EPOL - iShares MSCI Poland ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

127.7%

Best CAGR

Total Months

12.7%

Avg CAGR

EPOL 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 EPOL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	5	2.5	127.7	100.0	6.6	0.0	0.0	12.9	0.0
pair	RSmean	LWTI	neg-neg	5	2.5	127.7	100.0	6.6	0.0	0.0	12.9	0.0
pair	RSI	RSmean	neg-neg	6	3.0	124.6	83.3	2.8	0.0	0.0	31.6	0.0
pair	RSmean	RSI	neg-neg	6	3.0	124.6	83.3	2.8	0.0	0.0	31.6	0.0
pair	MACDhist	RSmean	neg-pos	4	2.0	96.6	75.0	3.8	0.0	73.3	18.6	-1.3
pair	RSmean	MACDhist	neg-pos	4	2.0	96.6	75.0	3.8	0.0	73.3	18.6	-1.3
pair	MACDhist	RSI	neg-pos	11	5.6	81.0	72.7	2.4	5.9	10.4	26.8	-7.8
pair	RSI	MACDhist	neg-pos	11	5.6	81.0	72.7	2.4	5.9	10.4	26.8	-7.8
pair	MACDhist	LWTI	pos-neg	5	2.5	66.6	60.0	1.8	3.8	36.3	31.8	-1.8
pair	LWTI	MACDhist	pos-neg	5	2.5	66.6	60.0	1.8	3.8	36.3	31.8	-1.8
pair	RSmean	MACD	neg-neg	16	8.1	65.2	68.8	1.8	4.2	5.8	30.6	-11.3
pair	MACD	RSmean	neg-neg	16	8.1	65.2	68.8	1.8	4.2	5.8	30.6	-11.3
pair	MACD	MACDhist	neg-pos	19	9.6	63.5	63.2	2.2	6.3	8.1	24.4	-7.8
pair	MACDhist	MACD	neg-pos	19	9.6	63.5	63.2	2.2	6.3	8.1	24.4	-7.8
pair	SLmean	RSmean	neg-neg	15	7.6	56.2	73.3	1.6	4.0	5.0	30.3	-11.3
pair	RSmean	SLmean	neg-neg	15	7.6	56.2	73.3	1.6	4.0	5.0	30.3	-11.3
pair	MRmean	RSmean	neg-neg	15	7.6	56.2	73.3	1.6	4.0	5.0	30.3	-11.3
pair	RSmean	MRmean	neg-neg	15	7.6	56.2	73.3	1.6	4.0	5.0	30.3	-11.3
pair	RSmean	RSIhist	neg-neg	12	6.1	55.8	75.0	1.5	4.5	4.9	32.7	-11.3
pair	RSIhist	RSmean	neg-neg	12	6.1	55.8	75.0	1.5	4.5	4.9	32.7	-11.3
single	RSmean	RSmean	neg-neg	20	10.2	55.4	70.0	1.7	4.1	4.9	28.5	-11.3
pair	RSIhist	RSmean	neg-pos	8	4.1	54.9	62.5	2.0	5.8	9.2	22.9	-5.9
pair	RSmean	RSIhist	neg-pos	8	4.1	54.9	62.5	2.0	5.8	9.2	22.9	-5.9
pair	MRmean	RSmean	pos-neg	5	2.5	53.2	60.0	1.8	4.1	9.0	25.2	-5.9
pair	RSmean	SLmean	pos-neg	5	2.5	53.2	60.0	1.8	4.1	9.0	25.2	-5.9
pair	RSmean	MRmean	pos-neg	5	2.5	53.2	60.0	1.8	4.1	9.0	25.2	-5.9
pair	SLmean	RSmean	pos-neg	5	2.5	53.2	60.0	1.8	4.1	9.0	25.2	-5.9
pair	RSmean	MACDhist	neg-neg	16	8.1	46.6	68.8	1.4	4.1	4.1	30.8	-11.3
pair	MACDhist	RSmean	neg-neg	16	8.1	46.6	68.8	1.4	4.1	4.1	30.8	-11.3
pair	RSI	MRmean	pos-neg	16	8.1	42.2	56.2	1.4	4.6	2.9	27.9	-14.5
pair	MRmean	RSI	pos-neg	16	8.1	42.2	56.2	1.4	4.6	2.9	27.9	-14.5
pair	RSmean	LWTI	neg-pos	15	7.6	36.9	60.0	1.1	3.0	3.3	31.6	-11.3
pair	LWTI	RSmean	neg-pos	15	7.6	36.9	60.0	1.1	3.0	3.3	31.6	-11.3
pair	RSmean	RSI	neg-pos	14	7.1	32.8	64.3	1.2	2.4	2.9	26.8	-11.3
pair	RSI	RSmean	neg-pos	14	7.1	32.8	64.3	1.2	2.4	2.9	26.8	-11.3
pair	RSIhist	MACD	neg-pos	40	20.3	27.0	57.5	1.1	3.1	1.1	23.5	-24.0
pair	MACD	RSIhist	neg-pos	40	20.3	27.0	57.5	1.1	3.1	1.1	23.5	-24.0
pair	RSI	RSIhist	neg-pos	20	10.2	25.5	65.0	1.1	2.7	1.2	24.4	-20.9
pair	RSIhist	RSI	neg-pos	20	10.2	25.5	65.0	1.1	2.7	1.2	24.4	-20.9
pair	MACD	RSI	neg-pos	28	14.2	21.8	53.6	0.9	1.9	0.9	27.1	-23.9
pair	RSmean	MACD	neg-pos	4	2.0	21.8	75.0	1.1	0.0	3.7	19.0	-5.9
pair	RSI	MACD	neg-pos	28	14.2	21.8	53.6	0.9	1.9	0.9	27.1	-23.9
pair	MACD	RSmean	neg-pos	4	2.0	21.8	75.0	1.1	0.0	3.7	19.0	-5.9
pair	RSIhist	MACDhist	pos-neg	17	8.6	21.3	58.8	0.9	1.5	0.9	26.6	-23.6
pair	MACDhist	RSIhist	pos-neg	17	8.6	21.3	58.8	0.9	1.5	0.9	26.6	-23.6
pair	SLmean	MACDhist	pos-pos	76	38.6	20.3	59.2	1.0	1.8	1.1	20.8	-18.9
pair	MACDhist	SLmean	pos-pos	76	38.6	20.3	59.2	1.0	1.8	1.1	20.8	-18.9
pair	MRmean	MACDhist	pos-pos	81	41.1	19.8	56.8	1.0	1.9	1.0	21.2	-19.5
pair	MACDhist	MRmean	pos-pos	81	41.1	19.8	56.8	1.0	1.9	1.0	21.2	-19.5
pair	MACD	SLmean	pos-neg	41	20.8	19.7	51.2	0.9	2.6	1.0	22.8	-19.3
pair	SLmean	MACD	pos-neg	41	20.8	19.7	51.2	0.9	2.6	1.0	22.8	-19.3
pair	MRmean	MACD	pos-neg	33	16.8	19.3	48.5	0.8	2.0	0.9	25.7	-20.4
pair	MACD	MRmean	pos-neg	33	16.8	19.3	48.5	0.8	2.0	0.9	25.7	-20.4
pair	MACD	LWTI	neg-pos	40	20.3	18.4	57.5	0.7	1.1	0.4	32.2	-42.4
pair	LWTI	MACD	neg-pos	40	20.3	18.4	57.5	0.7	1.1	0.4	32.2	-42.4
single	MACDhist	MACDhist	pos-pos	92	46.7	17.7	57.6	0.9	1.6	0.6	21.7	-27.6
pair	RSIhist	MACDhist	pos-pos	75	38.1	16.9	57.3	0.9	1.6	0.9	20.7	-19.6
pair	MACDhist	RSIhist	pos-pos	75	38.1	16.9	57.3	0.9	1.6	0.9	20.7	-19.6
pair	SLmean	RSI	pos-neg	25	12.7	16.2	56.0	0.8	2.0	1.0	22.3	-15.9
pair	RSI	SLmean	pos-neg	25	12.7	16.2	56.0	0.8	2.0	1.0	22.3	-15.9
pair	LWTI	SLmean	pos-pos	81	41.1	16.0	56.8	0.8	1.6	0.8	20.1	-20.5
pair	SLmean	LWTI	pos-pos	81	41.1	16.0	56.8	0.8	1.6	0.8	20.1	-20.5
pair	MACDhist	LWTI	pos-pos	87	44.2	15.4	57.5	0.8	1.4	0.5	21.1	-28.9
pair	LWTI	MACDhist	pos-pos	87	44.2	15.4	57.5	0.8	1.4	0.5	21.1	-28.9
