EWJ - iShares MSCI Japan ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

30.7%

Best CAGR

102

Total Months

2.2%

Avg CAGR

EWJ 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 EWJ

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	11	3.1	30.7	63.6	1.4	5.8	4.7	21.5	-6.6
pair	LWTI	MACDhist	pos-neg	11	3.1	30.7	63.6	1.4	5.8	4.7	21.5	-6.6
pair	MACD	MACDhist	neg-pos	39	10.9	27.0	71.8	1.5	3.0	2.4	16.5	-11.2
pair	MACDhist	MACD	neg-pos	39	10.9	27.0	71.8	1.5	3.0	2.4	16.5	-11.2
pair	SLmean	RSI	pos-neg	36	10.0	24.6	69.4	1.3	3.0	2.2	17.7	-11.0
pair	RSI	SLmean	pos-neg	36	10.0	24.6	69.4	1.3	3.0	2.2	17.7	-11.0
pair	MACD	SLmean	pos-neg	58	16.2	23.5	69.0	1.3	2.6	2.1	17.2	-11.3
pair	SLmean	MACD	pos-neg	58	16.2	23.5	69.0	1.3	2.6	2.1	17.2	-11.3
pair	MRmean	SLmean	neg-pos	21	5.8	23.4	66.7	1.4	5.1	1.5	16.3	-15.4
pair	SLmean	MRmean	neg-pos	21	5.8	23.4	66.7	1.4	5.1	1.5	16.3	-15.4
pair	MRmean	RSmean	pos-neg	7	1.9	23.2	71.4	1.8	8.0	7.4	12.0	-3.1
pair	RSmean	MRmean	pos-neg	7	1.9	23.2	71.4	1.8	8.0	7.4	12.0	-3.1
pair	RSmean	SLmean	pos-neg	7	1.9	23.2	71.4	1.8	8.0	7.4	12.0	-3.1
pair	SLmean	RSmean	pos-neg	7	1.9	23.2	71.4	1.8	8.0	7.4	12.0	-3.1
pair	MRmean	MACD	pos-neg	46	12.8	19.8	71.7	1.2	2.0	1.8	16.6	-11.0
pair	MACD	MRmean	pos-neg	46	12.8	19.8	71.7	1.2	2.0	1.8	16.6	-11.0
pair	MACDhist	RSI	neg-pos	20	5.6	19.8	65.0	1.1	4.5	3.0	17.5	-6.6
pair	RSI	MACDhist	neg-pos	20	5.6	19.8	65.0	1.1	4.5	3.0	17.5	-6.6
pair	RSI	MRmean	pos-neg	22	6.1	19.5	72.7	1.1	1.9	1.8	17.5	-11.0
pair	MRmean	RSI	pos-neg	22	6.1	19.5	72.7	1.1	1.9	1.8	17.5	-11.0
pair	MACD	RSIhist	neg-pos	62	17.3	16.8	67.7	1.0	1.7	0.7	17.8	-24.9
pair	RSIhist	MACD	neg-pos	62	17.3	16.8	67.7	1.0	1.7	0.7	17.8	-24.9
pair	RSI	RSIhist	neg-pos	38	10.6	14.8	65.8	0.8	1.5	0.6	19.0	-24.9
pair	RSIhist	RSI	neg-pos	38	10.6	14.8	65.8	0.8	1.5	0.6	19.0	-24.9
pair	RSIhist	SLmean	pos-pos	172	47.9	14.1	62.2	0.9	1.6	0.7	15.3	-19.8
pair	SLmean	RSIhist	pos-pos	172	47.9	14.1	62.2	0.9	1.6	0.7	15.3	-19.8
pair	MACDhist	RSIhist	pos-pos	136	37.9	13.8	61.8	0.9	1.5	0.8	15.5	-17.7
pair	RSIhist	MACDhist	pos-pos	136	37.9	13.8	61.8	0.9	1.5	0.8	15.5	-17.7
pair	RSI	MACD	neg-pos	26	7.2	13.2	65.4	0.8	1.6	1.5	16.5	-8.9
pair	MACD	RSI	neg-pos	26	7.2	13.2	65.4	0.8	1.6	1.5	16.5	-8.9
pair	MACDhist	RSmean	neg-pos	4	1.1	13.0	75.0	1.2	0.0	4.2	10.4	-3.1
pair	RSmean	MACDhist	neg-pos	4	1.1	13.0	75.0	1.2	0.0	4.2	10.4	-3.1
pair	LWTI	MACD	neg-pos	56	15.6	13.0	67.9	0.8	1.4	0.4	16.6	-30.0
pair	MACD	LWTI	neg-pos	56	15.6	13.0	67.9	0.8	1.4	0.4	16.6	-30.0
pair	RSIhist	LWTI	pos-pos	141	39.3	12.9	61.7	0.9	1.4	0.7	14.7	-18.6
pair	LWTI	RSIhist	pos-pos	141	39.3	12.9	61.7	0.9	1.4	0.7	14.7	-18.6
pair	SLmean	MACDhist	pos-pos	146	40.7	11.8	58.2	0.8	1.3	0.5	15.3	-23.3
pair	MACDhist	SLmean	pos-pos	146	40.7	11.8	58.2	0.8	1.3	0.5	15.3	-23.3
pair	RSIhist	MRmean	pos-pos	162	45.1	11.7	61.7	0.8	1.3	0.6	15.3	-19.7
pair	MRmean	RSIhist	pos-pos	162	45.1	11.7	61.7	0.8	1.3	0.6	15.3	-19.7
pair	RSmean	RSIhist	pos-pos	177	49.3	11.5	61.0	0.8	1.2	0.5	15.9	-24.9
pair	RSIhist	RSmean	pos-pos	177	49.3	11.5	61.0	0.8	1.2	0.5	15.9	-24.9
single	RSIhist	RSIhist	pos-pos	180	50.1	11.3	61.1	0.8	1.2	0.5	15.8	-24.9
pair	MRmean	MACDhist	pos-pos	161	44.8	11.2	59.0	0.8	1.2	0.6	15.2	-18.2
pair	MACDhist	MRmean	pos-pos	161	44.8	11.2	59.0	0.8	1.2	0.6	15.2	-18.2
single	MACDhist	MACDhist	pos-pos	178	49.6	10.6	58.4	0.7	1.2	0.6	15.1	-19.4
pair	LWTI	SLmean	pos-pos	170	47.4	10.6	57.6	0.8	1.2	0.5	14.7	-21.9
pair	SLmean	LWTI	pos-pos	170	47.4	10.6	57.6	0.8	1.2	0.5	14.7	-21.9
pair	RSmean	MACDhist	pos-pos	174	48.5	10.5	58.0	0.7	1.2	0.5	15.3	-19.4
pair	MACDhist	RSmean	pos-pos	174	48.5	10.5	58.0	0.7	1.2	0.5	15.3	-19.4
pair	RSIhist	RSI	pos-pos	142	39.6	10.4	59.9	0.7	1.2	0.4	14.9	-25.4
pair	RSI	RSIhist	pos-pos	142	39.6	10.4	59.9	0.7	1.2	0.4	14.9	-25.4
single	SLmean	SLmean	pos-pos	210	58.5	10.3	58.1	0.7	1.2	0.4	15.3	-24.2
pair	RSmean	SLmean	pos-pos	203	56.5	9.9	57.6	0.7	1.1	0.4	15.4	-24.2
pair	SLmean	RSmean	pos-pos	203	56.5	9.9	57.6	0.7	1.1	0.4	15.4	-24.2
pair	LWTI	MRmean	pos-pos	187	52.1	9.7	57.8	0.7	1.1	0.4	14.6	-22.2
pair	MRmean	LWTI	pos-pos	187	52.1	9.7	57.8	0.7	1.1	0.4	14.6	-22.2
pair	RSI	MACDhist	pos-pos	158	44.0	9.5	57.6	0.7	1.1	0.5	14.9	-19.4
pair	LWTI	SLmean	pos-neg	40	11.1	9.5	60.0	0.6	1.3	0.6	17.5	-15.9
pair	MACDhist	RSI	pos-pos	158	44.0	9.5	57.6	0.7	1.1	0.5	14.9	-19.4
pair	SLmean	LWTI	pos-neg	40	11.1	9.5	60.0	0.6	1.3	0.6	17.5	-15.9
pair	LWTI	MACDhist	pos-pos	167	46.5	9.4	58.1	0.7	1.1	0.5	14.6	-20.0
pair	MACDhist	LWTI	pos-pos	167	46.5	9.4	58.1	0.7	1.1	0.5	14.6	-20.0
