EMLC - VanEck JP Morgan EM Local Currency Bond ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

38.3%

Best CAGR

Total Months

4.3%

Avg CAGR

EMLC 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 EMLC

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSIhist	neg-pos	14	7.2	38.3	92.9	3.3	0.0	13.4	10.0	-2.9
pair	RSIhist	RSI	neg-pos	14	7.2	38.3	92.9	3.3	0.0	13.4	10.0	-2.9
pair	RSmean	RSI	neg-neg	4	2.1	36.8	50.0	2.3	10.6	27.1	14.1	-1.4
pair	RSI	RSmean	neg-neg	4	2.1	36.8	50.0	2.3	10.6	27.1	14.1	-1.4
pair	RSI	MRmean	pos-neg	9	4.6	33.4	88.9	3.2	0.0	11.7	9.2	-2.9
pair	MRmean	RSI	pos-neg	9	4.6	33.4	88.9	3.2	0.0	11.7	9.2	-2.9
pair	RSIhist	MRmean	neg-pos	12	6.2	30.1	83.3	2.8	16.4	83.2	9.8	-0.4
pair	MRmean	RSIhist	neg-pos	12	6.2	30.1	83.3	2.8	16.4	83.2	9.8	-0.4
pair	MACDhist	RSI	neg-pos	13	6.7	27.2	84.6	2.9	3.1	7.9	8.5	-3.4
pair	RSI	MACDhist	neg-pos	13	6.7	27.2	84.6	2.9	3.1	7.9	8.5	-3.4
pair	RSmean	SLmean	pos-neg	4	2.1	26.8	100.0	5.3	0.0	0.0	4.5	0.0
pair	SLmean	RSmean	pos-neg	4	2.1	26.8	100.0	5.3	0.0	0.0	4.5	0.0
pair	SLmean	RSI	pos-neg	14	7.2	24.2	92.9	3.2	0.0	8.4	6.8	-2.9
pair	RSI	SLmean	pos-neg	14	7.2	24.2	92.9	3.2	0.0	8.4	6.8	-2.9
pair	RSIhist	SLmean	neg-pos	11	5.6	23.0	63.6	1.6	5.4	6.7	13.1	-3.5
pair	SLmean	RSIhist	neg-pos	11	5.6	23.0	63.6	1.6	5.4	6.7	13.1	-3.5
pair	RSmean	MACDhist	neg-pos	2	1.0	22.9	100.0	3.8	0.0	0.0	5.6	0.0
pair	MACDhist	RSmean	neg-pos	2	1.0	22.9	100.0	3.8	0.0	0.0	5.6	0.0
pair	MRmean	RSmean	pos-neg	5	2.6	22.7	100.0	4.6	0.0	0.0	4.5	0.0
pair	RSmean	MRmean	pos-neg	5	2.6	22.7	100.0	4.6	0.0	0.0	4.5	0.0
pair	MACD	RSmean	neg-neg	17	8.7	20.5	76.5	2.1	3.2	5.0	9.2	-4.1
pair	RSmean	MACD	neg-neg	17	8.7	20.5	76.5	2.1	3.2	5.0	9.2	-4.1
pair	RSIhist	RSmean	neg-neg	13	6.7	19.7	69.2	1.8	3.2	4.8	10.5	-4.1
pair	RSmean	RSIhist	neg-neg	13	6.7	19.7	69.2	1.8	3.2	4.8	10.5	-4.1
pair	LWTI	RSmean	neg-pos	19	9.7	17.6	73.7	1.9	3.2	4.3	9.0	-4.1
single	RSmean	RSmean	neg-neg	19	9.7	17.6	73.7	1.9	3.2	4.3	9.0	-4.1
pair	RSmean	LWTI	neg-pos	19	9.7	17.6	73.7	1.9	3.2	4.3	9.0	-4.1
pair	RSIhist	LWTI	pos-neg	21	10.8	17.2	66.7	1.4	2.9	3.3	11.7	-5.3
pair	LWTI	RSIhist	pos-neg	21	10.8	17.2	66.7	1.4	2.9	3.3	11.7	-5.3
pair	MACDhist	RSmean	neg-neg	17	8.7	17.0	70.6	1.7	3.1	4.1	9.5	-4.1
pair	RSmean	MACDhist	neg-neg	17	8.7	17.0	70.6	1.7	3.1	4.1	9.5	-4.1
pair	RSmean	MRmean	neg-neg	14	7.2	15.9	64.3	1.5	3.0	3.9	10.3	-4.1
pair	MRmean	RSmean	neg-neg	14	7.2	15.9	64.3	1.5	3.0	3.9	10.3	-4.1
pair	SLmean	RSmean	neg-neg	15	7.7	15.3	66.7	1.5	2.9	3.7	10.0	-4.1
pair	RSmean	SLmean	neg-neg	15	7.7	15.3	66.7	1.5	2.9	3.7	10.0	-4.1
pair	RSIhist	SLmean	pos-neg	15	7.7	13.6	86.7	1.6	19.4	4.1	8.0	-3.3
pair	SLmean	RSIhist	pos-neg	15	7.7	13.6	86.7	1.6	19.4	4.1	8.0	-3.3
pair	RSIhist	RSmean	neg-pos	6	3.1	13.2	83.3	2.4	0.0	0.0	5.3	0.0
pair	RSmean	RSIhist	neg-pos	6	3.1	13.2	83.3	2.4	0.0	0.0	5.3	0.0
pair	RSmean	RSI	neg-pos	15	7.7	13.0	80.0	1.7	2.3	3.2	7.4	-4.1
pair	RSI	RSmean	neg-pos	15	7.7	13.0	80.0	1.7	2.3	3.2	7.4	-4.1
pair	RSI	LWTI	neg-pos	37	19.0	12.9	64.9	1.1	1.9	1.1	11.4	-11.5
pair	LWTI	RSI	neg-pos	37	19.0	12.9	64.9	1.1	1.9	1.1	11.4	-11.5
pair	MRmean	SLmean	neg-pos	12	6.2	12.3	75.0	1.4	2.0	3.8	8.8	-3.3
pair	SLmean	MRmean	neg-pos	12	6.2	12.3	75.0	1.4	2.0	3.8	8.8	-3.3
pair	RSI	MACD	neg-neg	59	30.3	11.5	57.6	0.9	1.8	0.6	12.3	-19.5
pair	MACD	RSI	neg-neg	59	30.3	11.5	57.6	0.9	1.8	0.6	12.3	-19.5
pair	RSIhist	MRmean	pos-neg	21	10.8	11.4	76.2	1.3	1.6	2.1	8.5	-5.4
pair	MRmean	RSIhist	pos-neg	21	10.8	11.4	76.2	1.3	1.6	2.1	8.5	-5.4
pair	LWTI	MACDhist	pos-neg	5	2.6	10.3	60.0	0.7	1.0	2.0	15.1	-5.3
pair	MACDhist	LWTI	pos-neg	5	2.6	10.3	60.0	0.7	1.0	2.0	15.1	-5.3
single	RSI	RSI	neg-neg	76	39.0	9.0	57.9	0.8	1.4	0.4	11.9	-20.6
pair	SLmean	LWTI	pos-neg	19	9.7	8.4	63.2	0.9	1.5	1.6	9.5	-5.3
pair	LWTI	SLmean	pos-neg	19	9.7	8.4	63.2	0.9	1.5	1.6	9.5	-5.3
pair	MACD	SLmean	neg-neg	56	28.7	8.3	51.8	0.7	1.4	0.4	12.6	-20.7
pair	SLmean	MACD	neg-neg	56	28.7	8.3	51.8	0.7	1.4	0.4	12.6	-20.7
pair	RSmean	RSI	pos-neg	72	36.9	7.7	58.3	0.7	1.2	0.4	11.8	-20.6
pair	RSI	RSmean	pos-neg	72	36.9	7.7	58.3	0.7	1.2	0.4	11.8	-20.6
pair	MRmean	MACD	neg-neg	63	32.3	7.2	54.0	0.7	1.2	0.4	11.9	-19.5
pair	MACD	MRmean	neg-neg	63	32.3	7.2	54.0	0.7	1.2	0.4	11.9	-19.5
pair	RSIhist	MACDhist	neg-pos	36	18.5	6.6	69.4	0.6	0.6	0.4	11.8	-16.5
pair	MACDhist	RSIhist	neg-pos	36	18.5	6.6	69.4	0.6	0.6	0.4	11.8	-16.5
pair	MRmean	RSI	neg-neg	67	34.4	6.1	53.7	0.6	1.0	0.3	12.1	-20.6
pair	RSI	MRmean	neg-neg	67	34.4	6.1	53.7	0.6	1.0	0.3	12.1	-20.6
pair	MACD	MACDhist	neg-pos	25	12.8	6.1	60.0	0.6	0.8	0.7	10.9	-8.5
