ENZL - iShares MSCI New Zealand ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

42.6%

Best CAGR

Total Months

9.6%

Avg CAGR

ENZL 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 ENZL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	SLmean	neg-pos	6	3.1	42.6	83.3	2.9	0.0	14.2	12.6	-3.0
pair	SLmean	MRmean	neg-pos	6	3.1	42.6	83.3	2.9	0.0	14.2	12.6	-3.0
pair	RSmean	RSIhist	neg-neg	20	10.4	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	RSIhist	RSmean	neg-neg	20	10.4	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	MRmean	RSmean	pos-neg	12	6.2	26.9	66.7	1.8	5.1	5.4	14.2	-5.0
pair	RSmean	MRmean	pos-neg	12	6.2	26.9	66.7	1.8	5.1	5.4	14.2	-5.0
pair	LWTI	MACD	pos-neg	10	5.2	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	MACD	LWTI	pos-neg	10	5.2	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	RSI	RSmean	neg-neg	4	2.1	25.7	50.0	1.6	5.5	14.1	14.5	-1.8
pair	RSmean	RSI	neg-neg	4	2.1	25.7	50.0	1.6	5.5	14.1	14.5	-1.8
pair	RSI	MACDhist	neg-neg	26	13.5	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	MACDhist	RSI	neg-neg	26	13.5	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	MACD	RSmean	neg-pos	9	4.7	22.1	66.7	1.1	2.9	3.3	19.0	-6.7
pair	RSmean	MACD	neg-pos	9	4.7	22.1	66.7	1.1	2.9	3.3	19.0	-6.7
pair	RSmean	MACDhist	neg-neg	22	11.4	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MACDhist	RSmean	neg-neg	22	11.4	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MRmean	MACD	neg-pos	23	11.9	21.5	69.6	1.0	1.5	1.2	21.7	-17.9
pair	MACD	MRmean	neg-pos	23	11.9	21.5	69.6	1.0	1.5	1.2	21.7	-17.9
pair	RSmean	SLmean	pos-neg	9	4.7	19.9	55.6	1.2	4.0	2.6	15.6	-7.5
pair	SLmean	RSmean	pos-neg	9	4.7	19.9	55.6	1.2	4.0	2.6	15.6	-7.5
pair	RSI	MRmean	neg-pos	30	15.5	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
pair	MRmean	RSI	neg-pos	30	15.5	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
pair	RSI	MACD	pos-neg	11	5.7	18.2	63.6	0.8	1.4	1.5	23.5	-12.1
pair	MACD	RSI	pos-neg	11	5.7	18.2	63.6	0.8	1.4	1.5	23.5	-12.1
pair	MRmean	RSmean	neg-pos	48	24.9	18.2	62.5	0.9	1.4	0.6	20.1	-29.3
pair	RSmean	MRmean	neg-pos	48	24.9	18.2	62.5	0.9	1.4	0.6	20.1	-29.3
pair	RSIhist	MACD	neg-neg	37	19.2	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	MACD	RSIhist	neg-neg	37	19.2	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	SLmean	MACDhist	neg-neg	52	26.9	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	MACDhist	SLmean	neg-neg	52	26.9	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	MACDhist	MACD	neg-neg	43	22.3	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	MACD	MACDhist	neg-neg	43	22.3	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	MACDhist	RSIhist	neg-neg	63	32.6	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	RSIhist	MACDhist	neg-neg	63	32.6	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	LWTI	MRmean	neg-neg	17	8.8	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	MRmean	LWTI	neg-neg	17	8.8	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	RSmean	LWTI	neg-pos	26	13.5	16.9	65.4	1.0	1.6	1.1	17.4	-14.8
pair	LWTI	RSmean	neg-pos	26	13.5	16.9	65.4	1.0	1.6	1.1	17.4	-14.8
pair	RSIhist	MRmean	neg-neg	56	29.0	16.7	62.5	0.9	1.3	0.6	20.6	-29.3
pair	MRmean	RSIhist	neg-neg	56	29.0	16.7	62.5	0.9	1.3	0.6	20.6	-29.3
pair	LWTI	SLmean	neg-neg	15	7.8	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	SLmean	LWTI	neg-neg	15	7.8	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	MRmean	MACDhist	neg-neg	52	26.9	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
pair	MACDhist	MRmean	neg-neg	52	26.9	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
single	RSmean	RSmean	neg-neg	27	14.0	16.2	63.0	1.0	1.5	1.1	17.1	-14.8
pair	RSIhist	RSI	neg-neg	29	15.0	15.9	58.6	0.8	1.4	0.7	22.7	-24.3
pair	RSI	RSIhist	neg-neg	29	15.0	15.9	58.6	0.8	1.4	0.7	22.7	-24.3
single	MRmean	MRmean	neg-neg	63	32.6	15.8	61.9	0.8	1.3	0.5	19.8	-29.3
pair	RSIhist	LWTI	neg-neg	14	7.3	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	LWTI	RSIhist	neg-neg	14	7.3	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	LWTI	RSI	neg-neg	19	9.8	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
pair	RSI	LWTI	neg-neg	19	9.8	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
pair	SLmean	RSIhist	pos-neg	28	14.5	15.2	67.9	1.0	2.8	1.0	15.9	-15.9
pair	RSIhist	SLmean	pos-neg	28	14.5	15.2	67.9	1.0	2.8	1.0	15.9	-15.9
pair	LWTI	MRmean	neg-pos	46	23.8	15.2	60.9	0.9	1.3	1.0	18.2	-15.7
pair	MRmean	LWTI	neg-pos	46	23.8	15.2	60.9	0.9	1.3	1.0	18.2	-15.7
