EDEN - iShares MSCI Denmark ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

311.9%

Best CAGR

Total Months

27.3%

Avg CAGR

EDEN 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 EDEN

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	MACD	neg-neg	1	0.6	311.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSI	neg-neg	1	0.6	311.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.6	311.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.6	311.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	0.6	192.0	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACDhist	neg-pos	1	0.6	192.0	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.6	192.0	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACDhist	neg-pos	1	0.6	192.0	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	SLmean	neg-pos	1	0.6	176.6	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSIhist	neg-pos	1	0.6	176.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSIhist	neg-pos	2	1.2	114.9	100.0	7.2	0.0	0.0	11.0	0.0
pair	RSIhist	RSmean	neg-pos	2	1.2	114.9	100.0	7.2	0.0	0.0	11.0	0.0
pair	MRmean	RSIhist	neg-pos	2	1.2	82.6	100.0	3.5	0.0	0.0	17.8	0.0
pair	RSIhist	MRmean	neg-pos	2	1.2	82.6	100.0	3.5	0.0	0.0	17.8	0.0
pair	LWTI	RSI	neg-pos	9	5.3	63.7	77.8	3.1	7.0	19.6	16.7	-3.3
pair	RSI	LWTI	neg-pos	9	5.3	63.7	77.8	3.1	7.0	19.6	16.7	-3.3
pair	MRmean	RSI	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	RSI	MRmean	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	RSI	SLmean	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	SLmean	RSI	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	RSIhist	RSI	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	RSI	RSIhist	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
single	RSI	RSI	neg-neg	19	11.1	62.0	78.9	2.4	2.5	4.6	21.9	-13.5
pair	RSI	LWTI	neg-neg	10	5.8	60.5	80.0	1.9	1.9	4.5	26.7	-13.5
pair	LWTI	RSI	neg-neg	10	5.8	60.5	80.0	1.9	1.9	4.5	26.7	-13.5
pair	MACDhist	RSI	neg-neg	18	10.5	56.8	77.8	2.2	2.3	4.2	22.1	-13.5
pair	RSI	MACDhist	neg-neg	18	10.5	56.8	77.8	2.2	2.3	4.2	22.1	-13.5
pair	RSI	MACD	pos-neg	18	10.5	53.8	77.8	2.1	2.2	4.0	21.4	-13.5
pair	RSI	RSmean	pos-neg	18	10.5	53.8	77.8	2.1	2.2	4.0	21.4	-13.5
pair	RSmean	RSI	pos-neg	18	10.5	53.8	77.8	2.1	2.2	4.0	21.4	-13.5
pair	MACD	RSI	pos-neg	18	10.5	53.8	77.8	2.1	2.2	4.0	21.4	-13.5
pair	SLmean	LWTI	neg-neg	13	7.6	51.0	76.9	1.9	1.8	3.8	23.7	-13.5
pair	LWTI	SLmean	neg-neg	13	7.6	51.0	76.9	1.9	1.8	3.8	23.7	-13.5
pair	MACD	RSIhist	neg-pos	12	7.0	45.2	75.0	2.5	4.7	10.1	15.4	-4.5
pair	RSIhist	MACD	neg-pos	12	7.0	45.2	75.0	2.5	4.7	10.1	15.4	-4.5
pair	MRmean	MACD	pos-neg	13	7.6	42.3	76.9	2.4	4.5	9.4	15.1	-4.5
pair	MACD	RSmean	pos-neg	13	7.6	42.3	76.9	2.4	4.5	9.4	15.1	-4.5
pair	RSmean	MACD	pos-neg	13	7.6	42.3	76.9	2.4	4.5	9.4	15.1	-4.5
pair	MACD	MRmean	pos-neg	13	7.6	42.3	76.9	2.4	4.5	9.4	15.1	-4.5
pair	MACD	SLmean	neg-neg	13	7.6	41.7	76.9	2.0	1.8	4.6	18.5	-9.1
pair	SLmean	MACD	neg-neg	13	7.6	41.7	76.9	2.0	1.8	4.6	18.5	-9.1
pair	MACDhist	MACD	neg-neg	25	14.6	38.1	76.0	2.1	2.5	4.2	16.3	-9.1
pair	MACD	MACDhist	neg-neg	25	14.6	38.1	76.0	2.1	2.5	4.2	16.3	-9.1
pair	LWTI	MACD	neg-pos	25	14.6	38.1	76.0	2.1	2.5	4.2	16.3	-9.1
single	MACD	MACD	neg-neg	25	14.6	38.1	76.0	2.1	2.5	4.2	16.3	-9.1
pair	MACD	LWTI	neg-pos	25	14.6	38.1	76.0	2.1	2.5	4.2	16.3	-9.1
pair	MACD	SLmean	pos-neg	12	7.0	34.3	75.0	2.1	3.7	7.7	14.3	-4.5
pair	SLmean	MACD	pos-neg	12	7.0	34.3	75.0	2.1	3.7	7.7	14.3	-4.5
pair	MRmean	MACD	neg-neg	12	7.0	33.6	75.0	1.7	1.5	3.7	18.2	-9.1
pair	MACD	MRmean	neg-neg	12	7.0	33.6	75.0	1.7	1.5	3.7	18.2	-9.1
pair	RSmean	MACD	neg-neg	12	7.0	33.6	75.0	1.7	1.5	3.7	18.2	-9.1
pair	MACD	RSmean	neg-neg	12	7.0	33.6	75.0	1.7	1.5	3.7	18.2	-9.1
pair	RSIhist	LWTI	neg-neg	16	9.4	32.7	68.8	1.3	1.6	1.6	23.8	-20.7
pair	LWTI	RSIhist	neg-neg	16	9.4	32.7	68.8	1.3	1.6	1.6	23.8	-20.7
pair	MACD	RSI	neg-pos	24	14.0	31.9	75.0	1.9	2.2	3.5	15.0	-9.1
pair	RSI	MACD	neg-pos	24	14.0	31.9	75.0	1.9	2.2	3.5	15.0	-9.1
pair	LWTI	MRmean	neg-neg	17	9.9	31.9	70.6	1.3	1.5	1.5	23.0	-20.7
