EWH - iShares MSCI Hong Kong ETF

Signal Pair Analysis

MRmean-RSmean

Best Pair

114.3%

Best CAGR

104

Total Months

8.0%

Avg CAGR

EWH 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 EWH

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MRmean	pos-neg	6	1.6	114.3	83.3	2.5	0.0	2940.2	32.6	-0.0
pair	MRmean	RSmean	pos-neg	6	1.6	114.3	83.3	2.5	0.0	2940.2	32.6	-0.0
pair	RSIhist	RSmean	neg-pos	8	2.2	87.5	75.0	1.9	3.1	9.4	36.4	-9.3
pair	RSmean	RSIhist	neg-pos	8	2.2	87.5	75.0	1.9	3.1	9.4	36.4	-9.3
pair	LWTI	RSmean	neg-neg	3	0.8	87.5	66.7	1.5	0.0	0.0	47.1	0.0
pair	RSmean	LWTI	neg-neg	3	0.8	87.5	66.7	1.5	0.0	0.0	47.1	0.0
pair	RSmean	SLmean	pos-neg	9	2.5	79.9	77.8	1.9	2.9	8.6	34.3	-9.3
pair	SLmean	RSmean	pos-neg	9	2.5	79.9	77.8	1.9	2.9	8.6	34.3	-9.3
pair	MACDhist	RSmean	neg-pos	9	2.5	49.1	55.6	1.2	3.9	3.1	37.8	-15.8
pair	RSmean	MACDhist	neg-pos	9	2.5	49.1	55.6	1.2	3.9	3.1	37.8	-15.8
pair	MACDhist	RSI	neg-pos	14	3.8	46.7	50.0	1.3	4.2	3.9	34.0	-12.0
pair	RSI	MACDhist	neg-pos	14	3.8	46.7	50.0	1.3	4.2	3.9	34.0	-12.0
pair	RSI	MRmean	pos-neg	20	5.5	37.0	50.0	1.2	3.5	2.2	30.7	-17.1
pair	MRmean	RSI	pos-neg	20	5.5	37.0	50.0	1.2	3.5	2.2	30.7	-17.1
pair	MACDhist	MRmean	neg-pos	15	4.1	36.2	66.7	1.5	3.5	2.6	22.8	-13.7
pair	MRmean	MACDhist	neg-pos	15	4.1	36.2	66.7	1.5	3.5	2.6	22.8	-13.7
pair	SLmean	RSI	pos-neg	31	8.5	34.5	51.6	1.0	3.1	1.3	36.7	-27.4
pair	RSI	SLmean	pos-neg	31	8.5	34.5	51.6	1.0	3.1	1.3	36.7	-27.4
pair	MACDhist	LWTI	pos-neg	11	3.0	30.8	54.5	1.0	6.8	3.4	30.4	-9.0
pair	LWTI	MACDhist	pos-neg	11	3.0	30.8	54.5	1.0	6.8	3.4	30.4	-9.0
pair	MACD	MACDhist	neg-pos	30	8.2	26.6	53.3	1.0	2.6	1.4	27.6	-19.7
pair	MACDhist	MACD	neg-pos	30	8.2	26.6	53.3	1.0	2.6	1.4	27.6	-19.7
pair	SLmean	LWTI	pos-neg	42	11.5	25.5	57.1	0.9	2.5	1.0	30.9	-25.0
pair	LWTI	SLmean	pos-neg	42	11.5	25.5	57.1	0.9	2.5	1.0	30.9	-25.0
pair	SLmean	MRmean	neg-pos	22	6.0	21.4	50.0	0.7	1.8	0.9	35.3	-23.4
pair	MRmean	SLmean	neg-pos	22	6.0	21.4	50.0	0.7	1.8	0.9	35.3	-23.4
pair	SLmean	RSIhist	neg-pos	6	1.6	21.3	50.0	1.6	8.6	10.4	12.2	-2.0
pair	RSIhist	SLmean	neg-pos	6	1.6	21.3	50.0	1.6	8.6	10.4	12.2	-2.0
pair	RSI	RSIhist	neg-pos	32	8.8	16.2	46.9	0.7	1.7	0.6	28.4	-27.4
pair	RSIhist	RSI	neg-pos	32	8.8	16.2	46.9	0.7	1.7	0.6	28.4	-27.4
pair	MACD	SLmean	pos-neg	57	15.6	14.7	52.6	0.6	1.0	0.4	34.2	-38.1
pair	SLmean	MACD	pos-neg	57	15.6	14.7	52.6	0.6	1.0	0.4	34.2	-38.1
pair	MACD	RSIhist	neg-pos	55	15.1	13.9	49.1	0.6	1.5	0.4	25.4	-31.4
pair	RSIhist	MACD	neg-pos	55	15.1	13.9	49.1	0.6	1.5	0.4	25.4	-31.4
pair	MRmean	MACD	pos-neg	48	13.2	13.8	54.2	0.6	0.8	0.3	30.4	-40.3
pair	MACD	MRmean	pos-neg	48	13.2	13.8	54.2	0.6	0.8	0.3	30.4	-40.3
pair	MACDhist	RSIhist	pos-pos	149	40.8	13.4	61.1	0.8	1.5	0.6	19.1	-23.1
pair	RSIhist	MACDhist	pos-pos	149	40.8	13.4	61.1	0.8	1.5	0.6	19.1	-23.1
pair	MACD	LWTI	neg-neg	78	21.4	12.9	50.0	0.5	1.1	0.3	32.7	-47.5
pair	LWTI	MACD	neg-neg	78	21.4	12.9	50.0	0.5	1.1	0.3	32.7	-47.5
pair	RSmean	MACD	neg-neg	19	5.2	12.1	47.4	0.5	1.3	0.5	31.0	-22.6
pair	MACD	RSmean	neg-neg	19	5.2	12.1	47.4	0.5	1.3	0.5	31.0	-22.6
pair	SLmean	MACDhist	pos-pos	164	44.9	11.9	61.6	0.7	1.4	0.6	18.7	-21.3
pair	MACDhist	SLmean	pos-pos	164	44.9	11.9	61.6	0.7	1.4	0.6	18.7	-21.3
pair	RSIhist	MRmean	pos-pos	174	47.7	11.8	60.3	0.7	1.4	0.4	19.1	-29.3
pair	MRmean	RSIhist	pos-pos	174	47.7	11.8	60.3	0.7	1.4	0.4	19.1	-29.3
pair	RSI	RSmean	neg-neg	20	5.5	11.7	50.0	0.5	1.3	0.5	30.2	-22.6
pair	RSmean	RSI	neg-neg	20	5.5	11.7	50.0	0.5	1.3	0.5	30.2	-22.6
pair	RSIhist	LWTI	pos-pos	147	40.3	10.5	61.2	0.7	1.3	0.4	18.0	-28.9
pair	LWTI	RSIhist	pos-pos	147	40.3	10.5	61.2	0.7	1.3	0.4	18.0	-28.9
pair	MACD	RSI	neg-neg	103	28.2	10.5	49.5	0.5	1.0	0.2	30.8	-52.6
pair	RSI	MACD	neg-neg	103	28.2	10.5	49.5	0.5	1.0	0.2	30.8	-52.6
single	RSIhist	RSIhist	pos-pos	189	51.8	10.4	59.3	0.6	1.2	0.3	19.3	-34.1
single	MACDhist	MACDhist	pos-pos	197	54.0	10.4	60.9	0.6	1.2	0.4	19.0	-28.3
pair	RSIhist	LWTI	pos-neg	42	11.5	10.2	52.4	0.5	1.1	0.4	23.5	-24.4
pair	LWTI	RSIhist	pos-neg	42	11.5	10.2	52.4	0.5	1.1	0.4	23.5	-24.4
pair	RSIhist	SLmean	pos-pos	183	50.1	10.1	59.6	0.6	1.2	0.3	19.5	-33.3
pair	SLmean	RSIhist	pos-pos	183	50.1	10.1	59.6	0.6	1.2	0.3	19.5	-33.3
pair	MRmean	LWTI	pos-neg	31	8.5	9.6	51.6	0.5	1.2	0.5	24.4	-20.3
pair	LWTI	MRmean	pos-neg	31	8.5	9.6	51.6	0.5	1.2	0.5	24.4	-20.3
pair	RSIhist	RSI	pos-pos	157	43.0	9.3	61.8	0.6	1.1	0.4	17.0	-23.6
pair	RSI	RSIhist	pos-pos	157	43.0	9.3	61.8	0.6	1.1	0.4	17.0	-23.6
pair	MACDhist	LWTI	pos-pos	186	51.0	9.3	61.3	0.6	1.1	0.3	18.2	-27.1
