EWG - iShares MSCI Germany ETF

Signal Pair Analysis

RSmean-MACD

Best Pair

36.7%

Best CAGR

105

Total Months

6.8%

Avg CAGR

EWG 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 EWG

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACD	RSmean	neg-pos	7	1.9	36.7	71.4	2.9	6.8	12.9	11.2	-2.8
pair	RSmean	MACD	neg-pos	7	1.9	36.7	71.4	2.9	6.8	12.9	11.2	-2.8
pair	RSmean	RSI	neg-pos	7	1.9	36.7	71.4	2.9	6.8	12.9	11.2	-2.8
pair	RSI	RSmean	neg-pos	7	1.9	36.7	71.4	2.9	6.8	12.9	11.2	-2.8
pair	LWTI	MACD	neg-pos	62	16.9	30.2	67.7	1.4	1.8	1.7	21.5	-18.1
pair	MACD	LWTI	neg-pos	62	16.9	30.2	67.7	1.4	1.8	1.7	21.5	-18.1
pair	SLmean	RSI	pos-neg	30	8.2	30.0	60.0	1.4	3.0	1.6	20.9	-18.9
pair	RSI	SLmean	pos-neg	30	8.2	30.0	60.0	1.4	3.0	1.6	20.9	-18.9
pair	RSmean	SLmean	pos-neg	7	1.9	28.9	71.4	1.6	2.7	4.2	17.4	-6.9
pair	SLmean	RSmean	pos-neg	7	1.9	28.9	71.4	1.6	2.7	4.2	17.4	-6.9
pair	RSIhist	RSmean	neg-pos	6	1.6	26.6	66.7	1.4	1.7	3.9	17.5	-6.9
pair	RSmean	RSIhist	neg-pos	6	1.6	26.6	66.7	1.4	1.7	3.9	17.5	-6.9
pair	RSIhist	MACD	neg-neg	72	19.6	24.3	62.5	0.9	1.1	0.7	30.4	-32.7
pair	MACD	RSIhist	neg-neg	72	19.6	24.3	62.5	0.9	1.1	0.7	30.4	-32.7
pair	MACD	SLmean	pos-neg	65	17.7	23.6	63.1	1.2	2.3	0.9	19.9	-26.3
pair	SLmean	MACD	pos-neg	65	17.7	23.6	63.1	1.2	2.3	0.9	19.9	-26.3
pair	MACDhist	RSmean	neg-pos	4	1.1	22.7	75.0	1.1	0.0	3.3	20.2	-6.9
pair	RSmean	MACDhist	neg-pos	4	1.1	22.7	75.0	1.1	0.0	3.3	20.2	-6.9
pair	MRmean	MACD	pos-neg	59	16.1	21.3	62.7	1.1	2.0	1.0	19.6	-20.7
pair	MACD	MRmean	pos-neg	59	16.1	21.3	62.7	1.1	2.0	1.0	19.6	-20.7
pair	MACDhist	MACD	neg-neg	99	27.0	20.3	61.6	0.8	1.1	0.4	27.2	-49.6
pair	MACD	MACDhist	neg-neg	99	27.0	20.3	61.6	0.8	1.1	0.4	27.2	-49.6
pair	MACDhist	RSI	neg-pos	18	4.9	19.9	50.0	0.7	1.1	0.7	34.2	-28.5
pair	RSI	MACDhist	neg-pos	18	4.9	19.9	50.0	0.7	1.1	0.7	34.2	-28.5
pair	RSmean	LWTI	neg-pos	21	5.7	19.6	66.7	1.6	2.0	2.5	11.7	-7.7
pair	LWTI	RSmean	neg-pos	21	5.7	19.6	66.7	1.6	2.0	2.5	11.7	-7.7
pair	MACD	RSmean	pos-neg	117	31.9	19.6	59.0	0.8	1.1	0.4	28.0	-49.1
pair	RSmean	MACD	pos-neg	117	31.9	19.6	59.0	0.8	1.1	0.4	28.0	-49.1
pair	RSmean	MRmean	pos-neg	6	1.6	19.5	66.7	1.1	1.9	2.8	18.0	-6.9
pair	MRmean	RSmean	pos-neg	6	1.6	19.5	66.7	1.1	1.9	2.8	18.0	-6.9
pair	RSI	MRmean	pos-neg	20	5.4	19.3	50.0	0.9	1.9	1.1	21.8	-17.0
pair	MRmean	RSI	pos-neg	20	5.4	19.3	50.0	0.9	1.9	1.1	21.8	-17.0
pair	MACDhist	LWTI	pos-neg	7	1.9	19.2	57.1	1.3	2.1	2.7	14.2	-7.2
pair	LWTI	MACDhist	pos-neg	7	1.9	19.2	57.1	1.3	2.1	2.7	14.2	-7.2
single	RSmean	RSmean	neg-neg	23	6.3	18.7	65.2	1.6	2.0	2.4	11.4	-7.7
pair	RSI	MACD	neg-neg	92	25.1	18.7	56.5	0.7	1.0	0.4	29.4	-50.6
pair	MACD	RSI	neg-neg	92	25.1	18.7	56.5	0.7	1.0	0.4	29.4	-50.6
single	MACD	MACD	neg-neg	133	36.2	18.6	59.4	0.8	1.1	0.4	26.5	-49.6
pair	RSI	LWTI	neg-pos	44	12.0	18.5	56.8	0.8	1.3	1.0	27.3	-18.1
pair	LWTI	RSI	neg-pos	44	12.0	18.5	56.8	0.8	1.3	1.0	27.3	-18.1
pair	RSmean	MRmean	neg-neg	17	4.6	18.4	64.7	2.0	2.6	10.0	8.7	-1.8
pair	MRmean	RSmean	neg-neg	17	4.6	18.4	64.7	2.0	2.6	10.0	8.7	-1.8
pair	MACD	RSI	neg-pos	41	11.2	18.3	65.9	1.0	1.9	1.1	18.8	-16.3
pair	RSI	MACD	neg-pos	41	11.2	18.3	65.9	1.0	1.9	1.1	18.8	-16.3
pair	MACDhist	RSmean	neg-neg	19	5.2	17.8	63.2	1.8	2.8	6.3	9.4	-2.8
pair	RSmean	MACDhist	neg-neg	19	5.2	17.8	63.2	1.8	2.8	6.3	9.4	-2.8
pair	SLmean	MRmean	neg-pos	18	4.9	16.9	55.6	0.8	2.3	1.5	21.3	-11.1
pair	MRmean	SLmean	neg-pos	18	4.9	16.9	55.6	0.8	2.3	1.5	21.3	-11.1
pair	MACD	MRmean	neg-neg	74	20.2	16.5	56.8	0.7	0.9	0.3	31.0	-48.1
pair	MRmean	MACD	neg-neg	74	20.2	16.5	56.8	0.7	0.9	0.3	31.0	-48.1
pair	RSIhist	RSmean	neg-neg	17	4.6	16.0	64.7	1.7	2.3	5.6	8.9	-2.8
pair	RSmean	RSIhist	neg-neg	17	4.6	16.0	64.7	1.7	2.3	5.6	8.9	-2.8
pair	SLmean	RSmean	neg-neg	16	4.4	14.4	62.5	1.7	2.1	7.9	7.9	-1.8
pair	RSmean	SLmean	neg-neg	16	4.4	14.4	62.5	1.7	2.1	7.9	7.9	-1.8
pair	SLmean	LWTI	pos-neg	35	9.5	14.3	54.3	0.8	1.9	0.9	18.8	-16.7
pair	LWTI	SLmean	pos-neg	35	9.5	14.3	54.3	0.8	1.9	0.9	18.8	-16.7
pair	SLmean	MACD	neg-neg	68	18.5	14.0	55.9	0.6	0.8	0.3	31.7	-47.7
pair	MACD	SLmean	neg-neg	68	18.5	14.0	55.9	0.6	0.8	0.3	31.7	-47.7
pair	MACDhist	MACD	neg-pos	34	9.3	13.8	52.9	0.7	1.0	0.8	24.5	-18.3
pair	MACD	MACDhist	neg-pos	34	9.3	13.8	52.9	0.7	1.0	0.8	24.5	-18.3
pair	RSIhist	SLmean	pos-pos	183	49.9	13.4	61.2	0.8	1.3	0.5	18.0	-26.3
pair	SLmean	RSIhist	pos-pos	183	49.9	13.4	61.2	0.8	1.3	0.5	18.0	-26.3
pair	RSIhist	LWTI	pos-pos	154	42.0	12.6	62.3	0.8	1.1	0.5	18.1	-26.3
