EWA - iShares MSCI Australia ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

100.6%

Best CAGR

105

Total Months

10.0%

Avg CAGR

EWA 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 EWA

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	3	0.8	100.6	66.7	3.4	0.0	0.0	21.3	0.0
pair	LWTI	MACDhist	pos-neg	3	0.8	100.6	66.7	3.4	0.0	0.0	21.3	0.0
pair	RSI	RSIhist	neg-pos	15	4.1	78.2	93.3	3.5	0.0	32.5	17.3	-2.4
pair	RSIhist	RSI	neg-pos	15	4.1	78.2	93.3	3.5	0.0	32.5	17.3	-2.4
pair	SLmean	RSI	pos-neg	18	4.9	72.8	88.9	3.1	5.2	10.4	18.7	-7.0
pair	RSI	SLmean	pos-neg	18	4.9	72.8	88.9	3.1	5.2	10.4	18.7	-7.0
pair	MACDhist	RSI	neg-pos	5	1.4	66.8	80.0	2.4	0.0	14.2	23.1	-4.7
pair	RSI	MACDhist	neg-pos	5	1.4	66.8	80.0	2.4	0.0	14.2	23.1	-4.7
pair	RSI	MRmean	pos-neg	16	4.4	53.3	87.5	2.7	15.6	14.9	16.7	-3.6
pair	MRmean	RSI	pos-neg	16	4.4	53.3	87.5	2.7	15.6	14.9	16.7	-3.6
pair	MRmean	LWTI	pos-neg	27	7.4	39.7	74.1	1.9	3.6	4.7	18.5	-8.4
pair	LWTI	MRmean	pos-neg	27	7.4	39.7	74.1	1.9	3.6	4.7	18.5	-8.4
pair	LWTI	RSIhist	pos-neg	29	7.9	38.1	72.4	1.6	2.2	2.8	21.6	-13.8
pair	RSIhist	LWTI	pos-neg	29	7.9	38.1	72.4	1.6	2.2	2.8	21.6	-13.8
pair	MACD	MACDhist	neg-pos	17	4.6	36.7	70.6	2.0	7.1	11.4	16.4	-3.2
pair	MACDhist	MACD	neg-pos	17	4.6	36.7	70.6	2.0	7.1	11.4	16.4	-3.2
pair	SLmean	LWTI	pos-neg	33	9.0	35.6	69.7	1.5	2.3	2.1	21.9	-16.9
pair	LWTI	SLmean	pos-neg	33	9.0	35.6	69.7	1.5	2.3	2.1	21.9	-16.9
pair	RSI	LWTI	neg-pos	54	14.7	34.7	68.5	1.4	1.8	1.5	23.6	-22.8
pair	LWTI	RSI	neg-pos	54	14.7	34.7	68.5	1.4	1.8	1.5	23.6	-22.8
pair	MACD	RSIhist	neg-pos	41	11.2	31.5	70.7	1.5	1.9	1.4	20.3	-21.9
pair	RSIhist	MACD	neg-pos	41	11.2	31.5	70.7	1.5	1.9	1.4	20.3	-21.9
pair	MACD	RSmean	pos-neg	73	19.9	27.9	64.4	1.1	1.7	1.2	24.1	-23.1
pair	RSmean	MACD	pos-neg	73	19.9	27.9	64.4	1.1	1.7	1.2	24.1	-23.1
pair	MACD	RSI	neg-neg	59	16.1	27.6	66.1	1.1	1.5	1.4	24.8	-19.9
pair	RSI	MACD	neg-neg	59	16.1	27.6	66.1	1.1	1.5	1.4	24.8	-19.9
pair	RSmean	RSI	pos-neg	78	21.3	27.2	67.9	1.0	1.2	0.5	30.3	-51.8
pair	RSI	RSmean	pos-neg	78	21.3	27.2	67.9	1.0	1.2	0.5	30.3	-51.8
pair	MACD	LWTI	neg-neg	44	12.0	25.2	61.4	0.9	1.4	1.3	27.8	-19.9
pair	LWTI	MACD	neg-neg	44	12.0	25.2	61.4	0.9	1.4	1.3	27.8	-19.9
pair	MACDhist	MRmean	neg-pos	13	3.5	23.9	76.9	1.3	1.8	2.1	17.9	-11.2
pair	MRmean	MACDhist	neg-pos	13	3.5	23.9	76.9	1.3	1.8	2.1	17.9	-11.2
pair	MRmean	MACD	pos-neg	45	12.3	23.8	66.7	1.3	2.0	1.2	18.0	-19.6
pair	MACD	MRmean	pos-neg	45	12.3	23.8	66.7	1.3	2.0	1.2	18.0	-19.6
pair	MACD	SLmean	pos-neg	48	13.1	22.6	64.6	1.1	1.4	1.0	21.6	-21.9
pair	SLmean	MACD	pos-neg	48	13.1	22.6	64.6	1.1	1.4	1.0	21.6	-21.9
single	RSI	RSI	neg-neg	95	25.9	21.4	65.3	0.8	1.0	0.4	28.2	-51.8
pair	MRmean	LWTI	neg-pos	77	21.0	21.3	66.2	1.0	1.2	0.9	23.1	-22.8
pair	LWTI	MRmean	neg-pos	77	21.0	21.3	66.2	1.0	1.2	0.9	23.1	-22.8
pair	MACDhist	RSI	neg-neg	90	24.5	19.2	64.4	0.8	0.9	0.4	28.5	-51.8
pair	RSI	MACDhist	neg-neg	90	24.5	19.2	64.4	0.8	0.9	0.4	28.5	-51.8
single	MACD	MACD	neg-neg	92	25.1	18.4	62.0	0.8	1.1	0.8	23.5	-24.6
pair	RSmean	MRmean	neg-pos	90	24.5	17.9	64.4	0.7	0.9	0.3	28.9	-51.8
pair	MRmean	RSmean	neg-pos	90	24.5	17.9	64.4	0.7	0.9	0.3	28.9	-51.8
pair	SLmean	LWTI	neg-pos	99	27.0	17.4	63.6	0.8	1.2	0.7	22.2	-25.5
pair	LWTI	SLmean	neg-pos	99	27.0	17.4	63.6	0.8	1.2	0.7	22.2	-25.5
pair	RSIhist	MACDhist	pos-neg	54	14.7	16.2	63.0	0.9	1.2	0.6	19.5	-27.1
pair	MACDhist	RSIhist	pos-neg	54	14.7	16.2	63.0	0.9	1.2	0.6	19.5	-27.1
pair	MRmean	RSI	neg-neg	79	21.5	15.7	60.8	0.7	0.8	0.3	29.9	-51.8
pair	RSI	MRmean	neg-neg	79	21.5	15.7	60.8	0.7	0.8	0.3	29.9	-51.8
pair	MACD	MACDhist	neg-neg	75	20.4	14.6	60.0	0.7	0.9	0.6	24.9	-24.6
pair	MACDhist	MACD	neg-neg	75	20.4	14.6	60.0	0.7	0.9	0.6	24.9	-24.6
pair	LWTI	RSIhist	neg-pos	139	37.9	14.3	60.4	0.7	1.1	0.6	21.6	-26.1
pair	RSIhist	LWTI	neg-pos	139	37.9	14.3	60.4	0.7	1.1	0.6	21.6	-26.1
pair	SLmean	MACD	neg-neg	44	12.0	14.1	59.1	0.6	0.9	0.7	25.6	-19.9
pair	MACD	SLmean	neg-neg	44	12.0	14.1	59.1	0.6	0.9	0.7	25.6	-19.9
pair	MRmean	SLmean	neg-neg	97	26.4	13.7	62.9	0.6	0.8	0.2	27.3	-54.7
pair	SLmean	MRmean	neg-neg	97	26.4	13.7	62.9	0.6	0.8	0.2	27.3	-54.7
pair	MACD	MRmean	neg-neg	47	12.8	13.5	57.4	0.6	0.8	0.5	28.0	-24.8
pair	MRmean	MACD	neg-neg	47	12.8	13.5	57.4	0.6	0.8	0.5	28.0	-24.8
pair	RSI	LWTI	pos-neg	19	5.2	13.4	57.9	0.7	0.9	1.0	21.3	-12.9
pair	LWTI	RSI	pos-neg	19	5.2	13.4	57.9	0.7	0.9	1.0	21.3	-12.9