pair	RSI	RSmean	neg-pos	23	11.9	14.7	65.2	0.9	1.4	1.0	17.8	-14.8
pair	RSmean	RSI	neg-pos	23	11.9	14.7	65.2	0.9	1.4	1.0	17.8	-14.8
single	MACDhist	MACDhist	neg-neg	94	48.7	14.6	62.8	0.8	1.3	0.4	20.3	-33.8
pair	MACDhist	LWTI	neg-pos	73	37.8	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
pair	LWTI	MACDhist	neg-pos	73	37.8	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
single	RSIhist	RSIhist	neg-neg	99	51.3	14.5	62.6	0.8	1.2	0.5	19.2	-29.3
pair	SLmean	RSmean	neg-neg	18	9.3	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	RSmean	SLmean	neg-neg	18	9.3	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	MACDhist	LWTI	neg-neg	21	10.9	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	LWTI	MACDhist	neg-neg	21	10.9	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	RSIhist	LWTI	neg-pos	85	44.0	14.3	62.4	0.8	1.2	0.6	18.0	-22.5
pair	LWTI	RSIhist	neg-pos	85	44.0	14.3	62.4	0.8	1.2	0.6	18.0	-22.5
pair	RSI	MRmean	pos-neg	11	5.7	14.2	63.6	0.8	1.0	1.2	17.8	-11.8
pair	MRmean	RSI	pos-neg	11	5.7	14.2	63.6	0.8	1.0	1.2	17.8	-11.8
pair	RSIhist	SLmean	neg-neg	71	36.8	14.2	60.6	0.8	1.0	0.5	20.5	-27.1
pair	SLmean	RSIhist	neg-neg	71	36.8	14.2	60.6	0.8	1.0	0.5	20.5	-27.1
pair	RSI	RSIhist	pos-neg	70	36.3	13.9	64.3	0.8	1.1	0.9	17.8	-15.7
pair	RSIhist	RSI	pos-neg	70	36.3	13.9	64.3	0.8	1.1	0.9	17.8	-15.7
pair	MRmean	MACDhist	neg-pos	11	5.7	13.8	54.5	0.9	2.1	2.2	15.2	-6.2
pair	MACDhist	MRmean	neg-pos	11	5.7	13.8	54.5	0.9	2.1	2.2	15.2	-6.2
pair	RSI	SLmean	neg-neg	31	16.1	13.7	58.1	0.7	1.2	0.6	21.9	-21.9
pair	SLmean	RSI	neg-neg	31	16.1	13.7	58.1	0.7	1.2	0.6	21.9	-21.9
pair	MACD	RSmean	neg-neg	18	9.3	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
pair	RSmean	MACD	neg-neg	18	9.3	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
pair	MRmean	SLmean	neg-neg	57	29.5	13.3	59.6	0.7	1.1	0.5	20.4	-27.1
single	RSI	RSI	neg-neg	44	22.8	13.3	59.1	0.7	1.2	0.6	20.4	-24.3
pair	SLmean	MRmean	neg-neg	57	29.5	13.3	59.6	0.7	1.1	0.5	20.4	-27.1
pair	RSI	MRmean	neg-neg	33	17.1	13.0	57.6	0.7	1.2	0.5	21.4	-24.3
pair	MRmean	RSI	neg-neg	33	17.1	13.0	57.6	0.7	1.2	0.5	21.4	-24.3
pair	LWTI	RSmean	pos-neg	28	14.5	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	RSmean	LWTI	pos-neg	28	14.5	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	SLmean	MACD	neg-neg	38	19.7	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
pair	MACD	SLmean	neg-neg	38	19.7	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
single	SLmean	SLmean	neg-neg	77	39.9	12.6	59.7	0.7	1.0	0.5	19.9	-27.1
pair	MACD	SLmean	neg-pos	39	20.2	12.6	61.5	0.7	0.8	0.7	20.8	-17.9
pair	SLmean	MACD	neg-pos	39	20.2	12.6	61.5	0.7	0.8	0.7	20.8	-17.9
pair	MRmean	MACD	neg-neg	40	20.7	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	MACD	MRmean	neg-neg	40	20.7	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	MRmean	MACDhist	pos-neg	42	21.8	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	MACDhist	MRmean	pos-neg	42	21.8	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	RSI	SLmean	pos-neg	13	6.7	12.5	61.5	0.8	1.1	1.1	17.0	-11.8
pair	SLmean	RSI	pos-neg	13	6.7	12.5	61.5	0.8	1.1	1.1	17.0	-11.8
pair	MACD	RSIhist	pos-neg	62	32.1	12.5	62.9	0.7	1.0	0.7	19.3	-19.1
pair	RSIhist	MACD	pos-neg	62	32.1	12.5	62.9	0.7	1.0	0.7	19.3	-19.1
single	LWTI	LWTI	neg-neg	29	15.0	12.4	51.7	0.6	1.1	0.5	22.0	-24.3
pair	RSmean	MACDhist	pos-neg	72	37.3	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
pair	MACDhist	RSmean	pos-neg	72	37.3	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
pair	MACDhist	MACD	pos-neg	51	26.4	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	MACD	MACDhist	pos-neg	51	26.4	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	RSI	RSmean	pos-neg	40	20.7	12.2	60.0	0.7	1.1	0.5	21.0	-24.3
pair	RSmean	RSI	pos-neg	40	20.7	12.2	60.0	0.7	1.1	0.5	21.0	-24.3
pair	SLmean	RSmean	neg-pos	59	30.6	12.1	57.6	0.7	0.9	0.4	20.5	-29.2
pair	RSmean	SLmean	neg-pos	59	30.6	12.1	57.6	0.7	0.9	0.4	20.5	-29.2
pair	RSI	SLmean	neg-pos	46	23.8	12.0	60.9	0.7	0.8	0.6	18.7	-18.9
pair	SLmean	RSI	neg-pos	46	23.8	12.0	60.9	0.7	0.8	0.6	18.7	-18.9
pair	LWTI	RSI	neg-pos	25	13.0	11.9	56.0	0.7	1.2	0.7	18.5	-16.7
pair	RSI	LWTI	neg-pos	25	13.0	11.9	56.0	0.7	1.2	0.7	18.5	-16.7
pair	LWTI	SLmean	neg-pos	62	32.1	11.7	58.1	0.7	0.9	0.7	18.6	-17.5
pair	MACD	RSI	neg-neg	33	17.1	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	RSI	MACD	neg-neg	33	17.1	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	SLmean	LWTI	neg-pos	62	32.1	11.7	58.1	0.7	0.9	0.7	18.6	-17.5