pair	LWTI	RSIhist	pos-pos	154	42.0	12.6	62.3	0.8	1.1	0.5	18.1	-26.3
pair	RSIhist	MACD	neg-pos	61	16.6	12.2	55.7	0.7	1.1	0.4	21.1	-32.7
pair	MACD	RSIhist	neg-pos	61	16.6	12.2	55.7	0.7	1.1	0.4	21.1	-32.7
pair	SLmean	MACDhist	pos-pos	156	42.5	11.7	60.9	0.8	1.2	0.3	16.2	-34.7
pair	MACDhist	SLmean	pos-pos	156	42.5	11.7	60.9	0.8	1.2	0.3	16.2	-34.7
pair	RSmean	RSI	neg-neg	16	4.4	11.5	62.5	1.0	1.1	1.5	11.3	-7.8
pair	RSI	RSmean	neg-neg	16	4.4	11.5	62.5	1.0	1.1	1.5	11.3	-7.8
pair	RSmean	MACD	neg-neg	16	4.4	11.5	62.5	1.0	1.1	1.5	11.3	-7.8
pair	MACD	RSmean	neg-neg	16	4.4	11.5	62.5	1.0	1.1	1.5	11.3	-7.8
pair	RSIhist	MRmean	pos-pos	175	47.7	11.4	60.6	0.7	1.1	0.4	17.8	-26.3
pair	MRmean	RSIhist	pos-pos	175	47.7	11.4	60.6	0.7	1.1	0.4	17.8	-26.3
pair	RSI	RSIhist	neg-pos	30	8.2	10.8	50.0	0.5	0.8	0.3	24.6	-32.7
pair	RSIhist	RSI	neg-pos	30	8.2	10.8	50.0	0.5	0.8	0.3	24.6	-32.7
pair	MACDhist	MRmean	neg-pos	13	3.5	10.6	38.5	0.5	0.7	0.3	35.4	-34.0
pair	MRmean	MACDhist	neg-pos	13	3.5	10.6	38.5	0.5	0.7	0.3	35.4	-34.0
pair	RSIhist	MACDhist	pos-pos	146	39.8	10.6	59.6	0.7	1.2	0.4	16.4	-26.6
pair	MACDhist	RSIhist	pos-pos	146	39.8	10.6	59.6	0.7	1.2	0.4	16.4	-26.6
single	SLmean	SLmean	pos-pos	228	62.1	10.6	60.1	0.7	1.0	0.4	18.1	-28.1
pair	MRmean	LWTI	neg-pos	65	17.7	10.5	53.8	0.6	0.9	0.3	23.3	-30.0
pair	LWTI	MRmean	neg-pos	65	17.7	10.5	53.8	0.6	0.9	0.3	23.3	-30.0
single	MACDhist	MACDhist	pos-pos	188	51.2	10.2	58.5	0.6	0.9	0.3	18.7	-39.5
pair	MRmean	SLmean	pos-pos	210	57.2	10.1	60.5	0.6	1.0	0.3	17.8	-35.5
pair	SLmean	MRmean	pos-pos	210	57.2	10.1	60.5	0.6	1.0	0.3	17.8	-35.5
pair	MACDhist	MRmean	pos-pos	175	47.7	10.1	60.0	0.7	0.9	0.3	17.0	-31.6
pair	MRmean	MACDhist	pos-pos	175	47.7	10.1	60.0	0.7	0.9	0.3	17.0	-31.6
pair	SLmean	RSmean	pos-pos	221	60.2	10.1	59.7	0.6	1.0	0.4	18.1	-28.1
pair	RSmean	SLmean	pos-pos	221	60.2	10.1	59.7	0.6	1.0	0.4	18.1	-28.1
pair	LWTI	SLmean	pos-pos	193	52.6	10.0	61.1	0.6	0.9	0.3	18.0	-35.5
pair	SLmean	LWTI	pos-pos	193	52.6	10.0	61.1	0.6	0.9	0.3	18.0	-35.5
pair	RSmean	MACDhist	pos-pos	184	50.1	9.9	58.2	0.6	0.8	0.2	18.7	-39.5
pair	MACDhist	RSmean	pos-pos	184	50.1	9.9	58.2	0.6	0.8	0.2	18.7	-39.5
pair	MACDhist	LWTI	pos-pos	181	49.3	9.8	58.6	0.6	0.8	0.2	18.9	-39.5
pair	LWTI	MACDhist	pos-pos	181	49.3	9.8	58.6	0.6	0.8	0.2	18.9	-39.5
single	LWTI	LWTI	pos-pos	276	75.2	9.7	59.4	0.6	0.8	0.3	19.6	-36.4
pair	RSmean	LWTI	neg-neg	2	0.5	9.6	50.0	1.1	0.0	0.0	8.5	0.0
pair	LWTI	RSmean	neg-neg	2	0.5	9.6	50.0	1.1	0.0	0.0	8.5	0.0
pair	MACDhist	LWTI	neg-pos	95	25.9	9.5	61.1	0.5	0.9	0.4	21.2	-22.5
pair	LWTI	MACDhist	neg-pos	95	25.9	9.5	61.1	0.5	0.9	0.4	21.2	-22.5
pair	MACDhist	MACD	pos-pos	154	42.0	9.4	59.7	0.6	0.8	0.3	17.2	-34.9
pair	MRmean	LWTI	pos-pos	211	57.5	9.4	61.1	0.6	0.8	0.3	18.4	-32.4
pair	MACD	MACDhist	pos-pos	154	42.0	9.4	59.7	0.6	0.8	0.3	17.2	-34.9
pair	LWTI	MRmean	pos-pos	211	57.5	9.4	61.1	0.6	0.8	0.3	18.4	-32.4
pair	MACD	LWTI	neg-neg	71	19.3	9.3	52.1	0.5	0.7	0.2	30.2	-46.7
pair	LWTI	MACD	neg-neg	71	19.3	9.3	52.1	0.5	0.7	0.2	30.2	-46.7
single	MRmean	MRmean	pos-pos	235	64.0	9.2	60.0	0.6	0.8	0.3	18.2	-33.6
pair	MACDhist	RSI	pos-pos	170	46.3	9.2	59.4	0.6	0.9	0.3	16.3	-29.2
pair	RSI	MACDhist	pos-pos	170	46.3	9.2	59.4	0.6	0.9	0.3	16.3	-29.2
pair	LWTI	SLmean	neg-pos	83	22.6	9.1	55.4	0.5	0.7	0.2	23.2	-36.3
pair	SLmean	LWTI	neg-pos	83	22.6	9.1	55.4	0.5	0.7	0.2	23.2	-36.3
pair	MRmean	RSmean	pos-pos	229	62.4	8.9	59.8	0.6	0.8	0.3	18.2	-30.5
pair	RSmean	MRmean	pos-pos	229	62.4	8.9	59.8	0.6	0.8	0.3	18.2	-30.5
pair	RSmean	LWTI	pos-pos	255	69.5	8.9	58.8	0.5	0.8	0.2	20.2	-40.0
pair	LWTI	RSmean	pos-pos	255	69.5	8.9	58.8	0.5	0.8	0.2	20.2	-40.0
pair	RSIhist	MACDhist	pos-neg	42	11.4	8.7	54.8	0.5	0.6	0.2	25.3	-38.1
pair	MACDhist	RSIhist	pos-neg	42	11.4	8.7	54.8	0.5	0.6	0.2	25.3	-38.1
single	RSIhist	RSIhist	pos-pos	192	52.3	8.3	58.3	0.5	0.8	0.2	19.0	-43.7
pair	RSI	MRmean	pos-pos	215	58.6	8.3	60.9	0.5	0.8	0.2	17.8	-34.5
pair	SLmean	MACDhist	pos-neg	72	19.6	8.3	58.3	0.5	0.8	0.3	21.7	-28.1
pair	MACDhist	SLmean	pos-neg	72	19.6	8.3	58.3	0.5	0.8	0.3	21.7	-28.1
pair	MRmean	RSI	pos-pos	215	58.6	8.3	60.9	0.5	0.8	0.2	17.8	-34.5
pair	LWTI	RSI	pos-pos	232	63.2	8.1	59.9	0.5	0.8	0.2	17.9	-35.8
pair	RSI	LWTI	pos-pos	232	63.2	8.1	59.9	0.5	0.8	0.2	17.9	-35.8
pair	RSI	SLmean	pos-pos	198	54.0	8.0	60.1	0.5	0.8	0.2	17.5	-31.6
pair	SLmean	RSI	pos-pos	198	54.0	8.0	60.1	0.5	0.8	0.2	17.5	-31.6
pair	RSIhist	RSI	pos-pos	162	44.1	7.8	59.9	0.5	0.8	0.3	17.8	-26.3