pair	RSmean	SLmean	neg-pos	106	28.9	13.0	63.2	0.6	0.8	0.2	27.5	-53.5
pair	SLmean	RSmean	neg-pos	106	28.9	13.0	63.2	0.6	0.8	0.2	27.5	-53.5
pair	RSI	RSIhist	neg-neg	80	21.8	12.9	60.0	0.6	0.7	0.2	29.5	-51.8
pair	RSIhist	RSI	neg-neg	80	21.8	12.9	60.0	0.6	0.7	0.2	29.5	-51.8
pair	MACD	LWTI	neg-pos	48	13.1	12.5	62.5	0.7	0.9	0.6	18.9	-22.7
pair	LWTI	MACD	neg-pos	48	13.1	12.5	62.5	0.7	0.9	0.6	18.9	-22.7
pair	MRmean	RSmean	pos-neg	18	4.9	12.4	72.2	0.7	1.1	0.7	19.0	-17.5
pair	RSmean	MRmean	pos-neg	18	4.9	12.4	72.2	0.7	1.1	0.7	19.0	-17.5
pair	RSIhist	RSmean	pos-neg	145	39.5	12.1	60.0	0.6	0.8	0.2	25.6	-57.8
pair	RSmean	RSIhist	pos-neg	145	39.5	12.1	60.0	0.6	0.8	0.2	25.6	-57.8
pair	RSI	MACD	pos-neg	36	9.8	11.8	63.9	0.5	0.6	0.3	33.3	-42.6
pair	MACD	RSI	pos-neg	36	9.8	11.8	63.9	0.5	0.6	0.3	33.3	-42.6
pair	RSI	SLmean	neg-neg	77	21.0	11.7	59.7	0.5	0.7	0.2	29.6	-51.8
pair	SLmean	RSI	neg-neg	77	21.0	11.7	59.7	0.5	0.7	0.2	29.6	-51.8
pair	RSIhist	MRmean	neg-neg	104	28.3	11.7	60.6	0.6	0.7	0.2	27.0	-54.7
pair	MRmean	RSIhist	neg-neg	104	28.3	11.7	60.6	0.6	0.7	0.2	27.0	-54.7
pair	RSmean	LWTI	pos-neg	56	15.3	11.6	60.7	0.5	0.7	0.2	30.2	-49.6
pair	LWTI	RSmean	pos-neg	56	15.3	11.6	60.7	0.5	0.7	0.2	30.2	-49.6
pair	RSIhist	MACDhist	neg-pos	49	13.4	10.4	65.3	0.6	0.8	0.4	22.0	-23.6
pair	MACDhist	RSIhist	neg-pos	49	13.4	10.4	65.3	0.6	0.8	0.4	22.0	-23.6
pair	MACDhist	RSmean	pos-neg	130	35.4	10.3	58.5	0.5	0.7	0.2	26.6	-56.4
pair	RSmean	MACDhist	pos-neg	130	35.4	10.3	58.5	0.5	0.7	0.2	26.6	-56.4
single	MRmean	MRmean	neg-neg	110	30.0	10.1	60.9	0.5	0.6	0.2	27.7	-54.7
single	RSmean	RSmean	pos-pos	329	89.6	9.4	58.7	0.5	0.7	0.1	21.7	-61.5
pair	RSIhist	SLmean	neg-neg	120	32.7	9.2	60.0	0.5	0.6	0.2	26.4	-56.3
pair	SLmean	RSIhist	neg-neg	120	32.7	9.2	60.0	0.5	0.6	0.2	26.4	-56.3
pair	RSmean	LWTI	pos-pos	273	74.4	8.9	58.2	0.5	0.8	0.3	19.5	-33.4
pair	LWTI	RSmean	pos-pos	273	74.4	8.9	58.2	0.5	0.8	0.3	19.5	-33.4
pair	MACD	RSIhist	neg-neg	51	13.9	8.9	54.9	0.5	0.7	0.4	25.8	-24.1
pair	RSIhist	MACD	neg-neg	51	13.9	8.9	54.9	0.5	0.7	0.4	25.8	-24.1
pair	MACDhist	RSmean	pos-pos	199	54.2	8.8	58.8	0.6	0.8	0.2	17.7	-37.6
pair	RSmean	MACDhist	pos-pos	199	54.2	8.8	58.8	0.6	0.8	0.2	17.7	-37.6
pair	MACDhist	SLmean	neg-pos	35	9.5	8.8	65.7	0.5	0.7	0.3	21.0	-27.5
pair	SLmean	MACDhist	neg-pos	35	9.5	8.8	65.7	0.5	0.7	0.3	21.0	-27.5
single	SLmean	SLmean	neg-neg	126	34.3	8.7	60.3	0.5	0.6	0.1	26.0	-56.3
single	MACDhist	MACDhist	pos-pos	202	55.0	8.6	58.4	0.6	0.8	0.2	17.7	-37.6
pair	SLmean	MRmean	pos-pos	228	62.1	8.6	58.3	0.6	0.8	0.2	17.8	-35.2
pair	MRmean	SLmean	pos-pos	228	62.1	8.6	58.3	0.6	0.8	0.2	17.8	-35.2
pair	MACDhist	SLmean	neg-neg	91	24.8	8.6	58.2	0.4	0.6	0.2	27.8	-54.7
pair	SLmean	MACDhist	neg-neg	91	24.8	8.6	58.2	0.4	0.6	0.2	27.8	-54.7
pair	MACDhist	SLmean	pos-pos	167	45.5	8.5	56.9	0.6	0.9	0.3	17.0	-30.3
pair	SLmean	MACDhist	pos-pos	167	45.5	8.5	56.9	0.6	0.9	0.3	17.0	-30.3
single	RSIhist	RSIhist	neg-neg	170	46.3	8.5	58.2	0.5	0.6	0.1	24.6	-60.3
pair	MACD	RSIhist	pos-neg	119	32.4	8.4	59.7	0.5	0.6	0.2	24.2	-53.5
pair	MRmean	MACDhist	neg-neg	97	26.4	8.4	58.8	0.4	0.6	0.1	28.8	-54.7
pair	RSIhist	MACD	pos-neg	119	32.4	8.4	59.7	0.5	0.6	0.2	24.2	-53.5
pair	MACDhist	MRmean	neg-neg	97	26.4	8.4	58.8	0.4	0.6	0.1	28.8	-54.7
single	LWTI	LWTI	neg-neg	60	16.3	8.1	60.0	0.4	0.5	0.2	29.8	-49.6
pair	RSIhist	MRmean	pos-pos	191	52.0	7.8	58.6	0.5	0.8	0.3	17.4	-26.2
pair	MRmean	RSIhist	pos-pos	191	52.0	7.8	58.6	0.5	0.8	0.3	17.4	-26.2
pair	MACDhist	LWTI	neg-pos	108	29.4	7.8	58.3	0.5	0.7	0.2	22.6	-31.3
pair	LWTI	MACDhist	neg-pos	108	29.4	7.8	58.3	0.5	0.7	0.2	22.6	-31.3
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	7.7	58.6	0.5	0.6	0.1	21.5	-63.8
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	7.7	58.6	0.5	0.6	0.1	21.5	-63.8
pair	SLmean	RSmean	pos-pos	223	60.8	7.7	56.5	0.5	0.8	0.2	18.2	-37.6
pair	RSmean	SLmean	pos-pos	223	60.8	7.7	56.5	0.5	0.8	0.2	18.2	-37.6
pair	MACDhist	LWTI	pos-pos	199	54.2	7.6	58.3	0.5	0.7	0.2	17.6	-39.6
pair	MACDhist	MRmean	pos-pos	189	51.5	7.6	57.1	0.5	0.7	0.2	17.7	-39.4
pair	MACD	MRmean	neg-pos	63	17.2	7.6	63.5	0.4	0.5	0.2	27.7	-46.0
pair	MRmean	MACD	neg-pos	63	17.2	7.6	63.5	0.4	0.5	0.2	27.7	-46.0
pair	MRmean	MACDhist	pos-pos	189	51.5	7.6	57.1	0.5	0.7	0.2	17.7	-39.4
single	LWTI	LWTI	pos-pos	307	83.7	7.6	58.3	0.5	0.7	0.2	19.5	-37.4
