EIDO - iShares MSCI Indonesia ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

191.2%

Best CAGR

Total Months

3.1%

Avg CAGR

EIDO 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 EIDO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	RSI	neg-neg	1	0.5	191.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.5	191.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	11	5.8	51.6	72.7	1.7	2.0	4.3	26.1	-11.9
pair	MRmean	RSIhist	neg-pos	11	5.8	51.6	72.7	1.7	2.0	4.3	26.1	-11.9
pair	MRmean	LWTI	neg-neg	31	16.2	45.0	74.2	1.6	2.3	2.1	24.7	-21.5
pair	LWTI	MRmean	neg-neg	31	16.2	45.0	74.2	1.6	2.3	2.1	24.7	-21.5
pair	RSIhist	LWTI	neg-neg	20	10.5	41.4	75.0	1.6	2.3	1.9	24.6	-21.5
pair	LWTI	RSIhist	neg-neg	20	10.5	41.4	75.0	1.6	2.3	1.9	24.6	-21.5
pair	SLmean	LWTI	neg-neg	24	12.6	38.5	70.8	1.5	2.2	1.8	23.2	-21.5
pair	LWTI	SLmean	neg-neg	24	12.6	38.5	70.8	1.5	2.2	1.8	23.2	-21.5
pair	SLmean	RSmean	neg-neg	15	7.9	37.9	73.3	1.5	2.7	2.8	23.2	-13.5
pair	RSmean	SLmean	neg-neg	15	7.9	37.9	73.3	1.5	2.7	2.8	23.2	-13.5
pair	MRmean	SLmean	neg-pos	12	6.3	36.6	75.0	1.4	1.8	3.1	25.5	-11.9
pair	SLmean	MRmean	neg-pos	12	6.3	36.6	75.0	1.4	1.8	3.1	25.5	-11.9
pair	LWTI	RSI	neg-neg	38	19.9	35.3	68.4	1.4	2.3	1.6	23.6	-21.5
pair	RSI	LWTI	neg-neg	38	19.9	35.3	68.4	1.4	2.3	1.6	23.6	-21.5
pair	MACD	LWTI	neg-neg	47	24.6	35.2	70.2	1.5	2.4	1.6	22.3	-21.5
pair	LWTI	MACD	neg-neg	47	24.6	35.2	70.2	1.5	2.4	1.6	22.3	-21.5
pair	RSmean	MRmean	neg-neg	14	7.3	35.2	71.4	1.4	2.8	2.6	24.4	-13.5
pair	MRmean	RSmean	neg-neg	14	7.3	35.2	71.4	1.4	2.8	2.6	24.4	-13.5
pair	LWTI	MACDhist	neg-neg	42	22.0	31.3	69.0	1.3	2.1	1.5	23.8	-21.5
pair	MACDhist	LWTI	neg-neg	42	22.0	31.3	69.0	1.3	2.1	1.5	23.8	-21.5
single	LWTI	LWTI	neg-neg	51	26.7	27.8	66.7	1.2	2.0	1.3	22.5	-21.5
pair	LWTI	RSmean	pos-neg	51	26.7	27.8	66.7	1.2	2.0	1.3	22.5	-21.5
pair	RSmean	LWTI	pos-neg	51	26.7	27.8	66.7	1.2	2.0	1.3	22.5	-21.5
pair	RSmean	MACD	neg-neg	14	7.3	27.6	71.4	1.1	2.2	2.0	26.7	-13.5
pair	MACD	RSmean	neg-neg	14	7.3	27.6	71.4	1.1	2.2	2.0	26.7	-13.5
pair	RSmean	RSIhist	neg-neg	18	9.4	27.1	66.7	1.2	2.2	2.0	22.2	-13.5
pair	RSIhist	RSmean	neg-neg	18	9.4	27.1	66.7	1.2	2.2	2.0	22.2	-13.5
pair	MACDhist	RSmean	neg-neg	19	9.9	24.2	63.2	1.1	2.0	1.8	21.8	-13.5
pair	RSmean	MACDhist	neg-neg	19	9.9	24.2	63.2	1.1	2.0	1.8	21.8	-13.5
pair	MRmean	MACD	neg-neg	61	31.9	19.9	67.2	0.8	0.9	0.6	29.2	-31.9
pair	MACD	MRmean	neg-neg	61	31.9	19.9	67.2	0.8	0.9	0.6	29.2	-31.9
pair	RSIhist	LWTI	pos-neg	31	16.2	19.7	61.3	0.9	1.7	1.4	21.2	-14.2
pair	LWTI	RSIhist	pos-neg	31	16.2	19.7	61.3	0.9	1.7	1.4	21.2	-14.2
pair	SLmean	LWTI	pos-neg	27	14.1	19.0	63.0	0.9	1.6	1.6	22.1	-11.9
pair	LWTI	SLmean	pos-neg	27	14.1	19.0	63.0	0.9	1.6	1.6	22.1	-11.9
pair	MRmean	RSI	neg-pos	24	12.6	17.0	66.7	0.9	1.5	1.3	20.2	-13.5
pair	RSI	MRmean	neg-pos	24	12.6	17.0	66.7	0.9	1.5	1.3	20.2	-13.5
pair	RSIhist	MACDhist	neg-pos	31	16.2	16.6	58.1	0.8	1.6	0.9	21.8	-19.3
pair	MACDhist	RSIhist	neg-pos	31	16.2	16.6	58.1	0.8	1.6	0.9	21.8	-19.3
pair	SLmean	RSI	pos-neg	17	8.9	16.5	58.8	0.7	1.2	1.2	25.6	-13.8
pair	RSI	SLmean	pos-neg	17	8.9	16.5	58.8	0.7	1.2	1.2	25.6	-13.8
pair	MRmean	MACDhist	neg-pos	10	5.2	15.0	60.0	0.8	1.3	2.5	18.2	-6.1
pair	MACDhist	MRmean	neg-pos	10	5.2	15.0	60.0	0.8	1.3	2.5	18.2	-6.1
pair	RSI	RSIhist	neg-pos	21	11.0	13.7	57.1	0.7	1.1	1.0	24.1	-14.0
pair	RSIhist	RSI	neg-pos	21	11.0	13.7	57.1	0.7	1.1	1.0	24.1	-14.0
pair	MACD	SLmean	neg-neg	58	30.4	12.7	63.8	0.6	0.7	0.4	28.5	-33.8
pair	SLmean	MACD	neg-neg	58	30.4	12.7	63.8	0.6	0.7	0.4	28.5	-33.8
pair	LWTI	MACDhist	pos-neg	9	4.7	12.6	55.6	0.8	2.2	2.5	15.2	-5.1
pair	MACDhist	LWTI	pos-neg	9	4.7	12.6	55.6	0.8	2.2	2.5	15.2	-5.1
pair	MACD	MACDhist	neg-neg	77	40.3	12.0	63.6	0.6	0.6	0.4	28.8	-31.9
pair	MACDhist	MACD	neg-neg	77	40.3	12.0	63.6	0.6	0.6	0.4	28.8	-31.9
pair	RSI	MACD	neg-neg	60	31.4	11.4	61.7	0.5	0.6	0.4	28.7	-31.9
pair	MACD	RSI	neg-neg	60	31.4	11.4	61.7	0.5	0.6	0.4	28.7	-31.9
pair	RSmean	LWTI	neg-pos	21	11.0	10.8	57.1	0.6	1.0	0.6	23.3	-19.7
pair	LWTI	RSmean	neg-pos	21	11.0	10.8	57.1	0.6	1.0	0.6	23.3	-19.7
single	RSmean	RSmean	neg-neg	21	11.0	10.8	57.1	0.6	1.0	0.6	23.3	-19.7
single	MRmean	MRmean	neg-neg	86	45.0	10.2	65.1	0.5	0.6	0.2	27.6	-42.4
pair	MACDhist	MRmean	neg-neg	76	39.8	9.6	65.8	0.5	0.6	0.2	28.7	-44.0
pair	MRmean	MACDhist	neg-neg	76	39.8	9.6	65.8	0.5	0.6	0.2	28.7	-44.0
pair	RSI	LWTI	pos-neg	13	6.8	8.3	61.5	0.5	0.8	0.7	18.8	-11.6
pair	LWTI	RSI	pos-neg	13	6.8	8.3	61.5	0.5	0.8	0.7	18.8	-11.6
pair	RSIhist	MACDhist	pos-neg	16	8.4	7.9	68.8	0.7	0.9	1.3	12.5	-5.9
pair	MACDhist	RSIhist	pos-neg	16	8.4	7.9	68.8	0.7	0.9	1.3	12.5	-5.9
