EWA - iShares MSCI Australia ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

100.4%

Best CAGR

103

Total Months

9.9%

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	100.4	66.7	3.4	0.0	0.0	21.4	0.0
pair	LWTI	MACDhist	pos-neg	3	0.8	100.4	66.7	3.4	0.0	0.0	21.4	0.0
pair	RSI	RSIhist	neg-pos	15	4.2	78.3	93.3	3.5	0.0	32.5	17.3	-2.4
pair	RSIhist	RSI	neg-pos	15	4.2	78.3	93.3	3.5	0.0	32.5	17.3	-2.4
pair	SLmean	RSI	pos-neg	18	5.0	72.8	88.9	3.1	5.2	10.4	18.7	-7.0
pair	RSI	SLmean	pos-neg	18	5.0	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	7.5	39.6	74.1	1.9	3.5	4.7	18.5	-8.4
pair	LWTI	MRmean	pos-neg	27	7.5	39.6	74.1	1.9	3.5	4.7	18.5	-8.4
pair	LWTI	RSIhist	pos-neg	29	8.0	38.1	72.4	1.6	2.2	2.8	21.6	-13.8
pair	RSIhist	LWTI	pos-neg	29	8.0	38.1	72.4	1.6	2.2	2.8	21.6	-13.8
pair	MACD	MACDhist	neg-pos	17	4.7	36.7	70.6	2.0	7.2	11.4	16.4	-3.2
pair	MACDhist	MACD	neg-pos	17	4.7	36.7	70.6	2.0	7.2	11.4	16.4	-3.2
pair	SLmean	LWTI	pos-neg	33	9.1	35.6	69.7	1.5	2.3	2.1	21.9	-16.9
pair	LWTI	SLmean	pos-neg	33	9.1	35.6	69.7	1.5	2.3	2.1	21.9	-16.9
pair	RSI	LWTI	neg-pos	54	15.0	34.7	68.5	1.4	1.8	1.5	23.6	-22.8
pair	LWTI	RSI	neg-pos	54	15.0	34.7	68.5	1.4	1.8	1.5	23.6	-22.8
pair	MACD	RSIhist	neg-pos	41	11.4	31.5	70.7	1.5	1.9	1.4	20.3	-21.9
pair	RSIhist	MACD	neg-pos	41	11.4	31.5	70.7	1.5	1.9	1.4	20.3	-21.9
pair	MACD	RSmean	pos-neg	73	20.2	27.9	64.4	1.1	1.7	1.2	24.1	-23.1
pair	RSmean	MACD	pos-neg	73	20.2	27.9	64.4	1.1	1.7	1.2	24.1	-23.1
pair	MACD	RSI	neg-neg	59	16.3	27.6	66.1	1.1	1.5	1.4	24.9	-19.9
pair	RSI	MACD	neg-neg	59	16.3	27.6	66.1	1.1	1.5	1.4	24.9	-19.9
pair	RSmean	RSI	pos-neg	78	21.6	27.2	67.9	1.0	1.2	0.5	30.3	-51.8
pair	RSI	RSmean	pos-neg	78	21.6	27.2	67.9	1.0	1.2	0.5	30.3	-51.8
pair	MACD	LWTI	neg-neg	44	12.2	25.2	61.4	0.9	1.4	1.3	27.8	-19.9
pair	LWTI	MACD	neg-neg	44	12.2	25.2	61.4	0.9	1.4	1.3	27.8	-19.9
pair	MACDhist	MRmean	neg-pos	13	3.6	23.9	76.9	1.3	1.8	2.1	17.9	-11.2
pair	MRmean	MACDhist	neg-pos	13	3.6	23.9	76.9	1.3	1.8	2.1	17.9	-11.2
pair	MRmean	MACD	pos-neg	45	12.5	23.8	66.7	1.3	2.0	1.2	18.0	-19.6
pair	MACD	MRmean	pos-neg	45	12.5	23.8	66.7	1.3	2.0	1.2	18.0	-19.6
pair	MACD	SLmean	pos-neg	48	13.3	22.6	64.6	1.1	1.4	1.0	21.6	-21.9
pair	SLmean	MACD	pos-neg	48	13.3	22.6	64.6	1.1	1.4	1.0	21.6	-21.9
pair	MRmean	LWTI	neg-pos	77	21.3	21.4	66.2	1.0	1.3	0.9	23.1	-22.8
single	RSI	RSI	neg-neg	95	26.3	21.4	65.3	0.8	1.0	0.4	28.2	-51.8
pair	LWTI	MRmean	neg-pos	77	21.3	21.4	66.2	1.0	1.3	0.9	23.1	-22.8
pair	MACDhist	RSI	neg-neg	90	24.9	19.2	64.4	0.8	0.9	0.4	28.5	-51.8
pair	RSI	MACDhist	neg-neg	90	24.9	19.2	64.4	0.8	0.9	0.4	28.5	-51.8
single	MACD	MACD	neg-neg	92	25.5	18.4	62.0	0.8	1.1	0.8	23.5	-24.6
pair	RSmean	MRmean	neg-pos	90	24.9	18.0	64.4	0.7	0.9	0.3	28.9	-51.8
pair	MRmean	RSmean	neg-pos	90	24.9	18.0	64.4	0.7	0.9	0.3	28.9	-51.8
pair	SLmean	LWTI	neg-pos	98	27.1	17.0	63.3	0.8	1.2	0.7	22.3	-25.5
pair	LWTI	SLmean	neg-pos	98	27.1	17.0	63.3	0.8	1.2	0.7	22.3	-25.5
pair	MRmean	RSI	neg-neg	79	21.9	15.8	60.8	0.7	0.8	0.3	29.9	-51.8
pair	RSI	MRmean	neg-neg	79	21.9	15.8	60.8	0.7	0.8	0.3	29.9	-51.8
pair	RSIhist	MACDhist	pos-neg	52	14.4	14.6	61.5	0.8	1.1	0.5	19.8	-27.1
pair	MACDhist	RSIhist	pos-neg	52	14.4	14.6	61.5	0.8	1.1	0.5	19.8	-27.1
pair	MACD	MACDhist	neg-neg	75	20.8	14.6	60.0	0.7	0.9	0.6	24.9	-24.6
pair	MACDhist	MACD	neg-neg	75	20.8	14.6	60.0	0.7	0.9	0.6	24.9	-24.6
pair	SLmean	MACD	neg-neg	44	12.2	14.1	59.1	0.6	0.9	0.7	25.7	-19.9
pair	MACD	SLmean	neg-neg	44	12.2	14.1	59.1	0.6	0.9	0.7	25.7	-19.9
pair	MRmean	SLmean	neg-neg	97	26.9	13.7	62.9	0.6	0.8	0.2	27.3	-54.7
pair	SLmean	MRmean	neg-neg	97	26.9	13.7	62.9	0.6	0.8	0.2	27.3	-54.7
pair	LWTI	RSIhist	neg-pos	137	38.0	13.7	59.9	0.7	1.1	0.5	21.7	-26.1
pair	RSIhist	LWTI	neg-pos	137	38.0	13.7	59.9	0.7	1.1	0.5	21.7	-26.1
pair	MACD	MRmean	neg-neg	47	13.0	13.5	57.4	0.6	0.8	0.5	28.0	-24.8
pair	MRmean	MACD	neg-neg	47	13.0	13.5	57.4	0.6	0.8	0.5	28.0	-24.8
pair	RSI	LWTI	pos-neg	19	5.3	13.4	57.9	0.7	0.9	1.0	21.3	-12.9
pair	LWTI	RSI	pos-neg	19	5.3	13.4	57.9	0.7	0.9	1.0	21.3	-12.9
pair	RSI	RSIhist	neg-neg	80	22.2	12.9	60.0	0.6	0.7	0.2	29.5	-51.8
pair	RSIhist	RSI	neg-neg	80	22.2	12.9	60.0	0.6	0.7	0.2	29.5	-51.8
