EIRL - iShares MSCI Ireland ETF

Signal Pair Analysis

MACD-MACDhist

Best Pair

140.7%

Best CAGR

Total Months

16.1%

Avg CAGR

EIRL 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 EIRL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACD	MACDhist	neg-pos	3	1.6	140.7	100.0	3.9	0.0	0.0	24.0	0.0
pair	MACDhist	MACD	neg-pos	3	1.6	140.7	100.0	3.9	0.0	0.0	24.0	0.0
pair	MACDhist	LWTI	pos-neg	3	1.6	140.7	100.0	3.9	0.0	0.0	24.0	0.0
pair	LWTI	MACDhist	pos-neg	3	1.6	140.7	100.0	3.9	0.0	0.0	24.0	0.0
pair	RSI	RSmean	neg-neg	5	2.6	88.6	80.0	3.2	0.0	0.0	21.1	0.0
pair	RSmean	RSI	neg-neg	5	2.6	88.6	80.0	3.2	0.0	0.0	21.1	0.0
pair	RSI	RSIhist	neg-pos	4	2.1	77.0	75.0	2.6	0.0	47.7	23.1	-1.6
pair	RSIhist	RSI	neg-pos	4	2.1	77.0	75.0	2.6	0.0	47.7	23.1	-1.6
pair	RSI	MRmean	pos-neg	3	1.6	73.9	66.7	2.1	0.0	45.8	28.2	-1.6
pair	MRmean	RSI	pos-neg	3	1.6	73.9	66.7	2.1	0.0	45.8	28.2	-1.6
pair	SLmean	RSI	pos-neg	9	4.7	62.1	77.8	2.5	7.1	38.5	20.3	-1.6
pair	RSI	SLmean	pos-neg	9	4.7	62.1	77.8	2.5	7.1	38.5	20.3	-1.6
pair	RSIhist	RSmean	neg-pos	5	2.6	61.6	60.0	2.1	66.2	21.4	24.5	-2.9
pair	RSmean	RSIhist	neg-pos	5	2.6	61.6	60.0	2.1	66.2	21.4	24.5	-2.9
pair	LWTI	RSmean	neg-neg	2	1.0	60.5	100.0	7.5	0.0	0.0	6.4	0.0
pair	RSmean	LWTI	neg-neg	2	1.0	60.5	100.0	7.5	0.0	0.0	6.4	0.0
pair	MACD	RSI	neg-neg	24	12.6	49.8	66.7	1.8	3.2	3.6	23.8	-13.8
pair	RSI	MACD	neg-neg	24	12.6	49.8	66.7	1.8	3.2	3.6	23.8	-13.8
pair	MACD	LWTI	neg-neg	14	7.3	48.0	57.1	1.6	2.8	3.5	27.0	-13.8
pair	LWTI	MACD	neg-neg	14	7.3	48.0	57.1	1.6	2.8	3.5	27.0	-13.8
pair	SLmean	LWTI	pos-neg	22	11.5	42.9	68.2	2.0	8.0	6.0	18.4	-7.2
pair	LWTI	SLmean	pos-neg	22	11.5	42.9	68.2	2.0	8.0	6.0	18.4	-7.2
pair	MRmean	SLmean	neg-pos	9	4.7	38.6	77.8	2.1	8.3	13.5	16.4	-2.9
pair	SLmean	MRmean	neg-pos	9	4.7	38.6	77.8	2.1	8.3	13.5	16.4	-2.9
pair	MACD	SLmean	pos-neg	18	9.4	36.6	55.6	1.4	2.8	2.9	25.2	-12.5
pair	SLmean	MACD	pos-neg	18	9.4	36.6	55.6	1.4	2.8	2.9	25.2	-12.5
pair	RSI	LWTI	pos-neg	18	9.4	34.7	61.1	1.7	6.7	4.8	18.4	-7.2
pair	LWTI	RSI	pos-neg	18	9.4	34.7	61.1	1.7	6.7	4.8	18.4	-7.2
pair	MRmean	LWTI	pos-neg	17	8.9	33.8	58.8	1.6	6.6	4.7	19.5	-7.2
pair	LWTI	MRmean	pos-neg	17	8.9	33.8	58.8	1.6	6.6	4.7	19.5	-7.2
pair	MRmean	RSIhist	neg-pos	4	2.1	33.1	50.0	1.3	40.1	11.5	23.9	-2.9
pair	RSIhist	MRmean	neg-pos	4	2.1	33.1	50.0	1.3	40.1	11.5	23.9	-2.9
pair	LWTI	RSIhist	pos-neg	17	8.9	32.7	58.8	1.6	6.5	4.5	19.3	-7.2
pair	RSIhist	LWTI	pos-neg	17	8.9	32.7	58.8	1.6	6.5	4.5	19.3	-7.2
single	LWTI	LWTI	neg-neg	35	18.3	32.3	65.7	1.4	2.0	1.5	22.4	-21.2
pair	RSI	MACDhist	neg-neg	39	20.4	32.2	69.2	1.4	2.0	1.5	22.6	-21.6
pair	MACDhist	RSI	neg-neg	39	20.4	32.2	69.2	1.4	2.0	1.5	22.6	-21.6
pair	LWTI	RSIhist	neg-neg	18	9.4	31.9	72.2	1.2	1.4	1.5	25.6	-21.2
pair	RSIhist	LWTI	neg-neg	18	9.4	31.9	72.2	1.2	1.4	1.5	25.6	-21.2
pair	LWTI	MRmean	neg-neg	18	9.4	30.9	72.2	1.2	1.4	1.5	25.5	-21.2
pair	MRmean	LWTI	neg-neg	18	9.4	30.9	72.2	1.2	1.4	1.5	25.5	-21.2
pair	LWTI	RSmean	pos-neg	33	17.3	30.8	63.6	1.3	1.9	1.4	23.1	-21.2
pair	RSmean	LWTI	pos-neg	33	17.3	30.8	63.6	1.3	1.9	1.4	23.1	-21.2
pair	RSmean	MACD	neg-neg	14	7.3	30.6	64.3	1.2	2.5	2.8	25.8	-10.8
pair	MACD	RSmean	neg-neg	14	7.3	30.6	64.3	1.2	2.5	2.8	25.8	-10.8
pair	RSIhist	MACD	neg-pos	19	9.9	30.3	52.6	1.2	2.6	2.4	24.5	-12.5
pair	MACD	RSIhist	neg-pos	19	9.9	30.3	52.6	1.2	2.6	2.4	24.5	-12.5
pair	LWTI	RSI	neg-neg	17	8.9	29.8	70.6	1.1	1.3	1.4	26.6	-21.2
pair	RSI	LWTI	neg-neg	17	8.9	29.8	70.6	1.1	1.3	1.4	26.6	-21.2
pair	MRmean	MACD	pos-neg	15	7.9	29.5	53.3	1.1	2.2	2.4	25.5	-12.5
pair	MACD	MRmean	pos-neg	15	7.9	29.5	53.3	1.1	2.2	2.4	25.5	-12.5
single	MACD	MACD	neg-neg	45	23.6	25.5	57.8	1.0	2.0	1.1	25.0	-22.4
pair	LWTI	MACDhist	neg-neg	32	16.8	25.1	62.5	1.1	1.6	1.2	21.9	-21.2
pair	MACDhist	LWTI	neg-neg	32	16.8	25.1	62.5	1.1	1.6	1.2	21.9	-21.2
pair	MACD	MRmean	neg-neg	30	15.7	23.6	60.0	1.0	1.8	1.4	25.2	-17.5
pair	MRmean	MACD	neg-neg	30	15.7	23.6	60.0	1.0	1.8	1.4	25.2	-17.5
pair	MACD	RSmean	pos-neg	31	16.2	23.3	54.8	1.0	1.7	1.2	25.0	-19.7
pair	RSmean	MACD	pos-neg	31	16.2	23.3	54.8	1.0	1.7	1.2	25.0	-19.7
pair	LWTI	MACD	pos-neg	21	11.0	22.8	71.4	1.2	1.3	1.2	19.2	-18.8
pair	MACD	LWTI	pos-neg	21	11.0	22.8	71.4	1.2	1.3	1.2	19.2	-18.8
pair	MACD	RSIhist	neg-neg	26	13.6	22.2	61.5	0.9	1.7	1.5	25.8	-15.0
pair	RSIhist	MACD	neg-neg	26	13.6	22.2	61.5	0.9	1.7	1.5	25.8	-15.0
pair	RSmean	MRmean	neg-neg	14	7.3	22.2	64.3	0.9	1.9	2.1	24.4	-10.8
pair	MRmean	RSmean	neg-neg	14	7.3	22.2	64.3	0.9	1.9	2.1	24.4	-10.8