pair	MRmean	RSI	neg-neg	62	32.5	7.7	64.5	0.4	0.5	0.2	30.2	-39.1
pair	RSI	MRmean	neg-neg	62	32.5	7.7	64.5	0.4	0.5	0.2	30.2	-39.1
pair	MACD	RSIhist	neg-neg	60	31.4	6.8	63.3	0.4	0.4	0.2	30.1	-39.6
pair	RSIhist	MACD	neg-neg	60	31.4	6.8	63.3	0.4	0.4	0.2	30.1	-39.6
pair	RSI	SLmean	neg-pos	29	15.2	6.5	58.6	0.4	0.8	0.3	19.9	-18.8
pair	SLmean	RSI	neg-pos	29	15.2	6.5	58.6	0.4	0.8	0.3	19.9	-18.8
pair	MRmean	SLmean	neg-neg	74	38.7	6.4	63.5	0.4	0.4	0.1	28.0	-47.1
pair	SLmean	MRmean	neg-neg	74	38.7	6.4	63.5	0.4	0.4	0.1	28.0	-47.1
pair	MRmean	RSmean	neg-pos	72	37.7	5.9	63.9	0.3	0.4	0.1	28.2	-42.4
pair	MACDhist	RSI	neg-pos	13	6.8	5.9	61.5	0.4	0.5	0.5	18.4	-11.4
pair	RSmean	MRmean	neg-pos	72	37.7	5.9	63.9	0.3	0.4	0.1	28.2	-42.4
pair	RSI	MACDhist	neg-pos	13	6.8	5.9	61.5	0.4	0.5	0.5	18.4	-11.4
single	MACD	MACD	neg-neg	110	57.6	5.6	58.2	0.3	0.4	0.1	26.0	-37.5
pair	RSI	RSmean	neg-pos	20	10.5	5.6	55.0	0.3	0.6	0.3	22.9	-19.7
pair	RSmean	RSI	neg-pos	20	10.5	5.6	55.0	0.3	0.6	0.3	22.9	-19.7
pair	RSIhist	MRmean	neg-neg	75	39.3	5.2	64.0	0.3	0.4	0.1	27.8	-54.4
pair	MRmean	RSIhist	neg-neg	75	39.3	5.2	64.0	0.3	0.4	0.1	27.8	-54.4
pair	MRmean	LWTI	pos-neg	20	10.5	5.1	55.0	0.4	0.8	0.4	17.5	-14.2
pair	LWTI	MRmean	pos-neg	20	10.5	5.1	55.0	0.4	0.8	0.4	17.5	-14.2
single	RSI	RSI	neg-neg	75	39.3	4.8	61.3	0.3	0.4	0.1	28.3	-39.1
pair	MACDhist	RSI	neg-neg	62	32.5	4.6	61.3	0.3	0.4	0.1	30.1	-39.8
pair	MACDhist	SLmean	neg-neg	67	35.1	4.6	62.7	0.3	0.4	0.1	28.8	-48.5
pair	SLmean	MACDhist	neg-neg	67	35.1	4.6	62.7	0.3	0.4	0.1	28.8	-48.5
pair	RSI	MACDhist	neg-neg	62	32.5	4.6	61.3	0.3	0.4	0.1	30.1	-39.8
single	MACDhist	MACDhist	neg-neg	112	58.6	4.5	60.7	0.3	0.4	0.1	26.7	-45.0
pair	MACDhist	SLmean	pos-neg	45	23.6	4.4	57.8	0.3	0.4	0.1	23.6	-33.9
pair	SLmean	MACDhist	pos-neg	45	23.6	4.4	57.8	0.3	0.4	0.1	23.6	-33.9
pair	RSI	MACDhist	pos-neg	50	26.2	4.4	60.0	0.3	0.4	0.1	22.0	-32.3
pair	MACDhist	RSI	pos-neg	50	26.2	4.4	60.0	0.3	0.4	0.1	22.0	-32.3
pair	RSIhist	MACD	neg-pos	50	26.2	4.2	52.0	0.3	0.5	0.2	20.4	-24.1
pair	MACD	RSIhist	neg-pos	50	26.2	4.2	52.0	0.3	0.5	0.2	20.4	-24.1
pair	RSIhist	SLmean	neg-neg	76	39.8	3.8	63.2	0.3	0.3	0.1	27.4	-52.3
pair	SLmean	RSIhist	neg-neg	76	39.8	3.8	63.2	0.3	0.3	0.1	27.4	-52.3
pair	RSmean	RSI	pos-neg	74	38.7	3.4	60.8	0.3	0.3	0.1	28.3	-39.1
pair	RSI	RSmean	pos-neg	74	38.7	3.4	60.8	0.3	0.3	0.1	28.3	-39.1
single	SLmean	SLmean	neg-neg	87	45.5	3.2	60.9	0.3	0.3	0.1	26.4	-48.8
pair	MACD	RSmean	pos-neg	96	50.3	2.7	56.2	0.2	0.3	0.1	26.0	-31.9
pair	RSmean	MACD	pos-neg	96	50.3	2.7	56.2	0.2	0.3	0.1	26.0	-31.9
pair	RSI	RSIhist	neg-neg	54	28.3	1.6	63.0	0.2	0.2	0.0	30.0	-46.4
pair	SLmean	RSI	neg-neg	58	30.4	1.6	62.1	0.2	0.2	0.0	29.3	-39.1
pair	RSIhist	RSI	neg-neg	54	28.3	1.6	63.0	0.2	0.2	0.0	30.0	-46.4
pair	RSI	SLmean	neg-neg	58	30.4	1.6	62.1	0.2	0.2	0.0	29.3	-39.1
single	RSIhist	RSIhist	neg-neg	97	50.8	1.4	62.9	0.2	0.2	0.0	26.4	-55.7
pair	RSI	RSIhist	pos-neg	43	22.5	1.3	62.8	0.2	0.2	0.0	21.4	-33.5
pair	RSIhist	RSI	pos-neg	43	22.5	1.3	62.8	0.2	0.2	0.0	21.4	-33.5
pair	MACDhist	RSmean	pos-neg	93	48.7	0.9	60.2	0.2	0.2	0.0	27.6	-45.0
pair	RSmean	MACDhist	pos-neg	93	48.7	0.9	60.2	0.2	0.2	0.0	27.6	-45.0
pair	RSIhist	MACDhist	neg-neg	81	42.4	0.2	61.7	0.2	0.2	0.0	28.4	-55.0
pair	MACDhist	RSIhist	neg-neg	81	42.4	0.2	61.7	0.2	0.2	0.0	28.4	-55.0
pair	RSmean	RSIhist	pos-pos	91	47.6	-0.3	50.5	0.1	0.1	-0.0	18.0	-37.4
pair	RSIhist	RSmean	pos-pos	91	47.6	-0.3	50.5	0.1	0.1	-0.0	18.0	-37.4
pair	benchmark___benchmark_		benchmark-benchmark	191	100.0	-0.6	56.0	0.1	0.1	-0.0	22.7	-53.8
pair		benchmark___benchmark_	benchmark-benchmark	191	100.0	-0.6	56.0	0.1	0.1	-0.0	22.7	-53.8
pair	RSIhist	SLmean	neg-pos	11	5.8	-0.7	45.5	0.0	0.1	-0.1	18.6	-15.2
pair	SLmean	RSIhist	neg-pos	11	5.8	-0.7	45.5	0.0	0.1	-0.1	18.6	-15.2
pair	MACD	RSI	neg-pos	50	26.2	-0.9	54.0	0.1	0.1	-0.0	22.4	-42.2
pair	RSI	MACD	neg-pos	50	26.2	-0.9	54.0	0.1	0.1	-0.0	22.4	-42.2
pair	MACDhist	SLmean	neg-pos	20	10.5	-1.2	55.0	0.0	0.0	-0.1	16.4	-10.0
pair	SLmean	MACDhist	neg-pos	20	10.5	-1.2	55.0	0.0	0.0	-0.1	16.4	-10.0
pair	SLmean	RSmean	pos-pos	98	51.3	-1.2	54.1	0.0	0.1	-0.0	19.2	-33.2
pair	RSmean	SLmean	pos-pos	98	51.3	-1.2	54.1	0.0	0.1	-0.0	19.2	-33.2
pair	SLmean	MACD	pos-neg	52	27.2	-1.7	51.9	0.0	0.1	-0.0	23.1	-40.6
pair	MACD	SLmean	pos-neg	52	27.2	-1.7	51.9	0.0	0.1	-0.0	23.1	-40.6
single	RSmean	RSmean	pos-pos	170	89.0	-1.9	55.9	0.0	0.0	-0.0	22.7	-48.6
single	RSIhist	RSIhist	pos-pos	94	49.2	-2.6	48.9	-0.1	-0.1	-0.1	18.2	-40.4
pair	SLmean	RSmean	neg-pos	72	37.7	-2.8	58.3	0.0	0.0	-0.1	26.8	-48.8