pair	RSmean	SLmean	neg-pos	105	29.1	12.6	62.9	0.6	0.7	0.2	27.7	-53.5
pair	SLmean	RSmean	neg-pos	105	29.1	12.6	62.9	0.6	0.7	0.2	27.7	-53.5
pair	MACD	LWTI	neg-pos	48	13.3	12.5	62.5	0.7	0.9	0.6	18.9	-22.7
pair	LWTI	MACD	neg-pos	48	13.3	12.5	62.5	0.7	0.9	0.6	18.9	-22.7
pair	MRmean	RSmean	pos-neg	18	5.0	12.4	72.2	0.7	1.1	0.7	19.0	-17.5
pair	RSmean	MRmean	pos-neg	18	5.0	12.4	72.2	0.7	1.1	0.7	19.0	-17.5
pair	RSI	MACD	pos-neg	36	10.0	11.8	63.9	0.5	0.6	0.3	33.3	-42.6
pair	MACD	RSI	pos-neg	36	10.0	11.8	63.9	0.5	0.6	0.3	33.3	-42.6
pair	RSI	SLmean	neg-neg	77	21.3	11.7	59.7	0.5	0.7	0.2	29.6	-51.8
pair	SLmean	RSI	neg-neg	77	21.3	11.7	59.7	0.5	0.7	0.2	29.6	-51.8
pair	RSIhist	MRmean	neg-neg	104	28.8	11.7	60.6	0.6	0.7	0.2	27.0	-54.7
pair	MRmean	RSIhist	neg-neg	104	28.8	11.7	60.6	0.6	0.7	0.2	27.0	-54.7
pair	RSmean	LWTI	pos-neg	56	15.5	11.6	60.7	0.5	0.7	0.2	30.2	-49.6
pair	LWTI	RSmean	pos-neg	56	15.5	11.6	60.7	0.5	0.7	0.2	30.2	-49.6
pair	RSIhist	RSmean	pos-neg	143	39.6	11.5	59.4	0.6	0.7	0.2	25.7	-57.8
pair	RSmean	RSIhist	pos-neg	143	39.6	11.5	59.4	0.6	0.7	0.2	25.7	-57.8
pair	RSIhist	MACDhist	neg-pos	49	13.6	10.4	65.3	0.6	0.8	0.4	22.0	-23.6
pair	MACDhist	RSIhist	neg-pos	49	13.6	10.4	65.3	0.6	0.8	0.4	22.0	-23.6
pair	MACDhist	RSmean	pos-neg	130	36.0	10.3	58.5	0.5	0.7	0.2	26.6	-56.4
pair	RSmean	MACDhist	pos-neg	130	36.0	10.3	58.5	0.5	0.7	0.2	26.6	-56.4
single	MRmean	MRmean	neg-neg	110	30.5	10.1	60.9	0.5	0.6	0.2	27.7	-54.7
single	RSmean	RSmean	pos-pos	323	89.5	9.5	58.8	0.5	0.7	0.1	21.8	-61.5
pair	RSmean	LWTI	pos-pos	267	74.0	9.1	58.4	0.5	0.8	0.3	19.6	-33.4
pair	LWTI	RSmean	pos-pos	267	74.0	9.1	58.4	0.5	0.8	0.3	19.6	-33.4
pair	SLmean	MACDhist	pos-pos	162	44.9	9.0	57.4	0.6	0.9	0.3	17.1	-30.3
pair	MACDhist	SLmean	pos-pos	162	44.9	9.0	57.4	0.6	0.9	0.3	17.1	-30.3
pair	MACD	RSIhist	neg-neg	51	14.1	8.9	54.9	0.5	0.7	0.4	25.8	-24.1
pair	RSIhist	MACD	neg-neg	51	14.1	8.9	54.9	0.5	0.7	0.4	25.8	-24.1
pair	MACDhist	RSmean	pos-pos	193	53.5	8.9	59.1	0.6	0.8	0.2	17.9	-37.6
pair	RSmean	MACDhist	pos-pos	193	53.5	8.9	59.1	0.6	0.8	0.2	17.9	-37.6
pair	SLmean	MRmean	pos-pos	223	61.8	8.9	58.7	0.6	0.9	0.2	17.9	-35.3
pair	MRmean	SLmean	pos-pos	223	61.8	8.9	58.7	0.6	0.9	0.2	17.9	-35.3
pair	RSIhist	SLmean	neg-neg	119	33.0	8.8	59.7	0.5	0.6	0.2	26.5	-56.3
pair	SLmean	RSIhist	neg-neg	119	33.0	8.8	59.7	0.5	0.6	0.2	26.5	-56.3
single	MACDhist	MACDhist	pos-pos	196	54.3	8.7	58.7	0.6	0.8	0.2	17.8	-37.6
pair	SLmean	MACDhist	neg-neg	91	25.2	8.6	58.2	0.4	0.6	0.2	27.8	-54.7
pair	MACDhist	SLmean	neg-neg	91	25.2	8.6	58.2	0.4	0.6	0.2	27.8	-54.7
pair	MRmean	RSIhist	pos-pos	187	51.8	8.4	59.4	0.6	0.9	0.3	17.5	-26.2
pair	MRmean	MACDhist	neg-neg	97	26.9	8.4	58.8	0.4	0.6	0.1	28.8	-54.7
pair	RSIhist	MRmean	pos-pos	187	51.8	8.4	59.4	0.6	0.9	0.3	17.5	-26.2
pair	MACDhist	MRmean	neg-neg	97	26.9	8.4	58.8	0.4	0.6	0.1	28.8	-54.7
single	SLmean	SLmean	neg-neg	125	34.6	8.3	60.0	0.4	0.6	0.1	26.1	-56.3
single	LWTI	LWTI	neg-neg	60	16.6	8.1	60.0	0.4	0.5	0.2	29.8	-49.6
pair	RSmean	SLmean	pos-pos	218	60.4	8.0	56.9	0.5	0.8	0.2	18.3	-37.6
single	RSIhist	RSIhist	neg-neg	168	46.5	8.0	57.7	0.4	0.6	0.1	24.7	-60.3
pair	SLmean	RSmean	pos-pos	218	60.4	8.0	56.9	0.5	0.8	0.2	18.3	-37.6
pair	RSIhist	RSmean	pos-pos	180	49.9	7.9	58.3	0.5	0.8	0.3	18.1	-31.0
pair	RSmean	RSIhist	pos-pos	180	49.9	7.9	58.3	0.5	0.8	0.3	18.1	-31.0
pair	SLmean	RSIhist	pos-pos	187	51.8	7.9	59.4	0.5	0.7	0.2	18.5	-38.8
pair	RSIhist	SLmean	pos-pos	187	51.8	7.9	59.4	0.5	0.7	0.2	18.5	-38.8
pair	LWTI	MACDhist	neg-pos	108	29.9	7.8	58.3	0.5	0.7	0.2	22.6	-31.3
pair	MACDhist	LWTI	neg-pos	108	29.9	7.8	58.3	0.5	0.7	0.2	22.6	-31.3
pair		benchmark___benchmark_	benchmark-benchmark	361	100.0	7.8	58.7	0.5	0.6	0.1	21.6	-63.8
pair	benchmark___benchmark_		benchmark-benchmark	361	100.0	7.8	58.7	0.5	0.6	0.1	21.6	-63.8
pair	MACDhist	LWTI	pos-pos	193	53.5	7.7	58.5	0.5	0.7	0.2	17.7	-39.6
pair	MACDhist	MRmean	pos-pos	183	50.7	7.7	57.4	0.5	0.7	0.2	17.9	-39.4
pair	LWTI	MACDhist	pos-pos	193	53.5	7.7	58.5	0.5	0.7	0.2	17.7	-39.6
single	LWTI	LWTI	pos-pos	301	83.4	7.7	58.5	0.5	0.7	0.2	19.6	-37.4