pair	SLmean	RSIhist	neg-pos	4	2.1	22.0	50.0	0.9	28.4	7.6	23.1	-2.9
pair	RSIhist	SLmean	neg-pos	4	2.1	22.0	50.0	0.9	28.4	7.6	23.1	-2.9
single	RSI	RSI	neg-neg	41	21.5	21.8	68.3	0.9	1.1	1.0	25.9	-22.6
pair	RSIhist	MACDhist	neg-pos	34	17.8	21.2	55.9	1.1	2.2	1.7	18.3	-12.5
pair	MACDhist	RSIhist	neg-pos	34	17.8	21.2	55.9	1.1	2.2	1.7	18.3	-12.5
pair	MACDhist	MACD	neg-neg	42	22.0	19.8	54.8	0.9	1.6	0.9	24.8	-22.4
pair	MACD	MACDhist	neg-neg	42	22.0	19.8	54.8	0.9	1.6	0.9	24.8	-22.4
single	RSIhist	RSIhist	pos-pos	100	52.4	18.9	61.0	1.1	2.0	1.3	17.4	-14.1
pair	MACDhist	SLmean	pos-neg	47	24.6	18.9	59.6	1.1	1.7	1.3	17.6	-15.0
pair	SLmean	MACDhist	pos-neg	47	24.6	18.9	59.6	1.1	1.7	1.3	17.6	-15.0
pair	RSIhist	SLmean	pos-pos	96	50.3	18.7	61.5	1.1	1.9	1.3	17.3	-14.1
pair	SLmean	RSIhist	pos-pos	96	50.3	18.7	61.5	1.1	1.9	1.3	17.3	-14.1
pair	SLmean	MACD	neg-neg	27	14.1	18.6	59.3	0.8	1.5	1.1	25.2	-17.5
pair	MACD	SLmean	neg-neg	27	14.1	18.6	59.3	0.8	1.5	1.1	25.2	-17.5
pair	MRmean	RSI	neg-neg	38	19.9	18.5	68.4	0.8	0.9	0.8	26.0	-22.6
pair	RSI	MRmean	neg-neg	38	19.9	18.5	68.4	0.8	0.9	0.8	26.0	-22.6
pair	RSIhist	MRmean	pos-pos	96	50.3	18.3	61.5	1.1	1.9	1.0	17.2	-18.4
pair	MRmean	RSIhist	pos-pos	96	50.3	18.3	61.5	1.1	1.9	1.0	17.2	-18.4
pair	MACDhist	RSIhist	pos-pos	66	34.6	17.7	63.6	1.1	1.9	1.1	17.0	-15.7
pair	RSIhist	MACDhist	pos-pos	66	34.6	17.7	63.6	1.1	1.9	1.1	17.0	-15.7
pair	RSI	RSIhist	neg-neg	37	19.4	17.0	67.6	0.7	0.9	0.8	26.2	-22.6
pair	RSIhist	RSI	neg-neg	37	19.4	17.0	67.6	0.7	0.9	0.8	26.2	-22.6
pair	RSmean	RSIhist	pos-pos	95	49.7	17.0	61.1	1.0	1.8	0.9	17.0	-18.4
pair	RSIhist	RSmean	pos-pos	95	49.7	17.0	61.1	1.0	1.8	0.9	17.0	-18.4
pair	RSI	RSIhist	pos-pos	96	50.3	16.9	60.4	1.0	1.8	0.9	17.1	-18.4
pair	RSIhist	RSI	pos-pos	96	50.3	16.9	60.4	1.0	1.8	0.9	17.1	-18.4
pair	RSI	LWTI	neg-pos	24	12.6	16.5	66.7	0.7	0.8	0.6	25.9	-30.3
pair	LWTI	RSI	neg-pos	24	12.6	16.5	66.7	0.7	0.8	0.6	25.9	-30.3
pair	MACD	LWTI	neg-pos	31	16.2	16.5	58.1	0.8	1.5	0.7	24.2	-22.4
pair	LWTI	MACD	neg-pos	31	16.2	16.5	58.1	0.8	1.5	0.7	24.2	-22.4
pair	MACD	RSIhist	pos-pos	81	42.4	16.3	63.0	1.1	1.8	0.8	15.4	-21.7
pair	RSIhist	MACD	pos-pos	81	42.4	16.3	63.0	1.1	1.8	0.8	15.4	-21.7
pair	LWTI	RSIhist	pos-pos	83	43.5	16.2	61.4	1.0	1.6	1.3	17.0	-12.4
pair	RSIhist	LWTI	pos-pos	83	43.5	16.2	61.4	1.0	1.6	1.3	17.0	-12.4
pair	LWTI	SLmean	neg-neg	13	6.8	16.2	61.5	0.7	0.8	0.8	28.5	-21.2
pair	SLmean	LWTI	neg-neg	13	6.8	16.2	61.5	0.7	0.8	0.8	28.5	-21.2
pair	RSmean	RSI	pos-neg	36	18.8	14.7	66.7	0.7	0.8	0.7	26.3	-22.6
pair	RSI	RSmean	pos-neg	36	18.8	14.7	66.7	0.7	0.8	0.7	26.3	-22.6
pair	MRmean	MACDhist	neg-neg	63	33.0	14.0	60.3	0.7	1.2	0.5	22.1	-27.4
pair	MACDhist	MRmean	neg-neg	63	33.0	14.0	60.3	0.7	1.2	0.5	22.1	-27.4
pair	SLmean	RSmean	pos-pos	113	59.2	14.0	59.3	0.8	1.4	0.7	17.3	-20.5
pair	RSmean	SLmean	pos-pos	113	59.2	14.0	59.3	0.8	1.4	0.7	17.3	-20.5
pair	MACDhist	RSmean	pos-neg	83	43.5	13.6	57.8	0.8	1.2	0.4	19.5	-31.5
pair	RSmean	MACDhist	pos-neg	83	43.5	13.6	57.8	0.8	1.2	0.4	19.5	-31.5
single	SLmean	SLmean	pos-pos	121	63.4	13.5	58.7	0.8	1.3	0.7	17.6	-19.7
single	MACDhist	MACDhist	neg-neg	103	53.9	13.1	57.3	0.7	1.2	0.4	20.4	-31.5
pair	RSI	SLmean	neg-neg	32	16.8	12.4	65.6	0.6	0.7	0.5	27.2	-24.7
pair	SLmean	RSI	neg-neg	32	16.8	12.4	65.6	0.6	0.7	0.5	27.2	-24.7
pair	MRmean	MACDhist	pos-neg	40	20.9	11.8	52.5	0.7	1.1	0.7	17.8	-16.0
pair	MACDhist	MRmean	pos-neg	40	20.9	11.8	52.5	0.7	1.1	0.7	17.8	-16.0
single	MRmean	MRmean	neg-neg	66	34.6	11.8	60.6	0.6	0.8	0.4	24.4	-27.4
pair	SLmean	MRmean	pos-pos	112	58.6	11.6	57.1	0.7	1.2	0.6	17.6	-19.7
pair	MRmean	SLmean	pos-pos	112	58.6	11.6	57.1	0.7	1.2	0.6	17.6	-19.7
pair	RSmean	SLmean	neg-neg	13	6.8	11.5	53.8	0.5	1.2	1.1	25.6	-10.8
pair	SLmean	RSmean	neg-neg	13	6.8	11.5	53.8	0.5	1.2	1.1	25.6	-10.8
pair	RSmean	MRmean	pos-pos	118	61.8	11.2	57.6	0.7	1.2	0.5	17.1	-24.3
pair	MRmean	RSmean	pos-pos	118	61.8	11.2	57.6	0.7	1.2	0.5	17.1	-24.3
pair	RSI	MACDhist	pos-pos	86	45.0	11.0	58.1	0.7	1.2	0.6	17.9	-19.5
pair	MACDhist	RSI	pos-pos	86	45.0	11.0	58.1	0.7	1.2	0.6	17.9	-19.5
pair	RSmean	MACDhist	neg-neg	20	10.5	11.0	55.0	0.5	1.0	0.7	24.3	-15.2
pair	MACDhist	RSmean	neg-neg	20	10.5	11.0	55.0	0.5	1.0	0.7	24.3	-15.2
pair	RSIhist	MRmean	neg-neg	62	32.5	10.5	61.3	0.5	0.7	0.4	24.6	-27.4
pair	MRmean	RSIhist	neg-neg	62	32.5	10.5	61.3	0.5	0.7	0.4	24.6	-27.4
single	RSmean	RSmean	pos-pos	170	89.0	10.5	58.2	0.6	0.9	0.3	19.6	-39.2
pair		benchmark___benchmark_	benchmark-benchmark	191	100.0	10.4	57.6	0.6	0.9	0.3	20.1	-39.2
