ENZL - iShares MSCI New Zealand ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

42.7%

Best CAGR

Total Months

9.7%

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	3.2	42.7	83.3	2.9	0.0	14.2	12.6	-3.0
pair	SLmean	MRmean	neg-pos	6	3.2	42.7	83.3	2.9	0.0	14.2	12.6	-3.0
pair	MRmean	RSmean	pos-neg	11	5.9	34.4	72.7	2.3	6.5	12.8	13.6	-2.7
pair	RSmean	MRmean	pos-neg	11	5.9	34.4	72.7	2.3	6.5	12.8	13.6	-2.7
pair	MACD	RSmean	neg-pos	8	4.3	31.5	75.0	1.5	3.0	4.7	19.1	-6.7
pair	RSmean	MACD	neg-pos	8	4.3	31.5	75.0	1.5	3.0	4.7	19.1	-6.7
pair	RSmean	RSIhist	neg-neg	20	10.8	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	RSIhist	RSmean	neg-neg	20	10.8	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	RSmean	SLmean	pos-neg	8	4.3	28.8	62.5	1.7	5.7	6.5	15.3	-4.5
pair	SLmean	RSmean	pos-neg	8	4.3	28.8	62.5	1.7	5.7	6.5	15.3	-4.5
pair	LWTI	MACD	pos-neg	10	5.4	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	MACD	LWTI	pos-neg	10	5.4	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	RSI	RSmean	neg-neg	4	2.2	25.6	50.0	1.6	5.4	14.1	14.5	-1.8
pair	RSmean	RSI	neg-neg	4	2.2	25.6	50.0	1.6	5.4	14.1	14.5	-1.8
pair	RSI	MACDhist	neg-neg	26	14.1	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	MACDhist	RSI	neg-neg	26	14.1	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	RSmean	MACDhist	neg-neg	22	11.9	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MACDhist	RSmean	neg-neg	22	11.9	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MRmean	MACD	neg-pos	22	11.9	19.6	68.2	0.9	1.4	1.1	22.1	-17.9
pair	MACD	MRmean	neg-pos	22	11.9	19.6	68.2	0.9	1.4	1.1	22.1	-17.9
pair	RSmean	LWTI	neg-pos	25	13.5	19.5	68.0	1.1	1.8	1.3	17.5	-14.8
pair	LWTI	RSmean	neg-pos	25	13.5	19.5	68.0	1.1	1.8	1.3	17.5	-14.8
pair	RSI	MRmean	neg-pos	30	16.2	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
pair	MRmean	RSI	neg-pos	30	16.2	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
single	RSmean	RSmean	neg-neg	26	14.1	18.7	65.4	1.1	1.6	1.3	17.2	-14.8
pair	MACD	RSIhist	neg-neg	37	20.0	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	RSIhist	MACD	neg-neg	37	20.0	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	SLmean	MACDhist	neg-neg	52	28.1	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	MACDhist	SLmean	neg-neg	52	28.1	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	RSmean	RSI	neg-pos	22	11.9	17.4	68.2	1.0	1.6	1.2	17.9	-14.8
pair	RSI	RSmean	neg-pos	22	11.9	17.4	68.2	1.0	1.6	1.2	17.9	-14.8
pair	RSIhist	MACDhist	neg-neg	63	34.1	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	MACDhist	RSIhist	neg-neg	63	34.1	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	MACD	MACDhist	neg-neg	43	23.2	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	LWTI	MRmean	neg-neg	17	9.2	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	MRmean	LWTI	neg-neg	17	9.2	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	MRmean	RSmean	neg-pos	47	25.4	17.3	61.7	0.9	1.4	0.6	20.3	-29.3
pair	MACDhist	MACD	neg-neg	43	23.2	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	RSmean	MRmean	neg-pos	47	25.4	17.3	61.7	0.9	1.4	0.6	20.3	-29.3
pair	LWTI	SLmean	neg-neg	15	8.1	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	SLmean	LWTI	neg-neg	15	8.1	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	MRmean	MACDhist	neg-neg	52	28.1	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
pair	MACDhist	MRmean	neg-neg	52	28.1	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
pair	RSIhist	MRmean	neg-neg	55	29.7	15.8	61.8	0.8	1.3	0.5	20.7	-29.3
pair	MRmean	RSIhist	neg-neg	55	29.7	15.8	61.8	0.8	1.3	0.5	20.7	-29.3
pair	LWTI	RSIhist	neg-neg	14	7.6	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	RSIhist	LWTI	neg-neg	14	7.6	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	LWTI	RSI	neg-neg	19	10.3	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
pair	RSI	LWTI	neg-neg	19	10.3	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
single	MRmean	MRmean	neg-neg	62	33.5	15.0	61.3	0.8	1.3	0.5	20.0	-29.3
single	MACDhist	MACDhist	neg-neg	94	50.8	14.6	62.8	0.8	1.3	0.4	20.3	-33.8
pair	LWTI	MACDhist	neg-pos	73	39.5	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
pair	MACDhist	LWTI	neg-pos	73	39.5	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
pair	SLmean	RSmean	neg-neg	18	9.7	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	RSmean	SLmean	neg-neg	18	9.7	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	LWTI	MACDhist	neg-neg	21	11.4	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	MACDhist	LWTI	neg-neg	21	11.4	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	LWTI	MRmean	neg-pos	45	24.3	14.2	60.0	0.8	1.2	0.9	18.3	-15.7