pair	LWTI	MACDhist	pos-pos	199	54.2	7.6	58.3	0.5	0.7	0.2	17.6	-39.6
pair	MACDhist	RSI	pos-pos	197	53.7	7.4	57.9	0.5	0.7	0.2	17.5	-41.4
pair	RSI	MACDhist	pos-pos	197	53.7	7.4	57.9	0.5	0.7	0.2	17.5	-41.4
pair	RSIhist	SLmean	pos-pos	191	52.0	7.3	58.6	0.5	0.7	0.2	18.4	-38.8
pair	SLmean	RSIhist	pos-pos	191	52.0	7.3	58.6	0.5	0.7	0.2	18.4	-38.8
pair	RSmean	RSIhist	pos-pos	184	50.1	7.2	57.6	0.5	0.7	0.2	18.0	-31.0
pair	RSIhist	RSmean	pos-pos	184	50.1	7.2	57.6	0.5	0.7	0.2	18.0	-31.0
single	SLmean	SLmean	pos-pos	241	65.7	7.2	57.7	0.5	0.7	0.2	18.7	-40.3
single	RSIhist	RSIhist	pos-pos	197	53.7	7.0	58.9	0.5	0.7	0.2	18.3	-36.5
pair	SLmean	RSIhist	pos-neg	50	13.6	6.9	54.0	0.4	0.7	0.2	20.0	-27.7
pair	RSIhist	SLmean	pos-neg	50	13.6	6.9	54.0	0.4	0.7	0.2	20.0	-27.7
pair	LWTI	MACD	pos-pos	259	70.6	6.8	57.5	0.4	0.7	0.2	19.6	-39.8
pair	MACD	LWTI	pos-pos	259	70.6	6.8	57.5	0.4	0.7	0.2	19.6	-39.8
single	MRmean	MRmean	pos-pos	257	70.0	6.7	57.6	0.5	0.7	0.2	18.2	-33.5
single	MACDhist	MACDhist	neg-neg	165	45.0	6.7	58.8	0.4	0.5	0.1	25.4	-59.0
pair	MRmean	RSmean	pos-pos	239	65.1	6.3	56.5	0.4	0.7	0.2	18.1	-38.6
pair	RSmean	MRmean	pos-pos	239	65.1	6.3	56.5	0.4	0.7	0.2	18.1	-38.6
pair	MACD	MACDhist	pos-pos	185	50.4	6.3	57.3	0.4	0.6	0.2	17.7	-37.6
pair	MACDhist	MACD	pos-pos	185	50.4	6.3	57.3	0.4	0.6	0.2	17.7	-37.6
pair	MACDhist	RSIhist	pos-pos	148	40.3	5.9	56.8	0.4	0.6	0.2	17.0	-24.1
pair	RSIhist	MACDhist	pos-pos	148	40.3	5.9	56.8	0.4	0.6	0.2	17.0	-24.1
pair	MACD	SLmean	neg-pos	82	22.3	5.9	61.0	0.3	0.5	0.1	26.3	-49.6
pair	SLmean	MACD	neg-pos	82	22.3	5.9	61.0	0.3	0.5	0.1	26.3	-49.6
pair	LWTI	RSI	neg-neg	41	11.2	5.8	61.0	0.3	0.4	0.1	33.3	-49.6
pair	RSI	LWTI	neg-neg	41	11.2	5.8	61.0	0.3	0.4	0.1	33.3	-49.6
pair	MACDhist	RSIhist	neg-neg	116	31.6	5.1	56.0	0.3	0.4	0.1	26.7	-59.0
pair	RSIhist	MACDhist	neg-neg	116	31.6	5.1	56.0	0.3	0.4	0.1	26.7	-59.0
pair	RSIhist	RSI	pos-neg	90	24.5	4.8	56.7	0.3	0.5	0.1	19.4	-38.6
pair	RSI	RSIhist	pos-neg	90	24.5	4.8	56.7	0.3	0.5	0.1	19.4	-38.6
pair	LWTI	MACDhist	neg-neg	57	15.5	4.7	59.6	0.3	0.4	0.1	30.1	-49.6
pair	MACDhist	LWTI	neg-neg	57	15.5	4.7	59.6	0.3	0.4	0.1	30.1	-49.6
pair	RSmean	MACD	pos-pos	256	69.8	4.6	57.0	0.3	0.4	0.1	20.8	-59.7
pair	MACD	RSmean	pos-pos	256	69.8	4.6	57.0	0.3	0.4	0.1	20.8	-59.7
single	MACD	MACD	pos-pos	275	74.9	4.4	57.5	0.3	0.4	0.1	20.7	-62.1
pair	RSI	RSmean	pos-pos	251	68.4	4.4	55.8	0.3	0.5	0.1	18.0	-43.2
pair	RSmean	RSI	pos-pos	251	68.4	4.4	55.8	0.3	0.5	0.1	18.0	-43.2
pair	MRmean	MACDhist	pos-neg	68	18.5	4.3	58.8	0.3	0.6	0.1	19.5	-32.5
pair	MACDhist	MRmean	pos-neg	68	18.5	4.3	58.8	0.3	0.6	0.1	19.5	-32.5
pair	SLmean	MACDhist	pos-neg	74	20.2	4.3	59.5	0.3	0.5	0.1	22.1	-37.9
pair	MACDhist	SLmean	pos-neg	74	20.2	4.3	59.5	0.3	0.5	0.1	22.1	-37.9
pair	RSI	MRmean	pos-pos	241	65.7	4.2	55.6	0.3	0.5	0.1	18.1	-43.6
pair	MRmean	RSI	pos-pos	241	65.7	4.2	55.6	0.3	0.5	0.1	18.1	-43.6
pair	RSI	SLmean	neg-pos	49	13.4	4.0	61.2	0.3	0.5	0.1	19.2	-39.1
pair	SLmean	RSI	neg-pos	49	13.4	4.0	61.2	0.3	0.5	0.1	19.2	-39.1
pair	RSIhist	RSmean	neg-pos	13	3.5	4.0	76.9	0.3	0.2	0.2	23.6	-17.6
pair	RSmean	RSIhist	neg-pos	13	3.5	4.0	76.9	0.3	0.2	0.2	23.6	-17.6
pair	RSIhist	MRmean	pos-neg	66	18.0	3.8	54.5	0.3	0.4	0.1	20.4	-45.4
pair	MRmean	RSIhist	pos-neg	66	18.0	3.8	54.5	0.3	0.4	0.1	20.4	-45.4
pair	MACD	SLmean	pos-pos	193	52.6	3.7	56.0	0.3	0.5	0.1	17.8	-43.7
pair	SLmean	MACD	pos-pos	193	52.6	3.7	56.0	0.3	0.5	0.1	17.8	-43.7
pair	MACD	RSI	neg-pos	33	9.0	3.6	54.5	0.3	0.3	0.1	20.7	-24.2
pair	RSI	MACD	neg-pos	33	9.0	3.6	54.5	0.3	0.3	0.1	20.7	-24.2
pair	MRmean	LWTI	pos-pos	230	62.7	3.4	55.7	0.3	0.4	0.1	18.0	-57.0
pair	LWTI	MRmean	pos-pos	230	62.7	3.4	55.7	0.3	0.4	0.1	18.0	-57.0
pair	MRmean	MACD	pos-pos	212	57.8	3.4	55.7	0.3	0.4	0.1	18.1	-52.0
pair	MACD	MRmean	pos-pos	212	57.8	3.4	55.7	0.3	0.4	0.1	18.1	-52.0
pair	SLmean	LWTI	pos-pos	208	56.7	3.3	55.8	0.3	0.4	0.1	17.9	-45.3
pair	LWTI	SLmean	pos-pos	208	56.7	3.3	55.8	0.3	0.4	0.1	17.9	-45.3
single	RSI	RSI	pos-pos	272	74.1	3.3	56.2	0.3	0.4	0.1	18.4	-52.1
pair	MACD	RSI	pos-pos	239	65.1	3.3	56.5	0.3	0.4	0.1	18.1	-49.9
pair	RSI	MACD	pos-pos	239	65.1	3.3	56.5	0.3	0.4	0.1	18.1	-49.9
pair	RSI	SLmean	pos-pos	223	60.8	3.2	55.2	0.3	0.4	0.1	18.3	-49.7
pair	SLmean	RSI	pos-pos	223	60.8	3.2	55.2	0.3	0.4	0.1	18.3	-49.7
pair	RSIhist	RSI	pos-pos	182	49.6	2.6	56.0	0.2	0.3	0.1	17.9	-44.3
pair	RSI	RSIhist	pos-pos	182	49.6	2.6	56.0	0.2	0.3	0.1	17.9	-44.3