pair	benchmark___benchmark_		benchmark-benchmark	191	100.0	10.4	57.6	0.6	0.9	0.3	20.1	-39.2
pair	RSI	SLmean	pos-pos	112	58.6	10.2	57.1	0.7	1.0	0.5	17.1	-19.7
pair	SLmean	RSI	pos-pos	112	58.6	10.2	57.1	0.7	1.0	0.5	17.1	-19.7
pair	SLmean	MACDhist	pos-pos	74	38.7	10.1	58.1	0.6	1.1	0.6	17.6	-18.4
pair	MACDhist	SLmean	pos-pos	74	38.7	10.1	58.1	0.6	1.1	0.6	17.6	-18.4
pair	MACD	SLmean	pos-pos	103	53.9	9.8	59.2	0.7	1.0	0.5	15.8	-19.7
pair	SLmean	MACD	pos-pos	103	53.9	9.8	59.2	0.7	1.0	0.5	15.8	-19.7
single	MRmean	MRmean	pos-pos	125	65.4	9.7	56.0	0.6	1.0	0.4	17.5	-26.1
pair	RSI	RSmean	pos-pos	134	70.2	9.5	56.0	0.6	1.1	0.4	17.5	-23.8
pair	RSmean	RSI	pos-pos	134	70.2	9.5	56.0	0.6	1.1	0.4	17.5	-23.8
pair	MACDhist	RSIhist	neg-neg	69	36.1	9.3	58.0	0.5	0.8	0.3	21.4	-27.4
pair	RSIhist	MACDhist	neg-neg	69	36.1	9.3	58.0	0.5	0.8	0.3	21.4	-27.4
single	RSmean	RSmean	neg-neg	21	11.0	9.2	52.4	0.5	0.9	0.6	23.8	-15.2
pair	MRmean	RSmean	neg-pos	52	27.2	9.1	59.6	0.5	0.6	0.3	24.6	-27.4
pair	RSmean	MRmean	neg-pos	52	27.2	9.1	59.6	0.5	0.6	0.3	24.6	-27.4
pair	MACDhist	MACD	pos-neg	61	31.9	8.7	59.0	0.6	0.8	0.3	16.9	-29.8
pair	MACD	MACDhist	pos-neg	61	31.9	8.7	59.0	0.6	0.8	0.3	16.9	-29.8
pair	MACDhist	MRmean	pos-pos	85	44.5	8.7	57.6	0.6	1.0	0.4	17.4	-23.1
pair	MRmean	MACDhist	pos-pos	85	44.5	8.7	57.6	0.6	1.0	0.4	17.4	-23.1
pair	SLmean	MACDhist	neg-neg	56	29.3	8.5	55.4	0.5	0.8	0.3	22.6	-27.4
pair	MACDhist	SLmean	neg-neg	56	29.3	8.5	55.4	0.5	0.8	0.3	22.6	-27.4
pair	RSI	MRmean	pos-pos	122	63.9	8.4	55.7	0.6	0.9	0.3	17.1	-26.1
pair	MRmean	RSI	pos-pos	122	63.9	8.4	55.7	0.6	0.9	0.3	17.1	-26.1
pair	RSI	MACD	pos-pos	129	67.5	8.3	55.8	0.6	1.0	0.3	16.7	-30.7
pair	MACD	RSI	pos-pos	129	67.5	8.3	55.8	0.6	1.0	0.3	16.7	-30.7
pair	MRmean	SLmean	neg-neg	57	29.8	8.1	57.9	0.4	0.6	0.2	25.4	-32.3
pair	SLmean	MRmean	neg-neg	57	29.8	8.1	57.9	0.4	0.6	0.2	25.4	-32.3
pair	LWTI	MACDhist	neg-pos	71	37.2	8.1	54.9	0.5	0.9	0.4	19.7	-22.4
pair	MACDhist	LWTI	neg-pos	71	37.2	8.1	54.9	0.5	0.9	0.4	19.7	-22.4
pair	MACD	RSmean	pos-pos	139	72.8	7.9	59.0	0.5	0.7	0.2	18.2	-47.4
pair	RSmean	MACD	pos-pos	139	72.8	7.9	59.0	0.5	0.7	0.2	18.2	-47.4
pair	SLmean	LWTI	pos-pos	99	51.8	7.8	56.6	0.5	0.8	0.4	17.1	-21.9
pair	LWTI	SLmean	pos-pos	99	51.8	7.8	56.6	0.5	0.8	0.4	17.1	-21.9
pair	MACDhist	RSmean	pos-pos	87	45.5	7.7	58.6	0.5	0.6	0.2	19.8	-35.1
pair	RSmean	MACDhist	pos-pos	87	45.5	7.7	58.6	0.5	0.6	0.2	19.8	-35.1
single	RSI	RSI	pos-pos	150	78.5	7.5	54.7	0.5	0.8	0.3	18.1	-25.3
single	MACDhist	MACDhist	pos-pos	88	46.1	7.3	58.0	0.5	0.6	0.2	19.7	-36.4
pair	MRmean	MACD	pos-pos	110	57.6	7.2	56.4	0.5	0.8	0.3	16.1	-28.3
pair	MACD	MRmean	pos-pos	110	57.6	7.2	56.4	0.5	0.8	0.3	16.1	-28.3
pair	MRmean	LWTI	pos-pos	108	56.5	6.3	55.6	0.4	0.7	0.2	17.0	-28.1
pair	LWTI	MRmean	pos-pos	108	56.5	6.3	55.6	0.4	0.7	0.2	17.0	-28.1
pair	RSmean	LWTI	pos-pos	137	71.7	6.2	56.9	0.4	0.6	0.1	18.6	-42.8
pair	LWTI	RSmean	pos-pos	137	71.7	6.2	56.9	0.4	0.6	0.1	18.6	-42.8
single	MACD	MACD	pos-pos	146	76.4	6.1	57.5	0.4	0.6	0.1	18.2	-48.4
single	LWTI	LWTI	pos-pos	156	81.7	6.0	55.8	0.4	0.6	0.1	19.4	-43.8
pair	SLmean	RSmean	pos-neg	8	4.2	5.6	50.0	0.3	0.5	0.4	22.2	-13.1
pair	RSmean	SLmean	pos-neg	8	4.2	5.6	50.0	0.3	0.5	0.4	22.2	-13.1
pair	LWTI	MRmean	neg-pos	48	25.1	5.4	56.2	0.3	0.5	0.1	24.0	-36.7
pair	MRmean	LWTI	neg-pos	48	25.1	5.4	56.2	0.3	0.5	0.1	24.0	-36.7
single	SLmean	SLmean	neg-neg	70	36.6	5.3	55.7	0.3	0.5	0.1	23.9	-35.8
pair	RSmean	LWTI	neg-pos	19	9.9	4.9	47.4	0.3	0.6	0.3	24.8	-16.9
pair	LWTI	RSmean	neg-pos	19	9.9	4.9	47.4	0.3	0.6	0.3	24.8	-16.9
pair	RSIhist	SLmean	neg-neg	66	34.6	4.4	56.1	0.3	0.4	0.1	24.1	-37.2
pair	SLmean	RSIhist	neg-neg	66	34.6	4.4	56.1	0.3	0.4	0.1	24.1	-37.2
pair	LWTI	MACDhist	pos-pos	85	44.5	4.3	56.5	0.3	0.4	0.1	19.2	-36.4
pair	MACD	MACDhist	pos-pos	85	44.5	4.3	56.5	0.3	0.4	0.1	19.2	-36.4
pair	MACDhist	MACD	pos-pos	85	44.5	4.3	56.5	0.3	0.4	0.1	19.2	-36.4
pair	MACDhist	LWTI	pos-pos	85	44.5	4.3	56.5	0.3	0.4	0.1	19.2	-36.4
pair	LWTI	RSI	pos-pos	132	69.1	4.2	53.8	0.3	0.5	0.2	18.0	-26.2
pair	RSI	LWTI	pos-pos	132	69.1	4.2	53.8	0.3	0.5	0.2	18.0	-26.2
pair	RSmean	SLmean	neg-pos	57	29.8	3.9	56.1	0.3	0.4	0.1	23.7	-35.8
pair	SLmean	RSmean	neg-pos	57	29.8	3.9	56.1	0.3	0.4	0.1	23.7	-35.8
pair	MACD	LWTI	pos-pos	125	65.4	3.5	55.2	0.3	0.4	0.1	18.0	-48.2
pair	LWTI	MACD	pos-pos	125	65.4	3.5	55.2	0.3	0.4	0.1	18.0	-48.2
pair	RSI	MRmean	neg-pos	28	14.7	3.3	50.0	0.2	0.5	0.2	22.3	-16.6
pair	MRmean	RSI	neg-pos	28	14.7	3.3	50.0	0.2	0.5	0.2	22.3	-16.6