pair	RSI	RSIhist	pos-pos	162	44.1	7.8	59.9	0.5	0.8	0.3	17.8	-26.3
pair	RSIhist	RSmean	pos-pos	186	50.7	7.7	58.1	0.5	0.7	0.2	19.0	-43.1
pair	RSmean	RSIhist	pos-pos	186	50.7	7.7	58.1	0.5	0.7	0.2	19.0	-43.1
single	RSI	RSI	neg-neg	119	32.4	7.4	52.9	0.4	0.6	0.1	30.6	-62.3
pair	RSmean	RSI	pos-neg	103	28.1	6.7	51.5	0.4	0.6	0.1	32.6	-61.9
pair	RSI	RSmean	pos-neg	103	28.1	6.7	51.5	0.4	0.6	0.1	32.6	-61.9
pair	LWTI	MRmean	pos-neg	24	6.5	6.7	50.0	0.5	1.2	0.4	16.1	-18.8
pair	MRmean	LWTI	pos-neg	24	6.5	6.7	50.0	0.5	1.2	0.4	16.1	-18.8
pair	RSIhist	MACD	pos-pos	131	35.7	6.5	59.5	0.4	0.6	0.2	17.9	-26.0
pair	MACD	RSIhist	pos-pos	131	35.7	6.5	59.5	0.4	0.6	0.2	17.9	-26.0
pair	MRmean	MACDhist	pos-neg	60	16.3	6.4	60.0	0.4	0.6	0.2	21.4	-30.5
pair	MACDhist	MRmean	pos-neg	60	16.3	6.4	60.0	0.4	0.6	0.2	21.4	-30.5
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	6.2	56.7	0.4	0.5	0.1	22.8	-64.2
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	6.2	56.7	0.4	0.5	0.1	22.8	-64.2
pair	RSIhist	LWTI	neg-pos	122	33.2	6.2	55.7	0.4	0.6	0.1	21.5	-40.7
pair	LWTI	RSIhist	neg-pos	122	33.2	6.2	55.7	0.4	0.6	0.1	21.5	-40.7
pair	RSI	RSIhist	neg-neg	89	24.3	6.2	53.9	0.3	0.5	0.1	32.5	-58.0
pair	RSIhist	RSI	neg-neg	89	24.3	6.2	53.9	0.3	0.5	0.1	32.5	-58.0
pair	MACD	SLmean	pos-pos	163	44.4	5.9	58.9	0.4	0.6	0.2	17.1	-28.1
pair	SLmean	MACD	pos-pos	163	44.4	5.9	58.9	0.4	0.6	0.2	17.1	-28.1
single	RSI	RSI	pos-pos	248	67.6	5.7	58.5	0.4	0.6	0.1	18.0	-46.4
pair	SLmean	RSIhist	neg-neg	130	35.4	5.5	54.6	0.3	0.5	0.1	28.8	-60.3
pair	RSIhist	SLmean	neg-neg	130	35.4	5.5	54.6	0.3	0.5	0.1	28.8	-60.3
single	RSmean	RSmean	pos-pos	344	93.7	5.4	56.1	0.3	0.5	0.1	23.4	-63.8
pair	MRmean	MACD	pos-pos	176	48.0	5.4	59.1	0.4	0.5	0.2	17.6	-32.9
pair	MACD	MRmean	pos-pos	176	48.0	5.4	59.1	0.4	0.5	0.2	17.6	-32.9
pair	MACDhist	RSI	neg-neg	101	27.5	5.3	53.5	0.3	0.5	0.1	30.1	-68.9
pair	RSI	MACDhist	neg-neg	101	27.5	5.3	53.5	0.3	0.5	0.1	30.1	-68.9
pair	MRmean	RSI	neg-neg	99	27.0	5.1	53.5	0.3	0.5	0.1	32.2	-69.7
pair	RSI	MRmean	neg-neg	99	27.0	5.1	53.5	0.3	0.5	0.1	32.2	-69.7
pair	RSmean	RSI	pos-pos	241	65.7	4.9	58.1	0.4	0.5	0.1	18.1	-49.8
pair	RSI	RSmean	pos-pos	241	65.7	4.9	58.1	0.4	0.5	0.1	18.1	-49.8
pair	MRmean	RSIhist	neg-neg	115	31.3	4.7	53.0	0.3	0.4	0.1	29.6	-59.3
pair	RSIhist	MRmean	neg-neg	115	31.3	4.7	53.0	0.3	0.4	0.1	29.6	-59.3
pair	MACD	LWTI	pos-pos	214	58.3	4.4	57.0	0.3	0.5	0.1	18.9	-45.2
pair	LWTI	MACD	pos-pos	214	58.3	4.4	57.0	0.3	0.5	0.1	18.9	-45.2
single	RSIhist	RSIhist	neg-neg	175	47.7	4.0	54.9	0.3	0.4	0.1	26.5	-60.3
pair	RSI	MACD	pos-pos	207	56.4	3.3	57.0	0.3	0.4	0.1	17.8	-47.4
pair	MACD	RSI	pos-pos	207	56.4	3.3	57.0	0.3	0.4	0.1	17.8	-47.4
pair	MRmean	RSIhist	pos-neg	60	16.3	2.9	58.3	0.2	0.3	0.1	19.3	-33.8
pair	RSIhist	MRmean	pos-neg	60	16.3	2.9	58.3	0.2	0.3	0.1	19.3	-33.8
pair	SLmean	MACDhist	neg-pos	32	8.7	2.8	46.9	0.2	0.3	0.1	28.1	-45.5
pair	RSmean	RSIhist	pos-neg	158	43.1	2.8	53.8	0.2	0.3	0.1	27.7	-61.5
pair	RSIhist	RSmean	pos-neg	158	43.1	2.8	53.8	0.2	0.3	0.1	27.7	-61.5
pair	MACDhist	SLmean	neg-pos	32	8.7	2.8	46.9	0.2	0.3	0.1	28.1	-45.5
pair	RSIhist	MACDhist	neg-neg	133	36.2	2.6	54.9	0.2	0.3	0.0	26.9	-63.5
pair	MACDhist	RSIhist	neg-neg	133	36.2	2.6	54.9	0.2	0.3	0.0	26.9	-63.5
single	MACDhist	MACDhist	neg-neg	179	48.8	2.2	54.7	0.2	0.3	0.0	26.5	-75.2
pair	RSIhist	RSI	pos-neg	86	23.4	1.8	55.8	0.2	0.3	0.0	18.4	-49.6
pair	RSI	RSIhist	pos-neg	86	23.4	1.8	55.8	0.2	0.3	0.0	18.4	-49.6
pair	SLmean	MRmean	pos-neg	25	6.8	1.6	56.0	0.2	0.2	0.1	21.2	-23.6
pair	MRmean	SLmean	pos-neg	25	6.8	1.6	56.0	0.2	0.2	0.1	21.2	-23.6
pair	RSI	LWTI	neg-neg	75	20.4	1.3	50.7	0.2	0.3	0.0	32.5	-66.2
pair	LWTI	RSI	neg-neg	75	20.4	1.3	50.7	0.2	0.3	0.0	32.5	-66.2
pair	MACDhist	RSIhist	neg-pos	46	12.5	1.2	54.3	0.2	0.2	0.0	25.7	-37.9
pair	RSIhist	MACDhist	neg-pos	46	12.5	1.2	54.3	0.2	0.2	0.0	25.7	-37.9
single	MRmean	MRmean	neg-neg	132	36.0	1.2	50.8	0.2	0.3	0.0	29.4	-73.3
pair	SLmean	RSI	neg-neg	89	24.3	0.6	50.6	0.2	0.3	0.0	33.2	-69.5
pair	RSI	SLmean	neg-neg	89	24.3	0.6	50.6	0.2	0.3	0.0	33.2	-69.5
pair	MACDhist	RSmean	pos-neg	160	43.6	0.5	53.8	0.2	0.2	0.0	27.8	-74.8
pair	RSmean	MACDhist	pos-neg	160	43.6	0.5	53.8	0.2	0.2	0.0	27.8	-74.8
pair	MRmean	MACDhist	neg-neg	119	32.4	0.2	52.1	0.1	0.2	0.0	28.8	-73.0
pair	MACDhist	MRmean	neg-neg	119	32.4	0.2	52.1	0.1	0.2	0.0	28.8	-73.0
pair	SLmean	RSIhist	pos-neg	45	12.3	-0.1	55.6	0.1	0.1	-0.0	18.3	-31.6
pair	RSIhist	SLmean	pos-neg	45	12.3	-0.1	55.6	0.1	0.1	-0.0	18.3	-31.6