pair	LWTI	MACDhist	pos-pos	186	51.0	9.3	61.3	0.6	1.1	0.3	18.2	-27.1
pair	RSIhist	MACD	pos-pos	134	36.7	9.1	63.4	0.6	1.1	0.5	16.3	-19.1
pair	MACD	RSIhist	pos-pos	134	36.7	9.1	63.4	0.6	1.1	0.5	16.3	-19.1
pair	RSmean	MACDhist	pos-pos	188	51.5	8.8	61.2	0.6	1.0	0.3	17.7	-31.0
pair	MACDhist	RSmean	pos-pos	188	51.5	8.8	61.2	0.6	1.0	0.3	17.7	-31.0
single	SLmean	SLmean	pos-pos	223	61.1	8.7	58.7	0.5	0.8	0.2	22.2	-38.1
pair	MRmean	MACDhist	pos-pos	182	49.9	8.5	60.4	0.5	1.0	0.3	18.6	-32.9
pair	MACDhist	MRmean	pos-pos	182	49.9	8.5	60.4	0.5	1.0	0.3	18.6	-32.9
pair	RSI	MACDhist	pos-pos	183	50.1	8.0	61.7	0.5	0.9	0.3	17.3	-28.3
single	MACD	MACD	neg-neg	132	36.2	8.0	50.8	0.4	0.7	0.1	30.4	-65.5
pair	MACDhist	RSI	pos-pos	183	50.1	8.0	61.7	0.5	0.9	0.3	17.3	-28.3
pair	RSI	LWTI	neg-pos	52	14.2	7.9	48.1	0.5	0.9	0.4	22.5	-20.3
pair	LWTI	RSI	neg-pos	52	14.2	7.9	48.1	0.5	0.9	0.4	22.5	-20.3
pair	RSmean	RSIhist	pos-pos	181	49.6	7.9	58.6	0.5	1.0	0.2	18.0	-34.4
pair	RSIhist	RSmean	pos-pos	181	49.6	7.9	58.6	0.5	1.0	0.2	18.0	-34.4
pair	MACDhist	MACD	pos-pos	167	45.8	7.7	62.3	0.5	0.9	0.3	17.0	-28.7
pair	MACD	MACDhist	pos-pos	167	45.8	7.7	62.3	0.5	0.9	0.3	17.0	-28.7
pair	RSI	LWTI	pos-neg	17	4.7	7.6	58.8	0.5	0.8	0.6	20.4	-12.9
pair	LWTI	RSI	pos-neg	17	4.7	7.6	58.8	0.5	0.8	0.6	20.4	-12.9
pair	MRmean	SLmean	pos-pos	201	55.1	7.4	59.7	0.5	0.7	0.2	20.3	-43.9
pair	SLmean	MRmean	pos-pos	201	55.1	7.4	59.7	0.5	0.7	0.2	20.3	-43.9
pair	MACD	RSmean	pos-neg	113	31.0	7.3	51.3	0.4	0.6	0.1	30.5	-61.8
pair	RSmean	MACD	pos-neg	113	31.0	7.3	51.3	0.4	0.6	0.1	30.5	-61.8
single	MRmean	MRmean	pos-pos	225	61.6	6.9	59.6	0.4	0.6	0.2	20.3	-40.3
single	RSI	RSI	neg-neg	135	37.0	6.7	49.6	0.4	0.7	0.1	29.9	-52.6
pair	MACD	SLmean	pos-pos	166	45.5	6.7	60.8	0.5	0.8	0.2	16.2	-32.8
pair	SLmean	MACD	pos-pos	166	45.5	6.7	60.8	0.5	0.8	0.2	16.2	-32.8
pair	RSmean	SLmean	pos-pos	214	58.6	6.5	57.9	0.4	0.6	0.2	21.4	-38.1
pair	SLmean	RSmean	pos-pos	214	58.6	6.5	57.9	0.4	0.6	0.2	21.4	-38.1
pair	MRmean	LWTI	pos-pos	194	53.2	6.4	60.8	0.4	0.6	0.2	19.7	-34.2
pair	LWTI	MRmean	pos-pos	194	53.2	6.4	60.8	0.4	0.6	0.2	19.7	-34.2
single	LWTI	LWTI	neg-neg	100	27.4	6.2	52.0	0.3	0.6	0.1	31.8	-47.5
pair	RSI	LWTI	neg-neg	83	22.7	5.9	50.6	0.3	0.6	0.1	33.8	-47.5
pair	RSI	RSmean	pos-neg	115	31.5	5.9	49.6	0.3	0.6	0.1	29.9	-46.3
pair	LWTI	RSI	neg-neg	83	22.7	5.9	50.6	0.3	0.6	0.1	33.8	-47.5
pair	RSmean	RSI	pos-neg	115	31.5	5.9	49.6	0.3	0.6	0.1	29.9	-46.3
pair	LWTI	MACD	pos-pos	211	57.8	5.4	59.2	0.4	0.6	0.1	18.0	-36.1
pair	MACD	LWTI	pos-pos	211	57.8	5.4	59.2	0.4	0.6	0.1	18.0	-36.1
pair	MRmean	RSmean	neg-pos	119	32.6	5.3	52.1	0.3	0.5	0.1	29.7	-54.4
pair	RSmean	MRmean	neg-pos	119	32.6	5.3	52.1	0.3	0.5	0.1	29.7	-54.4
pair	RSmean	LWTI	pos-pos	241	66.0	5.2	58.5	0.4	0.5	0.1	19.8	-44.8
pair	SLmean	LWTI	pos-pos	181	49.6	5.2	59.1	0.4	0.5	0.1	19.6	-38.1
pair	LWTI	RSmean	pos-pos	241	66.0	5.2	58.5	0.4	0.5	0.1	19.8	-44.8
pair	LWTI	SLmean	pos-pos	181	49.6	5.2	59.1	0.4	0.5	0.1	19.6	-38.1
pair	SLmean	RSI	pos-pos	192	52.6	5.1	59.9	0.4	0.5	0.1	18.7	-45.3
pair	RSI	SLmean	pos-pos	192	52.6	5.1	59.9	0.4	0.5	0.1	18.7	-45.3
single	RSmean	RSmean	pos-pos	338	92.6	5.0	56.5	0.3	0.5	0.1	23.7	-61.8
pair	MRmean	MACD	pos-pos	177	48.5	5.0	61.0	0.4	0.6	0.1	16.6	-35.2
pair	MACD	MRmean	pos-pos	177	48.5	5.0	61.0	0.4	0.6	0.1	16.6	-35.2
pair		benchmark___benchmark_	benchmark-benchmark	365	100.0	5.0	56.2	0.3	0.5	0.1	23.9	-65.5
pair	benchmark___benchmark_		benchmark-benchmark	365	100.0	5.0	56.2	0.3	0.5	0.1	23.9	-65.5
single	RSmean	RSmean	neg-neg	27	7.4	4.9	51.9	0.3	0.7	0.2	27.0	-25.0
pair	MRmean	MACD	neg-neg	84	23.0	4.8	48.8	0.3	0.6	0.1	30.6	-52.6
pair	MACD	MRmean	neg-neg	84	23.0	4.8	48.8	0.3	0.6	0.1	30.6	-52.6
pair	MRmean	RSmean	pos-pos	219	60.0	4.8	58.9	0.3	0.5	0.1	19.7	-47.4
pair	RSmean	MRmean	pos-pos	219	60.0	4.8	58.9	0.3	0.5	0.1	19.7	-47.4
pair	LWTI	MRmean	neg-neg	69	18.9	4.7	52.2	0.3	0.5	0.1	34.8	-47.7
pair	MRmean	LWTI	neg-neg	69	18.9	4.7	52.2	0.3	0.5	0.1	34.8	-47.7
pair	RSI	MACD	pos-pos	201	55.1	4.6	60.7	0.3	0.5	0.1	17.8	-34.4
pair	MACD	RSI	pos-pos	201	55.1	4.6	60.7	0.3	0.5	0.1	17.8	-34.4
single	LWTI	LWTI	pos-pos	265	72.6	4.5	57.7	0.3	0.5	0.1	20.1	-40.2
pair	RSmean	RSI	pos-pos	223	61.1	4.5	60.1	0.3	0.4	0.1	19.7	-39.2
pair	RSI	RSmean	pos-pos	223	61.1	4.5	60.1	0.3	0.4	0.1	19.7	-39.2
pair	LWTI	RSmean	pos-neg	97	26.6	4.4	51.5	0.3	0.5	0.1	31.4	-41.9
pair	RSmean	LWTI	pos-neg	97	26.6	4.4	51.5	0.3	0.5	0.1	31.4	-41.9
pair	RSI	MRmean	pos-pos	205	56.2	4.3	60.5	0.3	0.4	0.1	19.0	-40.0
pair	MRmean	RSI	pos-pos	205	56.2	4.3	60.5	0.3	0.4	0.1	19.0	-40.0