pair	SLmean	LWTI	neg-pos	57	29.8	3.0	54.4	0.2	0.4	0.1	22.9	-37.8
pair	LWTI	SLmean	neg-pos	57	29.8	3.0	54.4	0.2	0.4	0.1	22.9	-37.8
pair	RSIhist	RSmean	pos-neg	75	39.3	2.9	54.7	0.2	0.3	0.1	22.5	-38.2
pair	RSmean	RSIhist	pos-neg	75	39.3	2.9	54.7	0.2	0.3	0.1	22.5	-38.2
pair	MACDhist	RSI	pos-neg	64	33.5	2.8	50.0	0.2	0.4	0.1	18.5	-24.5
pair	MACD	MRmean	neg-pos	36	18.8	2.8	61.1	0.2	0.3	0.1	23.8	-34.7
pair	MRmean	MACD	neg-pos	36	18.8	2.8	61.1	0.2	0.3	0.1	23.8	-34.7
pair	RSI	MACDhist	pos-neg	64	33.5	2.8	50.0	0.2	0.4	0.1	18.5	-24.5
pair	RSI	MACD	neg-pos	21	11.0	2.5	47.6	0.2	0.4	0.2	25.6	-16.1
pair	MACD	RSI	neg-pos	21	11.0	2.5	47.6	0.2	0.4	0.2	25.6	-16.1
single	RSIhist	RSIhist	neg-neg	91	47.6	1.8	53.8	0.2	0.3	0.0	22.5	-39.3
pair	RSI	SLmean	neg-pos	38	19.9	-0.4	47.4	0.1	0.2	-0.0	21.0	-21.4
pair	SLmean	RSI	neg-pos	38	19.9	-0.4	47.4	0.1	0.2	-0.0	21.0	-21.4
pair	SLmean	MACD	neg-pos	43	22.5	-2.3	53.5	0.0	0.0	-0.1	23.1	-44.5
pair	MACD	SLmean	neg-pos	43	22.5	-2.3	53.5	0.0	0.0	-0.1	23.1	-44.5
pair	RSIhist	RSmean	neg-neg	16	8.4	-3.4	50.0	-0.0	-0.1	-0.2	23.2	-15.2
pair	RSmean	RSIhist	neg-neg	16	8.4	-3.4	50.0	-0.0	-0.1	-0.2	23.2	-15.2
pair	RSIhist	LWTI	neg-pos	73	38.2	-4.5	49.3	-0.1	-0.1	-0.1	21.5	-40.4
pair	LWTI	RSIhist	neg-pos	73	38.2	-4.5	49.3	-0.1	-0.1	-0.1	21.5	-40.4
pair	RSIhist	SLmean	pos-neg	25	13.1	-4.8	48.0	-0.2	-0.2	-0.3	18.1	-15.4
pair	SLmean	RSIhist	pos-neg	25	13.1	-4.8	48.0	-0.2	-0.2	-0.3	18.1	-15.4
pair	RSIhist	MACD	pos-neg	65	34.0	-5.4	50.8	-0.2	-0.2	-0.1	20.9	-49.3
pair	MACD	RSIhist	pos-neg	65	34.0	-5.4	50.8	-0.2	-0.2	-0.1	20.9	-49.3
pair	SLmean	MRmean	pos-neg	13	6.8	-6.0	46.2	-0.3	-0.9	-0.4	15.8	-13.6
pair	MRmean	SLmean	pos-neg	13	6.8	-6.0	46.2	-0.3	-0.9	-0.4	15.8	-13.6
pair	SLmean	MACDhist	neg-pos	14	7.3	-6.6	57.1	-0.1	-0.1	-0.3	29.3	-23.1
pair	MACDhist	SLmean	neg-pos	14	7.3	-6.6	57.1	-0.1	-0.1	-0.3	29.3	-23.1
pair	RSIhist	RSI	pos-neg	54	28.3	-7.5	44.4	-0.3	-0.5	-0.2	19.3	-37.3
pair	RSI	RSIhist	pos-neg	54	28.3	-7.5	44.4	-0.3	-0.5	-0.2	19.3	-37.3
pair	RSI	RSmean	neg-pos	16	8.4	-7.9	43.8	-0.2	-0.4	-0.5	22.9	-15.2
pair	RSmean	RSI	neg-pos	16	8.4	-7.9	43.8	-0.2	-0.4	-0.5	22.9	-15.2
pair	MACD	RSI	pos-neg	17	8.9	-9.0	70.6	-0.2	-0.2	-0.3	27.2	-34.2
pair	RSI	MACD	pos-neg	17	8.9	-9.0	70.6	-0.2	-0.2	-0.3	27.2	-34.2
pair	MRmean	RSmean	pos-neg	7	3.7	-12.8	28.6	-0.5	-0.8	-0.8	22.9	-16.9
pair	RSmean	MRmean	pos-neg	7	3.7	-12.8	28.6	-0.5	-0.8	-0.8	22.9	-16.9
pair	RSIhist	MRmean	pos-neg	29	15.2	-14.7	37.9	-0.9	-1.3	-0.4	16.5	-39.4
pair	MRmean	RSIhist	pos-neg	29	15.2	-14.7	37.9	-0.9	-1.3	-0.4	16.5	-39.4
pair	MACDhist	RSIhist	pos-neg	22	11.5	-18.7	40.9	-0.7	-0.8	-0.5	25.2	-37.8
pair	RSIhist	MACDhist	pos-neg	22	11.5	-18.7	40.9	-0.7	-0.8	-0.5	25.2	-37.8
pair	RSmean	MACDhist	neg-pos	1	0.5	-20.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.5	-20.7	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	7	3.7	-23.7	28.6	-1.6	-1.8	-1.8	15.6	-13.1
pair	MACD	RSmean	neg-pos	7	3.7	-23.7	28.6	-1.6	-1.8	-1.8	15.6	-13.1
pair	MRmean	MACDhist	neg-pos	3	1.6	-25.6	66.7	-0.2	0.0	0.0	64.4	0.0
pair	MACDhist	MRmean	neg-pos	3	1.6	-25.6	66.7	-0.2	0.0	0.0	64.4	0.0
pair	RSI	MACDhist	neg-pos	2	1.0	-75.4	50.0	-2.0	0.0	0.0	61.1	0.0
pair	MACDhist	RSI	neg-pos	2	1.0	-75.4	50.0	-2.0	0.0	0.0	61.1	0.0

All Contingency Tables for EIRL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.6 Vol 18% \| MDD -19.7% Months 112M (59%)	CAGR -6.0% \| Win 46% Sharpe -0.32 \| Sortino -0.87 \| Calmar -0.4 Vol 16% \| MDD -13.6% Months 13M (7%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 38.6% \| Win 78% Sharpe 2.08 \| Sortino 8.32 \| Calmar 13.5 Vol 16% \| MDD -2.9% Months 9M (5%)	CAGR 8.1% \| Win 58% Sharpe 0.43 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -32.3% Months 57M (30%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
SLmean only	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 58% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.5 Vol 17% \| MDD -24.3% Months 118M (62%)	CAGR -12.8% \| Win 29% Sharpe -0.50 \| Sortino -0.80 \| Calmar -0.8 Vol 23% \| MDD -16.9% Months 7M (4%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 9.1% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.3 Vol 25% \| MDD -27.4% Months 52M (27%)	CAGR 22.2% \| Win 64% Sharpe 0.94 \| Sortino 1.93 \| Calmar 2.1 Vol 24% \| MDD -10.8% Months 14M (7%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