pair	MACDhist	RSmean	pos-pos	88	44.7	15.0	56.8	0.8	1.4	0.6	21.7	-26.7
pair	RSmean	MACDhist	pos-pos	88	44.7	15.0	56.8	0.8	1.4	0.6	21.7	-26.7
pair	RSIhist	SLmean	pos-pos	95	48.2	14.7	56.8	0.8	1.5	0.6	20.9	-25.9
pair	SLmean	RSIhist	pos-pos	95	48.2	14.7	56.8	0.8	1.5	0.6	20.9	-25.9
pair	RSIhist	LWTI	pos-pos	82	41.6	14.6	56.1	0.8	1.5	0.7	20.1	-19.8
pair	LWTI	RSIhist	pos-pos	82	41.6	14.6	56.1	0.8	1.5	0.7	20.1	-19.8
pair	MRmean	SLmean	pos-pos	96	48.7	14.1	54.2	0.7	1.5	0.4	21.1	-32.5
pair	SLmean	MRmean	pos-pos	96	48.7	14.1	54.2	0.7	1.5	0.4	21.1	-32.5
pair	RSIhist	MRmean	pos-pos	92	46.7	13.7	54.3	0.7	1.4	0.5	21.0	-26.8
pair	MRmean	RSIhist	pos-pos	92	46.7	13.7	54.3	0.7	1.4	0.5	21.0	-26.8
single	RSIhist	RSIhist	pos-pos	102	51.8	13.5	55.9	0.7	1.4	0.4	20.9	-34.4
single	SLmean	SLmean	pos-pos	107	54.3	12.4	54.2	0.7	1.4	0.4	20.5	-30.4
pair	LWTI	MRmean	pos-pos	87	44.2	12.2	54.0	0.7	1.2	0.5	21.3	-24.9
pair	MRmean	LWTI	pos-pos	87	44.2	12.2	54.0	0.7	1.2	0.5	21.3	-24.9
pair	MRmean	RSIhist	neg-pos	10	5.1	11.7	70.0	0.6	1.3	0.9	20.4	-13.1
pair	RSIhist	MRmean	neg-pos	10	5.1	11.7	70.0	0.6	1.3	0.9	20.4	-13.1
pair	SLmean	RSI	pos-pos	82	41.6	11.2	53.7	0.6	1.2	0.4	20.0	-31.0
pair	RSI	SLmean	pos-pos	82	41.6	11.2	53.7	0.6	1.2	0.4	20.0	-31.0
pair	RSI	MACDhist	pos-pos	81	41.1	11.0	55.6	0.6	1.0	0.3	20.5	-33.1
pair	MACDhist	RSI	pos-pos	81	41.1	11.0	55.6	0.6	1.0	0.3	20.5	-33.1
single	MRmean	MRmean	pos-pos	103	52.3	10.8	51.5	0.6	1.2	0.3	21.9	-36.3
pair	RSIhist	RSI	pos-pos	82	41.6	10.7	53.7	0.6	1.2	0.4	20.0	-25.6
pair	SLmean	RSmean	pos-pos	102	51.8	10.7	53.9	0.6	1.2	0.4	20.2	-29.9
pair	RSmean	SLmean	pos-pos	102	51.8	10.7	53.9	0.6	1.2	0.4	20.2	-29.9
pair	RSI	RSIhist	pos-pos	82	41.6	10.7	53.7	0.6	1.2	0.4	20.0	-25.6
pair	RSI	MRmean	neg-pos	25	12.7	10.6	52.0	0.5	0.9	0.4	26.8	-28.6
pair	MRmean	RSI	neg-pos	25	12.7	10.6	52.0	0.5	0.9	0.4	26.8	-28.6
pair	RSmean	RSIhist	pos-pos	94	47.7	10.5	55.3	0.6	1.1	0.3	20.6	-37.9
pair	RSIhist	RSmean	pos-pos	94	47.7	10.5	55.3	0.6	1.1	0.3	20.6	-37.9
pair	LWTI	RSI	pos-pos	105	53.3	10.2	53.3	0.6	1.0	0.3	22.0	-38.4
pair	RSI	LWTI	pos-pos	105	53.3	10.2	53.3	0.6	1.0	0.3	22.0	-38.4
single	MACD	MACD	neg-neg	98	49.7	9.8	52.0	0.5	0.8	0.2	32.6	-44.3
pair	RSIhist	LWTI	pos-neg	20	10.2	9.2	55.0	0.5	1.2	0.4	24.3	-22.1
pair	LWTI	RSIhist	pos-neg	20	10.2	9.2	55.0	0.5	1.2	0.4	24.3	-22.1
pair	MRmean	RSmean	pos-pos	98	49.7	9.0	51.0	0.5	1.0	0.2	21.7	-37.8
pair	RSmean	MRmean	pos-pos	98	49.7	9.0	51.0	0.5	1.0	0.2	21.7	-37.8
single	LWTI	LWTI	pos-pos	130	66.0	8.4	53.8	0.5	0.7	0.2	25.3	-47.6
pair	MACD	MACDhist	pos-pos	73	37.1	8.1	56.2	0.5	0.8	0.2	20.4	-47.1
pair	MACDhist	MACD	pos-pos	73	37.1	8.1	56.2	0.5	0.8	0.2	20.4	-47.1
pair	MACD	SLmean	pos-pos	66	33.5	8.0	56.1	0.5	0.8	0.2	18.9	-41.9
pair	SLmean	MACD	pos-pos	66	33.5	8.0	56.1	0.5	0.8	0.2	18.9	-41.9
pair	MACD	MRmean	pos-pos	70	35.5	7.1	52.9	0.4	0.8	0.2	19.9	-44.8
pair	MRmean	MACD	pos-pos	70	35.5	7.1	52.9	0.4	0.8	0.2	19.9	-44.8
pair	LWTI	RSI	neg-neg	60	30.5	7.0	51.7	0.4	0.7	0.2	32.5	-41.7
pair	RSI	LWTI	neg-neg	60	30.5	7.0	51.7	0.4	0.7	0.2	32.5	-41.7
single	RSI	RSI	pos-pos	112	56.9	6.9	50.9	0.4	0.8	0.1	21.9	-50.1
pair	MACDhist	SLmean	neg-pos	16	8.1	6.3	50.0	0.4	0.7	0.3	26.2	-21.6
pair	SLmean	MACDhist	neg-pos	16	8.1	6.3	50.0	0.4	0.7	0.3	26.2	-21.6
pair	benchmark___benchmark_		benchmark-benchmark	197	100.0	6.2	51.8	0.3	0.6	0.1	27.5	-63.5
pair		benchmark___benchmark_	benchmark-benchmark	197	100.0	6.2	51.8	0.3	0.6	0.1	27.5	-63.5
pair	MRmean	RSI	pos-pos	87	44.2	5.9	50.6	0.4	0.7	0.2	20.5	-34.2
pair	RSI	MRmean	pos-pos	87	44.2	5.9	50.6	0.4	0.7	0.2	20.5	-34.2
pair	MACD	RSIhist	pos-pos	62	31.5	5.6	54.8	0.4	0.6	0.1	18.9	-37.6
pair	RSIhist	MACD	pos-pos	62	31.5	5.6	54.8	0.4	0.6	0.1	18.9	-37.6
pair	MACD	RSI	neg-neg	70	35.5	5.3	51.4	0.3	0.6	0.1	34.6	-43.9
pair	RSI	MACD	neg-neg	70	35.5	5.3	51.4	0.3	0.6	0.1	34.6	-43.9
single	RSI	RSI	neg-neg	85	43.1	5.2	52.9	0.3	0.6	0.1	33.6	-43.3
pair	RSmean	LWTI	pos-pos	115	58.4	5.2	53.0	0.3	0.5	0.1	24.4	-42.9
pair	LWTI	RSmean	pos-pos	115	58.4	5.2	53.0	0.3	0.5	0.1	24.4	-42.9
pair	MRmean	MACD	neg-neg	65	33.0	5.2	53.8	0.3	0.6	0.1	35.7	-41.9
pair	MACD	MRmean	neg-neg	65	33.0	5.2	53.8	0.3	0.6	0.1	35.7	-41.9
pair	RSI	MACD	pos-neg	15	7.6	4.7	60.0	0.3	0.5	0.2	29.3	-18.6
pair	MACD	RSI	pos-neg	15	7.6	4.7	60.0	0.3	0.5	0.2	29.3	-18.6
pair	MACDhist	RSIhist	neg-pos	27	13.7	4.5	51.9	0.3	0.9	0.1	21.6	-30.3
pair	RSIhist	MACDhist	neg-pos	27	13.7	4.5	51.9	0.3	0.9	0.1	21.6	-30.3
pair	LWTI	MACD	pos-pos	90	45.7	4.3	52.2	0.3	0.5	0.1	21.7	-54.6
pair	MACD	LWTI	pos-pos	90	45.7	4.3	52.2	0.3	0.5	0.1	21.7	-54.6