pair	MACDhist	MACD	neg-pos	25	12.8	6.1	60.0	0.6	0.8	0.7	10.9	-8.5
pair	SLmean	RSI	neg-neg	62	31.8	5.9	50.0	0.5	1.0	0.3	12.7	-21.3
pair	RSI	SLmean	neg-neg	62	31.8	5.9	50.0	0.5	1.0	0.3	12.7	-21.3
pair	MACDhist	RSI	neg-neg	63	32.3	5.6	52.4	0.5	0.9	0.3	12.4	-20.6
pair	RSI	MACDhist	neg-neg	63	32.3	5.6	52.4	0.5	0.9	0.3	12.4	-20.6
pair	RSI	LWTI	neg-neg	39	20.0	5.5	51.3	0.5	0.9	0.3	12.5	-17.8
pair	LWTI	RSI	neg-neg	39	20.0	5.5	51.3	0.5	0.9	0.3	12.5	-17.8
pair	SLmean	MRmean	pos-neg	17	8.7	5.2	52.9	0.5	0.9	0.9	10.8	-5.8
pair	MRmean	SLmean	pos-neg	17	8.7	5.2	52.9	0.5	0.9	0.9	10.8	-5.8
pair	MRmean	LWTI	pos-neg	13	6.7	5.1	53.8	0.5	1.0	0.6	11.5	-8.2
pair	LWTI	MRmean	pos-neg	13	6.7	5.1	53.8	0.5	1.0	0.6	11.5	-8.2
pair	RSIhist	MACD	neg-neg	54	27.7	4.6	50.0	0.4	0.8	0.2	12.0	-19.5
pair	MACD	RSIhist	neg-neg	54	27.7	4.6	50.0	0.4	0.8	0.2	12.0	-19.5
pair	LWTI	RSIhist	neg-pos	65	33.3	4.5	63.1	0.4	0.6	0.2	11.9	-23.0
pair	RSIhist	LWTI	neg-pos	65	33.3	4.5	63.1	0.4	0.6	0.2	11.9	-23.0
pair	LWTI	MACD	neg-pos	55	28.2	4.0	61.8	0.4	0.5	0.2	12.1	-16.3
pair	MACD	LWTI	neg-pos	55	28.2	4.0	61.8	0.4	0.5	0.2	12.1	-16.3
single	MACD	MACD	neg-neg	103	52.8	3.9	56.3	0.4	0.6	0.2	12.0	-20.1
pair	MACD	LWTI	neg-neg	48	24.6	3.8	50.0	0.4	0.7	0.2	12.1	-17.8
pair	LWTI	MACD	neg-neg	48	24.6	3.8	50.0	0.4	0.7	0.2	12.1	-17.8
pair	RSmean	LWTI	pos-neg	49	25.1	3.7	49.0	0.4	0.7	0.2	11.9	-17.8
pair	LWTI	RSmean	pos-neg	49	25.1	3.7	49.0	0.4	0.7	0.2	11.9	-17.8
single	LWTI	LWTI	neg-neg	49	25.1	3.7	49.0	0.4	0.7	0.2	11.9	-17.8
pair	MACDhist	SLmean	pos-neg	38	19.5	3.6	68.4	0.4	0.4	0.2	11.1	-19.5
pair	SLmean	MACDhist	pos-neg	38	19.5	3.6	68.4	0.4	0.4	0.2	11.1	-19.5
pair	MACDhist	MRmean	neg-neg	73	37.4	3.5	52.1	0.3	0.7	0.2	11.7	-20.6
pair	MRmean	MACDhist	neg-neg	73	37.4	3.5	52.1	0.3	0.7	0.2	11.7	-20.6
pair	MACD	MACDhist	neg-neg	78	40.0	3.3	55.1	0.3	0.5	0.2	12.5	-19.5
pair	MACDhist	MACD	neg-neg	78	40.0	3.3	55.1	0.3	0.5	0.2	12.5	-19.5
pair	RSI	RSIhist	neg-neg	62	31.8	3.3	50.0	0.3	0.6	0.1	11.8	-24.0
pair	RSIhist	RSI	neg-neg	62	31.8	3.3	50.0	0.3	0.6	0.1	11.8	-24.0
pair	MRmean	LWTI	neg-neg	36	18.5	3.2	47.2	0.3	0.6	0.2	12.3	-18.1
pair	LWTI	MRmean	neg-neg	36	18.5	3.2	47.2	0.3	0.6	0.2	12.3	-18.1
pair	MACD	RSIhist	neg-pos	49	25.1	3.2	63.3	0.3	0.4	0.2	12.2	-16.5
pair	RSIhist	MACD	neg-pos	49	25.1	3.2	63.3	0.3	0.4	0.2	12.2	-16.5
pair	MACDhist	LWTI	neg-pos	57	29.2	3.2	61.4	0.3	0.4	0.2	11.9	-16.7
pair	LWTI	MACDhist	neg-pos	57	29.2	3.2	61.4	0.3	0.4	0.2	11.9	-16.7
single	MACDhist	MACDhist	neg-neg	101	51.8	3.1	55.4	0.3	0.5	0.1	11.7	-20.6
pair	LWTI	MACDhist	neg-neg	44	22.6	2.9	47.7	0.3	0.6	0.2	11.7	-17.8
pair	MACDhist	LWTI	neg-neg	44	22.6	2.9	47.7	0.3	0.6	0.2	11.7	-17.8
pair	MACDhist	SLmean	neg-neg	63	32.3	2.8	47.6	0.3	0.5	0.1	12.2	-22.0
pair	SLmean	MACDhist	neg-neg	63	32.3	2.8	47.6	0.3	0.5	0.1	12.2	-22.0
pair	MACDhist	MACD	pos-neg	23	11.8	2.6	56.5	0.3	0.4	0.3	9.2	-8.7
single	MRmean	MRmean	neg-neg	84	43.1	2.6	53.6	0.3	0.4	0.1	12.5	-22.5
pair	MACD	MACDhist	pos-neg	23	11.8	2.6	56.5	0.3	0.4	0.3	9.2	-8.7
pair	SLmean	LWTI	neg-pos	59	30.3	2.4	55.9	0.3	0.3	0.1	12.3	-27.0
pair	LWTI	SLmean	neg-pos	59	30.3	2.4	55.9	0.3	0.3	0.1	12.3	-27.0
pair	LWTI	MRmean	neg-pos	48	24.6	2.3	58.3	0.2	0.3	0.1	12.8	-27.7
pair	MRmean	LWTI	neg-pos	48	24.6	2.3	58.3	0.2	0.3	0.1	12.8	-27.7
pair	MACDhist	MRmean	pos-neg	28	14.4	2.0	64.3	0.2	0.2	0.1	12.1	-16.5
pair	MRmean	MACDhist	pos-neg	28	14.4	2.0	64.3	0.2	0.2	0.1	12.1	-16.5
single	SLmean	SLmean	neg-neg	89	45.6	1.9	50.6	0.2	0.3	0.1	12.6	-29.5
pair	MACDhist	RSIhist	pos-neg	28	14.4	1.9	71.4	0.2	0.2	0.1	12.2	-15.1
pair	RSIhist	MACDhist	pos-neg	28	14.4	1.9	71.4	0.2	0.2	0.1	12.2	-15.1
single	RSIhist	RSIhist	neg-neg	93	47.7	1.4	54.8	0.2	0.3	0.0	11.8	-31.5
pair	RSIhist	MACDhist	neg-neg	65	33.3	1.2	47.7	0.2	0.3	0.0	11.8	-26.9
pair	MACDhist	RSIhist	neg-neg	65	33.3	1.2	47.7	0.2	0.3	0.0	11.8	-26.9
pair	MRmean	SLmean	neg-neg	72	36.9	1.1	50.0	0.1	0.2	0.0	13.0	-32.8
pair	SLmean	MRmean	neg-neg	72	36.9	1.1	50.0	0.1	0.2	0.0	13.0	-32.8
pair	SLmean	MACD	pos-pos	59	30.3	1.1	61.0	0.2	0.2	0.1	8.4	-16.7
pair	MACD	SLmean	pos-pos	59	30.3	1.1	61.0	0.2	0.2	0.1	8.4	-16.7
pair	MACD	RSI	pos-neg	17	8.7	0.9	58.8	0.1	0.2	0.1	10.3	-8.6
pair	RSI	MACD	pos-neg	17	8.7	0.9	58.8	0.1	0.2	0.1	10.3	-8.6
pair	benchmark___benchmark_		benchmark-benchmark	195	100.0	0.9	56.4	0.1	0.2	0.0	11.1	-31.1
pair		benchmark___benchmark_	benchmark-benchmark	195	100.0	0.9	56.4	0.1	0.2	0.0	11.1	-31.1
pair	MACD	RSmean	pos-neg	86	44.1	0.9	52.3	0.1	0.2	0.0	12.4	-26.3
