EPHE - iShares MSCI Philippines ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

72.6%

Best CAGR

Total Months

3.6%

Avg CAGR

EPHE 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 EPHE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	RSI	neg-neg	12	6.5	72.6	91.7	4.7	0.0	80.9	12.0	-0.9
pair	RSI	RSmean	neg-neg	12	6.5	72.6	91.7	4.7	0.0	80.9	12.0	-0.9
pair	RSmean	MACDhist	neg-pos	6	3.2	70.8	83.3	4.2	0.0	68.7	13.1	-1.0
pair	MACDhist	RSmean	neg-pos	6	3.2	70.8	83.3	4.2	0.0	68.7	13.1	-1.0
pair	SLmean	LWTI	neg-neg	20	10.8	38.2	75.0	1.5	1.6	2.4	23.6	-15.7
pair	LWTI	SLmean	neg-neg	20	10.8	38.2	75.0	1.5	1.6	2.4	23.6	-15.7
pair	RSIhist	MRmean	neg-pos	13	7.0	36.2	69.2	2.0	4.7	9.8	15.8	-3.7
pair	MRmean	RSIhist	neg-pos	13	7.0	36.2	69.2	2.0	4.7	9.8	15.8	-3.7
pair	MRmean	LWTI	neg-neg	26	14.1	33.6	69.2	1.4	1.7	2.1	22.0	-15.7
pair	LWTI	MRmean	neg-neg	26	14.1	33.6	69.2	1.4	1.7	2.1	22.0	-15.7
pair	RSmean	RSIhist	neg-pos	4	2.2	33.0	50.0	1.4	3.7	32.0	22.1	-1.0
pair	RSIhist	RSmean	neg-pos	4	2.2	33.0	50.0	1.4	3.7	32.0	22.1	-1.0
pair	LWTI	RSI	neg-neg	28	15.1	32.1	67.9	1.4	1.8	2.0	22.6	-15.7
pair	RSI	LWTI	neg-neg	28	15.1	32.1	67.9	1.4	1.8	2.0	22.6	-15.7
pair	RSIhist	LWTI	neg-neg	17	9.2	32.0	64.7	1.2	1.5	2.0	25.7	-15.7
pair	LWTI	RSIhist	neg-neg	17	9.2	32.0	64.7	1.2	1.5	2.0	25.7	-15.7
pair	RSI	RSIhist	neg-pos	23	12.4	28.4	69.6	1.5	2.3	2.4	17.7	-11.7
pair	RSIhist	RSI	neg-pos	23	12.4	28.4	69.6	1.5	2.3	2.4	17.7	-11.7
pair	MACD	RSI	neg-neg	70	37.8	27.8	72.9	1.3	1.4	1.1	21.4	-26.1
pair	RSI	MACD	neg-neg	70	37.8	27.8	72.9	1.3	1.4	1.1	21.4	-26.1
pair	RSIhist	MACDhist	neg-pos	40	21.6	26.8	70.0	1.6	3.4	3.6	15.4	-7.4
pair	MACDhist	RSIhist	neg-pos	40	21.6	26.8	70.0	1.6	3.4	3.6	15.4	-7.4
pair	RSI	MACDhist	neg-neg	63	34.1	26.7	68.3	1.2	1.4	1.0	21.6	-26.1
pair	MACDhist	RSI	neg-neg	63	34.1	26.7	68.3	1.2	1.4	1.0	21.6	-26.1
pair	MRmean	SLmean	neg-pos	13	7.0	25.2	53.8	1.5	4.7	4.8	15.6	-5.2
pair	SLmean	MRmean	neg-pos	13	7.0	25.2	53.8	1.5	4.7	4.8	15.6	-5.2
pair	RSIhist	SLmean	neg-pos	10	5.4	24.2	70.0	1.7	3.9	8.4	13.3	-2.9
pair	SLmean	RSIhist	neg-pos	10	5.4	24.2	70.0	1.7	3.9	8.4	13.3	-2.9
pair	LWTI	MACDhist	neg-neg	37	20.0	24.1	62.2	1.1	1.6	1.5	20.7	-15.7
pair	MACDhist	LWTI	neg-neg	37	20.0	24.1	62.2	1.1	1.6	1.5	20.7	-15.7
pair	RSI	MRmean	pos-neg	17	9.2	24.0	70.6	1.2	2.0	1.4	19.9	-17.1
pair	MRmean	RSI	pos-neg	17	9.2	24.0	70.6	1.2	2.0	1.4	19.9	-17.1
pair	MACDhist	SLmean	pos-neg	45	24.3	23.8	64.4	1.5	3.0	2.0	15.5	-11.7
pair	SLmean	MACDhist	pos-neg	45	24.3	23.8	64.4	1.5	3.0	2.0	15.5	-11.7
pair	SLmean	RSI	pos-neg	22	11.9	21.7	59.1	1.1	2.0	1.9	19.0	-11.7
pair	RSI	SLmean	pos-neg	22	11.9	21.7	59.1	1.1	2.0	1.9	19.0	-11.7
pair	LWTI	MACD	pos-neg	10	5.4	21.3	60.0	1.4	3.2	3.4	14.2	-6.3
pair	MACD	LWTI	pos-neg	10	5.4	21.3	60.0	1.4	3.2	3.4	14.2	-6.3
single	LWTI	LWTI	neg-neg	46	24.9	19.1	63.0	1.0	1.4	0.8	19.9	-22.8
pair	LWTI	RSmean	pos-neg	46	24.9	19.1	63.0	1.0	1.4	0.8	19.9	-22.8
pair	RSmean	LWTI	pos-neg	46	24.9	19.1	63.0	1.0	1.4	0.8	19.9	-22.8
pair	LWTI	MACD	neg-neg	36	19.5	18.5	63.9	0.9	1.3	0.8	21.4	-22.8
pair	MACD	LWTI	neg-neg	36	19.5	18.5	63.9	0.9	1.3	0.8	21.4	-22.8
pair	RSmean	MACDhist	pos-neg	89	48.1	18.1	65.2	0.9	1.2	0.6	20.7	-28.9
pair	MACDhist	RSmean	pos-neg	89	48.1	18.1	65.2	0.9	1.2	0.6	20.7	-28.9
pair	MACDhist	MRmean	pos-neg	35	18.9	18.0	65.7	1.0	1.9	0.9	17.6	-20.0
pair	MRmean	MACDhist	pos-neg	35	18.9	18.0	65.7	1.0	1.9	0.9	17.6	-20.0
single	RSI	RSI	neg-neg	90	48.6	17.5	65.6	0.9	1.1	0.7	21.1	-26.1
pair	MRmean	MACD	neg-neg	61	33.0	16.7	68.9	0.8	0.9	0.6	23.8	-26.1
pair	MACD	MRmean	neg-neg	61	33.0	16.7	68.9	0.8	0.9	0.6	23.8	-26.1
pair	SLmean	RSI	neg-neg	68	36.8	16.1	67.6	0.8	0.9	0.6	21.9	-26.9
pair	RSI	SLmean	neg-neg	68	36.8	16.1	67.6	0.8	0.9	0.6	21.9	-26.9
pair	MACDhist	MACD	neg-neg	74	40.0	16.0	66.2	0.8	0.9	0.6	23.0	-28.9
pair	MACD	MACDhist	neg-neg	74	40.0	16.0	66.2	0.8	0.9	0.6	23.0	-28.9
pair	MRmean	RSI	neg-neg	73	39.5	16.0	64.4	0.8	1.0	0.6	21.5	-26.1
pair	RSI	MRmean	neg-neg	73	39.5	16.0	64.4	0.8	1.0	0.6	21.5	-26.1
pair	MACD	SLmean	neg-neg	54	29.2	15.6	72.2	0.7	0.8	0.6	24.8	-26.7
pair	SLmean	MACD	neg-neg	54	29.2	15.6	72.2	0.7	0.8	0.6	24.8	-26.7
pair	RSIhist	SLmean	pos-neg	9	4.9	14.7	44.4	0.9	2.2	2.8	16.5	-5.2
pair	SLmean	RSIhist	pos-neg	9	4.9	14.7	44.4	0.9	2.2	2.8	16.5	-5.2
pair	RSIhist	MACD	neg-neg	52	28.1	14.3	69.2	0.7	0.8	0.5	25.3	-28.4
pair	MACD	RSIhist	neg-neg	52	28.1	14.3	69.2	0.7	0.8	0.5	25.3	-28.4
pair	MACD	RSmean	pos-neg	89	48.1	14.0	67.4	0.8	0.9	0.5	20.4	-26.8
pair	RSmean	MACD	pos-neg	89	48.1	14.0	67.4	0.8	0.9	0.5	20.4	-26.8