RSmean only	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 56% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -28.3% Months 110M (58%)	CAGR 29.5% \| Win 53% Sharpe 1.14 \| Sortino 2.19 \| Calmar 2.4 Vol 26% \| MDD -12.5% Months 15M (8%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.1 Vol 24% \| MDD -34.7% Months 36M (19%)	CAGR 23.6% \| Win 60% Sharpe 0.97 \| Sortino 1.84 \| Calmar 1.3 Vol 25% \| MDD -17.5% Months 30M (16%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
MACD only	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 56% Sharpe 0.56 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -26.1% Months 122M (64%)	CAGR 73.9% \| Win 67% Sharpe 2.09 \| Sortino 0.00 \| Calmar 45.8 Vol 28% \| MDD -1.6% Months 3M (2%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 3.3% \| Win 50% Sharpe 0.25 \| Sortino 0.52 \| Calmar 0.2 Vol 22% \| MDD -16.6% Months 28M (15%)	CAGR 18.5% \| Win 68% Sharpe 0.79 \| Sortino 0.91 \| Calmar 0.8 Vol 26% \| MDD -22.6% Months 38M (20%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
RSI only	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 58% Sharpe 0.57 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -23.1% Months 85M (44%)	CAGR 11.8% \| Win 52% Sharpe 0.71 \| Sortino 1.15 \| Calmar 0.7 Vol 18% \| MDD -16.0% Months 40M (21%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR -25.6% \| Win 67% Sharpe -0.22 \| Sortino 0.00 \| Calmar 0.0 Vol 64% \| MDD 0.0% Months 3M (2%)	CAGR 14.0% \| Win 60% Sharpe 0.70 \| Sortino 1.22 \| Calmar 0.5 Vol 22% \| MDD -27.4% Months 63M (33%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 18.3% \| Win 62% Sharpe 1.07 \| Sortino 1.89 \| Calmar 1.0 Vol 17% \| MDD -18.4% Months 96M (50%)	CAGR -14.7% \| Win 38% Sharpe -0.88 \| Sortino -1.26 \| Calmar -0.4 Vol 16% \| MDD -39.4% Months 29M (15%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 33.1% \| Win 50% Sharpe 1.30 \| Sortino 40.06 \| Calmar 11.5 Vol 24% \| MDD -2.9% Months 4M (2%)	CAGR 10.5% \| Win 61% Sharpe 0.53 \| Sortino 0.74 \| Calmar 0.4 Vol 25% \| MDD -27.4% Months 62M (32%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 56% Sharpe 0.44 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -28.1% Months 108M (56%)	CAGR 33.8% \| Win 59% Sharpe 1.60 \| Sortino 6.63 \| Calmar 4.7 Vol 20% \| MDD -7.2% Months 17M (9%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 5.4% \| Win 56% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -36.7% Months 48M (25%)	CAGR 30.9% \| Win 72% Sharpe 1.19 \| Sortino 1.37 \| Calmar 1.5 Vol 26% \| MDD -21.2% Months 18M (9%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 14.0% \| Win 59% Sharpe 0.85 \| Sortino 1.43 \| Calmar 0.7 Vol 17% \| MDD -20.5% Months 113M (59%)	CAGR 5.6% \| Win 50% Sharpe 0.34 \| Sortino 0.46 \| Calmar 0.4 Vol 22% \| MDD -13.1% Months 8M (4%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR 3.9% \| Win 56% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 57M (30%)	CAGR 11.5% \| Win 54% Sharpe 0.54 \| Sortino 1.25 \| Calmar 1.1 Vol 26% \| MDD -10.8% Months 13M (7%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
RSmean only	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 59% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.5 Vol 16% \| MDD -19.7% Months 103M (54%)	CAGR 36.6% \| Win 56% Sharpe 1.37 \| Sortino 2.80 \| Calmar 2.9 Vol 25% \| MDD -12.5% Months 18M (9%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR -2.3% \| Win 54% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 23% \| MDD -44.5% Months 43M (22%)	CAGR 18.6% \| Win 59% Sharpe 0.80 \| Sortino 1.46 \| Calmar 1.1 Vol 25% \| MDD -17.5% Months 27M (14%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
MACD only	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 57% Sharpe 0.66 \| Sortino 1.04 \| Calmar 0.5 Vol 17% \| MDD -19.7% Months 112M (59%)	CAGR 62.1% \| Win 78% Sharpe 2.51 \| Sortino 7.13 \| Calmar 38.5 Vol 20% \| MDD -1.6% Months 9M (5%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR -0.4% \| Win 47% Sharpe 0.08 \| Sortino 0.18 \| Calmar -0.0 Vol 21% \| MDD -21.4% Months 38M (20%)	CAGR 12.4% \| Win 66% Sharpe 0.57 \| Sortino 0.66 \| Calmar 0.5 Vol 27% \| MDD -24.7% Months 32M (17%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