pair	MRmean	LWTI	neg-neg	17	9.9	31.9	70.6	1.3	1.5	1.5	23.0	-20.7
pair	RSIhist	MACD	neg-neg	13	7.6	31.8	76.9	1.7	1.4	3.5	17.6	-9.1
pair	MACD	RSIhist	neg-neg	13	7.6	31.8	76.9	1.7	1.4	3.5	17.6	-9.1
pair	SLmean	MRmean	neg-neg	49	28.7	24.4	67.3	1.2	1.7	1.3	20.7	-18.5
pair	MRmean	SLmean	neg-neg	49	28.7	24.4	67.3	1.2	1.7	1.3	20.7	-18.5
pair	MRmean	RSmean	neg-pos	38	22.2	22.2	65.8	1.1	1.7	0.9	21.0	-25.2
pair	RSmean	MRmean	neg-pos	38	22.2	22.2	65.8	1.1	1.7	0.9	21.0	-25.2
pair	LWTI	RSmean	pos-neg	25	14.6	21.6	68.0	1.0	1.4	1.0	21.7	-20.7
pair	RSmean	LWTI	pos-neg	25	14.6	21.6	68.0	1.0	1.4	1.0	21.7	-20.7
pair	MACDhist	RSIhist	neg-pos	37	21.6	21.2	67.6	1.4	2.5	2.5	14.7	-8.6
pair	RSIhist	MACDhist	neg-pos	37	21.6	21.2	67.6	1.4	2.5	2.5	14.7	-8.6
pair	LWTI	MACD	pos-neg	27	15.8	20.9	66.7	1.0	1.3	1.0	20.9	-20.7
pair	LWTI	MACDhist	neg-neg	27	15.8	20.9	66.7	1.0	1.3	1.0	20.9	-20.7
single	LWTI	LWTI	neg-neg	27	15.8	20.9	66.7	1.0	1.3	1.0	20.9	-20.7
pair	MACDhist	LWTI	neg-neg	27	15.8	20.9	66.7	1.0	1.3	1.0	20.9	-20.7
pair	MACD	LWTI	pos-neg	27	15.8	20.9	66.7	1.0	1.3	1.0	20.9	-20.7
single	MRmean	MRmean	neg-neg	54	31.6	20.5	66.7	1.0	1.5	0.8	20.4	-25.2
pair	MRmean	RSIhist	neg-neg	52	30.4	18.5	65.4	0.9	1.4	0.7	20.5	-25.2
pair	RSIhist	MRmean	neg-neg	52	30.4	18.5	65.4	0.9	1.4	0.7	20.5	-25.2
pair	MACDhist	MRmean	neg-neg	53	31.0	18.5	66.0	0.9	1.4	0.7	20.2	-25.2
pair	MRmean	MACDhist	neg-neg	53	31.0	18.5	66.0	0.9	1.4	0.7	20.2	-25.2
pair	RSIhist	LWTI	pos-pos	72	42.1	17.5	68.1	1.2	2.1	1.6	14.9	-11.3
pair	LWTI	RSIhist	pos-pos	72	42.1	17.5	68.1	1.2	2.1	1.6	14.9	-11.3
pair	MRmean	MACD	neg-pos	42	24.6	16.9	64.3	0.8	1.3	0.7	21.1	-25.2
pair	MACD	MRmean	neg-pos	42	24.6	16.9	64.3	0.8	1.3	0.7	21.1	-25.2
pair	MACDhist	SLmean	neg-neg	59	34.5	16.8	59.3	0.9	1.4	0.9	19.6	-18.5
pair	SLmean	MACDhist	neg-neg	59	34.5	16.8	59.3	0.9	1.4	0.9	19.6	-18.5
pair	RSmean	SLmean	neg-pos	51	29.8	16.5	56.9	0.9	1.5	0.9	19.6	-18.5
pair	SLmean	RSmean	neg-pos	51	29.8	16.5	56.9	0.9	1.5	0.9	19.6	-18.5
pair	MRmean	RSmean	neg-neg	16	9.4	16.4	68.8	0.9	0.9	1.6	19.2	-10.5
pair	RSmean	MRmean	neg-neg	16	9.4	16.4	68.8	0.9	0.9	1.6	19.2	-10.5
pair	RSIhist	RSI	pos-pos	83	48.5	15.8	67.5	1.1	1.9	0.9	15.0	-17.2
single	RSIhist	RSIhist	pos-pos	83	48.5	15.8	67.5	1.1	1.9	0.9	15.0	-17.2
pair	RSI	RSIhist	pos-pos	83	48.5	15.8	67.5	1.1	1.9	0.9	15.0	-17.2
pair	MRmean	LWTI	neg-pos	37	21.6	15.5	64.9	0.8	1.4	0.9	19.2	-16.3
pair	RSmean	MACDhist	pos-neg	91	53.2	15.5	60.4	0.9	1.5	0.6	16.8	-25.2
pair	LWTI	MRmean	neg-pos	37	21.6	15.5	64.9	0.8	1.4	0.9	19.2	-16.3
pair	MACDhist	RSmean	pos-neg	91	53.2	15.5	60.4	0.9	1.5	0.6	16.8	-25.2
single	SLmean	SLmean	neg-neg	66	38.6	15.2	57.6	0.8	1.3	0.8	19.7	-18.5
pair	RSIhist	SLmean	pos-pos	82	48.0	14.6	67.1	1.0	1.7	0.8	14.8	-17.2
pair	SLmean	RSIhist	pos-pos	82	48.0	14.6	67.1	1.0	1.7	0.8	14.8	-17.2
pair	MRmean	RSIhist	pos-pos	81	47.4	14.5	66.7	1.0	1.7	0.8	14.9	-17.2
pair	RSIhist	MRmean	pos-pos	81	47.4	14.5	66.7	1.0	1.7	0.8	14.9	-17.2
single	MACDhist	MACDhist	neg-neg	112	65.5	14.4	60.7	0.9	1.4	0.6	16.9	-25.9
pair	RSmean	RSIhist	pos-pos	81	47.4	14.1	66.7	1.0	1.7	0.7	14.8	-20.7
pair	RSIhist	RSmean	pos-pos	81	47.4	14.1	66.7	1.0	1.7	0.7	14.8	-20.7
pair	RSIhist	SLmean	neg-neg	65	38.0	13.7	56.9	0.8	1.2	0.7	19.6	-18.5
pair	SLmean	RSIhist	neg-neg	65	38.0	13.7	56.9	0.8	1.2	0.7	19.6	-18.5
single	RSmean	RSmean	pos-pos	150	87.7	12.5	61.3	0.8	1.3	0.4	16.8	-34.4
pair	RSmean	LWTI	neg-neg	2	1.2	12.5	50.0	1.8	0.0	0.0	6.6	0.0
pair	LWTI	RSmean	neg-neg	2	1.2	12.5	50.0	1.8	0.0	0.0	6.6	0.0
pair	MACDhist	LWTI	neg-pos	85	49.7	12.4	58.8	0.8	1.4	0.6	15.6	-19.9
pair	LWTI	MACDhist	neg-pos	85	49.7	12.4	58.8	0.8	1.4	0.6	15.6	-19.9
pair	benchmark___benchmark_		benchmark-benchmark	171	100.0	12.1	61.4	0.8	1.2	0.3	16.9	-34.4
pair		benchmark___benchmark_	benchmark-benchmark	171	100.0	12.1	61.4	0.8	1.2	0.3	16.9	-34.4
pair	LWTI	SLmean	pos-pos	91	53.2	12.1	64.8	0.8	1.5	0.5	14.7	-23.7
pair	SLmean	LWTI	pos-pos	91	53.2	12.1	64.8	0.8	1.5	0.5	14.7	-23.7
pair	MACDhist	RSIhist	pos-pos	46	26.9	11.7	67.4	0.8	1.4	0.6	15.3	-18.5