pair	MACD	RSIhist	neg-neg	77	21.1	4.0	51.9	0.3	0.5	0.1	33.7	-65.5
pair	RSIhist	MACD	neg-neg	77	21.1	4.0	51.9	0.3	0.5	0.1	33.7	-65.5
single	RSI	RSI	pos-pos	230	63.0	4.0	60.0	0.3	0.4	0.1	19.6	-42.6
pair	RSIhist	RSI	neg-neg	103	28.2	3.9	50.5	0.3	0.5	0.1	30.4	-55.3
pair	RSI	RSIhist	neg-neg	103	28.2	3.9	50.5	0.3	0.5	0.1	30.4	-55.3
pair	MACD	RSmean	pos-pos	225	61.6	3.8	59.1	0.3	0.4	0.1	19.4	-58.0
pair	RSmean	MACD	pos-pos	225	61.6	3.8	59.1	0.3	0.4	0.1	19.4	-58.0
pair	LWTI	RSI	pos-pos	213	58.4	3.7	60.1	0.3	0.4	0.1	19.6	-42.6
pair	RSI	LWTI	pos-pos	213	58.4	3.7	60.1	0.3	0.4	0.1	19.6	-42.6
pair	MACDhist	LWTI	neg-neg	89	24.4	3.5	51.7	0.3	0.5	0.1	32.1	-47.5
pair	LWTI	MACDhist	neg-neg	89	24.4	3.5	51.7	0.3	0.5	0.1	32.1	-47.5
pair	LWTI	RSIhist	neg-neg	58	15.9	3.5	51.7	0.3	0.5	0.1	36.9	-47.5
pair	RSIhist	LWTI	neg-neg	58	15.9	3.5	51.7	0.3	0.5	0.1	36.9	-47.5
single	MACD	MACD	pos-pos	233	63.8	3.3	59.2	0.3	0.4	0.1	19.2	-58.0
pair	SLmean	MACD	neg-neg	75	20.5	3.2	49.3	0.2	0.4	0.1	27.3	-51.7
pair	MACD	SLmean	neg-neg	75	20.5	3.2	49.3	0.2	0.4	0.1	27.3	-51.7
pair	SLmean	LWTI	neg-pos	84	23.0	3.1	54.8	0.2	0.4	0.1	21.4	-24.3
pair	LWTI	SLmean	neg-pos	84	23.0	3.1	54.8	0.2	0.4	0.1	21.4	-24.3
pair	MACD	MACDhist	neg-neg	102	27.9	3.1	50.0	0.2	0.4	0.1	31.2	-65.5
pair	MACDhist	MACD	neg-neg	102	27.9	3.1	50.0	0.2	0.4	0.1	31.2	-65.5
pair	MACDhist	SLmean	neg-pos	33	9.0	3.0	57.6	0.2	0.5	0.1	20.9	-20.3
pair	SLmean	MACDhist	neg-pos	33	9.0	3.0	57.6	0.2	0.5	0.1	20.9	-20.3
pair	MACDhist	RSI	neg-neg	121	33.2	2.8	49.6	0.2	0.4	0.1	29.3	-56.8
pair	RSI	MACDhist	neg-neg	121	33.2	2.8	49.6	0.2	0.4	0.1	29.3	-56.8
pair	RSIhist	MRmean	neg-neg	125	34.2	2.8	51.2	0.2	0.4	0.1	29.6	-54.9
pair	MRmean	RSIhist	neg-neg	125	34.2	2.8	51.2	0.2	0.4	0.1	29.6	-54.9
pair	RSIhist	SLmean	pos-neg	40	11.0	2.6	55.0	0.2	0.3	0.1	32.0	-38.1
pair	SLmean	RSIhist	pos-neg	40	11.0	2.6	55.0	0.2	0.3	0.1	32.0	-38.1
pair	RSmean	SLmean	neg-pos	124	34.0	2.5	54.0	0.2	0.3	0.0	27.2	-57.2
pair	SLmean	RSmean	neg-pos	124	34.0	2.5	54.0	0.2	0.3	0.0	27.2	-57.2
pair	MRmean	RSI	neg-neg	115	31.5	2.2	49.6	0.2	0.4	0.0	29.7	-59.8
pair	RSI	MRmean	neg-neg	115	31.5	2.2	49.6	0.2	0.4	0.0	29.7	-59.8
pair	SLmean	MRmean	pos-neg	24	6.6	2.2	58.3	0.2	0.3	0.1	20.6	-24.1
pair	MRmean	SLmean	pos-neg	24	6.6	2.2	58.3	0.2	0.3	0.1	20.6	-24.1
single	MRmean	MRmean	neg-neg	140	38.4	2.0	50.7	0.2	0.3	0.0	28.7	-59.5
pair	RSIhist	RSmean	pos-neg	157	43.0	1.7	54.1	0.2	0.3	0.0	28.9	-61.8
pair	RSmean	RSIhist	pos-neg	157	43.0	1.7	54.1	0.2	0.3	0.0	28.9	-61.8
pair	MACDhist	RSIhist	pos-neg	48	13.2	1.6	60.4	0.2	0.3	0.1	18.7	-24.5
pair	RSIhist	MACDhist	pos-neg	48	13.2	1.6	60.4	0.2	0.3	0.1	18.7	-24.5
pair	RSI	MRmean	neg-pos	25	6.8	1.5	56.0	0.2	0.2	0.1	24.6	-26.6
pair	MRmean	RSI	neg-pos	25	6.8	1.5	56.0	0.2	0.2	0.1	24.6	-26.6
pair	LWTI	MACD	neg-pos	54	14.8	1.3	51.9	0.2	0.2	0.0	27.0	-40.2
pair	MACD	LWTI	neg-pos	54	14.8	1.3	51.9	0.2	0.2	0.0	27.0	-40.2
pair	MACDhist	RSmean	pos-neg	150	41.1	0.4	50.7	0.2	0.2	0.0	29.5	-68.7
pair	RSmean	MACDhist	pos-neg	150	41.1	0.4	50.7	0.2	0.2	0.0	29.5	-68.7
pair	MACDhist	SLmean	pos-neg	59	16.2	0.3	50.8	0.1	0.2	0.0	30.1	-38.1
pair	SLmean	MACDhist	pos-neg	59	16.2	0.3	50.8	0.1	0.2	0.0	30.1	-38.1
pair	MACDhist	MRmean	pos-neg	43	11.8	0.2	55.8	0.1	0.2	0.0	26.5	-38.1
pair	RSIhist	MACDhist	neg-pos	40	11.0	0.2	52.5	0.1	0.2	0.0	20.1	-25.8
pair	MACDhist	RSIhist	neg-pos	40	11.0	0.2	52.5	0.1	0.2	0.0	20.1	-25.8
pair	MRmean	MACDhist	pos-neg	43	11.8	0.2	55.8	0.1	0.2	0.0	26.5	-38.1
pair	RSI	MACD	neg-pos	29	7.9	-0.4	55.2	0.1	0.2	-0.0	29.6	-38.3
pair	RSI	SLmean	neg-neg	104	28.5	-0.4	49.0	0.1	0.2	-0.0	27.3	-70.7
pair	SLmean	RSI	neg-neg	104	28.5	-0.4	49.0	0.1	0.2	-0.0	27.3	-70.7
pair	MACD	RSI	neg-pos	29	7.9	-0.4	55.2	0.1	0.2	-0.0	29.6	-38.3
pair	MRmean	LWTI	neg-pos	71	19.5	-0.5	49.3	0.1	0.1	-0.0	21.4	-38.0
pair	LWTI	MRmean	neg-pos	71	19.5	-0.5	49.3	0.1	0.1	-0.0	21.4	-38.0
single	SLmean	SLmean	neg-neg	142	38.9	-0.6	52.1	0.1	0.2	-0.0	26.3	-67.0
single	RSIhist	RSIhist	neg-neg	176	48.2	-0.6	52.8	0.1	0.2	-0.0	28.0	-68.3
single	MACDhist	MACDhist	neg-neg	168	46.0	-1.0	50.6	0.1	0.2	-0.0	28.6	-71.7
pair	RSI	SLmean	neg-pos	38	10.4	-1.2	60.5	0.1	0.1	-0.0	23.6	-36.8
pair	SLmean	RSI	neg-pos	38	10.4	-1.2	60.5	0.1	0.1	-0.0	23.6	-36.8
pair	MRmean	SLmean	neg-neg	118	32.3	-1.2	50.8	0.1	0.1	-0.0	27.4	-68.8
pair	SLmean	MRmean	neg-neg	118	32.3	-1.2	50.8	0.1	0.1	-0.0	27.4	-68.8
pair	MACDhist	MRmean	neg-neg	125	34.2	-1.4	48.8	0.1	0.1	-0.0	29.3	-58.7
pair	MRmean	MACDhist	neg-neg	125	34.2	-1.4	48.8	0.1	0.1	-0.0	29.3	-58.7