pair	MACD	LWTI	neg-neg	58	29.4	4.2	48.3	0.3	0.5	0.1	33.0	-47.2
pair	LWTI	MACD	neg-neg	58	29.4	4.2	48.3	0.3	0.5	0.1	33.0	-47.2
pair	MRmean	MACDhist	neg-pos	11	5.6	3.7	63.6	0.3	0.4	0.2	26.6	-18.2
pair	MACDhist	MRmean	neg-pos	11	5.6	3.7	63.6	0.3	0.4	0.2	26.6	-18.2
pair	RSmean	RSI	pos-pos	98	49.7	3.7	49.0	0.3	0.5	0.1	21.2	-49.2
pair	LWTI	MRmean	pos-neg	16	8.1	3.7	37.5	0.3	0.8	0.2	25.5	-22.4
pair	MRmean	LWTI	pos-neg	16	8.1	3.7	37.5	0.3	0.8	0.2	25.5	-22.4
pair	RSI	RSmean	pos-pos	98	49.7	3.7	49.0	0.3	0.5	0.1	21.2	-49.2
pair	SLmean	MACD	neg-neg	57	28.9	3.2	52.6	0.3	0.5	0.1	38.2	-46.7
pair	MACD	SLmean	neg-neg	57	28.9	3.2	52.6	0.3	0.5	0.1	38.2	-46.7
single	MACD	MACD	pos-pos	99	50.3	2.7	51.5	0.2	0.4	0.1	21.4	-58.1
pair	RSI	MACD	pos-pos	84	42.6	2.4	50.0	0.2	0.4	0.0	19.9	-58.2
pair	MACD	RSI	pos-pos	84	42.6	2.4	50.0	0.2	0.4	0.0	19.9	-58.2
pair	SLmean	LWTI	neg-neg	41	20.8	2.1	48.8	0.2	0.4	0.1	36.6	-39.2
pair	LWTI	SLmean	neg-neg	41	20.8	2.1	48.8	0.2	0.4	0.1	36.6	-39.2
pair	MACD	RSmean	pos-pos	95	48.2	2.0	50.5	0.2	0.3	0.0	21.6	-58.5
pair	RSmean	MACD	pos-pos	95	48.2	2.0	50.5	0.2	0.3	0.0	21.6	-58.5
single	LWTI	LWTI	neg-neg	67	34.0	2.0	47.8	0.2	0.4	0.0	31.5	-49.9
pair	SLmean	LWTI	pos-neg	26	13.2	1.9	46.2	0.2	0.5	0.1	21.6	-23.1
pair	LWTI	SLmean	pos-neg	26	13.2	1.9	46.2	0.2	0.5	0.1	21.6	-23.1
pair	SLmean	MRmean	neg-neg	83	42.1	1.7	51.8	0.2	0.4	0.0	34.4	-57.4
pair	MRmean	SLmean	neg-neg	83	42.1	1.7	51.8	0.2	0.4	0.0	34.4	-57.4
single	RSmean	RSmean	pos-pos	177	89.8	1.7	49.7	0.2	0.3	0.0	27.2	-71.8
pair	LWTI	MRmean	neg-neg	51	25.9	1.5	51.0	0.2	0.3	0.0	33.3	-42.3
pair	MRmean	LWTI	neg-neg	51	25.9	1.5	51.0	0.2	0.3	0.0	33.3	-42.3
pair	RSmean	MACD	pos-neg	82	41.6	1.4	48.8	0.2	0.3	0.0	32.6	-44.9
pair	MACD	RSmean	pos-neg	82	41.6	1.4	48.8	0.2	0.3	0.0	32.6	-44.9
single	MRmean	MRmean	neg-neg	94	47.7	1.3	52.1	0.2	0.3	0.0	32.7	-58.1
pair	RSI	LWTI	neg-pos	25	12.7	1.1	56.0	0.2	0.3	0.0	36.7	-25.4
pair	LWTI	MRmean	neg-pos	43	21.8	1.1	53.5	0.2	0.3	0.0	32.2	-41.0
pair	MRmean	LWTI	neg-pos	43	21.8	1.1	53.5	0.2	0.3	0.0	32.2	-41.0
pair	LWTI	RSI	neg-pos	25	12.7	1.1	56.0	0.2	0.3	0.0	36.7	-25.4
pair	MRmean	MACDhist	neg-neg	83	42.1	1.0	50.6	0.2	0.3	0.0	33.5	-55.7
pair	MACDhist	MRmean	neg-neg	83	42.1	1.0	50.6	0.2	0.3	0.0	33.5	-55.7
pair	SLmean	RSI	neg-neg	60	30.5	1.0	51.7	0.2	0.4	0.0	37.4	-46.0
pair	RSI	SLmean	neg-neg	60	30.5	1.0	51.7	0.2	0.4	0.0	37.4	-46.0
pair	RSIhist	MRmean	neg-neg	84	42.6	0.1	50.0	0.2	0.3	0.0	33.9	-57.2
pair	MRmean	RSIhist	neg-neg	84	42.6	0.1	50.0	0.2	0.3	0.0	33.9	-57.2
pair	MACDhist	MACD	neg-neg	79	40.1	-0.2	49.4	0.2	0.3	-0.0	33.8	-57.5
pair	MACD	MACDhist	neg-neg	79	40.1	-0.2	49.4	0.2	0.3	-0.0	33.8	-57.5
pair	RSIhist	RSI	neg-neg	65	33.0	-0.3	49.2	0.2	0.3	-0.0	36.0	-50.4
pair	RSI	RSIhist	neg-neg	65	33.0	-0.3	49.2	0.2	0.3	-0.0	36.0	-50.4
pair	SLmean	RSIhist	neg-neg	83	42.1	-0.6	49.4	0.1	0.3	-0.0	35.0	-60.3
pair	RSIhist	SLmean	neg-neg	83	42.1	-0.6	49.4	0.1	0.3	-0.0	35.0	-60.3
pair	RSmean	RSI	pos-neg	79	40.1	-0.7	50.6	0.1	0.2	-0.0	33.3	-57.5
pair	RSI	RSmean	pos-neg	79	40.1	-0.7	50.6	0.1	0.2	-0.0	33.3	-57.5
single	SLmean	SLmean	neg-neg	90	45.7	-0.7	48.9	0.1	0.3	-0.0	34.1	-65.9
pair	MACD	RSIhist	neg-neg	58	29.4	-0.7	48.3	0.2	0.3	-0.0	37.6	-48.7
pair	RSIhist	MACD	neg-neg	58	29.4	-0.7	48.3	0.2	0.3	-0.0	37.6	-48.7
pair	RSIhist	LWTI	neg-neg	47	23.9	-0.9	44.7	0.1	0.2	-0.0	34.3	-43.3
pair	LWTI	RSIhist	neg-neg	47	23.9	-0.9	44.7	0.1	0.2	-0.0	34.3	-43.3
single	RSIhist	RSIhist	neg-neg	95	48.2	-1.1	47.4	0.1	0.2	-0.0	33.2	-67.6
pair	SLmean	RSIhist	neg-pos	7	3.6	-1.3	42.9	0.0	0.1	-0.1	21.8	-16.1
pair	RSIhist	SLmean	neg-pos	7	3.6	-1.3	42.9	0.0	0.1	-0.1	21.8	-16.1
pair	LWTI	RSIhist	neg-pos	48	24.4	-1.4	50.0	0.1	0.2	-0.0	32.5	-53.0
pair	RSIhist	LWTI	neg-pos	48	24.4	-1.4	50.0	0.1	0.2	-0.0	32.5	-53.0
pair	MACD	RSIhist	pos-neg	37	18.8	-1.8	45.9	0.1	0.1	-0.0	25.4	-44.2
pair	SLmean	MRmean	neg-pos	11	5.6	-1.8	54.5	-0.1	-0.1	-0.1	13.8	-13.3
pair	MRmean	SLmean	neg-pos	11	5.6	-1.8	54.5	-0.1	-0.1	-0.1	13.8	-13.3
pair	RSIhist	MACD	pos-neg	37	18.8	-1.8	45.9	0.1	0.1	-0.0	25.4	-44.2
pair	MRmean	RSI	neg-neg	69	35.0	-1.9	52.2	0.1	0.2	-0.0	34.7	-43.9
pair	LWTI	MACDhist	neg-neg	62	31.5	-1.9	46.8	0.1	0.2	-0.0	31.4	-54.7
pair	MACDhist	LWTI	neg-neg	62	31.5	-1.9	46.8	0.1	0.2	-0.0	31.4	-54.7
pair	RSI	MRmean	neg-neg	69	35.0	-1.9	52.2	0.1	0.2	-0.0	34.7	-43.9
pair	SLmean	MACDhist	neg-neg	74	37.6	-2.2	48.6	0.1	0.2	-0.0	35.7	-63.8
pair	MACDhist	SLmean	neg-neg	74	37.6	-2.2	48.6	0.1	0.2	-0.0	35.7	-63.8
pair	RSI	RSIhist	pos-neg	30	15.2	-2.9	43.3	0.0	0.0	-0.1	26.7	-41.3
pair	RSIhist	RSI	pos-neg	30	15.2	-2.9	43.3	0.0	0.0	-0.1	26.7	-41.3