pair	RSmean	SLmean	neg-pos	72	37.7	-2.8	58.3	0.0	0.0	-0.1	26.8	-48.8
pair	RSIhist	SLmean	pos-pos	83	43.5	-2.8	49.4	-0.1	-0.1	-0.1	18.3	-38.4
pair	SLmean	RSIhist	pos-pos	83	43.5	-2.8	49.4	-0.1	-0.1	-0.1	18.3	-38.4
single	SLmean	SLmean	pos-pos	104	54.5	-3.6	51.9	-0.1	-0.1	-0.1	19.2	-33.9
pair	RSmean	RSIhist	pos-neg	79	41.4	-3.6	62.0	0.0	0.0	-0.1	27.2	-56.0
pair	RSIhist	RSmean	pos-neg	79	41.4	-3.6	62.0	0.0	0.0	-0.1	27.2	-56.0
single	RSI	RSI	pos-pos	116	60.7	-3.9	52.6	-0.1	-0.2	-0.1	18.2	-52.2
pair	RSmean	MACDhist	pos-pos	77	40.3	-5.1	50.6	-0.3	-0.4	-0.1	14.8	-36.2
pair	MACDhist	RSmean	pos-pos	77	40.3	-5.1	50.6	-0.3	-0.4	-0.1	14.8	-36.2
pair	RSI	LWTI	pos-pos	103	53.9	-5.3	51.5	-0.2	-0.3	-0.1	18.2	-56.2
pair	LWTI	RSI	pos-pos	103	53.9	-5.3	51.5	-0.2	-0.3	-0.1	18.2	-56.2
pair	SLmean	MACD	pos-pos	52	27.2	-5.5	51.9	-0.3	-0.5	-0.1	14.5	-37.1
pair	MACD	SLmean	pos-pos	52	27.2	-5.5	51.9	-0.3	-0.5	-0.1	14.5	-37.1
pair	MACDhist	MRmean	pos-neg	36	18.8	-5.5	50.0	-0.1	-0.2	-0.2	21.8	-30.9
pair	MRmean	MACDhist	pos-neg	36	18.8	-5.5	50.0	-0.1	-0.2	-0.2	21.8	-30.9
pair	MRmean	LWTI	neg-pos	55	28.8	-5.6	60.0	-0.1	-0.1	-0.1	28.4	-59.7
pair	LWTI	MRmean	neg-pos	55	28.8	-5.6	60.0	-0.1	-0.1	-0.1	28.4	-59.7
pair	RSI	RSmean	pos-pos	96	50.3	-5.8	52.1	-0.3	-0.3	-0.1	17.2	-42.6
pair	RSmean	RSI	pos-pos	96	50.3	-5.8	52.1	-0.3	-0.3	-0.1	17.2	-42.6
pair	MACD	RSI	pos-pos	66	34.6	-6.1	51.5	-0.4	-0.6	-0.1	14.3	-43.2
pair	RSI	MACD	pos-pos	66	34.6	-6.1	51.5	-0.4	-0.6	-0.1	14.3	-43.2
pair	MACD	RSIhist	pos-neg	37	19.4	-6.7	62.2	-0.3	-0.3	-0.2	19.1	-34.3
pair	RSIhist	MACD	pos-neg	37	19.4	-6.7	62.2	-0.3	-0.3	-0.2	19.1	-34.3
pair	RSIhist	SLmean	pos-neg	21	11.0	-6.7	61.9	-0.2	-0.2	-0.2	22.8	-31.1
pair	SLmean	RSIhist	pos-neg	21	11.0	-6.7	61.9	-0.2	-0.2	-0.2	22.8	-31.1
pair	RSI	RSIhist	pos-pos	73	38.2	-6.8	46.6	-0.4	-0.6	-0.2	16.1	-41.4
pair	RSIhist	RSI	pos-pos	73	38.2	-6.8	46.6	-0.4	-0.6	-0.2	16.1	-41.4
pair	LWTI	MACD	pos-pos	77	40.3	-6.8	54.5	-0.3	-0.4	-0.1	17.0	-54.2
pair	MACD	LWTI	pos-pos	77	40.3	-6.8	54.5	-0.3	-0.4	-0.1	17.0	-54.2
pair	RSIhist	LWTI	neg-pos	77	40.3	-6.9	59.7	-0.1	-0.1	-0.1	26.4	-61.0
pair	LWTI	RSIhist	neg-pos	77	40.3	-6.9	59.7	-0.1	-0.1	-0.1	26.4	-61.0
pair	MACD	MACDhist	pos-pos	46	24.1	-7.0	52.2	-0.5	-0.6	-0.3	13.7	-27.3
pair	MACDhist	MACD	pos-pos	46	24.1	-7.0	52.2	-0.5	-0.6	-0.3	13.7	-27.3
pair	RSI	SLmean	pos-pos	87	45.5	-7.1	50.6	-0.3	-0.4	-0.1	17.6	-46.0
pair	SLmean	RSI	pos-pos	87	45.5	-7.1	50.6	-0.3	-0.4	-0.1	17.6	-46.0
pair	MRmean	RSmean	pos-pos	98	51.3	-7.2	50.0	-0.3	-0.4	-0.1	17.4	-50.1
pair	RSmean	MRmean	pos-pos	98	51.3	-7.2	50.0	-0.3	-0.4	-0.1	17.4	-50.1
single	MACDhist	MACDhist	pos-pos	79	41.4	-7.3	49.4	-0.4	-0.6	-0.2	15.2	-41.8
pair	MRmean	MACD	pos-pos	56	29.3	-7.5	50.0	-0.5	-0.7	-0.2	14.1	-43.0
pair	MACD	MRmean	pos-pos	56	29.3	-7.5	50.0	-0.5	-0.7	-0.2	14.1	-43.0
pair	MACD	RSmean	pos-pos	74	38.7	-7.6	55.4	-0.4	-0.4	-0.1	17.5	-54.1
pair	RSmean	MACD	pos-pos	74	38.7	-7.6	55.4	-0.4	-0.4	-0.1	17.5	-54.1
pair	LWTI	SLmean	neg-pos	63	33.0	-7.7	57.1	-0.1	-0.2	-0.1	27.0	-67.1
pair	SLmean	LWTI	neg-pos	63	33.0	-7.7	57.1	-0.1	-0.2	-0.1	27.0	-67.1
pair	MACD	MACDhist	neg-pos	33	17.3	-7.8	45.5	-0.4	-0.6	-0.3	17.3	-22.9
pair	MACDhist	MACD	neg-pos	33	17.3	-7.8	45.5	-0.4	-0.6	-0.3	17.3	-22.9
pair	MRmean	SLmean	pos-pos	92	48.2	-7.9	48.9	-0.4	-0.5	-0.1	17.9	-51.0
pair	MRmean	RSI	pos-neg	13	6.8	-7.9	46.2	-0.4	-0.6	-0.4	17.3	-20.2
pair	RSI	MRmean	pos-neg	13	6.8	-7.9	46.2	-0.4	-0.6	-0.4	17.3	-20.2
pair	SLmean	MRmean	pos-pos	92	48.2	-7.9	48.9	-0.4	-0.5	-0.1	17.9	-51.0
pair	MRmean	RSIhist	pos-pos	83	43.5	-8.1	45.8	-0.4	-0.7	-0.2	16.4	-49.9
pair	RSIhist	MRmean	pos-pos	83	43.5	-8.1	45.8	-0.4	-0.7	-0.2	16.4	-49.9
single	MACD	MACD	pos-pos	81	42.4	-8.4	53.1	-0.4	-0.5	-0.1	17.0	-56.8
single	MRmean	MRmean	pos-pos	105	55.0	-8.6	48.6	-0.4	-0.6	-0.1	17.4	-58.0
pair	RSI	MRmean	pos-pos	92	48.2	-8.7	48.9	-0.4	-0.5	-0.2	17.5	-54.1
pair	MRmean	RSI	pos-pos	92	48.2	-8.7	48.9	-0.4	-0.5	-0.2	17.5	-54.1
pair	MACDhist	LWTI	neg-pos	70	36.6	-8.9	55.7	-0.2	-0.2	-0.1	27.7	-64.2
pair	LWTI	MACDhist	neg-pos	70	36.6	-8.9	55.7	-0.2	-0.2	-0.1	27.7	-64.2
single	LWTI	LWTI	pos-pos	140	73.3	-9.2	52.1	-0.3	-0.4	-0.1	22.3	-80.5
pair	SLmean	MACDhist	pos-pos	59	30.9	-9.3	47.5	-0.6	-0.8	-0.2	14.9	-40.7
pair	MACDhist	SLmean	pos-pos	59	30.9	-9.3	47.5	-0.6	-0.8	-0.2	14.9	-40.7
pair	MACDhist	LWTI	pos-pos	70	36.6	-9.6	48.6	-0.6	-0.8	-0.2	15.2	-46.8
pair	LWTI	MACDhist	pos-pos	70	36.6	-9.6	48.6	-0.6	-0.8	-0.2	15.2	-46.8
pair	MACDhist	RSI	pos-pos	66	34.6	-9.7	47.0	-0.6	-0.9	-0.2	14.5	-45.3
