EMB - iShares JPMorgan USD Emerging Markets Bond ETF

Signal Pair Analysis

SLmean-RSIhist

Best Pair

37.2%

Best CAGR

Total Months

5.5%

Avg CAGR

EMB 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 EMB

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	RSIhist	neg-pos	4	1.8	37.2	100.0	10.0	0.0	0.0	3.2	0.0
pair	RSIhist	SLmean	neg-pos	4	1.8	37.2	100.0	10.0	0.0	0.0	3.2	0.0
pair	MACDhist	MRmean	neg-pos	4	1.8	32.1	75.0	2.8	0.0	44.0	10.1	-0.7
pair	MRmean	MACDhist	neg-pos	4	1.8	32.1	75.0	2.8	0.0	44.0	10.1	-0.7
pair	MRmean	RSIhist	neg-pos	4	1.8	21.9	75.0	2.6	0.0	0.0	7.7	0.0
pair	RSIhist	MRmean	neg-pos	4	1.8	21.9	75.0	2.6	0.0	0.0	7.7	0.0
pair	MACDhist	SLmean	neg-pos	15	6.9	21.6	80.0	3.1	10.2	18.2	6.5	-1.2
pair	SLmean	MACDhist	neg-pos	15	6.9	21.6	80.0	3.1	10.2	18.2	6.5	-1.2
pair	RSmean	MRmean	pos-neg	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	MRmean	RSmean	pos-neg	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	RSIhist	RSmean	neg-pos	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	RSmean	RSIhist	neg-pos	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	MACDhist	RSmean	neg-pos	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	RSmean	MACDhist	neg-pos	2	0.9	21.5	50.0	1.4	0.0	0.0	14.1	0.0
pair	RSI	RSmean	neg-neg	7	3.2	17.5	71.4	0.6	0.5	0.9	39.6	-19.4
pair	RSmean	RSI	neg-neg	7	3.2	17.5	71.4	0.6	0.5	0.9	39.6	-19.4
pair	SLmean	MRmean	pos-neg	16	7.3	13.4	75.0	2.1	4.1	4.4	6.2	-3.0
pair	MRmean	SLmean	pos-neg	16	7.3	13.4	75.0	2.1	4.1	4.4	6.2	-3.0
pair	RSI	LWTI	pos-neg	13	6.0	13.4	76.9	1.8	4.2	5.3	7.2	-2.5
pair	LWTI	RSI	pos-neg	13	6.0	13.4	76.9	1.8	4.2	5.3	7.2	-2.5
pair	MRmean	RSI	neg-neg	32	14.7	12.4	65.6	0.6	0.8	0.6	22.3	-22.4
pair	RSI	MRmean	neg-neg	32	14.7	12.4	65.6	0.6	0.8	0.6	22.3	-22.4
pair	RSIhist	MACDhist	neg-pos	40	18.3	12.4	77.5	1.6	1.7	3.4	7.5	-3.6
pair	MACDhist	RSIhist	neg-pos	40	18.3	12.4	77.5	1.6	1.7	3.4	7.5	-3.6
pair	RSI	LWTI	neg-pos	21	9.6	12.4	66.7	0.6	0.7	0.6	24.3	-19.4
pair	LWTI	RSI	neg-pos	21	9.6	12.4	66.7	0.6	0.7	0.6	24.3	-19.4
pair	SLmean	LWTI	pos-neg	14	6.4	10.3	64.3	1.0	4.4	2.1	10.2	-4.9
pair	LWTI	SLmean	pos-neg	14	6.4	10.3	64.3	1.0	4.4	2.1	10.2	-4.9
pair	RSIhist	RSI	neg-neg	29	13.3	10.1	62.1	0.5	0.7	0.5	23.4	-22.4
pair	RSI	RSIhist	neg-neg	29	13.3	10.1	62.1	0.5	0.7	0.5	23.4	-22.4
pair	MACDhist	SLmean	pos-neg	54	24.8	10.1	72.2	1.1	1.6	1.4	8.8	-7.3
pair	SLmean	MACDhist	pos-neg	54	24.8	10.1	72.2	1.1	1.6	1.4	8.8	-7.3
pair	MACDhist	MRmean	pos-neg	49	22.5	9.9	75.5	1.3	1.5	2.0	7.8	-4.9
pair	MRmean	MACDhist	pos-neg	49	22.5	9.9	75.5	1.3	1.5	2.0	7.8	-4.9
pair	MACD	MACDhist	neg-pos	11	5.0	9.8	54.5	1.0	3.1	1.6	10.1	-6.2
pair	MACDhist	MACD	neg-pos	11	5.0	9.8	54.5	1.0	3.1	1.6	10.1	-6.2
pair	RSI	SLmean	neg-neg	31	14.2	9.7	64.5	0.5	0.6	0.4	22.3	-22.4
pair	SLmean	RSI	neg-neg	31	14.2	9.7	64.5	0.5	0.6	0.4	22.3	-22.4
pair	RSI	MACD	pos-neg	12	5.5	8.6	66.7	0.7	0.8	0.7	13.1	-12.8
pair	MACD	RSI	pos-neg	12	5.5	8.6	66.7	0.7	0.8	0.7	13.1	-12.8
pair	MACD	SLmean	neg-pos	45	20.6	8.3	66.7	0.9	1.2	0.7	8.9	-12.8
pair	SLmean	MACD	neg-pos	45	20.6	8.3	66.7	0.9	1.2	0.7	8.9	-12.8
pair	LWTI	RSIhist	pos-neg	11	5.0	7.9	72.7	1.2	2.7	2.9	6.6	-2.7
pair	RSIhist	LWTI	pos-neg	11	5.0	7.9	72.7	1.2	2.7	2.9	6.6	-2.7
pair	RSI	MACDhist	neg-neg	32	14.7	7.8	62.5	0.5	0.6	0.3	22.2	-22.4
pair	MACDhist	RSI	neg-neg	32	14.7	7.8	62.5	0.5	0.6	0.3	22.2	-22.4
pair	MACD	MACDhist	pos-neg	73	33.5	7.7	68.5	0.9	1.4	0.5	8.6	-15.7
pair	MACDhist	MACD	pos-neg	73	33.5	7.7	68.5	0.9	1.4	0.5	8.6	-15.7
pair	RSmean	SLmean	neg-pos	57	26.1	7.6	63.2	0.7	1.0	0.3	11.2	-22.4
pair	SLmean	RSmean	neg-pos	57	26.1	7.6	63.2	0.7	1.0	0.3	11.2	-22.4
pair	SLmean	LWTI	neg-pos	54	24.8	7.6	66.7	0.5	0.6	0.3	16.2	-25.5
pair	LWTI	SLmean	neg-pos	54	24.8	7.6	66.7	0.5	0.6	0.3	16.2	-25.5
pair	SLmean	MRmean	neg-pos	10	4.6	7.6	50.0	0.6	3.2	1.2	12.8	-6.4
pair	MRmean	SLmean	neg-pos	10	4.6	7.6	50.0	0.6	3.2	1.2	12.8	-6.4
pair	MACD	LWTI	neg-neg	16	7.3	7.5	56.2	0.5	1.0	0.6	15.3	-11.8
pair	LWTI	MACD	neg-neg	16	7.3	7.5	56.2	0.5	1.0	0.6	15.3	-11.8
pair	MACDhist	RSmean	pos-neg	95	43.6	7.4	66.3	0.7	1.1	0.3	10.4	-22.4
pair	RSmean	MACDhist	pos-neg	95	43.6	7.4	66.3	0.7	1.1	0.3	10.4	-22.4
single	RSI	RSI	neg-neg	39	17.9	7.2	59.0	0.4	0.6	0.3	20.6	-22.4
pair	RSmean	LWTI	pos-neg	30	13.8	7.1	63.3	0.6	0.9	0.4	12.8	-17.0
pair	LWTI	RSmean	pos-neg	30	13.8	7.1	63.3	0.6	0.9	0.4	12.8	-17.0
pair	MACDhist	LWTI	neg-neg	30	13.8	7.1	63.3	0.6	0.9	0.4	12.8	-17.0
pair	LWTI	MRmean	neg-neg	23	10.6	7.1	56.5	0.6	0.9	0.4	14.4	-17.0
