EFNL - iShares MSCI Finland ETF

Signal Pair Analysis

RSmean-RSIhist

Best Pair

63.5%

Best CAGR

Total Months

10.0%

Avg CAGR

EFNL 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 EFNL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSIhist	RSmean	neg-pos	3	1.7	63.5	100.0	7.1	0.0	0.0	7.1	0.0
pair	RSmean	RSIhist	neg-pos	3	1.7	63.5	100.0	7.1	0.0	0.0	7.1	0.0
pair	RSIhist	MRmean	neg-pos	3	1.7	58.9	100.0	5.5	0.0	0.0	8.6	0.0
pair	MRmean	RSIhist	neg-pos	3	1.7	58.9	100.0	5.5	0.0	0.0	8.6	0.0
pair	RSIhist	SLmean	neg-pos	4	2.3	45.8	100.0	4.5	0.0	0.0	8.7	0.0
pair	SLmean	RSIhist	neg-pos	4	2.3	45.8	100.0	4.5	0.0	0.0	8.7	0.0
pair	SLmean	RSI	pos-neg	8	4.7	39.4	75.0	3.0	12.1	30.1	11.3	-1.3
pair	RSI	SLmean	pos-neg	8	4.7	39.4	75.0	3.0	12.1	30.1	11.3	-1.3
pair	MACD	RSI	neg-neg	26	15.1	33.5	69.2	1.6	2.5	2.4	19.1	-14.2
pair	RSI	MACD	neg-neg	26	15.1	33.5	69.2	1.6	2.5	2.4	19.1	-14.2
pair	RSI	LWTI	neg-pos	29	16.9	28.1	69.0	1.3	1.5	1.6	20.9	-17.9
pair	LWTI	RSI	neg-pos	29	16.9	28.1	69.0	1.3	1.5	1.6	20.9	-17.9
pair	RSI	MRmean	pos-neg	7	4.1	27.3	71.4	2.8	8.7	20.8	8.8	-1.3
pair	MRmean	RSI	pos-neg	7	4.1	27.3	71.4	2.8	8.7	20.8	8.8	-1.3
pair	RSIhist	MACDhist	pos-neg	12	7.0	26.7	58.3	1.2	3.4	3.5	21.2	-7.6
pair	MACDhist	RSIhist	pos-neg	12	7.0	26.7	58.3	1.2	3.4	3.5	21.2	-7.6
pair	MACDhist	LWTI	pos-neg	4	2.3	26.6	75.0	1.9	0.0	0.0	13.1	0.0
pair	LWTI	MACDhist	pos-neg	4	2.3	26.6	75.0	1.9	0.0	0.0	13.1	0.0
pair	MRmean	SLmean	neg-pos	8	4.7	26.3	75.0	2.1	4.3	11.3	11.5	-2.3
pair	SLmean	MRmean	neg-pos	8	4.7	26.3	75.0	2.1	4.3	11.3	11.5	-2.3
pair	RSmean	RSI	pos-neg	34	19.8	24.8	61.8	1.2	2.1	1.2	19.7	-20.0
pair	RSI	RSmean	pos-neg	34	19.8	24.8	61.8	1.2	2.1	1.2	19.7	-20.0
pair	RSI	MACDhist	neg-neg	38	22.1	24.7	68.4	1.1	1.4	1.2	22.1	-20.0
pair	MACDhist	RSI	neg-neg	38	22.1	24.7	68.4	1.1	1.4	1.2	22.1	-20.0
pair	SLmean	MACDhist	neg-pos	10	5.8	24.2	70.0	1.2	3.1	3.2	18.8	-7.6
pair	MACDhist	SLmean	neg-pos	10	5.8	24.2	70.0	1.2	3.1	3.2	18.8	-7.6
pair	RSIhist	RSI	neg-neg	36	20.9	23.3	66.7	1.0	1.3	1.2	22.7	-20.0
pair	RSI	RSIhist	neg-neg	36	20.9	23.3	66.7	1.0	1.3	1.2	22.7	-20.0
single	RSI	RSI	neg-neg	43	25.0	22.9	67.4	1.1	1.3	1.1	21.0	-20.0
pair	MRmean	RSI	neg-neg	36	20.9	22.1	66.7	1.0	1.3	1.1	22.7	-20.0
pair	RSI	MRmean	neg-neg	36	20.9	22.1	66.7	1.0	1.3	1.1	22.7	-20.0
pair	MACD	MACDhist	neg-neg	46	26.7	22.0	67.4	1.0	1.3	0.9	21.3	-23.5
pair	MACDhist	MACD	neg-neg	46	26.7	22.0	67.4	1.0	1.3	0.9	21.3	-23.5
pair	RSIhist	RSI	neg-pos	7	4.1	21.3	71.4	2.4	7.0	16.3	8.4	-1.3
pair	RSI	RSIhist	neg-pos	7	4.1	21.3	71.4	2.4	7.0	16.3	8.4	-1.3
pair	MACD	RSIhist	neg-neg	25	14.5	21.1	68.0	0.9	1.1	0.9	25.2	-23.5
pair	RSIhist	MACD	neg-neg	25	14.5	21.1	68.0	0.9	1.1	0.9	25.2	-23.5
pair	MACD	MACDhist	pos-pos	60	34.9	20.5	65.0	1.3	2.1	1.4	15.3	-14.3
pair	MACDhist	MACD	pos-pos	60	34.9	20.5	65.0	1.3	2.1	1.4	15.3	-14.3
pair	MACD	LWTI	neg-pos	39	22.7	20.2	69.2	1.0	1.2	0.9	21.3	-23.5
pair	LWTI	MACD	neg-pos	39	22.7	20.2	69.2	1.0	1.2	0.9	21.3	-23.5
pair	MRmean	SLmean	pos-neg	8	4.7	19.6	62.5	0.9	2.3	3.3	21.6	-5.9
pair	SLmean	MRmean	pos-neg	8	4.7	19.6	62.5	0.9	2.3	3.3	21.6	-5.9
pair	SLmean	RSI	neg-neg	35	20.3	19.5	65.7	0.9	1.2	0.8	22.7	-25.3
pair	RSI	SLmean	neg-neg	35	20.3	19.5	65.7	0.9	1.2	0.8	22.7	-25.3
pair	MACD	RSmean	pos-neg	40	23.3	19.1	60.0	1.0	1.8	1.2	19.9	-16.5
pair	MRmean	MACD	neg-neg	25	14.5	19.1	68.0	0.8	1.0	0.8	25.0	-23.5
pair	MACD	MRmean	neg-neg	25	14.5	19.1	68.0	0.8	1.0	0.8	25.0	-23.5
pair	RSmean	MACD	pos-neg	40	23.3	19.1	60.0	1.0	1.8	1.2	19.9	-16.5
pair	MRmean	MACDhist	neg-pos	5	2.9	19.0	60.0	1.4	8.9	10.5	13.3	-1.8
pair	MACDhist	MRmean	neg-pos	5	2.9	19.0	60.0	1.4	8.9	10.5	13.3	-1.8
pair	RSI	MACDhist	pos-pos	62	36.0	18.1	64.5	1.1	1.8	1.1	15.9	-16.2
pair	MACDhist	RSI	pos-pos	62	36.0	18.1	64.5	1.1	1.8	1.1	15.9	-16.2
pair	MACD	SLmean	neg-neg	26	15.1	18.0	69.2	0.8	0.9	0.8	24.3	-23.5
pair	SLmean	MACD	neg-neg	26	15.1	18.0	69.2	0.8	0.9	0.8	24.3	-23.5
single	MACD	MACD	neg-neg	53	30.8	17.9	66.0	0.9	1.2	0.8	20.8	-23.5
pair	MACD	SLmean	pos-neg	27	15.7	17.8	63.0	1.0	1.9	2.2	17.2	-8.1
pair	SLmean	MACD	pos-neg	27	15.7	17.8	63.0	1.0	1.9	2.2	17.2	-8.1
pair	MACDhist	RSmean	pos-pos	67	39.0	17.5	64.2	1.1	1.8	1.0	15.5	-17.2
pair	RSmean	MACDhist	pos-pos	67	39.0	17.5	64.2	1.1	1.8	1.0	15.5	-17.2
single	MACDhist	MACDhist	pos-pos	67	39.0	17.5	64.2	1.1	1.8	1.0	15.5	-17.2
pair	MACDhist	MRmean	pos-pos	62	36.0	17.4	64.5	1.1	1.8	0.8	15.7	-20.9
pair	MRmean	MACDhist	pos-pos	62	36.0	17.4	64.5	1.1	1.8	0.8	15.7	-20.9