pair	MRmean	SLmean	pos-pos	189	52.6	9.0	57.1	0.7	1.0	0.3	15.1	-26.5
pair	SLmean	MRmean	pos-pos	189	52.6	9.0	57.1	0.7	1.0	0.3	15.1	-26.5
single	MRmean	MRmean	pos-pos	211	58.8	8.9	57.8	0.6	1.0	0.3	15.0	-26.8
pair	RSIhist	MACD	pos-pos	118	32.9	8.6	57.6	0.6	1.0	0.3	14.7	-27.0
pair	MACD	RSIhist	pos-pos	118	32.9	8.6	57.6	0.6	1.0	0.3	14.7	-27.0
pair	LWTI	RSmean	pos-pos	233	64.9	8.5	57.5	0.6	1.0	0.3	15.0	-28.0
pair	RSmean	LWTI	pos-pos	233	64.9	8.5	57.5	0.6	1.0	0.3	15.0	-28.0
pair	MRmean	RSmean	pos-pos	204	56.8	8.4	57.4	0.6	1.0	0.3	15.1	-26.8
pair	RSmean	MRmean	pos-pos	204	56.8	8.4	57.4	0.6	1.0	0.3	15.1	-26.8
pair	MRmean	RSIhist	neg-pos	18	5.0	7.8	55.6	0.5	0.9	0.4	20.2	-19.0
pair	RSIhist	MRmean	neg-pos	18	5.0	7.8	55.6	0.5	0.9	0.4	20.2	-19.0
pair	MRmean	RSI	pos-pos	189	52.6	7.7	56.1	0.6	0.9	0.3	14.7	-28.2
pair	RSI	MRmean	pos-pos	189	52.6	7.7	56.1	0.6	0.9	0.3	14.7	-28.2
pair	SLmean	MRmean	pos-neg	22	6.1	7.7	63.6	0.6	0.9	0.5	14.2	-16.2
pair	MRmean	SLmean	pos-neg	22	6.1	7.7	63.6	0.6	0.9	0.5	14.2	-16.2
pair	SLmean	RSI	pos-pos	174	48.5	7.6	55.7	0.6	0.9	0.3	14.6	-28.9
pair	RSI	SLmean	pos-pos	174	48.5	7.6	55.7	0.6	0.9	0.3	14.6	-28.9
pair	SLmean	MACDhist	pos-neg	64	17.8	7.2	57.8	0.5	0.9	0.5	15.2	-14.4
pair	MACDhist	SLmean	pos-neg	64	17.8	7.2	57.8	0.5	0.9	0.5	15.2	-14.4
pair	LWTI	RSI	pos-pos	206	57.4	7.1	55.8	0.5	0.9	0.3	14.6	-24.3
pair	RSI	LWTI	pos-pos	206	57.4	7.1	55.8	0.5	0.9	0.3	14.6	-24.3
pair	RSI	RSmean	pos-pos	209	58.2	6.8	56.5	0.5	0.8	0.2	14.5	-27.4
pair	RSmean	RSI	pos-pos	209	58.2	6.8	56.5	0.5	0.8	0.2	14.5	-27.4
single	LWTI	LWTI	pos-pos	255	71.0	6.4	56.9	0.5	0.8	0.2	15.1	-30.0
pair	MACD	LWTI	pos-neg	26	7.2	6.4	57.7	0.5	0.8	0.6	14.0	-10.9
pair	LWTI	MACD	pos-neg	26	7.2	6.4	57.7	0.5	0.8	0.6	14.0	-10.9
pair	MACD	MACDhist	pos-pos	139	38.7	6.4	54.7	0.5	0.8	0.3	14.6	-22.5
pair	MACDhist	MACD	pos-pos	139	38.7	6.4	54.7	0.5	0.8	0.3	14.6	-22.5
single	RSI	RSI	pos-pos	221	61.6	6.0	55.7	0.5	0.8	0.2	14.4	-28.0
pair	MACD	MRmean	pos-pos	165	46.0	6.0	53.9	0.5	0.7	0.2	14.5	-26.4
pair	MRmean	MACD	pos-pos	165	46.0	6.0	53.9	0.5	0.7	0.2	14.5	-26.4
pair	RSIhist	LWTI	pos-neg	39	10.9	5.9	59.0	0.4	0.8	0.2	19.5	-24.8
pair	LWTI	RSIhist	pos-neg	39	10.9	5.9	59.0	0.4	0.8	0.2	19.5	-24.8
pair	MACD	SLmean	pos-pos	152	42.3	5.7	53.9	0.5	0.7	0.2	14.3	-30.3
pair	SLmean	MACD	pos-pos	152	42.3	5.7	53.9	0.5	0.7	0.2	14.3	-30.3
pair	SLmean	MACDhist	neg-pos	32	8.9	5.4	59.4	0.4	0.8	0.3	14.3	-19.0
pair	MACDhist	SLmean	neg-pos	32	8.9	5.4	59.4	0.4	0.8	0.3	14.3	-19.0
pair	MACD	RSI	pos-pos	195	54.3	5.1	54.4	0.4	0.7	0.2	14.2	-28.0
pair	RSI	MACD	pos-pos	195	54.3	5.1	54.4	0.4	0.7	0.2	14.2	-28.0
pair	MACD	RSmean	pos-pos	214	59.6	5.0	54.7	0.4	0.6	0.2	14.6	-30.6
pair	RSmean	MACD	pos-pos	214	59.6	5.0	54.7	0.4	0.6	0.2	14.6	-30.6
pair	MACDhist	MRmean	neg-pos	17	4.7	4.8	52.9	0.4	0.9	0.4	14.4	-11.4
pair	MRmean	MACDhist	neg-pos	17	4.7	4.8	52.9	0.4	0.9	0.4	14.4	-11.4
single	MACD	MACD	pos-pos	225	62.7	4.8	54.2	0.4	0.6	0.2	14.5	-30.6
pair	LWTI	MACD	pos-pos	199	55.4	4.6	53.8	0.4	0.6	0.2	14.6	-28.0
pair	MACD	LWTI	pos-pos	199	55.4	4.6	53.8	0.4	0.6	0.2	14.6	-28.0
single	RSmean	RSmean	pos-pos	334	93.0	4.0	54.8	0.3	0.5	0.1	17.7	-57.8
pair	RSIhist	MACDhist	neg-pos	44	12.3	3.9	59.1	0.3	0.5	0.1	16.8	-25.5
pair	MACDhist	RSIhist	neg-pos	44	12.3	3.9	59.1	0.3	0.5	0.1	16.8	-25.5
pair	RSI	LWTI	neg-pos	49	13.6	3.5	61.2	0.3	0.5	0.1	17.3	-24.0
pair	LWTI	RSI	neg-pos	49	13.6	3.5	61.2	0.3	0.5	0.1	17.3	-24.0
pair	MACD	SLmean	neg-pos	73	20.3	3.0	54.8	0.3	0.5	0.1	15.1	-20.8
pair	SLmean	MACD	neg-pos	73	20.3	3.0	54.8	0.3	0.5	0.1	15.1	-20.8
pair		benchmark___benchmark_	benchmark-benchmark	359	100.0	2.8	54.3	0.2	0.4	0.1	17.6	-57.8
pair	benchmark___benchmark_		benchmark-benchmark	359	100.0	2.8	54.3	0.2	0.4	0.1	17.6	-57.8
pair	MACD	RSI	pos-neg	30	8.4	2.8	53.3	0.2	0.4	0.2	17.1	-13.5
pair	RSI	MACD	pos-neg	30	8.4	2.8	53.3	0.2	0.4	0.2	17.1	-13.5
pair	MRmean	LWTI	pos-neg	24	6.7	2.7	58.3	0.2	0.4	0.2	18.2	-12.2
pair	LWTI	MRmean	pos-neg	24	6.7	2.7	58.3	0.2	0.4	0.2	18.2	-12.2
pair	MACD	RSmean	pos-neg	120	33.4	2.3	55.0	0.2	0.4	0.1	22.2	-46.7
pair	RSmean	MACD	pos-neg	120	33.4	2.3	55.0	0.2	0.4	0.1	22.2	-46.7
pair	MACDhist	MACD	pos-neg	86	24.0	2.3	53.5	0.2	0.4	0.1	14.5	-20.3
pair	MACD	MACDhist	pos-neg	86	24.0	2.3	53.5	0.2	0.4	0.1	14.5	-20.3
pair	MACD	RSmean	neg-pos	11	3.1	2.1	45.5	0.2	0.6	0.1	13.7	-15.8
pair	RSmean	MACD	neg-pos	11	3.1	2.1	45.5	0.2	0.6	0.1	13.7	-15.8
pair	RSmean	LWTI	neg-neg	3	0.8	1.9	33.3	0.2	0.4	2.4	15.9	-0.8
pair	LWTI	RSmean	neg-neg	3	0.8	1.9	33.3	0.2	0.4	2.4	15.9	-0.8
pair	MRmean	MACDhist	pos-neg	50	13.9	1.6	54.0	0.2	0.3	0.1	14.2	-15.7