pair	MRmean	LWTI	neg-pos	45	24.3	14.2	60.0	0.8	1.2	0.9	18.3	-15.7
pair	RSI	RSIhist	pos-neg	68	36.8	13.5	64.7	0.8	1.1	0.9	17.9	-15.7
pair	SLmean	RSIhist	pos-neg	27	14.6	13.5	66.7	0.9	2.5	0.8	16.0	-15.9
pair	RSIhist	SLmean	pos-neg	27	14.6	13.5	66.7	0.9	2.5	0.8	16.0	-15.9
pair	RSIhist	RSI	pos-neg	68	36.8	13.5	64.7	0.8	1.1	0.9	17.9	-15.7
pair	MACD	RSmean	neg-neg	18	9.7	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
pair	RSmean	MACD	neg-neg	18	9.7	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
single	RSIhist	RSIhist	neg-neg	95	51.4	13.2	62.1	0.7	1.1	0.5	19.5	-29.3
pair	RSIhist	SLmean	neg-neg	68	36.8	13.1	60.3	0.7	1.0	0.5	20.8	-27.1
pair	SLmean	RSIhist	neg-neg	68	36.8	13.1	60.3	0.7	1.0	0.5	20.8	-27.1
pair	RSmean	LWTI	pos-neg	28	15.1	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	LWTI	RSmean	pos-neg	28	15.1	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	RSIhist	LWTI	neg-pos	81	43.8	12.9	61.7	0.8	1.1	0.6	18.3	-22.5
pair	LWTI	RSIhist	neg-pos	81	43.8	12.9	61.7	0.8	1.1	0.6	18.3	-22.5
pair	SLmean	MACD	neg-neg	38	20.5	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
pair	MACD	SLmean	neg-neg	38	20.5	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
pair	MRmean	MACD	neg-neg	40	21.6	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	MACD	MRmean	neg-neg	40	21.6	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	MACDhist	MRmean	pos-neg	42	22.7	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	MRmean	MACDhist	pos-neg	42	22.7	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	RSIhist	RSI	neg-neg	27	14.6	12.5	55.6	0.6	1.1	0.5	23.3	-24.3
pair	RSI	RSIhist	neg-neg	27	14.6	12.5	55.6	0.6	1.1	0.5	23.3	-24.3
single	LWTI	LWTI	neg-neg	29	15.7	12.4	51.7	0.6	1.1	0.5	22.0	-24.3
pair	RSmean	MACDhist	pos-neg	72	38.9	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
pair	MRmean	SLmean	neg-neg	56	30.3	12.4	58.9	0.7	1.1	0.5	20.6	-27.1
pair	MACDhist	RSmean	pos-neg	72	38.9	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
pair	SLmean	MRmean	neg-neg	56	30.3	12.4	58.9	0.7	1.1	0.5	20.6	-27.1
pair	MACDhist	MACD	pos-neg	51	27.6	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	MACD	MACDhist	pos-neg	51	27.6	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	RSI	SLmean	neg-neg	30	16.2	12.1	56.7	0.6	1.1	0.6	22.2	-21.9
pair	SLmean	RSI	neg-neg	30	16.2	12.1	56.7	0.6	1.1	0.6	22.2	-21.9
single	SLmean	SLmean	neg-neg	74	40.0	11.7	59.5	0.7	0.9	0.4	20.2	-27.1
pair	MACD	RSI	neg-neg	33	17.8	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	RSI	MACD	neg-neg	33	17.8	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	MRmean	RSI	neg-neg	32	17.3	11.6	56.2	0.6	1.1	0.5	21.6	-24.3
pair	RSI	MRmean	neg-neg	32	17.3	11.6	56.2	0.6	1.1	0.5	21.6	-24.3
pair	MACDhist	RSI	pos-neg	68	36.8	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSI	MACDhist	pos-neg	68	36.8	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSI	SLmean	neg-pos	44	23.8	11.4	61.4	0.7	0.8	0.6	19.0	-18.9
pair	SLmean	RSI	neg-pos	44	23.8	11.4	61.4	0.7	0.8	0.6	19.0	-18.9
single	RSI	RSI	neg-neg	42	22.7	11.1	57.1	0.6	1.0	0.5	20.7	-24.3
pair	RSmean	SLmean	neg-pos	56	30.3	10.8	57.1	0.6	0.8	0.4	20.9	-29.2
pair	MACDhist	SLmean	pos-neg	42	22.7	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	SLmean	MACDhist	pos-neg	42	22.7	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	SLmean	RSmean	neg-pos	56	30.3	10.8	57.1	0.6	0.8	0.4	20.9	-29.2
pair	SLmean	MACD	neg-pos	36	19.5	10.6	61.1	0.6	0.7	0.6	21.5	-17.9
pair	MACD	SLmean	neg-pos	36	19.5	10.6	61.1	0.6	0.7	0.6	21.5	-17.9
pair	LWTI	SLmean	neg-pos	59	31.9	10.5	57.6	0.6	0.8	0.6	18.9	-17.5
pair	SLmean	LWTI	neg-pos	59	31.9	10.5	57.6	0.6	0.8	0.6	18.9	-17.5
pair	RSIhist	MACD	pos-neg	58	31.4	10.4	62.1	0.6	0.9	0.6	19.7	-19.1
pair	MACD	RSIhist	pos-neg	58	31.4	10.4	62.1	0.6	0.9	0.6	19.7	-19.1
pair	MACD	LWTI	neg-pos	49	26.5	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	LWTI	MACD	neg-pos	49	26.5	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	RSIhist	LWTI	pos-neg	15	8.1	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	MRmean	RSIhist	pos-neg	40	21.6	9.7	62.5	0.6	0.8	0.6	17.9	-15.7
pair	RSIhist	MRmean	pos-neg	40	21.6	9.7	62.5	0.6	0.8	0.6	17.9	-15.7
pair	LWTI	RSIhist	pos-neg	15	8.1	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	RSI	RSmean	pos-neg	38	20.5	9.6	57.9	0.5	0.9	0.4	21.3	-24.3