pair	LWTI	RSI	pos-pos	253	68.9	2.6	56.1	0.2	0.3	0.1	18.2	-49.8
pair	RSI	LWTI	pos-pos	253	68.9	2.6	56.1	0.2	0.3	0.1	18.2	-49.8
pair	RSIhist	LWTI	pos-pos	168	45.8	2.4	56.5	0.2	0.3	0.1	17.5	-38.4
pair	LWTI	RSIhist	pos-pos	168	45.8	2.4	56.5	0.2	0.3	0.1	17.5	-38.4
pair	RSmean	SLmean	pos-neg	18	4.9	1.7	72.2	0.2	0.2	0.1	24.1	-17.6
pair	SLmean	RSmean	pos-neg	18	4.9	1.7	72.2	0.2	0.2	0.1	24.1	-17.6
pair	RSIhist	MACD	pos-pos	156	42.5	1.4	55.8	0.2	0.2	0.0	17.5	-31.3
pair	MACD	RSIhist	pos-pos	156	42.5	1.4	55.8	0.2	0.2	0.0	17.5	-31.3
pair	RSmean	MACD	neg-pos	19	5.2	1.3	63.2	0.2	0.3	0.1	19.8	-17.2
pair	MACD	RSmean	neg-pos	19	5.2	1.3	63.2	0.2	0.3	0.1	19.8	-17.2
pair	MACD	MACDhist	pos-neg	90	24.5	0.5	57.8	0.1	0.2	0.0	25.8	-48.8
pair	MACDhist	MACD	pos-neg	90	24.5	0.5	57.8	0.1	0.2	0.0	25.8	-48.8
pair	SLmean	RSIhist	neg-pos	6	1.6	-1.7	66.7	-0.0	-0.0	-0.1	18.6	-11.3
pair	RSIhist	SLmean	neg-pos	6	1.6	-1.7	66.7	-0.0	-0.0	-0.1	18.6	-11.3
pair	RSmean	RSI	neg-neg	17	4.6	-2.1	52.9	-0.1	-0.1	-0.1	14.3	-16.3
pair	RSI	RSmean	neg-neg	17	4.6	-2.1	52.9	-0.1	-0.1	-0.1	14.3	-16.3
pair	LWTI	RSmean	neg-pos	34	9.3	-2.2	58.8	-0.0	-0.0	-0.1	19.2	-29.6
pair	RSmean	LWTI	neg-pos	34	9.3	-2.2	58.8	-0.0	-0.0	-0.1	19.2	-29.6
pair	RSmean	MACDhist	neg-pos	3	0.8	-2.3	33.3	-0.1	-0.2	-1.0	19.3	-2.3
pair	MACDhist	RSmean	neg-pos	3	0.8	-2.3	33.3	-0.1	-0.2	-1.0	19.3	-2.3
pair	RSI	MRmean	neg-pos	31	8.4	-3.1	61.3	-0.1	-0.1	-0.1	20.8	-38.7
pair	MRmean	RSI	neg-pos	31	8.4	-3.1	61.3	-0.1	-0.1	-0.1	20.8	-38.7
single	RSmean	RSmean	neg-neg	38	10.4	-5.6	57.9	-0.2	-0.2	-0.1	19.4	-37.6
pair	MACDhist	RSmean	neg-neg	35	9.5	-5.9	60.0	-0.2	-0.2	-0.2	19.7	-37.2
pair	RSmean	MACDhist	neg-neg	35	9.5	-5.9	60.0	-0.2	-0.2	-0.2	19.7	-37.2
pair	RSI	MACDhist	pos-neg	75	20.4	-6.7	52.0	-0.2	-0.4	-0.1	20.4	-51.0
pair	MACDhist	RSI	pos-neg	75	20.4	-6.7	52.0	-0.2	-0.4	-0.1	20.4	-51.0
pair	SLmean	MRmean	pos-neg	29	7.9	-6.7	51.7	-0.2	-0.3	-0.2	20.8	-40.5
pair	MRmean	SLmean	pos-neg	29	7.9	-6.7	51.7	-0.2	-0.3	-0.2	20.8	-40.5
pair	RSI	RSmean	neg-pos	21	5.7	-8.4	61.9	-0.3	-0.3	-0.3	23.2	-26.1
pair	RSmean	RSI	neg-pos	21	5.7	-8.4	61.9	-0.3	-0.3	-0.3	23.2	-26.1
pair	RSIhist	RSmean	neg-neg	25	6.8	-10.2	48.0	-0.5	-0.7	-0.3	17.3	-31.4
pair	RSmean	RSIhist	neg-neg	25	6.8	-10.2	48.0	-0.5	-0.7	-0.3	17.3	-31.4
pair	RSmean	SLmean	neg-neg	20	5.4	-11.7	45.0	-0.8	-1.0	-0.4	14.3	-26.7
pair	SLmean	RSmean	neg-neg	20	5.4	-11.7	45.0	-0.8	-1.0	-0.4	14.3	-26.7
pair	MACD	RSmean	neg-neg	19	5.2	-12.0	52.6	-0.6	-0.5	-0.4	19.5	-27.5
pair	RSmean	MACD	neg-neg	19	5.2	-12.0	52.6	-0.6	-0.5	-0.4	19.5	-27.5
pair	MRmean	LWTI	neg-neg	33	9.0	-12.3	48.5	-0.2	-0.3	-0.2	36.0	-49.9
pair	LWTI	MRmean	neg-neg	33	9.0	-12.3	48.5	-0.2	-0.3	-0.2	36.0	-49.9
pair	SLmean	MRmean	neg-pos	13	3.5	-13.7	46.2	-0.3	-0.5	-0.6	30.8	-24.7
pair	MRmean	SLmean	neg-pos	13	3.5	-13.7	46.2	-0.3	-0.5	-0.6	30.8	-24.7
pair	RSIhist	MRmean	neg-pos	6	1.6	-13.9	66.7	-0.2	-0.7	-0.8	40.9	-17.6
pair	MRmean	RSIhist	neg-pos	6	1.6	-13.9	66.7	-0.2	-0.7	-0.8	40.9	-17.6
pair	LWTI	RSIhist	neg-neg	31	8.4	-14.0	48.4	-0.2	-0.3	-0.3	35.1	-49.9
pair	RSIhist	LWTI	neg-neg	31	8.4	-14.0	48.4	-0.2	-0.3	-0.3	35.1	-49.9
pair	SLmean	LWTI	neg-neg	27	7.4	-18.0	48.1	-0.4	-0.5	-0.4	36.4	-49.9
pair	LWTI	SLmean	neg-neg	27	7.4	-18.0	48.1	-0.4	-0.5	-0.4	36.4	-49.9
pair	RSmean	MRmean	neg-neg	20	5.4	-19.3	45.0	-1.0	-1.0	-0.5	19.2	-36.9
pair	MRmean	RSmean	neg-neg	20	5.4	-19.3	45.0	-1.0	-1.0	-0.5	19.2	-36.9
pair	MACD	LWTI	pos-neg	16	4.4	-27.7	56.2	-0.8	-0.8	-0.6	33.1	-45.0
pair	LWTI	MACD	pos-neg	16	4.4	-27.7	56.2	-0.8	-0.8	-0.6	33.1	-45.0
pair	RSmean	LWTI	neg-neg	4	1.1	-30.1	50.0	-1.5	-1.3	-2.5	22.6	-12.2
pair	LWTI	RSmean	neg-neg	4	1.1	-30.1	50.0	-1.5	-1.3	-2.5	22.6	-12.2

All Contingency Tables for EWA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 58% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 18% \| MDD -35.2% Months 228M (62%)	CAGR -6.7% \| Win 52% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 21% \| MDD -40.5% Months 29M (8%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR -13.7% \| Win 46% Sharpe -0.33 \| Sortino -0.51 \| Calmar -0.6 Vol 31% \| MDD -24.7% Months 13M (4%)	CAGR 13.7% \| Win 63% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 27% \| MDD -54.7% Months 97M (26%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