pair	MACDhist	RSI	pos-neg	68	35.2	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSIhist	MRmean	pos-neg	43	22.3	11.6	62.8	0.7	1.0	0.7	17.5	-15.7
pair	MRmean	RSIhist	pos-neg	43	22.3	11.6	62.8	0.7	1.0	0.7	17.5	-15.7
pair	RSI	MACDhist	pos-neg	68	35.2	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSIhist	RSmean	pos-neg	79	40.9	11.1	59.5	0.6	0.9	0.4	19.4	-29.3
pair	RSmean	RSIhist	pos-neg	79	40.9	11.1	59.5	0.6	0.9	0.4	19.4	-29.3
pair	SLmean	MRmean	pos-neg	20	10.4	10.9	60.0	0.7	0.7	0.7	18.7	-16.8
pair	MRmean	SLmean	pos-neg	20	10.4	10.9	60.0	0.7	0.7	0.7	18.7	-16.8
pair	MACDhist	SLmean	pos-neg	42	21.8	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	SLmean	MACDhist	pos-neg	42	21.8	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	LWTI	MACD	neg-pos	49	25.4	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	MACD	LWTI	neg-pos	49	25.4	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	RSIhist	LWTI	pos-neg	15	7.8	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	LWTI	RSIhist	pos-neg	15	7.8	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	RSIhist	MACDhist	pos-neg	36	18.7	9.6	61.1	0.7	0.7	0.6	16.0	-15.7
pair	MACDhist	RSIhist	pos-neg	36	18.7	9.6	61.1	0.7	0.7	0.6	16.0	-15.7
pair	RSIhist	MACDhist	neg-pos	31	16.1	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	MACDhist	RSIhist	neg-pos	31	16.1	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	MRmean	RSIhist	neg-pos	7	3.6	9.0	57.1	0.7	2.5	1.9	13.6	-4.8
pair	RSIhist	MRmean	neg-pos	7	3.6	9.0	57.1	0.7	2.5	1.9	13.6	-4.8
single	MACD	MACD	neg-neg	68	35.2	8.6	57.4	0.6	0.8	0.4	17.7	-19.3
pair	RSIhist	RSI	neg-pos	15	7.8	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	RSI	RSIhist	neg-pos	15	7.8	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	RSmean	MRmean	neg-neg	15	7.8	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	MRmean	RSmean	neg-neg	15	7.8	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	SLmean	LWTI	pos-neg	14	7.3	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	LWTI	SLmean	pos-neg	14	7.3	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	MACDhist	LWTI	pos-neg	8	4.1	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair	LWTI	MACDhist	pos-neg	8	4.1	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair	RSI	LWTI	pos-neg	10	5.2	7.1	30.0	0.4	0.9	0.8	20.8	-8.2
pair	LWTI	RSI	pos-neg	10	5.2	7.1	30.0	0.4	0.9	0.8	20.8	-8.2
pair	MACD	RSmean	pos-neg	50	25.9	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
pair	RSmean	MACD	pos-neg	50	25.9	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
pair		benchmark___benchmark_	benchmark-benchmark	193	100.0	6.8	58.0	0.5	0.7	0.2	18.1	-37.3
pair	benchmark___benchmark_		benchmark-benchmark	193	100.0	6.8	58.0	0.5	0.7	0.2	18.1	-37.3
single	LWTI	LWTI	pos-pos	164	85.0	5.9	59.1	0.4	0.6	0.2	17.3	-34.1
single	MACD	MACD	pos-pos	125	64.8	5.9	58.4	0.4	0.6	0.2	18.3	-38.0
pair	MRmean	LWTI	pos-neg	12	6.2	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	LWTI	MRmean	pos-neg	12	6.2	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	MACD	RSI	neg-pos	35	18.1	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
pair	RSI	MACD	neg-pos	35	18.1	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
single	RSmean	RSmean	pos-pos	166	86.0	5.4	57.2	0.4	0.6	0.1	18.2	-37.7
pair	MACD	LWTI	neg-neg	19	9.8	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
pair	LWTI	MACD	neg-neg	19	9.8	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
single	RSI	RSI	pos-pos	149	77.2	5.0	57.7	0.4	0.6	0.1	17.4	-41.9
pair	RSI	LWTI	pos-pos	139	72.0	4.9	59.7	0.4	0.5	0.1	17.2	-36.7
pair	LWTI	RSI	pos-pos	139	72.0	4.9	59.7	0.4	0.5	0.1	17.2	-36.7
pair	MACD	RSmean	pos-pos	116	60.1	4.8	57.8	0.3	0.5	0.1	18.3	-38.4
pair	RSmean	MACD	pos-pos	116	60.1	4.8	57.8	0.3	0.5	0.1	18.3	-38.4
pair	RSI	MACD	pos-pos	114	59.1	4.8	57.9	0.3	0.5	0.1	17.8	-35.5
pair	MACD	RSI	pos-pos	114	59.1	4.8	57.9	0.3	0.5	0.1	17.8	-35.5
pair	LWTI	MACD	pos-pos	115	59.6	4.3	58.3	0.3	0.5	0.1	17.5	-33.3
pair	MACD	LWTI	pos-pos	115	59.6	4.3	58.3	0.3	0.5	0.1	17.5	-33.3
pair	RSmean	LWTI	pos-pos	138	71.5	3.9	58.0	0.3	0.5	0.1	17.3	-34.5
pair	LWTI	RSmean	pos-pos	138	71.5	3.9	58.0	0.3	0.5	0.1	17.3	-34.5
pair	MACD	SLmean	pos-neg	30	15.5	3.6	56.7	0.3	0.4	0.2	15.7	-17.7
pair	SLmean	MACD	pos-neg	30	15.5	3.6	56.7	0.3	0.4	0.2	15.7	-17.7
pair	RSmean	RSI	pos-pos	126	65.3	3.3	56.3	0.3	0.4	0.1	17.3	-41.0
pair	RSI	RSmean	pos-pos	126	65.3	3.3	56.3	0.3	0.4	0.1	17.3	-41.0
single	SLmean	SLmean	pos-pos	116	60.1	3.2	56.9	0.3	0.5	0.1	16.7	-36.2