pair	RSI	RSIhist	neg-neg	67	36.2	13.9	64.2	0.7	0.9	0.5	22.2	-28.1
pair	RSIhist	RSI	neg-neg	67	36.2	13.9	64.2	0.7	0.9	0.5	22.2	-28.1
single	MACD	MACD	neg-neg	108	58.4	12.9	66.7	0.7	0.9	0.5	21.1	-26.8
single	MACDhist	MACDhist	neg-neg	103	55.7	12.7	63.1	0.7	0.9	0.4	21.6	-28.9
pair	LWTI	RSIhist	pos-neg	29	15.7	12.0	62.1	0.8	1.4	1.0	15.8	-12.2
pair	RSIhist	LWTI	pos-neg	29	15.7	12.0	62.1	0.8	1.4	1.0	15.8	-12.2
pair	RSIhist	MACD	neg-pos	56	30.3	11.5	64.3	0.7	1.2	0.5	16.6	-23.0
pair	MACD	RSIhist	neg-pos	56	30.3	11.5	64.3	0.7	1.2	0.5	16.6	-23.0
pair	RSmean	SLmean	pos-neg	3	1.6	11.5	33.3	0.5	1.4	11.2	25.4	-1.0
pair	SLmean	RSmean	pos-neg	3	1.6	11.5	33.3	0.5	1.4	11.2	25.4	-1.0
pair	LWTI	RSI	neg-pos	62	33.5	11.4	64.5	0.6	0.8	0.4	20.4	-29.8
pair	RSI	LWTI	neg-pos	62	33.5	11.4	64.5	0.6	0.8	0.4	20.4	-29.8
pair	RSmean	RSI	pos-neg	78	42.2	10.7	61.5	0.6	0.8	0.4	21.7	-26.1
pair	RSI	RSmean	pos-neg	78	42.2	10.7	61.5	0.6	0.8	0.4	21.7	-26.1
pair	MACD	LWTI	neg-pos	72	38.9	10.2	68.1	0.6	0.7	0.3	21.1	-31.2
pair	LWTI	MACD	neg-pos	72	38.9	10.2	68.1	0.6	0.7	0.3	21.1	-31.2
pair	MACDhist	MRmean	neg-neg	68	36.8	10.2	61.8	0.5	0.7	0.4	23.5	-26.1
pair	MRmean	MACDhist	neg-neg	68	36.8	10.2	61.8	0.5	0.7	0.4	23.5	-26.1
pair	MACD	SLmean	pos-neg	54	29.2	10.1	61.1	0.7	1.1	0.3	16.9	-29.0
pair	SLmean	MACD	pos-neg	54	29.2	10.1	61.1	0.7	1.1	0.3	16.9	-29.0
pair	MACD	MRmean	pos-neg	47	25.4	8.1	63.8	0.5	0.9	0.3	17.2	-23.3
pair	MRmean	MACD	pos-neg	47	25.4	8.1	63.8	0.5	0.9	0.3	17.2	-23.3
pair	RSmean	MRmean	neg-pos	69	37.3	8.1	60.9	0.5	0.6	0.3	22.0	-29.8
pair	MRmean	RSmean	neg-pos	69	37.3	8.1	60.9	0.5	0.6	0.3	22.0	-29.8
pair	RSmean	MACD	neg-neg	19	10.3	7.7	63.2	0.4	0.5	0.4	24.9	-18.5
pair	MACD	RSmean	neg-neg	19	10.3	7.7	63.2	0.4	0.5	0.4	24.9	-18.5
single	MRmean	MRmean	neg-neg	86	46.5	7.4	61.6	0.4	0.6	0.3	22.7	-26.1
pair	MACDhist	LWTI	neg-pos	66	35.7	6.8	63.6	0.4	0.5	0.2	22.1	-39.1
pair	LWTI	MACDhist	neg-pos	66	35.7	6.8	63.6	0.4	0.5	0.2	22.1	-39.1
pair	MACD	MACDhist	neg-pos	34	18.4	6.4	67.6	0.5	0.6	0.5	16.6	-13.9
pair	MACDhist	MACD	neg-pos	34	18.4	6.4	67.6	0.5	0.6	0.5	16.6	-13.9
pair	SLmean	LWTI	pos-neg	26	14.1	6.2	53.8	0.5	0.8	0.4	16.1	-14.0
pair	LWTI	SLmean	pos-neg	26	14.1	6.2	53.8	0.5	0.8	0.4	16.1	-14.0
single	RSIhist	RSIhist	pos-pos	98	53.0	5.4	58.2	0.4	0.7	0.2	15.9	-26.1
pair	MACDhist	SLmean	neg-neg	58	31.4	4.9	62.1	0.3	0.4	0.2	25.4	-30.3
pair	SLmean	MACDhist	neg-neg	58	31.4	4.9	62.1	0.3	0.4	0.2	25.4	-30.3
pair	MACD	MACDhist	pos-neg	29	15.7	4.9	55.2	0.3	0.6	0.3	17.9	-19.0
pair	MACDhist	MACD	pos-neg	29	15.7	4.9	55.2	0.3	0.6	0.3	17.9	-19.0
pair	RSIhist	MACDhist	neg-neg	63	34.1	4.7	58.7	0.3	0.4	0.1	24.7	-30.0
pair	MACDhist	RSIhist	neg-neg	63	34.1	4.7	58.7	0.3	0.4	0.1	24.7	-30.0
pair	MRmean	RSmean	neg-neg	17	9.2	4.7	64.7	0.3	0.4	0.2	25.9	-18.5
pair	RSmean	MRmean	neg-neg	17	9.2	4.7	64.7	0.3	0.4	0.2	25.9	-18.5
pair	MRmean	SLmean	neg-neg	73	39.5	4.5	63.0	0.3	0.4	0.1	23.7	-30.3
single	SLmean	SLmean	pos-pos	97	52.4	4.5	55.7	0.3	0.6	0.1	16.1	-33.6
pair	SLmean	MRmean	neg-neg	73	39.5	4.5	63.0	0.3	0.4	0.1	23.7	-30.3
pair	RSIhist	RSmean	pos-pos	94	50.8	4.4	58.5	0.3	0.6	0.1	15.6	-34.6
pair	RSmean	RSIhist	pos-pos	94	50.8	4.4	58.5	0.3	0.6	0.1	15.6	-34.6
pair	SLmean	RSmean	pos-pos	94	50.8	4.3	56.4	0.3	0.6	0.1	15.9	-37.7
pair	RSmean	SLmean	pos-pos	94	50.8	4.3	56.4	0.3	0.6	0.1	15.9	-37.7
single	RSmean	RSmean	neg-neg	20	10.8	4.0	60.0	0.3	0.4	0.2	24.6	-22.3
pair	RSmean	LWTI	neg-pos	20	10.8	4.0	60.0	0.3	0.4	0.2	24.6	-22.3
pair	LWTI	RSmean	neg-pos	20	10.8	4.0	60.0	0.3	0.4	0.2	24.6	-22.3
pair	LWTI	SLmean	pos-pos	71	38.4	3.8	56.3	0.3	0.5	0.1	16.2	-36.0
pair	SLmean	LWTI	pos-pos	71	38.4	3.8	56.3	0.3	0.5	0.1	16.2	-36.0
pair	SLmean	RSIhist	pos-pos	88	47.6	3.5	56.8	0.3	0.5	0.1	16.1	-33.9
pair	RSIhist	SLmean	pos-pos	88	47.6	3.5	56.8	0.3	0.5	0.1	16.1	-33.9
pair	MRmean	RSIhist	neg-neg	73	39.5	2.9	60.3	0.2	0.3	0.1	23.6	-33.9
pair	RSIhist	MRmean	neg-neg	73	39.5	2.9	60.3	0.2	0.3	0.1	23.6	-33.9
pair	RSIhist	LWTI	pos-pos	69	37.3	2.8	56.5	0.2	0.4	0.1	16.0	-35.5
pair	LWTI	RSIhist	pos-pos	69	37.3	2.8	56.5	0.2	0.4	0.1	16.0	-35.5
pair	RSmean	SLmean	neg-neg	17	9.2	2.8	64.7	0.2	0.3	0.1	25.3	-18.5
pair	SLmean	RSmean	neg-neg	17	9.2	2.8	64.7	0.2	0.3	0.1	25.3	-18.5
pair	LWTI	MRmean	pos-neg	20	10.8	2.5	55.0	0.2	0.4	0.2	16.1	-12.5
pair	MRmean	LWTI	pos-neg	20	10.8	2.5	55.0	0.2	0.4	0.2	16.1	-12.5
pair	benchmark___benchmark_		benchmark-benchmark	185	100.0	1.8	56.8	0.2	0.3	0.0	19.8	-43.7
pair		benchmark___benchmark_	benchmark-benchmark	185	100.0	1.8	56.8	0.2	0.3	0.0	19.8	-43.7