pair	RSmean	RSI	pos-neg	38	20.5	9.6	57.9	0.5	0.9	0.4	21.3	-24.3
pair	RSIhist	RSmean	pos-neg	75	40.5	9.4	58.7	0.6	0.8	0.3	19.8	-29.3
pair	RSmean	RSIhist	pos-neg	75	40.5	9.4	58.7	0.6	0.8	0.3	19.8	-29.3
pair	MRmean	RSI	pos-neg	10	5.4	9.4	60.0	0.6	0.7	0.8	18.3	-11.8
pair	RSI	MRmean	pos-neg	10	5.4	9.4	60.0	0.6	0.7	0.8	18.3	-11.8
pair	SLmean	MRmean	pos-neg	18	9.7	9.3	61.1	0.6	0.6	0.6	19.5	-16.8
pair	MRmean	SLmean	pos-neg	18	9.7	9.3	61.1	0.6	0.6	0.6	19.5	-16.8
pair	MACDhist	RSIhist	neg-pos	31	16.8	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	MRmean	MACDhist	neg-pos	10	5.4	9.2	50.0	0.6	1.5	1.5	15.4	-6.2
pair	MACDhist	MRmean	neg-pos	10	5.4	9.2	50.0	0.6	1.5	1.5	15.4	-6.2
pair	RSIhist	MACDhist	neg-pos	31	16.8	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	MRmean	RSIhist	neg-pos	7	3.8	9.0	57.1	0.7	2.6	1.9	13.6	-4.8
pair	RSIhist	MRmean	neg-pos	7	3.8	9.0	57.1	0.7	2.6	1.9	13.6	-4.8
pair	RSI	MACD	pos-neg	9	4.9	8.6	55.6	0.4	0.8	0.7	25.6	-12.1
pair	MACD	RSI	pos-neg	9	4.9	8.6	55.6	0.4	0.8	0.7	25.6	-12.1
single	MACD	MACD	neg-neg	68	36.8	8.6	57.4	0.6	0.8	0.4	17.7	-19.3
pair	RSI	RSIhist	neg-pos	15	8.1	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	RSIhist	RSI	neg-pos	15	8.1	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	SLmean	RSI	pos-neg	12	6.5	8.5	58.3	0.6	0.8	0.7	17.3	-11.8
pair	RSI	SLmean	pos-neg	12	6.5	8.5	58.3	0.6	0.8	0.7	17.3	-11.8
pair	RSmean	MRmean	neg-neg	15	8.1	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	MRmean	RSmean	neg-neg	15	8.1	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	SLmean	LWTI	pos-neg	14	7.6	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	LWTI	SLmean	pos-neg	14	7.6	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	LWTI	RSI	neg-pos	23	12.4	7.7	52.2	0.5	0.8	0.5	18.9	-16.7
pair	RSI	LWTI	neg-pos	23	12.4	7.7	52.2	0.5	0.8	0.5	18.9	-16.7
pair		benchmark___benchmark_	benchmark-benchmark	185	100.0	7.5	58.4	0.5	0.8	0.2	18.0	-37.3
pair	benchmark___benchmark_		benchmark-benchmark	185	100.0	7.5	58.4	0.5	0.8	0.2	18.0	-37.3
pair	MACDhist	LWTI	pos-neg	8	4.3	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair	LWTI	MACDhist	pos-neg	8	4.3	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair	RSI	LWTI	pos-neg	10	5.4	7.1	30.0	0.4	0.9	0.9	20.8	-8.2
pair	LWTI	RSI	pos-neg	10	5.4	7.1	30.0	0.4	0.9	0.9	20.8	-8.2
single	MACD	MACD	pos-pos	117	63.2	6.9	59.0	0.5	0.7	0.2	18.3	-31.7
pair	RSmean	MACD	pos-neg	50	27.0	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
pair	MACD	RSmean	pos-neg	50	27.0	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
pair	MACD	RSI	pos-pos	108	58.4	6.7	59.3	0.5	0.7	0.2	17.7	-26.6
pair	RSI	MACD	pos-pos	108	58.4	6.7	59.3	0.5	0.7	0.2	17.7	-26.6
single	LWTI	LWTI	pos-pos	156	84.3	6.6	59.6	0.5	0.7	0.2	17.2	-34.1
single	RSI	RSI	pos-pos	143	77.3	6.5	58.7	0.5	0.7	0.2	17.2	-36.6
pair	LWTI	RSI	pos-pos	133	71.9	6.4	60.9	0.5	0.7	0.2	17.0	-30.9
pair	RSI	LWTI	pos-pos	133	71.9	6.4	60.9	0.5	0.7	0.2	17.0	-30.9
single	RSmean	RSmean	pos-pos	159	85.9	5.8	57.2	0.4	0.6	0.1	18.2	-37.7
pair	MRmean	LWTI	pos-neg	12	6.5	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	LWTI	MRmean	pos-neg	12	6.5	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	MACD	RSI	neg-pos	35	18.9	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
pair	RSI	MACD	neg-pos	35	18.9	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
pair	RSIhist	MACDhist	pos-neg	32	17.3	5.6	59.4	0.4	0.5	0.4	16.5	-15.7
pair	MACDhist	RSIhist	pos-neg	32	17.3	5.6	59.4	0.4	0.5	0.4	16.5	-15.7
pair	LWTI	MACD	neg-neg	19	10.3	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
pair	MACD	LWTI	neg-neg	19	10.3	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
pair	SLmean	MACD	pos-pos	81	43.8	5.2	58.0	0.4	0.7	0.2	16.8	-23.7
pair	MACD	SLmean	pos-pos	81	43.8	5.2	58.0	0.4	0.7	0.2	16.8	-23.7
pair	MACD	RSmean	pos-pos	109	58.9	5.2	57.8	0.4	0.6	0.2	18.3	-32.2
pair	RSmean	MACD	pos-pos	109	58.9	5.2	57.8	0.4	0.6	0.2	18.3	-32.2
pair	LWTI	MACD	pos-pos	107	57.8	5.2	58.9	0.4	0.6	0.2	17.4	-26.6
pair	MACD	LWTI	pos-pos	107	57.8	5.2	58.9	0.4	0.6	0.2	17.4	-26.6
single	SLmean	SLmean	pos-pos	111	60.0	4.8	57.7	0.4	0.6	0.1	16.5	-33.4
pair	RSI	RSmean	pos-pos	121	65.4	4.6	57.0	0.3	0.5	0.1	17.1	-37.7
pair	RSmean	RSI	pos-pos	121	65.4	4.6	57.0	0.3	0.5	0.1	17.1	-37.7
pair	RSI	SLmean	pos-pos	99	53.5	4.3	57.6	0.3	0.6	0.1	16.5	-36.3
pair	SLmean	LWTI	pos-pos	97	52.4	4.3	60.8	0.3	0.6	0.1	16.2	-31.9
pair	LWTI	SLmean	pos-pos	97	52.4	4.3	60.8	0.3	0.6	0.1	16.2	-31.9