SLmean only	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 56% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 239M (65%)	CAGR 12.4% \| Win 72% Sharpe 0.70 \| Sortino 1.11 \| Calmar 0.7 Vol 19% \| MDD -17.5% Months 18M (5%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 17.9% \| Win 64% Sharpe 0.72 \| Sortino 0.94 \| Calmar 0.3 Vol 29% \| MDD -51.8% Months 90M (24%)	CAGR -19.3% \| Win 45% Sharpe -1.01 \| Sortino -1.02 \| Calmar -0.5 Vol 19% \| MDD -36.9% Months 20M (5%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
RSmean only	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 56% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -52.0% Months 212M (58%)	CAGR 23.8% \| Win 67% Sharpe 1.28 \| Sortino 2.04 \| Calmar 1.2 Vol 18% \| MDD -19.6% Months 45M (12%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 7.6% \| Win 64% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -46.0% Months 63M (17%)	CAGR 13.5% \| Win 57% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.5 Vol 28% \| MDD -24.8% Months 47M (13%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
MACD only	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -43.6% Months 241M (66%)	CAGR 53.3% \| Win 88% Sharpe 2.67 \| Sortino 15.57 \| Calmar 14.9 Vol 17% \| MDD -3.6% Months 16M (4%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR -3.1% \| Win 61% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 21% \| MDD -38.7% Months 31M (8%)	CAGR 15.7% \| Win 61% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 30% \| MDD -51.8% Months 79M (22%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 7.6% \| Win 57% Sharpe 0.50 \| Sortino 0.73 \| Calmar 0.2 Vol 18% \| MDD -39.4% Months 189M (52%)	CAGR 4.3% \| Win 59% Sharpe 0.31 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -32.5% Months 68M (18%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 23.9% \| Win 77% Sharpe 1.29 \| Sortino 1.82 \| Calmar 2.1 Vol 18% \| MDD -11.2% Months 13M (4%)	CAGR 8.4% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.2 Vol 29% \| MDD -54.7% Months 97M (26%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.3 Vol 17% \| MDD -26.2% Months 191M (52%)	CAGR 3.8% \| Win 55% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -45.4% Months 66M (18%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR -13.9% \| Win 67% Sharpe -0.18 \| Sortino -0.67 \| Calmar -0.8 Vol 41% \| MDD -17.6% Months 6M (2%)	CAGR 11.7% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -54.7% Months 104M (28%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 56% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 18% \| MDD -57.0% Months 230M (63%)	CAGR 39.7% \| Win 74% Sharpe 1.92 \| Sortino 3.56 \| Calmar 4.7 Vol 18% \| MDD -8.4% Months 27M (7%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 21.3% \| Win 66% Sharpe 0.96 \| Sortino 1.25 \| Calmar 0.9 Vol 23% \| MDD -22.8% Months 77M (21%)	CAGR -12.3% \| Win 48% Sharpe -0.18 \| Sortino -0.26 \| Calmar -0.2 Vol 36% \| MDD -49.9% Months 33M (9%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 223M (61%)	CAGR 1.7% \| Win 72% Sharpe 0.19 \| Sortino 0.22 \| Calmar 0.1 Vol 24% \| MDD -17.6% Months 18M (5%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR 13.0% \| Win 63% Sharpe 0.59 \| Sortino 0.76 \| Calmar 0.2 Vol 28% \| MDD -53.5% Months 106M (29%)	CAGR -11.7% \| Win 45% Sharpe -0.79 \| Sortino -0.96 \| Calmar -0.4 Vol 14% \| MDD -26.7% Months 20M (5%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
RSmean only	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.45 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 193M (53%)	CAGR 22.6% \| Win 65% Sharpe 1.05 \| Sortino 1.41 \| Calmar 1.0 Vol 22% \| MDD -21.9% Months 48M (13%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 26% \| MDD -49.6% Months 82M (22%)	CAGR 14.1% \| Win 59% Sharpe 0.64 \| Sortino 0.87 \| Calmar 0.7 Vol 26% \| MDD -19.9% Months 44M (12%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
