EWJ - iShares MSCI Japan ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

30.7%

Best CAGR

104

Total Months

2.5%

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	3.0	30.7	63.6	1.4	5.8	4.7	21.5	-6.6
pair	LWTI	MACDhist	pos-neg	11	3.0	30.7	63.6	1.4	5.8	4.7	21.5	-6.6
pair	MACD	MACDhist	neg-pos	39	10.7	27.0	71.8	1.5	3.0	2.4	16.5	-11.2
pair	MACDhist	MACD	neg-pos	39	10.7	27.0	71.8	1.5	3.0	2.4	16.5	-11.2
pair	SLmean	RSI	pos-neg	36	9.9	24.6	69.4	1.3	3.0	2.2	17.7	-11.0
pair	RSI	SLmean	pos-neg	36	9.9	24.6	69.4	1.3	3.0	2.2	17.7	-11.0
pair	MACD	SLmean	pos-neg	58	15.9	23.5	69.0	1.3	2.6	2.1	17.2	-11.3
pair	SLmean	MACD	pos-neg	58	15.9	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	RSI	MACD	neg-pos	24	6.6	20.0	70.8	1.2	1.9	2.2	16.1	-8.9
pair	MACD	RSI	neg-pos	24	6.6	20.0	70.8	1.2	1.9	2.2	16.1	-8.9
pair	MACDhist	RSI	neg-pos	20	5.5	19.8	65.0	1.1	4.5	3.0	17.5	-6.6
pair	RSI	MACDhist	neg-pos	20	5.5	19.8	65.0	1.1	4.5	3.0	17.5	-6.6
pair	MRmean	MACD	pos-neg	46	12.6	19.7	71.7	1.2	2.0	1.8	16.6	-11.0
pair	MACD	MRmean	pos-neg	46	12.6	19.7	71.7	1.2	2.0	1.8	16.6	-11.0
pair	RSI	MRmean	pos-neg	22	6.0	19.5	72.7	1.1	1.9	1.8	17.5	-11.0
pair	MRmean	RSI	pos-neg	22	6.0	19.5	72.7	1.1	1.9	1.8	17.5	-11.0
pair	MACD	RSIhist	neg-pos	59	16.2	19.2	69.5	1.1	2.0	1.2	17.4	-16.6
pair	RSIhist	MACD	neg-pos	59	16.2	19.2	69.5	1.1	2.0	1.2	17.4	-16.6
pair	RSI	RSIhist	neg-pos	35	9.6	18.6	68.6	1.0	2.1	1.1	18.4	-16.6
pair	RSIhist	RSI	neg-pos	35	9.6	18.6	68.6	1.0	2.1	1.1	18.4	-16.6
pair	RSIhist	SLmean	pos-pos	172	47.1	13.9	62.2	0.9	1.6	0.7	15.2	-19.8
pair	SLmean	RSIhist	pos-pos	172	47.1	13.9	62.2	0.9	1.6	0.7	15.2	-19.8
pair	LWTI	MACD	neg-pos	56	15.3	13.0	67.9	0.8	1.4	0.4	16.6	-30.0
pair	MACD	LWTI	neg-pos	56	15.3	13.0	67.9	0.8	1.4	0.4	16.6	-30.0
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	MACDhist	RSIhist	pos-pos	139	38.1	12.6	61.2	0.8	1.4	0.7	15.6	-17.7
pair	RSIhist	MACDhist	pos-pos	139	38.1	12.6	61.2	0.8	1.4	0.7	15.6	-17.7
pair	RSIhist	MRmean	pos-pos	162	44.4	11.5	61.7	0.8	1.3	0.6	15.2	-19.7
pair	MRmean	RSIhist	pos-pos	162	44.4	11.5	61.7	0.8	1.3	0.6	15.2	-19.7
pair	RSmean	RSIhist	pos-pos	177	48.5	11.3	61.0	0.8	1.2	0.6	15.8	-19.8
pair	RSIhist	RSmean	pos-pos	177	48.5	11.3	61.0	0.8	1.2	0.6	15.8	-19.8
pair	RSIhist	LWTI	pos-pos	143	39.2	11.3	60.8	0.8	1.2	0.6	14.8	-18.6