pair	LWTI	MACDhist	pos-pos	63	36.6	16.9	63.5	1.1	1.8	0.7	15.7	-23.4
pair	MACDhist	LWTI	pos-pos	63	36.6	16.9	63.5	1.1	1.8	0.7	15.7	-23.4
pair	MACD	MRmean	pos-neg	28	16.3	16.8	64.3	1.0	1.8	2.1	16.6	-8.1
pair	MRmean	MACD	pos-neg	28	16.3	16.8	64.3	1.0	1.8	2.1	16.6	-8.1
pair	MACDhist	SLmean	pos-pos	57	33.1	16.3	63.2	1.1	1.6	0.8	15.0	-21.9
pair	SLmean	MACDhist	pos-pos	57	33.1	16.3	63.2	1.1	1.6	0.8	15.0	-21.9
pair	RSmean	RSI	neg-neg	9	5.2	16.0	88.9	0.7	0.0	0.9	26.6	-17.9
pair	RSI	RSmean	neg-neg	9	5.2	16.0	88.9	0.7	0.0	0.9	26.6	-17.9
pair	RSIhist	MACDhist	pos-pos	55	32.0	15.6	65.5	1.1	1.5	0.9	14.1	-18.0
pair	MACDhist	RSIhist	pos-pos	55	32.0	15.6	65.5	1.1	1.5	0.9	14.1	-18.0
pair	MACD	RSIhist	neg-pos	28	16.3	15.1	64.3	0.9	1.6	1.9	16.3	-8.1
pair	RSIhist	MACD	neg-pos	28	16.3	15.1	64.3	0.9	1.6	1.9	16.3	-8.1
pair	RSmean	MACD	neg-neg	13	7.6	14.2	84.6	0.7	0.5	0.6	24.2	-23.5
pair	MACD	RSmean	neg-neg	13	7.6	14.2	84.6	0.7	0.5	0.6	24.2	-23.5
pair	LWTI	RSIhist	pos-pos	80	46.5	14.1	61.2	1.0	1.5	0.8	14.5	-16.9
pair	RSIhist	LWTI	pos-pos	80	46.5	14.1	61.2	1.0	1.5	0.8	14.5	-16.9
single	RSIhist	RSIhist	pos-pos	91	52.9	13.2	60.4	1.0	1.5	0.9	14.0	-14.3
pair	RSI	LWTI	neg-neg	14	8.1	12.9	64.3	0.7	0.9	0.7	21.9	-18.4
pair	LWTI	RSI	neg-neg	14	8.1	12.9	64.3	0.7	0.9	0.7	21.9	-18.4
pair	LWTI	RSmean	pos-pos	126	73.3	12.8	58.7	0.8	1.4	0.3	16.5	-36.8
pair	RSmean	LWTI	pos-pos	126	73.3	12.8	58.7	0.8	1.4	0.3	16.5	-36.8
pair	RSI	RSIhist	pos-pos	84	48.8	12.5	59.5	0.9	1.4	0.6	14.4	-20.0
pair	RSIhist	RSI	pos-pos	84	48.8	12.5	59.5	0.9	1.4	0.6	14.4	-20.0
pair	SLmean	LWTI	pos-pos	97	56.4	12.5	60.8	0.9	1.3	0.5	15.2	-24.9
pair	LWTI	SLmean	pos-pos	97	56.4	12.5	60.8	0.9	1.3	0.5	15.2	-24.9
pair	MACD	RSIhist	pos-pos	63	36.6	12.3	58.7	1.0	1.4	0.9	13.0	-13.8
pair	RSIhist	MACD	pos-pos	63	36.6	12.3	58.7	1.0	1.4	0.9	13.0	-13.8
pair	RSIhist	SLmean	pos-pos	87	50.6	11.9	58.6	0.9	1.4	0.8	14.1	-14.3
pair	SLmean	RSIhist	pos-pos	87	50.6	11.9	58.6	0.9	1.4	0.8	14.1	-14.3
pair	MRmean	RSIhist	pos-pos	88	51.2	11.9	59.1	0.9	1.4	0.8	14.1	-14.3
pair	RSIhist	MRmean	pos-pos	88	51.2	11.9	59.1	0.9	1.4	0.8	14.1	-14.3
pair	RSmean	RSIhist	pos-pos	88	51.2	11.8	59.1	0.9	1.4	0.8	14.1	-14.3
pair	RSIhist	RSmean	pos-pos	88	51.2	11.8	59.1	0.9	1.4	0.8	14.1	-14.3
pair	MRmean	RSmean	neg-pos	45	26.2	11.8	57.8	0.7	1.1	0.4	19.3	-27.9
pair	RSmean	MRmean	neg-pos	45	26.2	11.8	57.8	0.7	1.1	0.4	19.3	-27.9
pair	RSmean	SLmean	pos-pos	107	62.2	11.7	58.9	0.8	1.3	0.5	14.9	-22.5
pair	SLmean	RSmean	pos-pos	107	62.2	11.7	58.9	0.8	1.3	0.5	14.9	-22.5
pair	MRmean	LWTI	pos-pos	99	57.6	11.7	59.6	0.8	1.2	0.5	15.9	-25.8
pair	LWTI	MRmean	pos-pos	99	57.6	11.7	59.6	0.8	1.2	0.5	15.9	-25.8
pair	MACD	LWTI	neg-neg	14	8.1	11.6	57.1	0.7	1.0	1.1	19.8	-10.8
pair	LWTI	MACD	neg-neg	14	8.1	11.6	57.1	0.7	1.0	1.1	19.8	-10.8
single	RSmean	RSmean	pos-pos	152	88.4	11.4	57.9	0.7	1.2	0.3	16.7	-36.6
pair	RSmean	MRmean	pos-pos	107	62.2	11.2	57.9	0.8	1.2	0.5	15.6	-21.4
pair	MRmean	RSmean	pos-pos	107	62.2	11.2	57.9	0.8	1.2	0.5	15.6	-21.4
pair	RSmean	RSIhist	pos-neg	64	37.2	10.8	56.2	0.6	1.1	0.3	19.9	-31.6
pair	RSIhist	RSmean	pos-neg	64	37.2	10.8	56.2	0.6	1.1	0.3	19.9	-31.6
pair	RSmean	SLmean	neg-pos	45	26.2	10.7	55.6	0.6	1.1	0.4	20.6	-27.9
pair	SLmean	RSmean	neg-pos	45	26.2	10.7	55.6	0.6	1.1	0.4	20.6	-27.9
pair	MACDhist	RSI	neg-pos	5	2.9	10.6	60.0	1.1	8.6	5.8	10.0	-1.8
pair	RSI	MACDhist	neg-pos	5	2.9	10.6	60.0	1.1	8.6	5.8	10.0	-1.8
single	LWTI	LWTI	pos-pos	145	84.3	10.5	60.7	0.7	0.9	0.3	17.9	-36.8
single	SLmean	SLmean	pos-pos	111	64.5	10.5	58.6	0.8	1.2	0.5	14.8	-22.5
pair	LWTI	SLmean	neg-neg	13	7.6	10.2	61.5	0.5	0.8	0.6	23.0	-18.4
pair	SLmean	LWTI	neg-neg	13	7.6	10.2	61.5	0.5	0.8	0.6	23.0	-18.4
single	MRmean	MRmean	pos-pos	111	64.5	10.1	57.7	0.7	1.1	0.5	15.5	-21.4
pair	RSIhist	MACDhist	neg-pos	36	20.9	9.6	52.8	0.7	1.4	0.7	14.0	-13.0
pair	MACDhist	RSIhist	neg-pos	36	20.9	9.6	52.8	0.7	1.4	0.7	14.0	-13.0
pair	SLmean	MRmean	pos-pos	103	59.9	9.4	57.3	0.7	1.1	0.4	15.0	-22.5
pair	MRmean	SLmean	pos-pos	103	59.9	9.4	57.3	0.7	1.1	0.4	15.0	-22.5
pair	benchmark___benchmark_		benchmark-benchmark	172	100.0	9.4	59.3	0.6	0.8	0.3	17.8	-36.6
pair		benchmark___benchmark_	benchmark-benchmark	172	100.0	9.4	59.3	0.6	0.8	0.3	17.8	-36.6
pair	RSI	MRmean	pos-pos	104	60.5	9.0	56.7	0.6	1.0	0.3	15.8	-27.4
pair	MRmean	RSI	pos-pos	104	60.5	9.0	56.7	0.6	1.0	0.3	15.8	-27.4
pair	RSmean	MACD	pos-pos	112	65.1	8.7	57.1	0.6	1.0	0.3	15.4	-31.6
pair	MACD	RSmean	pos-pos	112	65.1	8.7	57.1	0.6	1.0	0.3	15.4	-31.6