RSI only	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 58% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.6 Vol 18% \| MDD -18.4% Months 74M (39%)	CAGR 18.9% \| Win 60% Sharpe 1.07 \| Sortino 1.70 \| Calmar 1.3 Vol 18% \| MDD -15.0% Months 47M (25%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR -6.6% \| Win 57% Sharpe -0.09 \| Sortino -0.09 \| Calmar -0.3 Vol 29% \| MDD -23.1% Months 14M (7%)	CAGR 8.5% \| Win 55% Sharpe 0.47 \| Sortino 0.83 \| Calmar 0.3 Vol 23% \| MDD -27.4% Months 56M (29%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 18.7% \| Win 62% Sharpe 1.09 \| Sortino 1.92 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 96M (50%)	CAGR -4.8% \| Win 48% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.3 Vol 18% \| MDD -15.4% Months 25M (13%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR 22.0% \| Win 50% Sharpe 0.95 \| Sortino 28.36 \| Calmar 7.6 Vol 23% \| MDD -2.9% Months 4M (2%)	CAGR 4.4% \| Win 56% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 24% \| MDD -37.2% Months 66M (35%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 57% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.4 Vol 17% \| MDD -21.9% Months 99M (52%)	CAGR 42.9% \| Win 68% Sharpe 2.05 \| Sortino 8.03 \| Calmar 6.0 Vol 18% \| MDD -7.2% Months 22M (12%)	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)
SLmean neg	CAGR 3.0% \| Win 54% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 23% \| MDD -37.8% Months 57M (30%)	CAGR 16.2% \| Win 62% Sharpe 0.66 \| Sortino 0.85 \| Calmar 0.8 Vol 28% \| MDD -21.2% Months 13M (7%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 59% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 139M (73%)	CAGR 23.3% \| Win 55% Sharpe 0.96 \| Sortino 1.74 \| Calmar 1.2 Vol 25% \| MDD -19.7% Months 31M (16%)	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)
RSmean neg	CAGR -23.7% \| Win 29% Sharpe -1.64 \| Sortino -1.79 \| Calmar -1.8 Vol 16% \| MDD -13.1% Months 7M (4%)	CAGR 30.6% \| Win 64% Sharpe 1.17 \| Sortino 2.52 \| Calmar 2.8 Vol 26% \| MDD -10.8% Months 14M (7%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)
MACD only	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 56% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -23.8% Months 134M (70%)	CAGR 14.7% \| Win 67% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.6 Vol 26% \| MDD -22.6% Months 36M (19%)	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)
RSmean neg	CAGR -7.9% \| Win 44% Sharpe -0.25 \| Sortino -0.42 \| Calmar -0.5 Vol 23% \| MDD -15.2% Months 16M (8%)	CAGR 88.6% \| Win 80% Sharpe 3.17 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 5M (3%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)
RSI only	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 59% Sharpe 0.47 \| Sortino 0.64 \| Calmar 0.2 Vol 20% \| MDD -35.1% Months 87M (46%)	CAGR 13.6% \| Win 58% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 83M (44%)	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)
RSmean neg	CAGR -20.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 11.0% \| Win 55% Sharpe 0.54 \| Sortino 1.00 \| Calmar 0.7 Vol 24% \| MDD -15.2% Months 20M (10%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 17.0% \| Win 61% Sharpe 1.01 \| Sortino 1.76 \| Calmar 0.9 Vol 17% \| MDD -18.4% Months 95M (50%)	CAGR 2.9% \| Win 55% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -38.2% Months 75M (39%)	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)
RSmean neg	CAGR 61.6% \| Win 60% Sharpe 2.09 \| Sortino 66.15 \| Calmar 21.4 Vol 24% \| MDD -2.9% Months 5M (3%)	CAGR -3.4% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.2 Vol 23% \| MDD -15.2% Months 16M (8%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.2% \| Win 57% Sharpe 0.42 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -42.8% Months 137M (72%)	CAGR 30.8% \| Win 64% Sharpe 1.29 \| Sortino 1.89 \| Calmar 1.5 Vol 23% \| MDD -21.2% Months 33M (17%)	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)
RSmean neg	CAGR 4.9% \| Win 47% Sharpe 0.31 \| Sortino 0.59 \| Calmar 0.3 Vol 25% \| MDD -16.9% Months 19M (10%)	CAGR 60.5% \| Win 100% Sharpe 7.52 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 2M (1%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.3% \| Win 56% Sharpe 0.56 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.7% Months 129M (68%)	CAGR -9.0% \| Win 71% Sharpe -0.21 \| Sortino -0.19 \| Calmar -0.3 Vol 27% \| MDD -34.2% Months 17M (9%)	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)
MACD neg	CAGR 2.5% \| Win 48% Sharpe 0.22 \| Sortino 0.42 \| Calmar 0.2 Vol 26% \| MDD -16.1% Months 21M (11%)	CAGR 49.8% \| Win 67% Sharpe 1.84 \| Sortino 3.18 \| Calmar 3.6 Vol 24% \| MDD -13.8% Months 24M (13%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)