MACD only	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 55% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -49.7% Months 223M (61%)	CAGR 72.8% \| Win 89% Sharpe 3.08 \| Sortino 5.15 \| Calmar 10.4 Vol 19% \| MDD -7.0% Months 18M (5%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR 4.0% \| Win 61% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.1 Vol 19% \| MDD -39.1% Months 49M (13%)	CAGR 11.7% \| Win 60% Sharpe 0.53 \| Sortino 0.67 \| Calmar 0.2 Vol 30% \| MDD -51.8% Months 77M (21%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 57% Sharpe 0.57 \| Sortino 0.86 \| Calmar 0.3 Vol 17% \| MDD -30.3% Months 167M (46%)	CAGR 4.3% \| Win 60% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 22% \| MDD -37.9% Months 74M (20%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR 8.8% \| Win 66% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.3 Vol 21% \| MDD -27.5% Months 35M (10%)	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 91M (25%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 59% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -38.8% Months 191M (52%)	CAGR 6.9% \| Win 54% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -27.7% Months 50M (14%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR -1.7% \| Win 67% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.2 Vol 19% \| MDD -11.3% Months 6M (2%)	CAGR 9.2% \| Win 60% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 120M (33%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -45.3% Months 208M (57%)	CAGR 35.6% \| Win 70% Sharpe 1.51 \| Sortino 2.33 \| Calmar 2.1 Vol 22% \| MDD -16.9% Months 33M (9%)	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)
SLmean neg	CAGR 17.4% \| Win 64% Sharpe 0.84 \| Sortino 1.21 \| Calmar 0.7 Vol 22% \| MDD -25.5% Months 99M (27%)	CAGR -18.0% \| Win 48% Sharpe -0.36 \| Sortino -0.48 \| Calmar -0.4 Vol 36% \| MDD -49.9% Months 27M (7%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 57% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -59.7% Months 256M (70%)	CAGR 27.9% \| Win 64% Sharpe 1.15 \| Sortino 1.67 \| Calmar 1.2 Vol 24% \| MDD -23.1% Months 73M (20%)	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)
RSmean neg	CAGR 1.3% \| Win 63% Sharpe 0.16 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -17.2% Months 19M (5%)	CAGR -12.0% \| Win 53% Sharpe -0.56 \| Sortino -0.51 \| Calmar -0.4 Vol 20% \| MDD -27.5% Months 19M (5%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)
MACD only	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 56% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 251M (68%)	CAGR 27.2% \| Win 68% Sharpe 0.96 \| Sortino 1.20 \| Calmar 0.5 Vol 30% \| MDD -51.8% Months 78M (21%)	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)
RSmean neg	CAGR -8.4% \| Win 62% Sharpe -0.26 \| Sortino -0.35 \| Calmar -0.3 Vol 23% \| MDD -26.1% Months 21M (6%)	CAGR -2.1% \| Win 53% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.1 Vol 14% \| MDD -16.3% Months 17M (5%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 199M (54%)	CAGR 10.3% \| Win 58% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -56.4% Months 130M (35%)	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)
RSmean neg	CAGR -2.3% \| Win 33% Sharpe -0.06 \| Sortino -0.23 \| Calmar -1.0 Vol 19% \| MDD -2.3% Months 3M (1%)	CAGR -5.9% \| Win 60% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.2 Vol 20% \| MDD -37.2% Months 35M (10%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.2% \| Win 58% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -31.0% Months 184M (50%)	CAGR 12.1% \| Win 60% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.2 Vol 26% \| MDD -57.8% Months 145M (40%)	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)
RSmean neg	CAGR 4.0% \| Win 77% Sharpe 0.28 \| Sortino 0.24 \| Calmar 0.2 Vol 24% \| MDD -17.6% Months 13M (4%)	CAGR -10.2% \| Win 48% Sharpe -0.54 \| Sortino -0.72 \| Calmar -0.3 Vol 17% \| MDD -31.4% Months 25M (7%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 58% Sharpe 0.54 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -33.4% Months 273M (74%)	CAGR 11.6% \| Win 61% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 56M (15%)	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)
RSmean neg	CAGR -2.2% \| Win 59% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 19% \| MDD -29.6% Months 34M (9%)	CAGR -30.1% \| Win 50% Sharpe -1.47 \| Sortino -1.33 \| Calmar -2.5 Vol 23% \| MDD -12.2% Months 4M (1%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 18% \| MDD -49.9% Months 239M (65%)	CAGR 11.8% \| Win 64% Sharpe 0.51 \| Sortino 0.61 \| Calmar 0.3 Vol 33% \| MDD -42.6% Months 36M (10%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)