pair	RSI	MACDhist	neg-neg	74	37.6	-2.9	50.0	0.1	0.1	-0.1	34.0	-53.2
pair	MACDhist	RSI	neg-neg	74	37.6	-2.9	50.0	0.1	0.1	-0.1	34.0	-53.2
pair	SLmean	LWTI	neg-pos	49	24.9	-3.0	49.0	0.1	0.1	-0.1	32.2	-55.6
pair	LWTI	SLmean	neg-pos	49	24.9	-3.0	49.0	0.1	0.1	-0.1	32.2	-55.6
single	MACDhist	MACDhist	neg-neg	105	53.3	-3.0	46.7	0.1	0.1	-0.0	31.6	-72.1
pair	RSI	MACDhist	pos-neg	31	15.7	-3.1	38.7	-0.0	-0.0	-0.1	25.4	-45.1
pair	MACDhist	RSI	pos-neg	31	15.7	-3.1	38.7	-0.0	-0.0	-0.1	25.4	-45.1
pair	RSI	SLmean	neg-pos	30	15.2	-4.0	43.3	-0.0	-0.0	-0.1	26.7	-42.3
pair	SLmean	RSI	neg-pos	30	15.2	-4.0	43.3	-0.0	-0.0	-0.1	26.7	-42.3
pair	LWTI	RSmean	pos-neg	62	31.5	-4.4	43.5	0.0	0.0	-0.1	31.9	-63.2
pair	RSmean	LWTI	pos-neg	62	31.5	-4.4	43.5	0.0	0.0	-0.1	31.9	-63.2
pair	RSIhist	SLmean	pos-neg	12	6.1	-4.5	33.3	-0.2	-0.7	-0.2	16.4	-21.3
pair	SLmean	RSIhist	pos-neg	12	6.1	-4.5	33.3	-0.2	-0.7	-0.2	16.4	-21.3
pair	LWTI	MACDhist	neg-pos	43	21.8	-4.5	46.5	0.0	0.0	-0.1	32.3	-54.9
pair	MACDhist	LWTI	neg-pos	43	21.8	-4.5	46.5	0.0	0.0	-0.1	32.3	-54.9
pair	SLmean	MACDhist	pos-neg	31	15.7	-4.9	41.9	-0.2	-0.5	-0.1	19.0	-35.5
pair	MACDhist	SLmean	pos-neg	31	15.7	-4.9	41.9	-0.2	-0.5	-0.1	19.0	-35.5
pair	RSIhist	MACDhist	neg-neg	78	39.6	-5.5	44.9	0.0	0.0	-0.1	34.5	-66.8
pair	MACDhist	RSIhist	neg-neg	78	39.6	-5.5	44.9	0.0	0.0	-0.1	34.5	-66.8
pair	MRmean	RSmean	neg-pos	79	40.1	-6.7	48.1	-0.1	-0.1	-0.1	32.7	-63.8
pair	RSmean	MRmean	neg-pos	79	40.1	-6.7	48.1	-0.1	-0.1	-0.1	32.7	-63.8
pair	MACD	MRmean	neg-pos	29	14.7	-7.0	48.3	-0.2	-0.2	-0.2	24.9	-36.6
pair	MRmean	MACD	neg-pos	29	14.7	-7.0	48.3	-0.2	-0.2	-0.2	24.9	-36.6
pair	SLmean	MACD	neg-pos	33	16.8	-7.1	42.4	-0.2	-0.3	-0.2	25.8	-40.9
pair	MACD	SLmean	neg-pos	33	16.8	-7.1	42.4	-0.2	-0.3	-0.2	25.8	-40.9
pair	RSmean	RSIhist	pos-neg	83	42.1	-7.4	43.4	-0.1	-0.1	-0.1	33.0	-69.7
pair	RSIhist	RSmean	pos-neg	83	42.1	-7.4	43.4	-0.1	-0.1	-0.1	33.0	-69.7
pair	SLmean	RSmean	neg-pos	75	38.1	-9.3	44.0	-0.1	-0.2	-0.1	34.4	-66.8
pair	RSmean	SLmean	neg-pos	75	38.1	-9.3	44.0	-0.1	-0.2	-0.1	34.4	-66.8
pair	RSmean	MACDhist	pos-neg	89	45.2	-9.9	42.7	-0.2	-0.3	-0.1	31.5	-73.0
pair	MACDhist	RSmean	pos-neg	89	45.2	-9.9	42.7	-0.2	-0.3	-0.1	31.5	-73.0
pair	RSIhist	MRmean	pos-neg	11	5.6	-10.3	27.3	-0.2	-0.6	-0.4	28.6	-23.4
pair	MRmean	RSIhist	pos-neg	11	5.6	-10.3	27.3	-0.2	-0.6	-0.4	28.6	-23.4
pair	MACDhist	MACD	pos-neg	26	13.2	-10.9	38.5	-0.4	-0.6	-0.3	24.1	-33.3
pair	MACD	MACDhist	pos-neg	26	13.2	-10.9	38.5	-0.4	-0.6	-0.3	24.1	-33.3
pair	MACD	LWTI	pos-neg	9	4.6	-11.2	44.4	-0.5	-1.0	-1.1	19.3	-10.0
pair	LWTI	MACD	pos-neg	9	4.6	-11.2	44.4	-0.5	-1.0	-1.1	19.3	-10.0
pair	MRmean	MACDhist	pos-neg	22	11.2	-16.6	31.8	-0.7	-1.7	-0.4	23.1	-40.3
pair	MACDhist	MRmean	pos-neg	22	11.2	-16.6	31.8	-0.7	-1.7	-0.4	23.1	-40.3
pair	SLmean	MRmean	pos-neg	7	3.6	-25.5	14.3	-0.8	-1.7	-1.5	30.9	-16.6
pair	MRmean	SLmean	pos-neg	7	3.6	-25.5	14.3	-0.8	-1.7	-1.5	30.9	-16.6
pair	LWTI	RSI	pos-neg	7	3.6	-32.2	14.3	-2.2	-3.5	-1.7	16.6	-19.1
pair	RSI	LWTI	pos-neg	7	3.6	-32.2	14.3	-2.2	-3.5	-1.7	16.6	-19.1

All Contingency Tables for EPOL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 54% Sharpe 0.73 \| Sortino 1.53 \| Calmar 0.4 Vol 21% \| MDD -32.5% Months 96M (49%)	CAGR -25.5% \| Win 14% Sharpe -0.81 \| Sortino -1.67 \| Calmar -1.5 Vol 31% \| MDD -16.6% Months 7M (4%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -1.8% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 14% \| MDD -13.3% Months 11M (6%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.38 \| Calmar 0.0 Vol 34% \| MDD -57.4% Months 83M (42%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
SLmean only	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 51% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.2 Vol 22% \| MDD -37.8% Months 98M (50%)	CAGR 53.2% \| Win 60% Sharpe 1.82 \| Sortino 4.06 \| Calmar 9.0 Vol 25% \| MDD -5.9% Months 5M (2%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -6.7% \| Win 48% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 33% \| MDD -63.8% Months 79M (40%)	CAGR 56.2% \| Win 73% Sharpe 1.63 \| Sortino 4.05 \| Calmar 5.0 Vol 30% \| MDD -11.3% Months 15M (8%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