pair	RSmean	MACD	pos-neg	86	44.1	0.9	52.3	0.1	0.2	0.0	12.4	-26.3
pair	SLmean	LWTI	neg-neg	30	15.4	0.8	40.0	0.1	0.2	0.0	13.3	-17.8
pair	LWTI	SLmean	neg-neg	30	15.4	0.8	40.0	0.1	0.2	0.0	13.3	-17.8
pair	RSmean	MACDhist	pos-neg	84	43.1	0.5	52.4	0.1	0.1	0.0	12.1	-20.6
pair	MACDhist	RSmean	pos-neg	84	43.1	0.5	52.4	0.1	0.1	0.0	12.1	-20.6
single	RSIhist	RSIhist	pos-pos	102	52.3	0.5	57.8	0.1	0.1	0.0	10.4	-16.5
pair	MRmean	RSmean	neg-pos	70	35.9	0.2	51.4	0.1	0.1	0.0	12.8	-21.4
pair	RSmean	MRmean	neg-pos	70	35.9	0.2	51.4	0.1	0.1	0.0	12.8	-21.4
pair	MRmean	MACD	pos-pos	71	36.4	0.1	57.7	0.1	0.1	0.0	8.4	-21.1
pair	MACD	MRmean	pos-pos	71	36.4	0.1	57.7	0.1	0.1	0.0	8.4	-21.1
single	SLmean	SLmean	pos-pos	106	54.4	0.1	61.3	0.1	0.1	0.0	9.8	-22.2
single	LWTI	LWTI	pos-pos	146	74.9	0.0	58.9	0.1	0.1	0.0	10.8	-35.8
pair	RSIhist	RSmean	pos-pos	96	49.2	-0.3	56.2	0.0	0.0	-0.0	10.7	-18.6
pair	RSmean	RSIhist	pos-pos	96	49.2	-0.3	56.2	0.0	0.0	-0.0	10.7	-18.6
pair	SLmean	MACDhist	neg-pos	26	13.3	-0.3	57.7	0.0	0.1	-0.0	13.6	-20.3
pair	MACDhist	SLmean	neg-pos	26	13.3	-0.3	57.7	0.0	0.1	-0.0	13.6	-20.3
single	MRmean	MRmean	pos-pos	111	56.9	-0.4	58.6	0.0	0.0	-0.0	10.0	-23.2
pair	RSmean	SLmean	neg-pos	74	37.9	-0.6	47.3	0.0	0.0	-0.0	13.0	-28.9
pair	SLmean	RSmean	neg-pos	74	37.9	-0.6	47.3	0.0	0.0	-0.0	13.0	-28.9
single	RSmean	RSmean	pos-pos	176	90.3	-0.7	54.5	-0.0	-0.0	-0.0	11.2	-33.7
pair	RSmean	SLmean	pos-pos	102	52.3	-0.8	59.8	-0.0	-0.0	-0.0	9.8	-26.1
pair	RSIhist	SLmean	neg-neg	78	40.0	-0.8	48.7	-0.0	-0.0	-0.0	12.4	-40.3
pair	SLmean	RSIhist	neg-neg	78	40.0	-0.8	48.7	-0.0	-0.0	-0.0	12.4	-40.3
pair	SLmean	RSmean	pos-pos	102	52.3	-0.8	59.8	-0.0	-0.0	-0.0	9.8	-26.1
pair	RSI	MACDhist	pos-neg	38	19.5	-1.0	60.5	-0.0	-0.0	-0.1	10.7	-19.5
pair	MACDhist	RSI	pos-neg	38	19.5	-1.0	60.5	-0.0	-0.0	-0.1	10.7	-19.5
pair	SLmean	MACD	pos-neg	47	24.1	-1.0	61.7	-0.0	-0.0	-0.1	11.3	-20.2
pair	MACD	SLmean	pos-neg	47	24.1	-1.0	61.7	-0.0	-0.0	-0.1	11.3	-20.2
pair	MACDhist	MRmean	pos-pos	83	42.6	-1.1	56.6	-0.1	-0.1	-0.1	9.2	-16.5
pair	MRmean	MACD	pos-neg	40	20.5	-1.1	60.0	-0.0	-0.0	-0.1	12.3	-22.1
pair	MACD	MRmean	pos-neg	40	20.5	-1.1	60.0	-0.0	-0.0	-0.1	12.3	-22.1
pair	MRmean	LWTI	pos-pos	98	50.3	-1.1	59.2	-0.1	-0.1	-0.1	9.8	-22.1
pair	LWTI	MRmean	pos-pos	98	50.3	-1.1	59.2	-0.1	-0.1	-0.1	9.8	-22.1
pair	MRmean	MACDhist	pos-pos	83	42.6	-1.1	56.6	-0.1	-0.1	-0.1	9.2	-16.5
pair	RSIhist	RSmean	pos-neg	80	41.0	-1.3	52.5	-0.1	-0.1	-0.0	11.9	-30.9
pair	RSmean	RSIhist	pos-neg	80	41.0	-1.3	52.5	-0.1	-0.1	-0.0	11.9	-30.9
pair	MRmean	SLmean	pos-pos	94	48.2	-1.3	59.6	-0.1	-0.1	-0.1	9.8	-23.2
pair	MRmean	RSmean	pos-pos	106	54.4	-1.3	56.6	-0.1	-0.1	-0.1	10.1	-27.0
pair	RSmean	MRmean	pos-pos	106	54.4	-1.3	56.6	-0.1	-0.1	-0.1	10.1	-27.0
pair	MRmean	RSIhist	neg-neg	72	36.9	-1.3	48.6	-0.0	-0.1	-0.0	12.6	-37.1
pair	RSIhist	MRmean	neg-neg	72	36.9	-1.3	48.6	-0.0	-0.1	-0.0	12.6	-37.1
pair	SLmean	MRmean	pos-pos	94	48.2	-1.3	59.6	-0.1	-0.1	-0.1	9.8	-23.2
single	MACDhist	MACDhist	pos-pos	94	48.2	-1.4	57.4	-0.1	-0.1	-0.1	10.4	-27.1
pair	LWTI	SLmean	pos-pos	87	44.6	-1.6	60.9	-0.1	-0.1	-0.1	9.8	-24.7
pair	SLmean	LWTI	pos-pos	87	44.6	-1.6	60.9	-0.1	-0.1	-0.1	9.8	-24.7
pair	SLmean	MACDhist	pos-pos	68	34.9	-1.7	57.4	-0.1	-0.2	-0.1	9.0	-16.7
pair	MACDhist	SLmean	pos-pos	68	34.9	-1.7	57.4	-0.1	-0.2	-0.1	9.0	-16.7
pair	RSmean	MACDhist	pos-pos	92	47.2	-1.8	56.5	-0.1	-0.2	-0.1	10.4	-27.4
pair	MACDhist	RSmean	pos-pos	92	47.2	-1.8	56.5	-0.1	-0.2	-0.1	10.4	-27.4
pair	RSIhist	SLmean	pos-pos	91	46.7	-1.9	57.1	-0.1	-0.2	-0.1	9.9	-23.6
pair	SLmean	RSIhist	pos-pos	91	46.7	-1.9	57.1	-0.1	-0.2	-0.1	9.9	-23.6
pair	RSIhist	MACD	pos-pos	53	27.2	-1.9	52.8	-0.2	-0.3	-0.1	8.6	-25.0
pair	MACD	RSIhist	pos-pos	53	27.2	-1.9	52.8	-0.2	-0.3	-0.1	8.6	-25.0
pair	MACDhist	LWTI	pos-pos	89	45.6	-2.0	57.3	-0.1	-0.2	-0.1	10.1	-29.3
pair	LWTI	MACDhist	pos-pos	89	45.6	-2.0	57.3	-0.1	-0.2	-0.1	10.1	-29.3
pair	RSI	RSIhist	pos-neg	31	15.9	-2.3	64.5	-0.1	-0.1	-0.1	12.0	-19.7
pair	MACD	RSmean	pos-pos	90	46.2	-2.3	56.7	-0.2	-0.2	-0.1	10.0	-36.2
single	MACD	MACD	pos-pos	92	47.2	-2.3	56.5	-0.2	-0.2	-0.1	9.9	-36.7
pair	RSIhist	RSI	pos-neg	31	15.9	-2.3	64.5	-0.1	-0.1	-0.1	12.0	-19.7
pair	MACD	LWTI	pos-pos	91	46.7	-2.3	57.1	-0.2	-0.2	-0.1	10.0	-36.5
pair	LWTI	MACD	pos-pos	91	46.7	-2.3	57.1	-0.2	-0.2	-0.1	10.0	-36.5
pair	RSmean	MACD	pos-pos	90	46.2	-2.3	56.7	-0.2	-0.2	-0.1	10.0	-36.2
pair	RSmean	LWTI	pos-pos	127	65.1	-2.4	56.7	-0.2	-0.2	-0.1	10.9	-38.7
pair	LWTI	RSmean	pos-pos	127	65.1	-2.4	56.7	-0.2	-0.2	-0.1	10.9	-38.7