pair	SLmean	RSI	pos-pos	99	53.5	4.3	57.6	0.3	0.6	0.1	16.5	-36.3
pair	LWTI	RSmean	pos-pos	131	70.8	4.3	58.0	0.3	0.5	0.1	17.2	-34.5
pair	RSmean	LWTI	pos-pos	131	70.8	4.3	58.0	0.3	0.5	0.1	17.2	-34.5
pair	MRmean	MACD	pos-pos	95	51.4	4.1	56.8	0.3	0.5	0.2	17.3	-22.8
pair	MACD	MRmean	pos-pos	95	51.4	4.1	56.8	0.3	0.5	0.2	17.3	-22.8
single	MRmean	MRmean	pos-pos	123	66.5	3.9	56.9	0.3	0.5	0.1	17.0	-28.6
pair	MRmean	LWTI	pos-pos	111	60.0	3.7	59.5	0.3	0.5	0.1	16.8	-28.0
pair	LWTI	MRmean	pos-pos	111	60.0	3.7	59.5	0.3	0.5	0.1	16.8	-28.0
pair	SLmean	MACD	pos-neg	30	16.2	3.6	56.7	0.3	0.4	0.2	15.7	-17.8
pair	MACD	SLmean	pos-neg	30	16.2	3.6	56.7	0.3	0.4	0.2	15.7	-17.8
pair	MACD	RSIhist	pos-pos	59	31.9	3.5	55.9	0.3	0.5	0.1	16.9	-23.0
pair	RSIhist	MACD	pos-pos	59	31.9	3.5	55.9	0.3	0.5	0.1	16.9	-23.0
pair	RSI	MRmean	pos-pos	113	61.1	3.4	56.6	0.3	0.4	0.1	16.9	-32.6
pair	MRmean	RSI	pos-pos	113	61.1	3.4	56.6	0.3	0.4	0.1	16.9	-32.6
pair	RSmean	SLmean	pos-pos	103	55.7	3.1	57.3	0.3	0.5	0.1	16.5	-30.3
pair	SLmean	RSmean	pos-pos	103	55.7	3.1	57.3	0.3	0.5	0.1	16.5	-30.3
pair	MRmean	SLmean	pos-pos	105	56.8	3.0	56.2	0.3	0.4	0.1	16.6	-32.5
pair	SLmean	MRmean	pos-pos	105	56.8	3.0	56.2	0.3	0.4	0.1	16.6	-32.5
pair	MACD	MRmean	pos-neg	28	15.1	3.0	57.1	0.3	0.3	0.2	15.8	-17.8
pair	MRmean	MACD	pos-neg	28	15.1	3.0	57.1	0.3	0.3	0.2	15.8	-17.8
pair	RSmean	MACDhist	neg-pos	4	2.2	2.9	50.0	0.5	0.7	1.6	5.5	-1.8
pair	MACDhist	RSmean	neg-pos	4	2.2	2.9	50.0	0.5	0.7	1.6	5.5	-1.8
pair	MACD	MACDhist	pos-pos	66	35.7	2.8	57.6	0.3	0.4	0.1	16.0	-24.4
pair	MACDhist	MACD	pos-pos	66	35.7	2.8	57.6	0.3	0.4	0.1	16.0	-24.4
pair	RSIhist	RSmean	pos-pos	84	45.4	2.6	56.0	0.2	0.4	0.1	16.7	-27.1
pair	RSmean	RSIhist	pos-pos	84	45.4	2.6	56.0	0.2	0.4	0.1	16.7	-27.1
pair	SLmean	RSIhist	pos-pos	84	45.4	2.1	54.8	0.2	0.3	0.1	16.6	-30.7
pair	RSIhist	SLmean	pos-pos	84	45.4	2.1	54.8	0.2	0.3	0.1	16.6	-30.7
pair	MACDhist	RSI	pos-pos	75	40.5	2.0	56.0	0.2	0.3	0.1	15.4	-28.9
pair	RSI	MACDhist	pos-pos	75	40.5	2.0	56.0	0.2	0.3	0.1	15.4	-28.9
single	RSIhist	RSIhist	pos-pos	90	48.6	1.7	54.4	0.2	0.3	0.1	16.3	-29.5
pair	MRmean	RSmean	pos-pos	112	60.5	1.3	55.4	0.2	0.2	0.0	17.1	-32.2
pair	MACDhist	SLmean	pos-pos	69	37.3	1.3	55.1	0.2	0.3	0.0	14.8	-28.8
pair	SLmean	MACDhist	pos-pos	69	37.3	1.3	55.1	0.2	0.3	0.0	14.8	-28.8
pair	RSmean	MRmean	pos-pos	112	60.5	1.3	55.4	0.2	0.2	0.0	17.1	-32.2
pair	RSIhist	MRmean	pos-pos	83	44.9	1.2	54.2	0.1	0.2	0.0	16.5	-29.5
pair	MRmean	RSIhist	pos-pos	83	44.9	1.2	54.2	0.1	0.2	0.0	16.5	-29.5
single	MACDhist	MACDhist	pos-pos	91	49.2	0.6	53.8	0.1	0.2	0.0	15.2	-35.2
pair	MACDhist	RSmean	pos-pos	87	47.0	0.5	54.0	0.1	0.2	0.0	15.5	-35.3
pair	RSmean	MACDhist	pos-pos	87	47.0	0.5	54.0	0.1	0.2	0.0	15.5	-35.3
pair	RSI	RSIhist	pos-pos	75	40.5	0.4	53.3	0.1	0.2	0.0	16.5	-33.5
pair	RSIhist	RSI	pos-pos	75	40.5	0.4	53.3	0.1	0.2	0.0	16.5	-33.5
pair	LWTI	RSIhist	pos-pos	75	40.5	0.2	57.3	0.1	0.1	0.0	16.0	-29.6
pair	RSIhist	LWTI	pos-pos	75	40.5	0.2	57.3	0.1	0.1	0.0	16.0	-29.6
pair	MACDhist	LWTI	pos-pos	83	44.9	0.0	55.4	0.1	0.1	0.0	15.7	-37.2
pair	LWTI	MACDhist	pos-pos	83	44.9	0.0	55.4	0.1	0.1	0.0	15.7	-37.2
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	MRmean	pos-pos	81	43.8	-0.4	54.3	0.1	0.1	-0.0	15.2	-34.1
pair	MRmean	MACDhist	pos-pos	81	43.8	-0.4	54.3	0.1	0.1	-0.0	15.2	-34.1
pair	SLmean	MACDhist	neg-pos	22	11.9	-1.3	50.0	0.0	0.0	-0.1	16.7	-18.5
pair	MACDhist	SLmean	neg-pos	22	11.9	-1.3	50.0	0.0	0.0	-0.1	16.7	-18.5
pair	RSIhist	MACD	neg-pos	31	16.8	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	MACD	RSIhist	neg-pos	31	16.8	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	RSIhist	MACDhist	pos-pos	59	31.9	-2.0	50.8	-0.1	-0.1	-0.1	14.5	-28.8
pair	MACDhist	RSIhist	pos-pos	59	31.9	-2.0	50.8	-0.1	-0.1	-0.1	14.5	-28.8
pair	RSIhist	SLmean	neg-pos	6	3.2	-3.7	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	SLmean	RSIhist	neg-pos	6	3.2	-3.7	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	MACDhist	MACD	neg-pos	25	13.5	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	MACD	MACDhist	neg-pos	25	13.5	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	RSI	MACDhist	neg-pos	16	8.6	-5.5	43.8	-0.3	-0.5	-0.4	14.3	-14.8
pair	MACDhist	RSI	neg-pos	16	8.6	-5.5	43.8	-0.3	-0.5	-0.4	14.3	-14.8
pair	RSmean	RSIhist	neg-pos	6	3.2	-9.9	33.3	-1.2	-1.7	-2.2	8.6	-4.5
pair	RSIhist	RSmean	neg-pos	6	3.2	-9.9	33.3	-1.2	-1.7	-2.2	8.6	-4.5