pair	RSIhist	MACDhist	pos-pos	46	26.9	11.7	67.4	0.8	1.4	0.6	15.3	-18.5
pair	MACDhist	SLmean	pos-neg	53	31.0	11.7	62.3	0.9	1.4	0.8	13.5	-13.8
pair	SLmean	MACDhist	pos-neg	53	31.0	11.7	62.3	0.9	1.4	0.8	13.5	-13.8
pair	MACD	RSIhist	pos-pos	71	41.5	11.5	66.2	0.8	1.4	0.7	14.7	-17.2
pair	RSIhist	MACD	pos-pos	71	41.5	11.5	66.2	0.8	1.4	0.7	14.7	-17.2
pair	SLmean	MRmean	pos-pos	100	58.5	11.4	64.0	0.8	1.4	0.6	14.9	-20.9
pair	MRmean	SLmean	pos-pos	100	58.5	11.4	64.0	0.8	1.4	0.6	14.9	-20.9
pair	RSIhist	MACDhist	neg-neg	75	43.9	11.1	57.3	0.7	1.0	0.4	18.0	-25.2
pair	MACDhist	RSIhist	neg-neg	75	43.9	11.1	57.3	0.7	1.0	0.4	18.0	-25.2
pair	RSmean	SLmean	neg-neg	15	8.8	10.9	60.0	0.6	0.8	0.7	20.6	-14.8
pair	SLmean	RSmean	neg-neg	15	8.8	10.9	60.0	0.6	0.8	0.7	20.6	-14.8
pair	MACDhist	MRmean	pos-neg	59	34.5	10.8	55.9	0.8	1.6	0.8	13.4	-13.9
pair	MRmean	MACDhist	pos-neg	59	34.5	10.8	55.9	0.8	1.6	0.8	13.4	-13.9
pair	LWTI	RSmean	pos-pos	125	73.1	10.7	60.0	0.7	1.3	0.4	15.7	-29.5
pair	RSmean	LWTI	pos-pos	125	73.1	10.7	60.0	0.7	1.3	0.4	15.7	-29.5
pair	RSIhist	RSmean	pos-neg	69	40.4	10.6	55.1	0.6	1.1	0.3	18.9	-33.8
pair	RSmean	RSIhist	pos-neg	69	40.4	10.6	55.1	0.6	1.1	0.3	18.9	-33.8
single	LWTI	LWTI	pos-pos	144	84.2	10.5	60.4	0.7	1.2	0.4	16.1	-28.7
pair	SLmean	RSmean	pos-pos	99	57.9	10.4	63.6	0.7	1.2	0.4	15.2	-27.4
pair	RSmean	SLmean	pos-pos	99	57.9	10.4	63.6	0.7	1.2	0.4	15.2	-27.4
pair	SLmean	RSI	pos-pos	105	61.4	10.2	63.8	0.7	1.2	0.4	14.9	-27.4
pair	RSI	SLmean	pos-pos	105	61.4	10.2	63.8	0.7	1.2	0.4	14.9	-27.4
single	SLmean	SLmean	pos-pos	105	61.4	10.2	63.8	0.7	1.2	0.4	14.9	-27.4
pair	MACD	RSmean	pos-pos	137	80.1	10.0	59.9	0.7	1.1	0.3	16.8	-34.4
pair	RSmean	MACD	pos-pos	137	80.1	10.0	59.9	0.7	1.1	0.3	16.8	-34.4
single	RSmean	RSmean	neg-neg	21	12.3	9.5	61.9	0.6	0.7	0.5	18.0	-19.0
pair	RSmean	MACDhist	neg-neg	21	12.3	9.5	61.9	0.6	0.7	0.5	18.0	-19.0
pair	MACDhist	RSmean	neg-neg	21	12.3	9.5	61.9	0.6	0.7	0.5	18.0	-19.0
pair	SLmean	MACD	neg-pos	53	31.0	9.5	52.8	0.6	0.9	0.5	19.9	-18.5
pair	MACD	SLmean	neg-pos	53	31.0	9.5	52.8	0.6	0.9	0.5	19.9	-18.5
pair	RSmean	MRmean	pos-pos	112	65.5	9.3	59.8	0.7	1.1	0.4	15.1	-24.1
pair	MRmean	RSmean	pos-pos	112	65.5	9.3	59.8	0.7	1.1	0.4	15.1	-24.1
pair	LWTI	RSmean	neg-pos	19	11.1	9.2	63.2	0.6	0.7	0.5	18.9	-18.7
pair	RSmean	LWTI	neg-pos	19	11.1	9.2	63.2	0.6	0.7	0.5	18.9	-18.7
pair	MRmean	LWTI	pos-pos	107	62.6	8.8	58.9	0.6	1.1	0.5	14.9	-18.0
pair	LWTI	MRmean	pos-pos	107	62.6	8.8	58.9	0.6	1.1	0.5	14.9	-18.0
single	RSIhist	RSIhist	neg-neg	88	51.5	8.7	55.7	0.5	0.9	0.3	18.5	-33.8
pair	MACDhist	SLmean	pos-pos	52	30.4	8.6	65.4	0.6	1.0	0.4	16.3	-23.7
pair	SLmean	MACDhist	pos-pos	52	30.4	8.6	65.4	0.6	1.0	0.4	16.3	-23.7
single	MRmean	MRmean	pos-pos	117	68.4	8.4	59.0	0.6	1.1	0.4	15.0	-20.8
pair	MRmean	RSI	pos-pos	117	68.4	8.4	59.0	0.6	1.1	0.4	15.0	-20.8
pair	RSI	MRmean	pos-pos	117	68.4	8.4	59.0	0.6	1.1	0.4	15.0	-20.8
pair	MACDhist	MACD	pos-neg	87	50.9	8.3	56.3	0.6	0.9	0.3	16.9	-25.9
pair	MACD	MACDhist	pos-neg	87	50.9	8.3	56.3	0.6	0.9	0.3	16.9	-25.9
single	MACD	MACD	pos-pos	146	85.4	8.2	58.9	0.6	0.9	0.2	16.8	-34.4
pair	LWTI	MACDhist	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	MACDhist	LWTI	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	RSmean	MACDhist	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	MACDhist	RSmean	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
single	MACDhist	MACDhist	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	MACDhist	MACD	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	MACD	MACDhist	pos-pos	59	34.5	7.9	62.7	0.5	1.0	0.4	16.8	-22.1
pair	RSI	RSmean	pos-pos	132	77.2	7.8	59.1	0.6	0.9	0.2	15.7	-34.2
pair	SLmean	LWTI	neg-pos	53	31.0	7.8	52.8	0.5	0.9	0.3	18.3	-22.3
pair	LWTI	SLmean	neg-pos	53	31.0	7.8	52.8	0.5	0.9	0.3	18.3	-22.3
pair	RSmean	RSI	pos-pos	132	77.2	7.8	59.1	0.6	0.9	0.2	15.7	-34.2
pair	MACDhist	RSI	pos-neg	94	55.0	7.7	57.4	0.6	0.9	0.3	15.2	-28.3
pair	LWTI	RSI	pos-pos	135	78.9	7.7	59.3	0.6	0.9	0.3	15.8	-28.7
pair	RSI	LWTI	pos-pos	135	78.9	7.7	59.3	0.6	0.9	0.3	15.8	-28.7
pair	RSI	MACDhist	pos-neg	94	55.0	7.7	57.4	0.6	0.9	0.3	15.2	-28.3