single	MACD	MACD	pos-pos	234	63.8	-0.2	55.1	0.1	0.1	-0.0	20.2	-74.8
single	SLmean	SLmean	neg-neg	139	37.9	-0.6	51.1	0.1	0.2	-0.0	29.0	-71.2
pair	RSIhist	LWTI	neg-neg	53	14.4	-0.6	52.8	0.2	0.2	-0.0	35.6	-58.0
pair	LWTI	RSIhist	neg-neg	53	14.4	-0.6	52.8	0.2	0.2	-0.0	35.6	-58.0
pair	SLmean	MRmean	neg-neg	114	31.1	-1.1	50.0	0.1	0.2	-0.0	30.5	-71.8
pair	MRmean	SLmean	neg-neg	114	31.1	-1.1	50.0	0.1	0.2	-0.0	30.5	-71.8
pair	RSmean	MRmean	neg-pos	115	31.3	-1.1	48.7	0.1	0.2	-0.0	31.3	-72.8
pair	MRmean	RSmean	neg-pos	115	31.3	-1.1	48.7	0.1	0.2	-0.0	31.3	-72.8
pair	RSmean	MACD	pos-pos	227	61.9	-1.2	54.6	0.1	0.1	-0.0	20.4	-75.9
pair	MACD	RSmean	pos-pos	227	61.9	-1.2	54.6	0.1	0.1	-0.0	20.4	-75.9
pair	MACDhist	RSI	pos-neg	78	21.3	-1.5	56.4	0.0	0.1	-0.0	21.1	-54.5
pair	RSI	MACDhist	pos-neg	78	21.3	-1.5	56.4	0.0	0.1	-0.0	21.1	-54.5
pair	SLmean	MACDhist	neg-neg	107	29.2	-1.6	52.3	0.1	0.1	-0.0	29.4	-72.9
pair	MACDhist	SLmean	neg-neg	107	29.2	-1.6	52.3	0.1	0.1	-0.0	29.4	-72.9
pair	RSmean	SLmean	neg-pos	123	33.5	-2.4	49.6	0.1	0.1	-0.0	30.7	-70.6
pair	SLmean	RSmean	neg-pos	123	33.5	-2.4	49.6	0.1	0.1	-0.0	30.7	-70.6
pair	SLmean	RSI	neg-pos	50	13.6	-2.8	52.0	-0.1	-0.1	-0.1	19.6	-47.1
pair	RSI	SLmean	neg-pos	50	13.6	-2.8	52.0	-0.1	-0.1	-0.1	19.6	-47.1
single	LWTI	LWTI	neg-neg	91	24.8	-3.7	48.4	0.0	0.1	-0.1	30.5	-69.2
pair	LWTI	RSmean	pos-neg	89	24.3	-3.9	48.3	0.0	0.0	-0.1	30.9	-68.9
pair	RSmean	LWTI	pos-neg	89	24.3	-3.9	48.3	0.0	0.0	-0.1	30.9	-68.9
pair	MACDhist	LWTI	neg-neg	84	22.9	-5.3	47.6	-0.0	-0.0	-0.1	31.5	-71.7
pair	LWTI	MACDhist	neg-neg	84	22.9	-5.3	47.6	-0.0	-0.0	-0.1	31.5	-71.7
pair	MRmean	LWTI	neg-neg	67	18.3	-7.1	47.8	-0.0	-0.1	-0.1	34.3	-72.4
pair	LWTI	MRmean	neg-neg	67	18.3	-7.1	47.8	-0.0	-0.1	-0.1	34.3	-72.4
pair	RSIhist	LWTI	pos-neg	38	10.4	-7.7	42.1	-0.3	-0.4	-0.2	21.9	-32.7
pair	LWTI	RSIhist	pos-neg	38	10.4	-7.7	42.1	-0.3	-0.4	-0.2	21.9	-32.7
pair	RSIhist	MACD	pos-neg	103	28.1	-8.1	49.5	-0.3	-0.3	-0.1	22.7	-75.5
pair	MACD	RSIhist	pos-neg	103	28.1	-8.1	49.5	-0.3	-0.3	-0.1	22.7	-75.5
pair	MRmean	RSI	neg-pos	33	9.0	-9.7	42.4	-0.5	-0.7	-0.2	18.5	-44.4
pair	RSI	MRmean	neg-pos	33	9.0	-9.7	42.4	-0.5	-0.7	-0.2	18.5	-44.4
pair	SLmean	MACD	neg-pos	71	19.3	-12.9	46.5	-0.4	-0.6	-0.2	25.8	-74.0
pair	MACD	SLmean	neg-pos	71	19.3	-12.9	46.5	-0.4	-0.6	-0.2	25.8	-74.0
pair	SLmean	LWTI	neg-neg	56	15.3	-13.4	44.6	-0.2	-0.3	-0.2	35.9	-69.5
pair	LWTI	SLmean	neg-neg	56	15.3	-13.4	44.6	-0.2	-0.3	-0.2	35.9	-69.5
pair	MACD	MRmean	neg-pos	58	15.8	-15.4	43.1	-0.5	-0.8	-0.2	26.4	-71.0
pair	MRmean	MACD	neg-pos	58	15.8	-15.4	43.1	-0.5	-0.8	-0.2	26.4	-71.0
pair	MACDhist	MACD	pos-neg	80	21.8	-16.4	46.2	-0.6	-0.9	-0.2	24.5	-77.8
pair	MACD	MACDhist	pos-neg	80	21.8	-16.4	46.2	-0.6	-0.9	-0.2	24.5	-77.8
pair	RSIhist	MRmean	neg-pos	17	4.6	-19.5	35.3	-0.6	-0.9	-0.6	28.0	-31.0
pair	MRmean	RSIhist	neg-pos	17	4.6	-19.5	35.3	-0.6	-0.9	-0.6	28.0	-31.0
pair	MACD	RSI	pos-neg	27	7.4	-23.8	40.7	-0.6	-1.1	-0.4	33.3	-54.7
pair	RSI	MACD	pos-neg	27	7.4	-23.8	40.7	-0.6	-1.1	-0.4	33.3	-54.7
pair	LWTI	RSI	pos-neg	16	4.4	-23.9	37.5	-1.5	-1.9	-0.8	17.4	-29.1
pair	RSI	LWTI	pos-neg	16	4.4	-23.9	37.5	-1.5	-1.9	-0.8	17.4	-29.1
pair	MACD	LWTI	pos-neg	20	5.4	-38.4	35.0	-1.5	-1.9	-0.6	29.0	-60.4
pair	LWTI	MACD	pos-neg	20	5.4	-38.4	35.0	-1.5	-1.9	-0.6	29.0	-60.4
pair	RSIhist	SLmean	neg-pos	9	2.5	-58.2	0.0	-4.2	-4.2	-1.2	19.4	-47.5
pair	SLmean	RSIhist	neg-pos	9	2.5	-58.2	0.0	-4.2	-4.2	-1.2	19.4	-47.5

All Contingency Tables for EWG

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 18% \| MDD -35.5% Months 210M (57%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.1 Vol 21% \| MDD -23.6% Months 25M (7%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR 16.9% \| Win 56% Sharpe 0.84 \| Sortino 2.26 \| Calmar 1.5 Vol 21% \| MDD -11.1% Months 18M (5%)	CAGR -1.1% \| Win 50% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 30% \| MDD -71.8% Months 114M (31%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
SLmean only	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 229M (62%)	CAGR 19.5% \| Win 67% Sharpe 1.07 \| Sortino 1.94 \| Calmar 2.8 Vol 18% \| MDD -6.9% Months 6M (2%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -1.1% \| Win 49% Sharpe 0.12 \| Sortino 0.19 \| Calmar -0.0 Vol 31% \| MDD -72.8% Months 115M (31%)	CAGR 18.4% \| Win 65% Sharpe 1.98 \| Sortino 2.59 \| Calmar 10.0 Vol 9% \| MDD -1.8% Months 17M (5%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