All Contingency Tables for ENZL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 56% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 17% \| MDD -32.5% Months 105M (57%)	CAGR 9.3% \| Win 61% Sharpe 0.56 \| Sortino 0.56 \| Calmar 0.6 Vol 20% \| MDD -16.8% Months 18M (10%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 42.7% \| Win 83% Sharpe 2.92 \| Sortino 0.00 \| Calmar 14.3 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 12.4% \| Win 59% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.5 Vol 21% \| MDD -27.1% Months 56M (30%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
SLmean only	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 17% \| MDD -32.2% Months 112M (60%)	CAGR 34.4% \| Win 73% Sharpe 2.26 \| Sortino 6.54 \| Calmar 12.8 Vol 14% \| MDD -2.7% Months 11M (6%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 17.3% \| Win 62% Sharpe 0.89 \| Sortino 1.39 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 47M (25%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
RSmean only	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 57% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 17% \| MDD -22.8% Months 95M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 28M (15%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 19.6% \| Win 68% Sharpe 0.92 \| Sortino 1.37 \| Calmar 1.1 Vol 22% \| MDD -17.9% Months 22M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (22%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
MACD only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 57% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 17% \| MDD -32.6% Months 113M (61%)	CAGR 9.4% \| Win 60% Sharpe 0.58 \| Sortino 0.74 \| Calmar 0.8 Vol 18% \| MDD -11.8% Months 10M (5%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
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 11.6% \| Win 56% Sharpe 0.61 \| Sortino 1.10 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 32M (17%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
RSI only	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.4% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 15% \| MDD -34.1% Months 81M (44%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (23%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 9.2% \| Win 50% Sharpe 0.64 \| Sortino 1.48 \| Calmar 1.5 Vol 15% \| MDD -6.2% Months 10M (5%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (28%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.2% \| Win 54% Sharpe 0.15 \| Sortino 0.24 \| Calmar 0.0 Vol 16% \| MDD -29.5% Months 83M (45%)	CAGR 9.7% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.6 Vol 18% \| MDD -15.7% Months 40M (22%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 9.0% \| Win 57% Sharpe 0.69 \| Sortino 2.56 \| Calmar 1.9 Vol 14% \| MDD -4.8% Months 7M (4%)	CAGR 15.8% \| Win 62% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 21% \| MDD -29.3% Months 55M (30%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 60% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.1 Vol 17% \| MDD -28.0% Months 111M (60%)	CAGR 5.8% \| Win 33% Sharpe 0.38 \| Sortino 0.79 \| Calmar 0.8 Vol 19% \| MDD -7.7% Months 12M (6%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 14.2% \| Win 60% Sharpe 0.82 \| Sortino 1.24 \| Calmar 0.9 Vol 18% \| MDD -15.7% Months 45M (24%)	CAGR 17.3% \| Win 65% Sharpe 0.77 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -24.3% Months 17M (9%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 57% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 16% \| MDD -30.3% Months 103M (56%)	CAGR 28.8% \| Win 62% Sharpe 1.74 \| Sortino 5.65 \| Calmar 6.5 Vol 15% \| MDD -4.5% Months 8M (4%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR 10.8% \| Win 57% Sharpe 0.60 \| Sortino 0.83 \| Calmar 0.4 Vol 21% \| MDD -29.2% Months 56M (30%)	CAGR 14.4% \| Win 67% Sharpe 0.83 \| Sortino 1.25 \| Calmar 0.9 Vol 18% \| MDD -15.5% Months 18M (10%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
RSmean only	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 58% Sharpe 0.39 \| Sortino 0.74 \| Calmar 0.2 Vol 17% \| MDD -23.7% Months 81M (44%)	CAGR 3.6% \| Win 57% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 30M (16%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR 10.6% \| Win 61% Sharpe 0.58 \| Sortino 0.73 \| Calmar 0.6 Vol 22% \| MDD -17.9% Months 36M (20%)	CAGR 12.7% \| Win 58% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 38M (20%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