RSmean only	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.1% \| Win 53% Sharpe 0.44 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 70M (36%)	CAGR 19.3% \| Win 48% Sharpe 0.81 \| Sortino 1.99 \| Calmar 0.9 Vol 26% \| MDD -20.4% Months 33M (17%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -7.0% \| Win 48% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.2 Vol 25% \| MDD -36.6% Months 29M (15%)	CAGR 5.2% \| Win 54% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 36% \| MDD -41.9% Months 65M (33%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
MACD only	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 51% Sharpe 0.38 \| Sortino 0.71 \| Calmar 0.2 Vol 20% \| MDD -34.2% Months 87M (44%)	CAGR 42.2% \| Win 56% Sharpe 1.41 \| Sortino 4.58 \| Calmar 2.9 Vol 28% \| MDD -14.5% Months 16M (8%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 10.6% \| Win 52% Sharpe 0.50 \| Sortino 0.89 \| Calmar 0.4 Vol 27% \| MDD -28.6% Months 25M (13%)	CAGR -1.9% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.0 Vol 35% \| MDD -43.9% Months 69M (35%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
RSI only	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 57% Sharpe 0.96 \| Sortino 1.87 \| Calmar 1.0 Vol 21% \| MDD -19.5% Months 81M (41%)	CAGR -16.6% \| Win 32% Sharpe -0.67 \| Sortino -1.66 \| Calmar -0.4 Vol 23% \| MDD -40.3% Months 22M (11%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 3.7% \| Win 64% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.2 Vol 27% \| MDD -18.2% Months 11M (6%)	CAGR 1.0% \| Win 51% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -55.7% Months 83M (42%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 54% Sharpe 0.72 \| Sortino 1.45 \| Calmar 0.5 Vol 21% \| MDD -26.8% Months 92M (47%)	CAGR -10.3% \| Win 27% Sharpe -0.25 \| Sortino -0.58 \| Calmar -0.4 Vol 29% \| MDD -23.4% Months 11M (6%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 11.7% \| Win 70% Sharpe 0.64 \| Sortino 1.31 \| Calmar 0.9 Vol 20% \| MDD -13.1% Months 10M (5%)	CAGR 0.1% \| Win 50% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -57.2% Months 84M (43%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 54% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.5 Vol 21% \| MDD -24.9% Months 87M (44%)	CAGR 3.7% \| Win 38% Sharpe 0.26 \| Sortino 0.84 \| Calmar 0.2 Vol 26% \| MDD -22.4% Months 16M (8%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 1.1% \| Win 54% Sharpe 0.19 \| Sortino 0.31 \| Calmar 0.0 Vol 32% \| MDD -41.0% Months 43M (22%)	CAGR 1.5% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -42.3% Months 51M (26%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.7% \| Win 54% Sharpe 0.60 \| Sortino 1.21 \| Calmar 0.4 Vol 20% \| MDD -29.9% Months 102M (52%)	CAGR 53.2% \| Win 60% Sharpe 1.82 \| Sortino 4.06 \| Calmar 9.0 Vol 25% \| MDD -5.9% Months 5M (2%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR -9.3% \| Win 44% Sharpe -0.11 \| Sortino -0.19 \| Calmar -0.1 Vol 34% \| MDD -66.8% Months 75M (38%)	CAGR 56.2% \| Win 73% Sharpe 1.63 \| Sortino 4.05 \| Calmar 5.0 Vol 30% \| MDD -11.3% Months 15M (8%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
RSmean only	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 56% Sharpe 0.50 \| Sortino 0.83 \| Calmar 0.2 Vol 19% \| MDD -41.9% Months 66M (34%)	CAGR 19.7% \| Win 51% Sharpe 0.90 \| Sortino 2.62 \| Calmar 1.0 Vol 23% \| MDD -19.3% Months 41M (21%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR -7.1% \| Win 42% Sharpe -0.16 \| Sortino -0.26 \| Calmar -0.2 Vol 26% \| MDD -40.9% Months 33M (17%)	CAGR 3.2% \| Win 53% Sharpe 0.27 \| Sortino 0.48 \| Calmar 0.1 Vol 38% \| MDD -46.7% Months 57M (29%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
MACD only	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.2% \| Win 54% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 20% \| MDD -31.0% Months 82M (42%)	CAGR 16.2% \| Win 56% Sharpe 0.78 \| Sortino 1.99 \| Calmar 1.0 Vol 22% \| MDD -15.9% Months 25M (13%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR -4.0% \| Win 43% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 27% \| MDD -42.3% Months 30M (15%)	CAGR 1.0% \| Win 52% Sharpe 0.21 \| Sortino 0.37 \| Calmar 0.0 Vol 37% \| MDD -46.0% Months 60M (30%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