pair	LWTI	RSIhist	pos-pos	143	39.2	11.3	60.8	0.8	1.2	0.6	14.8	-18.6
pair	SLmean	MACDhist	pos-pos	151	41.4	11.2	58.3	0.8	1.2	0.5	15.4	-23.3
pair	MACDhist	SLmean	pos-pos	151	41.4	11.2	58.3	0.8	1.2	0.5	15.4	-23.3
pair	MRmean	MACDhist	pos-pos	167	45.8	11.1	59.3	0.8	1.2	0.6	15.3	-18.2
single	RSIhist	RSIhist	pos-pos	180	49.3	11.1	61.1	0.8	1.2	0.6	15.7	-19.8
pair	MACDhist	MRmean	pos-pos	167	45.8	11.1	59.3	0.8	1.2	0.6	15.3	-18.2
single	MACDhist	MACDhist	pos-pos	184	50.4	10.5	58.7	0.7	1.2	0.5	15.2	-19.4
pair	SLmean	MRmean	pos-neg	23	6.3	10.5	65.2	0.8	1.2	0.7	14.3	-16.2
pair	MRmean	SLmean	pos-neg	23	6.3	10.5	65.2	0.8	1.2	0.7	14.3	-16.2
pair	RSmean	MACDhist	pos-pos	180	49.3	10.5	58.3	0.7	1.2	0.5	15.3	-19.4
pair	MACDhist	RSmean	pos-pos	180	49.3	10.5	58.3	0.7	1.2	0.5	15.3	-19.4
pair	RSIhist	LWTI	pos-neg	37	10.1	10.3	62.2	0.6	1.3	0.8	19.0	-12.3
pair	LWTI	RSIhist	pos-neg	37	10.1	10.3	62.2	0.6	1.3	0.8	19.0	-12.3
pair	LWTI	SLmean	pos-pos	175	47.9	10.2	57.7	0.7	1.1	0.5	14.8	-21.9
pair	SLmean	LWTI	pos-pos	175	47.9	10.2	57.7	0.7	1.1	0.5	14.8	-21.9
single	SLmean	SLmean	pos-pos	215	58.9	10.0	58.1	0.7	1.1	0.4	15.3	-24.2
pair	LWTI	MRmean	pos-pos	193	52.9	9.6	58.0	0.7	1.1	0.4	14.7	-22.2
pair	RSmean	SLmean	pos-pos	208	57.0	9.6	57.7	0.7	1.1	0.4	15.4	-24.2
pair	MRmean	LWTI	pos-pos	193	52.9	9.6	58.0	0.7	1.1	0.4	14.7	-22.2
pair	SLmean	RSmean	pos-pos	208	57.0	9.6	57.7	0.7	1.1	0.4	15.4	-24.2
pair	LWTI	SLmean	pos-neg	40	11.0	9.5	60.0	0.6	1.3	0.6	17.5	-15.9
pair	SLmean	LWTI	pos-neg	40	11.0	9.5	60.0	0.6	1.3	0.6	17.5	-15.9
pair	RSIhist	RSI	pos-pos	145	39.7	9.4	59.3	0.7	1.0	0.4	15.0	-25.4
pair	RSI	MACDhist	pos-pos	164	44.9	9.4	57.9	0.7	1.1	0.5	14.9	-19.4
pair	MACDhist	RSI	pos-pos	164	44.9	9.4	57.9	0.7	1.1	0.5	14.9	-19.4
pair	LWTI	MACDhist	pos-pos	173	47.4	9.4	58.4	0.7	1.1	0.5	14.7	-20.0
pair	RSI	RSIhist	pos-pos	145	39.7	9.4	59.3	0.7	1.0	0.4	15.0	-25.4
pair	MACDhist	LWTI	pos-pos	173	47.4	9.4	58.4	0.7	1.1	0.5	14.7	-20.0
single	MRmean	MRmean	pos-pos	217	59.5	8.9	58.1	0.6	1.0	0.3	15.1	-26.8
pair	MRmean	SLmean	pos-pos	194	53.2	8.7	57.2	0.6	1.0	0.3	15.2	-26.5
pair	SLmean	MRmean	pos-pos	194	53.2	8.7	57.2	0.6	1.0	0.3	15.2	-26.5
pair	LWTI	RSmean	pos-pos	239	65.5	8.5	57.7	0.6	1.0	0.3	15.0	-28.0
pair	RSmean	LWTI	pos-pos	239	65.5	8.5	57.7	0.6	1.0	0.3	15.0	-28.0