pair	MACD	MRmean	pos-neg	28	14.5	3.0	57.1	0.3	0.3	0.2	15.8	-17.7
pair	MACD	SLmean	pos-pos	86	44.6	3.0	57.0	0.3	0.5	0.1	17.2	-32.4
pair	SLmean	MACD	pos-pos	86	44.6	3.0	57.0	0.3	0.5	0.1	17.2	-32.4
pair	MRmean	MACD	pos-neg	28	14.5	3.0	57.1	0.3	0.3	0.2	15.8	-17.7
pair	MACDhist	SLmean	neg-pos	25	13.0	2.9	52.0	0.3	0.3	0.1	16.2	-18.5
pair	SLmean	MACDhist	neg-pos	25	13.0	2.9	52.0	0.3	0.3	0.1	16.2	-18.5
single	MRmean	MRmean	pos-pos	130	67.4	2.8	56.2	0.2	0.4	0.1	17.1	-31.2
pair	MRmean	MACD	pos-pos	102	52.8	2.7	55.9	0.2	0.4	0.1	17.5	-29.1
pair	MACD	MRmean	pos-pos	102	52.8	2.7	55.9	0.2	0.4	0.1	17.5	-29.1
pair	SLmean	LWTI	pos-pos	102	52.8	2.5	59.8	0.2	0.4	0.1	16.5	-34.8
pair	LWTI	SLmean	pos-pos	102	52.8	2.5	59.8	0.2	0.4	0.1	16.5	-34.8
pair	MRmean	LWTI	pos-pos	118	61.1	2.5	58.5	0.2	0.3	0.1	17.0	-31.8
pair	LWTI	MRmean	pos-pos	118	61.1	2.5	58.5	0.2	0.3	0.1	17.0	-31.8
pair	SLmean	RSI	pos-pos	103	53.4	2.0	56.3	0.2	0.3	0.1	16.8	-43.8
pair	RSI	SLmean	pos-pos	103	53.4	2.0	56.3	0.2	0.3	0.1	16.8	-43.8
pair	RSmean	SLmean	pos-pos	107	55.4	1.9	57.0	0.2	0.3	0.1	16.8	-31.5
pair	SLmean	RSmean	pos-pos	107	55.4	1.9	57.0	0.2	0.3	0.1	16.8	-31.5
pair	RSI	MRmean	pos-pos	119	61.7	1.8	55.5	0.2	0.3	0.1	17.1	-38.3
pair	MRmean	RSI	pos-pos	119	61.7	1.8	55.5	0.2	0.3	0.1	17.1	-38.3
pair	MACD	MACDhist	pos-pos	74	38.3	1.7	56.8	0.2	0.3	0.1	16.3	-30.6
pair	MACDhist	MACD	pos-pos	74	38.3	1.7	56.8	0.2	0.3	0.1	16.3	-30.6
pair	MRmean	SLmean	pos-pos	110	57.0	1.4	55.5	0.2	0.3	0.0	16.8	-36.6
pair	SLmean	MRmean	pos-pos	110	57.0	1.4	55.5	0.2	0.3	0.0	16.8	-36.6
pair	RSI	MACDhist	neg-pos	18	9.3	1.0	50.0	0.1	0.2	0.1	14.6	-14.8
pair	MACDhist	RSI	neg-pos	18	9.3	1.0	50.0	0.1	0.2	0.1	14.6	-14.8
pair	RSmean	MRmean	pos-pos	118	61.1	0.6	55.1	0.1	0.2	0.0	17.3	-34.7
pair	MRmean	RSmean	pos-pos	118	61.1	0.6	55.1	0.1	0.2	0.0	17.3	-34.7
pair	RSIhist	RSmean	pos-pos	87	45.1	0.5	55.2	0.1	0.2	0.0	17.1	-31.0
pair	RSmean	RSIhist	pos-pos	87	45.1	0.5	55.2	0.1	0.2	0.0	17.1	-31.0
pair	MACDhist	RSmean	pos-pos	94	48.7	0.3	54.3	0.1	0.1	0.0	15.8	-37.7
pair	RSmean	MACDhist	pos-pos	94	48.7	0.3	54.3	0.1	0.1	0.0	15.8	-37.7
single	MACDhist	MACDhist	pos-pos	99	51.3	-0.0	53.5	0.1	0.1	-0.0	15.5	-37.6
pair	RSIhist	MACD	pos-pos	63	32.6	-0.2	54.0	0.1	0.1	-0.0	17.3	-34.8
pair	MACD	RSIhist	pos-pos	63	32.6	-0.2	54.0	0.1	0.1	-0.0	17.3	-34.8
pair	RSI	MACDhist	pos-pos	81	42.0	-0.2	54.3	0.1	0.1	-0.0	15.7	-34.9
pair	RSmean	LWTI	neg-neg	1	0.5	-0.2	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	-0.2	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	pos-pos	81	42.0	-0.2	54.3	0.1	0.1	-0.0	15.7	-34.9
pair	RSIhist	SLmean	pos-pos	88	45.6	-0.4	53.4	0.1	0.1	-0.0	16.9	-36.5
pair	SLmean	RSIhist	pos-pos	88	45.6	-0.4	53.4	0.1	0.1	-0.0	16.9	-36.5
pair	LWTI	MACDhist	pos-pos	91	47.2	-0.6	54.9	0.0	0.1	-0.0	16.0	-40.5
pair	MACDhist	LWTI	pos-pos	91	47.2	-0.6	54.9	0.0	0.1	-0.0	16.0	-40.5
single	RSIhist	RSIhist	pos-pos	94	48.7	-0.6	53.2	0.0	0.1	-0.0	16.6	-35.0
pair	MACDhist	SLmean	pos-pos	74	38.3	-1.0	54.1	0.0	0.0	-0.0	15.3	-33.1
pair	SLmean	MACDhist	pos-pos	74	38.3	-1.0	54.1	0.0	0.0	-0.0	15.3	-33.1
pair	MRmean	RSIhist	pos-pos	87	45.1	-1.4	52.9	0.0	0.0	-0.0	16.8	-36.7
pair	RSIhist	MRmean	pos-pos	87	45.1	-1.4	52.9	0.0	0.0	-0.0	16.8	-36.7
pair	RSIhist	MACD	neg-pos	31	16.1	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	MACD	RSIhist	neg-pos	31	16.1	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	MACDhist	MRmean	pos-pos	88	45.6	-1.6	53.4	-0.0	-0.0	-0.0	15.5	-36.6
pair	MRmean	MACDhist	pos-pos	88	45.6	-1.6	53.4	-0.0	-0.0	-0.0	15.5	-36.6
pair	RSI	RSIhist	pos-pos	79	40.9	-2.3	51.9	-0.1	-0.1	-0.1	16.8	-41.3
pair	RSIhist	RSI	pos-pos	79	40.9	-2.3	51.9	-0.1	-0.1	-0.1	16.8	-41.3
pair	LWTI	RSIhist	pos-pos	79	40.9	-2.5	55.7	-0.1	-0.1	-0.1	16.4	-35.1
pair	RSIhist	LWTI	pos-pos	79	40.9	-2.5	55.7	-0.1	-0.1	-0.1	16.4	-35.1
pair	RSIhist	SLmean	neg-pos	6	3.1	-3.8	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	SLmean	RSIhist	neg-pos	6	3.1	-3.8	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	MACDhist	MACD	neg-pos	25	13.0	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	MACD	MACDhist	neg-pos	25	13.0	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	RSIhist	MACDhist	pos-pos	63	32.6	-5.1	49.2	-0.3	-0.4	-0.1	15.0	-35.9
pair	MACDhist	RSIhist	pos-pos	63	32.6	-5.1	49.2	-0.3	-0.4	-0.1	15.0	-35.9
pair	RSmean	MACDhist	neg-pos	5	2.6	-5.5	40.0	-0.8	-1.0	-1.7	7.2	-3.2
pair	MACDhist	RSmean	neg-pos	5	2.6	-5.5	40.0	-0.8	-1.0	-1.7	7.2	-3.2
