
pair	RSI	LWTI	neg-pos	45	20.5	8.6	55.6	0.5	0.6	0.2	25.2	-37.7
pair	LWTI	RSI	neg-pos	45	20.5	8.6	55.6	0.5	0.6	0.2	25.2	-37.7
pair	RSmean	SLmean	pos-neg	6	2.7	8.4	83.3	0.4	0.0	0.6	25.4	-13.6
pair	SLmean	RSmean	pos-neg	6	2.7	8.4	83.3	0.4	0.0	0.6	25.4	-13.6
pair	MACD	RSIhist	pos-pos	57	26.0	8.2	56.1	0.5	0.8	0.2	20.1	-39.3
pair	MRmean	RSmean	pos-pos	102	46.6	8.2	54.9	0.5	0.8	0.2	22.8	-47.4
pair	RSIhist	MACD	pos-pos	57	26.0	8.2	56.1	0.5	0.8	0.2	20.1	-39.3
pair	RSmean	MRmean	pos-pos	102	46.6	8.2	54.9	0.5	0.8	0.2	22.8	-47.4
pair	SLmean	RSIhist	pos-neg	14	6.4	7.8	50.0	0.5	0.8	0.5	18.4	-15.7
pair	RSmean	RSIhist	neg-pos	5	2.3	7.8	80.0	0.4	0.0	0.6	28.4	-13.6
pair	RSIhist	SLmean	pos-neg	14	6.4	7.8	50.0	0.5	0.8	0.5	18.4	-15.7
pair	RSIhist	RSmean	neg-pos	5	2.3	7.8	80.0	0.4	0.0	0.6	28.4	-13.6
pair	SLmean	MACD	pos-pos	69	31.5	7.7	55.1	0.5	0.8	0.3	19.4	-29.7
pair	MACD	SLmean	pos-pos	69	31.5	7.7	55.1	0.5	0.8	0.3	19.4	-29.7
single	RSIhist	RSIhist	pos-pos	109	49.8	7.6	56.0	0.4	0.7	0.1	22.7	-53.0
pair	RSmean	RSIhist	pos-pos	104	47.5	7.6	54.8	0.4	0.7	0.1	22.6	-50.0
pair	RSIhist	RSmean	pos-pos	104	47.5	7.6	54.8	0.4	0.7	0.1	22.6	-50.0
pair	LWTI	RSmean	pos-pos	114	52.1	7.2	55.3	0.4	0.7	0.2	22.8	-46.3
pair	RSmean	LWTI	pos-pos	114	52.1	7.2	55.3	0.4	0.7	0.2	22.8	-46.3
pair	MRmean	MACD	pos-neg	37	16.9	7.0	59.5	0.4	0.6	0.1	27.2	-52.3
pair	MACD	RSIhist	neg-pos	52	23.7	7.0	55.8	0.4	0.7	0.1	25.5	-46.8
single	RSI	RSI	neg-neg	114	52.1	7.0	49.1	0.4	0.6	0.1	26.7	-50.8
pair	RSIhist	MACD	neg-pos	52	23.7	7.0	55.8	0.4	0.7	0.1	25.5	-46.8
pair	MACD	MRmean	pos-neg	37	16.9	7.0	59.5	0.4	0.6	0.1	27.2	-52.3
pair	MRmean	SLmean	pos-pos	96	43.8	6.9	56.2	0.4	0.6	0.1	22.7	-49.6
pair	SLmean	MRmean	pos-pos	96	43.8	6.9	56.2	0.4	0.6	0.1	22.7	-49.6
pair	MACD	MACDhist	pos-pos	51	23.3	6.6	52.9	0.4	0.7	0.2	22.0	-36.1
pair	MACDhist	MACD	pos-pos	51	23.3	6.6	52.9	0.4	0.7	0.2	22.0	-36.1
pair	RSIhist	MRmean	pos-pos	92	42.0	6.5	56.5	0.4	0.6	0.1	23.0	-57.0
single	SLmean	SLmean	pos-pos	109	49.8	6.5	55.0	0.4	0.6	0.1	22.2	-51.3
pair	MRmean	RSIhist	pos-pos	92	42.0	6.5	56.5	0.4	0.6	0.1	23.0	-57.0
pair	LWTI	MACDhist	pos-pos	77	35.2	6.5	55.8	0.4	0.7	0.2	22.3	-35.8
pair	MACDhist	LWTI	pos-pos	77	35.2	6.5	55.8	0.4	0.7	0.2	22.3	-35.8
pair	RSmean	SLmean	pos-pos	103	47.0	6.4	53.4	0.4	0.6	0.1	22.2	-49.3
pair	SLmean	RSmean	pos-pos	103	47.0	6.4	53.4	0.4	0.6	0.1	22.2	-49.3
pair	SLmean	RSIhist	pos-pos	95	43.4	6.3	55.8	0.4	0.6	0.1	22.8	-54.5
pair	RSIhist	SLmean	pos-pos	95	43.4	6.3	55.8	0.4	0.6	0.1	22.8	-54.5
pair	MACD	LWTI	pos-pos	90	41.1	6.1	54.4	0.4	0.6	0.1	22.5	-41.2
pair	LWTI	MACD	pos-pos	90	41.1	6.1	54.4	0.4	0.6	0.1	22.5	-41.2
pair	RSI	LWTI	neg-neg	69	31.5	6.0	44.9	0.3	0.6	0.1	27.8	-56.0
pair	LWTI	RSI	neg-neg	69	31.5	6.0	44.9	0.3	0.6	0.1	27.8	-56.0
single	MACD	MACD	pos-pos	105	47.9	5.2	52.4	0.3	0.5	0.1	22.6	-44.3
pair	RSmean	MACDhist	pos-neg	106	48.4	5.0	50.9	0.3	0.5	0.1	26.3	-70.8
pair	MACDhist	RSmean	pos-neg	106	48.4	5.0	50.9	0.3	0.5	0.1	26.3	-70.8
pair	SLmean	MACD	pos-neg	40	18.3	4.4	55.0	0.3	0.5	0.1	26.7	-49.6
pair	MACD	SLmean	pos-neg	40	18.3	4.4	55.0	0.3	0.5	0.1	26.7	-49.6
pair	RSmean	MACD	pos-neg	96	43.8	4.3	51.0	0.3	0.5	0.1	27.1	-49.7
pair	MACD	RSmean	pos-neg	96	43.8	4.3	51.0	0.3	0.5	0.1	27.1	-49.7
single	RSmean	RSmean	pos-pos	193	88.1	4.2	51.3	0.3	0.5	0.1	25.2	-69.6
pair	RSmean	MACD	pos-pos	97	44.3	4.1	51.5	0.3	0.5	0.1	23.3	-47.9
pair	MACD	RSmean	pos-pos	97	44.3	4.1	51.5	0.3	0.5	0.1	23.3	-47.9
pair	MACDhist	MACD	pos-neg	54	24.7	3.9	51.9	0.3	0.4	0.1	23.3	-34.2
pair	MACD	MACDhist	pos-neg	54	24.7	3.9	51.9	0.3	0.4	0.1	23.3	-34.2
pair	MACDhist	RSI	neg-neg	84	38.4	3.9	46.4	0.3	0.4	0.1	27.9	-53.8
pair	RSI	MACDhist	neg-neg	84	38.4	3.9	46.4	0.3	0.4	0.1	27.9	-53.8
pair	MRmean	RSI	pos-pos	89	40.6	3.8	55.1	0.3	0.4	0.1	22.5	-56.1
pair	RSI	MRmean	pos-pos	89	40.6	3.8	55.1	0.3	0.4	0.1	22.5	-56.1
pair	SLmean	RSI	neg-neg	92	42.0	3.8	48.9	0.3	0.4	0.1	27.4	-51.1
pair	RSI	SLmean	neg-neg	92	42.0	3.8	48.9	0.3	0.4	0.1	27.4	-51.1
single	MACDhist	MACDhist	pos-pos	92	42.0	3.7	53.3	0.3	0.5	0.1	24.1	-39.2
pair	SLmean	MRmean	neg-pos	13	5.9	3.3	46.2	0.3	0.5	0.3	18.7	-9.9