pair	MRmean	MACDhist	pos-pos	183	50.7	7.7	57.4	0.5	0.7	0.2	17.9	-39.4
pair	MACD	RSIhist	pos-neg	117	32.4	7.6	59.0	0.4	0.6	0.1	24.4	-53.5
pair	RSIhist	MACD	pos-neg	117	32.4	7.6	59.0	0.4	0.6	0.1	24.4	-53.5
single	RSIhist	RSIhist	pos-pos	193	53.5	7.6	59.6	0.5	0.7	0.2	18.4	-36.5
pair	MACD	MRmean	neg-pos	63	17.5	7.6	63.5	0.4	0.5	0.2	27.7	-46.0
pair	MRmean	MACD	neg-pos	63	17.5	7.6	63.5	0.4	0.5	0.2	27.7	-46.0
single	SLmean	SLmean	pos-pos	236	65.4	7.5	58.1	0.5	0.7	0.2	18.8	-40.3
pair	MACDhist	RSI	pos-pos	191	52.9	7.5	58.1	0.5	0.7	0.2	17.6	-41.4
pair	SLmean	MACDhist	neg-pos	34	9.4	7.5	64.7	0.5	0.6	0.3	21.2	-27.5
pair	MACDhist	SLmean	neg-pos	34	9.4	7.5	64.7	0.5	0.6	0.3	21.2	-27.5
pair	RSI	MACDhist	pos-pos	191	52.9	7.5	58.1	0.5	0.7	0.2	17.6	-41.4
single	MRmean	MRmean	pos-pos	251	69.5	6.8	57.8	0.5	0.7	0.2	18.3	-33.5
pair	MACD	LWTI	pos-pos	253	70.1	6.8	57.7	0.4	0.7	0.2	19.7	-39.8
pair	LWTI	MACD	pos-pos	253	70.1	6.8	57.7	0.4	0.7	0.2	19.7	-39.8
pair	RSIhist	MACDhist	pos-pos	144	39.9	6.7	57.6	0.5	0.7	0.3	17.1	-24.1
pair	MACDhist	RSIhist	pos-pos	144	39.9	6.7	57.6	0.5	0.7	0.3	17.1	-24.1
single	MACDhist	MACDhist	neg-neg	165	45.7	6.7	58.8	0.4	0.5	0.1	25.4	-59.0
pair	MACD	MACDhist	pos-pos	179	49.6	6.4	57.5	0.4	0.6	0.2	17.9	-37.6
pair	RSmean	MRmean	pos-pos	233	64.5	6.4	56.7	0.4	0.7	0.2	18.3	-38.7
pair	MRmean	RSmean	pos-pos	233	64.5	6.4	56.7	0.4	0.7	0.2	18.3	-38.7
pair	MACDhist	MACD	pos-pos	179	49.6	6.4	57.5	0.4	0.6	0.2	17.9	-37.6
pair	SLmean	RSIhist	pos-neg	49	13.6	6.0	53.1	0.4	0.6	0.2	20.1	-27.7
pair	RSIhist	SLmean	pos-neg	49	13.6	6.0	53.1	0.4	0.6	0.2	20.1	-27.7
pair	LWTI	RSI	neg-neg	41	11.4	5.8	61.0	0.3	0.4	0.1	33.3	-49.6
pair	RSI	LWTI	neg-neg	41	11.4	5.8	61.0	0.3	0.4	0.1	33.3	-49.6
pair	MACD	SLmean	neg-pos	81	22.4	5.3	60.5	0.3	0.4	0.1	26.5	-49.5
pair	SLmean	MACD	neg-pos	81	22.4	5.3	60.5	0.3	0.4	0.1	26.5	-49.5
pair	MACDhist	RSIhist	neg-neg	116	32.1	5.2	56.0	0.3	0.4	0.1	26.7	-59.0
pair	RSIhist	MACDhist	neg-neg	116	32.1	5.2	56.0	0.3	0.4	0.1	26.7	-59.0
pair	LWTI	MACDhist	neg-neg	57	15.8	4.7	59.6	0.3	0.4	0.1	30.1	-49.6
pair	MACDhist	LWTI	neg-neg	57	15.8	4.7	59.6	0.3	0.4	0.1	30.1	-49.6
pair	RSmean	MACD	pos-pos	250	69.3	4.6	57.2	0.3	0.4	0.1	20.9	-59.7
pair	MACD	RSmean	pos-pos	250	69.3	4.6	57.2	0.3	0.4	0.1	20.9	-59.7
single	MACD	MACD	pos-pos	269	74.5	4.4	57.6	0.3	0.4	0.1	20.8	-62.1
pair	RSI	RSmean	pos-pos	245	67.9	4.4	55.9	0.3	0.5	0.1	18.1	-43.2
pair	RSmean	RSI	pos-pos	245	67.9	4.4	55.9	0.3	0.5	0.1	18.1	-43.2
pair	SLmean	MACDhist	pos-neg	74	20.5	4.3	59.5	0.3	0.5	0.1	22.1	-37.9
pair	MACDhist	SLmean	pos-neg	74	20.5	4.3	59.5	0.3	0.5	0.1	22.1	-37.9
pair	MRmean	MACDhist	pos-neg	68	18.8	4.3	58.8	0.3	0.6	0.1	19.5	-32.6
pair	MACDhist	MRmean	pos-neg	68	18.8	4.3	58.8	0.3	0.6	0.1	19.5	-32.6
pair	RSI	MRmean	pos-pos	235	65.1	4.2	55.7	0.3	0.5	0.1	18.2	-43.6
pair	MRmean	RSI	pos-pos	235	65.1	4.2	55.7	0.3	0.5	0.1	18.2	-43.6
pair	RSIhist	RSmean	neg-pos	13	3.6	4.0	76.9	0.3	0.2	0.2	23.5	-17.5
pair	RSmean	RSIhist	neg-pos	13	3.6	4.0	76.9	0.3	0.2	0.2	23.5	-17.5
pair	MACD	SLmean	pos-pos	188	52.1	4.0	56.4	0.3	0.5	0.1	17.9	-43.7
pair	SLmean	MACD	pos-pos	188	52.1	4.0	56.4	0.3	0.5	0.1	17.9	-43.7
pair	RSI	RSIhist	pos-neg	88	24.4	3.7	55.7	0.3	0.4	0.1	19.5	-38.6
pair	RSIhist	RSI	pos-neg	88	24.4	3.7	55.7	0.3	0.4	0.1	19.5	-38.6
pair	MACD	RSI	neg-pos	33	9.1	3.6	54.5	0.3	0.3	0.1	20.7	-24.2
pair	RSI	MACD	neg-pos	33	9.1	3.6	54.5	0.3	0.3	0.1	20.7	-24.2
pair	SLmean	LWTI	pos-pos	203	56.2	3.5	56.2	0.3	0.4	0.1	18.0	-45.3
pair	LWTI	SLmean	pos-pos	203	56.2	3.5	56.2	0.3	0.4	0.1	18.0	-45.3
pair	MRmean	MACD	pos-pos	206	57.1	3.4	55.8	0.3	0.4	0.1	18.3	-52.0
pair	MACD	MRmean	pos-pos	206	57.1	3.4	55.8	0.3	0.4	0.1	18.3	-52.0
pair	MRmean	LWTI	pos-pos	224	62.0	3.4	55.8	0.3	0.4	0.1	18.1	-57.0
pair	LWTI	MRmean	pos-pos	224	62.0	3.4	55.8	0.3	0.4	0.1	18.1	-57.0
pair	SLmean	RSI	pos-pos	218	60.4	3.4	55.5	0.3	0.4	0.1	18.4	-49.7
pair	RSI	SLmean	pos-pos	218	60.4	3.4	55.5	0.3	0.4	0.1	18.4	-49.7
pair	RSI	MACD	pos-pos	233	64.5	3.3	56.7	0.3	0.4	0.1	18.2	-49.9
pair	MACD	RSI	pos-pos	233	64.5	3.3	56.7	0.3	0.4	0.1	18.2	-49.9
single	RSI	RSI	pos-pos	266	73.7	3.3	56.4	0.3	0.4	0.1	18.5	-52.1