RSI only	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -36.4% Months 85M (44%)	CAGR 8.7% \| Win 59% Sharpe 0.58 \| Sortino 0.83 \| Calmar 0.3 Vol 17% \| MDD -29.8% Months 61M (32%)	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)
MACD neg	CAGR 140.7% \| Win 100% Sharpe 3.86 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 3M (2%)	CAGR 19.8% \| Win 55% Sharpe 0.86 \| Sortino 1.60 \| Calmar 0.9 Vol 25% \| MDD -22.4% Months 42M (22%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 16.3% \| Win 63% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.8 Vol 15% \| MDD -21.7% Months 81M (42%)	CAGR -5.4% \| Win 51% Sharpe -0.16 \| Sortino -0.20 \| Calmar -0.1 Vol 21% \| MDD -49.3% Months 65M (34%)	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)
MACD neg	CAGR 30.3% \| Win 53% Sharpe 1.20 \| Sortino 2.56 \| Calmar 2.4 Vol 24% \| MDD -12.5% Months 19M (10%)	CAGR 22.2% \| Win 62% Sharpe 0.91 \| Sortino 1.68 \| Calmar 1.5 Vol 26% \| MDD -15.0% Months 26M (14%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.5% \| Win 55% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -48.2% Months 125M (65%)	CAGR 22.8% \| Win 71% Sharpe 1.17 \| Sortino 1.32 \| Calmar 1.2 Vol 19% \| MDD -18.8% Months 21M (11%)	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)
MACD neg	CAGR 16.5% \| Win 58% Sharpe 0.75 \| Sortino 1.53 \| Calmar 0.7 Vol 24% \| MDD -22.4% Months 31M (16%)	CAGR 48.0% \| Win 57% Sharpe 1.60 \| Sortino 2.78 \| Calmar 3.5 Vol 27% \| MDD -13.8% Months 14M (7%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.0% \| Win 58% Sharpe 0.68 \| Sortino 1.22 \| Calmar 0.6 Vol 18% \| MDD -19.5% Months 86M (45%)	CAGR 2.8% \| Win 50% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -24.5% Months 64M (34%)	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)
RSI neg	CAGR -75.4% \| Win 50% Sharpe -1.99 \| Sortino 0.00 \| Calmar 0.0 Vol 61% \| MDD 0.0% Months 2M (1%)	CAGR 32.2% \| Win 69% Sharpe 1.36 \| Sortino 2.03 \| Calmar 1.5 Vol 23% \| MDD -21.6% Months 39M (20%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 16.9% \| Win 60% Sharpe 1.00 \| Sortino 1.79 \| Calmar 0.9 Vol 17% \| MDD -18.4% Months 96M (50%)	CAGR -7.5% \| Win 44% Sharpe -0.31 \| Sortino -0.52 \| Calmar -0.2 Vol 19% \| MDD -37.3% Months 54M (28%)	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)
RSI neg	CAGR 77.0% \| Win 75% Sharpe 2.62 \| Sortino 0.00 \| Calmar 47.7 Vol 23% \| MDD -1.6% Months 4M (2%)	CAGR 17.0% \| Win 68% Sharpe 0.74 \| Sortino 0.86 \| Calmar 0.8 Vol 26% \| MDD -22.6% Months 37M (19%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.2 Vol 18% \| MDD -26.2% Months 132M (69%)	CAGR 34.7% \| Win 61% Sharpe 1.73 \| Sortino 6.71 \| Calmar 4.8 Vol 18% \| MDD -7.2% Months 18M (9%)	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)
RSI neg	CAGR 16.5% \| Win 67% Sharpe 0.72 \| Sortino 0.79 \| Calmar 0.5 Vol 26% \| MDD -30.3% Months 24M (13%)	CAGR 29.8% \| Win 71% Sharpe 1.11 \| Sortino 1.34 \| Calmar 1.4 Vol 27% \| MDD -21.2% Months 17M (9%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 17.7% \| Win 64% Sharpe 1.05 \| Sortino 1.88 \| Calmar 1.1 Vol 17% \| MDD -15.7% Months 66M (35%)	CAGR -18.7% \| Win 41% Sharpe -0.68 \| Sortino -0.84 \| Calmar -0.5 Vol 25% \| MDD -37.8% Months 22M (12%)	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)
MACDhist neg	CAGR 21.2% \| Win 56% Sharpe 1.15 \| Sortino 2.16 \| Calmar 1.7 Vol 18% \| MDD -12.5% Months 34M (18%)	CAGR 9.3% \| Win 58% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.3 Vol 21% \| MDD -27.4% Months 69M (36%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)
RSIhist only	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -36.4% Months 85M (44%)	CAGR 140.7% \| Win 100% Sharpe 3.86 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 3M (2%)	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)
MACDhist neg	CAGR 8.1% \| Win 55% Sharpe 0.49 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.4% Months 71M (37%)	CAGR 25.1% \| Win 62% Sharpe 1.14 \| Sortino 1.58 \| Calmar 1.2 Vol 22% \| MDD -21.2% Months 32M (17%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 16.2% \| Win 61% Sharpe 0.97 \| Sortino 1.64 \| Calmar 1.3 Vol 17% \| MDD -12.4% Months 83M (44%)	CAGR 32.7% \| Win 59% Sharpe 1.57 \| Sortino 6.45 \| Calmar 4.5 Vol 19% \| MDD -7.2% Months 17M (9%)	CAGR 18.9% \| Win 61% Sharpe 1.09 \| Sortino 1.99 \| Calmar 1.3 Vol 17% \| MDD -14.1% Months 100M (52%)