pair	MRmean	LWTI	neg-neg	23	10.6	7.1	56.5	0.6	0.9	0.4	14.4	-17.0
pair	LWTI	MACDhist	neg-neg	30	13.8	7.1	63.3	0.6	0.9	0.4	12.8	-17.0
pair	MACD	MRmean	neg-neg	27	12.4	6.9	63.0	0.4	0.5	0.3	23.6	-25.5
pair	MRmean	MACD	neg-neg	27	12.4	6.9	63.0	0.4	0.5	0.3	23.6	-25.5
pair	MRmean	RSmean	neg-pos	50	22.9	6.8	58.0	0.6	1.0	0.3	12.6	-22.4
pair	RSmean	MRmean	neg-pos	50	22.9	6.8	58.0	0.6	1.0	0.3	12.6	-22.4
pair	MACD	SLmean	pos-neg	22	10.1	6.7	59.1	0.7	1.0	0.8	10.9	-8.7
pair	SLmean	MACD	pos-neg	22	10.1	6.7	59.1	0.7	1.0	0.8	10.9	-8.7
pair	MACD	RSI	neg-neg	27	12.4	6.6	55.6	0.4	0.5	0.3	23.3	-19.4
single	SLmean	SLmean	neg-neg	71	32.6	6.6	64.8	0.5	0.5	0.3	15.8	-25.5
pair	RSI	MACD	neg-neg	27	12.4	6.6	55.6	0.4	0.5	0.3	23.3	-19.4
pair	MACD	RSIhist	neg-pos	24	11.0	6.5	62.5	0.7	1.0	1.3	9.5	-5.1
pair	RSIhist	MACD	neg-pos	24	11.0	6.5	62.5	0.7	1.0	1.3	9.5	-5.1
single	LWTI	LWTI	neg-neg	31	14.2	6.4	61.3	0.6	0.8	0.4	12.7	-17.0
single	MACDhist	MACDhist	neg-neg	110	50.5	6.3	66.4	0.5	0.6	0.2	13.8	-25.5
pair	RSIhist	RSI	pos-pos	116	53.2	6.3	68.1	0.9	1.2	0.8	7.0	-7.5
pair	RSI	RSIhist	pos-pos	116	53.2	6.3	68.1	0.9	1.2	0.8	7.0	-7.5
pair	LWTI	MACDhist	neg-pos	80	36.7	6.0	67.5	0.5	0.5	0.2	14.2	-25.5
pair	MACDhist	LWTI	neg-pos	80	36.7	6.0	67.5	0.5	0.5	0.2	14.2	-25.5
pair	MACDhist	RSI	pos-neg	78	35.8	5.7	67.9	0.7	0.9	0.4	8.4	-14.7
pair	RSI	MACDhist	pos-neg	78	35.8	5.7	67.9	0.7	0.9	0.4	8.4	-14.7
single	RSIhist	RSIhist	pos-pos	126	57.8	5.7	66.7	0.8	1.1	0.8	7.1	-7.5
pair	LWTI	RSIhist	neg-neg	20	9.2	5.6	55.0	0.4	0.7	0.3	15.2	-17.0
pair	RSIhist	LWTI	neg-neg	20	9.2	5.6	55.0	0.4	0.7	0.3	15.2	-17.0
pair	RSI	MRmean	pos-pos	146	67.0	5.5	67.8	0.7	0.7	0.3	8.3	-16.0
pair	RSIhist	RSmean	pos-pos	124	56.9	5.5	66.9	0.8	1.1	0.7	7.0	-7.5
pair	MRmean	RSI	pos-pos	146	67.0	5.5	67.8	0.7	0.7	0.3	8.3	-16.0
pair	LWTI	RSIhist	pos-pos	115	52.8	5.5	66.1	0.8	1.1	0.7	7.1	-7.5
pair	RSIhist	MACD	pos-pos	102	46.8	5.5	67.6	0.9	1.2	0.7	6.4	-8.1
pair	RSmean	RSIhist	pos-pos	124	56.9	5.5	66.9	0.8	1.1	0.7	7.0	-7.5
pair	RSIhist	LWTI	pos-pos	115	52.8	5.5	66.1	0.8	1.1	0.7	7.1	-7.5
pair	MACD	RSIhist	pos-pos	102	46.8	5.5	67.6	0.9	1.2	0.7	6.4	-8.1
pair	MACD	LWTI	pos-neg	15	6.9	5.2	66.7	0.6	0.6	0.8	9.6	-6.7
pair	MRmean	RSIhist	pos-pos	122	56.0	5.2	66.4	0.8	1.0	0.4	7.0	-12.4
pair	LWTI	MACD	pos-neg	15	6.9	5.2	66.7	0.6	0.6	0.8	9.6	-6.7
pair	RSIhist	MRmean	pos-pos	122	56.0	5.2	66.4	0.8	1.0	0.4	7.0	-12.4
pair	MACD	RSmean	pos-neg	33	15.1	5.1	57.6	0.4	0.7	0.4	13.5	-11.8
pair	RSI	RSmean	pos-neg	32	14.7	5.1	56.2	0.4	0.7	0.2	14.5	-22.4
pair	RSmean	MACD	pos-neg	33	15.1	5.1	57.6	0.4	0.7	0.4	13.5	-11.8
single	MACD	MACD	neg-neg	48	22.0	5.1	60.4	0.4	0.4	0.2	18.7	-25.5
single	MRmean	MRmean	neg-neg	65	29.8	5.1	60.0	0.4	0.5	0.2	16.9	-25.5
pair	RSmean	RSI	pos-neg	32	14.7	5.1	56.2	0.4	0.7	0.2	14.5	-22.4
single	RSmean	RSmean	pos-pos	201	92.2	5.0	64.2	0.6	0.7	0.2	9.5	-24.2
pair	RSmean	RSI	pos-pos	169	77.5	5.0	65.7	0.6	0.7	0.3	8.2	-16.0
pair	RSI	RSmean	pos-pos	169	77.5	5.0	65.7	0.6	0.7	0.3	8.2	-16.0
pair	MACD	RSmean	pos-pos	168	77.1	5.0	65.5	0.6	0.7	0.3	8.5	-16.8
pair	RSmean	MACD	pos-pos	168	77.1	5.0	65.5	0.6	0.7	0.3	8.5	-16.8
pair	MACD	RSmean	neg-neg	15	6.9	5.0	66.7	0.3	0.3	0.2	27.5	-25.5
pair	RSmean	MACD	neg-neg	15	6.9	5.0	66.7	0.3	0.3	0.2	27.5	-25.5
pair	SLmean	RSIhist	neg-neg	67	30.7	5.0	62.7	0.4	0.4	0.2	16.1	-25.5
pair	RSIhist	SLmean	neg-neg	67	30.7	5.0	62.7	0.4	0.4	0.2	16.1	-25.5
pair	MRmean	MACD	pos-pos	132	60.6	4.9	67.4	0.6	0.6	0.3	8.1	-16.0
pair	MACD	MRmean	pos-pos	132	60.6	4.9	67.4	0.6	0.6	0.3	8.1	-16.0
pair	SLmean	RSIhist	pos-pos	122	56.0	4.8	65.6	0.7	1.0	0.3	7.0	-13.6
pair	RSIhist	SLmean	pos-pos	122	56.0	4.8	65.6	0.7	1.0	0.3	7.0	-13.6
pair	MACDhist	RSIhist	pos-neg	22	10.1	4.7	63.6	0.4	0.3	0.3	13.8	-15.4
pair	RSIhist	MACDhist	pos-neg	22	10.1	4.7	63.6	0.4	0.3	0.3	13.8	-15.4
pair		benchmark___benchmark_	benchmark-benchmark	218	100.0	4.7	64.2	0.5	0.5	0.2	11.5	-26.7
pair	benchmark___benchmark_		benchmark-benchmark	218	100.0	4.7	64.2	0.5	0.5	0.2	11.5	-26.7
pair	MRmean	SLmean	neg-neg	55	25.2	4.7	61.8	0.3	0.4	0.2	17.6	-25.5
pair	SLmean	MRmean	neg-neg	55	25.2	4.7	61.8	0.3	0.4	0.2	17.6	-25.5
single	MRmean	MRmean	pos-pos	153	70.2	4.6	66.0	0.6	0.6	0.2	8.3	-19.2
single	MACD	MACD	pos-pos	170	78.0	4.6	65.3	0.6	0.6	0.2	8.5	-19.6
pair	RSmean	LWTI	pos-pos	171	78.4	4.6	64.3	0.6	0.6	0.3	8.8	-16.0
pair	LWTI	RSmean	pos-pos	171	78.4	4.6	64.3	0.6	0.6	0.3	8.8	-16.0
pair	LWTI	MACD	pos-pos	155	71.1	4.6	65.2	0.6	0.6	0.3	8.4	-16.0