MACD neg	CAGR 3.6% \| Win 55% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -24.2% Months 33M (9%)	CAGR 27.6% \| Win 66% Sharpe 1.11 \| Sortino 1.53 \| Calmar 1.4 Vol 25% \| MDD -19.9% Months 59M (16%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.3% \| Win 57% Sharpe 0.43 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 185M (50%)	CAGR 0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.0 Vol 26% \| MDD -48.8% Months 90M (24%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)
MACD neg	CAGR 36.7% \| Win 71% Sharpe 2.01 \| Sortino 7.13 \| Calmar 11.5 Vol 16% \| MDD -3.2% Months 17M (5%)	CAGR 14.6% \| Win 60% Sharpe 0.68 \| Sortino 0.91 \| Calmar 0.6 Vol 25% \| MDD -24.6% Months 75M (20%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 18% \| MDD -31.3% Months 156M (42%)	CAGR 8.4% \| Win 60% Sharpe 0.46 \| Sortino 0.60 \| Calmar 0.2 Vol 24% \| MDD -53.5% Months 119M (32%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)
MACD neg	CAGR 31.5% \| Win 71% Sharpe 1.46 \| Sortino 1.85 \| Calmar 1.4 Vol 20% \| MDD -21.9% Months 41M (11%)	CAGR 8.9% \| Win 55% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.4 Vol 26% \| MDD -24.1% Months 51M (14%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.8% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 20% \| MDD -39.8% Months 259M (71%)	CAGR -27.7% \| Win 56% Sharpe -0.79 \| Sortino -0.85 \| Calmar -0.6 Vol 33% \| MDD -45.0% Months 16M (4%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)
MACD neg	CAGR 12.5% \| Win 62% Sharpe 0.72 \| Sortino 0.87 \| Calmar 0.6 Vol 19% \| MDD -22.7% Months 48M (13%)	CAGR 25.2% \| Win 61% Sharpe 0.95 \| Sortino 1.37 \| Calmar 1.3 Vol 28% \| MDD -19.9% Months 44M (12%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.4% \| Win 58% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 197M (54%)	CAGR -6.7% \| Win 52% Sharpe -0.23 \| Sortino -0.36 \| Calmar -0.1 Vol 20% \| MDD -51.0% Months 75M (20%)	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)
RSI neg	CAGR 66.8% \| Win 80% Sharpe 2.35 \| Sortino 0.00 \| Calmar 14.2 Vol 23% \| MDD -4.7% Months 5M (1%)	CAGR 19.2% \| Win 64% Sharpe 0.77 \| Sortino 0.95 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 90M (24%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.6% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 18% \| MDD -44.3% Months 182M (50%)	CAGR 4.8% \| Win 57% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 19% \| MDD -38.6% Months 90M (24%)	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)
RSI neg	CAGR 78.2% \| Win 93% Sharpe 3.50 \| Sortino 0.00 \| Calmar 32.5 Vol 17% \| MDD -2.4% Months 15M (4%)	CAGR 12.9% \| Win 60% Sharpe 0.57 \| Sortino 0.72 \| Calmar 0.2 Vol 30% \| MDD -51.8% Months 80M (22%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.6% \| Win 56% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 18% \| MDD -49.8% Months 253M (69%)	CAGR 13.4% \| Win 58% Sharpe 0.69 \| Sortino 0.95 \| Calmar 1.0 Vol 21% \| MDD -12.9% Months 19M (5%)	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)
RSI neg	CAGR 34.7% \| Win 68% Sharpe 1.39 \| Sortino 1.80 \| Calmar 1.5 Vol 24% \| MDD -22.8% Months 54M (15%)	CAGR 5.8% \| Win 61% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 33% \| MDD -49.6% Months 41M (11%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 5.9% \| Win 57% Sharpe 0.42 \| Sortino 0.62 \| Calmar 0.2 Vol 17% \| MDD -24.1% Months 148M (40%)	CAGR 16.2% \| Win 63% Sharpe 0.87 \| Sortino 1.23 \| Calmar 0.6 Vol 20% \| MDD -27.1% Months 54M (15%)	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)
MACDhist neg	CAGR 10.4% \| Win 65% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.4 Vol 22% \| MDD -23.6% Months 49M (13%)	CAGR 5.1% \| Win 56% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 27% \| MDD -59.0% Months 116M (32%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)
RSIhist only	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.6% \| Win 58% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 18% \| MDD -39.6% Months 199M (54%)	CAGR 100.6% \| Win 67% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (1%)	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)