pair	SLmean	MACD	pos-pos	93	54.4	7.4	62.4	0.6	0.9	0.3	14.9	-27.4
pair	MACD	SLmean	pos-pos	93	54.4	7.4	62.4	0.6	0.9	0.3	14.9	-27.4
single	RSI	RSI	pos-pos	152	88.9	7.1	59.2	0.5	0.8	0.2	15.7	-30.6
pair	RSI	MACDhist	pos-pos	58	33.9	6.1	62.1	0.4	0.8	0.3	16.5	-22.1
pair	MACDhist	RSI	pos-pos	58	33.9	6.1	62.1	0.4	0.8	0.3	16.5	-22.1
pair	MACDhist	MRmean	pos-pos	58	33.9	6.1	62.1	0.4	0.8	0.3	16.5	-22.1
pair	MRmean	MACDhist	pos-pos	58	33.9	6.1	62.1	0.4	0.8	0.3	16.5	-22.1
pair	RSmean	SLmean	pos-neg	6	3.5	6.0	66.7	0.6	0.6	1.2	10.4	-4.9
pair	SLmean	RSmean	pos-neg	6	3.5	6.0	66.7	0.6	0.6	1.2	10.4	-4.9
pair	RSIhist	LWTI	pos-neg	11	6.4	5.6	63.6	0.4	0.6	0.7	15.9	-8.6
pair	LWTI	RSIhist	pos-neg	11	6.4	5.6	63.6	0.4	0.6	0.7	15.9	-8.6
pair	LWTI	MACD	pos-pos	119	69.6	5.5	57.1	0.4	0.7	0.2	15.7	-28.7
pair	MACD	LWTI	pos-pos	119	69.6	5.5	57.1	0.4	0.7	0.2	15.7	-28.7
pair	RSIhist	MACD	pos-neg	75	43.9	5.1	52.0	0.4	0.6	0.1	18.6	-33.8
pair	MACD	RSIhist	pos-neg	75	43.9	5.1	52.0	0.4	0.6	0.1	18.6	-33.8
pair	MACD	MRmean	pos-pos	104	60.8	4.8	56.7	0.4	0.7	0.2	14.8	-20.8
pair	MRmean	MACD	pos-pos	104	60.8	4.8	56.7	0.4	0.7	0.2	14.8	-20.8
pair	LWTI	MRmean	pos-neg	10	5.8	4.2	60.0	0.3	0.5	0.5	16.7	-8.6
pair	MRmean	LWTI	pos-neg	10	5.8	4.2	60.0	0.3	0.5	0.5	16.7	-8.6
pair	RSIhist	LWTI	neg-pos	72	42.1	4.0	52.8	0.3	0.5	0.1	17.1	-31.2
pair	LWTI	RSIhist	neg-pos	72	42.1	4.0	52.8	0.3	0.5	0.1	17.1	-31.2
pair	MACD	RSI	pos-pos	128	74.9	2.9	56.2	0.3	0.4	0.1	15.6	-30.6
pair	RSI	MACD	pos-pos	128	74.9	2.9	56.2	0.3	0.4	0.1	15.6	-30.6
pair	SLmean	MACDhist	neg-pos	7	4.1	2.8	42.9	0.2	0.5	0.3	22.0	-8.3
pair	MACDhist	SLmean	neg-pos	7	4.1	2.8	42.9	0.2	0.5	0.3	22.0	-8.3
pair	MRmean	RSI	neg-pos	35	20.5	2.6	60.0	0.2	0.3	0.1	18.0	-26.2
pair	RSI	MRmean	neg-pos	35	20.5	2.6	60.0	0.2	0.3	0.1	18.0	-26.2
pair	RSI	RSmean	neg-pos	20	11.7	2.5	60.0	0.2	0.3	0.1	15.9	-19.0
pair	RSmean	RSI	neg-pos	20	11.7	2.5	60.0	0.2	0.3	0.1	15.9	-19.0
pair	LWTI	RSI	pos-neg	17	9.9	2.4	58.8	0.2	0.3	0.2	15.2	-11.1
pair	RSI	LWTI	pos-neg	17	9.9	2.4	58.8	0.2	0.3	0.2	15.2	-11.1
pair	RSmean	RSIhist	neg-neg	19	11.1	2.0	57.9	0.2	0.2	0.1	17.5	-19.0
pair	RSIhist	RSmean	neg-neg	19	11.1	2.0	57.9	0.2	0.2	0.1	17.5	-19.0
pair	RSI	SLmean	neg-pos	47	27.5	0.4	48.9	0.1	0.2	0.0	17.4	-31.8
pair	SLmean	RSI	neg-pos	47	27.5	0.4	48.9	0.1	0.2	0.0	17.4	-31.8
pair	SLmean	LWTI	pos-neg	14	8.2	-1.6	57.1	-0.0	-0.0	-0.1	16.3	-15.9
pair	LWTI	SLmean	pos-neg	14	8.2	-1.6	57.1	-0.0	-0.0	-0.1	16.3	-15.9
pair	RSI	RSIhist	pos-neg	69	40.4	-2.6	49.3	-0.1	-0.1	-0.1	16.2	-43.8
pair	RSIhist	RSI	pos-neg	69	40.4	-2.6	49.3	-0.1	-0.1	-0.1	16.2	-43.8
pair	MRmean	RSIhist	pos-neg	36	21.1	-4.1	41.7	-0.2	-0.3	-0.2	14.8	-23.5
pair	RSIhist	MRmean	pos-neg	36	21.1	-4.1	41.7	-0.2	-0.3	-0.2	14.8	-23.5
pair	RSIhist	SLmean	pos-neg	23	13.5	-4.3	52.2	-0.2	-0.3	-0.2	14.8	-22.7
pair	SLmean	RSIhist	pos-neg	23	13.5	-4.3	52.2	-0.2	-0.3	-0.2	14.8	-22.7
pair	MACDhist	RSIhist	pos-neg	13	7.6	-4.4	46.2	-0.1	-0.2	-0.2	22.0	-18.0
pair	RSIhist	MACDhist	pos-neg	13	7.6	-4.4	46.2	-0.1	-0.2	-0.2	22.0	-18.0
pair	SLmean	MRmean	pos-neg	17	9.9	-7.5	29.4	-0.5	-0.8	-0.4	15.1	-20.7
pair	MRmean	SLmean	pos-neg	17	9.9	-7.5	29.4	-0.5	-0.8	-0.4	15.1	-20.7
pair	RSmean	MRmean	pos-neg	5	2.9	-9.9	40.0	-0.7	-1.1	-1.1	13.5	-9.4
pair	MRmean	RSmean	pos-neg	5	2.9	-9.9	40.0	-0.7	-1.1	-1.1	13.5	-9.4
pair	SLmean	MRmean	neg-pos	5	2.9	-12.0	60.0	-0.8	-0.6	-1.4	14.7	-8.8
pair	MRmean	SLmean	neg-pos	5	2.9	-12.0	60.0	-0.8	-0.6	-1.4	14.7	-8.8
pair	RSmean	MACD	neg-pos	9	5.3	-16.1	44.4	-1.1	-1.2	-0.8	15.4	-19.0
pair	MACD	RSmean	neg-pos	9	5.3	-16.1	44.4	-1.1	-1.2	-0.8	15.4	-19.0

All Contingency Tables for EDEN

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 64% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 15% \| MDD -20.9% Months 100M (58%)	CAGR -7.5% \| Win 29% Sharpe -0.45 \| Sortino -0.85 \| Calmar -0.4 Vol 15% \| MDD -20.7% Months 17M (10%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR -12.0% \| Win 60% Sharpe -0.81 \| Sortino -0.63 \| Calmar -1.4 Vol 15% \| MDD -8.8% Months 5M (3%)	CAGR 24.4% \| Win 67% Sharpe 1.16 \| Sortino 1.72 \| Calmar 1.3 Vol 21% \| MDD -18.5% Months 49M (29%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