pair	RSmean	RSIhist	neg-pos	7	3.6	-13.5	28.6	-1.7	-2.6	-2.4	8.4	-5.7
pair	RSIhist	RSmean	neg-pos	7	3.6	-13.5	28.6	-1.7	-2.6	-2.4	8.4	-5.7

All Contingency Tables for ENZL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 56% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 17% \| MDD -36.6% Months 110M (57%)	CAGR 10.9% \| Win 60% Sharpe 0.65 \| Sortino 0.67 \| Calmar 0.6 Vol 19% \| MDD -16.8% Months 20M (10%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 42.6% \| Win 83% Sharpe 2.91 \| Sortino 0.00 \| Calmar 14.2 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 13.3% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 57M (30%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
SLmean only	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 17% \| MDD -34.7% Months 118M (61%)	CAGR 26.9% \| Win 67% Sharpe 1.76 \| Sortino 5.12 \| Calmar 5.4 Vol 14% \| MDD -5.0% Months 12M (6%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 18.2% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 48M (25%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
RSmean only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 18% \| MDD -29.1% Months 102M (53%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.7% Months 28M (14%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 21.5% \| Win 70% Sharpe 1.01 \| Sortino 1.47 \| Calmar 1.2 Vol 22% \| MDD -17.9% Months 23M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (21%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
MACD only	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 17% \| MDD -38.3% Months 119M (62%)	CAGR 14.2% \| Win 64% Sharpe 0.83 \| Sortino 1.04 \| Calmar 1.2 Vol 18% \| MDD -11.8% Months 11M (6%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 18.9% \| Win 67% Sharpe 1.04 \| Sortino 1.37 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 30M (16%)	CAGR 13.0% \| Win 58% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 33M (17%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
RSI only	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.6% \| Win 53% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 16% \| MDD -36.6% Months 88M (46%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (22%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 13.8% \| Win 55% Sharpe 0.92 \| Sortino 2.10 \| Calmar 2.2 Vol 15% \| MDD -6.2% Months 11M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (27%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -1.4% \| Win 53% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 17% \| MDD -36.7% Months 87M (45%)	CAGR 11.6% \| Win 63% Sharpe 0.72 \| Sortino 0.96 \| Calmar 0.7 Vol 18% \| MDD -15.7% Months 43M (22%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 9.0% \| Win 57% Sharpe 0.69 \| Sortino 2.55 \| Calmar 1.9 Vol 14% \| MDD -4.8% Months 7M (4%)	CAGR 16.7% \| Win 62% Sharpe 0.86 \| Sortino 1.33 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 56M (29%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 58% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 17% \| MDD -31.8% Months 118M (61%)	CAGR 5.8% \| Win 33% Sharpe 0.38 \| Sortino 0.78 \| Calmar 0.8 Vol 19% \| MDD -7.7% Months 12M (6%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 15.2% \| Win 61% Sharpe 0.87 \| Sortino 1.31 \| Calmar 1.0 Vol 18% \| MDD -15.7% Months 46M (24%)	CAGR 17.3% \| Win 65% Sharpe 0.77 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -24.3% Months 17M (9%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.9% \| Win 57% Sharpe 0.19 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -31.5% Months 107M (55%)	CAGR 19.9% \| Win 56% Sharpe 1.24 \| Sortino 3.96 \| Calmar 2.6 Vol 16% \| MDD -7.5% Months 9M (5%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR 12.1% \| Win 58% Sharpe 0.66 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -29.2% Months 59M (31%)	CAGR 14.4% \| Win 67% Sharpe 0.83 \| Sortino 1.25 \| Calmar 0.9 Vol 18% \| MDD -15.5% Months 18M (9%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
RSmean only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 57% Sharpe 0.26 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.4% Months 86M (45%)	CAGR 3.6% \| Win 57% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.2 Vol 16% \| MDD -17.7% Months 30M (16%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR 12.6% \| Win 62% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.7 Vol 21% \| MDD -17.9% Months 39M (20%)	CAGR 12.7% \| Win 58% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 38M (20%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