pair	MRmean	SLmean	neg-pos	13	5.9	3.3	46.2	0.3	0.5	0.3	18.7	-9.9
pair	MACDhist	RSmean	pos-pos	87	39.7	3.2	51.7	0.2	0.5	0.1	23.9	-42.2
pair	RSmean	MACDhist	pos-pos	87	39.7	3.2	51.7	0.2	0.5	0.1	23.9	-42.2
single	LWTI	LWTI	pos-pos	138	63.0	3.1	54.3	0.2	0.4	0.1	23.5	-43.5
pair	SLmean	RSI	pos-pos	87	39.7	3.0	56.3	0.2	0.4	0.1	21.8	-56.5
pair	RSI	SLmean	pos-pos	87	39.7	3.0	56.3	0.2	0.4	0.1	21.8	-56.5
pair	RSI	MACD	neg-neg	92	42.0	2.7	48.9	0.2	0.4	0.1	27.4	-53.8
pair	MACD	RSI	neg-neg	92	42.0	2.7	48.9	0.2	0.4	0.1	27.4	-53.8
pair	RSI	RSIhist	pos-pos	76	34.7	2.5	56.6	0.2	0.3	0.0	22.5	-61.0
pair	RSIhist	RSI	pos-pos	76	34.7	2.5	56.6	0.2	0.3	0.0	22.5	-61.0
pair	LWTI	MRmean	neg-neg	63	28.8	2.4	44.4	0.2	0.4	0.0	27.4	-56.7
pair	MRmean	LWTI	neg-neg	63	28.8	2.4	44.4	0.2	0.4	0.0	27.4	-56.7
pair	MRmean	RSI	neg-neg	95	43.4	2.1	46.3	0.2	0.3	0.0	27.1	-56.6
pair	RSI	MRmean	neg-neg	95	43.4	2.1	46.3	0.2	0.3	0.0	27.1	-56.6
pair	RSI	RSIhist	neg-neg	81	37.0	2.0	46.9	0.2	0.3	0.0	28.0	-57.7
pair	RSIhist	RSI	neg-neg	81	37.0	2.0	46.9	0.2	0.3	0.0	28.0	-57.7
pair	RSIhist	MACD	pos-neg	48	21.9	1.8	47.9	0.2	0.3	0.1	25.4	-31.9
pair	MACD	RSIhist	pos-neg	48	21.9	1.8	47.9	0.2	0.3	0.1	25.4	-31.9
pair		benchmark___benchmark_	benchmark-benchmark	219	100.0	1.7	50.7	0.2	0.3	0.0	25.2	-68.2
pair	benchmark___benchmark_		benchmark-benchmark	219	100.0	1.7	50.7	0.2	0.3	0.0	25.2	-68.2
pair	RSmean	SLmean	neg-pos	90	41.1	1.7	48.9	0.2	0.3	0.0	28.3	-58.8
pair	SLmean	RSmean	neg-pos	90	41.1	1.7	48.9	0.2	0.3	0.0	28.3	-58.8
pair	MACDhist	LWTI	neg-neg	66	30.1	1.5	45.5	0.2	0.3	0.0	27.1	-60.3
pair	LWTI	MACDhist	neg-neg	66	30.1	1.5	45.5	0.2	0.3	0.0	27.1	-60.3
pair	SLmean	LWTI	neg-neg	54	24.7	1.2	44.4	0.2	0.3	0.0	28.4	-52.7
pair	LWTI	SLmean	neg-neg	54	24.7	1.2	44.4	0.2	0.3	0.0	28.4	-52.7
pair	MACD	SLmean	neg-pos	36	16.4	0.6	47.2	0.2	0.3	0.0	28.0	-29.9
pair	SLmean	MACD	neg-pos	36	16.4	0.6	47.2	0.2	0.3	0.0	28.0	-29.9
pair	MACDhist	RSIhist	pos-pos	69	31.5	0.5	53.6	0.1	0.2	0.0	23.4	-53.1
pair	RSIhist	MACDhist	pos-pos	69	31.5	0.5	53.6	0.1	0.2	0.0	23.4	-53.1
pair	LWTI	RSI	pos-pos	93	42.5	0.5	53.8	0.1	0.2	0.0	22.7	-59.9
pair	RSI	LWTI	pos-pos	93	42.5	0.5	53.8	0.1	0.2	0.0	22.7	-59.9
pair	RSIhist	RSmean	pos-neg	89	40.6	0.3	47.2	0.1	0.3	0.0	28.0	-65.0
pair	RSmean	RSIhist	pos-neg	89	40.6	0.3	47.2	0.1	0.3	0.0	28.0	-65.0
pair	MACD	MACDhist	neg-pos	41	18.7	0.3	53.7	0.1	0.2	0.0	26.7	-32.9
pair	MACDhist	MACD	neg-pos	41	18.7	0.3	53.7	0.1	0.2	0.0	26.7	-32.9
single	MACDhist	MACDhist	neg-neg	127	58.0	0.2	48.8	0.1	0.2	0.0	26.0	-69.5
pair	MACD	LWTI	pos-neg	15	6.8	0.1	40.0	0.1	0.2	0.0	23.5	-20.0
pair	LWTI	MACD	pos-neg	15	6.8	0.1	40.0	0.1	0.2	0.0	23.5	-20.0
pair	MACD	RSI	pos-pos	83	37.9	0.1	53.0	0.1	0.2	0.0	22.2	-58.0
pair	RSI	MACD	pos-pos	83	37.9	0.1	53.0	0.1	0.2	0.0	22.2	-58.0
pair	LWTI	RSmean	pos-neg	79	36.1	-0.1	45.6	0.1	0.2	-0.0	28.3	-61.2
pair	RSmean	LWTI	pos-neg	79	36.1	-0.1	45.6	0.1	0.2	-0.0	28.3	-61.2
pair	LWTI	RSIhist	neg-neg	48	21.9	-0.1	41.7	0.1	0.2	-0.0	28.8	-57.6
pair	RSmean	MRmean	neg-pos	91	41.6	-0.1	47.3	0.1	0.2	-0.0	27.6	-65.7
pair	MRmean	RSmean	neg-pos	91	41.6	-0.1	47.3	0.1	0.2	-0.0	27.6	-65.7
pair	RSIhist	LWTI	neg-neg	48	21.9	-0.1	41.7	0.1	0.2	-0.0	28.8	-57.6
pair	MRmean	MACDhist	pos-pos	77	35.2	-0.3	51.9	0.1	0.2	-0.0	23.4	-56.6
pair	MACDhist	MRmean	pos-pos	77	35.2	-0.3	51.9	0.1	0.2	-0.0	23.4	-56.6
single	LWTI	LWTI	neg-neg	81	37.0	-0.7	44.4	0.1	0.2	-0.0	28.0	-62.8
pair	MACD	LWTI	neg-neg	66	30.1	-0.8	45.5	0.1	0.2	-0.0	29.1	-55.6
pair	LWTI	MACD	neg-neg	66	30.1	-0.8	45.5	0.1	0.2	-0.0	29.1	-55.6
pair	LWTI	MACDhist	neg-pos	61	27.9	-1.2	52.5	0.1	0.1	-0.0	25.0	-43.5
pair	MACDhist	LWTI	neg-pos	61	27.9	-1.2	52.5	0.1	0.1	-0.0	25.0	-43.5
single	MACD	MACD	neg-neg	114	52.1	-1.5	49.1	0.1	0.1	-0.0	27.4	-50.9
pair	LWTI	RSIhist	pos-neg	33	15.1	-1.5	48.5	0.1	0.1	-0.1	27.1	-31.6
pair	RSIhist	LWTI	pos-neg	33	15.1	-1.5	48.5	0.1	0.1	-0.1	27.1	-31.6
pair	MACDhist	RSI	pos-pos	62	28.3	-1.8	51.6	0.1	0.1	-0.0	24.5	-55.5
pair	RSI	MACDhist	pos-pos	62	28.3	-1.8	51.6	0.1	0.1	-0.0	24.5	-55.5
pair	LWTI	MACD	neg-pos	48	21.9	-2.4	54.2	0.0	0.1	-0.1	25.3	-43.5