SLmean only	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 60% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -24.1% Months 112M (66%)	CAGR -9.9% \| Win 40% Sharpe -0.71 \| Sortino -1.14 \| Calmar -1.1 Vol 14% \| MDD -9.4% Months 5M (3%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 22.2% \| Win 66% Sharpe 1.06 \| Sortino 1.69 \| Calmar 0.9 Vol 21% \| MDD -25.2% Months 38M (22%)	CAGR 16.4% \| Win 69% Sharpe 0.88 \| Sortino 0.92 \| Calmar 1.6 Vol 19% \| MDD -10.5% Months 16M (9%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
RSmean only	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 57% Sharpe 0.39 \| Sortino 0.67 \| Calmar 0.2 Vol 15% \| MDD -20.8% Months 104M (61%)	CAGR 42.3% \| Win 77% Sharpe 2.44 \| Sortino 4.46 \| Calmar 9.4 Vol 15% \| MDD -4.5% Months 13M (8%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 16.9% \| Win 64% Sharpe 0.85 \| Sortino 1.29 \| Calmar 0.7 Vol 21% \| MDD -25.2% Months 42M (25%)	CAGR 33.6% \| Win 75% Sharpe 1.70 \| Sortino 1.50 \| Calmar 3.7 Vol 18% \| MDD -9.1% Months 12M (7%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
MACD only	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)	-	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 18% \| MDD -26.2% Months 35M (20%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
RSI only	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 62% Sharpe 0.44 \| Sortino 0.78 \| Calmar 0.3 Vol 16% \| MDD -22.1% Months 58M (34%)	CAGR 10.8% \| Win 56% Sharpe 0.83 \| Sortino 1.60 \| Calmar 0.8 Vol 13% \| MDD -13.9% Months 59M (34%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 192.0% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 18.5% \| Win 66% Sharpe 0.94 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -25.2% Months 53M (31%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.5% \| Win 67% Sharpe 0.99 \| Sortino 1.73 \| Calmar 0.8 Vol 15% \| MDD -17.2% Months 81M (47%)	CAGR -4.1% \| Win 42% Sharpe -0.21 \| Sortino -0.35 \| Calmar -0.2 Vol 15% \| MDD -23.5% Months 36M (21%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 82.6% \| Win 100% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (1%)	CAGR 18.5% \| Win 65% Sharpe 0.94 \| Sortino 1.37 \| Calmar 0.7 Vol 20% \| MDD -25.2% Months 52M (30%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 59% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.5 Vol 15% \| MDD -18.0% Months 107M (63%)	CAGR 4.2% \| Win 60% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.5 Vol 17% \| MDD -8.6% Months 10M (6%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 15.5% \| Win 65% Sharpe 0.85 \| Sortino 1.38 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 37M (22%)	CAGR 31.9% \| Win 71% Sharpe 1.33 \| Sortino 1.54 \| Calmar 1.5 Vol 23% \| MDD -20.7% Months 17M (10%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 64% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 99M (58%)	CAGR 6.0% \| Win 67% Sharpe 0.61 \| Sortino 0.63 \| Calmar 1.2 Vol 10% \| MDD -4.9% Months 6M (4%)	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 16.5% \| Win 57% Sharpe 0.88 \| Sortino 1.50 \| Calmar 0.9 Vol 20% \| MDD -18.5% Months 51M (30%)	CAGR 10.9% \| Win 60% Sharpe 0.60 \| Sortino 0.78 \| Calmar 0.7 Vol 21% \| MDD -14.8% Months 15M (9%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
RSmean only	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.4% \| Win 62% Sharpe 0.56 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -27.4% Months 93M (54%)	CAGR 34.3% \| Win 75% Sharpe 2.15 \| Sortino 3.72 \| Calmar 7.6 Vol 14% \| MDD -4.5% Months 12M (7%)	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 9.5% \| Win 53% Sharpe 0.56 \| Sortino 0.93 \| Calmar 0.5 Vol 20% \| MDD -18.5% Months 53M (31%)	CAGR 41.7% \| Win 77% Sharpe 1.99 \| Sortino 1.79 \| Calmar 4.6 Vol 18% \| MDD -9.1% Months 13M (8%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