pair	MACD	LWTI	pos-pos	155	71.1	4.6	65.2	0.6	0.6	0.3	8.4	-16.0
pair	LWTI	MRmean	pos-pos	145	66.5	4.6	65.5	0.6	0.6	0.3	8.4	-16.2
pair	MRmean	LWTI	pos-pos	145	66.5	4.6	65.5	0.6	0.6	0.3	8.4	-16.2
single	LWTI	LWTI	pos-pos	187	85.8	4.5	64.7	0.5	0.5	0.2	11.3	-25.5
pair	MACDhist	RSI	neg-pos	7	3.2	4.5	42.9	0.4	1.4	0.7	11.3	-6.2
pair	RSI	MACDhist	neg-pos	7	3.2	4.5	42.9	0.4	1.4	0.7	11.3	-6.2
pair	MRmean	RSmean	pos-pos	151	69.3	4.4	66.2	0.6	0.6	0.2	8.2	-19.2
pair	RSmean	MRmean	pos-pos	151	69.3	4.4	66.2	0.6	0.6	0.2	8.2	-19.2
pair	MRmean	LWTI	pos-neg	8	3.7	4.3	75.0	0.8	1.2	1.2	5.8	-3.6
pair	RSI	MACD	pos-pos	158	72.5	4.3	65.2	0.6	0.6	0.3	8.1	-16.0
pair	MACD	RSI	pos-pos	158	72.5	4.3	65.2	0.6	0.6	0.3	8.1	-16.0
pair	LWTI	MRmean	pos-neg	8	3.7	4.3	75.0	0.8	1.2	1.2	5.8	-3.6
pair	RSI	SLmean	pos-pos	139	63.8	4.2	65.5	0.5	0.5	0.3	8.6	-16.0
pair	SLmean	RSI	pos-pos	139	63.8	4.2	65.5	0.5	0.5	0.3	8.6	-16.0
pair	RSIhist	RSmean	pos-neg	77	35.3	4.2	59.7	0.4	0.5	0.2	12.5	-22.4
pair	RSmean	RSIhist	pos-neg	77	35.3	4.2	59.7	0.4	0.5	0.2	12.5	-22.4
single	RSI	RSI	pos-pos	179	82.1	4.2	65.4	0.5	0.6	0.3	8.4	-16.0
pair	RSI	SLmean	neg-pos	40	18.3	4.2	65.0	0.6	0.7	0.5	7.9	-8.3
pair	SLmean	RSI	neg-pos	40	18.3	4.2	65.0	0.6	0.7	0.5	7.9	-8.3
pair	MRmean	RSIhist	neg-neg	61	28.0	4.1	59.0	0.3	0.4	0.2	17.3	-25.5
pair	RSIhist	MRmean	neg-neg	61	28.0	4.1	59.0	0.3	0.4	0.2	17.3	-25.5
pair	LWTI	MRmean	neg-pos	42	19.3	4.0	61.9	0.3	0.3	0.2	18.3	-25.5
pair	MRmean	LWTI	neg-pos	42	19.3	4.0	61.9	0.3	0.3	0.2	18.3	-25.5
pair	RSmean	SLmean	pos-pos	144	66.1	4.0	64.6	0.5	0.5	0.2	8.7	-17.5
pair	SLmean	RSmean	pos-pos	144	66.1	4.0	64.6	0.5	0.5	0.2	8.7	-17.5
single	SLmean	SLmean	pos-pos	147	67.4	3.9	63.9	0.5	0.5	0.2	8.8	-20.2
pair	LWTI	MACD	neg-pos	32	14.7	3.9	62.5	0.3	0.3	0.1	20.4	-25.5
pair	MACD	LWTI	neg-pos	32	14.7	3.9	62.5	0.3	0.3	0.1	20.4	-25.5
pair	MRmean	MACD	neg-pos	38	17.4	3.8	57.9	0.4	0.7	0.2	10.0	-15.7
pair	MACD	MRmean	neg-pos	38	17.4	3.8	57.9	0.4	0.7	0.2	10.0	-15.7
pair	SLmean	MACD	neg-neg	26	11.9	3.7	61.5	0.3	0.3	0.1	23.6	-25.5
pair	MACD	SLmean	neg-neg	26	11.9	3.7	61.5	0.3	0.3	0.1	23.6	-25.5
pair	MACDhist	MACD	neg-neg	37	17.0	3.7	62.2	0.3	0.3	0.1	20.7	-25.5
pair	MACD	MACDhist	neg-neg	37	17.0	3.7	62.2	0.3	0.3	0.1	20.7	-25.5
pair	RSIhist	MACD	neg-neg	24	11.0	3.7	58.3	0.3	0.3	0.1	25.0	-25.5
pair	MACD	RSIhist	neg-neg	24	11.0	3.7	58.3	0.3	0.3	0.1	25.0	-25.5
pair	SLmean	MRmean	pos-pos	137	62.8	3.6	65.0	0.5	0.5	0.2	8.5	-18.7
pair	MRmean	SLmean	pos-pos	137	62.8	3.6	65.0	0.5	0.5	0.2	8.5	-18.7
pair	MRmean	MACDhist	neg-neg	61	28.0	3.5	59.0	0.3	0.4	0.1	17.2	-25.5
pair	MACDhist	MRmean	neg-neg	61	28.0	3.5	59.0	0.3	0.4	0.1	17.2	-25.5
pair	LWTI	RSI	pos-pos	166	76.1	3.5	64.5	0.5	0.5	0.2	8.5	-16.0
pair	RSI	LWTI	pos-pos	166	76.1	3.5	64.5	0.5	0.5	0.2	8.5	-16.0
single	RSIhist	RSIhist	neg-neg	92	42.2	3.4	60.9	0.3	0.3	0.1	15.7	-25.5
pair	MACD	SLmean	pos-pos	125	57.3	3.4	64.8	0.4	0.5	0.2	8.4	-16.0
pair	SLmean	MACD	pos-pos	125	57.3	3.4	64.8	0.4	0.5	0.2	8.4	-16.0
pair	LWTI	MACDhist	pos-pos	107	49.1	3.3	62.6	0.4	0.4	0.2	8.6	-18.2
pair	MACDhist	LWTI	pos-pos	107	49.1	3.3	62.6	0.4	0.4	0.2	8.6	-18.2
pair	RSIhist	MACD	pos-neg	68	31.2	3.3	61.8	0.3	0.4	0.2	11.0	-15.7
pair	MACD	RSIhist	pos-neg	68	31.2	3.3	61.8	0.3	0.4	0.2	11.0	-15.7
pair	SLmean	LWTI	neg-neg	17	7.8	3.2	58.8	0.3	0.4	0.2	14.7	-17.0
pair	LWTI	SLmean	neg-neg	17	7.8	3.2	58.8	0.3	0.4	0.2	14.7	-17.0
pair	SLmean	LWTI	pos-pos	133	61.0	3.2	63.9	0.4	0.4	0.2	8.6	-16.1
pair	LWTI	SLmean	pos-pos	133	61.0	3.2	63.9	0.4	0.4	0.2	8.6	-16.1
single	MACDhist	MACDhist	pos-pos	108	49.5	3.1	62.0	0.4	0.4	0.2	8.6	-18.8
pair	RSI	MACD	neg-pos	21	9.6	3.1	66.7	0.3	0.3	0.2	10.5	-14.7
pair	MACD	RSI	neg-pos	21	9.6	3.1	66.7	0.3	0.3	0.2	10.5	-14.7
pair	MACDhist	RSIhist	neg-neg	70	32.1	3.0	60.0	0.3	0.3	0.1	16.3	-25.5
pair	RSmean	LWTI	neg-pos	16	7.3	3.0	68.8	0.2	0.2	0.1	26.7	-25.5
pair	LWTI	RSmean	neg-pos	16	7.3	3.0	68.8	0.2	0.2	0.1	26.7	-25.5
pair	RSIhist	MACDhist	neg-neg	70	32.1	3.0	60.0	0.3	0.3	0.1	16.3	-25.5
pair	RSI	MACDhist	pos-pos	101	46.3	3.0	63.4	0.4	0.4	0.2	8.4	-18.2
pair	MACDhist	RSI	pos-pos	101	46.3	3.0	63.4	0.4	0.4	0.2	8.4	-18.2
pair	SLmean	MACDhist	neg-neg	56	25.7	2.9	60.7	0.2	0.3	0.1	17.4	-25.5
pair	MACDhist	SLmean	neg-neg	56	25.7	2.9	60.7	0.2	0.3	0.1	17.4	-25.5
pair	LWTI	RSIhist	neg-pos	72	33.0	2.8	62.5	0.3	0.3	0.1	15.9	-25.5
pair	RSIhist	LWTI	neg-pos	72	33.0	2.8	62.5	0.3	0.3	0.1	15.9	-25.5
pair	RSmean	MACDhist	pos-pos	106	48.6	2.8	62.3	0.4	0.4	0.1	8.5	-18.2