MACD only	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.0% \| Win 56% Sharpe 0.20 \| Sortino 0.35 \| Calmar 0.0 Vol 17% \| MDD -43.8% Months 103M (53%)	CAGR 12.5% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 1.1 Vol 17% \| MDD -11.8% Months 13M (7%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR 12.0% \| Win 61% Sharpe 0.70 \| Sortino 0.84 \| Calmar 0.6 Vol 19% \| MDD -18.9% Months 46M (24%)	CAGR 13.7% \| Win 58% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.6 Vol 22% \| MDD -21.9% Months 31M (16%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
RSI only	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -1.0% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 15% \| MDD -33.1% Months 74M (38%)	CAGR 10.8% \| Win 62% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.5 Vol 19% \| MDD -21.9% Months 42M (22%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR 2.9% \| Win 52% Sharpe 0.26 \| Sortino 0.28 \| Calmar 0.2 Vol 16% \| MDD -18.5% Months 25M (13%)	CAGR 17.7% \| Win 64% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.7 Vol 22% \| MDD -27.1% Months 52M (27%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -0.4% \| Win 53% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 17% \| MDD -36.5% Months 88M (46%)	CAGR 15.2% \| Win 68% Sharpe 0.97 \| Sortino 2.83 \| Calmar 1.0 Vol 16% \| MDD -15.9% Months 28M (14%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR -3.8% \| Win 50% Sharpe -0.31 \| Sortino -0.91 \| Calmar -0.8 Vol 11% \| MDD -4.8% Months 6M (3%)	CAGR 14.2% \| Win 61% Sharpe 0.75 \| Sortino 1.04 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 71M (37%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 60% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -34.8% Months 102M (53%)	CAGR 8.2% \| Win 36% Sharpe 0.50 \| Sortino 1.09 \| Calmar 1.1 Vol 19% \| MDD -7.7% Months 14M (7%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)
SLmean neg	CAGR 11.7% \| Win 58% Sharpe 0.69 \| Sortino 0.93 \| Calmar 0.7 Vol 19% \| MDD -17.5% Months 62M (32%)	CAGR 16.5% \| Win 67% Sharpe 0.72 \| Sortino 1.36 \| Calmar 0.8 Vol 25% \| MDD -21.9% Months 15M (8%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 18% \| MDD -38.4% Months 116M (60%)	CAGR 6.9% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 50M (26%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)
RSmean neg	CAGR 22.1% \| Win 67% Sharpe 1.14 \| Sortino 2.89 \| Calmar 3.3 Vol 19% \| MDD -6.7% Months 9M (5%)	CAGR 13.4% \| Win 61% Sharpe 0.84 \| Sortino 1.12 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 18M (9%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)
MACD only	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 56% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -41.0% Months 126M (65%)	CAGR 12.2% \| Win 60% Sharpe 0.65 \| Sortino 1.14 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 40M (21%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)
RSmean neg	CAGR 14.7% \| Win 65% Sharpe 0.86 \| Sortino 1.43 \| Calmar 1.0 Vol 18% \| MDD -14.8% Months 23M (12%)	CAGR 25.7% \| Win 50% Sharpe 1.65 \| Sortino 5.45 \| Calmar 14.1 Vol 14% \| MDD -1.8% Months 4M (2%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)
RSI only	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 16% \| MDD -37.7% Months 94M (49%)	CAGR 12.4% \| Win 61% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.4 Vol 21% \| MDD -33.8% Months 72M (37%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)
RSmean neg	CAGR -5.5% \| Win 40% Sharpe -0.75 \| Sortino -0.97 \| Calmar -1.7 Vol 7% \| MDD -3.2% Months 5M (3%)	CAGR 21.8% \| Win 68% Sharpe 1.16 \| Sortino 1.89 \| Calmar 1.5 Vol 18% \| MDD -14.8% Months 22M (11%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 0.5% \| Win 55% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 17% \| MDD -31.0% Months 87M (45%)	CAGR 11.1% \| Win 60% Sharpe 0.64 \| Sortino 0.94 \| Calmar 0.4 Vol 19% \| MDD -29.3% Months 79M (41%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)
RSmean neg	CAGR -13.5% \| Win 29% Sharpe -1.68 \| Sortino -2.58 \| Calmar -2.4 Vol 8% \| MDD -5.7% Months 7M (4%)	CAGR 28.9% \| Win 75% Sharpe 1.48 \| Sortino 2.03 \| Calmar 2.6 Vol 18% \| MDD -11.0% Months 20M (10%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 58% Sharpe 0.31 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -34.5% Months 138M (72%)	CAGR 12.9% \| Win 54% Sharpe 0.65 \| Sortino 1.14 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 28M (14%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)