pair	MACDhist	MRmean	pos-neg	50	13.9	1.6	54.0	0.2	0.3	0.1	14.2	-15.7
pair	MRmean	MACD	neg-pos	60	16.7	1.6	55.0	0.2	0.3	0.1	14.8	-22.6
pair	MACD	MRmean	neg-pos	60	16.7	1.6	55.0	0.2	0.3	0.1	14.8	-22.6
pair	RSmean	RSIhist	neg-pos	3	0.8	1.3	66.7	0.2	0.0	0.4	10.1	-3.1
pair	RSIhist	RSmean	neg-pos	3	0.8	1.3	66.7	0.2	0.0	0.4	10.1	-3.1
pair	MACDhist	LWTI	neg-pos	88	24.5	1.0	54.5	0.1	0.2	0.0	15.9	-30.0
pair	LWTI	MACDhist	neg-pos	88	24.5	1.0	54.5	0.1	0.2	0.0	15.9	-30.0
pair	RSIhist	MACD	pos-neg	107	29.8	0.8	50.5	0.1	0.2	0.0	14.4	-25.7
pair	MACD	RSIhist	pos-neg	107	29.8	0.8	50.5	0.1	0.2	0.0	14.4	-25.7
pair	MACDhist	RSIhist	pos-neg	42	11.7	0.7	47.6	0.1	0.2	0.0	13.7	-15.2
pair	RSIhist	MACDhist	pos-neg	42	11.7	0.7	47.6	0.1	0.2	0.0	13.7	-15.2
pair	SLmean	RSI	neg-pos	47	13.1	0.5	55.3	0.1	0.2	0.0	13.7	-28.8
pair	RSI	SLmean	neg-pos	47	13.1	0.5	55.3	0.1	0.2	0.0	13.7	-28.8
pair	RSIhist	MRmean	pos-neg	49	13.6	-0.2	44.9	0.1	0.1	-0.0	13.8	-16.7
pair	MRmean	RSIhist	pos-neg	49	13.6	-0.2	44.9	0.1	0.1	-0.0	13.8	-16.7
single	MACD	MACD	neg-neg	134	37.3	-0.4	54.5	0.1	0.1	-0.0	21.8	-53.5
pair	RSI	RSmean	pos-neg	125	34.8	-0.6	52.0	0.1	0.1	-0.0	22.1	-65.2
pair	RSmean	RSI	pos-neg	125	34.8	-0.6	52.0	0.1	0.1	-0.0	22.1	-65.2
pair	RSIhist	LWTI	neg-pos	114	31.8	-1.1	50.9	0.0	0.0	-0.0	15.4	-34.4
pair	LWTI	RSIhist	neg-pos	114	31.8	-1.1	50.9	0.0	0.0	-0.0	15.4	-34.4
pair	RSI	RSIhist	pos-neg	79	22.0	-1.4	48.1	-0.0	-0.1	-0.1	13.4	-30.0
pair	RSIhist	RSI	pos-neg	79	22.0	-1.4	48.1	-0.0	-0.1	-0.1	13.4	-30.0
pair	LWTI	SLmean	neg-pos	85	23.7	-1.5	55.3	-0.0	-0.0	-0.1	15.7	-30.3
pair	SLmean	LWTI	neg-pos	85	23.7	-1.5	55.3	-0.0	-0.0	-0.1	15.7	-30.3
pair	MACDhist	RSI	pos-neg	63	17.5	-2.1	50.8	-0.1	-0.1	-0.1	13.2	-24.8
pair	RSI	MACDhist	pos-neg	63	17.5	-2.1	50.8	-0.1	-0.1	-0.1	13.2	-24.8
pair	LWTI	MRmean	neg-pos	68	18.9	-2.1	54.4	-0.1	-0.1	-0.1	16.3	-30.0
pair	MRmean	LWTI	neg-pos	68	18.9	-2.1	54.4	-0.1	-0.1	-0.1	16.3	-30.0
single	RSI	RSI	neg-neg	138	38.4	-2.2	52.2	0.0	0.0	-0.0	21.7	-68.8
pair	RSmean	MRmean	neg-pos	130	36.2	-2.6	50.8	-0.0	-0.0	-0.0	21.1	-66.8
pair	MRmean	RSmean	neg-pos	130	36.2	-2.6	50.8	-0.0	-0.0	-0.0	21.1	-66.8
pair	RSmean	MACDhist	pos-neg	160	44.6	-2.7	51.2	-0.0	-0.1	-0.0	19.9	-71.2
pair	MACDhist	RSmean	pos-neg	160	44.6	-2.7	51.2	-0.0	-0.1	-0.0	19.9	-71.2
pair	RSI	MRmean	neg-pos	32	8.9	-3.1	53.1	-0.2	-0.4	-0.2	12.6	-19.6
pair	MRmean	RSI	neg-pos	32	8.9	-3.1	53.1	-0.2	-0.4	-0.2	12.6	-19.6
pair	RSI	MACD	neg-neg	108	30.1	-3.5	51.9	-0.0	-0.1	-0.1	22.9	-62.8
pair	MACD	RSI	neg-neg	108	30.1	-3.5	51.9	-0.0	-0.1	-0.1	22.9	-62.8
pair	RSmean	RSIhist	pos-neg	157	43.7	-3.9	47.8	-0.1	-0.2	-0.1	19.3	-68.9
pair	RSIhist	RSmean	pos-neg	157	43.7	-3.9	47.8	-0.1	-0.2	-0.1	19.3	-68.9
single	MACDhist	MACDhist	neg-neg	181	50.4	-4.3	50.3	-0.1	-0.2	-0.1	19.5	-76.9
pair	SLmean	RSmean	neg-pos	131	36.5	-4.6	50.4	-0.1	-0.2	-0.1	20.6	-70.8
pair	RSmean	SLmean	neg-pos	131	36.5	-4.6	50.4	-0.1	-0.2	-0.1	20.6	-70.8
single	RSIhist	RSIhist	neg-neg	179	49.9	-5.1	47.5	-0.2	-0.3	-0.1	19.0	-75.5
pair	SLmean	RSIhist	neg-neg	141	39.3	-5.1	49.6	-0.2	-0.3	-0.1	20.1	-74.5
pair	RSIhist	SLmean	neg-neg	141	39.3	-5.1	49.6	-0.2	-0.3	-0.1	20.1	-74.5
single	MRmean	MRmean	neg-neg	148	41.2	-5.2	49.3	-0.2	-0.3	-0.1	20.5	-75.2
pair	LWTI	RSI	neg-neg	89	24.8	-5.2	47.2	-0.1	-0.2	-0.1	23.8	-62.8
pair	RSI	LWTI	neg-neg	89	24.8	-5.2	47.2	-0.1	-0.2	-0.1	23.8	-62.8
pair	SLmean	RSIhist	pos-neg	38	10.6	-5.3	39.5	-0.3	-0.5	-0.2	14.3	-26.5
pair	RSIhist	SLmean	pos-neg	38	10.6	-5.3	39.5	-0.3	-0.5	-0.2	14.3	-26.5
single	LWTI	LWTI	neg-neg	104	29.0	-5.5	48.1	-0.1	-0.2	-0.1	22.5	-63.0
pair	MACDhist	RSI	neg-neg	118	32.9	-5.5	50.0	-0.1	-0.2	-0.1	22.2	-75.7
pair	RSI	MACDhist	neg-neg	118	32.9	-5.5	50.0	-0.1	-0.2	-0.1	22.2	-75.7
pair	LWTI	RSmean	pos-neg	101	28.1	-5.7	48.5	-0.1	-0.2	-0.1	22.7	-61.5
pair	RSmean	LWTI	pos-neg	101	28.1	-5.7	48.5	-0.1	-0.2	-0.1	22.7	-61.5
pair	RSI	MRmean	neg-neg	116	32.3	-5.8	48.3	-0.2	-0.3	-0.1	22.3	-73.9
pair	MRmean	RSI	neg-neg	116	32.3	-5.8	48.3	-0.2	-0.3	-0.1	22.3	-73.9
pair	RSmean	RSI	neg-pos	12	3.3	-6.2	41.7	-0.4	-1.1	-0.6	13.3	-10.4
pair	RSI	RSmean	neg-pos	12	3.3	-6.2	41.7	-0.4	-1.1	-0.6	13.3	-10.4
pair	MACDhist	MRmean	neg-neg	131	36.5	-6.5	48.9	-0.2	-0.4	-0.1	21.2	-76.5
pair	MRmean	MACDhist	neg-neg	131	36.5	-6.5	48.9	-0.2	-0.4	-0.1	21.2	-76.5
pair	RSIhist	MACDhist	neg-neg	137	38.2	-6.8	47.4	-0.2	-0.4	-0.1	20.3	-71.8
pair	MACDhist	RSIhist	neg-neg	137	38.2	-6.8	47.4	-0.2	-0.4	-0.1	20.3	-71.8
single	SLmean	SLmean	neg-neg	149	41.5	-6.9	49.0	-0.3	-0.4	-0.1	20.1	-80.1