pair	RSmean	MRmean	pos-pos	210	57.5	8.4	57.6	0.6	0.9	0.3	15.2	-26.8
pair	MRmean	RSmean	pos-pos	210	57.5	8.4	57.6	0.6	0.9	0.3	15.2	-26.8
pair	LWTI	RSI	pos-pos	210	57.5	7.8	56.7	0.6	0.9	0.3	14.6	-24.3
pair	RSI	LWTI	pos-pos	210	57.5	7.8	56.7	0.6	0.9	0.3	14.6	-24.3
pair	RSIhist	MRmean	neg-pos	18	4.9	7.8	55.6	0.5	0.9	0.4	20.2	-19.0
pair	MRmean	RSIhist	neg-pos	18	4.9	7.8	55.6	0.5	0.9	0.4	20.2	-19.0
pair	MRmean	RSI	pos-pos	195	53.4	7.7	56.4	0.6	0.9	0.3	14.8	-28.2
pair	RSI	MRmean	pos-pos	195	53.4	7.7	56.4	0.6	0.9	0.3	14.8	-28.2
pair	RSIhist	MACD	pos-pos	121	33.2	7.4	57.0	0.6	0.8	0.3	14.8	-27.0
pair	MACD	RSIhist	pos-pos	121	33.2	7.4	57.0	0.6	0.8	0.3	14.8	-27.0
pair	MACDhist	SLmean	neg-pos	33	9.0	7.3	60.6	0.6	1.0	0.4	14.4	-19.0
pair	SLmean	MACDhist	neg-pos	33	9.0	7.3	60.6	0.6	1.0	0.4	14.4	-19.0
pair	SLmean	RSI	pos-pos	179	49.0	7.3	55.9	0.6	0.8	0.2	14.7	-28.9
pair	RSI	SLmean	pos-pos	179	49.0	7.3	55.9	0.6	0.8	0.2	14.7	-28.9
pair	MACDhist	SLmean	pos-neg	64	17.5	7.2	57.8	0.5	0.9	0.5	15.2	-14.4
pair	SLmean	MACDhist	pos-neg	64	17.5	7.2	57.8	0.5	0.9	0.5	15.2	-14.4
pair	RSI	RSmean	pos-pos	215	58.9	6.9	56.7	0.5	0.8	0.2	14.6	-27.4
pair	RSmean	RSI	pos-pos	215	58.9	6.9	56.7	0.5	0.8	0.2	14.6	-27.4
single	RSI	RSI	pos-pos	225	61.6	6.7	56.4	0.5	0.8	0.2	14.5	-28.0
pair	MACDhist	MACD	pos-pos	145	39.7	6.5	55.2	0.5	0.8	0.3	14.7	-22.5
pair	MACD	MACDhist	pos-pos	145	39.7	6.5	55.2	0.5	0.8	0.3	14.7	-22.5
single	LWTI	LWTI	pos-pos	261	71.5	6.5	57.1	0.5	0.8	0.2	15.1	-30.0
pair	LWTI	MACD	pos-neg	26	7.1	6.4	57.7	0.5	0.8	0.6	14.0	-11.0
pair	MACD	LWTI	pos-neg	26	7.1	6.4	57.7	0.5	0.8	0.6	14.0	-11.0
pair	RSIhist	MACDhist	neg-pos	41	11.2	6.1	61.0	0.5	0.7	0.4	16.2	-17.2
pair	MACDhist	RSIhist	neg-pos	41	11.2	6.1	61.0	0.5	0.7	0.4	16.2	-17.2
pair	MACD	MRmean	pos-pos	171	46.8	6.1	54.4	0.5	0.7	0.2	14.6	-26.4
pair	MRmean	MACD	pos-pos	171	46.8	6.1	54.4	0.5	0.7	0.2	14.6	-26.4
pair	MACD	SLmean	pos-pos	157	43.0	5.4	54.1	0.4	0.7	0.2	14.4	-30.3
pair	SLmean	MACD	pos-pos	157	43.0	5.4	54.1	0.4	0.7	0.2	14.4	-30.3
pair	MACD	RSI	pos-pos	201	55.1	5.2	54.7	0.4	0.7	0.2	14.2	-28.0
pair	RSI	MACD	pos-pos	201	55.1	5.2	54.7	0.4	0.7	0.2	14.2	-28.0
pair	MACD	RSmean	pos-pos	220	60.3	5.1	55.0	0.4	0.6	0.2	14.7	-30.6
pair	RSmean	MACD	pos-pos	220	60.3	5.1	55.0	0.4	0.6	0.2	14.7	-30.6