pair	RSI	MACDhist	pos-pos	66	34.6	-9.7	47.0	-0.6	-0.9	-0.2	14.5	-45.3
pair	MRmean	MACD	pos-neg	49	25.7	-9.8	46.9	-0.4	-0.5	-0.2	20.6	-39.6
pair	MACD	MRmean	pos-neg	49	25.7	-9.8	46.9	-0.4	-0.5	-0.2	20.6	-39.6
pair	MACD	RSIhist	pos-pos	44	23.0	-9.8	45.5	-0.6	-0.9	-0.2	15.3	-40.7
pair	RSIhist	MACD	pos-pos	44	23.0	-9.8	45.5	-0.6	-0.9	-0.2	15.3	-40.7
pair	MACDhist	MACD	pos-neg	35	18.3	-10.2	54.3	-0.4	-0.5	-0.2	20.8	-40.6
pair	MACD	MACDhist	pos-neg	35	18.3	-10.2	54.3	-0.4	-0.5	-0.2	20.8	-40.6
pair	MRmean	MACDhist	pos-pos	69	36.1	-10.2	47.8	-0.7	-0.9	-0.2	14.7	-48.2
pair	MACDhist	MRmean	pos-pos	69	36.1	-10.2	47.8	-0.7	-0.9	-0.2	14.7	-48.2
pair	MRmean	MACD	neg-pos	25	13.1	-10.3	60.0	-0.4	-0.4	-0.3	22.5	-34.4
pair	MACD	MRmean	neg-pos	25	13.1	-10.3	60.0	-0.4	-0.4	-0.3	22.5	-34.4
pair	RSIhist	MRmean	pos-neg	22	11.5	-10.3	59.1	-0.4	-0.3	-0.4	21.2	-28.0
pair	MRmean	RSIhist	pos-neg	22	11.5	-10.3	59.1	-0.4	-0.3	-0.4	21.2	-28.0
pair	LWTI	SLmean	pos-pos	77	40.3	-10.5	48.1	-0.5	-0.6	-0.2	17.7	-54.7
pair	SLmean	LWTI	pos-pos	77	40.3	-10.5	48.1	-0.5	-0.6	-0.2	17.7	-54.7
pair	RSIhist	MACDhist	pos-pos	63	33.0	-10.8	44.4	-0.7	-0.9	-0.2	15.7	-47.4
pair	MACDhist	RSIhist	pos-pos	63	33.0	-10.8	44.4	-0.7	-0.9	-0.2	15.7	-47.4
pair	LWTI	MRmean	pos-pos	85	44.5	-11.6	47.1	-0.6	-0.7	-0.2	17.3	-61.3
pair	MRmean	LWTI	pos-pos	85	44.5	-11.6	47.1	-0.6	-0.7	-0.2	17.3	-61.3
pair	LWTI	RSIhist	pos-pos	63	33.0	-12.0	42.9	-0.7	-1.1	-0.2	15.9	-53.9
pair	RSIhist	LWTI	pos-pos	63	33.0	-12.0	42.9	-0.7	-1.1	-0.2	15.9	-53.9
pair	MACD	LWTI	neg-pos	63	33.0	-12.2	49.2	-0.3	-0.4	-0.2	27.6	-67.5
pair	LWTI	MACD	neg-pos	63	33.0	-12.2	49.2	-0.3	-0.4	-0.2	27.6	-67.5
pair	LWTI	RSmean	pos-pos	119	62.3	-12.4	51.3	-0.5	-0.5	-0.2	22.1	-76.8
pair	RSmean	LWTI	pos-pos	119	62.3	-12.4	51.3	-0.5	-0.5	-0.2	22.1	-76.8
pair	SLmean	MRmean	pos-neg	13	6.8	-13.3	46.2	-1.0	-1.8	-0.7	13.1	-18.7
pair	MRmean	SLmean	pos-neg	13	6.8	-13.3	46.2	-1.0	-1.8	-0.7	13.1	-18.7
pair	MACD	SLmean	neg-pos	29	15.2	-13.3	55.2	-0.6	-0.6	-0.3	21.0	-38.6
pair	SLmean	MACD	neg-pos	29	15.2	-13.3	55.2	-0.6	-0.6	-0.3	21.0	-38.6
pair	MACD	RSmean	neg-pos	7	3.7	-16.5	28.6	-1.5	-3.1	-2.2	11.4	-7.4
pair	RSmean	MACD	neg-pos	7	3.7	-16.5	28.6	-1.5	-3.1	-2.2	11.4	-7.4
pair	MACD	RSI	pos-neg	15	7.9	-17.7	60.0	-0.6	-0.7	-1.0	26.3	-18.3
pair	RSI	MACD	pos-neg	15	7.9	-17.7	60.0	-0.6	-0.7	-1.0	26.3	-18.3
pair	LWTI	RSI	neg-pos	37	19.4	-19.3	54.1	-0.5	-0.6	-0.3	31.2	-62.1
pair	RSI	LWTI	neg-pos	37	19.4	-19.3	54.1	-0.5	-0.6	-0.3	31.2	-62.1
pair	MRmean	RSmean	pos-neg	7	3.7	-25.6	28.6	-1.7	-2.1	-1.3	16.4	-20.4
pair	RSmean	MRmean	pos-neg	7	3.7	-25.6	28.6	-1.7	-2.1	-1.3	16.4	-20.4
pair	MACD	LWTI	pos-neg	4	2.1	-34.2	25.0	-2.4	-2.8	-4.4	16.6	-7.8
pair	LWTI	MACD	pos-neg	4	2.1	-34.2	25.0	-2.4	-2.8	-4.4	16.6	-7.8
pair	SLmean	RSmean	pos-neg	6	3.1	-36.0	16.7	-2.8	-3.3	-2.0	15.1	-17.7
pair	RSmean	SLmean	pos-neg	6	3.1	-36.0	16.7	-2.8	-3.3	-2.0	15.1	-17.7
pair	RSIhist	RSmean	neg-pos	3	1.6	-51.5	0.0	-4.3	-4.3	-3.4	16.0	-15.1
pair	RSmean	RSIhist	neg-pos	3	1.6	-51.5	0.0	-4.3	-4.3	-3.4	16.0	-15.1
pair	MACDhist	RSmean	neg-pos	2	1.0	-62.5	0.0	-6.4	-6.4	-12.9	14.5	-4.8
pair	RSmean	MACDhist	neg-pos	2	1.0	-62.5	0.0	-6.4	-6.4	-12.9	14.5	-4.8

All Contingency Tables for EIDO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -7.9% \| Win 49% Sharpe -0.37 \| Sortino -0.46 \| Calmar -0.2 Vol 18% \| MDD -51.0% Months 92M (48%)	CAGR -13.3% \| Win 46% Sharpe -1.02 \| Sortino -1.80 \| Calmar -0.7 Vol 13% \| MDD -18.7% Months 13M (7%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 36.6% \| Win 75% Sharpe 1.35 \| Sortino 1.75 \| Calmar 3.1 Vol 26% \| MDD -11.9% Months 12M (6%)	CAGR 6.4% \| Win 64% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -47.1% Months 74M (39%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
SLmean only	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -7.2% \| Win 50% Sharpe -0.34 \| Sortino -0.44 \| Calmar -0.1 Vol 17% \| MDD -50.1% Months 98M (51%)	CAGR -25.6% \| Win 29% Sharpe -1.71 \| Sortino -2.11 \| Calmar -1.3 Vol 16% \| MDD -20.4% Months 7M (4%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 5.9% \| Win 64% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.1 Vol 28% \| MDD -42.4% Months 72M (38%)	CAGR 35.2% \| Win 71% Sharpe 1.36 \| Sortino 2.80 \| Calmar 2.6 Vol 24% \| MDD -13.5% Months 14M (7%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