pair	MACDhist	RSIhist	pos-pos	66	33.8	-2.7	51.5	-0.2	-0.4	-0.1	9.6	-20.1
pair	RSIhist	MACDhist	pos-pos	66	33.8	-2.7	51.5	-0.2	-0.4	-0.1	9.6	-20.1
pair	RSI	MRmean	pos-pos	102	52.3	-2.9	55.9	-0.2	-0.3	-0.1	9.7	-33.3
pair	MRmean	RSI	pos-pos	102	52.3	-2.9	55.9	-0.2	-0.3	-0.1	9.7	-33.3
pair	MACD	RSIhist	pos-neg	39	20.0	-2.9	61.5	-0.2	-0.2	-0.2	11.6	-16.6
pair	RSIhist	MACD	pos-neg	39	20.0	-2.9	61.5	-0.2	-0.2	-0.2	11.6	-16.6
pair	MRmean	RSIhist	pos-pos	90	46.2	-2.9	54.4	-0.2	-0.3	-0.1	10.2	-28.8
pair	RSIhist	MRmean	pos-pos	90	46.2	-2.9	54.4	-0.2	-0.3	-0.1	10.2	-28.8
pair	MRmean	MACDhist	neg-pos	11	5.6	-3.0	63.6	-0.1	-0.1	-0.2	17.6	-14.8
pair	MACDhist	MRmean	neg-pos	11	5.6	-3.0	63.6	-0.1	-0.1	-0.2	17.6	-14.8
pair	MACD	RSI	pos-pos	75	38.5	-3.1	56.0	-0.3	-0.3	-0.1	9.9	-35.8
pair	RSI	SLmean	pos-pos	92	47.2	-3.1	56.5	-0.3	-0.3	-0.1	9.8	-32.4
pair	SLmean	RSI	pos-pos	92	47.2	-3.1	56.5	-0.3	-0.3	-0.1	9.8	-32.4
pair	RSI	LWTI	pos-neg	10	5.1	-3.1	40.0	-0.3	-0.5	-0.3	9.9	-10.8
pair	LWTI	RSI	pos-neg	10	5.1	-3.1	40.0	-0.3	-0.5	-0.3	9.9	-10.8
pair	RSI	MACD	pos-pos	75	38.5	-3.1	56.0	-0.3	-0.3	-0.1	9.9	-35.8
pair	RSIhist	LWTI	pos-pos	81	41.5	-3.4	55.6	-0.3	-0.4	-0.1	9.8	-30.3
pair	LWTI	RSIhist	pos-pos	81	41.5	-3.4	55.6	-0.3	-0.4	-0.1	9.8	-30.3
pair	LWTI	MACD	pos-neg	1	0.5	-3.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	LWTI	pos-neg	1	0.5	-3.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	pos-pos	69	35.4	-3.9	56.5	-0.3	-0.4	-0.1	10.2	-30.1
pair	MACD	MACDhist	pos-pos	69	35.4	-3.9	56.5	-0.3	-0.4	-0.1	10.2	-30.1
single	RSI	RSI	pos-pos	119	61.0	-3.9	55.5	-0.3	-0.4	-0.1	10.3	-46.7
pair	RSI	LWTI	pos-pos	109	55.9	-4.0	56.9	-0.3	-0.4	-0.1	10.4	-45.3
pair	LWTI	RSI	pos-pos	109	55.9	-4.0	56.9	-0.3	-0.4	-0.1	10.4	-45.3
pair	MACD	RSmean	neg-pos	2	1.0	-4.5	50.0	-0.9	0.0	-3.3	4.8	-1.4
pair	RSmean	MACD	neg-pos	2	1.0	-4.5	50.0	-0.9	0.0	-3.3	4.8	-1.4
pair	RSI	RSIhist	pos-pos	88	45.1	-4.5	52.3	-0.4	-0.5	-0.1	9.8	-37.0
pair	RSIhist	RSI	pos-pos	88	45.1	-4.5	52.3	-0.4	-0.5	-0.1	9.8	-37.0
pair	MACDhist	RSI	pos-pos	81	41.5	-5.3	53.1	-0.5	-0.6	-0.1	10.2	-37.4
pair	RSI	MACDhist	pos-pos	81	41.5	-5.3	53.1	-0.5	-0.6	-0.1	10.2	-37.4
pair	MACD	RSI	neg-pos	44	22.6	-5.4	54.5	-0.4	-0.5	-0.2	11.2	-25.1
pair	RSI	MACD	neg-pos	44	22.6	-5.4	54.5	-0.4	-0.5	-0.2	11.2	-25.1
pair	LWTI	RSIhist	neg-neg	28	14.4	-5.5	35.7	-0.4	-0.7	-0.3	11.6	-21.0
pair	RSIhist	LWTI	neg-neg	28	14.4	-5.5	35.7	-0.4	-0.7	-0.3	11.6	-21.0
pair	RSI	RSmean	pos-pos	104	53.3	-6.2	51.9	-0.6	-0.6	-0.1	10.6	-51.0
pair	RSmean	RSI	pos-pos	104	53.3	-6.2	51.9	-0.6	-0.6	-0.1	10.6	-51.0
pair	SLmean	RSI	neg-pos	27	13.8	-6.7	51.9	-0.5	-0.6	-0.3	12.2	-21.5
pair	RSI	SLmean	neg-pos	27	13.8	-6.7	51.9	-0.5	-0.6	-0.3	12.2	-21.5
pair	MACD	SLmean	neg-pos	33	16.9	-8.2	48.5	-0.6	-0.8	-0.4	12.1	-22.1
pair	SLmean	MACD	neg-pos	33	16.9	-8.2	48.5	-0.6	-0.8	-0.4	12.1	-22.1
pair	RSI	MRmean	neg-pos	17	8.7	-10.0	52.9	-0.7	-0.8	-0.5	13.9	-21.3
pair	MRmean	RSI	neg-pos	17	8.7	-10.0	52.9	-0.7	-0.8	-0.5	13.9	-21.3
pair	MRmean	MACD	neg-pos	21	10.8	-10.0	52.4	-0.7	-0.8	-0.5	13.8	-21.0
pair	MACD	MRmean	neg-pos	21	10.8	-10.0	52.4	-0.7	-0.8	-0.5	13.8	-21.0

All Contingency Tables for EMLC

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -1.3% \| Win 60% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -23.2% Months 94M (48%)	CAGR 5.2% \| Win 53% Sharpe 0.52 \| Sortino 0.95 \| Calmar 0.9 Vol 11% \| MDD -5.8% Months 17M (9%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 12.3% \| Win 75% Sharpe 1.36 \| Sortino 1.96 \| Calmar 3.8 Vol 9% \| MDD -3.3% Months 12M (6%)	CAGR 1.1% \| Win 50% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -32.8% Months 72M (37%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
SLmean only	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -1.3% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.0 Vol 10% \| MDD -27.0% Months 106M (54%)	CAGR 22.7% \| Win 100% Sharpe 4.61 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (3%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 0.2% \| Win 51% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 13% \| MDD -21.4% Months 70M (36%)	CAGR 15.9% \| Win 64% Sharpe 1.48 \| Sortino 2.96 \| Calmar 3.9 Vol 10% \| MDD -4.1% Months 14M (7%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