single	MACD	MACD	pos-pos	231	63.3	4.9	54.5	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
pair	LWTI	MACD	pos-pos	205	56.2	4.7	54.1	0.4	0.6	0.2	14.7	-28.0
pair	MACD	LWTI	pos-pos	205	56.2	4.7	54.1	0.4	0.6	0.2	14.7	-28.0
pair	RSI	SLmean	neg-pos	46	12.6	4.4	58.7	0.4	0.7	0.1	13.6	-28.8
pair	SLmean	RSI	neg-pos	46	12.6	4.4	58.7	0.4	0.7	0.1	13.6	-28.8
pair	RSIhist	MACDhist	pos-neg	45	12.3	4.3	51.1	0.4	0.6	0.3	13.8	-15.2
pair	MACDhist	RSIhist	pos-neg	45	12.3	4.3	51.1	0.4	0.6	0.3	13.8	-15.2
single	RSmean	RSmean	pos-pos	340	93.2	4.1	55.0	0.3	0.5	0.1	17.7	-57.8
pair	SLmean	MACD	neg-pos	74	20.3	3.8	55.4	0.3	0.6	0.2	15.2	-20.8
pair	MACD	SLmean	neg-pos	74	20.3	3.8	55.4	0.3	0.6	0.2	15.2	-20.8
pair	RSI	RSmean	neg-pos	10	2.7	3.8	50.0	0.3	0.9	0.4	12.7	-10.4
pair	RSmean	RSI	neg-pos	10	2.7	3.8	50.0	0.3	0.9	0.4	12.7	-10.4
pair		benchmark___benchmark_	benchmark-benchmark	365	100.0	2.9	54.5	0.2	0.4	0.1	17.6	-57.8
pair	benchmark___benchmark_		benchmark-benchmark	365	100.0	2.9	54.5	0.2	0.4	0.1	17.6	-57.8
pair	MACD	RSI	pos-neg	30	8.2	2.8	53.3	0.2	0.4	0.2	17.1	-13.5
pair	RSI	MACD	pos-neg	30	8.2	2.8	53.3	0.2	0.4	0.2	17.1	-13.5
pair	LWTI	MRmean	pos-neg	24	6.6	2.7	58.3	0.2	0.4	0.2	18.2	-12.2
pair	MRmean	LWTI	pos-neg	24	6.6	2.7	58.3	0.2	0.4	0.2	18.2	-12.2
pair	MACDhist	MACD	pos-neg	86	23.6	2.3	53.5	0.2	0.4	0.1	14.5	-20.3
pair	MACD	MACDhist	pos-neg	86	23.6	2.3	53.5	0.2	0.4	0.1	14.5	-20.3
pair	MACD	RSmean	pos-neg	120	32.9	2.3	55.0	0.2	0.4	0.1	22.2	-46.7
pair	RSmean	MACD	pos-neg	120	32.9	2.3	55.0	0.2	0.4	0.1	22.2	-46.7
pair	RSIhist	MACD	pos-neg	110	30.1	2.2	51.8	0.2	0.4	0.1	14.4	-25.7
pair	MACD	RSIhist	pos-neg	110	30.1	2.2	51.8	0.2	0.4	0.1	14.4	-25.7
pair	MACD	RSmean	neg-pos	11	3.0	2.1	45.5	0.2	0.6	0.1	13.7	-15.8
pair	RSmean	MACD	neg-pos	11	3.0	2.1	45.5	0.2	0.6	0.1	13.7	-15.8
pair	RSIhist	RSI	pos-neg	80	21.9	2.0	51.2	0.2	0.3	0.1	13.4	-30.0
pair	RSI	RSIhist	pos-neg	80	21.9	2.0	51.2	0.2	0.3	0.1	13.4	-30.0
pair	RSmean	LWTI	neg-neg	3	0.8	1.9	33.3	0.2	0.4	2.3	15.9	-0.8
pair	LWTI	RSmean	neg-neg	3	0.8	1.9	33.3	0.2	0.4	2.3	15.9	-0.8
pair	MRmean	MACD	neg-pos	60	16.4	1.6	55.0	0.2	0.3	0.1	14.8	-22.6
pair	MACD	MRmean	neg-pos	60	16.4	1.6	55.0	0.2	0.3	0.1	14.8	-22.6
pair	MRmean	MACDhist	pos-neg	50	13.7	1.6	54.0	0.2	0.3	0.1	14.2	-15.7
pair	MACDhist	MRmean	pos-neg	50	13.7	1.6	54.0	0.2	0.3	0.1	14.2	-15.7