pair	MACD	LWTI	neg-pos	48	21.9	-2.4	54.2	0.0	0.1	-0.1	25.3	-43.5
pair	MACDhist	MACD	neg-neg	73	33.3	-2.5	46.6	0.1	0.1	-0.1	28.0	-53.7
pair	MACD	MACDhist	neg-neg	73	33.3	-2.5	46.6	0.1	0.1	-0.1	28.0	-53.7
pair	RSmean	RSI	pos-pos	96	43.8	-2.6	52.1	0.0	0.0	-0.0	23.5	-71.6
pair	RSI	RSmean	pos-pos	96	43.8	-2.6	52.1	0.0	0.0	-0.0	23.5	-71.6
single	SLmean	SLmean	neg-neg	110	50.2	-2.9	46.4	0.0	0.1	-0.0	27.8	-71.7
pair	MACDhist	SLmean	pos-pos	66	30.1	-3.2	51.5	-0.0	-0.0	-0.1	23.1	-54.9
pair	SLmean	MACDhist	pos-pos	66	30.1	-3.2	51.5	-0.0	-0.0	-0.1	23.1	-54.9
pair	MRmean	MACD	neg-pos	34	15.5	-3.5	47.1	-0.0	-0.0	-0.1	26.5	-32.1
pair	MACD	MRmean	neg-pos	34	15.5	-3.5	47.1	-0.0	-0.0	-0.1	26.5	-32.1
single	RSI	RSI	pos-pos	105	47.9	-3.9	52.4	-0.1	-0.1	-0.1	23.4	-73.0
single	RSIhist	RSIhist	neg-neg	110	50.2	-3.9	45.5	-0.0	-0.0	-0.1	27.4	-75.5
pair	LWTI	SLmean	pos-neg	27	12.3	-4.3	44.4	-0.0	-0.0	-0.1	27.6	-40.0
pair	SLmean	LWTI	pos-neg	27	12.3	-4.3	44.4	-0.0	-0.0	-0.1	27.6	-40.0
pair	MACD	SLmean	neg-neg	74	33.8	-4.6	45.9	-0.0	-0.0	-0.1	27.9	-67.4
pair	SLmean	MACD	neg-neg	74	33.8	-4.6	45.9	-0.0	-0.0	-0.1	27.9	-67.4
single	MRmean	MRmean	neg-neg	111	50.7	-4.8	45.0	-0.0	-0.1	-0.1	27.2	-76.0
pair	MACD	MRmean	neg-neg	77	35.2	-5.3	44.2	-0.1	-0.1	-0.1	27.6	-68.4
pair	MRmean	MACD	neg-neg	77	35.2	-5.3	44.2	-0.1	-0.1	-0.1	27.6	-68.4
pair	RSIhist	SLmean	neg-neg	96	43.8	-5.5	44.8	-0.1	-0.1	-0.1	28.5	-74.1
pair	SLmean	RSIhist	neg-neg	96	43.8	-5.5	44.8	-0.1	-0.1	-0.1	28.5	-74.1
pair	SLmean	MRmean	neg-neg	98	44.7	-5.8	44.9	-0.1	-0.1	-0.1	28.2	-75.9
pair	MRmean	SLmean	neg-neg	98	44.7	-5.8	44.9	-0.1	-0.1	-0.1	28.2	-75.9
pair	SLmean	LWTI	neg-pos	56	25.6	-6.7	48.2	-0.1	-0.2	-0.1	27.4	-53.5
pair	RSIhist	LWTI	neg-pos	62	28.3	-6.7	48.4	-0.1	-0.2	-0.1	26.4	-57.3
pair	LWTI	RSIhist	neg-pos	62	28.3	-6.7	48.4	-0.1	-0.2	-0.1	26.4	-57.3
pair	LWTI	SLmean	neg-pos	56	25.6	-6.7	48.2	-0.1	-0.2	-0.1	27.4	-53.5
pair	MACDhist	RSI	pos-neg	43	19.6	-6.8	53.5	-0.2	-0.3	-0.1	21.9	-51.7
pair	RSI	MACDhist	pos-neg	43	19.6	-6.8	53.5	-0.2	-0.3	-0.1	21.9	-51.7
pair	RSIhist	MRmean	neg-neg	94	42.9	-7.8	43.6	-0.1	-0.2	-0.1	28.1	-78.6
pair	MRmean	RSIhist	neg-neg	94	42.9	-7.8	43.6	-0.1	-0.2	-0.1	28.1	-78.6
pair	RSIhist	MACD	neg-neg	62	28.3	-8.1	43.5	-0.1	-0.2	-0.1	29.0	-71.8
pair	MACD	RSIhist	neg-neg	62	28.3	-8.1	43.5	-0.1	-0.2	-0.1	29.0	-71.8
pair	MACDhist	RSIhist	neg-neg	87	39.7	-8.2	43.7	-0.2	-0.2	-0.1	27.7	-76.8
pair	RSIhist	MACDhist	neg-neg	87	39.7	-8.2	43.7	-0.2	-0.2	-0.1	27.7	-76.8
pair	MRmean	MACDhist	neg-neg	96	43.8	-8.9	42.7	-0.2	-0.3	-0.1	27.0	-76.1
pair	MACDhist	MRmean	neg-neg	96	43.8	-8.9	42.7	-0.2	-0.3	-0.1	27.0	-76.1
pair	MACDhist	LWTI	pos-neg	15	6.8	-9.6	40.0	-0.1	-0.3	-0.5	32.6	-19.7
pair	LWTI	MACDhist	pos-neg	15	6.8	-9.6	40.0	-0.1	-0.3	-0.5	32.6	-19.7
pair	SLmean	MACDhist	neg-neg	84	38.4	-9.9	42.9	-0.2	-0.3	-0.1	28.1	-74.7
pair	MACDhist	SLmean	neg-neg	84	38.4	-9.9	42.9	-0.2	-0.3	-0.1	28.1	-74.7
pair	MRmean	LWTI	pos-neg	18	8.2	-10.8	44.4	-0.2	-0.3	-0.3	30.7	-37.2
pair	LWTI	MRmean	pos-neg	18	8.2	-10.8	44.4	-0.2	-0.3	-0.3	30.7	-37.2
pair	MRmean	LWTI	neg-pos	48	21.9	-13.4	45.8	-0.4	-0.5	-0.2	27.0	-60.9
pair	LWTI	MRmean	neg-pos	48	21.9	-13.4	45.8	-0.4	-0.5	-0.2	27.0	-60.9
pair	RSmean	RSI	neg-neg	17	7.8	-14.6	41.2	-0.4	-0.5	-0.4	26.9	-40.4
pair	RSI	RSmean	neg-neg	17	7.8	-14.6	41.2	-0.4	-0.5	-0.4	26.9	-40.4
pair	LWTI	RSmean	neg-pos	24	11.0	-14.7	50.0	-0.5	-0.5	-0.3	26.1	-44.8
pair	RSmean	LWTI	neg-pos	24	11.0	-14.7	50.0	-0.5	-0.5	-0.3	26.1	-44.8
single	RSmean	RSmean	neg-neg	26	11.9	-15.3	46.2	-0.5	-0.6	-0.3	25.0	-45.9
pair	RSI	RSmean	neg-pos	9	4.1	-16.6	55.6	-0.7	-0.7	-0.9	22.7	-18.3
pair	RSmean	RSI	neg-pos	9	4.1	-16.6	55.6	-0.7	-0.7	-0.9	22.7	-18.3
pair	MACD	RSI	neg-pos	22	10.0	-17.3	50.0	-0.6	-0.8	-0.4	27.5	-46.6
pair	RSI	MACD	neg-pos	22	10.0	-17.3	50.0	-0.6	-0.8	-0.4	27.5	-46.6
pair	RSIhist	RSI	pos-neg	29	13.2	-18.7	41.4	-0.7	-1.0	-0.4	25.4	-47.0
pair	RSI	RSIhist	pos-neg	29	13.2	-18.7	41.4	-0.7	-1.0	-0.4	25.4	-47.0
pair	RSIhist	RSmean	neg-neg	21	9.6	-20.0	38.1	-0.8	-0.8	-0.4	24.7	-45.9
pair	RSmean	RSIhist	neg-neg	21	9.6	-20.0	38.1	-0.8	-0.8	-0.4	24.7	-45.9