RSmean only	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.2 Vol 18% \| MDD -32.9% Months 176M (48%)	CAGR 21.3% \| Win 63% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.0 Vol 20% \| MDD -20.7% Months 59M (16%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -15.4% \| Win 43% Sharpe -0.50 \| Sortino -0.77 \| Calmar -0.2 Vol 26% \| MDD -71.0% Months 58M (16%)	CAGR 16.5% \| Win 57% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 31% \| MDD -48.1% Months 74M (20%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
MACD only	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -34.5% Months 215M (59%)	CAGR 19.3% \| Win 50% Sharpe 0.92 \| Sortino 1.92 \| Calmar 1.1 Vol 22% \| MDD -17.0% Months 20M (5%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -9.7% \| Win 42% Sharpe -0.46 \| Sortino -0.69 \| Calmar -0.2 Vol 18% \| MDD -44.4% Months 33M (9%)	CAGR 5.1% \| Win 54% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -69.7% Months 99M (27%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
RSI only	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 0.95 \| Calmar 0.3 Vol 17% \| MDD -31.6% Months 175M (48%)	CAGR 6.4% \| Win 60% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.2 Vol 21% \| MDD -30.5% Months 60M (16%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR 10.6% \| Win 38% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.3 Vol 35% \| MDD -34.0% Months 13M (4%)	CAGR 0.2% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 29% \| MDD -73.0% Months 119M (32%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 61% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 175M (48%)	CAGR 2.9% \| Win 58% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 60M (16%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -19.5% \| Win 35% Sharpe -0.63 \| Sortino -0.95 \| Calmar -0.6 Vol 28% \| MDD -31.0% Months 17M (5%)	CAGR 4.7% \| Win 53% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 30% \| MDD -59.3% Months 115M (31%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.4% \| Win 61% Sharpe 0.58 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -32.4% Months 211M (58%)	CAGR 6.7% \| Win 50% Sharpe 0.48 \| Sortino 1.22 \| Calmar 0.4 Vol 16% \| MDD -18.8% Months 24M (6%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR 10.5% \| Win 54% Sharpe 0.55 \| Sortino 0.91 \| Calmar 0.4 Vol 23% \| MDD -30.0% Months 65M (18%)	CAGR -7.1% \| Win 48% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 34% \| MDD -72.4% Months 67M (18%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 60% Sharpe 0.62 \| Sortino 0.98 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 221M (60%)	CAGR 28.9% \| Win 71% Sharpe 1.55 \| Sortino 2.71 \| Calmar 4.2 Vol 17% \| MDD -6.9% Months 7M (2%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR -2.4% \| Win 50% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 31% \| MDD -70.6% Months 123M (34%)	CAGR 14.4% \| Win 62% Sharpe 1.74 \| Sortino 2.07 \| Calmar 7.9 Vol 8% \| MDD -1.8% Months 16M (4%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
RSmean only	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.2 Vol 17% \| MDD -28.1% Months 163M (44%)	CAGR 23.6% \| Win 63% Sharpe 1.17 \| Sortino 2.28 \| Calmar 0.9 Vol 20% \| MDD -26.3% Months 65M (18%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR -12.9% \| Win 46% Sharpe -0.40 \| Sortino -0.57 \| Calmar -0.2 Vol 26% \| MDD -74.0% Months 71M (19%)	CAGR 14.0% \| Win 56% Sharpe 0.58 \| Sortino 0.76 \| Calmar 0.3 Vol 32% \| MDD -47.7% Months 68M (18%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
MACD only	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 60% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.6% Months 198M (54%)	CAGR 30.0% \| Win 60% Sharpe 1.37 \| Sortino 2.95 \| Calmar 1.6 Vol 21% \| MDD -18.9% Months 30M (8%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR -2.8% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 20% \| MDD -47.1% Months 50M (14%)	CAGR 0.6% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 33% \| MDD -69.5% Months 89M (24%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