MACDhist neg	CAGR 7.8% \| Win 58% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -31.3% Months 108M (29%)	CAGR 4.7% \| Win 60% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -49.6% Months 57M (16%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.4% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.1 Vol 18% \| MDD -38.4% Months 168M (46%)	CAGR 38.1% \| Win 72% Sharpe 1.62 \| Sortino 2.23 \| Calmar 2.8 Vol 22% \| MDD -13.8% Months 29M (8%)	CAGR 7.0% \| Win 59% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 197M (54%)
RSIhist neg	CAGR 14.3% \| Win 60% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.6 Vol 22% \| MDD -26.1% Months 139M (38%)	CAGR -14.0% \| Win 48% Sharpe -0.25 \| Sortino -0.34 \| Calmar -0.3 Vol 35% \| MDD -49.9% Months 31M (8%)	CAGR 8.5% \| Win 58% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 170M (46%)
LWTI only	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 307M (84%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 58% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 18% \| MDD -35.2% Months 228M (62%)	CAGR -6.7% \| Win 52% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 21% \| MDD -40.5% Months 29M (8%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR -13.7% \| Win 46% Sharpe -0.33 \| Sortino -0.51 \| Calmar -0.6 Vol 31% \| MDD -24.7% Months 13M (4%)	CAGR 13.7% \| Win 63% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 27% \| MDD -54.7% Months 97M (26%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
SLmean only	CAGR 7.2% \| Win 58% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 241M (66%)	CAGR 8.7% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 126M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 56% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 239M (65%)	CAGR 12.4% \| Win 72% Sharpe 0.70 \| Sortino 1.11 \| Calmar 0.7 Vol 19% \| MDD -17.5% Months 18M (5%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 17.9% \| Win 64% Sharpe 0.72 \| Sortino 0.94 \| Calmar 0.3 Vol 29% \| MDD -51.8% Months 90M (24%)	CAGR -19.3% \| Win 45% Sharpe -1.01 \| Sortino -1.02 \| Calmar -0.5 Vol 19% \| MDD -36.9% Months 20M (5%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
RSmean only	CAGR 9.4% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 329M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.6% Months 38M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 56% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -52.0% Months 212M (58%)	CAGR 23.8% \| Win 67% Sharpe 1.28 \| Sortino 2.04 \| Calmar 1.2 Vol 18% \| MDD -19.6% Months 45M (12%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 7.6% \| Win 64% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -46.0% Months 63M (17%)	CAGR 13.5% \| Win 57% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.5 Vol 28% \| MDD -24.8% Months 47M (13%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
MACD only	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 275M (75%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -43.6% Months 241M (66%)	CAGR 53.3% \| Win 88% Sharpe 2.67 \| Sortino 15.57 \| Calmar 14.9 Vol 17% \| MDD -3.6% Months 16M (4%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR -3.1% \| Win 61% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 21% \| MDD -38.7% Months 31M (8%)	CAGR 15.7% \| Win 61% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 30% \| MDD -51.8% Months 79M (22%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 272M (74%)	CAGR 21.4% \| Win 65% Sharpe 0.84 \| Sortino 1.03 \| Calmar 0.4 Vol 28% \| MDD -51.8% Months 95M (26%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 7.6% \| Win 57% Sharpe 0.50 \| Sortino 0.73 \| Calmar 0.2 Vol 18% \| MDD -39.4% Months 189M (52%)	CAGR 4.3% \| Win 59% Sharpe 0.31 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -32.5% Months 68M (18%)	CAGR 6.7% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 257M (70%)
MRmean neg	CAGR 23.9% \| Win 77% Sharpe 1.29 \| Sortino 1.82 \| Calmar 2.1 Vol 18% \| MDD -11.2% Months 13M (4%)	CAGR 8.4% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.2 Vol 29% \| MDD -54.7% Months 97M (26%)	CAGR 10.1% \| Win 61% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 110M (30%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 202M (55%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (45%)