pair	RSIhist	MACDhist	neg-neg	128	35.1	-1.4	50.0	0.1	0.2	-0.0	30.8	-69.4
pair	MACDhist	RSIhist	neg-neg	128	35.1	-1.4	50.0	0.1	0.2	-0.0	30.8	-69.4
pair	SLmean	RSIhist	neg-neg	136	37.3	-1.5	52.2	0.1	0.1	-0.0	26.8	-68.7
pair	RSIhist	SLmean	neg-neg	136	37.3	-1.5	52.2	0.1	0.1	-0.0	26.8	-68.7
pair	MACDhist	SLmean	neg-neg	109	29.9	-1.7	50.5	0.1	0.1	-0.0	27.8	-64.1
pair	SLmean	MACDhist	neg-neg	109	29.9	-1.7	50.5	0.1	0.1	-0.0	27.8	-64.1
pair	MACD	MRmean	neg-pos	56	15.3	-2.0	53.6	0.1	0.1	-0.0	26.0	-54.8
pair	MRmean	MACD	neg-pos	56	15.3	-2.0	53.6	0.1	0.1	-0.0	26.0	-54.8
pair	LWTI	RSmean	neg-pos	24	6.6	-2.4	50.0	0.0	0.0	-0.1	24.1	-25.0
pair	RSmean	LWTI	neg-pos	24	6.6	-2.4	50.0	0.0	0.0	-0.1	24.1	-25.0
pair	RSIhist	LWTI	neg-pos	118	32.3	-2.5	53.4	0.0	0.0	-0.1	22.4	-50.2
pair	LWTI	RSIhist	neg-pos	118	32.3	-2.5	53.4	0.0	0.0	-0.1	22.4	-50.2
pair	RSIhist	MRmean	neg-pos	15	4.1	-3.7	46.7	-0.1	-0.1	-0.2	21.5	-19.2
pair	MRmean	RSIhist	neg-pos	15	4.1	-3.7	46.7	-0.1	-0.1	-0.2	21.5	-19.2
pair	RSIhist	MACD	pos-neg	99	27.1	-4.0	53.5	-0.1	-0.1	-0.1	22.6	-57.5
pair	MACD	RSIhist	pos-neg	99	27.1	-4.0	53.5	-0.1	-0.1	-0.1	22.6	-57.5
pair	SLmean	MACD	neg-pos	67	18.4	-4.7	55.2	-0.1	-0.1	-0.1	25.3	-43.8
pair	MACD	SLmean	neg-pos	67	18.4	-4.7	55.2	-0.1	-0.1	-0.1	25.3	-43.8
pair	MACD	RSI	pos-neg	32	8.8	-4.7	50.0	-0.0	-0.1	-0.1	27.0	-42.3
pair	RSI	MACD	pos-neg	32	8.8	-4.7	50.0	-0.0	-0.1	-0.1	27.0	-42.3
pair	SLmean	LWTI	neg-neg	58	15.9	-5.8	48.3	-0.0	-0.0	-0.1	32.3	-61.9
pair	LWTI	SLmean	neg-neg	58	15.9	-5.8	48.3	-0.0	-0.0	-0.1	32.3	-61.9
pair	LWTI	MACDhist	neg-pos	79	21.6	-5.9	49.4	-0.1	-0.1	-0.1	24.0	-56.6
pair	MACDhist	LWTI	neg-pos	79	21.6	-5.9	49.4	-0.1	-0.1	-0.1	24.0	-56.6
pair	RSIhist	RSI	pos-neg	73	20.0	-6.6	56.2	-0.1	-0.2	-0.1	24.2	-51.3
pair	RSI	RSIhist	pos-neg	73	20.0	-6.6	56.2	-0.1	-0.2	-0.1	24.2	-51.3
pair	MACDhist	MACD	pos-neg	66	18.1	-7.1	51.5	-0.2	-0.2	-0.1	23.9	-57.6
pair	MACD	MACDhist	pos-neg	66	18.1	-7.1	51.5	-0.2	-0.2	-0.1	23.9	-57.6
pair	RSIhist	MRmean	pos-neg	51	14.0	-8.3	56.9	-0.2	-0.2	-0.2	23.7	-44.1
pair	MRmean	RSIhist	pos-neg	51	14.0	-8.3	56.9	-0.2	-0.2	-0.2	23.7	-44.1
pair	RSI	MACDhist	pos-neg	47	12.9	-10.3	53.2	-0.3	-0.3	-0.2	26.6	-50.3
pair	MACDhist	RSI	pos-neg	47	12.9	-10.3	53.2	-0.3	-0.3	-0.2	26.6	-50.3
pair	RSmean	MACD	neg-pos	8	2.2	-10.4	62.5	-0.7	-0.7	-1.3	13.6	-8.1
pair	MACD	RSmean	neg-pos	8	2.2	-10.4	62.5	-0.7	-0.7	-1.3	13.6	-8.1
pair	MACDhist	RSmean	neg-neg	18	4.9	-12.0	50.0	-0.6	-0.9	-0.4	18.5	-31.1
pair	RSmean	MACDhist	neg-neg	18	4.9	-12.0	50.0	-0.6	-0.9	-0.4	18.5	-31.1
pair	RSI	RSmean	neg-pos	7	1.9	-12.2	57.1	-0.8	-0.8	-1.5	14.6	-8.1
pair	RSmean	RSI	neg-pos	7	1.9	-12.2	57.1	-0.8	-0.8	-1.5	14.6	-8.1
pair	RSmean	MRmean	neg-neg	21	5.8	-14.4	42.9	-0.6	-1.2	-0.3	22.4	-44.9
pair	MRmean	RSmean	neg-neg	21	5.8	-14.4	42.9	-0.6	-1.2	-0.3	22.4	-44.9
pair	MACD	LWTI	pos-neg	22	6.0	-14.5	59.1	-0.4	-0.5	-0.4	28.5	-38.3
pair	LWTI	MACD	pos-neg	22	6.0	-14.5	59.1	-0.4	-0.5	-0.4	28.5	-38.3
pair	RSIhist	RSmean	neg-neg	19	5.2	-17.8	42.1	-1.0	-1.7	-0.5	18.3	-38.9
pair	RSmean	RSIhist	neg-neg	19	5.2	-17.8	42.1	-1.0	-1.7	-0.5	18.3	-38.9
pair	RSmean	SLmean	neg-neg	18	4.9	-19.9	38.9	-1.1	-1.9	-0.5	18.5	-40.1
pair	SLmean	RSmean	neg-neg	18	4.9	-19.9	38.9	-1.1	-1.9	-0.5	18.5	-40.1

All Contingency Tables for EWH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.4% \| Win 60% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -43.9% Months 201M (55%)	CAGR 2.2% \| Win 58% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.1 Vol 21% \| MDD -24.1% Months 24M (7%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 21.4% \| Win 50% Sharpe 0.70 \| Sortino 1.79 \| Calmar 0.9 Vol 35% \| MDD -23.4% Months 22M (6%)	CAGR -1.2% \| Win 51% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 27% \| MDD -68.8% Months 118M (32%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
SLmean only	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 59% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -47.4% Months 219M (60%)	CAGR 114.3% \| Win 83% Sharpe 2.54 \| Sortino 0.00 \| Calmar 2940.2 Vol 33% \| MDD -0.0% Months 6M (2%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 5.3% \| Win 52% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 119M (33%)	CAGR -14.4% \| Win 43% Sharpe -0.59 \| Sortino -1.19 \| Calmar -0.3 Vol 22% \| MDD -44.9% Months 21M (6%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