MACD only	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)	-	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 0.4% \| Win 49% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 17% \| MDD -31.8% Months 47M (28%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
RSI only	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.6% \| Win 65% Sharpe 0.59 \| Sortino 1.03 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 52M (30%)	CAGR 11.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 14% \| MDD -13.8% Months 53M (31%)	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 2.8% \| Win 43% Sharpe 0.22 \| Sortino 0.47 \| Calmar 0.3 Vol 22% \| MDD -8.3% Months 7M (4%)	CAGR 16.8% \| Win 59% Sharpe 0.89 \| Sortino 1.38 \| Calmar 0.9 Vol 20% \| MDD -18.5% Months 59M (34%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.6% \| Win 67% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 15% \| MDD -17.2% Months 82M (48%)	CAGR -4.3% \| Win 52% Sharpe -0.22 \| Sortino -0.30 \| Calmar -0.2 Vol 15% \| MDD -22.7% Months 23M (14%)	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 176.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.7% \| Win 57% Sharpe 0.76 \| Sortino 1.21 \| Calmar 0.7 Vol 20% \| MDD -18.5% Months 65M (38%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.1% \| Win 65% Sharpe 0.85 \| Sortino 1.46 \| Calmar 0.5 Vol 15% \| MDD -23.7% Months 91M (53%)	CAGR -1.6% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 16% \| MDD -15.9% Months 14M (8%)	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)
SLmean neg	CAGR 7.8% \| Win 53% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.4 Vol 18% \| MDD -22.3% Months 53M (31%)	CAGR 51.0% \| Win 77% Sharpe 1.88 \| Sortino 1.81 \| Calmar 3.8 Vol 24% \| MDD -13.5% Months 13M (8%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.0% \| Win 60% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.3 Vol 17% \| MDD -34.4% Months 137M (80%)	CAGR 42.3% \| Win 77% Sharpe 2.44 \| Sortino 4.46 \| Calmar 9.4 Vol 15% \| MDD -4.5% Months 13M (8%)	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)
RSmean neg	CAGR -16.1% \| Win 44% Sharpe -1.06 \| Sortino -1.16 \| Calmar -0.8 Vol 15% \| MDD -19.0% Months 9M (5%)	CAGR 33.6% \| Win 75% Sharpe 1.70 \| Sortino 1.50 \| Calmar 3.7 Vol 18% \| MDD -9.1% Months 12M (7%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)
MACD only	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 59% Sharpe 0.56 \| Sortino 0.95 \| Calmar 0.2 Vol 16% \| MDD -34.2% Months 132M (77%)	CAGR 53.8% \| Win 78% Sharpe 2.15 \| Sortino 2.24 \| Calmar 4.0 Vol 21% \| MDD -13.5% Months 18M (10%)	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)
RSmean neg	CAGR 2.5% \| Win 60% Sharpe 0.23 \| Sortino 0.26 \| Calmar 0.1 Vol 16% \| MDD -19.0% Months 20M (12%)	CAGR 311.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)
RSI only	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 15.5% \| Win 60% Sharpe 0.95 \| Sortino 1.53 \| Calmar 0.6 Vol 17% \| MDD -25.2% Months 91M (53%)	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)
RSmean neg	-	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 14.1% \| Win 67% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 15% \| MDD -20.7% Months 81M (47%)	CAGR 10.6% \| Win 55% Sharpe 0.63 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.8% Months 69M (40%)	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)
RSmean neg	CAGR 114.9% \| Win 100% Sharpe 7.21 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 2M (1%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.24 \| Calmar 0.1 Vol 18% \| MDD -19.0% Months 19M (11%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.7% \| Win 60% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 16% \| MDD -29.5% Months 125M (73%)	CAGR 21.6% \| Win 68% Sharpe 1.01 \| Sortino 1.38 \| Calmar 1.0 Vol 22% \| MDD -20.7% Months 25M (15%)	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)