MACD only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 58% Sharpe 0.34 \| Sortino 0.60 \| Calmar 0.1 Vol 16% \| MDD -36.3% Months 99M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.7 Vol 17% \| MDD -11.8% Months 12M (6%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR 11.4% \| Win 61% Sharpe 0.67 \| Sortino 0.80 \| Calmar 0.6 Vol 19% \| MDD -18.9% Months 44M (24%)	CAGR 12.1% \| Win 57% Sharpe 0.62 \| Sortino 1.11 \| Calmar 0.6 Vol 22% \| MDD -21.9% Months 30M (16%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
RSI only	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 15% \| MDD -28.8% Months 69M (37%)	CAGR 10.8% \| Win 62% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.5 Vol 19% \| MDD -21.9% Months 42M (23%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR -1.3% \| Win 50% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 17% \| MDD -18.5% Months 22M (12%)	CAGR 17.7% \| Win 64% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.7 Vol 22% \| MDD -27.1% Months 52M (28%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.1% \| Win 55% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.1 Vol 17% \| MDD -30.7% Months 84M (45%)	CAGR 13.5% \| Win 67% Sharpe 0.87 \| Sortino 2.54 \| Calmar 0.8 Vol 16% \| MDD -15.9% Months 27M (15%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR -3.7% \| Win 50% Sharpe -0.31 \| Sortino -0.91 \| Calmar -0.8 Vol 11% \| MDD -4.8% Months 6M (3%)	CAGR 13.1% \| Win 60% Sharpe 0.70 \| Sortino 0.97 \| Calmar 0.5 Vol 21% \| MDD -27.1% Months 68M (37%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 61% Sharpe 0.34 \| Sortino 0.60 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 97M (52%)	CAGR 8.2% \| Win 36% Sharpe 0.50 \| Sortino 1.09 \| Calmar 1.1 Vol 19% \| MDD -7.7% Months 14M (8%)	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)
SLmean neg	CAGR 10.5% \| Win 58% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.6 Vol 19% \| MDD -17.5% Months 59M (32%)	CAGR 16.5% \| Win 67% Sharpe 0.72 \| Sortino 1.36 \| Calmar 0.8 Vol 25% \| MDD -21.9% Months 15M (8%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 58% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -32.2% Months 109M (59%)	CAGR 6.9% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 50M (27%)	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)
RSmean neg	CAGR 31.5% \| Win 75% Sharpe 1.53 \| Sortino 2.98 \| Calmar 4.7 Vol 19% \| MDD -6.7% Months 8M (4%)	CAGR 13.4% \| Win 61% Sharpe 0.84 \| Sortino 1.12 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 18M (10%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
MACD only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 57% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 17% \| MDD -37.7% Months 121M (65%)	CAGR 9.6% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.4 Vol 21% \| MDD -24.3% Months 38M (20%)	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)
RSmean neg	CAGR 17.4% \| Win 68% Sharpe 0.99 \| Sortino 1.55 \| Calmar 1.2 Vol 18% \| MDD -14.8% Months 22M (12%)	CAGR 25.6% \| Win 50% Sharpe 1.65 \| Sortino 5.44 \| Calmar 14.1 Vol 14% \| MDD -1.8% Months 4M (2%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
RSI only	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 0.5% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 16% \| MDD -35.3% Months 87M (47%)	CAGR 12.4% \| Win 61% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.4 Vol 21% \| MDD -33.8% Months 72M (39%)	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)
RSmean neg	CAGR 2.9% \| Win 50% Sharpe 0.54 \| Sortino 0.68 \| Calmar 1.6 Vol 6% \| MDD -1.8% Months 4M (2%)	CAGR 21.8% \| Win 68% Sharpe 1.16 \| Sortino 1.89 \| Calmar 1.5 Vol 18% \| MDD -14.8% Months 22M (12%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 56% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 17% \| MDD -27.1% Months 84M (45%)	CAGR 9.4% \| Win 59% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 20% \| MDD -29.3% Months 75M (40%)	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)
RSmean neg	CAGR -9.9% \| Win 33% Sharpe -1.17 \| Sortino -1.66 \| Calmar -2.2 Vol 9% \| MDD -4.5% Months 6M (3%)	CAGR 28.9% \| Win 75% Sharpe 1.48 \| Sortino 2.03 \| Calmar 2.6 Vol 18% \| MDD -11.0% Months 20M (11%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.3% \| Win 58% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -34.5% Months 131M (71%)	CAGR 12.9% \| Win 54% Sharpe 0.65 \| Sortino 1.14 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 28M (15%)	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)