pair	SLmean	RSI	pos-pos	103	59.9	8.6	57.3	0.6	1.0	0.3	15.0	-27.7
pair	RSI	SLmean	pos-pos	103	59.9	8.6	57.3	0.6	1.0	0.3	15.0	-27.7
pair	LWTI	MRmean	neg-neg	15	8.7	8.4	60.0	0.5	0.7	0.5	21.4	-18.4
pair	MRmean	LWTI	neg-neg	15	8.7	8.4	60.0	0.5	0.7	0.5	21.4	-18.4
pair	RSI	MACD	pos-neg	17	9.9	8.3	64.7	0.5	0.5	0.3	23.8	-26.7
pair	MACD	RSI	pos-neg	17	9.9	8.3	64.7	0.5	0.5	0.3	23.8	-26.7
pair	SLmean	MACD	pos-pos	84	48.8	8.3	57.1	0.6	0.9	0.4	14.0	-18.9
pair	MACD	SLmean	pos-pos	84	48.8	8.3	57.1	0.6	0.9	0.4	14.0	-18.9
single	MRmean	MRmean	neg-neg	61	35.5	8.1	62.3	0.5	0.6	0.3	21.6	-27.9
pair	LWTI	MRmean	neg-pos	46	26.7	8.0	63.0	0.5	0.5	0.3	21.9	-23.5
pair	MRmean	LWTI	neg-pos	46	26.7	8.0	63.0	0.5	0.5	0.3	21.9	-23.5
pair	MRmean	MACD	pos-pos	83	48.3	7.9	55.4	0.6	0.9	0.4	15.2	-22.0
pair	MACD	MRmean	pos-pos	83	48.3	7.9	55.4	0.6	0.9	0.4	15.2	-22.0
pair	RSmean	RSI	pos-pos	118	68.6	7.8	56.8	0.6	0.9	0.2	15.7	-31.3
pair	RSI	RSmean	pos-pos	118	68.6	7.8	56.8	0.6	0.9	0.2	15.7	-31.3
single	SLmean	SLmean	neg-neg	61	35.5	7.3	60.7	0.4	0.6	0.3	22.5	-27.9
pair	MRmean	MACDhist	neg-neg	56	32.6	7.2	62.5	0.4	0.5	0.3	22.3	-27.9
pair	MACDhist	MRmean	neg-neg	56	32.6	7.2	62.5	0.4	0.5	0.3	22.3	-27.9
pair	MACD	LWTI	pos-pos	106	61.6	7.2	57.5	0.5	0.7	0.2	16.5	-30.4
pair	LWTI	MACD	pos-pos	106	61.6	7.2	57.5	0.5	0.7	0.2	16.5	-30.4
pair	MACDhist	RSmean	pos-neg	85	49.4	6.8	52.9	0.5	0.8	0.2	17.6	-31.6
pair	RSmean	MACDhist	pos-neg	85	49.4	6.8	52.9	0.5	0.8	0.2	17.6	-31.6
pair	RSIhist	LWTI	pos-neg	11	6.4	6.8	54.5	0.7	1.9	1.8	10.5	-3.7
pair	LWTI	RSIhist	pos-neg	11	6.4	6.8	54.5	0.7	1.9	1.8	10.5	-3.7
pair	LWTI	RSI	pos-pos	116	67.4	6.5	58.6	0.5	0.6	0.2	17.0	-33.6
pair	RSI	LWTI	pos-pos	116	67.4	6.5	58.6	0.5	0.6	0.2	17.0	-33.6
pair	SLmean	LWTI	neg-pos	48	27.9	6.5	60.4	0.4	0.5	0.3	22.6	-23.5
pair	LWTI	SLmean	neg-pos	48	27.9	6.5	60.4	0.4	0.5	0.3	22.6	-23.5
pair	LWTI	RSIhist	neg-pos	65	37.8	6.3	60.0	0.4	0.5	0.2	21.5	-26.4
pair	RSIhist	LWTI	neg-pos	65	37.8	6.3	60.0	0.4	0.5	0.2	21.5	-26.4
pair	MRmean	RSIhist	neg-neg	58	33.7	6.0	60.3	0.4	0.5	0.2	22.0	-27.9
pair	RSIhist	MRmean	neg-neg	58	33.7	6.0	60.3	0.4	0.5	0.2	22.0	-27.9
pair	MACDhist	LWTI	neg-pos	82	47.7	5.8	58.5	0.4	0.5	0.2	19.5	-26.4
pair	LWTI	MACDhist	neg-pos	82	47.7	5.8	58.5	0.4	0.5	0.2	19.5	-26.4
pair	RSIhist	SLmean	pos-neg	24	14.0	5.8	58.3	0.4	0.6	0.3	17.3	-19.8
pair	SLmean	RSIhist	pos-neg	24	14.0	5.8	58.3	0.4	0.6	0.3	17.3	-19.8
single	MACD	MACD	pos-pos	119	69.2	5.8	56.3	0.4	0.6	0.2	16.4	-31.6
pair	MRmean	SLmean	neg-neg	53	30.8	5.6	60.4	0.3	0.5	0.2	22.8	-29.6
pair	SLmean	MRmean	neg-neg	53	30.8	5.6	60.4	0.3	0.5	0.2	22.8	-29.6
pair	MACD	RSI	pos-pos	102	59.3	5.4	54.9	0.4	0.7	0.2	15.0	-25.7
pair	RSI	MACD	pos-pos	102	59.3	5.4	54.9	0.4	0.7	0.2	15.0	-25.7
single	RSIhist	RSIhist	neg-neg	81	47.1	5.3	58.0	0.3	0.5	0.2	21.4	-31.6
single	RSI	RSI	pos-pos	129	75.0	5.2	56.6	0.4	0.6	0.2	16.6	-31.3
pair	RSIhist	SLmean	neg-neg	57	33.1	5.0	57.9	0.3	0.5	0.2	23.1	-27.9
pair	SLmean	RSIhist	neg-neg	57	33.1	5.0	57.9	0.3	0.5	0.2	23.1	-27.9
pair	LWTI	RSmean	pos-neg	26	15.1	4.8	53.8	0.3	0.5	0.3	17.9	-18.4
pair	RSmean	LWTI	pos-neg	26	15.1	4.8	53.8	0.3	0.5	0.3	17.9	-18.4
pair	MACDhist	SLmean	pos-neg	54	31.4	4.7	53.7	0.4	0.6	0.2	14.6	-22.7
pair	SLmean	MACDhist	pos-neg	54	31.4	4.7	53.7	0.4	0.6	0.2	14.6	-22.7
single	MACDhist	MACDhist	neg-neg	105	61.0	4.5	56.2	0.3	0.4	0.1	19.2	-31.6
pair	MACD	RSI	neg-pos	27	15.7	4.5	63.0	0.3	0.4	0.2	22.0	-23.5
pair	RSI	MACD	neg-pos	27	15.7	4.5	63.0	0.3	0.4	0.2	22.0	-23.5
pair	SLmean	MACDhist	neg-neg	51	29.7	4.3	58.8	0.3	0.4	0.1	23.2	-33.2
pair	MACDhist	SLmean	neg-neg	51	29.7	4.3	58.8	0.3	0.4	0.1	23.2	-33.2
pair	RSIhist	MRmean	pos-neg	23	13.4	3.6	52.2	0.3	0.5	0.1	20.4	-24.6
pair	MRmean	RSIhist	pos-neg	23	13.4	3.6	52.2	0.3	0.5	0.1	20.4	-24.6
single	LWTI	LWTI	neg-neg	27	15.7	3.5	51.9	0.3	0.4	0.2	17.6	-20.3
pair	MACDhist	RSIhist	neg-neg	69	40.1	1.9	58.0	0.2	0.3	0.1	21.5	-31.6
pair	RSIhist	MACDhist	neg-neg	69	40.1	1.9	58.0	0.2	0.3	0.1	21.5	-31.6
pair	MACDhist	MRmean	pos-neg	49	28.5	1.6	49.0	0.2	0.3	0.1	15.0	-31.1
pair	MRmean	MACDhist	pos-neg	49	28.5	1.6	49.0	0.2	0.3	0.1	15.0	-31.1
pair	RSIhist	LWTI	neg-neg	16	9.3	1.3	50.0	0.2	0.2	0.1	21.6	-18.4
pair	LWTI	RSIhist	neg-neg	16	9.3	1.3	50.0	0.2	0.2	0.1	21.6	-18.4
pair	MACD	MRmean	neg-pos	36	20.9	1.0	58.3	0.1	0.2	0.0	19.1	-30.6
pair	MRmean	MACD	neg-pos	36	20.9	1.0	58.3	0.1	0.2	0.0	19.1	-30.6
pair	SLmean	MACD	neg-pos	35	20.3	0.0	54.3	0.1	0.1	0.0	21.2	-22.3