pair	SLmean	MRmean	pos-pos	84	45.4	1.6	56.0	0.2	0.3	0.0	16.1	-44.1
pair	MRmean	SLmean	pos-pos	84	45.4	1.6	56.0	0.2	0.3	0.0	16.1	-44.1
single	RSmean	RSmean	pos-pos	165	89.2	1.6	56.4	0.2	0.2	0.0	19.2	-52.3
pair	MRmean	RSIhist	pos-pos	85	45.9	1.4	56.5	0.2	0.3	0.0	15.7	-42.3
pair	RSIhist	MRmean	pos-pos	85	45.9	1.4	56.5	0.2	0.3	0.0	15.7	-42.3
pair	RSI	LWTI	pos-neg	18	9.7	1.2	55.6	0.1	0.2	0.1	14.0	-14.0
pair	LWTI	RSI	pos-neg	18	9.7	1.2	55.6	0.1	0.2	0.1	14.0	-14.0
pair	RSmean	MRmean	pos-neg	3	1.6	0.6	33.3	0.1	0.2	0.6	20.1	-1.0
pair	MRmean	RSmean	pos-neg	3	1.6	0.6	33.3	0.1	0.2	0.6	20.1	-1.0
pair	LWTI	MACDhist	pos-neg	9	4.9	0.2	66.7	0.1	0.1	0.0	16.0	-13.5
pair	MACDhist	LWTI	pos-neg	9	4.9	0.2	66.7	0.1	0.1	0.0	16.0	-13.5
pair	SLmean	RSI	pos-pos	75	40.5	-0.1	54.7	0.1	0.1	-0.0	15.0	-47.9
pair	RSI	SLmean	pos-pos	75	40.5	-0.1	54.7	0.1	0.1	-0.0	15.0	-47.9
pair	RSIhist	RSI	pos-pos	75	40.5	-0.8	54.7	0.0	0.0	-0.0	14.9	-47.9
pair	RSI	RSIhist	pos-pos	75	40.5	-0.8	54.7	0.0	0.0	-0.0	14.9	-47.9
single	SLmean	SLmean	neg-neg	88	47.6	-1.0	58.0	0.1	0.1	-0.0	23.3	-43.7
pair	MACDhist	RSI	neg-pos	27	14.6	-1.6	59.3	0.0	0.0	-0.1	19.1	-21.0
pair	RSI	MACDhist	neg-pos	27	14.6	-1.6	59.3	0.0	0.0	-0.1	19.1	-21.0
pair	RSmean	SLmean	neg-pos	71	38.4	-1.9	56.3	0.0	0.1	-0.1	23.0	-40.5
pair	SLmean	RSmean	neg-pos	71	38.4	-1.9	56.3	0.0	0.1	-0.1	23.0	-40.5
single	RSIhist	RSIhist	neg-neg	87	47.0	-2.0	55.2	0.0	0.0	-0.1	23.5	-43.4
pair	RSIhist	RSmean	pos-neg	71	38.4	-2.0	53.5	0.0	0.0	-0.0	23.2	-44.6
pair	RSmean	RSIhist	pos-neg	71	38.4	-2.0	53.5	0.0	0.0	-0.0	23.2	-44.6
pair	RSmean	RSIhist	neg-neg	16	8.6	-2.1	62.5	0.0	0.1	-0.1	25.6	-18.7
pair	RSIhist	RSmean	neg-neg	16	8.6	-2.1	62.5	0.0	0.1	-0.1	25.6	-18.7
pair	MACD	RSIhist	pos-pos	42	22.7	-2.2	50.0	-0.1	-0.1	-0.1	14.8	-40.2
pair	RSIhist	MACD	pos-pos	42	22.7	-2.2	50.0	-0.1	-0.1	-0.1	14.8	-40.2
pair	MACD	SLmean	pos-pos	43	23.2	-2.2	48.8	-0.1	-0.1	-0.1	15.0	-40.4
pair	SLmean	MACD	pos-pos	43	23.2	-2.2	48.8	-0.1	-0.1	-0.1	15.0	-40.4
pair	LWTI	MRmean	neg-pos	60	32.4	-2.3	58.3	0.0	0.0	-0.1	22.5	-43.1
pair	MRmean	LWTI	neg-pos	60	32.4	-2.3	58.3	0.0	0.0	-0.1	22.5	-43.1
pair	MRmean	MACDhist	neg-pos	18	9.7	-2.4	61.1	-0.0	-0.0	-0.2	19.3	-12.6
pair	MACDhist	MRmean	neg-pos	18	9.7	-2.4	61.1	-0.0	-0.0	-0.2	19.3	-12.6
single	MRmean	MRmean	pos-pos	99	53.5	-2.7	52.5	-0.1	-0.1	-0.1	16.9	-58.8
pair	MRmean	RSmean	pos-pos	96	51.9	-2.9	53.1	-0.1	-0.1	-0.1	16.9	-58.8
pair	RSmean	MRmean	pos-pos	96	51.9	-2.9	53.1	-0.1	-0.1	-0.1	16.9	-58.8
single	LWTI	LWTI	pos-pos	139	75.1	-3.3	54.7	-0.1	-0.1	-0.1	19.6	-68.4
pair	RSIhist	SLmean	neg-neg	78	42.2	-3.8	56.4	-0.0	-0.1	-0.1	24.2	-46.7
pair	SLmean	RSIhist	neg-neg	78	42.2	-3.8	56.4	-0.0	-0.1	-0.1	24.2	-46.7
pair	MRmean	LWTI	pos-pos	79	42.7	-4.0	51.9	-0.1	-0.2	-0.1	17.2	-60.4
pair	LWTI	MRmean	pos-pos	79	42.7	-4.0	51.9	-0.1	-0.2	-0.1	17.2	-60.4
pair	RSmean	LWTI	pos-pos	119	64.3	-4.5	53.8	-0.1	-0.2	-0.1	18.7	-73.8
pair	LWTI	RSmean	pos-pos	119	64.3	-4.5	53.8	-0.1	-0.2	-0.1	18.7	-73.8
pair	RSmean	RSI	pos-pos	87	47.0	-6.0	51.7	-0.3	-0.4	-0.1	16.4	-63.4
pair	RSI	RSmean	pos-pos	87	47.0	-6.0	51.7	-0.3	-0.4	-0.1	16.4	-63.4
pair	RSI	MACDhist	pos-neg	40	21.6	-6.2	55.0	-0.2	-0.3	-0.2	20.7	-25.1
pair	MACDhist	RSI	pos-neg	40	21.6	-6.2	55.0	-0.2	-0.3	-0.2	20.7	-25.1
pair	RSIhist	MACDhist	pos-pos	58	31.4	-7.2	50.0	-0.4	-0.6	-0.2	15.2	-40.7
pair	MACDhist	RSIhist	pos-pos	58	31.4	-7.2	50.0	-0.4	-0.6	-0.2	15.2	-40.7
pair	RSI	MRmean	pos-pos	82	44.3	-7.5	48.8	-0.4	-0.6	-0.1	15.9	-66.5
pair	MRmean	RSI	pos-pos	82	44.3	-7.5	48.8	-0.4	-0.6	-0.1	15.9	-66.5
pair	LWTI	RSIhist	neg-pos	70	37.8	-8.9	52.9	-0.3	-0.4	-0.2	22.6	-55.2
pair	RSIhist	LWTI	neg-pos	70	37.8	-8.9	52.9	-0.3	-0.4	-0.2	22.6	-55.2
pair	MACDhist	SLmean	pos-pos	52	28.1	-9.8	48.1	-0.6	-0.9	-0.2	15.5	-45.7
pair	SLmean	MACDhist	pos-pos	52	28.1	-9.8	48.1	-0.6	-0.9	-0.2	15.5	-45.7
pair	LWTI	SLmean	neg-pos	68	36.8	-10.2	52.9	-0.4	-0.5	-0.2	22.6	-56.5
pair	SLmean	LWTI	neg-pos	68	36.8	-10.2	52.9	-0.4	-0.5	-0.2	22.6	-56.5
pair	MACD	RSI	neg-pos	38	20.5	-10.3	55.3	-0.5	-0.6	-0.4	19.2	-25.1
pair	RSI	MACD	neg-pos	38	20.5	-10.3	55.3	-0.5	-0.6	-0.4	19.2	-25.1
single	MACDhist	MACDhist	pos-pos	82	44.3	-10.4	48.8	-0.6	-0.8	-0.2	16.5	-57.1
single	RSI	RSI	pos-pos	95	51.4	-11.0	48.4	-0.6	-0.8	-0.2	17.7	-65.5
pair	MACD	RSmean	pos-pos	76	41.1	-11.3	43.4	-0.6	-0.9	-0.2	17.0	-69.0
pair	RSmean	MACD	pos-pos	76	41.1	-11.3	43.4	-0.6	-0.9	-0.2	17.0	-69.0
pair	SLmean	MACDhist	neg-pos	30	16.2	-11.4	50.0	-0.6	-0.8	-0.4	18.5	-30.9
pair	MACDhist	SLmean	neg-pos	30	16.2	-11.4	50.0	-0.6	-0.8	-0.4	18.5	-30.9