RSmean only	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -7.5% \| Win 50% Sharpe -0.48 \| Sortino -0.70 \| Calmar -0.2 Vol 14% \| MDD -43.0% Months 56M (29%)	CAGR -9.8% \| Win 47% Sharpe -0.40 \| Sortino -0.49 \| Calmar -0.2 Vol 21% \| MDD -39.6% Months 49M (26%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR -10.3% \| Win 60% Sharpe -0.36 \| Sortino -0.40 \| Calmar -0.3 Vol 22% \| MDD -34.4% Months 25M (13%)	CAGR 19.9% \| Win 67% Sharpe 0.78 \| Sortino 0.92 \| Calmar 0.6 Vol 29% \| MDD -31.9% Months 61M (32%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
MACD only	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -8.7% \| Win 49% Sharpe -0.43 \| Sortino -0.54 \| Calmar -0.2 Vol 18% \| MDD -54.1% Months 92M (48%)	CAGR -7.9% \| Win 46% Sharpe -0.39 \| Sortino -0.59 \| Calmar -0.4 Vol 17% \| MDD -20.2% Months 13M (7%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 17.0% \| Win 67% Sharpe 0.88 \| Sortino 1.46 \| Calmar 1.3 Vol 20% \| MDD -13.5% Months 24M (13%)	CAGR 7.7% \| Win 64% Sharpe 0.41 \| Sortino 0.48 \| Calmar 0.2 Vol 30% \| MDD -39.1% Months 62M (32%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
RSI only	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.2% \| Win 48% Sharpe -0.65 \| Sortino -0.90 \| Calmar -0.2 Vol 15% \| MDD -48.2% Months 69M (36%)	CAGR -5.5% \| Win 50% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.2 Vol 22% \| MDD -30.9% Months 36M (19%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 15.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 2.4 Vol 18% \| MDD -6.1% Months 10M (5%)	CAGR 9.6% \| Win 66% Sharpe 0.47 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -44.0% Months 76M (40%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -8.1% \| Win 46% Sharpe -0.44 \| Sortino -0.70 \| Calmar -0.2 Vol 16% \| MDD -49.9% Months 83M (44%)	CAGR -10.3% \| Win 59% Sharpe -0.40 \| Sortino -0.35 \| Calmar -0.4 Vol 21% \| MDD -28.0% Months 22M (12%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 51.6% \| Win 73% Sharpe 1.74 \| Sortino 1.97 \| Calmar 4.3 Vol 26% \| MDD -11.9% Months 11M (6%)	CAGR 5.2% \| Win 64% Sharpe 0.33 \| Sortino 0.39 \| Calmar 0.1 Vol 28% \| MDD -54.4% Months 75M (39%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -11.6% \| Win 47% Sharpe -0.62 \| Sortino -0.74 \| Calmar -0.2 Vol 17% \| MDD -61.3% Months 85M (44%)	CAGR 5.1% \| Win 55% Sharpe 0.37 \| Sortino 0.80 \| Calmar 0.4 Vol 18% \| MDD -14.2% Months 20M (10%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR -5.6% \| Win 60% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -59.7% Months 55M (29%)	CAGR 45.0% \| Win 74% Sharpe 1.65 \| Sortino 2.27 \| Calmar 2.1 Vol 25% \| MDD -21.5% Months 31M (16%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -1.2% \| Win 54% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 19% \| MDD -33.2% Months 98M (51%)	CAGR -36.0% \| Win 17% Sharpe -2.84 \| Sortino -3.27 \| Calmar -2.0 Vol 15% \| MDD -17.7% Months 6M (3%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR -2.8% \| Win 58% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.1 Vol 27% \| MDD -48.8% Months 72M (38%)	CAGR 37.9% \| Win 73% Sharpe 1.51 \| Sortino 2.71 \| Calmar 2.8 Vol 23% \| MDD -13.5% Months 15M (8%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
RSmean only	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -5.5% \| Win 52% Sharpe -0.32 \| Sortino -0.46 \| Calmar -0.1 Vol 14% \| MDD -37.1% Months 52M (27%)	CAGR -1.7% \| Win 52% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 23% \| MDD -40.6% Months 52M (27%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR -13.3% \| Win 55% Sharpe -0.57 \| Sortino -0.64 \| Calmar -0.3 Vol 21% \| MDD -38.6% Months 29M (15%)	CAGR 12.7% \| Win 64% Sharpe 0.57 \| Sortino 0.68 \| Calmar 0.4 Vol 28% \| MDD -33.8% Months 58M (30%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
MACD only	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -7.1% \| Win 51% Sharpe -0.33 \| Sortino -0.40 \| Calmar -0.2 Vol 18% \| MDD -46.0% Months 87M (46%)	CAGR 16.5% \| Win 59% Sharpe 0.72 \| Sortino 1.16 \| Calmar 1.2 Vol 26% \| MDD -13.8% Months 17M (9%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR 6.5% \| Win 59% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.3 Vol 20% \| MDD -18.8% Months 29M (15%)	CAGR 1.6% \| Win 62% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -39.1% Months 58M (30%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