pair	MACD	SLmean	neg-pos	35	20.3	0.0	54.3	0.1	0.1	0.0	21.2	-22.3
pair	LWTI	MACDhist	neg-neg	23	13.4	-0.1	47.8	0.1	0.1	-0.0	18.4	-20.3
pair	MACDhist	LWTI	neg-neg	23	13.4	-0.1	47.8	0.1	0.1	-0.0	18.4	-20.3
pair	MACD	RSIhist	pos-neg	56	32.6	-1.1	53.6	0.0	0.1	-0.0	19.5	-29.0
pair	RSIhist	MACD	pos-neg	56	32.6	-1.1	53.6	0.0	0.1	-0.0	19.5	-29.0
pair	RSmean	MRmean	neg-neg	16	9.3	-1.7	75.0	0.1	0.1	-0.1	27.8	-23.5
pair	MRmean	RSmean	neg-neg	16	9.3	-1.7	75.0	0.1	0.1	-0.1	27.8	-23.5
pair	SLmean	RSmean	neg-neg	16	9.3	-1.7	75.0	0.1	0.1	-0.1	27.8	-23.5
pair	RSmean	SLmean	neg-neg	16	9.3	-1.7	75.0	0.1	0.1	-0.1	27.8	-23.5
pair	MRmean	LWTI	pos-neg	12	7.0	-2.4	41.7	-0.1	-0.3	-0.3	12.0	-9.1
pair	LWTI	MRmean	pos-neg	12	7.0	-2.4	41.7	-0.1	-0.3	-0.3	12.0	-9.1
pair	SLmean	LWTI	pos-neg	14	8.1	-2.4	42.9	-0.2	-0.3	-0.3	11.3	-9.1
pair	LWTI	SLmean	pos-neg	14	8.1	-2.4	42.9	-0.2	-0.3	-0.3	11.3	-9.1
pair	LWTI	RSmean	neg-pos	19	11.0	-3.4	73.7	0.0	0.0	-0.1	25.9	-23.5
pair	RSmean	LWTI	neg-pos	19	11.0	-3.4	73.7	0.0	0.0	-0.1	25.9	-23.5
pair	LWTI	MACD	pos-neg	13	7.6	-4.6	46.2	-0.2	-0.3	-0.4	15.5	-11.4
pair	MACD	LWTI	pos-neg	13	7.6	-4.6	46.2	-0.2	-0.3	-0.4	15.5	-11.4
single	RSmean	RSmean	neg-neg	20	11.6	-4.6	70.0	-0.1	-0.1	-0.2	25.3	-23.5
pair	MACDhist	RSmean	neg-neg	20	11.6	-4.6	70.0	-0.1	-0.1	-0.2	25.3	-23.5
pair	RSmean	MACDhist	neg-neg	20	11.6	-4.6	70.0	-0.1	-0.1	-0.2	25.3	-23.5
pair	RSI	MACDhist	pos-neg	67	39.0	-5.4	49.3	-0.2	-0.3	-0.1	16.8	-35.9
pair	MACDhist	RSI	pos-neg	67	39.0	-5.4	49.3	-0.2	-0.3	-0.1	16.8	-35.9
pair	MACDhist	MACD	neg-pos	7	4.1	-5.7	57.1	-0.3	-0.4	-1.3	16.4	-4.5
pair	MACD	MACDhist	neg-pos	7	4.1	-5.7	57.1	-0.3	-0.4	-1.3	16.4	-4.5
pair	LWTI	RSI	pos-neg	13	7.6	-5.8	38.5	-0.5	-0.8	-0.4	11.7	-14.5
pair	RSI	LWTI	pos-neg	13	7.6	-5.8	38.5	-0.5	-0.8	-0.4	11.7	-14.5
pair	SLmean	RSI	neg-pos	26	15.1	-7.1	53.8	-0.2	-0.3	-0.3	21.9	-23.5
pair	RSI	SLmean	neg-pos	26	15.1	-7.1	53.8	-0.2	-0.3	-0.3	21.9	-23.5
pair	RSIhist	RSI	pos-neg	45	26.2	-7.2	51.1	-0.3	-0.4	-0.2	19.8	-33.4
pair	RSI	RSIhist	pos-neg	45	26.2	-7.2	51.1	-0.3	-0.4	-0.2	19.8	-33.4
pair	MACDhist	MACD	pos-neg	59	34.3	-7.3	47.5	-0.4	-0.5	-0.2	16.7	-43.1
pair	MACD	MACDhist	pos-neg	59	34.3	-7.3	47.5	-0.4	-0.5	-0.2	16.7	-43.1
pair	RSI	MRmean	neg-pos	25	14.5	-9.3	56.0	-0.4	-0.4	-0.4	19.2	-23.5
pair	MRmean	RSI	neg-pos	25	14.5	-9.3	56.0	-0.4	-0.4	-0.4	19.2	-23.5
pair	RSIhist	RSmean	neg-neg	17	9.9	-13.3	64.7	-0.4	-0.4	-0.5	26.5	-25.4
pair	RSmean	RSIhist	neg-neg	17	9.9	-13.3	64.7	-0.4	-0.4	-0.5	26.5	-25.4
pair	MRmean	RSmean	pos-neg	4	2.3	-15.7	50.0	-1.3	-1.4	-9.5	12.5	-1.7
pair	RSmean	MRmean	pos-neg	4	2.3	-15.7	50.0	-1.3	-1.4	-9.5	12.5	-1.7
pair	SLmean	RSmean	pos-neg	4	2.3	-15.7	50.0	-1.3	-1.4	-9.5	12.5	-1.7
pair	RSmean	SLmean	pos-neg	4	2.3	-15.7	50.0	-1.3	-1.4	-9.5	12.5	-1.7
pair	RSmean	RSI	neg-pos	11	6.4	-18.8	54.5	-0.7	-0.8	-0.8	24.3	-23.5
pair	RSI	RSmean	neg-pos	11	6.4	-18.8	54.5	-0.7	-0.8	-0.8	24.3	-23.5
pair	RSmean	LWTI	neg-neg	1	0.6	-26.2	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.6	-26.2	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSmean	neg-pos	7	4.1	-31.8	42.9	-1.3	-1.3	-1.8	26.3	-18.1
pair	RSmean	MACD	neg-pos	7	4.1	-31.8	42.9	-1.3	-1.3	-1.8	26.3	-18.1

All Contingency Tables for EFNL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.4% \| Win 57% Sharpe 0.67 \| Sortino 1.05 \| Calmar 0.4 Vol 15% \| MDD -22.5% Months 103M (60%)	CAGR 19.6% \| Win 62% Sharpe 0.92 \| Sortino 2.28 \| Calmar 3.3 Vol 22% \| MDD -5.9% Months 8M (5%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 26.3% \| Win 75% Sharpe 2.09 \| Sortino 4.29 \| Calmar 11.3 Vol 12% \| MDD -2.3% Months 8M (5%)	CAGR 5.6% \| Win 60% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.2 Vol 23% \| MDD -29.6% Months 53M (31%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