pair	RSI	MACD	pos-pos	57	30.8	-11.5	43.9	-0.6	-1.0	-0.2	16.8	-60.6
pair	MACD	RSI	pos-pos	57	30.8	-11.5	43.9	-0.6	-1.0	-0.2	16.8	-60.6
pair	MRmean	MACD	pos-pos	52	28.1	-11.6	42.3	-0.7	-1.0	-0.2	16.2	-58.6
pair	MACD	MRmean	pos-pos	52	28.1	-11.6	42.3	-0.7	-1.0	-0.2	16.2	-58.6
pair	LWTI	MACDhist	pos-pos	73	39.5	-11.6	46.6	-0.7	-0.9	-0.2	16.7	-57.2
pair	MACDhist	LWTI	pos-pos	73	39.5	-11.6	46.6	-0.7	-0.9	-0.2	16.7	-57.2
single	MACD	MACD	pos-pos	77	41.6	-11.8	42.9	-0.7	-1.0	-0.2	17.0	-69.0
pair	MRmean	MACD	neg-pos	25	13.5	-12.3	44.0	-0.6	-0.9	-0.3	18.7	-39.7
pair	MACD	MRmean	neg-pos	25	13.5	-12.3	44.0	-0.6	-0.9	-0.3	18.7	-39.7
pair	MRmean	MACDhist	pos-pos	64	34.6	-12.5	45.3	-0.8	-1.1	-0.2	15.8	-51.9
pair	MACDhist	MRmean	pos-pos	64	34.6	-12.5	45.3	-0.8	-1.1	-0.2	15.8	-51.9
pair	MACD	RSI	pos-neg	20	10.8	-12.6	40.0	-0.7	-1.0	-0.4	17.9	-31.8
pair	RSI	MACD	pos-neg	20	10.8	-12.6	40.0	-0.7	-1.0	-0.4	17.9	-31.8
pair	RSI	LWTI	pos-pos	77	41.6	-13.7	46.8	-0.7	-1.0	-0.2	18.4	-66.2
pair	LWTI	RSI	pos-pos	77	41.6	-13.7	46.8	-0.7	-1.0	-0.2	18.4	-66.2
pair	MACDhist	RSI	pos-pos	55	29.7	-14.4	43.6	-0.9	-1.3	-0.3	15.2	-55.6
pair	RSI	MACDhist	pos-pos	55	29.7	-14.4	43.6	-0.9	-1.3	-0.3	15.2	-55.6
pair	RSmean	MACDhist	pos-pos	76	41.1	-14.8	46.1	-0.9	-1.2	-0.2	15.9	-67.2
pair	MACDhist	RSmean	pos-pos	76	41.1	-14.8	46.1	-0.9	-1.2	-0.2	15.9	-67.2
pair	MACDhist	RSmean	neg-neg	14	7.6	-15.9	50.0	-0.5	-0.8	-0.7	26.3	-22.3
pair	RSmean	MACDhist	neg-neg	14	7.6	-15.9	50.0	-0.5	-0.8	-0.7	26.3	-22.3
pair	LWTI	MACD	pos-pos	67	36.2	-15.9	40.3	-0.9	-1.4	-0.2	17.0	-73.2
pair	MACD	LWTI	pos-pos	67	36.2	-15.9	40.3	-0.9	-1.4	-0.2	17.0	-73.2
pair	MACDhist	RSIhist	pos-neg	24	13.0	-17.7	45.8	-0.9	-1.2	-0.5	19.5	-35.1
pair	RSIhist	MACDhist	pos-neg	24	13.0	-17.7	45.8	-0.9	-1.2	-0.5	19.5	-35.1
pair	MACD	MACDhist	pos-pos	48	25.9	-20.6	35.4	-1.4	-1.9	-0.3	15.8	-64.0
pair	MACDhist	MACD	pos-pos	48	25.9	-20.6	35.4	-1.4	-1.9	-0.3	15.8	-64.0
pair	RSIhist	MACD	pos-neg	35	18.9	-22.1	34.3	-1.2	-1.8	-0.5	18.9	-49.1
pair	MACD	RSIhist	pos-neg	35	18.9	-22.1	34.3	-1.2	-1.8	-0.5	18.9	-49.1
pair	MACD	SLmean	neg-pos	34	18.4	-22.6	35.3	-1.2	-1.8	-0.5	18.8	-48.9
pair	SLmean	MACD	neg-pos	34	18.4	-22.6	35.3	-1.2	-1.8	-0.5	18.8	-48.9
pair	SLmean	MRmean	pos-neg	15	8.1	-23.8	33.3	-1.2	-1.8	-0.9	20.0	-26.0
pair	MRmean	SLmean	pos-neg	15	8.1	-23.8	33.3	-1.2	-1.8	-0.9	20.0	-26.0
pair	RSIhist	MRmean	pos-neg	14	7.6	-24.4	28.6	-1.1	-1.9	-0.7	22.5	-36.4
pair	MRmean	RSIhist	pos-neg	14	7.6	-24.4	28.6	-1.1	-1.9	-0.7	22.5	-36.4
pair	RSI	MRmean	neg-pos	13	7.0	-30.3	46.2	-1.2	-2.2	-1.2	26.1	-25.6
pair	MRmean	RSI	neg-pos	13	7.0	-30.3	46.2	-1.2	-2.2	-1.2	26.1	-25.6
pair	RSIhist	RSI	pos-neg	20	10.8	-41.0	25.0	-2.2	-3.1	-0.8	22.5	-52.7
pair	RSI	RSIhist	pos-neg	20	10.8	-41.0	25.0	-2.2	-3.1	-0.8	22.5	-52.7
pair	SLmean	RSI	neg-pos	20	10.8	-42.4	25.0	-2.4	-3.5	-0.8	21.8	-54.6
pair	RSI	SLmean	neg-pos	20	10.8	-42.4	25.0	-2.4	-3.5	-0.8	21.8	-54.6
pair	MACD	RSmean	neg-pos	1	0.5	-45.6	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	1	0.5	-45.6	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-pos	8	4.3	-51.3	12.5	-2.9	-3.8	-1.7	23.4	-29.5
pair	RSI	RSmean	neg-pos	8	4.3	-51.3	12.5	-2.9	-3.8	-1.7	23.4	-29.5

All Contingency Tables for EPHE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 16% \| MDD -44.1% Months 84M (45%)	CAGR -23.8% \| Win 33% Sharpe -1.25 \| Sortino -1.84 \| Calmar -0.9 Vol 20% \| MDD -26.0% Months 15M (8%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR 25.2% \| Win 54% Sharpe 1.52 \| Sortino 4.74 \| Calmar 4.8 Vol 16% \| MDD -5.2% Months 13M (7%)	CAGR 4.5% \| Win 63% Sharpe 0.31 \| Sortino 0.40 \| Calmar 0.1 Vol 24% \| MDD -30.3% Months 73M (40%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
SLmean only	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -2.9% \| Win 53% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 96M (52%)	CAGR 0.6% \| Win 33% Sharpe 0.10 \| Sortino 0.20 \| Calmar 0.6 Vol 20% \| MDD -1.0% Months 3M (2%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR 8.1% \| Win 61% Sharpe 0.47 \| Sortino 0.59 \| Calmar 0.3 Vol 22% \| MDD -29.8% Months 69M (37%)	CAGR 4.7% \| Win 65% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.3 Vol 26% \| MDD -18.5% Months 17M (9%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