RSmean only	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 61% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 17% \| MDD -35.2% Months 177M (48%)	CAGR 13.8% \| Win 54% Sharpe 0.58 \| Sortino 0.83 \| Calmar 0.3 Vol 30% \| MDD -40.3% Months 48M (13%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 26% \| MDD -54.8% Months 56M (15%)	CAGR 4.8% \| Win 49% Sharpe 0.30 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -52.6% Months 84M (23%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
MACD only	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.3% \| Win 60% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -40.0% Months 205M (56%)	CAGR 37.0% \| Win 50% Sharpe 1.18 \| Sortino 3.47 \| Calmar 2.2 Vol 31% \| MDD -17.1% Months 20M (6%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 1.5% \| Win 56% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.1 Vol 25% \| MDD -26.6% Months 25M (7%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.37 \| Calmar 0.0 Vol 30% \| MDD -59.8% Months 115M (32%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
RSI only	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 60% Sharpe 0.53 \| Sortino 0.97 \| Calmar 0.3 Vol 19% \| MDD -32.9% Months 182M (50%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.0 Vol 26% \| MDD -38.1% Months 43M (12%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 36.2% \| Win 67% Sharpe 1.48 \| Sortino 3.46 \| Calmar 2.6 Vol 23% \| MDD -13.7% Months 15M (4%)	CAGR -1.4% \| Win 49% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -58.7% Months 125M (34%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 60% Sharpe 0.68 \| Sortino 1.40 \| Calmar 0.4 Vol 19% \| MDD -29.3% Months 174M (48%)	CAGR -8.3% \| Win 57% Sharpe -0.24 \| Sortino -0.25 \| Calmar -0.2 Vol 24% \| MDD -44.1% Months 51M (14%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR -3.7% \| Win 47% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.2 Vol 22% \| MDD -19.2% Months 15M (4%)	CAGR 2.8% \| Win 51% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -54.9% Months 125M (34%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 61% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -34.2% Months 194M (53%)	CAGR 9.6% \| Win 52% Sharpe 0.49 \| Sortino 1.20 \| Calmar 0.5 Vol 24% \| MDD -20.3% Months 31M (8%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR -0.5% \| Win 49% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.0 Vol 21% \| MDD -38.0% Months 71M (20%)	CAGR 4.7% \| Win 52% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.1 Vol 35% \| MDD -47.7% Months 69M (19%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 58% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.2 Vol 21% \| MDD -38.1% Months 214M (59%)	CAGR 79.9% \| Win 78% Sharpe 1.90 \| Sortino 2.87 \| Calmar 8.6 Vol 34% \| MDD -9.3% Months 9M (2%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR 2.5% \| Win 54% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -57.2% Months 124M (34%)	CAGR -19.9% \| Win 39% Sharpe -1.09 \| Sortino -1.90 \| Calmar -0.5 Vol 18% \| MDD -40.1% Months 18M (5%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
RSmean only	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 61% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 166M (46%)	CAGR 14.7% \| Win 53% Sharpe 0.57 \| Sortino 0.98 \| Calmar 0.4 Vol 34% \| MDD -38.1% Months 57M (16%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR -4.7% \| Win 55% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -43.8% Months 67M (18%)	CAGR 3.2% \| Win 49% Sharpe 0.25 \| Sortino 0.44 \| Calmar 0.1 Vol 27% \| MDD -51.7% Months 75M (20%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
MACD only	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -45.3% Months 192M (53%)	CAGR 34.5% \| Win 52% Sharpe 0.98 \| Sortino 3.15 \| Calmar 1.3 Vol 37% \| MDD -27.4% Months 31M (8%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR -1.2% \| Win 60% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 24% \| MDD -36.8% Months 38M (10%)	CAGR -0.4% \| Win 49% Sharpe 0.12 \| Sortino 0.19 \| Calmar -0.0 Vol 27% \| MDD -70.7% Months 104M (28%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