pair	RSIhist	MRmean	neg-neg	130	36.2	-6.9	48.5	-0.2	-0.4	-0.1	20.6	-72.9
pair	MRmean	RSIhist	neg-neg	130	36.2	-6.9	48.5	-0.2	-0.4	-0.1	20.6	-72.9
pair	RSI	LWTI	pos-neg	15	4.2	-7.3	53.3	-0.6	-0.8	-0.5	11.9	-15.7
pair	LWTI	RSI	pos-neg	15	4.2	-7.3	53.3	-0.6	-0.8	-0.5	11.9	-15.7
pair	LWTI	MRmean	neg-neg	80	22.3	-7.8	45.0	-0.2	-0.4	-0.1	23.7	-66.7
pair	MRmean	LWTI	neg-neg	80	22.3	-7.8	45.0	-0.2	-0.4	-0.1	23.7	-66.7
pair	RSIhist	RSI	neg-neg	100	27.9	-7.9	47.0	-0.2	-0.4	-0.1	22.5	-71.1
pair	RSI	RSIhist	neg-neg	100	27.9	-7.9	47.0	-0.2	-0.4	-0.1	22.5	-71.1
pair	LWTI	MACDhist	neg-neg	93	25.9	-9.0	46.2	-0.3	-0.5	-0.1	22.4	-72.7
pair	MACDhist	LWTI	neg-neg	93	25.9	-9.0	46.2	-0.3	-0.5	-0.1	22.4	-72.7
pair	MACD	LWTI	neg-neg	78	21.7	-9.1	44.9	-0.3	-0.5	-0.1	24.7	-59.2
pair	LWTI	MACD	neg-neg	78	21.7	-9.1	44.9	-0.3	-0.5	-0.1	24.7	-59.2
pair	SLmean	MRmean	neg-neg	127	35.4	-9.3	46.5	-0.4	-0.6	-0.1	21.0	-80.8
pair	MRmean	SLmean	neg-neg	127	35.4	-9.3	46.5	-0.4	-0.6	-0.1	21.0	-80.8
pair	MACD	MRmean	neg-neg	88	24.5	-9.6	45.5	-0.3	-0.6	-0.1	23.7	-71.4
pair	MRmean	MACD	neg-neg	88	24.5	-9.6	45.5	-0.3	-0.6	-0.1	23.7	-71.4
pair	MACDhist	MACD	neg-neg	95	26.5	-9.9	47.4	-0.3	-0.6	-0.1	23.1	-73.4
pair	MACD	MACDhist	neg-neg	95	26.5	-9.9	47.4	-0.3	-0.6	-0.1	23.1	-73.4
pair	SLmean	MACDhist	neg-neg	117	32.6	-10.1	46.2	-0.4	-0.7	-0.1	21.4	-80.2
pair	MACDhist	SLmean	neg-neg	117	32.6	-10.1	46.2	-0.4	-0.7	-0.1	21.4	-80.2
pair	RSI	SLmean	neg-neg	102	28.4	-10.2	46.1	-0.4	-0.6	-0.1	22.5	-79.5
pair	SLmean	RSI	neg-neg	102	28.4	-10.2	46.1	-0.4	-0.6	-0.1	22.5	-79.5
single	RSmean	RSmean	neg-neg	25	7.0	-11.6	48.0	-0.7	-1.3	-0.3	15.5	-34.4
pair	LWTI	RSIhist	neg-neg	65	18.1	-11.7	41.5	-0.4	-0.7	-0.2	24.1	-63.3
pair	RSIhist	LWTI	neg-neg	65	18.1	-11.7	41.5	-0.4	-0.7	-0.2	24.1	-63.3
pair	RSIhist	RSmean	neg-neg	22	6.1	-13.2	45.5	-0.8	-1.5	-0.4	16.2	-34.6
pair	RSmean	RSIhist	neg-neg	22	6.1	-13.2	45.5	-0.8	-1.5	-0.4	16.2	-34.6
pair	MACD	RSIhist	neg-neg	72	20.1	-13.2	43.1	-0.5	-0.8	-0.2	24.2	-68.3
pair	RSIhist	MACD	neg-neg	72	20.1	-13.2	43.1	-0.5	-0.8	-0.2	24.2	-68.3
pair	LWTI	RSmean	neg-pos	22	6.1	-13.3	50.0	-0.8	-1.6	-0.4	15.8	-31.3
pair	RSmean	LWTI	neg-pos	22	6.1	-13.3	50.0	-0.8	-1.6	-0.4	15.8	-31.3
pair	SLmean	LWTI	neg-neg	64	17.8	-13.8	40.6	-0.5	-0.8	-0.2	24.9	-71.5
pair	LWTI	SLmean	neg-neg	64	17.8	-13.8	40.6	-0.5	-0.8	-0.2	24.9	-71.5
pair	MACD	SLmean	neg-neg	76	21.2	-15.6	43.4	-0.6	-1.0	-0.2	23.8	-77.5
pair	SLmean	MACD	neg-neg	76	21.2	-15.6	43.4	-0.6	-1.0	-0.2	23.8	-77.5
pair	MACDhist	RSmean	neg-neg	21	5.8	-15.6	42.9	-1.0	-1.8	-0.4	16.2	-37.0
pair	RSmean	MACDhist	neg-neg	21	5.8	-15.6	42.9	-1.0	-1.8	-0.4	16.2	-37.0
pair	RSmean	RSI	neg-neg	13	3.6	-16.3	53.8	-0.9	-2.0	-0.6	17.7	-26.8
pair	RSI	RSmean	neg-neg	13	3.6	-16.3	53.8	-0.9	-2.0	-0.6	17.7	-26.8
pair	MACD	RSmean	neg-neg	14	3.9	-21.0	50.0	-1.3	-3.0	-0.7	16.6	-30.0
pair	RSmean	MACD	neg-neg	14	3.9	-21.0	50.0	-1.3	-3.0	-0.7	16.6	-30.0
pair	RSmean	MRmean	neg-neg	18	5.0	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	MRmean	RSmean	neg-neg	18	5.0	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	RSmean	SLmean	neg-neg	18	5.0	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	SLmean	RSmean	neg-neg	18	5.0	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	RSIhist	SLmean	neg-pos	8	2.2	-34.6	37.5	-2.0	-3.5	-2.0	19.6	-17.3
pair	SLmean	RSIhist	neg-pos	8	2.2	-34.6	37.5	-2.0	-3.5	-2.0	19.6	-17.3

All Contingency Tables for EWJ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 57% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 189M (53%)	CAGR 7.7% \| Win 64% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.5 Vol 14% \| MDD -16.2% Months 22M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 23.4% \| Win 67% Sharpe 1.38 \| Sortino 5.07 \| Calmar 1.5 Vol 16% \| MDD -15.4% Months 21M (6%)	CAGR -9.3% \| Win 46% Sharpe -0.36 \| Sortino -0.60 \| Calmar -0.1 Vol 21% \| MDD -80.8% Months 127M (35%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
SLmean only	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 57% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 204M (57%)	CAGR 23.2% \| Win 71% Sharpe 1.80 \| Sortino 8.03 \| Calmar 7.4 Vol 12% \| MDD -3.1% Months 7M (2%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR -2.6% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 21% \| MDD -66.8% Months 130M (36%)	CAGR -22.3% \| Win 39% Sharpe -1.54 \| Sortino -2.79 \| Calmar -0.6 Vol 15% \| MDD -38.0% Months 18M (5%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