RSmean only	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -11.6% \| Win 42% Sharpe -0.67 \| Sortino -1.00 \| Calmar -0.2 Vol 16% \| MDD -58.6% Months 52M (28%)	CAGR 8.1% \| Win 64% Sharpe 0.54 \| Sortino 0.89 \| Calmar 0.3 Vol 17% \| MDD -23.3% Months 47M (25%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -12.3% \| Win 44% Sharpe -0.61 \| Sortino -0.90 \| Calmar -0.3 Vol 19% \| MDD -39.7% Months 25M (14%)	CAGR 16.7% \| Win 69% Sharpe 0.78 \| Sortino 0.88 \| Calmar 0.6 Vol 24% \| MDD -26.1% Months 61M (33%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
MACD only	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.5% \| Win 49% Sharpe -0.41 \| Sortino -0.62 \| Calmar -0.1 Vol 16% \| MDD -66.5% Months 82M (44%)	CAGR 24.0% \| Win 71% Sharpe 1.19 \| Sortino 2.00 \| Calmar 1.4 Vol 20% \| MDD -17.1% Months 17M (9%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -30.3% \| Win 46% Sharpe -1.24 \| Sortino -2.18 \| Calmar -1.2 Vol 26% \| MDD -25.6% Months 13M (7%)	CAGR 16.0% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.6 Vol 22% \| MDD -26.1% Months 73M (40%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
RSI only	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -12.5% \| Win 45% Sharpe -0.76 \| Sortino -1.08 \| Calmar -0.2 Vol 16% \| MDD -51.9% Months 64M (35%)	CAGR 18.0% \| Win 66% Sharpe 1.03 \| Sortino 1.92 \| Calmar 0.9 Vol 18% \| MDD -20.0% Months 35M (19%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -2.4% \| Win 61% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 19% \| MDD -12.6% Months 18M (10%)	CAGR 10.2% \| Win 62% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 24% \| MDD -26.1% Months 68M (37%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.0 Vol 16% \| MDD -42.3% Months 85M (46%)	CAGR -24.4% \| Win 29% Sharpe -1.12 \| Sortino -1.85 \| Calmar -0.7 Vol 22% \| MDD -36.4% Months 14M (8%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR 36.2% \| Win 69% Sharpe 2.05 \| Sortino 4.69 \| Calmar 9.8 Vol 16% \| MDD -3.7% Months 13M (7%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 24% \| MDD -33.9% Months 73M (40%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -4.0% \| Win 52% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.1 Vol 17% \| MDD -60.4% Months 79M (43%)	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.2 Vol 16% \| MDD -12.5% Months 20M (11%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -2.3% \| Win 58% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 22% \| MDD -43.1% Months 60M (32%)	CAGR 33.6% \| Win 69% Sharpe 1.44 \| Sortino 1.72 \| Calmar 2.1 Vol 22% \| MDD -15.7% Months 26M (14%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 56% Sharpe 0.34 \| Sortino 0.56 \| Calmar 0.1 Vol 16% \| MDD -37.7% Months 94M (51%)	CAGR 11.5% \| Win 33% Sharpe 0.51 \| Sortino 1.36 \| Calmar 11.2 Vol 25% \| MDD -1.0% Months 3M (2%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR -1.9% \| Win 56% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 23% \| MDD -40.5% Months 71M (38%)	CAGR 2.8% \| Win 65% Sharpe 0.23 \| Sortino 0.31 \| Calmar 0.1 Vol 25% \| MDD -18.5% Months 17M (9%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
RSmean only	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -2.2% \| Win 49% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.1 Vol 15% \| MDD -40.4% Months 43M (23%)	CAGR 10.1% \| Win 61% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -29.0% Months 54M (29%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR -22.6% \| Win 35% Sharpe -1.25 \| Sortino -1.82 \| Calmar -0.5 Vol 19% \| MDD -48.9% Months 34M (18%)	CAGR 15.6% \| Win 72% Sharpe 0.72 \| Sortino 0.85 \| Calmar 0.6 Vol 25% \| MDD -26.7% Months 54M (29%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
MACD only	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -0.1% \| Win 55% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.0 Vol 15% \| MDD -47.9% Months 75M (40%)	CAGR 21.7% \| Win 59% Sharpe 1.13 \| Sortino 1.99 \| Calmar 1.9 Vol 19% \| MDD -11.7% Months 22M (12%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR -42.4% \| Win 25% Sharpe -2.37 \| Sortino -3.45 \| Calmar -0.8 Vol 22% \| MDD -54.6% Months 20M (11%)	CAGR 16.1% \| Win 68% Sharpe 0.80 \| Sortino 0.95 \| Calmar 0.6 Vol 22% \| MDD -26.9% Months 68M (37%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