RSI only	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -9.3% \| Win 48% Sharpe -0.58 \| Sortino -0.78 \| Calmar -0.2 Vol 15% \| MDD -40.7% Months 59M (31%)	CAGR 4.4% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 24% \| MDD -33.9% Months 45M (24%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR -1.2% \| Win 55% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 16% \| MDD -10.0% Months 20M (10%)	CAGR 4.6% \| Win 63% Sharpe 0.31 \| Sortino 0.37 \| Calmar 0.1 Vol 29% \| MDD -48.5% Months 67M (35%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -2.8% \| Win 49% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 18% \| MDD -38.4% Months 83M (44%)	CAGR -6.7% \| Win 62% Sharpe -0.18 \| Sortino -0.16 \| Calmar -0.2 Vol 23% \| MDD -31.1% Months 21M (11%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR -0.7% \| Win 46% Sharpe 0.04 \| Sortino 0.09 \| Calmar -0.0 Vol 19% \| MDD -15.2% Months 11M (6%)	CAGR 3.8% \| Win 63% Sharpe 0.28 \| Sortino 0.33 \| Calmar 0.1 Vol 27% \| MDD -52.3% Months 76M (40%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -10.5% \| Win 48% Sharpe -0.53 \| Sortino -0.63 \| Calmar -0.2 Vol 18% \| MDD -54.7% Months 77M (40%)	CAGR 19.0% \| Win 63% Sharpe 0.90 \| Sortino 1.62 \| Calmar 1.6 Vol 22% \| MDD -11.9% Months 27M (14%)	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)
SLmean neg	CAGR -7.7% \| Win 57% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.1 Vol 27% \| MDD -67.1% Months 63M (33%)	CAGR 38.5% \| Win 71% Sharpe 1.53 \| Sortino 2.19 \| Calmar 1.8 Vol 23% \| MDD -21.5% Months 24M (13%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -7.6% \| Win 55% Sharpe -0.36 \| Sortino -0.43 \| Calmar -0.1 Vol 18% \| MDD -54.1% Months 74M (39%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.29 \| Calmar 0.1 Vol 26% \| MDD -31.9% Months 96M (50%)	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)
RSmean neg	CAGR -16.5% \| Win 29% Sharpe -1.52 \| Sortino -3.08 \| Calmar -2.2 Vol 11% \| MDD -7.4% Months 7M (4%)	CAGR 27.6% \| Win 71% Sharpe 1.05 \| Sortino 2.17 \| Calmar 2.0 Vol 27% \| MDD -13.5% Months 14M (7%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)
MACD only	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -5.8% \| Win 52% Sharpe -0.26 \| Sortino -0.32 \| Calmar -0.1 Vol 17% \| MDD -42.6% Months 96M (50%)	CAGR 3.4% \| Win 61% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 74M (39%)	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)
RSmean neg	CAGR 5.6% \| Win 55% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.3 Vol 23% \| MDD -19.7% Months 20M (10%)	CAGR 191.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)
RSI only	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -5.1% \| Win 51% Sharpe -0.28 \| Sortino -0.41 \| Calmar -0.1 Vol 15% \| MDD -36.2% Months 77M (40%)	CAGR 0.9% \| Win 60% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.0 Vol 28% \| MDD -45.0% Months 93M (49%)	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)
RSmean neg	CAGR -62.5% \| Win 0% Sharpe -6.44 \| Sortino -6.44 \| Calmar -12.9 Vol 14% \| MDD -4.8% Months 2M (1%)	CAGR 24.2% \| Win 63% Sharpe 1.10 \| Sortino 2.03 \| Calmar 1.8 Vol 22% \| MDD -13.5% Months 19M (10%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -0.3% \| Win 50% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.0 Vol 18% \| MDD -37.4% Months 91M (48%)	CAGR -3.6% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 27% \| MDD -56.0% Months 79M (41%)	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)
RSmean neg	CAGR -51.5% \| Win 0% Sharpe -4.34 \| Sortino -4.34 \| Calmar -3.4 Vol 16% \| MDD -15.1% Months 3M (2%)	CAGR 27.1% \| Win 67% Sharpe 1.20 \| Sortino 2.21 \| Calmar 2.0 Vol 22% \| MDD -13.5% Months 18M (9%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -12.4% \| Win 51% Sharpe -0.48 \| Sortino -0.52 \| Calmar -0.2 Vol 22% \| MDD -76.8% Months 119M (62%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)
RSmean neg	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)	-	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -6.1% \| Win 52% Sharpe -0.37 \| Sortino -0.55 \| Calmar -0.1 Vol 14% \| MDD -43.2% Months 66M (35%)	CAGR -17.7% \| Win 60% Sharpe -0.60 \| Sortino -0.66 \| Calmar -1.0 Vol 26% \| MDD -18.3% Months 15M (8%)	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)
MACD neg	CAGR -0.9% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 22% \| MDD -42.2% Months 50M (26%)	CAGR 11.4% \| Win 62% Sharpe 0.53 \| Sortino 0.64 \| Calmar 0.4 Vol 29% \| MDD -31.9% Months 60M (31%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)
RSI only	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -7.0% \| Win 52% Sharpe -0.46 \| Sortino -0.60 \| Calmar -0.3 Vol 14% \| MDD -27.3% Months 46M (24%)	CAGR -10.2% \| Win 54% Sharpe -0.41 \| Sortino -0.49 \| Calmar -0.3 Vol 21% \| MDD -40.6% Months 35M (18%)	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)