RSmean only	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 54% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -26.4% Months 165M (46%)	CAGR 19.8% \| Win 72% Sharpe 1.17 \| Sortino 1.97 \| Calmar 1.8 Vol 17% \| MDD -11.0% Months 46M (13%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 1.6% \| Win 55% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.1 Vol 15% \| MDD -22.6% Months 60M (17%)	CAGR -9.6% \| Win 46% Sharpe -0.31 \| Sortino -0.56 \| Calmar -0.1 Vol 24% \| MDD -71.4% Months 88M (24%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
MACD only	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 56% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -28.2% Months 189M (53%)	CAGR 19.5% \| Win 73% Sharpe 1.10 \| Sortino 1.87 \| Calmar 1.8 Vol 18% \| MDD -11.0% Months 22M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR -3.1% \| Win 53% Sharpe -0.19 \| Sortino -0.36 \| Calmar -0.2 Vol 13% \| MDD -19.6% Months 32M (9%)	CAGR -5.8% \| Win 48% Sharpe -0.16 \| Sortino -0.28 \| Calmar -0.1 Vol 22% \| MDD -73.9% Months 116M (32%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
RSI only	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 59% Sharpe 0.78 \| Sortino 1.24 \| Calmar 0.6 Vol 15% \| MDD -18.2% Months 161M (45%)	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.1 Vol 14% \| MDD -15.7% Months 50M (14%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 4.8% \| Win 53% Sharpe 0.39 \| Sortino 0.93 \| Calmar 0.4 Vol 14% \| MDD -11.4% Months 17M (5%)	CAGR -6.5% \| Win 49% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.1 Vol 21% \| MDD -76.5% Months 131M (36%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 62% Sharpe 0.80 \| Sortino 1.28 \| Calmar 0.6 Vol 15% \| MDD -19.7% Months 162M (45%)	CAGR -0.2% \| Win 45% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 14% \| MDD -16.7% Months 49M (14%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.86 \| Calmar 0.4 Vol 20% \| MDD -19.0% Months 18M (5%)	CAGR -6.9% \| Win 48% Sharpe -0.24 \| Sortino -0.41 \| Calmar -0.1 Vol 21% \| MDD -72.9% Months 130M (36%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 58% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -22.2% Months 187M (52%)	CAGR 2.7% \| Win 58% Sharpe 0.23 \| Sortino 0.44 \| Calmar 0.2 Vol 18% \| MDD -12.2% Months 24M (7%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR -2.1% \| Win 54% Sharpe -0.05 \| Sortino -0.10 \| Calmar -0.1 Vol 16% \| MDD -30.0% Months 68M (19%)	CAGR -7.8% \| Win 45% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 24% \| MDD -66.7% Months 80M (22%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 58% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 203M (56%)	CAGR 23.2% \| Win 71% Sharpe 1.80 \| Sortino 8.03 \| Calmar 7.4 Vol 12% \| MDD -3.1% Months 7M (2%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR -4.6% \| Win 50% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.1 Vol 21% \| MDD -70.8% Months 131M (36%)	CAGR -22.3% \| Win 39% Sharpe -1.54 \| Sortino -2.79 \| Calmar -0.6 Vol 15% \| MDD -38.0% Months 18M (5%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
RSmean only	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.7% \| Win 54% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -30.3% Months 152M (42%)	CAGR 23.5% \| Win 69% Sharpe 1.32 \| Sortino 2.64 \| Calmar 2.1 Vol 17% \| MDD -11.3% Months 58M (16%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR 3.0% \| Win 55% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 15% \| MDD -20.8% Months 73M (20%)	CAGR -15.6% \| Win 43% Sharpe -0.59 \| Sortino -1.04 \| Calmar -0.2 Vol 24% \| MDD -77.5% Months 76M (21%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
MACD only	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.89 \| Calmar 0.3 Vol 15% \| MDD -28.9% Months 174M (48%)	CAGR 24.6% \| Win 69% Sharpe 1.34 \| Sortino 2.96 \| Calmar 2.2 Vol 18% \| MDD -11.0% Months 36M (10%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR 0.5% \| Win 55% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.0 Vol 14% \| MDD -28.8% Months 47M (13%)	CAGR -10.2% \| Win 46% Sharpe -0.36 \| Sortino -0.62 \| Calmar -0.1 Vol 22% \| MDD -79.5% Months 102M (28%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