pair	MACDhist	RSmean	pos-pos	106	48.6	2.8	62.3	0.4	0.4	0.1	8.5	-18.2
pair	MACDhist	RSIhist	pos-pos	86	39.4	2.7	61.6	0.4	0.7	0.3	6.7	-9.6
pair	RSIhist	MACDhist	pos-pos	86	39.4	2.7	61.6	0.4	0.7	0.3	6.7	-9.6
pair	MRmean	MACD	pos-neg	21	9.6	2.7	57.1	0.3	0.5	0.3	9.6	-8.5
pair	MACD	MRmean	pos-neg	21	9.6	2.7	57.1	0.3	0.5	0.3	9.6	-8.5
pair	SLmean	RSmean	neg-neg	14	6.4	2.5	71.4	0.2	0.2	0.1	28.2	-25.5
pair	RSmean	SLmean	neg-neg	14	6.4	2.5	71.4	0.2	0.2	0.1	28.2	-25.5
pair	MACDhist	MACD	pos-pos	97	44.5	2.4	62.9	0.3	0.3	0.1	8.4	-18.2
pair	MACD	MACDhist	pos-pos	97	44.5	2.4	62.9	0.3	0.3	0.1	8.4	-18.2
pair	MRmean	MACDhist	pos-pos	104	47.7	2.2	61.5	0.3	0.3	0.1	8.5	-20.2
pair	MACDhist	MRmean	pos-pos	104	47.7	2.2	61.5	0.3	0.3	0.1	8.5	-20.2
pair	MRmean	RSIhist	pos-neg	31	14.2	2.1	64.5	0.2	0.2	0.1	12.1	-16.1
pair	RSIhist	MRmean	pos-neg	31	14.2	2.1	64.5	0.2	0.2	0.1	12.1	-16.1
single	RSmean	RSmean	neg-neg	17	7.8	1.9	64.7	0.2	0.2	0.1	25.9	-25.5
pair	RSI	LWTI	neg-neg	18	8.3	1.6	50.0	0.2	0.3	0.1	15.6	-17.0
pair	LWTI	RSI	neg-neg	18	8.3	1.6	50.0	0.2	0.3	0.1	15.6	-17.0
pair	RSIhist	RSI	pos-neg	63	28.9	0.5	60.3	0.1	0.1	0.0	10.5	-17.8
pair	RSI	RSIhist	pos-neg	63	28.9	0.5	60.3	0.1	0.1	0.0	10.5	-17.8
pair	MACDhist	SLmean	pos-pos	93	42.7	0.4	59.1	0.1	0.1	0.0	8.7	-21.2
pair	SLmean	MACDhist	pos-pos	93	42.7	0.4	59.1	0.1	0.1	0.0	8.7	-21.2
pair	RSIhist	RSmean	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	RSmean	RSIhist	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	RSmean	MRmean	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	MRmean	RSmean	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	MACDhist	RSmean	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	RSmean	MACDhist	neg-neg	15	6.9	-0.4	66.7	0.1	0.1	-0.0	27.4	-25.5
pair	RSIhist	SLmean	pos-neg	25	11.5	-0.6	56.0	0.0	0.0	-0.0	14.7	-16.9
pair	SLmean	RSIhist	pos-neg	25	11.5	-0.6	56.0	0.0	0.0	-0.0	14.7	-16.9
pair	SLmean	RSmean	pos-neg	3	1.4	-0.7	33.3	-0.0	-0.0	-0.6	14.2	-1.2
pair	RSmean	SLmean	pos-neg	3	1.4	-0.7	33.3	-0.0	-0.0	-0.6	14.2	-1.2
pair	RSIhist	RSI	neg-pos	10	4.6	-0.7	50.0	-0.1	-0.1	-0.1	8.4	-5.1
pair	RSI	RSIhist	neg-pos	10	4.6	-0.7	50.0	-0.1	-0.1	-0.1	8.4	-5.1
pair	MRmean	RSI	neg-pos	33	15.1	-1.5	54.5	-0.1	-0.2	-0.1	8.8	-10.2
pair	RSI	MRmean	neg-pos	33	15.1	-1.5	54.5	-0.1	-0.2	-0.1	8.8	-10.2
pair	RSI	SLmean	pos-neg	8	3.7	-1.7	37.5	-0.1	-0.3	-0.2	12.3	-8.2
pair	SLmean	RSI	pos-neg	8	3.7	-1.7	37.5	-0.1	-0.3	-0.2	12.3	-8.2
pair	RSI	RSmean	neg-pos	10	4.6	-7.7	60.0	-0.7	-0.8	-0.7	10.7	-11.4
pair	RSmean	RSI	neg-pos	10	4.6	-7.7	60.0	-0.7	-0.8	-0.7	10.7	-11.4
pair	RSmean	LWTI	neg-neg	1	0.5	-13.4	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	-13.4	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	pos-neg	7	3.2	-13.4	28.6	-2.4	-4.3	-2.1	6.0	-6.2
pair	RSI	MRmean	pos-neg	7	3.2	-13.4	28.6	-2.4	-4.3	-2.1	6.0	-6.2
pair	LWTI	MACDhist	pos-neg	1	0.5	-13.4	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.5	-13.4	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	2	0.9	-18.4	50.0	-2.4	0.0	-5.5	8.4	-3.4
pair	MACD	RSmean	neg-pos	2	0.9	-18.4	50.0	-2.4	0.0	-5.5	8.4	-3.4

All Contingency Tables for EMB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 65% Sharpe 0.46 \| Sortino 0.47 \| Calmar 0.2 Vol 8% \| MDD -18.7% Months 137M (63%)	CAGR 13.4% \| Win 75% Sharpe 2.06 \| Sortino 4.10 \| Calmar 4.4 Vol 6% \| MDD -3.0% Months 16M (7%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 7.6% \| Win 50% Sharpe 0.63 \| Sortino 3.17 \| Calmar 1.2 Vol 13% \| MDD -6.4% Months 10M (5%)	CAGR 4.7% \| Win 62% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.2 Vol 18% \| MDD -25.5% Months 55M (25%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
SLmean only	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 66% Sharpe 0.56 \| Sortino 0.57 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 151M (69%)	CAGR 21.5% \| Win 50% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (1%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 6.8% \| Win 58% Sharpe 0.59 \| Sortino 0.97 \| Calmar 0.3 Vol 13% \| MDD -22.4% Months 50M (23%)	CAGR -0.4% \| Win 67% Sharpe 0.12 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -25.5% Months 15M (7%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