pair	RSIhist	RSI	pos-pos	178	49.3	3.1	56.7	0.3	0.4	0.1	18.0	-44.3
pair	RSI	RSIhist	pos-pos	178	49.3	3.1	56.7	0.3	0.4	0.1	18.0	-44.3
pair	RSIhist	LWTI	pos-pos	164	45.4	3.0	57.3	0.3	0.4	0.1	17.6	-38.3
pair	LWTI	RSIhist	pos-pos	164	45.4	3.0	57.3	0.3	0.4	0.1	17.6	-38.3
pair	SLmean	RSI	neg-pos	48	13.3	3.0	60.4	0.2	0.4	0.1	19.3	-39.1
pair	RSI	SLmean	neg-pos	48	13.3	3.0	60.4	0.2	0.4	0.1	19.3	-39.1
pair	LWTI	RSI	pos-pos	247	68.4	2.6	56.3	0.2	0.3	0.1	18.3	-49.8
pair	RSI	LWTI	pos-pos	247	68.4	2.6	56.3	0.2	0.3	0.1	18.3	-49.8
pair	MRmean	RSIhist	pos-neg	64	17.7	2.3	53.1	0.2	0.3	0.1	20.6	-45.4
pair	RSIhist	MRmean	pos-neg	64	17.7	2.3	53.1	0.2	0.3	0.1	20.6	-45.4
pair	RSIhist	MACD	pos-pos	152	42.1	2.0	56.6	0.2	0.3	0.1	17.6	-31.2
pair	MACD	RSIhist	pos-pos	152	42.1	2.0	56.6	0.2	0.3	0.1	17.6	-31.2
pair	RSmean	SLmean	pos-neg	18	5.0	1.7	72.2	0.2	0.2	0.1	24.1	-17.5
pair	SLmean	RSmean	pos-neg	18	5.0	1.7	72.2	0.2	0.2	0.1	24.1	-17.5
pair	RSmean	MACD	neg-pos	19	5.3	1.3	63.2	0.2	0.3	0.1	19.8	-17.2
pair	MACD	RSmean	neg-pos	19	5.3	1.3	63.2	0.2	0.3	0.1	19.8	-17.2
pair	MACD	MACDhist	pos-neg	90	24.9	0.5	57.8	0.1	0.2	0.0	25.8	-48.8
pair	MACDhist	MACD	pos-neg	90	24.9	0.5	57.8	0.1	0.2	0.0	25.8	-48.8
pair	SLmean	RSIhist	neg-pos	6	1.7	-1.6	66.7	-0.0	-0.0	-0.1	18.7	-11.3
pair	RSIhist	SLmean	neg-pos	6	1.7	-1.6	66.7	-0.0	-0.0	-0.1	18.7	-11.3
pair	RSmean	RSI	neg-neg	17	4.7	-2.1	52.9	-0.1	-0.1	-0.1	14.3	-16.4
pair	RSI	RSmean	neg-neg	17	4.7	-2.1	52.9	-0.1	-0.1	-0.1	14.3	-16.4
pair	RSmean	MACDhist	neg-pos	3	0.8	-2.2	33.3	-0.1	-0.2	-1.0	19.4	-2.3
pair	RSmean	LWTI	neg-pos	34	9.4	-2.2	58.8	-0.0	-0.0	-0.1	19.2	-29.6
pair	LWTI	RSmean	neg-pos	34	9.4	-2.2	58.8	-0.0	-0.0	-0.1	19.2	-29.6
pair	MACDhist	RSmean	neg-pos	3	0.8	-2.2	33.3	-0.1	-0.2	-1.0	19.4	-2.3
pair	RSI	MRmean	neg-pos	31	8.6	-3.1	61.3	-0.0	-0.1	-0.1	20.8	-38.7
pair	MRmean	RSI	neg-pos	31	8.6	-3.1	61.3	-0.0	-0.1	-0.1	20.8	-38.7
single	RSmean	RSmean	neg-neg	38	10.5	-5.6	57.9	-0.2	-0.2	-0.1	19.4	-37.5
pair	MACDhist	RSmean	neg-neg	35	9.7	-5.9	60.0	-0.2	-0.2	-0.2	19.7	-37.2
pair	RSmean	MACDhist	neg-neg	35	9.7	-5.9	60.0	-0.2	-0.2	-0.2	19.7	-37.2
pair	RSI	MACDhist	pos-neg	75	20.8	-6.7	52.0	-0.2	-0.4	-0.1	20.4	-51.0
pair	MACDhist	RSI	pos-neg	75	20.8	-6.7	52.0	-0.2	-0.4	-0.1	20.4	-51.0
pair	RSI	RSmean	neg-pos	21	5.8	-8.3	61.9	-0.3	-0.3	-0.3	23.1	-26.1
pair	RSmean	RSI	neg-pos	21	5.8	-8.3	61.9	-0.3	-0.3	-0.3	23.1	-26.1
pair	SLmean	MRmean	pos-neg	28	7.8	-8.6	50.0	-0.3	-0.5	-0.2	21.0	-40.5
pair	MRmean	SLmean	pos-neg	28	7.8	-8.6	50.0	-0.3	-0.5	-0.2	21.0	-40.5
pair	RSIhist	RSmean	neg-neg	25	6.9	-10.2	48.0	-0.5	-0.7	-0.3	17.3	-31.4
pair	RSmean	RSIhist	neg-neg	25	6.9	-10.2	48.0	-0.5	-0.7	-0.3	17.3	-31.4
pair	RSmean	SLmean	neg-neg	20	5.5	-11.7	45.0	-0.8	-1.0	-0.4	14.4	-26.7
pair	SLmean	RSmean	neg-neg	20	5.5	-11.7	45.0	-0.8	-1.0	-0.4	14.4	-26.7
pair	MACD	RSmean	neg-neg	19	5.3	-12.0	52.6	-0.6	-0.5	-0.4	19.5	-27.5
pair	RSmean	MACD	neg-neg	19	5.3	-12.0	52.6	-0.6	-0.5	-0.4	19.5	-27.5
pair	MRmean	LWTI	neg-neg	33	9.1	-12.3	48.5	-0.2	-0.3	-0.2	36.0	-49.9
pair	LWTI	MRmean	neg-neg	33	9.1	-12.3	48.5	-0.2	-0.3	-0.2	36.0	-49.9
pair	SLmean	MRmean	neg-pos	13	3.6	-13.6	46.2	-0.3	-0.5	-0.6	30.8	-24.7
pair	MRmean	SLmean	neg-pos	13	3.6	-13.6	46.2	-0.3	-0.5	-0.6	30.8	-24.7
pair	RSIhist	MRmean	neg-pos	6	1.7	-13.7	66.7	-0.2	-0.7	-0.8	40.9	-17.5
pair	MRmean	RSIhist	neg-pos	6	1.7	-13.7	66.7	-0.2	-0.7	-0.8	40.9	-17.5
pair	LWTI	RSIhist	neg-neg	31	8.6	-14.0	48.4	-0.2	-0.3	-0.3	35.1	-49.9
pair	RSIhist	LWTI	neg-neg	31	8.6	-14.0	48.4	-0.2	-0.3	-0.3	35.1	-49.9
pair	SLmean	LWTI	neg-neg	27	7.5	-18.0	48.1	-0.4	-0.5	-0.4	36.4	-49.9
pair	LWTI	SLmean	neg-neg	27	7.5	-18.0	48.1	-0.4	-0.5	-0.4	36.4	-49.9
pair	RSmean	MRmean	neg-neg	20	5.5	-19.3	45.0	-1.0	-1.0	-0.5	19.2	-36.9
pair	MRmean	RSmean	neg-neg	20	5.5	-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	-30.2	50.0	-1.5	-1.3	-2.5	22.6	-12.2