SLmean only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 58% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 107M (62%)	CAGR -15.7% \| Win 50% Sharpe -1.30 \| Sortino -1.43 \| Calmar -9.5 Vol 12% \| MDD -1.7% Months 4M (2%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 11.8% \| Win 58% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.4 Vol 19% \| MDD -27.9% Months 45M (26%)	CAGR -1.7% \| Win 75% Sharpe 0.08 \| Sortino 0.08 \| Calmar -0.1 Vol 28% \| MDD -23.5% Months 16M (9%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSmean only	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 55% Sharpe 0.58 \| Sortino 0.92 \| Calmar 0.4 Vol 15% \| MDD -22.0% Months 83M (48%)	CAGR 16.8% \| Win 64% Sharpe 1.02 \| Sortino 1.76 \| Calmar 2.1 Vol 17% \| MDD -8.1% Months 28M (16%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 1.0% \| Win 58% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.0 Vol 19% \| MDD -30.6% Months 36M (21%)	CAGR 19.1% \| Win 68% Sharpe 0.83 \| Sortino 1.00 \| Calmar 0.8 Vol 25% \| MDD -23.5% Months 25M (14%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACD only	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 57% Sharpe 0.63 \| Sortino 1.04 \| Calmar 0.3 Vol 16% \| MDD -27.4% Months 104M (60%)	CAGR 27.3% \| Win 71% Sharpe 2.79 \| Sortino 8.70 \| Calmar 20.8 Vol 9% \| MDD -1.3% Months 7M (4%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR -9.3% \| Win 56% Sharpe -0.41 \| Sortino -0.43 \| Calmar -0.4 Vol 19% \| MDD -23.5% Months 25M (14%)	CAGR 22.1% \| Win 67% Sharpe 1.00 \| Sortino 1.28 \| Calmar 1.1 Vol 23% \| MDD -20.0% Months 36M (21%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSI only	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.4% \| Win 64% Sharpe 1.10 \| Sortino 1.76 \| Calmar 0.8 Vol 16% \| MDD -20.9% Months 62M (36%)	CAGR 1.6% \| Win 49% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.1 Vol 15% \| MDD -31.1% Months 49M (28%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 19.0% \| Win 60% Sharpe 1.36 \| Sortino 8.89 \| Calmar 10.5 Vol 13% \| MDD -1.8% Months 5M (3%)	CAGR 7.2% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 56M (33%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.9% \| Win 59% Sharpe 0.87 \| Sortino 1.37 \| Calmar 0.8 Vol 14% \| MDD -14.3% Months 88M (51%)	CAGR 3.6% \| Win 52% Sharpe 0.27 \| Sortino 0.52 \| Calmar 0.1 Vol 20% \| MDD -24.6% Months 23M (13%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 58.9% \| Win 100% Sharpe 5.53 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (2%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 22% \| MDD -27.9% Months 58M (34%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 60% Sharpe 0.78 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 99M (58%)	CAGR -2.4% \| Win 42% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.3 Vol 12% \| MDD -9.1% Months 12M (7%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 8.0% \| Win 63% Sharpe 0.46 \| Sortino 0.54 \| Calmar 0.3 Vol 22% \| MDD -23.5% Months 46M (27%)	CAGR 8.4% \| Win 60% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.5 Vol 21% \| MDD -18.4% Months 15M (9%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 59% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 107M (62%)	CAGR -15.7% \| Win 50% Sharpe -1.30 \| Sortino -1.43 \| Calmar -9.5 Vol 12% \| MDD -1.7% Months 4M (2%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR 10.7% \| Win 56% Sharpe 0.59 \| Sortino 1.13 \| Calmar 0.4 Vol 21% \| MDD -27.9% Months 45M (26%)	CAGR -1.7% \| Win 75% Sharpe 0.08 \| Sortino 0.08 \| Calmar -0.1 Vol 28% \| MDD -23.5% Months 16M (9%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSmean only	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.3% \| Win 57% Sharpe 0.64 \| Sortino 0.94 \| Calmar 0.4 Vol 14% \| MDD -18.9% Months 84M (49%)	CAGR 17.8% \| Win 63% Sharpe 1.04 \| Sortino 1.86 \| Calmar 2.2 Vol 17% \| MDD -8.1% Months 27M (16%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR 0.0% \| Win 54% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 21% \| MDD -22.3% Months 35M (20%)	CAGR 18.0% \| Win 69% Sharpe 0.81 \| Sortino 0.95 \| Calmar 0.8 Vol 24% \| MDD -23.5% Months 26M (15%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACD only	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.6% \| Win 57% Sharpe 0.62 \| Sortino 0.98 \| Calmar 0.3 Vol 15% \| MDD -27.7% Months 103M (60%)	CAGR 39.4% \| Win 75% Sharpe 3.03 \| Sortino 12.06 \| Calmar 30.1 Vol 11% \| MDD -1.3% Months 8M (5%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR -7.1% \| Win 54% Sharpe -0.23 \| Sortino -0.29 \| Calmar -0.3 Vol 22% \| MDD -23.5% Months 26M (15%)	CAGR 19.5% \| Win 66% Sharpe 0.90 \| Sortino 1.16 \| Calmar 0.8 Vol 23% \| MDD -25.3% Months 35M (20%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSI only	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 16.3% \| Win 63% Sharpe 1.09 \| Sortino 1.65 \| Calmar 0.7 Vol 15% \| MDD -21.9% Months 57M (33%)	CAGR 4.7% \| Win 54% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 