RSI only	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -9.8% \| Win 48% Sharpe -0.58 \| Sortino -0.87 \| Calmar -0.2 Vol 16% \| MDD -45.7% Months 52M (28%)	CAGR 23.8% \| Win 64% Sharpe 1.46 \| Sortino 2.99 \| Calmar 2.0 Vol 16% \| MDD -11.7% Months 45M (24%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR -11.4% \| Win 50% Sharpe -0.56 \| Sortino -0.75 \| Calmar -0.4 Vol 18% \| MDD -30.9% Months 30M (16%)	CAGR 4.9% \| Win 62% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.2 Vol 25% \| MDD -30.3% Months 58M (31%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 57% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.1 Vol 16% \| MDD -33.9% Months 88M (48%)	CAGR 14.7% \| Win 44% Sharpe 0.91 \| Sortino 2.16 \| Calmar 2.8 Vol 16% \| MDD -5.2% Months 9M (5%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR 24.2% \| Win 70% Sharpe 1.71 \| Sortino 3.86 \| Calmar 8.4 Vol 13% \| MDD -2.9% Months 10M (5%)	CAGR -3.8% \| Win 56% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 24% \| MDD -46.7% Months 78M (42%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 16% \| MDD -36.0% Months 71M (38%)	CAGR 6.2% \| Win 54% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.4 Vol 16% \| MDD -14.0% Months 26M (14%)	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)
SLmean neg	CAGR -10.2% \| Win 53% Sharpe -0.36 \| Sortino -0.49 \| Calmar -0.2 Vol 23% \| MDD -56.5% Months 68M (37%)	CAGR 38.2% \| Win 75% Sharpe 1.50 \| Sortino 1.64 \| Calmar 2.4 Vol 24% \| MDD -15.7% Months 20M (11%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -11.3% \| Win 43% Sharpe -0.61 \| Sortino -0.91 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 76M (41%)	CAGR 14.0% \| Win 67% Sharpe 0.75 \| Sortino 0.94 \| Calmar 0.5 Vol 20% \| MDD -26.8% Months 89M (48%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)
RSmean neg	CAGR -45.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 7.7% \| Win 63% Sharpe 0.42 \| Sortino 0.54 \| Calmar 0.4 Vol 25% \| MDD -18.5% Months 19M (10%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)
MACD only	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.0% \| Win 52% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 16% \| MDD -63.4% Months 87M (47%)	CAGR 10.7% \| Win 62% Sharpe 0.58 \| Sortino 0.75 \| Calmar 0.4 Vol 22% \| MDD -26.1% Months 78M (42%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)
RSmean neg	CAGR -51.3% \| Win 12% Sharpe -2.88 \| Sortino -3.80 \| Calmar -1.7 Vol 23% \| MDD -29.5% Months 8M (4%)	CAGR 72.6% \| Win 92% Sharpe 4.70 \| Sortino 0.00 \| Calmar 80.9 Vol 12% \| MDD -0.9% Months 12M (6%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)
RSI only	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -14.8% \| Win 46% Sharpe -0.92 \| Sortino -1.25 \| Calmar -0.2 Vol 16% \| MDD -67.2% Months 76M (41%)	CAGR 18.1% \| Win 65% Sharpe 0.91 \| Sortino 1.18 \| Calmar 0.6 Vol 21% \| MDD -28.9% Months 89M (48%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)
RSmean neg	CAGR 70.8% \| Win 83% Sharpe 4.22 \| Sortino 0.00 \| Calmar 68.7 Vol 13% \| MDD -1.0% Months 6M (3%)	CAGR -15.9% \| Win 50% Sharpe -0.53 \| Sortino -0.78 \| Calmar -0.7 Vol 26% \| MDD -22.3% Months 14M (8%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 58% Sharpe 0.35 \| Sortino 0.58 \| Calmar 0.1 Vol 16% \| MDD -34.6% Months 94M (51%)	CAGR -2.0% \| Win 54% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -44.6% Months 71M (38%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)
RSmean neg	CAGR 33.0% \| Win 50% Sharpe 1.39 \| Sortino 3.66 \| Calmar 32.0 Vol 22% \| MDD -1.0% Months 4M (2%)	CAGR -2.1% \| Win 62% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 26% \| MDD -18.7% Months 16M (9%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -4.5% \| Win 54% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 19% \| MDD -73.8% Months 119M (64%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)
RSmean neg	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)	-	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -11.5% \| Win 44% Sharpe -0.64 \| Sortino -0.96 \| Calmar -0.2 Vol 17% \| MDD -60.6% Months 57M (31%)	CAGR -12.6% \| Win 40% Sharpe -0.66 \| Sortino -0.96 \| Calmar -0.4 Vol 18% \| MDD -31.8% Months 20M (11%)	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)
MACD neg	CAGR -10.3% \| Win 55% Sharpe -0.47 \| Sortino -0.63 \| Calmar -0.4 Vol 19% \| MDD -25.1% Months 38M (20%)	CAGR 27.8% \| Win 73% Sharpe 1.27 \| Sortino 1.41 \| Calmar 1.1 Vol 21% \| MDD -26.1% Months 70M (38%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)
RSI only	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -20.6% \| Win 35% Sharpe -1.37 \| Sortino -1.85 \| Calmar -0.3 Vol 16% \| MDD -64.0% Months 48M (26%)	CAGR 4.9% \| Win 55% Sharpe 0.35 \| Sortino 0.58 \| Calmar 0.3 Vol 18% \| MDD -19.0% Months 29M (16%)	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)