pair	LWTI	RSmean	neg-neg	4	1.1	-30.2	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 8.9% \| Win 59% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -35.3% Months 223M (62%)	CAGR -8.6% \| Win 50% Sharpe -0.32 \| Sortino -0.48 \| Calmar -0.2 Vol 21% \| MDD -40.5% Months 28M (8%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR -13.6% \| Win 46% Sharpe -0.32 \| 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 (27%)	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 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 57% Sharpe 0.43 \| Sortino 0.66 \| Calmar 0.2 Vol 18% \| MDD -38.7% Months 233M (64%)	CAGR 12.4% \| Win 72% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.7 Vol 19% \| MDD -17.5% Months 18M (5%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR 18.0% \| Win 64% Sharpe 0.72 \| Sortino 0.94 \| Calmar 0.3 Vol 29% \| MDD -51.8% Months 90M (25%)	CAGR -19.3% \| Win 45% Sharpe -1.01 \| Sortino -1.02 \| Calmar -0.5 Vol 19% \| MDD -36.9% Months 20M (6%)	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 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.5% 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 206M (57%)	CAGR 23.8% \| Win 67% Sharpe 1.28 \| Sortino 2.04 \| Calmar 1.2 Vol 18% \| MDD -19.6% Months 45M (12%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR 7.6% \| Win 64% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -46.0% Months 63M (18%)	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 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (26%)

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 235M (65%)	CAGR 53.3% \| Win 88% Sharpe 2.67 \| Sortino 15.61 \| Calmar 14.9 Vol 17% \| MDD -3.6% Months 16M (4%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR -3.1% \| Win 61% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 21% \| MDD -38.7% Months 31M (9%)	CAGR 15.8% \| 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 266M (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 7.7% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -39.4% Months 183M (51%)	CAGR 4.3% \| Win 59% Sharpe 0.31 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -32.6% Months 68M (19%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (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 (27%)	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 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 59% Sharpe 0.55 \| Sortino 0.86 \| Calmar 0.3 Vol 18% \| MDD -26.2% Months 187M (52%)	CAGR 2.3% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -45.4% Months 64M (18%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR -13.7% \| Win 67% Sharpe -0.18 \| Sortino -0.65 \| Calmar -0.8 Vol 41% \| MDD -17.5% Months 6M (2%)	CAGR 11.7% \| Win 61% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -54.7% Months 104M (29%)	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 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (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 224M (62%)	CAGR 39.6% \| Win 74% Sharpe 1.92 \| Sortino 3.55 \| Calmar 4.7 Vol 18% \| MDD -8.4% Months 27M (8%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR 21.4% \| Win 66% Sharpe 0.96 \| Sortino 1.26 \| 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 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 57% Sharpe 0.51 \| Sortino 0.80 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 218M (60%)	CAGR 1.7% \| Win 72% Sharpe 0.19 \| Sortino 0.22 \| Calmar 0.1 Vol 24% \| MDD -17.5% Months 18M (5%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR 12.6% \| Win 63% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -53.5% Months 105M (29%)	CAGR -11.7% \| Win 45% Sharpe -0.79 \| Sortino -0.96 \| Calmar -0.4 Vol 14% \| MDD -26.7% Months 20M (6%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
RSmean only	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.5% Months 38M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.0% \| Win 56% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 188M (52%)	CAGR 22.6% \| Win 65% Sharpe 1.05 \| Sortino 1.41 \| Calmar 1.0 Vol 22% \| MDD -21.9% Months 48M (13%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR 5.3% \| Win 60% Sharpe 0.33 \| Sortino 0.42 \| Calmar 0.1 Vol 26% \| MDD -49.5% Months 81M (22%)	CAGR 14.1% \| Win 59% Sharpe 0.64 \| Sortino 0.87 \| Calmar 0.7 Vol 26% \| MDD -19.9% Months 44M (12%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