RSmean neg	CAGR 9.2% \| Win 63% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.5 Vol 19% \| MDD -18.7% Months 19M (11%)	CAGR 12.5% \| Win 50% Sharpe 1.81 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.9% \| Win 56% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -30.6% Months 128M (75%)	CAGR 53.8% \| Win 78% Sharpe 2.15 \| Sortino 2.24 \| Calmar 4.0 Vol 21% \| MDD -13.5% Months 18M (10%)	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)
MACD neg	CAGR 31.9% \| Win 75% Sharpe 1.93 \| Sortino 2.19 \| Calmar 3.5 Vol 15% \| MDD -9.1% Months 24M (14%)	CAGR 311.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)
RSI only	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 8.3% \| Win 56% Sharpe 0.56 \| Sortino 0.87 \| Calmar 0.3 Vol 17% \| MDD -25.9% Months 87M (51%)	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)
MACD neg	-	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.5% \| Win 66% Sharpe 0.81 \| Sortino 1.43 \| Calmar 0.7 Vol 15% \| MDD -17.2% Months 71M (42%)	CAGR 5.1% \| Win 52% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.2 Vol 19% \| MDD -33.8% Months 75M (44%)	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)
MACD neg	CAGR 45.2% \| Win 75% Sharpe 2.53 \| Sortino 4.71 \| Calmar 10.1 Vol 15% \| MDD -4.5% Months 12M (7%)	CAGR 31.8% \| Win 77% Sharpe 1.67 \| Sortino 1.43 \| Calmar 3.5 Vol 18% \| MDD -9.1% Months 13M (8%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.5% \| Win 57% Sharpe 0.42 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -28.7% Months 119M (70%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)
MACD neg	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)	-	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.1% \| Win 62% Sharpe 0.44 \| Sortino 0.78 \| Calmar 0.3 Vol 16% \| MDD -22.1% Months 58M (34%)	CAGR 7.7% \| Win 57% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -28.3% Months 94M (55%)	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)
RSI neg	CAGR 192.0% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 56.8% \| Win 78% Sharpe 2.17 \| Sortino 2.34 \| Calmar 4.2 Vol 22% \| MDD -13.5% Months 18M (10%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR -2.6% \| Win 49% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 16% \| MDD -43.8% Months 69M (40%)	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)
RSI neg	-	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.7% \| Win 59% Sharpe 0.55 \| Sortino 0.91 \| Calmar 0.3 Vol 16% \| MDD -28.7% Months 135M (79%)	CAGR 2.4% \| Win 59% Sharpe 0.23 \| Sortino 0.27 \| Calmar 0.2 Vol 15% \| MDD -11.1% Months 17M (10%)	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)
RSI neg	CAGR 63.7% \| Win 78% Sharpe 3.09 \| Sortino 7.00 \| Calmar 19.6 Vol 17% \| MDD -3.3% Months 9M (5%)	CAGR 60.5% \| Win 80% Sharpe 1.93 \| Sortino 1.88 \| Calmar 4.5 Vol 27% \| MDD -13.5% Months 10M (6%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.7% \| Win 67% Sharpe 0.80 \| Sortino 1.40 \| Calmar 0.6 Vol 15% \| MDD -18.5% Months 46M (27%)	CAGR -4.4% \| Win 46% Sharpe -0.10 \| Sortino -0.21 \| Calmar -0.2 Vol 22% \| MDD -18.0% Months 13M (8%)	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)
MACDhist neg	CAGR 21.2% \| Win 68% Sharpe 1.38 \| Sortino 2.46 \| Calmar 2.5 Vol 15% \| MDD -8.6% Months 37M (22%)	CAGR 11.1% \| Win 57% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.4 Vol 18% \| MDD -25.2% Months 75M (44%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)
RSIhist only	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	-	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)
MACDhist neg	CAGR 12.4% \| Win 59% Sharpe 0.83 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -19.9% Months 85M (50%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 17.5% \| Win 68% Sharpe 1.16 \| Sortino 2.14 \| Calmar 1.6 Vol 15% \| MDD -11.3% Months 72M (42%)	CAGR 5.6% \| Win 64% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.7 Vol 16% \| MDD -8.6% Months 11M (6%)	CAGR 15.8% \| Win 68% Sharpe 1.06 \| Sortino 1.86 \| Calmar 0.9 Vol 15% \| MDD -17.2% Months 83M (48%)