pair	MACDhist	RSmean	neg-neg	21	9.6	-20.9	38.1	-0.8	-0.9	-0.5	24.0	-45.9
pair	RSmean	MACDhist	neg-neg	21	9.6	-20.9	38.1	-0.8	-0.9	-0.5	24.0	-45.9
pair	RSmean	SLmean	neg-neg	20	9.1	-21.3	35.0	-0.8	-0.9	-0.5	25.2	-45.9
pair	SLmean	RSmean	neg-neg	20	9.1	-21.3	35.0	-0.8	-0.9	-0.5	25.2	-45.9
pair	RSmean	LWTI	neg-neg	2	0.9	-22.3	0.0	-23.3	-23.3	-9.7	1.1	-2.3
pair	LWTI	RSmean	neg-neg	2	0.9	-22.3	0.0	-23.3	-23.3	-9.7	1.1	-2.3
pair	RSmean	MRmean	neg-neg	20	9.1	-23.4	35.0	-0.9	-1.0	-0.5	24.6	-47.1
pair	MRmean	RSmean	neg-neg	20	9.1	-23.4	35.0	-0.9	-1.0	-0.5	24.6	-47.1
pair	MACD	RSmean	neg-neg	18	8.2	-27.3	38.9	-1.0	-1.1	-0.6	28.5	-44.9
pair	RSmean	MACD	neg-neg	18	8.2	-27.3	38.9	-1.0	-1.1	-0.6	28.5	-44.9
pair	RSI	SLmean	neg-pos	18	8.2	-31.1	33.3	-1.1	-1.7	-0.7	29.0	-47.4
pair	SLmean	RSI	neg-pos	18	8.2	-31.1	33.3	-1.1	-1.7	-0.7	29.0	-47.4
pair	LWTI	RSI	pos-neg	12	5.5	-31.7	41.7	-1.2	-1.6	-0.8	27.6	-42.1
pair	RSI	LWTI	pos-neg	12	5.5	-31.7	41.7	-1.2	-1.6	-0.8	27.6	-42.1
pair	MRmean	RSI	neg-pos	16	7.3	-37.2	37.5	-1.7	-2.0	-0.8	25.2	-47.5
pair	RSI	MRmean	neg-pos	16	7.3	-37.2	37.5	-1.7	-2.0	-0.8	25.2	-47.5

All Contingency Tables for ECH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 56% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.1 Vol 23% \| MDD -49.6% Months 96M (44%)	CAGR 24.3% \| Win 58% Sharpe 0.99 \| Sortino 2.41 \| Calmar 2.2 Vol 25% \| MDD -11.1% Months 12M (6%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR 3.3% \| Win 46% Sharpe 0.26 \| Sortino 0.48 \| Calmar 0.3 Vol 19% \| MDD -9.9% Months 13M (6%)	CAGR -5.8% \| Win 45% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 28% \| MDD -75.9% Months 98M (45%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
SLmean only	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 55% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.2 Vol 23% \| MDD -47.4% Months 102M (47%)	CAGR 18.3% \| Win 83% Sharpe 0.76 \| Sortino 0.00 \| Calmar 1.4 Vol 26% \| MDD -13.6% Months 6M (3%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -0.1% \| Win 47% Sharpe 0.13 \| Sortino 0.23 \| Calmar -0.0 Vol 28% \| MDD -65.7% Months 91M (42%)	CAGR -23.4% \| Win 35% Sharpe -0.94 \| Sortino -1.03 \| Calmar -0.5 Vol 25% \| MDD -47.1% Months 20M (9%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
RSmean only	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 55% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.3 Vol 20% \| MDD -31.5% Months 71M (32%)	CAGR 7.0% \| Win 60% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.3% Months 37M (17%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -3.5% \| Win 47% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 26% \| MDD -32.1% Months 34M (16%)	CAGR -5.3% \| Win 44% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 28% \| MDD -68.4% Months 77M (35%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
MACD only	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 55% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 22% \| MDD -56.1% Months 89M (41%)	CAGR 35.1% \| Win 63% Sharpe 1.37 \| Sortino 2.66 \| Calmar 2.3 Vol 24% \| MDD -15.1% Months 19M (9%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -37.2% \| Win 38% Sharpe -1.68 \| Sortino -2.05 \| Calmar -0.8 Vol 25% \| MDD -47.5% Months 16M (7%)	CAGR 2.1% \| Win 46% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -56.6% Months 95M (43%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
RSI only	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.3% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -56.6% Months 77M (35%)	CAGR 34.6% \| Win 68% Sharpe 1.55 \| Sortino 2.87 \| Calmar 2.5 Vol 21% \| MDD -13.6% Months 31M (14%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR 26.8% \| Win 60% Sharpe 1.00 \| Sortino 4.14 \| Calmar 1.9 Vol 27% \| MDD -13.9% Months 15M (7%)	CAGR -8.9% \| Win 43% Sharpe -0.21 \| Sortino -0.30 \| Calmar -0.1 Vol 27% \| MDD -76.1% Months 96M (44%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -57.0% Months 92M (42%)	CAGR 22.3% \| Win 56% Sharpe 1.00 \| Sortino 2.15 \| Calmar 2.1 