RSI only	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.8% \| Win 58% Sharpe 0.80 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -23.3% Months 146M (41%)	CAGR 7.2% \| Win 58% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 15% \| MDD -14.4% Months 64M (18%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR 5.4% \| Win 59% Sharpe 0.44 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -19.0% Months 32M (9%)	CAGR -10.1% \| Win 46% Sharpe -0.39 \| Sortino -0.65 \| Calmar -0.1 Vol 21% \| MDD -80.2% Months 117M (33%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.1% \| Win 62% Sharpe 0.94 \| Sortino 1.57 \| Calmar 0.7 Vol 15% \| MDD -19.8% Months 172M (48%)	CAGR -5.3% \| Win 40% Sharpe -0.31 \| Sortino -0.46 \| Calmar -0.2 Vol 14% \| MDD -26.5% Months 38M (11%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR -34.6% \| Win 38% Sharpe -2.04 \| Sortino -3.52 \| Calmar -2.0 Vol 20% \| MDD -17.3% Months 8M (2%)	CAGR -5.1% \| Win 50% Sharpe -0.16 \| Sortino -0.26 \| Calmar -0.1 Vol 20% \| MDD -74.5% Months 141M (39%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 58% Sharpe 0.76 \| Sortino 1.18 \| Calmar 0.5 Vol 15% \| MDD -21.9% Months 170M (47%)	CAGR 9.5% \| Win 60% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.6 Vol 18% \| MDD -15.9% Months 40M (11%)	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)
SLmean neg	CAGR -1.5% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 16% \| MDD -30.3% Months 85M (24%)	CAGR -13.8% \| Win 41% Sharpe -0.47 \| Sortino -0.80 \| Calmar -0.2 Vol 25% \| MDD -71.5% Months 64M (18%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 214M (60%)	CAGR 2.3% \| Win 55% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 22% \| MDD -46.7% Months 120M (33%)	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)
RSmean neg	CAGR 2.1% \| Win 46% Sharpe 0.21 \| Sortino 0.63 \| Calmar 0.1 Vol 14% \| MDD -15.8% Months 11M (3%)	CAGR -21.0% \| Win 50% Sharpe -1.33 \| Sortino -3.03 \| Calmar -0.7 Vol 17% \| MDD -30.0% Months 14M (4%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)
MACD only	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.8% \| Win 56% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -27.4% Months 209M (58%)	CAGR -0.6% \| Win 52% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 22% \| MDD -65.2% Months 125M (35%)	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)
RSmean neg	CAGR -6.2% \| Win 42% Sharpe -0.42 \| Sortino -1.08 \| Calmar -0.6 Vol 13% \| MDD -10.4% Months 12M (3%)	CAGR -16.3% \| Win 54% Sharpe -0.91 \| Sortino -1.99 \| Calmar -0.6 Vol 18% \| MDD -26.8% Months 13M (4%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)
RSI only	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 58% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 174M (48%)	CAGR -2.7% \| Win 51% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.0 Vol 20% \| MDD -71.2% Months 160M (45%)	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)
RSmean neg	CAGR 13.0% \| Win 75% Sharpe 1.22 \| Sortino 0.00 \| Calmar 4.2 Vol 10% \| MDD -3.1% Months 4M (1%)	CAGR -15.6% \| Win 43% Sharpe -0.96 \| Sortino -1.80 \| Calmar -0.4 Vol 16% \| MDD -37.0% Months 21M (6%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.5% \| Win 61% Sharpe 0.77 \| Sortino 1.23 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 177M (49%)	CAGR -3.9% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 19% \| MDD -68.9% Months 157M (44%)	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)
RSmean neg	CAGR 1.3% \| Win 67% Sharpe 0.16 \| Sortino 0.00 \| Calmar 0.4 Vol 10% \| MDD -3.1% Months 3M (1%)	CAGR -13.2% \| Win 46% Sharpe -0.79 \| Sortino -1.48 \| Calmar -0.4 Vol 16% \| MDD -34.6% Months 22M (6%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.5% \| Win 57% Sharpe 0.62 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -28.0% Months 233M (65%)	CAGR -5.7% \| Win 48% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.1 Vol 23% \| MDD -61.5% Months 101M (28%)	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)
RSmean neg	CAGR -13.3% \| Win 50% Sharpe -0.82 \| Sortino -1.61 \| Calmar -0.4 Vol 16% \| MDD -31.3% Months 22M (6%)	CAGR 1.9% \| Win 33% Sharpe 0.17 \| Sortino 0.37 \| Calmar 2.4 Vol 16% \| MDD -0.8% Months 3M (1%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.1% \| Win 54% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 195M (54%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.2 Vol 17% \| MDD -13.5% Months 30M (8%)	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)
MACD neg	CAGR 13.2% \| Win 65% Sharpe 0.84 \| Sortino 1.55 \| Calmar 1.5 Vol 16% \| MDD -8.9% Months 26M (7%)	CAGR -3.5% \| Win 52% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 23% \| MDD -62.8% Months 108M (30%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)