RSI only	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 61% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.3 Vol 16% \| MDD -34.7% Months 156M (42%)	CAGR 8.3% \| Win 58% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.3 Vol 22% \| MDD -28.1% Months 72M (20%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR 2.8% \| Win 47% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 28% \| MDD -45.5% Months 32M (9%)	CAGR -1.6% \| Win 52% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 29% \| MDD -72.9% Months 107M (29%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.4% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 18% \| MDD -26.3% Months 183M (50%)	CAGR -0.1% \| Win 56% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 18% \| MDD -31.6% Months 45M (12%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR -58.2% \| Win 0% Sharpe -4.24 \| Sortino -4.24 \| Calmar -1.2 Vol 19% \| MDD -47.5% Months 9M (2%)	CAGR 5.5% \| Win 55% Sharpe 0.33 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -60.3% Months 130M (35%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.0% \| Win 61% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.5% Months 193M (53%)	CAGR 14.3% \| Win 54% Sharpe 0.81 \| Sortino 1.91 \| Calmar 0.9 Vol 19% \| MDD -16.7% Months 35M (10%)	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)
SLmean neg	CAGR 9.1% \| Win 55% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -36.3% Months 83M (23%)	CAGR -13.4% \| Win 45% Sharpe -0.22 \| Sortino -0.33 \| Calmar -0.2 Vol 36% \| MDD -69.5% Months 56M (15%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -1.2% \| Win 55% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -75.9% Months 227M (62%)	CAGR 19.6% \| Win 59% Sharpe 0.79 \| Sortino 1.12 \| Calmar 0.4 Vol 28% \| MDD -49.1% Months 117M (32%)	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)
RSmean neg	CAGR 36.7% \| Win 71% Sharpe 2.88 \| Sortino 6.75 \| Calmar 12.9 Vol 11% \| MDD -2.8% Months 7M (2%)	CAGR 11.5% \| Win 62% Sharpe 1.02 \| Sortino 1.10 \| Calmar 1.5 Vol 11% \| MDD -7.8% Months 16M (4%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)
MACD only	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -49.8% Months 241M (66%)	CAGR 6.7% \| Win 52% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 33% \| MDD -61.9% Months 103M (28%)	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)
RSmean neg	CAGR 36.7% \| Win 71% Sharpe 2.88 \| Sortino 6.75 \| Calmar 12.9 Vol 11% \| MDD -2.8% Months 7M (2%)	CAGR 11.5% \| Win 62% Sharpe 1.02 \| Sortino 1.10 \| Calmar 1.5 Vol 11% \| MDD -7.8% Months 16M (4%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)
RSI only	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.9% \| Win 58% Sharpe 0.60 \| Sortino 0.85 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 184M (50%)	CAGR 0.5% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 28% \| MDD -74.8% Months 160M (44%)	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)
RSmean neg	CAGR 22.7% \| Win 75% Sharpe 1.10 \| Sortino 0.00 \| Calmar 3.3 Vol 20% \| MDD -6.9% Months 4M (1%)	CAGR 17.8% \| Win 63% Sharpe 1.79 \| Sortino 2.80 \| Calmar 6.3 Vol 9% \| MDD -2.8% Months 19M (5%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 19% \| MDD -43.1% Months 186M (51%)	CAGR 2.8% \| Win 54% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.0 Vol 28% \| MDD -61.5% Months 158M (43%)	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)
RSmean neg	CAGR 26.6% \| Win 67% Sharpe 1.43 \| Sortino 1.72 \| Calmar 3.9 Vol 18% \| MDD -6.9% Months 6M (2%)	CAGR 16.0% \| Win 65% Sharpe 1.72 \| Sortino 2.32 \| Calmar 5.6 Vol 9% \| MDD -2.8% Months 17M (5%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 59% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -40.0% Months 255M (70%)	CAGR -3.9% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 31% \| MDD -68.9% Months 89M (24%)	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)
RSmean neg	CAGR 19.6% \| Win 67% Sharpe 1.59 \| Sortino 2.02 \| Calmar 2.5 Vol 12% \| MDD -7.7% Months 21M (6%)	CAGR 9.6% \| Win 50% Sharpe 1.10 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 2M (0%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -47.4% Months 207M (56%)	CAGR -23.8% \| Win 41% Sharpe -0.64 \| Sortino -1.15 \| Calmar -0.4 Vol 33% \| MDD -54.7% Months 27M (7%)	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)
MACD neg	CAGR 18.3% \| Win 66% Sharpe 0.99 \| Sortino 1.85 \| Calmar 1.1 Vol 19% \| MDD -16.3% Months 41M (11%)	CAGR 18.7% \| Win 56% Sharpe 0.74 \| Sortino 1.00 \| Calmar 0.4 Vol 29% \| MDD -50.6% Months 92M (25%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)