RSmean only	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 58% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 8% \| MDD -21.1% Months 71M (36%)	CAGR -1.1% \| Win 60% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.0 Vol 12% \| MDD -22.1% Months 40M (20%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -10.0% \| Win 52% Sharpe -0.69 \| Sortino -0.82 \| Calmar -0.5 Vol 14% \| MDD -21.0% Months 21M (11%)	CAGR 7.2% \| Win 54% Sharpe 0.65 \| Sortino 1.23 \| Calmar 0.4 Vol 12% \| MDD -19.5% Months 63M (32%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
MACD only	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -2.9% \| Win 56% Sharpe -0.25 \| Sortino -0.31 \| Calmar -0.1 Vol 10% \| MDD -33.3% Months 102M (52%)	CAGR 33.4% \| Win 89% Sharpe 3.19 \| Sortino 0.00 \| Calmar 11.7 Vol 9% \| MDD -2.9% Months 9M (5%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -10.0% \| Win 53% Sharpe -0.69 \| Sortino -0.76 \| Calmar -0.5 Vol 14% \| MDD -21.3% Months 17M (9%)	CAGR 6.1% \| Win 54% Sharpe 0.55 \| Sortino 1.00 \| Calmar 0.3 Vol 12% \| MDD -20.6% Months 67M (34%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
RSI only	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.1% \| Win 57% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 9% \| MDD -16.5% Months 83M (43%)	CAGR 2.0% \| Win 64% Sharpe 0.22 \| Sortino 0.22 \| Calmar 0.1 Vol 12% \| MDD -16.5% Months 28M (14%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -3.0% \| Win 64% Sharpe -0.09 \| Sortino -0.09 \| Calmar -0.2 Vol 18% \| MDD -14.8% Months 11M (6%)	CAGR 3.5% \| Win 52% Sharpe 0.35 \| Sortino 0.65 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 73M (37%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -2.9% \| Win 54% Sharpe -0.24 \| Sortino -0.30 \| Calmar -0.1 Vol 10% \| MDD -28.8% Months 90M (46%)	CAGR 11.4% \| Win 76% Sharpe 1.32 \| Sortino 1.59 \| Calmar 2.1 Vol 8% \| MDD -5.4% Months 21M (11%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 30.1% \| Win 83% Sharpe 2.77 \| Sortino 16.36 \| Calmar 83.2 Vol 10% \| MDD -0.4% Months 12M (6%)	CAGR -1.3% \| Win 49% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.0 Vol 13% \| MDD -37.1% Months 72M (37%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -1.1% \| Win 59% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.0 Vol 10% \| MDD -22.1% Months 98M (50%)	CAGR 5.1% \| Win 54% Sharpe 0.48 \| Sortino 0.99 \| Calmar 0.6 Vol 12% \| MDD -8.2% Months 13M (7%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 2.3% \| Win 58% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -27.7% Months 48M (25%)	CAGR 3.2% \| Win 47% Sharpe 0.31 \| Sortino 0.57 \| Calmar 0.2 Vol 12% \| MDD -18.1% Months 36M (18%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -0.8% \| Win 60% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 10% \| MDD -26.1% Months 102M (52%)	CAGR 26.8% \| Win 100% Sharpe 5.30 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR -0.6% \| Win 47% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -28.9% Months 74M (38%)	CAGR 15.3% \| Win 67% Sharpe 1.48 \| Sortino 2.86 \| Calmar 3.7 Vol 10% \| MDD -4.1% Months 15M (8%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
RSmean only	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.1% \| Win 61% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.1 Vol 8% \| MDD -16.7% Months 59M (30%)	CAGR -1.0% \| Win 62% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 11% \| MDD -20.2% Months 47M (24%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR -8.2% \| Win 48% Sharpe -0.64 \| Sortino -0.76 \| Calmar -0.4 Vol 12% \| MDD -22.1% Months 33M (17%)	CAGR 8.3% \| Win 52% Sharpe 0.69 \| Sortino 1.39 \| Calmar 0.4 Vol 13% \| MDD -20.7% Months 56M (29%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
MACD only	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -3.1% \| Win 56% Sharpe -0.27 \| Sortino -0.32 \| Calmar -0.1 Vol 10% \| MDD -32.4% Months 92M (47%)	CAGR 24.2% \| Win 93% Sharpe 3.24 \| Sortino 0.00 \| Calmar 8.4 Vol 7% \| MDD -2.9% Months 14M (7%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR -6.7% \| Win 52% Sharpe -0.51 \| Sortino -0.57 \| Calmar -0.3 Vol 12% \| MDD -21.5% Months 27M (14%)	CAGR 5.9% \| Win 50% Sharpe 0.51 \| Sortino 0.98 \| Calmar 0.3 Vol 13% \| MDD -21.3% Months 62M (32%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