RSIhist neg	CAGR -4.5% \| Win 49% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 22% \| MDD -40.4% Months 73M (38%)	CAGR 31.9% \| Win 72% Sharpe 1.22 \| Sortino 1.41 \| Calmar 1.5 Vol 26% \| MDD -21.2% Months 18M (9%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 22% \| MDD -39.3% Months 91M (48%)
LWTI only	CAGR 6.0% \| Win 56% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 19% \| MDD -43.8% Months 156M (82%)	CAGR 32.3% \| Win 66% Sharpe 1.37 \| Sortino 1.96 \| Calmar 1.5 Vol 22% \| MDD -21.2% Months 35M (18%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.6 Vol 18% \| MDD -19.7% Months 112M (59%)	CAGR -6.0% \| Win 46% Sharpe -0.32 \| Sortino -0.87 \| Calmar -0.4 Vol 16% \| MDD -13.6% Months 13M (7%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 38.6% \| Win 78% Sharpe 2.08 \| Sortino 8.32 \| Calmar 13.5 Vol 16% \| MDD -2.9% Months 9M (5%)	CAGR 8.1% \| Win 58% Sharpe 0.43 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -32.3% Months 57M (30%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
SLmean only	CAGR 13.5% \| Win 59% Sharpe 0.81 \| Sortino 1.34 \| Calmar 0.7 Vol 18% \| MDD -19.7% Months 121M (63%)	CAGR 5.3% \| Win 56% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -35.8% Months 70M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 58% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.5 Vol 17% \| MDD -24.3% Months 118M (62%)	CAGR -12.8% \| Win 29% Sharpe -0.50 \| Sortino -0.80 \| Calmar -0.8 Vol 23% \| MDD -16.9% Months 7M (4%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 9.1% \| Win 60% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.3 Vol 25% \| MDD -27.4% Months 52M (27%)	CAGR 22.2% \| Win 64% Sharpe 0.94 \| Sortino 1.93 \| Calmar 2.1 Vol 24% \| MDD -10.8% Months 14M (7%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
RSmean only	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -39.2% Months 170M (89%)	CAGR 9.2% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -15.2% Months 21M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 56% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -28.3% Months 110M (58%)	CAGR 29.5% \| Win 53% Sharpe 1.14 \| Sortino 2.19 \| Calmar 2.4 Vol 26% \| MDD -12.5% Months 15M (8%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.1 Vol 24% \| MDD -34.7% Months 36M (19%)	CAGR 23.6% \| Win 60% Sharpe 0.97 \| Sortino 1.84 \| Calmar 1.3 Vol 25% \| MDD -17.5% Months 30M (16%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
MACD only	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -48.4% Months 146M (76%)	CAGR 25.5% \| Win 58% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.1 Vol 25% \| MDD -22.4% Months 45M (24%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 56% Sharpe 0.56 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -26.1% Months 122M (64%)	CAGR 73.9% \| Win 67% Sharpe 2.09 \| Sortino 0.00 \| Calmar 45.8 Vol 28% \| MDD -1.6% Months 3M (2%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR 3.3% \| Win 50% Sharpe 0.25 \| Sortino 0.52 \| Calmar 0.2 Vol 22% \| MDD -16.6% Months 28M (15%)	CAGR 18.5% \| Win 68% Sharpe 0.79 \| Sortino 0.91 \| Calmar 0.8 Vol 26% \| MDD -22.6% Months 38M (20%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
RSI only	CAGR 7.5% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -25.3% Months 150M (78%)	CAGR 21.8% \| Win 68% Sharpe 0.90 \| Sortino 1.05 \| Calmar 1.0 Vol 26% \| MDD -22.6% Months 41M (22%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 58% Sharpe 0.57 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -23.1% Months 85M (44%)	CAGR 11.8% \| Win 52% Sharpe 0.71 \| Sortino 1.15 \| Calmar 0.7 Vol 18% \| MDD -16.0% Months 40M (21%)	CAGR 9.7% \| Win 56% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -26.1% Months 125M (65%)
MRmean neg	CAGR -25.6% \| Win 67% Sharpe -0.22 \| Sortino 0.00 \| Calmar 0.0 Vol 64% \| MDD 0.0% Months 3M (2%)	CAGR 14.0% \| Win 60% Sharpe 0.70 \| Sortino 1.22 \| Calmar 0.5 Vol 22% \| MDD -27.4% Months 63M (33%)	CAGR 11.8% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.4 Vol 24% \| MDD -27.4% Months 66M (35%)
MACDhist only	CAGR 7.3% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.4% Months 88M (46%)	CAGR 13.1% \| Win 57% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 103M (54%)