Vol 23% \| MDD -10.7% Months 16M (7%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR 13.6% \| Win 53% Sharpe 0.69 \| Sortino 1.72 \| Calmar 0.8 Vol 22% \| MDD -16.2% Months 17M (8%)	CAGR -7.8% \| Win 44% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 28% \| MDD -78.6% Months 94M (43%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 59% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.3 Vol 21% \| MDD -37.4% Months 90M (41%)	CAGR -10.8% \| Win 44% Sharpe -0.22 \| Sortino -0.34 \| Calmar -0.3 Vol 31% \| MDD -37.2% Months 18M (8%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -13.4% \| Win 46% Sharpe -0.39 \| Sortino -0.52 \| Calmar -0.2 Vol 27% \| MDD -60.9% Months 48M (22%)	CAGR 2.4% \| Win 44% Sharpe 0.22 \| Sortino 0.40 \| Calmar 0.0 Vol 27% \| MDD -56.7% Months 63M (29%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.4% \| Win 53% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 22% \| MDD -49.3% Months 103M (47%)	CAGR 8.4% \| Win 83% Sharpe 0.43 \| Sortino 0.00 \| Calmar 0.6 Vol 25% \| MDD -13.6% Months 6M (3%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR 1.7% \| Win 49% Sharpe 0.20 \| Sortino 0.35 \| Calmar 0.0 Vol 28% \| MDD -58.8% Months 90M (41%)	CAGR -21.3% \| Win 35% Sharpe -0.81 \| Sortino -0.91 \| Calmar -0.5 Vol 25% \| MDD -45.9% Months 20M (9%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
RSmean only	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 55% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.3 Vol 19% \| MDD -29.7% Months 69M (32%)	CAGR 4.4% \| Win 55% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -49.6% Months 40M (18%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR 0.6% \| Win 47% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 28% \| MDD -29.9% Months 36M (16%)	CAGR -4.6% \| Win 46% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 28% \| MDD -67.4% Months 74M (34%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
MACD only	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 56% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -56.5% Months 87M (40%)	CAGR 21.4% \| Win 50% Sharpe 0.92 \| Sortino 1.99 \| Calmar 2.0 Vol 24% \| MDD -10.8% Months 22M (10%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR -31.1% \| Win 33% Sharpe -1.12 \| Sortino -1.67 \| Calmar -0.7 Vol 29% \| MDD -47.4% Months 18M (8%)	CAGR 3.8% \| Win 49% Sharpe 0.27 \| Sortino 0.44 \| Calmar 0.1 Vol 27% \| MDD -51.1% Months 92M (42%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
RSI only	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -3.2% \| Win 52% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 23% \| MDD -54.9% Months 66M (30%)	CAGR 23.3% \| Win 60% Sharpe 1.13 \| Sortino 2.22 \| Calmar 1.1 Vol 20% \| MDD -21.7% Months 43M (20%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR 23.7% \| Win 58% Sharpe 0.94 \| Sortino 2.94 \| Calmar 1.7 Vol 26% \| MDD -14.1% Months 26M (12%)	CAGR -9.9% \| Win 43% Sharpe -0.23 \| Sortino -0.33 \| Calmar -0.1 Vol 28% \| MDD -74.7% Months 84M (38%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 56% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -54.5% Months 95M (43%)	CAGR 7.8% \| Win 50% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.5 Vol 18% \| MDD -15.7% Months 14M (6%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR 17.0% \| Win 57% Sharpe 0.79 \| Sortino 2.13 \| Calmar 1.3 Vol 23% \| MDD -12.9% Months 14M (6%)	CAGR -5.5% \| Win 45% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 28% \| MDD -74.1% Months 96M (44%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.3% \| Win 58% Sharpe 0.58 \| Sortino 0.93 \| Calmar 0.3 Vol 20% \| MDD -32.7% Months 82M (37%)	CAGR -4.3% \| Win 44% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 28% \| MDD -40.0% Months 27M (12%)	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)