pair	RSIhist	MRmean	pos-neg	55	15.1	1.4	47.3	0.2	0.2	0.1	14.5	-26.2
pair	MRmean	RSIhist	pos-neg	55	15.1	1.4	47.3	0.2	0.2	0.1	14.5	-26.2
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	LWTI	RSI	neg-pos	51	14.0	1.1	58.8	0.1	0.3	0.0	17.3	-30.0
pair	RSI	LWTI	neg-pos	51	14.0	1.1	58.8	0.1	0.3	0.0	17.3	-30.0
pair	MACDhist	LWTI	neg-pos	88	24.1	1.0	54.5	0.1	0.2	0.0	15.9	-30.0
pair	LWTI	MACDhist	neg-pos	88	24.1	1.0	54.5	0.1	0.2	0.0	15.9	-30.0
pair	LWTI	RSIhist	neg-pos	118	32.3	0.8	52.5	0.1	0.2	0.0	15.4	-30.7
pair	RSIhist	LWTI	neg-pos	118	32.3	0.8	52.5	0.1	0.2	0.0	15.4	-30.7
pair	RSI	MRmean	neg-pos	30	8.2	0.4	56.7	0.1	0.2	0.0	12.3	-19.6
pair	MRmean	RSI	neg-pos	30	8.2	0.4	56.7	0.1	0.2	0.0	12.3	-19.6
pair	RSI	MACDhist	pos-neg	61	16.7	-0.3	52.5	0.0	0.1	-0.0	13.1	-24.8
pair	MACDhist	RSI	pos-neg	61	16.7	-0.3	52.5	0.0	0.1	-0.0	13.1	-24.8
single	MACD	MACD	neg-neg	134	36.7	-0.4	54.5	0.1	0.1	-0.0	21.8	-53.5
pair	RSmean	RSI	pos-neg	125	34.2	-0.6	52.0	0.1	0.1	-0.0	22.1	-65.2
pair	RSI	RSmean	pos-neg	125	34.2	-0.6	52.0	0.1	0.1	-0.0	22.1	-65.2
pair	LWTI	SLmean	neg-pos	86	23.6	-0.7	55.8	0.0	0.1	-0.0	15.7	-30.3
pair	SLmean	LWTI	neg-pos	86	23.6	-0.7	55.8	0.0	0.1	-0.0	15.7	-30.3
pair	LWTI	MRmean	neg-pos	68	18.6	-2.1	54.4	-0.1	-0.1	-0.1	16.3	-30.0
pair	MRmean	LWTI	neg-pos	68	18.6	-2.1	54.4	-0.1	-0.1	-0.1	16.3	-30.0
pair	MRmean	RSmean	neg-pos	130	35.6	-2.6	50.8	-0.0	-0.0	-0.0	21.1	-66.8
pair	RSmean	MRmean	neg-pos	130	35.6	-2.6	50.8	-0.0	-0.0	-0.0	21.1	-66.8
pair	MACDhist	RSmean	pos-neg	160	43.8	-2.7	51.2	-0.0	-0.1	-0.0	19.9	-71.2
pair	RSmean	MACDhist	pos-neg	160	43.8	-2.7	51.2	-0.0	-0.1	-0.0	19.9	-71.2
single	RSI	RSI	neg-neg	140	38.4	-2.9	51.4	-0.0	-0.1	-0.0	21.6	-71.2
pair	RSmean	RSIhist	pos-neg	163	44.7	-3.3	48.5	-0.1	-0.1	-0.0	19.4	-72.4
pair	RSIhist	RSmean	pos-neg	163	44.7	-3.3	48.5	-0.1	-0.1	-0.0	19.4	-72.4
pair	RSmean	SLmean	neg-pos	132	36.2	-4.1	50.8	-0.1	-0.2	-0.1	20.6	-70.8
pair	SLmean	RSmean	neg-pos	132	36.2	-4.1	50.8	-0.1	-0.2	-0.1	20.6	-70.8
pair	SLmean	RSIhist	pos-neg	43	11.8	-4.2	41.9	-0.2	-0.3	-0.1	15.1	-34.6
pair	RSIhist	SLmean	pos-neg	43	11.8	-4.2	41.9	-0.2	-0.3	-0.1	15.1	-34.6
single	MACDhist	MACDhist	neg-neg	181	49.6	-4.3	50.3	-0.1	-0.2	-0.1	19.5	-76.9
pair	MACD	RSI	neg-neg	110	30.1	-4.4	50.9	-0.1	-0.1	-0.1	22.8	-65.8