MACD only	CAGR 4.4% \| Win 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -49.7% Months 218M (60%)	CAGR 72.8% \| Win 89% Sharpe 3.08 \| Sortino 5.16 \| Calmar 10.5 Vol 19% \| MDD -7.0% Months 18M (5%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR 3.0% \| Win 60% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -39.1% Months 48M (13%)	CAGR 11.7% \| Win 60% Sharpe 0.53 \| Sortino 0.67 \| Calmar 0.2 Vol 30% \| MDD -51.8% Months 77M (21%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 266M (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 9.0% \| Win 57% Sharpe 0.59 \| Sortino 0.89 \| Calmar 0.3 Vol 17% \| MDD -30.3% Months 162M (45%)	CAGR 4.3% \| Win 60% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 22% \| MDD -37.9% Months 74M (20%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR 7.5% \| Win 65% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.3 Vol 21% \| MDD -27.5% Months 34M (9%)	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.2 Vol 28% \| MDD -54.7% Months 91M (25%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
MACDhist only	CAGR 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 59% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 18% \| MDD -38.8% Months 187M (52%)	CAGR 6.0% \| Win 53% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -27.7% Months 49M (14%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR -1.6% \| Win 67% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 19% \| MDD -11.3% Months 6M (2%)	CAGR 8.8% \| Win 60% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -56.3% Months 119M (33%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
RSIhist only	CAGR 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 56% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 18% \| MDD -45.3% Months 203M (56%)	CAGR 35.6% \| Win 70% Sharpe 1.51 \| Sortino 2.33 \| Calmar 2.1 Vol 22% \| MDD -16.9% Months 33M (9%)	CAGR 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)
SLmean neg	CAGR 17.0% \| Win 63% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.7 Vol 22% \| MDD -25.5% Months 98M (27%)	CAGR -18.0% \| Win 48% Sharpe -0.36 \| Sortino -0.48 \| Calmar -0.4 Vol 36% \| MDD -49.9% Months 27M (8%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)
LWTI only	CAGR 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 21% \| MDD -59.7% Months 250M (69%)	CAGR 27.9% \| Win 64% Sharpe 1.15 \| Sortino 1.67 \| Calmar 1.2 Vol 24% \| MDD -23.1% Months 73M (20%)	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (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 -37.5% Months 38M (10%)
MACD only	CAGR 4.4% \| Win 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (26%)

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 245M (68%)	CAGR 27.2% \| Win 68% Sharpe 0.96 \| Sortino 1.20 \| Calmar 0.5 Vol 30% \| MDD -51.8% Months 78M (22%)	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)
RSmean neg	CAGR -8.3% \| 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 -16.4% Months 17M (5%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.5% 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 266M (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 8.9% \| Win 59% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 193M (54%)	CAGR 10.3% \| Win 58% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 27% \| MDD -56.4% Months 130M (36%)	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)
RSmean neg	CAGR -2.2% \| Win 33% Sharpe -0.05 \| Sortino -0.21 \| 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 -37.5% Months 38M (10%)
MACDhist only	CAGR 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 58% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.0% Months 180M (50%)	CAGR 11.5% \| Win 59% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 26% \| MDD -57.8% Months 143M (40%)	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)