RSI only	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -1.7% \| Win 57% Sharpe -0.15 \| Sortino -0.21 \| Calmar -0.1 Vol 9% \| MDD -16.7% Months 68M (35%)	CAGR 3.6% \| Win 68% Sharpe 0.38 \| Sortino 0.37 \| Calmar 0.2 Vol 11% \| MDD -19.5% Months 38M (20%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR -0.3% \| Win 58% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 14% \| MDD -20.3% Months 26M (13%)	CAGR 2.8% \| Win 48% Sharpe 0.29 \| Sortino 0.54 \| Calmar 0.1 Vol 12% \| MDD -22.0% Months 63M (32%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -1.9% \| Win 57% Sharpe -0.15 \| Sortino -0.17 \| Calmar -0.1 Vol 10% \| MDD -23.6% Months 91M (47%)	CAGR 13.6% \| Win 87% Sharpe 1.65 \| Sortino 19.43 \| Calmar 4.1 Vol 8% \| MDD -3.3% Months 15M (8%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR 23.0% \| Win 64% Sharpe 1.65 \| Sortino 5.43 \| Calmar 6.6 Vol 13% \| MDD -3.5% Months 11M (6%)	CAGR -0.8% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 12% \| MDD -40.3% Months 78M (40%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -1.6% \| Win 61% Sharpe -0.11 \| Sortino -0.13 \| Calmar -0.1 Vol 10% \| MDD -24.7% Months 87M (45%)	CAGR 8.4% \| Win 63% Sharpe 0.89 \| Sortino 1.49 \| Calmar 1.6 Vol 10% \| MDD -5.3% Months 19M (10%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)
SLmean neg	CAGR 2.4% \| Win 56% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -27.0% Months 59M (30%)	CAGR 0.8% \| Win 40% Sharpe 0.12 \| Sortino 0.24 \| Calmar 0.0 Vol 13% \| MDD -17.8% Months 30M (15%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -2.3% \| Win 57% Sharpe -0.18 \| Sortino -0.22 \| Calmar -0.1 Vol 10% \| MDD -36.2% Months 90M (46%)	CAGR 0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 12% \| MDD -26.3% Months 86M (44%)	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)
RSmean neg	CAGR -4.5% \| Win 50% Sharpe -0.94 \| Sortino 0.00 \| Calmar -3.3 Vol 5% \| MDD -1.4% Months 2M (1%)	CAGR 20.5% \| Win 76% Sharpe 2.08 \| Sortino 3.25 \| Calmar 5.0 Vol 9% \| MDD -4.1% Months 17M (9%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)
MACD only	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.2% \| Win 52% Sharpe -0.55 \| Sortino -0.64 \| Calmar -0.1 Vol 11% \| MDD -51.0% Months 104M (53%)	CAGR 7.7% \| Win 58% Sharpe 0.69 \| Sortino 1.23 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 72M (37%)	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)
RSmean neg	CAGR 13.0% \| Win 80% Sharpe 1.69 \| Sortino 2.26 \| Calmar 3.2 Vol 7% \| MDD -4.1% Months 15M (8%)	CAGR 36.8% \| Win 50% Sharpe 2.30 \| Sortino 10.63 \| Calmar 27.1 Vol 14% \| MDD -1.4% Months 4M (2%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)
RSI only	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -1.8% \| Win 56% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 10% \| MDD -27.4% Months 92M (47%)	CAGR 0.5% \| Win 52% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -20.6% Months 84M (43%)	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)
RSmean neg	CAGR 22.9% \| Win 100% Sharpe 3.76 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 2M (1%)	CAGR 17.0% \| Win 71% Sharpe 1.71 \| Sortino 3.14 \| Calmar 4.1 Vol 10% \| MDD -4.1% Months 17M (9%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -0.3% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 11% \| MDD -18.6% Months 96M (49%)	CAGR -1.3% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.0 Vol 12% \| MDD -30.9% Months 80M (41%)	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)
RSmean neg	CAGR 13.2% \| Win 83% Sharpe 2.37 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 6M (3%)	CAGR 19.7% \| Win 69% Sharpe 1.78 \| Sortino 3.22 \| Calmar 4.8 Vol 10% \| MDD -4.1% Months 13M (7%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -2.4% \| Win 57% Sharpe -0.16 \| Sortino -0.20 \| Calmar -0.1 Vol 11% \| MDD -38.7% Months 127M (65%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)
RSmean neg	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)	-	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -3.1% \| Win 56% Sharpe -0.26 \| Sortino -0.32 \| Calmar -0.1 Vol 10% \| MDD -35.8% Months 75M (38%)	CAGR 0.9% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.1 Vol 10% \| MDD -8.6% Months 17M (9%)	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)
MACD neg	CAGR -5.4% \| Win 55% Sharpe -0.44 \| Sortino -0.49 \| Calmar -0.2 Vol 11% \| MDD -25.1% Months 44M (23%)	CAGR 11.5% \| Win 58% Sharpe 0.94 \| Sortino 1.82 \| Calmar 0.6 Vol 12% \| MDD -19.5% Months 59M (30%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)