SLmean neg	CAGR -6.7% \| Win 48% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 27% \| MDD -53.5% Months 56M (26%)	CAGR 1.2% \| Win 44% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.0 Vol 28% \| MDD -52.7% Months 54M (25%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 23% \| MDD -47.9% Months 97M (44%)	CAGR 4.3% \| Win 51% Sharpe 0.29 \| Sortino 0.50 \| Calmar 0.1 Vol 27% \| MDD -49.7% Months 96M (44%)	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)
RSmean neg	CAGR 19.4% \| Win 62% Sharpe 1.59 \| Sortino 6.91 \| Calmar 8.0 Vol 12% \| MDD -2.4% Months 8M (4%)	CAGR -27.3% \| Win 39% Sharpe -0.96 \| Sortino -1.10 \| Calmar -0.6 Vol 28% \| MDD -44.9% Months 18M (8%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)
MACD only	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -2.6% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 24% \| MDD -71.6% Months 96M (44%)	CAGR 11.3% \| Win 50% Sharpe 0.54 \| Sortino 0.99 \| Calmar 0.2 Vol 27% \| MDD -49.7% Months 97M (44%)	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)
RSmean neg	CAGR -16.6% \| Win 56% Sharpe -0.69 \| Sortino -0.71 \| Calmar -0.9 Vol 23% \| MDD -18.3% Months 9M (4%)	CAGR -14.6% \| Win 41% Sharpe -0.44 \| Sortino -0.49 \| Calmar -0.4 Vol 27% \| MDD -40.4% Months 17M (8%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)
RSI only	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 52% Sharpe 0.25 \| Sortino 0.45 \| Calmar 0.1 Vol 24% \| MDD -42.2% Months 87M (40%)	CAGR 5.0% \| Win 51% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 26% \| MDD -70.8% Months 106M (48%)	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)
RSmean neg	CAGR 12.7% \| Win 80% Sharpe 0.52 \| Sortino 0.00 \| Calmar 0.9 Vol 31% \| MDD -13.6% Months 5M (2%)	CAGR -20.9% \| Win 38% Sharpe -0.84 \| Sortino -0.89 \| Calmar -0.5 Vol 24% \| MDD -45.9% Months 21M (10%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.6% \| Win 55% Sharpe 0.44 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -50.0% Months 104M (48%)	CAGR 0.3% \| Win 47% Sharpe 0.15 \| Sortino 0.26 \| Calmar 0.0 Vol 28% \| MDD -65.0% Months 89M (41%)	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)
RSmean neg	CAGR 7.8% \| Win 80% Sharpe 0.39 \| Sortino 0.00 \| Calmar 0.6 Vol 28% \| MDD -13.6% Months 5M (2%)	CAGR -20.0% \| Win 38% Sharpe -0.77 \| Sortino -0.84 \| Calmar -0.4 Vol 25% \| MDD -45.9% Months 21M (10%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.2% \| Win 55% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.2 Vol 23% \| MDD -46.3% Months 114M (52%)	CAGR -0.1% \| Win 46% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 28% \| MDD -61.2% Months 79M (36%)	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)
RSmean neg	CAGR -14.7% \| Win 50% Sharpe -0.47 \| Sortino -0.50 \| Calmar -0.3 Vol 26% \| MDD -44.8% Months 24M (11%)	CAGR -22.3% \| Win 0% Sharpe -23.32 \| Sortino -23.32 \| Calmar -9.7 Vol 1% \| MDD -2.3% Months 2M (1%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.1% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 22% \| MDD -58.0% Months 83M (38%)	CAGR 27.0% \| Win 50% Sharpe 1.14 \| Sortino 2.52 \| Calmar 1.5 Vol 24% \| MDD -17.5% Months 22M (10%)	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)
MACD neg	CAGR -17.3% \| Win 50% Sharpe -0.55 \| Sortino -0.84 \| Calmar -0.4 Vol 28% \| MDD -46.6% Months 22M (10%)	CAGR 2.7% \| Win 49% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -53.8% Months 92M (42%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)
RSI only	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.6% \| Win 53% Sharpe 0.40 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -36.1% Months 51M (23%)	CAGR 3.9% \| Win 52% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 23% \| MDD -34.2% Months 54M (25%)	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)
MACD neg	CAGR 0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -32.9% Months 41M (19%)	CAGR -2.5% \| Win 47% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 28% \| MDD -53.7% Months 73M (33%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 20% \| MDD -39.3% Months 57M (26%)	CAGR 1.8% \| Win 48% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 25% \| MDD -31.9% Months 48M (22%)	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)