RSmean neg	CAGR 4.0% \| Win 77% Sharpe 0.28 \| Sortino 0.25 \| Calmar 0.2 Vol 24% \| MDD -17.5% 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 -37.5% Months 38M (10%)
RSIhist only	CAGR 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.1% \| Win 58% Sharpe 0.54 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -33.4% Months 267M (74%)	CAGR 11.6% \| Win 61% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 56M (16%)	CAGR 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (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 -30.2% \| Win 50% Sharpe -1.48 \| 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 -37.5% Months 38M (10%)
LWTI only	CAGR 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 18% \| MDD -49.9% Months 233M (64%)	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 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)
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 (26%)
RSI only	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 266M (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 6.4% \| Win 57% Sharpe 0.44 \| Sortino 0.63 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 179M (50%)	CAGR 0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.0 Vol 26% \| MDD -48.8% Months 90M (25%)	CAGR 4.4% \| Win 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)
MACD neg	CAGR 36.7% \| Win 71% Sharpe 2.01 \| Sortino 7.20 \| Calmar 11.4 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 (21%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (26%)
MACDhist only	CAGR 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.0% \| Win 57% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 18% \| MDD -31.2% Months 152M (42%)	CAGR 7.6% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 24% \| MDD -53.5% Months 117M (32%)	CAGR 4.4% \| Win 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)
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 (26%)
RSIhist only	CAGR 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.8% \| Win 58% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -39.8% Months 253M (70%)	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 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)
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 (26%)
LWTI only	CAGR 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.5% \| Win 58% Sharpe 0.50 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 191M (53%)	CAGR -6.7% \| Win 52% Sharpe -0.23 \| Sortino -0.36 \| Calmar -0.1 Vol 20% \| MDD -51.0% Months 75M (21%)	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 266M (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 (25%)	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 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.1% \| Win 57% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 18% \| MDD -44.3% Months 178M (49%)	CAGR 3.7% \| Win 56% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -38.6% Months 88M (24%)	CAGR 3.3% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -52.1% Months 266M (74%)
RSI neg	CAGR 78.3% \| 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 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (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 247M (68%)	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 266M (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 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 6.7% \| Win 58% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.3 Vol 17% \| MDD -24.1% Months 144M (40%)	CAGR 14.6% \| Win 62% Sharpe 0.79 \| Sortino 1.13 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 52M (14%)	CAGR 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)
MACDhist neg	CAGR 10.4% \| Win 65% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.4 Vol 22% \| MDD -23.6% Months 49M (14%)	CAGR 5.2% \| 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 (46%)
RSIhist only	CAGR 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.7% \| Win 58% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -39.6% Months 193M (54%)	CAGR 100.4% \| Win 67% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (1%)	CAGR 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)