RSI only	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 20.3% \| Win 59% Sharpe 0.99 \| Sortino 1.80 \| Calmar 1.1 Vol 21% \| MDD -18.9% Months 76M (39%)	CAGR -4.9% \| Win 42% Sharpe -0.17 \| Sortino -0.47 \| Calmar -0.1 Vol 19% \| MDD -35.5% Months 31M (16%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR 6.3% \| Win 50% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.3 Vol 26% \| MDD -21.6% Months 16M (8%)	CAGR -2.2% \| Win 49% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.0 Vol 36% \| MDD -63.8% Months 74M (38%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.7% \| Win 57% Sharpe 0.76 \| Sortino 1.50 \| Calmar 0.6 Vol 21% \| MDD -25.9% Months 95M (48%)	CAGR -4.5% \| Win 33% Sharpe -0.20 \| Sortino -0.67 \| Calmar -0.2 Vol 16% \| MDD -21.3% Months 12M (6%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR -1.3% \| Win 43% Sharpe 0.03 \| Sortino 0.07 \| Calmar -0.1 Vol 22% \| MDD -16.1% Months 7M (4%)	CAGR -0.6% \| Win 49% Sharpe 0.15 \| Sortino 0.27 \| Calmar -0.0 Vol 35% \| MDD -60.3% Months 83M (42%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 57% Sharpe 0.84 \| Sortino 1.57 \| Calmar 0.8 Vol 20% \| MDD -20.5% Months 81M (41%)	CAGR 1.9% \| Win 46% Sharpe 0.19 \| Sortino 0.49 \| Calmar 0.1 Vol 22% \| MDD -23.1% Months 26M (13%)	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)
SLmean neg	CAGR -3.0% \| Win 49% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.1 Vol 32% \| MDD -55.6% Months 49M (25%)	CAGR 2.1% \| Win 49% Sharpe 0.23 \| Sortino 0.41 \| Calmar 0.1 Vol 37% \| MDD -39.2% Months 41M (21%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 22% \| MDD -58.5% Months 95M (48%)	CAGR 1.4% \| Win 49% Sharpe 0.20 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -44.9% Months 82M (42%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)
RSmean neg	CAGR 21.8% \| Win 75% Sharpe 1.12 \| Sortino 0.00 \| Calmar 3.7 Vol 19% \| MDD -5.9% Months 4M (2%)	CAGR 65.2% \| Win 69% Sharpe 1.81 \| Sortino 4.17 \| Calmar 5.8 Vol 31% \| MDD -11.3% Months 16M (8%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)
MACD only	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 49% Sharpe 0.28 \| Sortino 0.49 \| Calmar 0.1 Vol 21% \| MDD -49.2% Months 98M (50%)	CAGR -0.7% \| Win 51% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 33% \| MDD -57.5% Months 79M (40%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)
RSmean neg	CAGR 32.8% \| Win 64% Sharpe 1.19 \| Sortino 2.42 \| Calmar 2.9 Vol 27% \| MDD -11.3% Months 14M (7%)	CAGR 124.6% \| Win 83% Sharpe 2.77 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 6M (3%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)
RSI only	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 15.0% \| Win 57% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.6 Vol 22% \| MDD -26.7% Months 88M (45%)	CAGR -9.9% \| Win 43% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.1 Vol 32% \| MDD -73.0% Months 89M (45%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)
RSmean neg	CAGR 96.6% \| Win 75% Sharpe 3.81 \| Sortino 0.00 \| Calmar 73.3 Vol 19% \| MDD -1.3% Months 4M (2%)	CAGR 46.6% \| Win 69% Sharpe 1.40 \| Sortino 4.06 \| Calmar 4.1 Vol 31% \| MDD -11.3% Months 16M (8%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 55% Sharpe 0.59 \| Sortino 1.14 \| Calmar 0.3 Vol 21% \| MDD -37.9% Months 94M (48%)	CAGR -7.4% \| Win 43% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.1 Vol 33% \| MDD -69.7% Months 83M (42%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)
RSmean neg	CAGR 54.9% \| Win 62% Sharpe 2.04 \| Sortino 5.79 \| Calmar 9.3 Vol 23% \| MDD -5.9% Months 8M (4%)	CAGR 55.8% \| Win 75% Sharpe 1.52 \| Sortino 4.45 \| Calmar 4.9 Vol 33% \| MDD -11.3% Months 12M (6%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 53% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -42.9% Months 115M (58%)	CAGR -4.4% \| Win 44% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 32% \| MDD -63.2% Months 62M (32%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)
RSmean neg	CAGR 36.9% \| Win 60% Sharpe 1.15 \| Sortino 3.04 \| Calmar 3.3 Vol 32% \| MDD -11.3% Months 15M (8%)	CAGR 127.7% \| Win 100% Sharpe 6.63 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 5M (2%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.4% \| Win 50% Sharpe 0.22 \| Sortino 0.36 \| Calmar 0.0 Vol 20% \| MDD -58.2% Months 84M (43%)	CAGR 4.7% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.3 Vol 29% \| MDD -18.6% Months 15M (8%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)
MACD neg	CAGR 21.8% \| Win 54% Sharpe 0.86 \| Sortino 1.85 \| Calmar 0.9 Vol 27% \| MDD -23.9% Months 28M (14%)	CAGR 5.3% \| Win 51% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -43.9% Months 70M (36%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)