RSI only	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 62% Sharpe 0.70 \| Sortino 1.38 \| Calmar 0.6 Vol 19% \| MDD -21.3% Months 164M (45%)	CAGR 0.3% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -38.1% Months 59M (16%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR 3.0% \| Win 58% Sharpe 0.24 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -20.3% Months 33M (9%)	CAGR -1.7% \| Win 50% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -64.1% Months 109M (30%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 60% Sharpe 0.59 \| Sortino 1.19 \| Calmar 0.3 Vol 20% \| MDD -33.3% Months 183M (50%)	CAGR 2.6% \| Win 55% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 32% \| MDD -38.1% Months 40M (11%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR 21.3% \| Win 50% Sharpe 1.65 \| Sortino 8.57 \| Calmar 10.4 Vol 12% \| MDD -2.0% Months 6M (2%)	CAGR -1.5% \| Win 52% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -68.7% Months 136M (37%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 59% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -38.1% Months 181M (50%)	CAGR 25.5% \| Win 57% Sharpe 0.88 \| Sortino 2.45 \| Calmar 1.0 Vol 31% \| MDD -25.0% Months 42M (12%)	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)
SLmean neg	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 21% \| MDD -24.3% Months 84M (23%)	CAGR -5.8% \| Win 48% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 32% \| MDD -61.9% Months 58M (16%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.8% \| Win 59% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 225M (62%)	CAGR 7.3% \| Win 51% Sharpe 0.38 \| Sortino 0.64 \| Calmar 0.1 Vol 30% \| MDD -61.8% Months 113M (31%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)
RSmean neg	CAGR -10.4% \| Win 62% Sharpe -0.74 \| Sortino -0.70 \| Calmar -1.3 Vol 14% \| MDD -8.1% Months 8M (2%)	CAGR 12.1% \| Win 47% Sharpe 0.51 \| Sortino 1.34 \| Calmar 0.5 Vol 31% \| MDD -22.6% Months 19M (5%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)
MACD only	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.5% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 223M (61%)	CAGR 5.9% \| Win 50% Sharpe 0.33 \| Sortino 0.58 \| Calmar 0.1 Vol 30% \| MDD -46.3% Months 115M (32%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)
RSmean neg	CAGR -12.2% \| Win 57% Sharpe -0.82 \| Sortino -0.84 \| Calmar -1.5 Vol 15% \| MDD -8.1% Months 7M (2%)	CAGR 11.7% \| Win 50% Sharpe 0.50 \| Sortino 1.29 \| Calmar 0.5 Vol 30% \| MDD -22.6% Months 20M (6%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)
RSI only	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 61% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.3 Vol 18% \| MDD -31.0% Months 188M (52%)	CAGR 0.4% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 30% \| MDD -68.7% Months 150M (41%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)
RSmean neg	CAGR 49.1% \| Win 56% Sharpe 1.23 \| Sortino 3.91 \| Calmar 3.1 Vol 38% \| MDD -15.8% Months 9M (2%)	CAGR -12.0% \| Win 50% Sharpe -0.60 \| Sortino -0.89 \| Calmar -0.4 Vol 18% \| MDD -31.1% Months 18M (5%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 59% Sharpe 0.51 \| Sortino 0.98 \| Calmar 0.2 Vol 18% \| MDD -34.4% Months 181M (50%)	CAGR 1.7% \| Win 54% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 29% \| MDD -61.8% Months 157M (43%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)
RSmean neg	CAGR 87.5% \| Win 75% Sharpe 1.92 \| Sortino 3.09 \| Calmar 9.4 Vol 36% \| MDD -9.3% Months 8M (2%)	CAGR -17.8% \| Win 42% Sharpe -0.98 \| Sortino -1.67 \| Calmar -0.5 Vol 18% \| MDD -38.9% Months 19M (5%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 58% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 241M (66%)	CAGR 4.4% \| Win 52% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 31% \| MDD -41.9% Months 97M (27%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)
RSmean neg	CAGR -2.4% \| Win 50% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 24% \| MDD -25.0% Months 24M (7%)	CAGR 87.5% \| Win 67% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 47% \| MDD 0.0% Months 3M (1%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.6% \| Win 61% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 18% \| MDD -34.4% Months 201M (55%)	CAGR -4.7% \| Win 50% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 27% \| MDD -42.3% Months 32M (9%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)
MACD neg	CAGR -0.4% \| Win 55% Sharpe 0.14 \| Sortino 0.16 \| Calmar -0.0 Vol 30% \| MDD -38.3% Months 29M (8%)	CAGR 10.5% \| Win 50% Sharpe 0.47 \| Sortino 1.01 \| Calmar 0.2 Vol 31% \| MDD -52.6% Months 103M (28%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)