MACD neg	CAGR 6.4% \| Win 68% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.5 Vol 17% \| MDD -13.9% Months 34M (18%)	CAGR 16.0% \| Win 66% Sharpe 0.77 \| Sortino 0.94 \| Calmar 0.6 Vol 23% \| MDD -28.9% Months 74M (40%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -2.2% \| Win 50% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.1 Vol 15% \| MDD -40.2% Months 42M (23%)	CAGR -22.1% \| Win 34% Sharpe -1.22 \| Sortino -1.76 \| Calmar -0.5 Vol 19% \| MDD -49.1% Months 35M (19%)	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)
MACD neg	CAGR 11.5% \| Win 64% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 17% \| MDD -23.0% Months 56M (30%)	CAGR 14.3% \| Win 69% Sharpe 0.66 \| Sortino 0.79 \| Calmar 0.5 Vol 25% \| MDD -28.4% Months 52M (28%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -15.9% \| Win 40% Sharpe -0.93 \| Sortino -1.38 \| Calmar -0.2 Vol 17% \| MDD -73.2% Months 67M (36%)	CAGR 21.3% \| Win 60% Sharpe 1.43 \| Sortino 3.21 \| Calmar 3.4 Vol 14% \| MDD -6.3% Months 10M (5%)	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)
MACD neg	CAGR 10.2% \| Win 68% Sharpe 0.57 \| Sortino 0.67 \| Calmar 0.3 Vol 21% \| MDD -31.2% Months 72M (39%)	CAGR 18.5% \| Win 64% Sharpe 0.90 \| Sortino 1.29 \| Calmar 0.8 Vol 21% \| MDD -22.8% Months 36M (20%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -14.4% \| Win 44% Sharpe -0.94 \| Sortino -1.29 \| Calmar -0.3 Vol 15% \| MDD -55.6% Months 55M (30%)	CAGR -6.2% \| Win 55% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.2 Vol 21% \| MDD -25.1% Months 40M (22%)	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)
RSI neg	CAGR -1.6% \| Win 59% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 19% \| MDD -21.0% Months 27M (15%)	CAGR 26.7% \| Win 68% Sharpe 1.22 \| Sortino 1.41 \| Calmar 1.0 Vol 22% \| MDD -26.1% Months 63M (34%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -0.8% \| Win 55% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.0 Vol 15% \| MDD -47.9% Months 75M (40%)	CAGR -41.0% \| Win 25% Sharpe -2.18 \| Sortino -3.13 \| Calmar -0.8 Vol 22% \| MDD -52.7% Months 20M (11%)	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)
RSI neg	CAGR 28.4% \| Win 70% Sharpe 1.51 \| Sortino 2.27 \| Calmar 2.4 Vol 18% \| MDD -11.7% Months 23M (12%)	CAGR 13.9% \| Win 64% Sharpe 0.70 \| Sortino 0.87 \| Calmar 0.5 Vol 22% \| MDD -28.1% Months 67M (36%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -13.7% \| Win 47% Sharpe -0.70 \| Sortino -1.02 \| Calmar -0.2 Vol 18% \| MDD -66.2% Months 77M (42%)	CAGR 1.2% \| Win 56% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.1 Vol 14% \| MDD -14.0% Months 18M (10%)	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)
RSI neg	CAGR 11.4% \| Win 64% Sharpe 0.64 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -29.8% Months 62M (34%)	CAGR 32.1% \| Win 68% Sharpe 1.36 \| Sortino 1.78 \| Calmar 2.0 Vol 23% \| MDD -15.7% Months 28M (15%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -7.2% \| Win 50% Sharpe -0.41 \| Sortino -0.61 \| Calmar -0.2 Vol 15% \| MDD -40.7% Months 58M (31%)	CAGR -17.7% \| Win 46% Sharpe -0.89 \| Sortino -1.24 \| Calmar -0.5 Vol 20% \| MDD -35.1% Months 24M (13%)	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)
MACDhist neg	CAGR 26.8% \| Win 70% Sharpe 1.63 \| Sortino 3.37 \| Calmar 3.6 Vol 15% \| MDD -7.4% Months 40M (22%)	CAGR 4.7% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.2 Vol 25% \| MDD -30.0% Months 63M (34%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)
RSIhist only	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -11.6% \| Win 47% Sharpe -0.65 \| Sortino -0.92 \| Calmar -0.2 Vol 17% \| MDD -57.2% Months 73M (40%)	CAGR 0.2% \| Win 67% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -13.5% Months 9M (5%)	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)
MACDhist neg	CAGR 6.8% \| Win 64% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 22% \| MDD -39.1% Months 66M (36%)	CAGR 24.1% \| Win 62% Sharpe 1.15 \| Sortino 1.62 \| Calmar 1.5 Vol 21% \| MDD -15.7% Months 37M (20%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.8% \| Win 56% Sharpe 0.25 \| Sortino 0.41 \| Calmar 0.1 Vol 16% \| MDD -35.5% Months 69M (37%)	CAGR 12.0% \| Win 62% Sharpe 0.80 \| Sortino 1.41 \| Calmar 1.0 Vol 16% \| MDD -12.2% Months 29M (16%)	CAGR 5.4% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -26.1% Months 98M (53%)