RSI only	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.1% \| Win 56% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.2 Vol 20% \| MDD -47.1% Months 73M (37%)	CAGR -10.9% \| Win 38% Sharpe -0.36 \| Sortino -0.60 \| Calmar -0.3 Vol 24% \| MDD -33.3% Months 26M (13%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)
MACD neg	CAGR 63.5% \| Win 63% Sharpe 2.17 \| Sortino 6.27 \| Calmar 8.1 Vol 24% \| MDD -7.8% Months 19M (10%)	CAGR -0.2% \| Win 49% Sharpe 0.16 \| Sortino 0.28 \| Calmar -0.0 Vol 34% \| MDD -57.5% Months 79M (40%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.6% \| Win 55% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -37.6% Months 62M (32%)	CAGR -1.8% \| Win 46% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 25% \| MDD -44.2% Months 37M (19%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)
MACD neg	CAGR 27.0% \| Win 57% Sharpe 1.14 \| Sortino 3.07 \| Calmar 1.1 Vol 24% \| MDD -24.0% Months 40M (20%)	CAGR -0.7% \| Win 48% Sharpe 0.17 \| Sortino 0.29 \| Calmar -0.0 Vol 38% \| MDD -48.7% Months 58M (29%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.3% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -54.6% Months 90M (46%)	CAGR -11.2% \| Win 44% Sharpe -0.53 \| Sortino -0.97 \| Calmar -1.1 Vol 19% \| MDD -10.0% Months 9M (5%)	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)
MACD neg	CAGR 18.4% \| Win 57% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.4 Vol 32% \| MDD -42.4% Months 40M (20%)	CAGR 4.2% \| Win 48% Sharpe 0.29 \| Sortino 0.52 \| Calmar 0.1 Vol 33% \| MDD -47.2% Months 58M (29%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.0% \| Win 56% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.3 Vol 20% \| MDD -33.1% Months 81M (41%)	CAGR -3.1% \| Win 39% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -45.1% Months 31M (16%)	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)
RSI neg	CAGR 81.0% \| Win 73% Sharpe 2.39 \| Sortino 5.86 \| Calmar 10.4 Vol 27% \| MDD -7.8% Months 11M (6%)	CAGR -2.9% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.1 Vol 34% \| MDD -53.2% Months 74M (38%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.7% \| Win 54% Sharpe 0.61 \| Sortino 1.18 \| Calmar 0.4 Vol 20% \| MDD -25.6% Months 82M (42%)	CAGR -2.9% \| Win 43% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 27% \| MDD -41.3% Months 30M (15%)	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)
RSI neg	CAGR 25.5% \| Win 65% Sharpe 1.05 \| Sortino 2.73 \| Calmar 1.2 Vol 24% \| MDD -20.9% Months 20M (10%)	CAGR -0.3% \| Win 49% Sharpe 0.17 \| Sortino 0.29 \| Calmar -0.0 Vol 36% \| MDD -50.4% Months 65M (33%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.2% \| Win 53% Sharpe 0.55 \| Sortino 0.99 \| Calmar 0.3 Vol 22% \| MDD -38.4% Months 105M (53%)	CAGR -32.2% \| Win 14% Sharpe -2.24 \| Sortino -3.48 \| Calmar -1.7 Vol 17% \| MDD -19.1% Months 7M (4%)	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)
RSI neg	CAGR 1.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -25.4% Months 25M (13%)	CAGR 7.0% \| Win 52% Sharpe 0.37 \| Sortino 0.65 \| Calmar 0.2 Vol 32% \| MDD -41.7% Months 60M (30%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 16.9% \| Win 57% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.9 Vol 21% \| MDD -19.6% Months 75M (38%)	CAGR 21.3% \| Win 59% Sharpe 0.86 \| Sortino 1.50 \| Calmar 0.9 Vol 27% \| MDD -23.6% Months 17M (9%)	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)
MACDhist neg	CAGR 4.5% \| Win 52% Sharpe 0.31 \| Sortino 0.93 \| Calmar 0.1 Vol 22% \| MDD -30.3% Months 27M (14%)	CAGR -5.5% \| Win 45% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 34% \| MDD -66.8% Months 78M (40%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)
RSIhist only	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.4% \| Win 57% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.5 Vol 21% \| MDD -28.9% Months 87M (44%)	CAGR 66.6% \| Win 60% Sharpe 1.76 \| Sortino 3.84 \| Calmar 36.3 Vol 32% \| MDD -1.8% Months 5M (2%)	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)
MACDhist neg	CAGR -4.5% \| Win 46% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 32% \| MDD -54.9% Months 43M (22%)	CAGR -1.9% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -54.7% Months 62M (32%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 14.6% \| Win 56% Sharpe 0.78 \| Sortino 1.49 \| Calmar 0.7 Vol 20% \| MDD -19.8% Months 82M (42%)	CAGR 9.2% \| Win 55% Sharpe 0.48 \| Sortino 1.24 \| Calmar 0.4 Vol 24% \| MDD -22.1% Months 20M (10%)	CAGR 13.5% \| Win 56% Sharpe 0.71 \| Sortino 1.43 \| Calmar 0.4 Vol 21% \| MDD -34.4% Months 102M (52%)