RSmean neg	CAGR 19.5% \| Win 68% Sharpe 1.11 \| Sortino 1.75 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 25M (14%)	CAGR -0.2% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.7% \| Win 59% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.3 Vol 18% \| MDD -26.6% Months 108M (58%)	CAGR 8.6% \| Win 56% Sharpe 0.43 \| Sortino 0.83 \| Calmar 0.7 Vol 26% \| MDD -12.1% Months 9M (5%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)
MACD neg	CAGR 5.7% \| Win 57% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.4 Vol 16% \| MDD -14.8% Months 35M (19%)	CAGR 11.7% \| Win 58% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.7 Vol 20% \| MDD -16.7% Months 33M (18%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)
RSI only	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 58% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -24.4% Months 66M (36%)	CAGR 12.3% \| Win 61% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.5 Vol 21% \| MDD -23.1% Months 51M (28%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)
MACD neg	CAGR -5.0% \| Win 44% Sharpe -0.34 \| Sortino -0.46 \| Calmar -0.3 Vol 13% \| MDD -19.1% Months 25M (14%)	CAGR 17.3% \| Win 65% Sharpe 0.91 \| Sortino 1.42 \| Calmar 1.2 Vol 20% \| MDD -14.8% Months 43M (23%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.5% \| Win 56% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.2 Vol 17% \| MDD -23.0% Months 59M (32%)	CAGR 10.4% \| Win 62% Sharpe 0.60 \| Sortino 0.87 \| Calmar 0.5 Vol 20% \| MDD -19.1% Months 58M (31%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)
MACD neg	CAGR -1.5% \| Win 52% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 15% \| MDD -20.1% Months 31M (17%)	CAGR 17.8% \| Win 62% Sharpe 0.95 \| Sortino 1.45 \| Calmar 1.2 Vol 19% \| MDD -14.4% Months 37M (20%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.2% \| Win 59% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 17% \| MDD -26.6% Months 107M (58%)	CAGR 26.8% \| Win 60% Sharpe 1.01 \| Sortino 2.32 \| Calmar 2.2 Vol 27% \| MDD -12.1% Months 10M (5%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)
MACD neg	CAGR 9.8% \| Win 61% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.6 Vol 17% \| MDD -16.7% Months 49M (26%)	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 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.0% \| Win 56% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -28.9% Months 75M (40%)	CAGR 11.6% \| Win 62% Sharpe 0.67 \| Sortino 1.07 \| Calmar 0.5 Vol 19% \| MDD -23.3% Months 68M (37%)	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)
RSI neg	CAGR -5.5% \| Win 44% Sharpe -0.33 \| Sortino -0.46 \| Calmar -0.4 Vol 14% \| MDD -14.8% Months 16M (9%)	CAGR 22.7% \| Win 65% Sharpe 0.99 \| Sortino 1.76 \| Calmar 0.9 Vol 24% \| MDD -24.3% Months 26M (14%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 0.4% \| Win 53% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 16% \| MDD -33.5% Months 75M (40%)	CAGR 13.5% \| Win 65% Sharpe 0.80 \| Sortino 1.06 \| Calmar 0.9 Vol 18% \| MDD -15.7% Months 68M (37%)	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (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 12.5% \| Win 56% Sharpe 0.62 \| Sortino 1.14 \| Calmar 0.5 Vol 23% \| MDD -24.3% Months 27M (15%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.4% \| Win 61% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -30.9% Months 133M (72%)	CAGR 7.1% \| Win 30% Sharpe 0.42 \| Sortino 0.92 \| Calmar 0.9 Vol 21% \| MDD -8.2% Months 10M (5%)	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)
RSI neg	CAGR 7.7% \| Win 52% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.5 Vol 19% \| MDD -16.7% Months 23M (12%)	CAGR 15.3% \| Win 63% Sharpe 0.73 \| Sortino 1.17 \| Calmar 0.6 Vol 23% \| MDD -24.3% Months 19M (10%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -2.0% \| Win 51% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 14% \| MDD -28.8% Months 59M (32%)	CAGR 5.6% \| Win 59% Sharpe 0.41 \| Sortino 0.47 \| Calmar 0.4 Vol 16% \| MDD -15.7% Months 32M (17%)	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)
MACDhist neg	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.6 Vol 19% \| MDD -14.3% Months 31M (17%)	CAGR 17.3% \| Win 64% Sharpe 0.87 \| Sortino 1.47 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 63M (34%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)