RSI only	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.7% \| Win 62% Sharpe 0.52 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -28.7% Months 167M (46%)	CAGR -7.1% \| Win 52% Sharpe -0.18 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -57.6% Months 66M (18%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)
MACD neg	CAGR 26.6% \| Win 53% Sharpe 0.99 \| Sortino 2.65 \| Calmar 1.4 Vol 28% \| MDD -19.7% Months 30M (8%)	CAGR 3.1% \| Win 50% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.0 Vol 31% \| MDD -65.5% Months 102M (28%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.1% \| Win 63% Sharpe 0.62 \| Sortino 1.10 \| Calmar 0.5 Vol 16% \| MDD -19.1% Months 134M (37%)	CAGR -4.0% \| Win 54% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 23% \| MDD -57.5% Months 99M (27%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)
MACD neg	CAGR 13.9% \| Win 49% Sharpe 0.63 \| Sortino 1.50 \| Calmar 0.4 Vol 25% \| MDD -31.4% Months 55M (15%)	CAGR 4.0% \| Win 52% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 34% \| MDD -65.5% Months 77M (21%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.4% \| Win 59% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 18% \| MDD -36.1% Months 211M (58%)	CAGR -14.5% \| Win 59% Sharpe -0.40 \| Sortino -0.46 \| Calmar -0.4 Vol 28% \| MDD -38.3% Months 22M (6%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)
MACD neg	CAGR 1.3% \| Win 52% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 27% \| MDD -40.2% Months 54M (15%)	CAGR 12.9% \| Win 50% Sharpe 0.53 \| Sortino 1.13 \| Calmar 0.3 Vol 33% \| MDD -47.5% Months 78M (21%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.0% \| Win 62% Sharpe 0.53 \| Sortino 0.92 \| Calmar 0.3 Vol 17% \| MDD -28.3% Months 183M (50%)	CAGR -10.3% \| Win 53% Sharpe -0.27 \| Sortino -0.29 \| Calmar -0.2 Vol 27% \| MDD -50.3% Months 47M (13%)	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)
RSI neg	CAGR 46.7% \| Win 50% Sharpe 1.29 \| Sortino 4.17 \| Calmar 3.9 Vol 34% \| MDD -12.0% Months 14M (4%)	CAGR 2.8% \| Win 50% Sharpe 0.24 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -56.8% Months 121M (33%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 9.3% \| Win 62% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -23.6% Months 157M (43%)	CAGR -6.6% \| Win 56% Sharpe -0.15 \| Sortino -0.17 \| Calmar -0.1 Vol 24% \| MDD -51.3% Months 73M (20%)	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)
RSI neg	CAGR 16.2% \| Win 47% Sharpe 0.66 \| Sortino 1.66 \| Calmar 0.6 Vol 28% \| MDD -27.4% Months 32M (9%)	CAGR 3.9% \| Win 50% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -55.3% Months 103M (28%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.7% \| Win 60% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 213M (58%)	CAGR 7.6% \| Win 59% Sharpe 0.46 \| Sortino 0.84 \| Calmar 0.6 Vol 20% \| MDD -12.9% Months 17M (5%)	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)
RSI neg	CAGR 7.9% \| Win 48% Sharpe 0.45 \| Sortino 0.91 \| Calmar 0.4 Vol 22% \| MDD -20.3% Months 52M (14%)	CAGR 5.9% \| Win 51% Sharpe 0.33 \| Sortino 0.61 \| Calmar 0.1 Vol 34% \| MDD -47.5% Months 83M (23%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.4% \| Win 61% Sharpe 0.75 \| Sortino 1.54 \| Calmar 0.6 Vol 19% \| MDD -23.1% Months 149M (41%)	CAGR 1.6% \| Win 60% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.1 Vol 19% \| MDD -24.5% Months 48M (13%)	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)
MACDhist neg	CAGR 0.2% \| Win 52% Sharpe 0.10 \| Sortino 0.19 \| Calmar 0.0 Vol 20% \| MDD -25.8% Months 40M (11%)	CAGR -1.4% \| Win 50% Sharpe 0.11 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -69.4% Months 128M (35%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)
RSIhist only	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.3% \| Win 61% Sharpe 0.58 \| Sortino 1.05 \| Calmar 0.3 Vol 18% \| MDD -27.1% Months 186M (51%)	CAGR 30.8% \| Win 55% Sharpe 1.03 \| Sortino 6.84 \| Calmar 3.4 Vol 30% \| MDD -9.0% Months 11M (3%)	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)
MACDhist neg	CAGR -5.9% \| Win 49% Sharpe -0.13 \| Sortino -0.15 \| Calmar -0.1 Vol 24% \| MDD -56.6% Months 79M (22%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 89M (24%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.5% \| Win 61% Sharpe 0.65 \| Sortino 1.26 \| Calmar 0.4 Vol 18% \| MDD -28.9% Months 147M (40%)	CAGR 10.2% \| Win 52% Sharpe 0.53 \| Sortino 1.12 \| Calmar 0.4 Vol 24% \| MDD -24.4% Months 42M (12%)	CAGR 10.4% \| Win 59% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.3 Vol 19% \| MDD -34.1% Months 189M (52%)