MACD neg	CAGR -7.8% \| Win 46% Sharpe -0.38 \| Sortino -0.59 \| Calmar -0.3 Vol 17% \| MDD -22.9% Months 33M (17%)	CAGR 12.0% \| Win 64% Sharpe 0.55 \| Sortino 0.64 \| Calmar 0.4 Vol 29% \| MDD -31.9% Months 77M (40%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -9.8% \| Win 46% Sharpe -0.60 \| Sortino -0.86 \| Calmar -0.2 Vol 15% \| MDD -40.7% Months 44M (23%)	CAGR -6.7% \| Win 62% Sharpe -0.26 \| Sortino -0.28 \| Calmar -0.2 Vol 19% \| MDD -34.3% Months 37M (19%)	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)
MACD neg	CAGR 4.2% \| Win 52% Sharpe 0.30 \| Sortino 0.53 \| Calmar 0.2 Vol 20% \| MDD -24.1% Months 50M (26%)	CAGR 6.8% \| Win 63% Sharpe 0.38 \| Sortino 0.43 \| Calmar 0.2 Vol 30% \| MDD -39.6% Months 60M (31%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -6.8% \| Win 55% Sharpe -0.32 \| Sortino -0.39 \| Calmar -0.1 Vol 17% \| MDD -54.2% Months 77M (40%)	CAGR -34.2% \| Win 25% Sharpe -2.40 \| Sortino -2.75 \| Calmar -4.4 Vol 17% \| MDD -7.8% Months 4M (2%)	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)
MACD neg	CAGR -12.2% \| Win 49% Sharpe -0.32 \| Sortino -0.38 \| Calmar -0.2 Vol 28% \| MDD -67.5% Months 63M (33%)	CAGR 35.2% \| Win 70% Sharpe 1.48 \| Sortino 2.37 \| Calmar 1.6 Vol 22% \| MDD -21.5% Months 47M (25%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -9.7% \| Win 47% Sharpe -0.63 \| Sortino -0.89 \| Calmar -0.2 Vol 14% \| MDD -45.3% Months 66M (35%)	CAGR 4.4% \| Win 60% Sharpe 0.31 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -32.3% Months 50M (26%)	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)
RSI neg	CAGR 5.9% \| Win 62% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.5 Vol 18% \| MDD -11.4% Months 13M (7%)	CAGR 4.6% \| Win 61% Sharpe 0.31 \| Sortino 0.38 \| Calmar 0.1 Vol 30% \| MDD -39.8% Months 62M (32%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -6.8% \| Win 47% Sharpe -0.36 \| Sortino -0.56 \| Calmar -0.2 Vol 16% \| MDD -41.4% Months 73M (38%)	CAGR 1.3% \| Win 63% Sharpe 0.17 \| Sortino 0.19 \| Calmar 0.0 Vol 21% \| MDD -33.5% Months 43M (22%)	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)
RSI neg	CAGR 13.7% \| Win 57% Sharpe 0.65 \| Sortino 1.10 \| Calmar 1.0 Vol 24% \| MDD -14.0% Months 21M (11%)	CAGR 1.6% \| Win 63% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.0 Vol 30% \| MDD -46.4% Months 54M (28%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -5.3% \| Win 52% Sharpe -0.21 \| Sortino -0.27 \| Calmar -0.1 Vol 18% \| MDD -56.2% Months 103M (54%)	CAGR 8.3% \| Win 62% Sharpe 0.51 \| Sortino 0.80 \| Calmar 0.7 Vol 19% \| MDD -11.6% Months 13M (7%)	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)
RSI neg	CAGR -19.3% \| Win 54% Sharpe -0.51 \| Sortino -0.59 \| Calmar -0.3 Vol 31% \| MDD -62.1% Months 37M (19%)	CAGR 35.3% \| Win 68% Sharpe 1.41 \| Sortino 2.28 \| Calmar 1.6 Vol 24% \| MDD -21.5% Months 38M (20%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -10.8% \| Win 44% Sharpe -0.65 \| Sortino -0.93 \| Calmar -0.2 Vol 16% \| MDD -47.4% Months 63M (33%)	CAGR 7.9% \| Win 69% Sharpe 0.67 \| Sortino 0.92 \| Calmar 1.3 Vol 12% \| MDD -5.9% Months 16M (8%)	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)
MACDhist neg	CAGR 16.6% \| Win 58% Sharpe 0.81 \| Sortino 1.55 \| Calmar 0.9 Vol 22% \| MDD -19.3% Months 31M (16%)	CAGR 0.2% \| Win 62% Sharpe 0.16 \| Sortino 0.18 \| Calmar 0.0 Vol 28% \| MDD -55.0% Months 81M (42%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)
RSIhist only	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -9.6% \| Win 49% Sharpe -0.59 \| Sortino -0.81 \| Calmar -0.2 Vol 15% \| MDD -46.8% Months 70M (37%)	CAGR 12.6% \| Win 56% Sharpe 0.85 \| Sortino 2.21 \| Calmar 2.5 Vol 15% \| MDD -5.1% Months 9M (5%)	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)
MACDhist neg	CAGR -8.9% \| Win 56% Sharpe -0.18 \| Sortino -0.21 \| Calmar -0.1 Vol 28% \| MDD -64.2% Months 70M (37%)	CAGR 31.3% \| Win 69% Sharpe 1.27 \| Sortino 2.10 \| Calmar 1.5 Vol 24% \| MDD -21.5% Months 42M (22%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -12.0% \| Win 43% Sharpe -0.72 \| Sortino -1.06 \| Calmar -0.2 Vol 16% \| MDD -53.9% Months 63M (33%)	CAGR 19.7% \| Win 61% Sharpe 0.95 \| Sortino 1.69 \| Calmar 1.4 Vol 21% \| MDD -14.2% Months 31M (16%)	CAGR -2.6% \| Win 49% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 18% \| MDD -40.4% Months 94M (49%)