RSIhist only	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -37.2% Months 83M (45%)	CAGR 7.4% \| Win 38% Sharpe 0.91 \| Sortino 2.01 \| Calmar 2.8 Vol 8% \| MDD -2.6% Months 8M (4%)	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)
MACDhist neg	CAGR 14.6% \| Win 64% Sharpe 0.83 \| Sortino 1.27 \| Calmar 0.7 Vol 19% \| MDD -22.3% Months 73M (40%)	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 (51%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 0.2% \| Win 57% Sharpe 0.09 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -29.6% Months 75M (40%)	CAGR 9.7% \| Win 40% Sharpe 0.59 \| Sortino 1.24 \| Calmar 1.2 Vol 18% \| MDD -8.3% Months 15M (8%)	CAGR 1.7% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -29.5% Months 90M (49%)
RSIhist neg	CAGR 12.9% \| Win 62% Sharpe 0.76 \| Sortino 1.08 \| Calmar 0.6 Vol 18% \| MDD -22.5% Months 81M (44%)	CAGR 15.4% \| Win 64% Sharpe 0.67 \| Sortino 1.34 \| Calmar 0.6 Vol 26% \| MDD -24.3% Months 14M (8%)	CAGR 13.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 95M (51%)
LWTI only	CAGR 6.6% \| Win 60% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 156M (84%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 56% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 17% \| MDD -32.5% Months 105M (57%)	CAGR 9.3% \| Win 61% Sharpe 0.56 \| Sortino 0.56 \| Calmar 0.6 Vol 20% \| MDD -16.8% Months 18M (10%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 42.7% \| Win 83% Sharpe 2.92 \| Sortino 0.00 \| Calmar 14.3 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 12.4% \| Win 59% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.5 Vol 21% \| MDD -27.1% Months 56M (30%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
SLmean only	CAGR 4.8% \| Win 58% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.1 Vol 16% \| MDD -33.4% Months 111M (60%)	CAGR 11.7% \| Win 60% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -27.1% Months 74M (40%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 17% \| MDD -32.2% Months 112M (60%)	CAGR 34.4% \| Win 73% Sharpe 2.26 \| Sortino 6.54 \| Calmar 12.8 Vol 14% \| MDD -2.7% Months 11M (6%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 17.3% \| Win 62% Sharpe 0.89 \| Sortino 1.39 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 47M (25%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
RSmean only	CAGR 5.8% \| Win 57% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.7% Months 159M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 57% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 17% \| MDD -22.8% Months 95M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 28M (15%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 19.6% \| Win 68% Sharpe 0.92 \| Sortino 1.37 \| Calmar 1.1 Vol 22% \| MDD -17.9% Months 22M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (22%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
MACD only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -31.7% Months 117M (63%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (37%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 57% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 17% \| MDD -32.6% Months 113M (61%)	CAGR 9.4% \| Win 60% Sharpe 0.58 \| Sortino 0.74 \| Calmar 0.8 Vol 18% \| MDD -11.8% Months 10M (5%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
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 11.6% \| Win 56% Sharpe 0.61 \| Sortino 1.10 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 32M (17%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
RSI only	CAGR 6.5% \| Win 59% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 143M (77%)	CAGR 11.1% \| Win 57% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 42M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.4% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 15% \| MDD -34.1% Months 81M (44%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (23%)	CAGR 3.9% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.6% Months 123M (66%)
MRmean neg	CAGR 9.2% \| Win 50% Sharpe 0.64 \| Sortino 1.48 \| Calmar 1.5 Vol 15% \| MDD -6.2% Months 10M (5%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (28%)	CAGR 15.0% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 62M (34%)
MACDhist only	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 91M (49%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (51%)