MACDhist neg	CAGR 7.8% \| Win 58% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -31.3% Months 108M (30%)	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 (46%)
LWTI only	CAGR 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.0% \| Win 57% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 18% \| MDD -38.3% Months 164M (45%)	CAGR 38.1% \| Win 72% Sharpe 1.62 \| Sortino 2.23 \| Calmar 2.8 Vol 22% \| MDD -13.8% Months 29M (8%)	CAGR 7.6% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 193M (54%)
RSIhist neg	CAGR 13.7% \| Win 60% Sharpe 0.70 \| Sortino 1.05 \| Calmar 0.5 Vol 22% \| MDD -26.1% Months 137M (38%)	CAGR -14.0% \| Win 48% Sharpe -0.25 \| Sortino -0.34 \| Calmar -0.3 Vol 35% \| MDD -49.9% Months 31M (9%)	CAGR 8.0% \| Win 58% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 25% \| MDD -60.3% Months 168M (46%)
LWTI only	CAGR 7.7% \| Win 58% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -37.4% Months 301M (83%)	CAGR 8.1% \| Win 60% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 60M (17%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 59% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -35.3% Months 223M (62%)	CAGR -8.6% \| Win 50% Sharpe -0.32 \| Sortino -0.48 \| Calmar -0.2 Vol 21% \| MDD -40.5% Months 28M (8%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR -13.6% \| Win 46% Sharpe -0.32 \| 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 (27%)	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 7.5% \| Win 58% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -40.3% Months 236M (65%)	CAGR 8.3% \| Win 60% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 26% \| MDD -56.3% Months 125M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 57% Sharpe 0.43 \| Sortino 0.66 \| Calmar 0.2 Vol 18% \| MDD -38.7% Months 233M (64%)	CAGR 12.4% \| Win 72% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.7 Vol 19% \| MDD -17.5% Months 18M (5%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR 18.0% \| Win 64% Sharpe 0.72 \| Sortino 0.94 \| Calmar 0.3 Vol 29% \| MDD -51.8% Months 90M (25%)	CAGR -19.3% \| Win 45% Sharpe -1.01 \| Sortino -1.02 \| Calmar -0.5 Vol 19% \| MDD -36.9% Months 20M (6%)	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 9.5% \| Win 59% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -61.5% Months 323M (90%)	CAGR -5.6% \| Win 58% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -37.5% 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 206M (57%)	CAGR 23.8% \| Win 67% Sharpe 1.28 \| Sortino 2.04 \| Calmar 1.2 Vol 18% \| MDD -19.6% Months 45M (12%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR 7.6% \| Win 64% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -46.0% Months 63M (18%)	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 58% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -62.1% Months 269M (74%)	CAGR 18.4% \| Win 62% Sharpe 0.84 \| Sortino 1.13 \| Calmar 0.7 Vol 24% \| MDD -24.6% Months 92M (26%)

	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 235M (65%)	CAGR 53.3% \| Win 88% Sharpe 2.67 \| Sortino 15.61 \| Calmar 14.9 Vol 17% \| MDD -3.6% Months 16M (4%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (70%)
MRmean neg	CAGR -3.1% \| Win 61% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 21% \| MDD -38.7% Months 31M (9%)	CAGR 15.8% \| 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 266M (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 7.7% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -39.4% Months 183M (51%)	CAGR 4.3% \| Win 59% Sharpe 0.31 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -32.6% Months 68M (19%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 251M (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 (27%)	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 8.7% \| Win 59% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 196M (54%)	CAGR 6.7% \| Win 59% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -59.0% Months 165M (46%)