RSmean neg	CAGR 16.9% \| Win 65% Sharpe 0.98 \| Sortino 1.65 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 26M (14%)	CAGR -0.2% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -35.5% Months 114M (59%)	CAGR 18.2% \| Win 64% Sharpe 0.82 \| Sortino 1.44 \| Calmar 1.5 Vol 24% \| MDD -12.1% Months 11M (6%)	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)
MACD neg	CAGR 5.7% \| Win 57% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.4 Vol 16% \| MDD -14.8% Months 35M (18%)	CAGR 11.7% \| Win 58% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.7 Vol 20% \| MDD -16.7% Months 33M (17%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)
RSI only	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 1.7% \| Win 57% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.1 Vol 16% \| MDD -30.6% Months 74M (38%)	CAGR 12.3% \| Win 61% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.5 Vol 21% \| MDD -23.1% Months 51M (26%)	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)
MACD neg	CAGR -5.0% \| Win 44% Sharpe -0.34 \| Sortino -0.46 \| Calmar -0.3 Vol 13% \| MDD -19.1% Months 25M (13%)	CAGR 17.3% \| Win 65% Sharpe 0.91 \| Sortino 1.43 \| Calmar 1.2 Vol 20% \| MDD -14.8% Months 43M (22%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -34.8% Months 63M (33%)	CAGR 12.5% \| Win 63% Sharpe 0.71 \| Sortino 1.00 \| Calmar 0.7 Vol 19% \| MDD -19.1% Months 62M (32%)	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)
MACD neg	CAGR -1.5% \| Win 52% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 15% \| MDD -20.1% Months 31M (16%)	CAGR 17.8% \| Win 62% Sharpe 0.95 \| Sortino 1.45 \| Calmar 1.2 Vol 19% \| MDD -14.4% Months 37M (19%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.3% \| Win 58% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 115M (60%)	CAGR 26.8% \| Win 60% Sharpe 1.01 \| Sortino 2.32 \| Calmar 2.2 Vol 27% \| MDD -12.1% Months 10M (5%)	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)
MACD neg	CAGR 9.8% \| Win 61% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.6 Vol 17% \| MDD -16.7% Months 49M (25%)	CAGR 5.4% \| Win 47% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.4 Vol 20% \| MDD -14.4% Months 19M (10%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -0.2% \| Win 54% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -34.9% Months 81M (42%)	CAGR 11.6% \| Win 62% Sharpe 0.67 \| Sortino 1.07 \| Calmar 0.5 Vol 19% \| MDD -23.3% Months 68M (35%)	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)
RSI neg	CAGR 1.0% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 15% \| MDD -14.8% Months 18M (9%)	CAGR 22.7% \| Win 65% Sharpe 0.99 \| Sortino 1.76 \| Calmar 0.9 Vol 24% \| MDD -24.3% Months 26M (14%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -2.3% \| Win 52% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 17% \| MDD -41.3% Months 79M (41%)	CAGR 13.9% \| Win 64% Sharpe 0.82 \| Sortino 1.08 \| Calmar 0.9 Vol 18% \| MDD -15.7% Months 70M (36%)	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)
RSI neg	CAGR 8.5% \| Win 60% Sharpe 0.60 \| Sortino 0.82 \| Calmar 0.7 Vol 16% \| MDD -12.1% Months 15M (8%)	CAGR 15.9% \| Win 59% Sharpe 0.76 \| Sortino 1.37 \| Calmar 0.7 Vol 23% \| MDD -24.3% Months 29M (15%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.9% \| Win 60% Sharpe 0.36 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -36.7% Months 139M (72%)	CAGR 7.1% \| Win 30% Sharpe 0.42 \| Sortino 0.92 \| Calmar 0.9 Vol 21% \| MDD -8.2% Months 10M (5%)	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)
RSI neg	CAGR 11.9% \| Win 56% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.7 Vol 18% \| MDD -16.7% Months 25M (13%)	CAGR 15.3% \| Win 63% Sharpe 0.73 \| Sortino 1.17 \| Calmar 0.6 Vol 23% \| MDD -24.3% Months 19M (10%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -5.1% \| Win 49% Sharpe -0.27 \| Sortino -0.43 \| Calmar -0.1 Vol 15% \| MDD -35.9% Months 63M (33%)	CAGR 9.6% \| Win 61% Sharpe 0.66 \| Sortino 0.74 \| Calmar 0.6 Vol 16% \| MDD -15.7% Months 36M (19%)	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)
MACDhist neg	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.6 Vol 19% \| MDD -14.3% Months 31M (16%)	CAGR 17.3% \| Win 64% Sharpe 0.87 \| Sortino 1.47 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 63M (33%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)