MACD neg	CAGR 7.0% \| Win 56% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.1 Vol 26% \| MDD -46.8% Months 52M (24%)	CAGR -8.1% \| Win 44% Sharpe -0.14 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -71.8% Months 62M (28%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.1% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.1 Vol 22% \| MDD -41.2% Months 90M (41%)	CAGR 0.1% \| Win 40% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -20.0% Months 15M (7%)	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)
MACD neg	CAGR -2.4% \| Win 54% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -43.5% Months 48M (22%)	CAGR -0.8% \| Win 46% Sharpe 0.11 \| Sortino 0.20 \| Calmar -0.0 Vol 29% \| MDD -55.6% Months 66M (30%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -1.8% \| Win 52% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 24% \| MDD -55.5% Months 62M (28%)	CAGR -6.8% \| Win 54% Sharpe -0.21 \| Sortino -0.26 \| Calmar -0.1 Vol 22% \| MDD -51.7% Months 43M (20%)	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)
RSI neg	CAGR 16.1% \| Win 57% Sharpe 0.75 \| Sortino 1.71 \| Calmar 0.8 Vol 23% \| MDD -19.7% Months 30M (14%)	CAGR 3.9% \| Win 46% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -53.8% Months 84M (38%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 57% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 22% \| MDD -61.0% Months 76M (35%)	CAGR -18.7% \| Win 41% Sharpe -0.68 \| Sortino -0.96 \| Calmar -0.4 Vol 25% \| MDD -47.0% Months 29M (13%)	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)
RSI neg	CAGR 20.3% \| Win 55% Sharpe 0.91 \| Sortino 2.06 \| Calmar 1.1 Vol 23% \| MDD -18.1% Months 33M (15%)	CAGR 2.0% \| Win 47% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 28% \| MDD -57.7% Months 81M (37%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -59.9% Months 93M (42%)	CAGR -31.7% \| Win 42% Sharpe -1.23 \| Sortino -1.62 \| Calmar -0.8 Vol 28% \| MDD -42.1% Months 12M (6%)	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)
RSI neg	CAGR 8.6% \| Win 56% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -37.7% Months 45M (20%)	CAGR 6.0% \| Win 45% Sharpe 0.35 \| Sortino 0.63 \| Calmar 0.1 Vol 28% \| MDD -56.0% Months 69M (32%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -53.1% Months 69M (32%)	CAGR 14.2% \| Win 52% Sharpe 0.63 \| Sortino 1.83 \| Calmar 0.8 Vol 26% \| MDD -17.2% Months 23M (10%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)
MACDhist neg	CAGR 21.1% \| Win 60% Sharpe 1.00 \| Sortino 2.14 \| Calmar 1.0 Vol 21% \| MDD -21.4% Months 40M (18%)	CAGR -8.2% \| Win 44% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 28% \| MDD -76.8% Months 87M (40%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.5% \| Win 56% Sharpe 0.40 \| Sortino 0.72 \| Calmar 0.2 Vol 22% \| MDD -35.8% Months 77M (35%)	CAGR -9.6% \| Win 40% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.5 Vol 33% \| MDD -19.7% Months 15M (7%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)
MACDhist neg	CAGR -1.2% \| Win 52% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 25% \| MDD -43.5% Months 61M (28%)	CAGR 1.5% \| Win 46% Sharpe 0.19 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -60.3% Months 66M (30%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.8% \| Win 59% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.3 Vol 21% \| MDD -42.7% Months 76M (35%)	CAGR -1.5% \| Win 48% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -31.6% Months 33M (15%)	CAGR 7.6% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.1 Vol 23% \| MDD -53.0% Months 109M (50%)
RSIhist neg	CAGR -6.7% \| Win 48% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 26% \| MDD -57.3% Months 62M (28%)	CAGR -0.1% \| Win 42% Sharpe 0.14 \| Sortino 0.23 \| Calmar -0.0 Vol 29% \| MDD -57.6% Months 48M (22%)	CAGR -3.9% \| Win 46% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 27% \| MDD -75.5% Months 110M (50%)