pair	RSI	MACD	neg-neg	110	30.1	-4.4	50.9	-0.1	-0.1	-0.1	22.8	-65.8
single	RSIhist	RSIhist	neg-neg	185	50.7	-4.5	48.1	-0.1	-0.2	-0.1	19.0	-77.0
pair	RSIhist	SLmean	neg-neg	142	38.9	-4.6	50.0	-0.1	-0.2	-0.1	20.1	-74.5
pair	SLmean	RSIhist	neg-neg	142	38.9	-4.6	50.0	-0.1	-0.2	-0.1	20.1	-74.5
pair	RSI	LWTI	neg-neg	89	24.4	-5.2	47.2	-0.1	-0.2	-0.1	23.8	-62.8
pair	LWTI	RSI	neg-neg	89	24.4	-5.2	47.2	-0.1	-0.2	-0.1	23.8	-62.8
single	MRmean	MRmean	neg-neg	148	40.5	-5.2	49.3	-0.2	-0.3	-0.1	20.5	-75.2
single	LWTI	LWTI	neg-neg	104	28.5	-5.5	48.1	-0.1	-0.2	-0.1	22.5	-63.0
pair	LWTI	RSmean	pos-neg	101	27.7	-5.7	48.5	-0.1	-0.2	-0.1	22.7	-61.5
pair	RSmean	LWTI	pos-neg	101	27.7	-5.7	48.5	-0.1	-0.2	-0.1	22.7	-61.5
pair	MACDhist	RSI	neg-neg	120	32.9	-6.3	49.2	-0.2	-0.3	-0.1	22.1	-77.7
pair	RSI	MACDhist	neg-neg	120	32.9	-6.3	49.2	-0.2	-0.3	-0.1	22.1	-77.7
pair	MACDhist	MRmean	neg-neg	131	35.9	-6.5	48.9	-0.2	-0.4	-0.1	21.2	-76.5
pair	MRmean	MACDhist	neg-neg	131	35.9	-6.5	48.9	-0.2	-0.4	-0.1	21.2	-76.5
single	SLmean	SLmean	neg-neg	150	41.1	-6.5	49.3	-0.2	-0.4	-0.1	20.1	-80.1
pair	MRmean	RSI	neg-neg	118	32.3	-6.6	47.5	-0.2	-0.3	-0.1	22.2	-76.0
pair	RSI	MRmean	neg-neg	118	32.3	-6.6	47.5	-0.2	-0.3	-0.1	22.2	-76.0
pair	RSIhist	MRmean	neg-neg	130	35.6	-6.9	48.5	-0.2	-0.4	-0.1	20.6	-72.9
pair	MRmean	RSIhist	neg-neg	130	35.6	-6.9	48.5	-0.2	-0.4	-0.1	20.6	-72.9
pair	MACDhist	RSIhist	neg-neg	140	38.4	-7.2	47.1	-0.3	-0.4	-0.1	20.4	-73.5
pair	RSIhist	MACDhist	neg-neg	140	38.4	-7.2	47.1	-0.3	-0.4	-0.1	20.4	-73.5
pair	RSI	LWTI	pos-neg	15	4.1	-7.3	53.3	-0.6	-0.8	-0.5	12.0	-15.7
pair	LWTI	RSI	pos-neg	15	4.1	-7.3	53.3	-0.6	-0.8	-0.5	12.0	-15.7
pair	LWTI	MRmean	neg-neg	80	21.9	-7.8	45.0	-0.2	-0.4	-0.1	23.7	-66.7
pair	MRmean	LWTI	neg-neg	80	21.9	-7.8	45.0	-0.2	-0.4	-0.1	23.7	-66.7
pair	LWTI	MACDhist	neg-neg	93	25.5	-9.0	46.2	-0.3	-0.5	-0.1	22.4	-72.7
pair	MACDhist	LWTI	neg-neg	93	25.5	-9.0	46.2	-0.3	-0.5	-0.1	22.4	-72.7
pair	MACD	LWTI	neg-neg	78	21.4	-9.1	44.9	-0.3	-0.5	-0.1	24.7	-59.2
pair	LWTI	MACD	neg-neg	78	21.4	-9.1	44.9	-0.3	-0.5	-0.1	24.7	-59.2
pair	RSIhist	RSI	neg-neg	105	28.8	-9.2	45.7	-0.3	-0.6	-0.1	22.3	-75.0
pair	RSI	RSIhist	neg-neg	105	28.8	-9.2	45.7	-0.3	-0.6	-0.1	22.3	-75.0
pair	SLmean	MRmean	neg-neg	127	34.8	-9.3	46.5	-0.4	-0.6	-0.1	21.0	-80.8