15% \| MDD -22.7% Months 54M (31%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR 24.2% \| Win 70% Sharpe 1.25 \| Sortino 3.13 \| Calmar 3.2 Vol 19% \| MDD -7.6% Months 10M (6%)	CAGR 4.3% \| Win 59% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 23% \| MDD -33.2% Months 51M (30%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 59% Sharpe 0.87 \| Sortino 1.37 \| Calmar 0.8 Vol 14% \| MDD -14.3% Months 87M (51%)	CAGR 5.8% \| Win 58% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.3 Vol 17% \| MDD -19.8% Months 24M (14%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR 45.8% \| Win 100% Sharpe 4.45 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (2%)	CAGR 5.0% \| Win 58% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.2 Vol 23% \| MDD -27.9% Months 57M (33%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.5% \| Win 61% Sharpe 0.86 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -24.9% Months 97M (56%)	CAGR -2.4% \| Win 43% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.3 Vol 11% \| MDD -9.1% Months 14M (8%)	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)
SLmean neg	CAGR 6.5% \| Win 60% Sharpe 0.40 \| Sortino 0.50 \| Calmar 0.3 Vol 23% \| MDD -23.5% Months 48M (28%)	CAGR 10.2% \| Win 62% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.6 Vol 23% \| MDD -18.4% Months 13M (8%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 57% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -31.6% Months 112M (65%)	CAGR 19.1% \| Win 60% Sharpe 0.98 \| Sortino 1.83 \| Calmar 1.2 Vol 20% \| MDD -16.5% Months 40M (23%)	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)
RSmean neg	CAGR -31.8% \| Win 43% Sharpe -1.31 \| Sortino -1.33 \| Calmar -1.8 Vol 26% \| MDD -18.1% Months 7M (4%)	CAGR 14.2% \| Win 85% Sharpe 0.67 \| Sortino 0.54 \| Calmar 0.6 Vol 24% \| MDD -23.5% Months 13M (8%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)
MACD only	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 57% Sharpe 0.56 \| Sortino 0.89 \| Calmar 0.2 Vol 16% \| MDD -31.3% Months 118M (69%)	CAGR 24.8% \| Win 62% Sharpe 1.23 \| Sortino 2.09 \| Calmar 1.2 Vol 20% \| MDD -20.0% Months 34M (20%)	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)
RSmean neg	CAGR -18.8% \| Win 55% Sharpe -0.73 \| Sortino -0.76 \| Calmar -0.8 Vol 24% \| MDD -23.5% Months 11M (6%)	CAGR 16.0% \| Win 89% Sharpe 0.69 \| Sortino 0.00 \| Calmar 0.9 Vol 27% \| MDD -17.9% Months 9M (5%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)
RSI only	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 6.8% \| Win 53% Sharpe 0.46 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -31.6% Months 85M (49%)	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)
RSmean neg	-	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.8% \| Win 59% Sharpe 0.86 \| Sortino 1.35 \| Calmar 0.8 Vol 14% \| MDD -14.3% Months 88M (51%)	CAGR 10.8% \| Win 56% Sharpe 0.62 \| Sortino 1.11 \| Calmar 0.3 Vol 20% \| MDD -31.6% Months 64M (37%)	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)
RSmean neg	CAGR 63.5% \| Win 100% Sharpe 7.06 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 3M (2%)	CAGR -13.3% \| Win 65% Sharpe -0.40 \| Sortino -0.41 \| Calmar -0.5 Vol 26% \| MDD -25.4% Months 17M (10%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 12.8% \| Win 59% Sharpe 0.81 \| Sortino 1.38 \| Calmar 0.3 Vol 16% \| MDD -36.8% Months 126M (73%)	CAGR 4.8% \| Win 54% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.3 Vol 18% \| MDD -18.4% Months 26M (15%)	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)
RSmean neg	CAGR -3.4% \| Win 74% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 26% \| MDD -23.5% Months 19M (11%)	CAGR -26.2% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.4% \| Win 55% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 15% \| MDD -25.7% Months 102M (59%)	CAGR 8.3% \| Win 65% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.3 Vol 24% \| MDD -26.7% Months 17M (10%)	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)
MACD neg	CAGR 4.5% \| Win 63% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.2 Vol 22% \| MDD -23.5% Months 27M (16%)	CAGR 33.5% \| Win 69% Sharpe 1.62 \| Sortino 2.52 \| Calmar 2.4 Vol 19% \| MDD -14.2% Months 26M (15%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)