RSIhist neg	CAGR -6.9% \| Win 60% Sharpe -0.13 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -61.0% Months 77M (40%)	CAGR 41.4% \| Win 75% Sharpe 1.55 \| Sortino 2.34 \| Calmar 1.9 Vol 25% \| MDD -21.5% Months 20M (10%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -55.7% Months 97M (51%)
LWTI only	CAGR -9.2% \| Win 52% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.1 Vol 22% \| MDD -80.5% Months 140M (73%)	CAGR 27.8% \| Win 67% Sharpe 1.21 \| Sortino 2.01 \| Calmar 1.3 Vol 22% \| MDD -21.5% Months 51M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -7.9% \| Win 49% Sharpe -0.37 \| Sortino -0.46 \| Calmar -0.2 Vol 18% \| MDD -51.0% Months 92M (48%)	CAGR -13.3% \| Win 46% Sharpe -1.02 \| Sortino -1.80 \| Calmar -0.7 Vol 13% \| MDD -18.7% Months 13M (7%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 36.6% \| Win 75% Sharpe 1.35 \| Sortino 1.75 \| Calmar 3.1 Vol 26% \| MDD -11.9% Months 12M (6%)	CAGR 6.4% \| Win 64% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -47.1% Months 74M (39%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
SLmean only	CAGR -3.6% \| Win 52% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 19% \| MDD -33.9% Months 104M (54%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 26% \| MDD -48.8% Months 87M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -7.2% \| Win 50% Sharpe -0.34 \| Sortino -0.44 \| Calmar -0.1 Vol 17% \| MDD -50.1% Months 98M (51%)	CAGR -25.6% \| Win 29% Sharpe -1.71 \| Sortino -2.11 \| Calmar -1.3 Vol 16% \| MDD -20.4% Months 7M (4%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 5.9% \| Win 64% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.1 Vol 28% \| MDD -42.4% Months 72M (38%)	CAGR 35.2% \| Win 71% Sharpe 1.36 \| Sortino 2.80 \| Calmar 2.6 Vol 24% \| MDD -13.5% Months 14M (7%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
RSmean only	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -48.6% Months 170M (89%)	CAGR 10.8% \| Win 57% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.5 Vol 23% \| MDD -19.7% Months 21M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -7.5% \| Win 50% Sharpe -0.48 \| Sortino -0.70 \| Calmar -0.2 Vol 14% \| MDD -43.0% Months 56M (29%)	CAGR -9.8% \| Win 47% Sharpe -0.40 \| Sortino -0.49 \| Calmar -0.2 Vol 21% \| MDD -39.6% Months 49M (26%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR -10.3% \| Win 60% Sharpe -0.36 \| Sortino -0.40 \| Calmar -0.3 Vol 22% \| MDD -34.4% Months 25M (13%)	CAGR 19.9% \| Win 67% Sharpe 0.78 \| Sortino 0.92 \| Calmar 0.6 Vol 29% \| MDD -31.9% Months 61M (32%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
MACD only	CAGR -8.4% \| Win 53% Sharpe -0.42 \| Sortino -0.52 \| Calmar -0.1 Vol 17% \| MDD -56.8% Months 81M (42%)	CAGR 5.6% \| Win 58% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -37.5% Months 110M (58%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -8.7% \| Win 49% Sharpe -0.43 \| Sortino -0.54 \| Calmar -0.2 Vol 18% \| MDD -54.1% Months 92M (48%)	CAGR -7.9% \| Win 46% Sharpe -0.39 \| Sortino -0.59 \| Calmar -0.4 Vol 17% \| MDD -20.2% Months 13M (7%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 17.0% \| Win 67% Sharpe 0.88 \| Sortino 1.46 \| Calmar 1.3 Vol 20% \| MDD -13.5% Months 24M (13%)	CAGR 7.7% \| Win 64% Sharpe 0.41 \| Sortino 0.48 \| Calmar 0.2 Vol 30% \| MDD -39.1% Months 62M (32%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
RSI only	CAGR -3.9% \| Win 53% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 18% \| MDD -52.2% Months 116M (61%)	CAGR 4.8% \| Win 61% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -39.1% Months 75M (39%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.2% \| Win 48% Sharpe -0.65 \| Sortino -0.90 \| Calmar -0.2 Vol 15% \| MDD -48.2% Months 69M (36%)	CAGR -5.5% \| Win 50% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.2 Vol 22% \| MDD -30.9% Months 36M (19%)	CAGR -8.6% \| Win 49% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.1 Vol 17% \| MDD -58.0% Months 105M (55%)
MRmean neg	CAGR 15.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 2.4 Vol 18% \| MDD -6.1% Months 10M (5%)	CAGR 9.6% \| Win 66% Sharpe 0.47 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -44.0% Months 76M (40%)	CAGR 10.2% \| Win 65% Sharpe 0.50 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -42.4% Months 86M (45%)
MACDhist only	CAGR -7.3% \| Win 49% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 15% \| MDD -41.8% Months 79M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -45.0% Months 112M (59%)