LWTI only	CAGR 3.1% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -43.5% Months 138M (63%)	CAGR -0.7% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -62.8% Months 81M (37%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 56% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.1 Vol 23% \| MDD -49.6% Months 96M (44%)	CAGR 24.3% \| Win 58% Sharpe 0.99 \| Sortino 2.41 \| Calmar 2.2 Vol 25% \| MDD -11.1% Months 12M (6%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR 3.3% \| Win 46% Sharpe 0.26 \| Sortino 0.48 \| Calmar 0.3 Vol 19% \| MDD -9.9% Months 13M (6%)	CAGR -5.8% \| Win 45% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 28% \| MDD -75.9% Months 98M (45%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
SLmean only	CAGR 6.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 22% \| MDD -51.3% Months 109M (50%)	CAGR -2.9% \| Win 46% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 28% \| MDD -71.7% Months 110M (50%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 55% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.2 Vol 23% \| MDD -47.4% Months 102M (47%)	CAGR 18.3% \| Win 83% Sharpe 0.76 \| Sortino 0.00 \| Calmar 1.4 Vol 26% \| MDD -13.6% Months 6M (3%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -0.1% \| Win 47% Sharpe 0.13 \| Sortino 0.23 \| Calmar -0.0 Vol 28% \| MDD -65.7% Months 91M (42%)	CAGR -23.4% \| Win 35% Sharpe -0.94 \| Sortino -1.03 \| Calmar -0.5 Vol 25% \| MDD -47.1% Months 20M (9%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
RSmean only	CAGR 4.2% \| Win 51% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -69.6% Months 193M (88%)	CAGR -15.3% \| Win 46% Sharpe -0.53 \| Sortino -0.57 \| Calmar -0.3 Vol 25% \| MDD -45.9% Months 26M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 55% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.3 Vol 20% \| MDD -31.5% Months 71M (32%)	CAGR 7.0% \| Win 60% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.3% Months 37M (17%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -3.5% \| Win 47% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 26% \| MDD -32.1% Months 34M (16%)	CAGR -5.3% \| Win 44% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 28% \| MDD -68.4% Months 77M (35%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
MACD only	CAGR 5.2% \| Win 52% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 23% \| MDD -44.3% Months 105M (48%)	CAGR -1.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 27% \| MDD -50.9% Months 114M (52%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 55% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 22% \| MDD -56.1% Months 89M (41%)	CAGR 35.1% \| Win 63% Sharpe 1.37 \| Sortino 2.66 \| Calmar 2.3 Vol 24% \| MDD -15.1% Months 19M (9%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR -37.2% \| Win 38% Sharpe -1.68 \| Sortino -2.05 \| Calmar -0.8 Vol 25% \| MDD -47.5% Months 16M (7%)	CAGR 2.1% \| Win 46% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -56.6% Months 95M (43%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
RSI only	CAGR -3.9% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -73.0% Months 105M (48%)	CAGR 7.0% \| Win 49% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -50.8% Months 114M (52%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.3% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 23% \| MDD -56.6% Months 77M (35%)	CAGR 34.6% \| Win 68% Sharpe 1.55 \| Sortino 2.87 \| Calmar 2.5 Vol 21% \| MDD -13.6% Months 31M (14%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -52.3% Months 108M (49%)
MRmean neg	CAGR 26.8% \| Win 60% Sharpe 1.00 \| Sortino 4.14 \| Calmar 1.9 Vol 27% \| MDD -13.9% Months 15M (7%)	CAGR -8.9% \| Win 43% Sharpe -0.21 \| Sortino -0.30 \| Calmar -0.1 Vol 27% \| MDD -76.1% Months 96M (44%)	CAGR -4.8% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 27% \| MDD -76.0% Months 111M (51%)
MACDhist only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 24% \| MDD -39.2% Months 92M (42%)	CAGR 0.2% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -69.5% Months 127M (58%)