RSI only	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.4% \| Win 60% Sharpe 0.61 \| Sortino 0.85 \| Calmar 0.3 Vol 17% \| MDD -34.9% Months 154M (42%)	CAGR -16.4% \| Win 46% Sharpe -0.60 \| Sortino -0.89 \| Calmar -0.2 Vol 24% \| MDD -77.8% Months 80M (22%)	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)
MACD neg	CAGR 13.8% \| Win 53% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.8 Vol 24% \| MDD -18.3% Months 34M (9%)	CAGR 20.3% \| Win 62% Sharpe 0.82 \| Sortino 1.10 \| Calmar 0.4 Vol 27% \| MDD -49.6% Months 99M (27%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 131M (36%)	CAGR -8.1% \| Win 50% Sharpe -0.26 \| Sortino -0.35 \| Calmar -0.1 Vol 23% \| MDD -75.5% Months 103M (28%)	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)
MACD neg	CAGR 12.2% \| Win 56% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 21% \| MDD -32.7% Months 61M (17%)	CAGR 24.3% \| Win 62% Sharpe 0.88 \| Sortino 1.12 \| Calmar 0.7 Vol 30% \| MDD -32.7% Months 72M (20%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.4% \| Win 57% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -45.2% Months 214M (58%)	CAGR -38.4% \| Win 35% Sharpe -1.49 \| Sortino -1.93 \| Calmar -0.6 Vol 29% \| MDD -60.4% Months 20M (5%)	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)
MACD neg	CAGR 30.2% \| Win 68% Sharpe 1.35 \| Sortino 1.81 \| Calmar 1.7 Vol 22% \| MDD -18.1% Months 62M (17%)	CAGR 9.3% \| Win 52% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.2 Vol 30% \| MDD -46.7% Months 71M (19%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.2% \| Win 59% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 170M (46%)	CAGR -1.5% \| Win 56% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 21% \| MDD -54.5% Months 78M (21%)	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)
RSI neg	CAGR 19.9% \| Win 50% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.7 Vol 34% \| MDD -28.5% Months 18M (5%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 30% \| MDD -68.9% Months 101M (28%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 7.8% \| Win 60% Sharpe 0.51 \| Sortino 0.76 \| Calmar 0.3 Vol 18% \| MDD -26.3% Months 162M (44%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 18% \| MDD -49.6% Months 86M (23%)	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)
RSI neg	CAGR 10.8% \| Win 50% Sharpe 0.54 \| Sortino 0.84 \| Calmar 0.3 Vol 25% \| MDD -32.7% Months 30M (8%)	CAGR 6.2% \| Win 54% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 32% \| MDD -58.0% Months 89M (24%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.1% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 232M (63%)	CAGR -23.9% \| Win 38% Sharpe -1.47 \| Sortino -1.90 \| Calmar -0.8 Vol 17% \| MDD -29.1% Months 16M (4%)	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)
RSI neg	CAGR 18.5% \| Win 57% Sharpe 0.76 \| Sortino 1.29 \| Calmar 1.0 Vol 27% \| MDD -18.1% Months 44M (12%)	CAGR 1.3% \| Win 51% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 32% \| MDD -66.2% Months 75M (20%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.6% \| Win 60% Sharpe 0.70 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 146M (40%)	CAGR 8.7% \| Win 55% Sharpe 0.46 \| Sortino 0.56 \| Calmar 0.2 Vol 25% \| MDD -38.1% Months 42M (11%)	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)
MACDhist neg	CAGR 1.2% \| Win 54% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -37.9% Months 46M (12%)	CAGR 2.6% \| Win 55% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -63.5% Months 133M (36%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)
RSIhist only	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.8% \| Win 59% Sharpe 0.59 \| Sortino 0.84 \| Calmar 0.2 Vol 19% \| MDD -39.5% Months 181M (49%)	CAGR 19.2% \| Win 57% Sharpe 1.31 \| Sortino 2.10 \| Calmar 2.7 Vol 14% \| MDD -7.2% Months 7M (2%)	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)
MACDhist neg	CAGR 9.5% \| Win 61% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.4 Vol 21% \| MDD -22.5% Months 95M (26%)	CAGR -5.3% \| Win 48% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 32% \| MDD -71.7% Months 84M (23%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 12.6% \| Win 62% Sharpe 0.75 \| Sortino 1.13 \| Calmar 0.5 Vol 18% \| MDD -26.3% Months 154M (42%)	CAGR -7.7% \| Win 42% Sharpe -0.26 \| Sortino -0.38 \| Calmar -0.2 Vol 22% \| MDD -32.7% Months 38M (10%)	CAGR 8.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -43.7% Months 192M (52%)