RSIhist neg	CAGR -8.9% \| Win 53% Sharpe -0.29 \| Sortino -0.40 \| Calmar -0.2 Vol 23% \| MDD -55.2% Months 70M (38%)	CAGR 32.0% \| Win 65% Sharpe 1.22 \| Sortino 1.48 \| Calmar 2.0 Vol 26% \| MDD -15.7% Months 17M (9%)	CAGR -2.0% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 24% \| MDD -43.4% Months 87M (47%)
LWTI only	CAGR -3.3% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 20% \| MDD -68.4% Months 139M (75%)	CAGR 19.1% \| Win 63% Sharpe 0.98 \| Sortino 1.39 \| Calmar 0.8 Vol 20% \| MDD -22.8% Months 46M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 16% \| MDD -44.1% Months 84M (45%)	CAGR -23.8% \| Win 33% Sharpe -1.25 \| Sortino -1.84 \| Calmar -0.9 Vol 20% \| MDD -26.0% Months 15M (8%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR 25.2% \| Win 54% Sharpe 1.52 \| Sortino 4.74 \| Calmar 4.8 Vol 16% \| MDD -5.2% Months 13M (7%)	CAGR 4.5% \| Win 63% Sharpe 0.31 \| Sortino 0.40 \| Calmar 0.1 Vol 24% \| MDD -30.3% Months 73M (40%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
SLmean only	CAGR 4.5% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -33.6% Months 97M (52%)	CAGR -1.0% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -43.7% Months 88M (48%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -2.9% \| Win 53% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 96M (52%)	CAGR 0.6% \| Win 33% Sharpe 0.10 \| Sortino 0.20 \| Calmar 0.6 Vol 20% \| MDD -1.0% Months 3M (2%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR 8.1% \| Win 61% Sharpe 0.47 \| Sortino 0.59 \| Calmar 0.3 Vol 22% \| MDD -29.8% Months 69M (37%)	CAGR 4.7% \| Win 65% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.3 Vol 26% \| MDD -18.5% Months 17M (9%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
RSmean only	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -52.3% Months 165M (89%)	CAGR 4.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.2 Vol 25% \| MDD -22.3% Months 20M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -11.6% \| Win 42% Sharpe -0.67 \| Sortino -1.00 \| Calmar -0.2 Vol 16% \| MDD -58.6% Months 52M (28%)	CAGR 8.1% \| Win 64% Sharpe 0.54 \| Sortino 0.89 \| Calmar 0.3 Vol 17% \| MDD -23.3% Months 47M (25%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -12.3% \| Win 44% Sharpe -0.61 \| Sortino -0.90 \| Calmar -0.3 Vol 19% \| MDD -39.7% Months 25M (14%)	CAGR 16.7% \| Win 69% Sharpe 0.78 \| Sortino 0.88 \| Calmar 0.6 Vol 24% \| MDD -26.1% Months 61M (33%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
MACD only	CAGR -11.8% \| Win 43% Sharpe -0.65 \| Sortino -0.97 \| Calmar -0.2 Vol 17% \| MDD -69.0% Months 77M (42%)	CAGR 12.9% \| Win 67% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 108M (58%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.5% \| Win 49% Sharpe -0.41 \| Sortino -0.62 \| Calmar -0.1 Vol 16% \| MDD -66.5% Months 82M (44%)	CAGR 24.0% \| Win 71% Sharpe 1.19 \| Sortino 2.00 \| Calmar 1.4 Vol 20% \| MDD -17.1% Months 17M (9%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -30.3% \| Win 46% Sharpe -1.24 \| Sortino -2.18 \| Calmar -1.2 Vol 26% \| MDD -25.6% Months 13M (7%)	CAGR 16.0% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.6 Vol 22% \| MDD -26.1% Months 73M (40%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
RSI only	CAGR -11.0% \| Win 48% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 18% \| MDD -65.5% Months 95M (51%)	CAGR 17.5% \| Win 66% Sharpe 0.88 \| Sortino 1.10 \| Calmar 0.7 Vol 21% \| MDD -26.1% Months 90M (49%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -12.5% \| Win 45% Sharpe -0.76 \| Sortino -1.08 \| Calmar -0.2 Vol 16% \| MDD -51.9% Months 64M (35%)	CAGR 18.0% \| Win 66% Sharpe 1.03 \| Sortino 1.92 \| Calmar 0.9 Vol 18% \| MDD -20.0% Months 35M (19%)	CAGR -2.7% \| Win 52% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.0 Vol 17% \| MDD -58.8% Months 99M (54%)
MRmean neg	CAGR -2.4% \| Win 61% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 19% \| MDD -12.6% Months 18M (10%)	CAGR 10.2% \| Win 62% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 24% \| MDD -26.1% Months 68M (37%)	CAGR 7.4% \| Win 62% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 23% \| MDD -26.1% Months 86M (46%)
MACDhist only	CAGR -10.4% \| Win 49% Sharpe -0.57 \| Sortino -0.81 \| Calmar -0.2 Vol 16% \| MDD -57.1% Months 82M (44%)	CAGR 12.7% \| Win 63% Sharpe 0.67 \| Sortino 0.87 \| Calmar 0.4 Vol 22% \| MDD -28.9% Months 103M (56%)