RSI only	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 20.5% \| Win 65% Sharpe 1.30 \| Sortino 2.12 \| Calmar 1.4 Vol 15% \| MDD -14.3% Months 60M (35%)	CAGR -7.3% \| Win 48% Sharpe -0.37 \| Sortino -0.46 \| Calmar -0.2 Vol 17% \| MDD -43.1% Months 59M (34%)	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)
MACD neg	CAGR -5.7% \| Win 57% Sharpe -0.29 \| Sortino -0.44 \| Calmar -1.3 Vol 16% \| MDD -4.5% Months 7M (4%)	CAGR 22.0% \| Win 67% Sharpe 1.04 \| Sortino 1.32 \| Calmar 0.9 Vol 21% \| MDD -23.5% Months 46M (27%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 12.3% \| Win 59% Sharpe 0.96 \| Sortino 1.43 \| Calmar 0.9 Vol 13% \| MDD -13.8% Months 63M (37%)	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -29.0% Months 56M (33%)	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)
MACD neg	CAGR 15.1% \| Win 64% Sharpe 0.95 \| Sortino 1.60 \| Calmar 1.9 Vol 16% \| MDD -8.1% Months 28M (16%)	CAGR 21.1% \| Win 68% Sharpe 0.89 \| Sortino 1.09 \| Calmar 0.9 Vol 25% \| MDD -23.5% Months 25M (14%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.2% \| Win 57% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.2 Vol 16% \| MDD -30.4% Months 106M (62%)	CAGR -4.6% \| Win 46% Sharpe -0.23 \| Sortino -0.32 \| Calmar -0.4 Vol 16% \| MDD -11.4% Months 13M (8%)	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)
MACD neg	CAGR 20.2% \| Win 69% Sharpe 0.98 \| Sortino 1.22 \| Calmar 0.9 Vol 21% \| MDD -23.5% Months 39M (23%)	CAGR 11.6% \| Win 57% Sharpe 0.65 \| Sortino 0.97 \| Calmar 1.1 Vol 20% \| MDD -10.8% Months 14M (8%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 18.1% \| Win 64% Sharpe 1.13 \| Sortino 1.84 \| Calmar 1.1 Vol 16% \| MDD -16.2% Months 62M (36%)	CAGR -5.4% \| Win 49% Sharpe -0.25 \| Sortino -0.32 \| Calmar -0.2 Vol 17% \| MDD -35.9% Months 67M (39%)	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)
RSI neg	CAGR 10.6% \| Win 60% Sharpe 1.05 \| Sortino 8.63 \| Calmar 5.9 Vol 10% \| MDD -1.8% Months 5M (3%)	CAGR 24.7% \| Win 68% Sharpe 1.12 \| Sortino 1.36 \| Calmar 1.2 Vol 22% \| MDD -20.0% Months 38M (22%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.5% \| Win 60% Sharpe 0.90 \| Sortino 1.42 \| Calmar 0.6 Vol 14% \| MDD -20.0% Months 84M (49%)	CAGR -7.2% \| Win 51% Sharpe -0.28 \| Sortino -0.38 \| Calmar -0.2 Vol 20% \| MDD -33.4% Months 45M (26%)	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)
RSI neg	CAGR 21.3% \| Win 71% Sharpe 2.36 \| Sortino 6.98 \| Calmar 16.3 Vol 8% \| MDD -1.3% Months 7M (4%)	CAGR 23.3% \| Win 67% Sharpe 1.04 \| Sortino 1.33 \| Calmar 1.2 Vol 23% \| MDD -20.0% Months 36M (21%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.5% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 17% \| MDD -33.6% Months 116M (67%)	CAGR -5.8% \| Win 38% Sharpe -0.45 \| Sortino -0.85 \| Calmar -0.4 Vol 12% \| MDD -14.5% Months 13M (8%)	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)
RSI neg	CAGR 28.1% \| Win 69% Sharpe 1.30 \| Sortino 1.46 \| Calmar 1.6 Vol 21% \| MDD -17.9% Months 29M (17%)	CAGR 12.9% \| Win 64% Sharpe 0.66 \| Sortino 0.88 \| Calmar 0.7 Vol 22% \| MDD -18.4% Months 14M (8%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.6% \| Win 66% Sharpe 1.10 \| Sortino 1.54 \| Calmar 0.9 Vol 14% \| MDD -18.0% Months 55M (32%)	CAGR 26.7% \| Win 58% Sharpe 1.22 \| Sortino 3.37 \| Calmar 3.5 Vol 21% \| MDD -7.6% Months 12M (7%)	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)
MACDhist neg	CAGR 9.6% \| Win 53% Sharpe 0.73 \| Sortino 1.35 \| Calmar 0.7 Vol 14% \| MDD -13.0% Months 36M (21%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.1 Vol 22% \| MDD -31.6% Months 69M (40%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)
RSIhist only	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 16.9% \| Win 64% Sharpe 1.08 \| Sortino 1.76 \| Calmar 0.7 Vol 16% \| MDD -23.4% Months 63M (37%)	CAGR 26.6% \| Win 75% Sharpe 1.86 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 4M (2%)	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)
MACDhist neg	CAGR 5.8% \| Win 58% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.2 Vol 20% \| MDD -26.4% Months 82M (48%)	CAGR -0.1% \| Win 48% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 18% \| MDD -20.3% Months 23M (13%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 14.1% \| Win 61% Sharpe 0.99 \| Sortino 1.51 \| Calmar 0.8 Vol 14% \| MDD -16.9% Months 80M (46%)	CAGR 6.8% \| Win 55% Sharpe 0.68 \| Sortino 1.86 \| Calmar 1.8 Vol 10% \| MDD -3.7% Months 11M (6%)	CAGR 13.2% \| Win 60% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.9 Vol 14% \| MDD -14.3% Months 91M (53%)