pair	MRmean	SLmean	neg-neg	127	34.8	-9.3	46.5	-0.4	-0.6	-0.1	21.0	-80.8
pair	MACD	MRmean	neg-neg	88	24.1	-9.6	45.5	-0.3	-0.6	-0.1	23.7	-71.4
pair	MRmean	MACD	neg-neg	88	24.1	-9.6	45.5	-0.3	-0.6	-0.1	23.7	-71.4
pair	MACDhist	MACD	neg-neg	95	26.0	-9.9	47.4	-0.3	-0.6	-0.1	23.1	-73.4
pair	MACD	MACDhist	neg-neg	95	26.0	-9.9	47.4	-0.3	-0.6	-0.1	23.1	-73.4
pair	SLmean	MACDhist	neg-neg	117	32.1	-10.1	46.2	-0.4	-0.7	-0.1	21.4	-80.2
pair	MACDhist	SLmean	neg-neg	117	32.1	-10.1	46.2	-0.4	-0.7	-0.1	21.4	-80.2
pair	RSI	SLmean	neg-neg	104	28.5	-11.0	45.2	-0.4	-0.7	-0.1	22.4	-81.1
pair	SLmean	RSI	neg-neg	104	28.5	-11.0	45.2	-0.4	-0.7	-0.1	22.4	-81.1
single	RSmean	RSmean	neg-neg	25	6.8	-11.6	48.0	-0.7	-1.3	-0.3	15.5	-34.4
pair	RSIhist	RSmean	neg-neg	22	6.0	-13.2	45.5	-0.8	-1.5	-0.4	16.2	-34.6
pair	RSmean	RSIhist	neg-neg	22	6.0	-13.2	45.5	-0.8	-1.5	-0.4	16.2	-34.6
pair	LWTI	RSIhist	neg-neg	67	18.4	-13.2	40.3	-0.5	-0.8	-0.2	24.0	-67.2
pair	RSIhist	LWTI	neg-neg	67	18.4	-13.2	40.3	-0.5	-0.8	-0.2	24.0	-67.2
pair	LWTI	RSmean	neg-pos	22	6.0	-13.3	50.0	-0.8	-1.6	-0.4	15.8	-31.3
pair	RSmean	LWTI	neg-pos	22	6.0	-13.3	50.0	-0.8	-1.6	-0.4	15.8	-31.3
pair	MACD	RSIhist	neg-neg	75	20.5	-13.6	42.7	-0.5	-0.9	-0.2	24.1	-70.2
pair	RSIhist	MACD	neg-neg	75	20.5	-13.6	42.7	-0.5	-0.9	-0.2	24.1	-70.2
pair	SLmean	LWTI	neg-neg	64	17.5	-13.8	40.6	-0.5	-0.8	-0.2	24.9	-71.5
pair	LWTI	SLmean	neg-neg	64	17.5	-13.8	40.6	-0.5	-0.8	-0.2	24.9	-71.5
pair	MACD	SLmean	neg-neg	76	20.8	-15.6	43.4	-0.6	-1.0	-0.2	23.8	-77.5
pair	SLmean	MACD	neg-neg	76	20.8	-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	15	4.1	-20.6	46.7	-1.3	-2.9	-0.6	16.9	-32.7
pair	RSI	RSmean	neg-neg	15	4.1	-20.6	46.7	-1.3	-2.9	-0.6	16.9	-32.7
pair	MACD	RSmean	neg-neg	14	3.8	-21.0	50.0	-1.3	-3.0	-0.7	16.6	-30.0
pair	RSmean	MACD	neg-neg	14	3.8	-21.0	50.0	-1.3	-3.0	-0.7	16.6	-30.0
pair	RSmean	MRmean	neg-neg	18	4.9	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	MRmean	RSmean	neg-neg	18	4.9	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	RSmean	SLmean	neg-neg	18	4.9	-22.3	38.9	-1.5	-2.8	-0.6	15.4	-38.0
pair	SLmean	RSmean	neg-neg	18	4.9	-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 8.7% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 194M (53%)	CAGR 10.5% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.6 Vol 14% \| MDD -16.2% Months 23M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