RSI only	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -3.9% \| Win 56% Sharpe -0.34 \| Sortino -0.42 \| Calmar -0.1 Vol 10% \| MDD -30.1% Months 69M (35%)	CAGR 2.6% \| Win 56% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.3 Vol 9% \| MDD -8.7% Months 23M (12%)	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)
MACD neg	CAGR 6.1% \| Win 60% Sharpe 0.59 \| Sortino 0.77 \| Calmar 0.7 Vol 11% \| MDD -8.5% Months 25M (13%)	CAGR 3.3% \| Win 55% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -19.5% Months 78M (40%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -1.9% \| Win 53% Sharpe -0.18 \| Sortino -0.28 \| Calmar -0.1 Vol 9% \| MDD -25.0% Months 53M (27%)	CAGR -2.9% \| Win 62% Sharpe -0.20 \| Sortino -0.21 \| Calmar -0.2 Vol 12% \| MDD -16.6% Months 39M (20%)	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)
MACD neg	CAGR 3.2% \| Win 63% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.2 Vol 12% \| MDD -16.5% Months 49M (25%)	CAGR 4.6% \| Win 50% Sharpe 0.43 \| Sortino 0.83 \| Calmar 0.2 Vol 12% \| MDD -19.5% Months 54M (28%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -2.3% \| Win 57% Sharpe -0.18 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.5% Months 91M (47%)	CAGR -3.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)
MACD neg	CAGR 4.0% \| Win 62% Sharpe 0.39 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -16.3% Months 55M (28%)	CAGR 3.8% \| Win 50% Sharpe 0.37 \| Sortino 0.70 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 48M (25%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -5.3% \| Win 53% Sharpe -0.48 \| Sortino -0.59 \| Calmar -0.1 Vol 10% \| MDD -37.4% Months 81M (42%)	CAGR -1.0% \| Win 60% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.0 Vol 11% \| MDD -19.5% Months 38M (20%)	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)
RSI neg	CAGR 27.2% \| Win 85% Sharpe 2.91 \| Sortino 3.10 \| Calmar 7.9 Vol 8% \| MDD -3.4% Months 13M (7%)	CAGR 5.6% \| Win 52% Sharpe 0.50 \| Sortino 0.95 \| Calmar 0.3 Vol 12% \| MDD -20.6% Months 63M (32%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -4.5% \| Win 52% Sharpe -0.42 \| Sortino -0.51 \| Calmar -0.1 Vol 10% \| MDD -37.0% Months 88M (45%)	CAGR -2.3% \| Win 64% Sharpe -0.14 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -19.7% Months 31M (16%)	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)
RSI neg	CAGR 38.3% \| Win 93% Sharpe 3.34 \| Sortino 0.00 \| Calmar 13.4 Vol 10% \| MDD -2.9% Months 14M (7%)	CAGR 3.3% \| Win 50% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.1 Vol 12% \| MDD -24.0% Months 62M (32%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -4.0% \| Win 57% Sharpe -0.34 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -45.3% Months 109M (56%)	CAGR -3.1% \| Win 40% Sharpe -0.28 \| Sortino -0.45 \| Calmar -0.3 Vol 10% \| MDD -10.8% Months 10M (5%)	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)
RSI neg	CAGR 12.9% \| Win 65% Sharpe 1.13 \| Sortino 1.89 \| Calmar 1.1 Vol 11% \| MDD -11.5% Months 37M (19%)	CAGR 5.5% \| Win 51% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 12% \| MDD -17.8% Months 39M (20%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -2.7% \| Win 52% Sharpe -0.24 \| Sortino -0.36 \| Calmar -0.1 Vol 10% \| MDD -20.1% Months 66M (34%)	CAGR 1.9% \| Win 71% Sharpe 0.22 \| Sortino 0.21 \| Calmar 0.1 Vol 12% \| MDD -15.1% Months 28M (14%)	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)
MACDhist neg	CAGR 6.6% \| Win 69% Sharpe 0.60 \| Sortino 0.60 \| Calmar 0.4 Vol 12% \| MDD -16.5% Months 36M (18%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.29 \| Calmar 0.0 Vol 12% \| MDD -26.9% Months 65M (33%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)
RSIhist only	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -2.0% \| Win 57% Sharpe -0.14 \| Sortino -0.18 \| Calmar -0.1 Vol 10% \| MDD -29.3% Months 89M (46%)	CAGR 10.3% \| Win 60% Sharpe 0.71 \| Sortino 0.98 \| Calmar 2.0 Vol 15% \| MDD -5.3% Months 5M (3%)	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)
MACDhist neg	CAGR 3.2% \| Win 61% Sharpe 0.33 \| Sortino 0.41 \| Calmar 0.2 Vol 12% \| MDD -16.7% Months 57M (29%)	CAGR 2.9% \| Win 48% Sharpe 0.30 \| Sortino 0.57 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 44M (23%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -3.4% \| Win 56% Sharpe -0.30 \| Sortino -0.36 \| Calmar -0.1 Vol 10% \| MDD -30.3% Months 81M (42%)	CAGR 17.2% \| Win 67% Sharpe 1.41 \| Sortino 2.92 \| Calmar 3.3 Vol 12% \| MDD -5.3% Months 21M (11%)	CAGR 0.5% \| Win 58% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -16.5% Months 102M (52%)