RSIhist neg	CAGR 6.3% \| Win 60% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.2 Vol 22% \| MDD -26.4% Months 65M (38%)	CAGR 1.3% \| Win 50% Sharpe 0.16 \| Sortino 0.25 \| Calmar 0.1 Vol 22% \| MDD -18.4% Months 16M (9%)	CAGR 5.3% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -31.6% Months 81M (47%)
LWTI only	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -36.8% Months 145M (84%)	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -20.3% Months 27M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.4% \| Win 57% Sharpe 0.67 \| Sortino 1.05 \| Calmar 0.4 Vol 15% \| MDD -22.5% Months 103M (60%)	CAGR 19.6% \| Win 62% Sharpe 0.92 \| Sortino 2.28 \| Calmar 3.3 Vol 22% \| MDD -5.9% Months 8M (5%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 26.3% \| Win 75% Sharpe 2.09 \| Sortino 4.29 \| Calmar 11.3 Vol 12% \| MDD -2.3% Months 8M (5%)	CAGR 5.6% \| Win 60% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.2 Vol 23% \| MDD -29.6% Months 53M (31%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
SLmean only	CAGR 10.5% \| Win 59% Sharpe 0.75 \| Sortino 1.17 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 111M (64%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 58% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 107M (62%)	CAGR -15.7% \| Win 50% Sharpe -1.30 \| Sortino -1.43 \| Calmar -9.5 Vol 12% \| MDD -1.7% Months 4M (2%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 11.8% \| Win 58% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.4 Vol 19% \| MDD -27.9% Months 45M (26%)	CAGR -1.7% \| Win 75% Sharpe 0.08 \| Sortino 0.08 \| Calmar -0.1 Vol 28% \| MDD -23.5% Months 16M (9%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSmean only	CAGR 11.4% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -36.6% Months 152M (88%)	CAGR -4.6% \| Win 70% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -23.5% Months 20M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 55% Sharpe 0.58 \| Sortino 0.92 \| Calmar 0.4 Vol 15% \| MDD -22.0% Months 83M (48%)	CAGR 16.8% \| Win 64% Sharpe 1.02 \| Sortino 1.76 \| Calmar 2.1 Vol 17% \| MDD -8.1% Months 28M (16%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 1.0% \| Win 58% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.0 Vol 19% \| MDD -30.6% Months 36M (21%)	CAGR 19.1% \| Win 68% Sharpe 0.83 \| Sortino 1.00 \| Calmar 0.8 Vol 25% \| MDD -23.5% Months 25M (14%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACD only	CAGR 5.8% \| Win 56% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 16% \| MDD -31.6% Months 119M (69%)	CAGR 17.9% \| Win 66% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.8 Vol 21% \| MDD -23.5% Months 53M (31%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 57% Sharpe 0.63 \| Sortino 1.04 \| Calmar 0.3 Vol 16% \| MDD -27.4% Months 104M (60%)	CAGR 27.3% \| Win 71% Sharpe 2.79 \| Sortino 8.70 \| Calmar 20.8 Vol 9% \| MDD -1.3% Months 7M (4%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR -9.3% \| Win 56% Sharpe -0.41 \| Sortino -0.43 \| Calmar -0.4 Vol 19% \| MDD -23.5% Months 25M (14%)	CAGR 22.1% \| Win 67% Sharpe 1.00 \| Sortino 1.28 \| Calmar 1.1 Vol 23% \| MDD -20.0% Months 36M (21%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
RSI only	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.3% Months 129M (75%)	CAGR 22.9% \| Win 67% Sharpe 1.10 \| Sortino 1.33 \| Calmar 1.1 Vol 21% \| MDD -20.0% Months 43M (25%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.4% \| Win 64% Sharpe 1.10 \| Sortino 1.76 \| Calmar 0.8 Vol 16% \| MDD -20.9% Months 62M (36%)	CAGR 1.6% \| Win 49% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.1 Vol 15% \| MDD -31.1% Months 49M (28%)	CAGR 10.1% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 111M (64%)
MRmean neg	CAGR 19.0% \| Win 60% Sharpe 1.36 \| Sortino 8.89 \| Calmar 10.5 Vol 13% \| MDD -1.8% Months 5M (3%)	CAGR 7.2% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 56M (33%)	CAGR 8.1% \| Win 62% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.3 Vol 22% \| MDD -27.9% Months 61M (36%)
MACDhist only	CAGR 17.5% \| Win 64% Sharpe 1.12 \| Sortino 1.83 \| Calmar 1.0 Vol 16% \| MDD -17.2% Months 67M (39%)	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -31.6% Months 105M (61%)