RSmean only	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 67% Sharpe 0.63 \| Sortino 0.61 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 132M (61%)	CAGR 2.7% \| Win 57% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.3 Vol 10% \| MDD -8.5% Months 21M (10%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 3.8% \| Win 58% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -15.7% Months 38M (17%)	CAGR 6.9% \| Win 63% Sharpe 0.40 \| Sortino 0.48 \| Calmar 0.3 Vol 24% \| MDD -25.5% Months 27M (12%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
MACD only	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 68% Sharpe 0.69 \| Sortino 0.68 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 146M (67%)	CAGR -13.4% \| Win 29% Sharpe -2.37 \| Sortino -4.32 \| Calmar -2.1 Vol 6% \| MDD -6.2% Months 7M (3%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR -1.5% \| Win 55% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 9% \| MDD -10.2% Months 33M (15%)	CAGR 12.4% \| Win 66% Sharpe 0.64 \| Sortino 0.76 \| Calmar 0.6 Vol 22% \| MDD -22.4% Months 32M (15%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
RSI only	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 62% Sharpe 0.30 \| Sortino 0.30 \| Calmar 0.1 Vol 8% \| MDD -20.2% Months 104M (48%)	CAGR 9.9% \| Win 76% Sharpe 1.26 \| Sortino 1.46 \| Calmar 2.0 Vol 8% \| MDD -4.9% Months 49M (22%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 32.1% \| Win 75% Sharpe 2.83 \| Sortino 0.00 \| Calmar 44.0 Vol 10% \| MDD -0.7% Months 4M (2%)	CAGR 3.5% \| Win 59% Sharpe 0.29 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -25.5% Months 61M (28%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 66% Sharpe 0.76 \| Sortino 1.04 \| Calmar 0.4 Vol 7% \| MDD -12.4% Months 122M (56%)	CAGR 2.1% \| Win 64% Sharpe 0.23 \| Sortino 0.19 \| Calmar 0.1 Vol 12% \| MDD -16.1% Months 31M (14%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 21.9% \| Win 75% Sharpe 2.62 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 4M (2%)	CAGR 4.1% \| Win 59% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 61M (28%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.59 \| Calmar 0.3 Vol 8% \| MDD -16.2% Months 145M (66%)	CAGR 4.3% \| Win 75% Sharpe 0.75 \| Sortino 1.18 \| Calmar 1.2 Vol 6% \| MDD -3.6% Months 8M (4%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 4.0% \| Win 62% Sharpe 0.31 \| Sortino 0.35 \| Calmar 0.2 Vol 18% \| MDD -25.5% Months 42M (19%)	CAGR 7.1% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.4 Vol 14% \| MDD -17.0% Months 23M (11%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.0% \| Win 65% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -17.5% Months 144M (66%)	CAGR -0.7% \| Win 33% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.6 Vol 14% \| MDD -1.2% Months 3M (1%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 7.6% \| Win 63% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.3 Vol 11% \| MDD -22.4% Months 57M (26%)	CAGR 2.5% \| Win 71% Sharpe 0.22 \| Sortino 0.21 \| Calmar 0.1 Vol 28% \| MDD -25.5% Months 14M (6%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
RSmean only	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 65% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.2 Vol 8% \| MDD -16.0% Months 125M (57%)	CAGR 6.7% \| Win 59% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.8 Vol 11% \| MDD -8.7% Months 22M (10%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 8.3% \| Win 67% Sharpe 0.94 \| Sortino 1.24 \| Calmar 0.6 Vol 9% \| MDD -12.8% Months 45M (21%)	CAGR 3.7% \| Win 62% Sharpe 0.27 \| Sortino 0.32 \| Calmar 0.1 Vol 24% \| MDD -25.5% Months 26M (12%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
MACD only	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.2% \| Win 66% Sharpe 0.52 \| Sortino 0.54 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 139M (64%)	CAGR -1.7% \| Win 38% Sharpe -0.09 \| Sortino -0.33 \| Calmar -0.2 Vol 12% \| MDD -8.2% Months 8M (4%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 4.2% \| Win 65% Sharpe 0.56 \| Sortino 0.69 \| Calmar 0.5 Vol 8% \| MDD -8.3% Months 40M (18%)	CAGR 9.7% \| Win 64% Sharpe 0.53 \| Sortino 0.62 \| Calmar 0.4 Vol 22% \| MDD -22.4% Months 31M (14%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