RSIhist neg	CAGR 4.0% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 72M (42%)	CAGR 32.7% \| Win 69% Sharpe 1.32 \| Sortino 1.58 \| Calmar 1.6 Vol 24% \| MDD -20.7% Months 16M (9%)	CAGR 8.7% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -33.8% Months 88M (52%)
LWTI only	CAGR 10.5% \| Win 60% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -28.7% Months 144M (84%)	CAGR 20.9% \| Win 67% Sharpe 1.02 \| Sortino 1.33 \| Calmar 1.0 Vol 21% \| MDD -20.7% Months 27M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 64% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 15% \| MDD -20.9% Months 100M (58%)	CAGR -7.5% \| Win 29% Sharpe -0.45 \| Sortino -0.85 \| Calmar -0.4 Vol 15% \| MDD -20.7% Months 17M (10%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR -12.0% \| Win 60% Sharpe -0.81 \| Sortino -0.63 \| Calmar -1.4 Vol 15% \| MDD -8.8% Months 5M (3%)	CAGR 24.4% \| Win 67% Sharpe 1.16 \| Sortino 1.72 \| Calmar 1.3 Vol 21% \| MDD -18.5% Months 49M (29%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
SLmean only	CAGR 10.2% \| Win 64% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.4 Vol 15% \| MDD -27.4% Months 105M (61%)	CAGR 15.2% \| Win 58% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.8 Vol 20% \| MDD -18.5% Months 66M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 60% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -24.1% Months 112M (66%)	CAGR -9.9% \| Win 40% Sharpe -0.71 \| Sortino -1.14 \| Calmar -1.1 Vol 14% \| MDD -9.4% Months 5M (3%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 22.2% \| Win 66% Sharpe 1.06 \| Sortino 1.69 \| Calmar 0.9 Vol 21% \| MDD -25.2% Months 38M (22%)	CAGR 16.4% \| Win 69% Sharpe 0.88 \| Sortino 0.92 \| Calmar 1.6 Vol 19% \| MDD -10.5% Months 16M (9%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
RSmean only	CAGR 12.5% \| Win 61% Sharpe 0.79 \| Sortino 1.31 \| Calmar 0.4 Vol 17% \| MDD -34.4% Months 150M (88%)	CAGR 9.5% \| Win 62% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.5 Vol 18% \| MDD -19.0% Months 21M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 57% Sharpe 0.39 \| Sortino 0.67 \| Calmar 0.2 Vol 15% \| MDD -20.8% Months 104M (61%)	CAGR 42.3% \| Win 77% Sharpe 2.44 \| Sortino 4.46 \| Calmar 9.4 Vol 15% \| MDD -4.5% Months 13M (8%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 16.9% \| Win 64% Sharpe 0.85 \| Sortino 1.29 \| Calmar 0.7 Vol 21% \| MDD -25.2% Months 42M (25%)	CAGR 33.6% \| Win 75% Sharpe 1.70 \| Sortino 1.50 \| Calmar 3.7 Vol 18% \| MDD -9.1% Months 12M (7%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
MACD only	CAGR 8.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 146M (85%)	CAGR 38.1% \| Win 76% Sharpe 2.08 \| Sortino 2.55 \| Calmar 4.2 Vol 16% \| MDD -9.1% Months 25M (15%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)	-	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 18% \| MDD -26.2% Months 35M (20%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
RSI only	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 152M (89%)	CAGR 62.0% \| Win 79% Sharpe 2.35 \| Sortino 2.51 \| Calmar 4.6 Vol 22% \| MDD -13.5% Months 19M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 62% Sharpe 0.44 \| Sortino 0.78 \| Calmar 0.3 Vol 16% \| MDD -22.1% Months 58M (34%)	CAGR 10.8% \| Win 56% Sharpe 0.83 \| Sortino 1.60 \| Calmar 0.8 Vol 13% \| MDD -13.9% Months 59M (34%)	CAGR 8.4% \| Win 59% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 117M (68%)
MRmean neg	CAGR 192.0% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 18.5% \| Win 66% Sharpe 0.94 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -25.2% Months 53M (31%)	CAGR 20.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.8 Vol 20% \| MDD -25.2% Months 54M (32%)
MACDhist only	CAGR 7.9% \| Win 63% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.1% Months 59M (34%)	CAGR 14.4% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 17% \| MDD -25.9% Months 112M (66%)