RSI only	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.4% \| Win 55% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 15% \| MDD -22.5% Months 139M (39%)	CAGR 2.3% \| Win 54% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 14% \| MDD -20.3% Months 86M (24%)	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)
MACD neg	CAGR 27.0% \| Win 72% Sharpe 1.54 \| Sortino 3.00 \| Calmar 2.4 Vol 16% \| MDD -11.2% Months 39M (11%)	CAGR -9.9% \| Win 47% Sharpe -0.34 \| Sortino -0.60 \| Calmar -0.1 Vol 23% \| MDD -73.4% Months 95M (26%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 8.6% \| Win 58% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.3 Vol 15% \| MDD -27.0% Months 118M (33%)	CAGR 0.8% \| Win 50% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 14% \| MDD -25.7% Months 107M (30%)	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)
MACD neg	CAGR 16.8% \| Win 68% Sharpe 0.96 \| Sortino 1.69 \| Calmar 0.7 Vol 18% \| MDD -24.9% Months 62M (17%)	CAGR -13.2% \| Win 43% Sharpe -0.46 \| Sortino -0.83 \| Calmar -0.2 Vol 24% \| MDD -68.3% Months 72M (20%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.6% \| Win 54% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.2 Vol 15% \| MDD -28.0% Months 199M (55%)	CAGR 6.4% \| Win 58% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.6 Vol 14% \| MDD -10.9% Months 26M (7%)	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)
MACD neg	CAGR 13.0% \| Win 68% Sharpe 0.82 \| Sortino 1.44 \| Calmar 0.4 Vol 17% \| MDD -30.0% Months 56M (16%)	CAGR -9.1% \| Win 45% Sharpe -0.27 \| Sortino -0.48 \| Calmar -0.2 Vol 25% \| MDD -59.2% Months 78M (22%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.5% \| Win 58% Sharpe 0.69 \| Sortino 1.07 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 158M (44%)	CAGR -2.1% \| Win 51% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 13% \| MDD -24.8% Months 63M (18%)	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)
RSI neg	CAGR 19.8% \| Win 65% Sharpe 1.12 \| Sortino 4.50 \| Calmar 3.0 Vol 18% \| MDD -6.6% Months 20M (6%)	CAGR -5.5% \| Win 50% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.1 Vol 22% \| MDD -75.7% Months 118M (33%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.4% \| Win 60% Sharpe 0.74 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -25.4% Months 142M (40%)	CAGR -1.4% \| Win 48% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.0 Vol 13% \| MDD -30.0% Months 79M (22%)	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)
RSI neg	CAGR 14.8% \| Win 66% Sharpe 0.82 \| Sortino 1.52 \| Calmar 0.6 Vol 19% \| MDD -24.9% Months 38M (11%)	CAGR -7.9% \| Win 47% Sharpe -0.25 \| Sortino -0.44 \| Calmar -0.1 Vol 22% \| MDD -71.1% Months 100M (28%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.1% \| Win 56% Sharpe 0.54 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -24.3% Months 206M (57%)	CAGR -7.3% \| Win 53% Sharpe -0.58 \| Sortino -0.77 \| Calmar -0.5 Vol 12% \| MDD -15.7% Months 15M (4%)	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)
RSI neg	CAGR 3.5% \| Win 61% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -24.0% Months 49M (14%)	CAGR -5.2% \| Win 47% Sharpe -0.10 \| Sortino -0.18 \| Calmar -0.1 Vol 24% \| MDD -62.8% Months 89M (25%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.8% \| Win 62% Sharpe 0.92 \| Sortino 1.50 \| Calmar 0.8 Vol 16% \| MDD -17.7% Months 136M (38%)	CAGR 0.7% \| Win 48% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 14% \| MDD -15.2% Months 42M (12%)	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)
MACDhist neg	CAGR 3.9% \| Win 59% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.2 Vol 17% \| MDD -25.5% Months 44M (12%)	CAGR -6.8% \| Win 47% Sharpe -0.24 \| Sortino -0.40 \| Calmar -0.1 Vol 20% \| MDD -71.8% Months 137M (38%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)
RSIhist only	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.4% \| Win 58% Sharpe 0.69 \| Sortino 1.08 \| Calmar 0.5 Vol 15% \| MDD -20.0% Months 167M (46%)	CAGR 30.7% \| Win 64% Sharpe 1.35 \| Sortino 5.78 \| Calmar 4.7 Vol 22% \| MDD -6.6% Months 11M (3%)	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)