RSI only	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.10 \| Calmar 0.0 Vol 9% \| MDD -21.2% Months 93M (43%)	CAGR 10.1% \| Win 72% Sharpe 1.14 \| Sortino 1.64 \| Calmar 1.4 Vol 9% \| MDD -7.3% Months 54M (25%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 21.6% \| Win 80% Sharpe 3.06 \| Sortino 10.15 \| Calmar 18.2 Vol 6% \| MDD -1.2% Months 15M (7%)	CAGR 2.9% \| Win 61% Sharpe 0.25 \| Sortino 0.29 \| Calmar 0.1 Vol 17% \| MDD -25.5% Months 56M (26%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 66% Sharpe 0.70 \| Sortino 0.97 \| Calmar 0.4 Vol 7% \| MDD -13.6% Months 122M (56%)	CAGR -0.6% \| Win 56% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 15% \| MDD -16.9% Months 25M (12%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 37.2% \| Win 100% Sharpe 9.96 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 4M (2%)	CAGR 5.0% \| Win 63% Sharpe 0.38 \| Sortino 0.44 \| Calmar 0.2 Vol 16% \| MDD -25.5% Months 67M (31%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 64% Sharpe 0.41 \| Sortino 0.43 \| Calmar 0.2 Vol 9% \| MDD -16.1% Months 133M (61%)	CAGR 10.3% \| Win 64% Sharpe 1.02 \| Sortino 4.44 \| Calmar 2.1 Vol 10% \| MDD -4.9% Months 14M (6%)	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)
SLmean neg	CAGR 7.6% \| Win 67% Sharpe 0.54 \| Sortino 0.56 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 54M (25%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.2 Vol 15% \| MDD -17.0% Months 17M (8%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 66% Sharpe 0.61 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -16.8% Months 168M (77%)	CAGR 5.1% \| Win 58% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.4 Vol 14% \| MDD -11.8% Months 33M (15%)	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)
RSmean neg	CAGR -18.4% \| Win 50% Sharpe -2.40 \| Sortino 0.00 \| Calmar -5.5 Vol 8% \| MDD -3.4% Months 2M (1%)	CAGR 5.0% \| Win 67% Sharpe 0.31 \| Sortino 0.31 \| Calmar 0.2 Vol 28% \| MDD -25.5% Months 15M (7%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)
MACD only	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 66% Sharpe 0.63 \| Sortino 0.67 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 169M (78%)	CAGR 5.1% \| Win 56% Sharpe 0.41 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -22.4% Months 32M (15%)	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)
RSmean neg	CAGR -7.7% \| Win 60% Sharpe -0.70 \| Sortino -0.75 \| Calmar -0.7 Vol 11% \| MDD -11.4% Months 10M (5%)	CAGR 17.5% \| Win 71% Sharpe 0.59 \| Sortino 0.52 \| Calmar 0.9 Vol 40% \| MDD -19.4% Months 7M (3%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)
RSI only	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 62% Sharpe 0.37 \| Sortino 0.37 \| Calmar 0.2 Vol 8% \| MDD -18.2% Months 106M (49%)	CAGR 7.4% \| Win 66% Sharpe 0.74 \| Sortino 1.07 \| Calmar 0.3 Vol 10% \| MDD -22.4% Months 95M (44%)	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)
RSmean neg	CAGR 21.5% \| Win 50% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (1%)	CAGR -0.4% \| Win 67% Sharpe 0.12 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -25.5% Months 15M (7%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 67% Sharpe 0.80 \| Sortino 1.09 \| Calmar 0.7 Vol 7% \| MDD -7.5% Months 124M (57%)	CAGR 4.2% \| Win 60% Sharpe 0.39 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -22.4% Months 77M (35%)	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)
RSmean neg	CAGR 21.5% \| Win 50% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (1%)	CAGR -0.4% \| Win 67% Sharpe 0.12 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -25.5% Months 15M (7%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 64% Sharpe 0.56 \| Sortino 0.62 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 171M (78%)	CAGR 7.1% \| Win 63% Sharpe 0.60 \| Sortino 0.91 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 30M (14%)	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)
RSmean neg	CAGR 3.0% \| Win 69% Sharpe 0.24 \| Sortino 0.24 \| Calmar 0.1 Vol 27% \| MDD -25.5% Months 16M (7%)	CAGR -13.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.3% \| Win 65% Sharpe 0.57 \| Sortino 0.61 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 158M (72%)	CAGR 8.6% \| Win 67% Sharpe 0.69 \| Sortino 0.85 \| Calmar 0.7 Vol 13% \| MDD -12.8% Months 12M (6%)	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)
MACD neg	CAGR 3.1% \| Win 67% Sharpe 0.34 \| Sortino 0.34 \| Calmar 0.2 Vol 10% \| MDD -14.7% Months 21M (10%)	CAGR 6.6% \| Win 56% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.3 Vol 23% \| MDD -19.4% Months 27M (12%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)