RSIhist only	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -0.6% \| Win 55% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 16% \| MDD -40.5% Months 91M (47%)	CAGR 7.4% \| Win 38% Sharpe 0.91 \| Sortino 2.01 \| Calmar 2.8 Vol 8% \| MDD -2.6% Months 8M (4%)	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)
MACDhist neg	CAGR 14.6% \| Win 64% Sharpe 0.83 \| Sortino 1.27 \| Calmar 0.7 Vol 19% \| MDD -22.3% Months 73M (38%)	CAGR 14.3% \| Win 57% Sharpe 0.65 \| Sortino 1.34 \| Calmar 0.6 Vol 26% \| MDD -24.3% Months 21M (11%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -2.5% \| Win 56% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 16% \| MDD -35.1% Months 79M (41%)	CAGR 9.7% \| Win 40% Sharpe 0.59 \| Sortino 1.24 \| Calmar 1.2 Vol 18% \| MDD -8.3% Months 15M (8%)	CAGR -0.6% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 17% \| MDD -35.0% Months 94M (49%)
RSIhist neg	CAGR 14.3% \| Win 62% Sharpe 0.84 \| Sortino 1.18 \| Calmar 0.6 Vol 18% \| MDD -22.5% Months 85M (44%)	CAGR 15.4% \| Win 64% Sharpe 0.67 \| Sortino 1.34 \| Calmar 0.6 Vol 26% \| MDD -24.3% Months 14M (7%)	CAGR 14.5% \| Win 63% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 99M (51%)
LWTI only	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 164M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 56% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 17% \| MDD -36.6% Months 110M (57%)	CAGR 10.9% \| Win 60% Sharpe 0.65 \| Sortino 0.67 \| Calmar 0.6 Vol 19% \| MDD -16.8% Months 20M (10%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 42.6% \| Win 83% Sharpe 2.91 \| Sortino 0.00 \| Calmar 14.2 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 13.3% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 57M (30%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
SLmean only	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 116M (60%)	CAGR 12.6% \| Win 60% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 77M (40%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 17% \| MDD -34.7% Months 118M (61%)	CAGR 26.9% \| Win 67% Sharpe 1.76 \| Sortino 5.12 \| Calmar 5.4 Vol 14% \| MDD -5.0% Months 12M (6%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 18.2% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 48M (25%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
RSmean only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 166M (86%)	CAGR 16.2% \| Win 63% Sharpe 0.96 \| Sortino 1.53 \| Calmar 1.1 Vol 17% \| MDD -14.8% Months 27M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 18% \| MDD -29.1% Months 102M (53%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.7% Months 28M (14%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 21.5% \| Win 70% Sharpe 1.01 \| Sortino 1.47 \| Calmar 1.2 Vol 22% \| MDD -17.9% Months 23M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (21%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
MACD only	CAGR 5.9% \| Win 58% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 125M (65%)	CAGR 8.6% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (35%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 17% \| MDD -38.3% Months 119M (62%)	CAGR 14.2% \| Win 64% Sharpe 0.83 \| Sortino 1.04 \| Calmar 1.2 Vol 18% \| MDD -11.8% Months 11M (6%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 18.9% \| Win 67% Sharpe 1.04 \| Sortino 1.37 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 30M (16%)	CAGR 13.0% \| Win 58% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 33M (17%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
RSI only	CAGR 5.0% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 149M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.6% \| Win 53% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 16% \| MDD -36.6% Months 88M (46%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (22%)	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 130M (67%)
MRmean neg	CAGR 13.8% \| Win 55% Sharpe 0.92 \| Sortino 2.10 \| Calmar 2.2 Vol 15% \| MDD -6.2% Months 11M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (27%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (33%)
MACDhist only	CAGR -0.0% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 16% \| MDD -37.6% Months 99M (51%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (49%)