RSIhist neg	CAGR 6.2% \| Win 56% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 22% \| MDD -40.7% Months 122M (33%)	CAGR -0.6% \| Win 53% Sharpe 0.16 \| Sortino 0.23 \| Calmar -0.0 Vol 36% \| MDD -58.0% Months 53M (14%)	CAGR 4.0% \| Win 55% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -60.3% Months 175M (48%)
LWTI only	CAGR 9.7% \| Win 59% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.3 Vol 20% \| MDD -36.4% Months 276M (75%)	CAGR -3.7% \| Win 48% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 30% \| MDD -69.2% Months 91M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 18% \| MDD -35.5% Months 210M (57%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.1 Vol 21% \| MDD -23.6% Months 25M (7%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR 16.9% \| Win 56% Sharpe 0.84 \| Sortino 2.26 \| Calmar 1.5 Vol 21% \| MDD -11.1% Months 18M (5%)	CAGR -1.1% \| Win 50% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 30% \| MDD -71.8% Months 114M (31%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
SLmean only	CAGR 10.6% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 228M (62%)	CAGR -0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -71.2% Months 139M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 229M (62%)	CAGR 19.5% \| Win 67% Sharpe 1.07 \| Sortino 1.94 \| Calmar 2.8 Vol 18% \| MDD -6.9% Months 6M (2%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -1.1% \| Win 49% Sharpe 0.12 \| Sortino 0.19 \| Calmar -0.0 Vol 31% \| MDD -72.8% Months 115M (31%)	CAGR 18.4% \| Win 65% Sharpe 1.98 \| Sortino 2.59 \| Calmar 10.0 Vol 9% \| MDD -1.8% Months 17M (5%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
RSmean only	CAGR 5.4% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -63.8% Months 344M (94%)	CAGR 18.7% \| Win 65% Sharpe 1.57 \| Sortino 2.02 \| Calmar 2.4 Vol 11% \| MDD -7.7% Months 23M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.2 Vol 18% \| MDD -32.9% Months 176M (48%)	CAGR 21.3% \| Win 63% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.0 Vol 20% \| MDD -20.7% Months 59M (16%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -15.4% \| Win 43% Sharpe -0.50 \| Sortino -0.77 \| Calmar -0.2 Vol 26% \| MDD -71.0% Months 58M (16%)	CAGR 16.5% \| Win 57% Sharpe 0.65 \| Sortino 0.87 \| Calmar 0.3 Vol 31% \| MDD -48.1% Months 74M (20%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
MACD only	CAGR -0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 20% \| MDD -74.8% Months 234M (64%)	CAGR 18.6% \| Win 59% Sharpe 0.78 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -49.6% Months 133M (36%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -34.5% Months 215M (59%)	CAGR 19.3% \| Win 50% Sharpe 0.92 \| Sortino 1.92 \| Calmar 1.1 Vol 22% \| MDD -17.0% Months 20M (5%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR -9.7% \| Win 42% Sharpe -0.46 \| Sortino -0.69 \| Calmar -0.2 Vol 18% \| MDD -44.4% Months 33M (9%)	CAGR 5.1% \| Win 54% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -69.7% Months 99M (27%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
RSI only	CAGR 5.7% \| Win 58% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -46.4% Months 248M (68%)	CAGR 7.4% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -62.3% Months 119M (32%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 0.95 \| Calmar 0.3 Vol 17% \| MDD -31.6% Months 175M (48%)	CAGR 6.4% \| Win 60% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.2 Vol 21% \| MDD -30.5% Months 60M (16%)	CAGR 9.2% \| Win 60% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.6% Months 235M (64%)
MRmean neg	CAGR 10.6% \| Win 38% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.3 Vol 35% \| MDD -34.0% Months 13M (4%)	CAGR 0.2% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 29% \| MDD -73.0% Months 119M (32%)	CAGR 1.2% \| Win 51% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 29% \| MDD -73.3% Months 132M (36%)
MACDhist only	CAGR 10.2% \| Win 58% Sharpe 0.61 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -39.5% Months 188M (51%)	CAGR 2.2% \| Win 55% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 26% \| MDD -75.2% Months 179M (49%)