RSIhist neg	CAGR 4.5% \| Win 63% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -23.0% Months 65M (33%)	CAGR -5.5% \| Win 36% Sharpe -0.43 \| Sortino -0.73 \| Calmar -0.3 Vol 12% \| MDD -21.0% Months 28M (14%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -31.5% Months 93M (48%)
LWTI only	CAGR 0.0% \| Win 59% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 11% \| MDD -35.8% Months 146M (75%)	CAGR 3.7% \| Win 49% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -17.8% Months 49M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -1.3% \| Win 60% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -23.2% Months 94M (48%)	CAGR 5.2% \| Win 53% Sharpe 0.52 \| Sortino 0.95 \| Calmar 0.9 Vol 11% \| MDD -5.8% Months 17M (9%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 12.3% \| Win 75% Sharpe 1.36 \| Sortino 1.96 \| Calmar 3.8 Vol 9% \| MDD -3.3% Months 12M (6%)	CAGR 1.1% \| Win 50% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -32.8% Months 72M (37%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
SLmean only	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 10% \| MDD -22.2% Months 106M (54%)	CAGR 1.9% \| Win 51% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 13% \| MDD -29.5% Months 89M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -1.3% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.0 Vol 10% \| MDD -27.0% Months 106M (54%)	CAGR 22.7% \| Win 100% Sharpe 4.61 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (3%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR 0.2% \| Win 51% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 13% \| MDD -21.4% Months 70M (36%)	CAGR 15.9% \| Win 64% Sharpe 1.48 \| Sortino 2.96 \| Calmar 3.9 Vol 10% \| MDD -4.1% Months 14M (7%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
RSmean only	CAGR -0.7% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 11% \| MDD -33.7% Months 176M (90%)	CAGR 17.6% \| Win 74% Sharpe 1.85 \| Sortino 3.24 \| Calmar 4.3 Vol 9% \| MDD -4.1% Months 19M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 58% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 8% \| MDD -21.1% Months 71M (36%)	CAGR -1.1% \| Win 60% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.0 Vol 12% \| MDD -22.1% Months 40M (20%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -10.0% \| Win 52% Sharpe -0.69 \| Sortino -0.82 \| Calmar -0.5 Vol 14% \| MDD -21.0% Months 21M (11%)	CAGR 7.2% \| Win 54% Sharpe 0.65 \| Sortino 1.23 \| Calmar 0.4 Vol 12% \| MDD -19.5% Months 63M (32%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
MACD only	CAGR -2.3% \| Win 56% Sharpe -0.19 \| Sortino -0.23 \| Calmar -0.1 Vol 10% \| MDD -36.7% Months 92M (47%)	CAGR 3.9% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 103M (53%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -2.9% \| Win 56% Sharpe -0.25 \| Sortino -0.31 \| Calmar -0.1 Vol 10% \| MDD -33.3% Months 102M (52%)	CAGR 33.4% \| Win 89% Sharpe 3.19 \| Sortino 0.00 \| Calmar 11.7 Vol 9% \| MDD -2.9% Months 9M (5%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -10.0% \| Win 53% Sharpe -0.69 \| Sortino -0.76 \| Calmar -0.5 Vol 14% \| MDD -21.3% Months 17M (9%)	CAGR 6.1% \| Win 54% Sharpe 0.55 \| Sortino 1.00 \| Calmar 0.3 Vol 12% \| MDD -20.6% Months 67M (34%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
RSI only	CAGR -3.9% \| Win 56% Sharpe -0.33 \| Sortino -0.39 \| Calmar -0.1 Vol 10% \| MDD -46.7% Months 119M (61%)	CAGR 9.0% \| Win 58% Sharpe 0.79 \| Sortino 1.43 \| Calmar 0.4 Vol 12% \| MDD -20.6% Months 76M (39%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.1% \| Win 57% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 9% \| MDD -16.5% Months 83M (43%)	CAGR 2.0% \| Win 64% Sharpe 0.22 \| Sortino 0.22 \| Calmar 0.1 Vol 12% \| MDD -16.5% Months 28M (14%)	CAGR -0.4% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 10% \| MDD -23.2% Months 111M (57%)
MRmean neg	CAGR -3.0% \| Win 64% Sharpe -0.09 \| Sortino -0.09 \| Calmar -0.2 Vol 18% \| MDD -14.8% Months 11M (6%)	CAGR 3.5% \| Win 52% Sharpe 0.35 \| Sortino 0.65 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 73M (37%)	CAGR 2.6% \| Win 54% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 12% \| MDD -22.5% Months 84M (43%)
MACDhist only	CAGR -1.4% \| Win 57% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -27.1% Months 94M (48%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.2 Vol 12% \| MDD -20.6% Months 101M (52%)