RSIhist neg	CAGR -1.4% \| Win 50% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.0 Vol 32% \| MDD -53.0% Months 48M (24%)	CAGR -0.9% \| Win 45% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 34% \| MDD -43.3% Months 47M (24%)	CAGR -1.1% \| Win 47% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -67.6% Months 95M (48%)
LWTI only	CAGR 8.4% \| Win 54% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 25% \| MDD -47.6% Months 130M (66%)	CAGR 2.0% \| Win 48% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.0 Vol 32% \| MDD -49.9% Months 67M (34%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 54% Sharpe 0.73 \| Sortino 1.53 \| Calmar 0.4 Vol 21% \| MDD -32.5% Months 96M (49%)	CAGR -25.5% \| Win 14% Sharpe -0.81 \| Sortino -1.67 \| Calmar -1.5 Vol 31% \| MDD -16.6% Months 7M (4%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -1.8% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 14% \| MDD -13.3% Months 11M (6%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.38 \| Calmar 0.0 Vol 34% \| MDD -57.4% Months 83M (42%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
SLmean only	CAGR 12.4% \| Win 54% Sharpe 0.67 \| Sortino 1.37 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 107M (54%)	CAGR -0.7% \| Win 49% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 90M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 51% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.2 Vol 22% \| MDD -37.8% Months 98M (50%)	CAGR 53.2% \| Win 60% Sharpe 1.82 \| Sortino 4.06 \| Calmar 9.0 Vol 25% \| MDD -5.9% Months 5M (2%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -6.7% \| Win 48% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 33% \| MDD -63.8% Months 79M (40%)	CAGR 56.2% \| Win 73% Sharpe 1.63 \| Sortino 4.05 \| Calmar 5.0 Vol 30% \| MDD -11.3% Months 15M (8%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
RSmean only	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -71.8% Months 177M (90%)	CAGR 55.4% \| Win 70% Sharpe 1.71 \| Sortino 4.08 \| Calmar 4.9 Vol 28% \| MDD -11.3% Months 20M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.1% \| Win 53% Sharpe 0.44 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 70M (36%)	CAGR 19.3% \| Win 48% Sharpe 0.81 \| Sortino 1.99 \| Calmar 0.9 Vol 26% \| MDD -20.4% Months 33M (17%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR -7.0% \| Win 48% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.2 Vol 25% \| MDD -36.6% Months 29M (15%)	CAGR 5.2% \| Win 54% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 36% \| MDD -41.9% Months 65M (33%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
MACD only	CAGR 2.7% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.0 Vol 21% \| MDD -58.1% Months 99M (50%)	CAGR 9.8% \| Win 52% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 33% \| MDD -44.3% Months 98M (50%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 51% Sharpe 0.38 \| Sortino 0.71 \| Calmar 0.2 Vol 20% \| MDD -34.2% Months 87M (44%)	CAGR 42.2% \| Win 56% Sharpe 1.41 \| Sortino 4.58 \| Calmar 2.9 Vol 28% \| MDD -14.5% Months 16M (8%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 10.6% \| Win 52% Sharpe 0.50 \| Sortino 0.89 \| Calmar 0.4 Vol 27% \| MDD -28.6% Months 25M (13%)	CAGR -1.9% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.0 Vol 35% \| MDD -43.9% Months 69M (35%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
RSI only	CAGR 6.9% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 22% \| MDD -50.1% Months 112M (57%)	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 34% \| MDD -43.3% Months 85M (43%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 57% Sharpe 0.96 \| Sortino 1.87 \| Calmar 1.0 Vol 21% \| MDD -19.5% Months 81M (41%)	CAGR -16.6% \| Win 32% Sharpe -0.67 \| Sortino -1.66 \| Calmar -0.4 Vol 23% \| MDD -40.3% Months 22M (11%)	CAGR 10.8% \| Win 52% Sharpe 0.58 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 103M (52%)
MRmean neg	CAGR 3.7% \| Win 64% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.2 Vol 27% \| MDD -18.2% Months 11M (6%)	CAGR 1.0% \| Win 51% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -55.7% Months 83M (42%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 33% \| MDD -58.1% Months 94M (48%)
MACDhist only	CAGR 17.7% \| Win 58% Sharpe 0.86 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 92M (47%)	CAGR -3.0% \| Win 47% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -72.1% Months 105M (53%)