RSI only	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.4% \| Win 63% Sharpe 0.33 \| Sortino 0.31 \| Calmar 0.1 Vol 8% \| MDD -18.2% Months 97M (44%)	CAGR 7.7% \| Win 68% Sharpe 0.90 \| Sortino 1.35 \| Calmar 0.5 Vol 9% \| MDD -15.7% Months 73M (34%)	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)
MACD neg	CAGR 9.8% \| Win 55% Sharpe 0.98 \| Sortino 3.08 \| Calmar 1.6 Vol 10% \| MDD -6.2% Months 11M (5%)	CAGR 3.7% \| Win 62% Sharpe 0.28 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -25.5% Months 37M (17%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.5% \| Win 68% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.7 Vol 6% \| MDD -8.1% Months 102M (47%)	CAGR 3.3% \| Win 62% Sharpe 0.35 \| Sortino 0.37 \| Calmar 0.2 Vol 11% \| MDD -15.7% Months 68M (31%)	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)
MACD neg	CAGR 6.5% \| Win 62% Sharpe 0.70 \| Sortino 0.96 \| Calmar 1.3 Vol 10% \| MDD -5.1% Months 24M (11%)	CAGR 3.7% \| Win 58% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -25.5% Months 24M (11%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.62 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 155M (71%)	CAGR 5.2% \| Win 67% Sharpe 0.57 \| Sortino 0.64 \| Calmar 0.8 Vol 10% \| MDD -6.7% Months 15M (7%)	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)
MACD neg	CAGR 3.9% \| Win 62% Sharpe 0.29 \| Sortino 0.31 \| Calmar 0.2 Vol 20% \| MDD -25.5% Months 32M (15%)	CAGR 7.5% \| Win 56% Sharpe 0.54 \| Sortino 0.97 \| Calmar 0.6 Vol 15% \| MDD -11.8% Months 16M (7%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.0% \| Win 63% Sharpe 0.40 \| Sortino 0.38 \| Calmar 0.2 Vol 8% \| MDD -18.2% Months 101M (46%)	CAGR 5.7% \| Win 68% Sharpe 0.70 \| Sortino 0.93 \| Calmar 0.4 Vol 8% \| MDD -14.7% Months 78M (36%)	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)
RSI neg	CAGR 4.5% \| Win 43% Sharpe 0.44 \| Sortino 1.43 \| Calmar 0.7 Vol 11% \| MDD -6.2% Months 7M (3%)	CAGR 7.8% \| Win 62% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.3 Vol 22% \| MDD -22.4% Months 32M (15%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.3% \| Win 68% Sharpe 0.91 \| Sortino 1.20 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 116M (53%)	CAGR 0.5% \| Win 60% Sharpe 0.10 \| Sortino 0.10 \| Calmar 0.0 Vol 10% \| MDD -17.8% Months 63M (29%)	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)
RSI neg	CAGR -0.7% \| Win 50% Sharpe -0.05 \| Sortino -0.12 \| Calmar -0.1 Vol 8% \| MDD -5.1% Months 10M (5%)	CAGR 10.1% \| Win 62% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.5 Vol 23% \| MDD -22.4% Months 29M (13%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.5% \| Win 64% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 8% \| MDD -16.0% Months 166M (76%)	CAGR 13.4% \| Win 77% Sharpe 1.78 \| Sortino 4.25 \| Calmar 5.3 Vol 7% \| MDD -2.5% Months 13M (6%)	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)
RSI neg	CAGR 12.4% \| Win 67% Sharpe 0.60 \| Sortino 0.65 \| Calmar 0.6 Vol 24% \| MDD -19.4% Months 21M (10%)	CAGR 1.6% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.1 Vol 16% \| MDD -17.0% Months 18M (8%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 2.7% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.3 Vol 7% \| MDD -9.6% Months 86M (39%)	CAGR 4.7% \| Win 64% Sharpe 0.40 \| Sortino 0.32 \| Calmar 0.3 Vol 14% \| MDD -15.4% Months 22M (10%)	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)
MACDhist neg	CAGR 12.4% \| Win 78% Sharpe 1.60 \| Sortino 1.71 \| Calmar 3.4 Vol 8% \| MDD -3.6% Months 40M (18%)	CAGR 3.0% \| Win 60% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 70M (32%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)
RSIhist only	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.3% \| Win 63% Sharpe 0.42 \| Sortino 0.43 \| Calmar 0.2 Vol 9% \| MDD -18.2% Months 107M (49%)	CAGR -13.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)
MACDhist neg	CAGR 6.0% \| Win 68% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 80M (37%)	CAGR 7.1% \| Win 63% Sharpe 0.60 \| Sortino 0.91 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 30M (14%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.5% \| Win 66% Sharpe 0.79 \| Sortino 1.07 \| Calmar 0.7 Vol 7% \| MDD -7.5% Months 115M (53%)	CAGR 7.9% \| Win 73% Sharpe 1.18 \| Sortino 2.73 \| Calmar 2.9 Vol 7% \| MDD -2.7% Months 11M (5%)	CAGR 5.7% \| Win 67% Sharpe 0.82 \| Sortino 1.14 \| Calmar 0.8 Vol 7% \| MDD -7.5% Months 126M (58%)