MACDhist neg	CAGR 1.0% \| Win 55% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.0 Vol 16% \| MDD -30.0% Months 88M (24%)	CAGR -9.0% \| Win 46% Sharpe -0.31 \| Sortino -0.51 \| Calmar -0.1 Vol 22% \| MDD -72.7% Months 93M (26%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 12.9% \| Win 62% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.7 Vol 15% \| MDD -18.6% Months 141M (39%)	CAGR 5.9% \| Win 59% Sharpe 0.39 \| Sortino 0.78 \| Calmar 0.2 Vol 20% \| MDD -24.8% Months 39M (11%)	CAGR 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -24.9% Months 180M (50%)
RSIhist neg	CAGR -1.1% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 15% \| MDD -34.4% Months 114M (32%)	CAGR -11.7% \| Win 42% Sharpe -0.40 \| Sortino -0.65 \| Calmar -0.2 Vol 24% \| MDD -63.3% Months 65M (18%)	CAGR -5.1% \| Win 48% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -75.5% Months 179M (50%)
LWTI only	CAGR 6.4% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 255M (71%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (29%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 57% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 189M (53%)	CAGR 7.7% \| Win 64% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.5 Vol 14% \| MDD -16.2% Months 22M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 23.4% \| Win 67% Sharpe 1.38 \| Sortino 5.07 \| Calmar 1.5 Vol 16% \| MDD -15.4% Months 21M (6%)	CAGR -9.3% \| Win 46% Sharpe -0.36 \| Sortino -0.60 \| Calmar -0.1 Vol 21% \| MDD -80.8% Months 127M (35%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
SLmean only	CAGR 10.3% \| Win 58% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 210M (58%)	CAGR -6.9% \| Win 49% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 149M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 57% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 204M (57%)	CAGR 23.2% \| Win 71% Sharpe 1.80 \| Sortino 8.03 \| Calmar 7.4 Vol 12% \| MDD -3.1% Months 7M (2%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR -2.6% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 21% \| MDD -66.8% Months 130M (36%)	CAGR -22.3% \| Win 39% Sharpe -1.54 \| Sortino -2.79 \| Calmar -0.6 Vol 15% \| MDD -38.0% Months 18M (5%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
RSmean only	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 334M (93%)	CAGR -11.6% \| Win 48% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.3 Vol 16% \| MDD -34.4% Months 25M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 54% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -26.4% Months 165M (46%)	CAGR 19.8% \| Win 72% Sharpe 1.17 \| Sortino 1.97 \| Calmar 1.8 Vol 17% \| MDD -11.0% Months 46M (13%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 1.6% \| Win 55% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.1 Vol 15% \| MDD -22.6% Months 60M (17%)	CAGR -9.6% \| Win 46% Sharpe -0.31 \| Sortino -0.56 \| Calmar -0.1 Vol 24% \| MDD -71.4% Months 88M (24%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
MACD only	CAGR 4.8% \| Win 54% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 14% \| MDD -30.6% Months 225M (63%)	CAGR -0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 134M (37%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 56% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -28.2% Months 189M (53%)	CAGR 19.5% \| Win 73% Sharpe 1.10 \| Sortino 1.87 \| Calmar 1.8 Vol 18% \| MDD -11.0% Months 22M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR -3.1% \| Win 53% Sharpe -0.19 \| Sortino -0.36 \| Calmar -0.2 Vol 13% \| MDD -19.6% Months 32M (9%)	CAGR -5.8% \| Win 48% Sharpe -0.16 \| Sortino -0.28 \| Calmar -0.1 Vol 22% \| MDD -73.9% Months 116M (32%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
RSI only	CAGR 6.0% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 221M (62%)	CAGR -2.2% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 22% \| MDD -68.8% Months 138M (38%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.2% \| Win 59% Sharpe 0.78 \| Sortino 1.24 \| Calmar 0.6 Vol 15% \| MDD -18.2% Months 161M (45%)	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.1 Vol 14% \| MDD -15.7% Months 50M (14%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 211M (59%)
MRmean neg	CAGR 4.8% \| Win 53% Sharpe 0.39 \| Sortino 0.93 \| Calmar 0.4 Vol 14% \| MDD -11.4% Months 17M (5%)	CAGR -6.5% \| Win 49% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.1 Vol 21% \| MDD -76.5% Months 131M (36%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (41%)
MACDhist only	CAGR 10.6% \| Win 58% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 178M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)