RSIhist neg	CAGR -2.5% \| Win 53% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -50.2% Months 118M (32%)	CAGR 3.5% \| Win 52% Sharpe 0.27 \| Sortino 0.49 \| Calmar 0.1 Vol 37% \| MDD -47.5% Months 58M (16%)	CAGR -0.6% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -68.3% Months 176M (48%)
LWTI only	CAGR 4.5% \| Win 58% Sharpe 0.32 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -40.2% Months 265M (73%)	CAGR 6.2% \| Win 52% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.1 Vol 32% \| MDD -47.5% Months 100M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.4% \| Win 60% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -43.9% Months 201M (55%)	CAGR 2.2% \| Win 58% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.1 Vol 21% \| MDD -24.1% Months 24M (7%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 21.4% \| Win 50% Sharpe 0.70 \| Sortino 1.79 \| Calmar 0.9 Vol 35% \| MDD -23.4% Months 22M (6%)	CAGR -1.2% \| Win 51% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 27% \| MDD -68.8% Months 118M (32%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
SLmean only	CAGR 8.7% \| Win 59% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -38.1% Months 223M (61%)	CAGR -0.6% \| Win 52% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -67.0% Months 142M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 59% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -47.4% Months 219M (60%)	CAGR 114.3% \| Win 83% Sharpe 2.54 \| Sortino 0.00 \| Calmar 2940.2 Vol 33% \| MDD -0.0% Months 6M (2%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 5.3% \| Win 52% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 119M (33%)	CAGR -14.4% \| Win 43% Sharpe -0.59 \| Sortino -1.19 \| Calmar -0.3 Vol 22% \| MDD -44.9% Months 21M (6%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
RSmean only	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -61.8% Months 338M (93%)	CAGR 4.9% \| Win 52% Sharpe 0.30 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -25.0% Months 27M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 61% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 17% \| MDD -35.2% Months 177M (48%)	CAGR 13.8% \| Win 54% Sharpe 0.58 \| Sortino 0.83 \| Calmar 0.3 Vol 30% \| MDD -40.3% Months 48M (13%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 26% \| MDD -54.8% Months 56M (15%)	CAGR 4.8% \| Win 49% Sharpe 0.30 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -52.6% Months 84M (23%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
MACD only	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -58.0% Months 233M (64%)	CAGR 8.0% \| Win 51% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.1 Vol 30% \| MDD -65.5% Months 132M (36%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.3% \| Win 60% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -40.0% Months 205M (56%)	CAGR 37.0% \| Win 50% Sharpe 1.18 \| Sortino 3.47 \| Calmar 2.2 Vol 31% \| MDD -17.1% Months 20M (6%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 1.5% \| Win 56% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.1 Vol 25% \| MDD -26.6% Months 25M (7%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.37 \| Calmar 0.0 Vol 30% \| MDD -59.8% Months 115M (32%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
RSI only	CAGR 4.0% \| Win 60% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -42.6% Months 230M (63%)	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 30% \| MDD -52.6% Months 135M (37%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 60% Sharpe 0.53 \| Sortino 0.97 \| Calmar 0.3 Vol 19% \| MDD -32.9% Months 182M (50%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.0 Vol 26% \| MDD -38.1% Months 43M (12%)	CAGR 6.9% \| Win 60% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 225M (62%)
MRmean neg	CAGR 36.2% \| Win 67% Sharpe 1.48 \| Sortino 3.46 \| Calmar 2.6 Vol 23% \| MDD -13.7% Months 15M (4%)	CAGR -1.4% \| Win 49% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -58.7% Months 125M (34%)	CAGR 2.0% \| Win 51% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -59.5% Months 140M (38%)
MACDhist only	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -28.3% Months 197M (54%)	CAGR -1.0% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.0 Vol 29% \| MDD -71.7% Months 168M (46%)