RSIhist neg	CAGR 2.8% \| Win 62% Sharpe 0.26 \| Sortino 0.27 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 72M (33%)	CAGR 5.6% \| Win 55% Sharpe 0.43 \| Sortino 0.71 \| Calmar 0.3 Vol 15% \| MDD -17.0% Months 20M (9%)	CAGR 3.4% \| Win 61% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 92M (42%)
LWTI only	CAGR 4.5% \| Win 65% Sharpe 0.45 \| Sortino 0.47 \| Calmar 0.2 Vol 11% \| MDD -25.5% Months 187M (86%)	CAGR 6.4% \| Win 61% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 13% \| MDD -17.0% Months 31M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 65% Sharpe 0.46 \| Sortino 0.47 \| Calmar 0.2 Vol 8% \| MDD -18.7% Months 137M (63%)	CAGR 13.4% \| Win 75% Sharpe 2.06 \| Sortino 4.10 \| Calmar 4.4 Vol 6% \| MDD -3.0% Months 16M (7%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 7.6% \| Win 50% Sharpe 0.63 \| Sortino 3.17 \| Calmar 1.2 Vol 13% \| MDD -6.4% Months 10M (5%)	CAGR 4.7% \| Win 62% Sharpe 0.35 \| Sortino 0.41 \| Calmar 0.2 Vol 18% \| MDD -25.5% Months 55M (25%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
SLmean only	CAGR 3.9% \| Win 64% Sharpe 0.48 \| Sortino 0.53 \| Calmar 0.2 Vol 9% \| MDD -20.2% Months 147M (67%)	CAGR 6.6% \| Win 65% Sharpe 0.48 \| Sortino 0.54 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 71M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 66% Sharpe 0.56 \| Sortino 0.57 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 151M (69%)	CAGR 21.5% \| Win 50% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 2M (1%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 6.8% \| Win 58% Sharpe 0.59 \| Sortino 0.97 \| Calmar 0.3 Vol 13% \| MDD -22.4% Months 50M (23%)	CAGR -0.4% \| Win 67% Sharpe 0.12 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -25.5% Months 15M (7%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
RSmean only	CAGR 5.0% \| Win 64% Sharpe 0.56 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -24.2% Months 201M (92%)	CAGR 1.9% \| Win 65% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 26% \| MDD -25.5% Months 17M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 67% Sharpe 0.63 \| Sortino 0.61 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 132M (61%)	CAGR 2.7% \| Win 57% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.3 Vol 10% \| MDD -8.5% Months 21M (10%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 3.8% \| Win 58% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -15.7% Months 38M (17%)	CAGR 6.9% \| Win 63% Sharpe 0.40 \| Sortino 0.48 \| Calmar 0.3 Vol 24% \| MDD -25.5% Months 27M (12%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
MACD only	CAGR 4.6% \| Win 65% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.2 Vol 8% \| MDD -19.6% Months 170M (78%)	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -25.5% Months 48M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 68% Sharpe 0.69 \| Sortino 0.68 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 146M (67%)	CAGR -13.4% \| Win 29% Sharpe -2.37 \| Sortino -4.32 \| Calmar -2.1 Vol 6% \| MDD -6.2% Months 7M (3%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR -1.5% \| Win 55% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 9% \| MDD -10.2% Months 33M (15%)	CAGR 12.4% \| Win 66% Sharpe 0.64 \| Sortino 0.76 \| Calmar 0.6 Vol 22% \| MDD -22.4% Months 32M (15%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
RSI only	CAGR 4.2% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -16.0% Months 179M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.3 Vol 21% \| MDD -22.4% Months 39M (18%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 62% Sharpe 0.30 \| Sortino 0.30 \| Calmar 0.1 Vol 8% \| MDD -20.2% Months 104M (48%)	CAGR 9.9% \| Win 76% Sharpe 1.26 \| Sortino 1.46 \| Calmar 2.0 Vol 8% \| MDD -4.9% Months 49M (22%)	CAGR 4.6% \| Win 66% Sharpe 0.58 \| Sortino 0.60 \| Calmar 0.2 Vol 8% \| MDD -19.2% Months 153M (70%)
MRmean neg	CAGR 32.1% \| Win 75% Sharpe 2.83 \| Sortino 0.00 \| Calmar 44.0 Vol 10% \| MDD -0.7% Months 4M (2%)	CAGR 3.5% \| Win 59% Sharpe 0.29 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -25.5% Months 61M (28%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 65M (30%)
MACDhist only	CAGR 3.1% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 9% \| MDD -18.8% Months 108M (50%)	CAGR 6.3% \| Win 66% Sharpe 0.52 \| Sortino 0.59 \| Calmar 0.2 Vol 14% \| MDD -25.5% Months 110M (50%)