SLmean only	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 58% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 210M (58%)	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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
RSmean only	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 6.1% \| Win 54% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -26.4% Months 171M (47%)	CAGR 19.7% \| 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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
MRmean neg	CAGR 1.6% \| Win 55% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.1 Vol 15% \| MDD -22.6% Months 60M (16%)	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 (40%)
MACD only	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (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 0.89 \| Calmar 0.3 Vol 15% \| MDD -28.2% Months 195M (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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
MRmean neg	CAGR 0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.17 \| Calmar 0.0 Vol 12% \| MDD -19.6% Months 30M (8%)	CAGR -6.6% \| Win 48% Sharpe -0.20 \| Sortino -0.35 \| Calmar -0.1 Vol 22% \| MDD -76.0% Months 118M (32%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (40%)
RSI only	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 59% Sharpe 0.77 \| Sortino 1.21 \| Calmar 0.6 Vol 15% \| MDD -18.2% Months 167M (46%)	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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
MACDhist only	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 11.5% \| Win 62% Sharpe 0.80 \| Sortino 1.27 \| Calmar 0.6 Vol 15% \| MDD -19.7% Months 162M (44%)	CAGR 1.4% \| Win 47% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 14% \| MDD -26.2% Months 55M (15%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
RSIhist only	CAGR 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 58% Sharpe 0.70 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -22.2% Months 193M (53%)	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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
LWTI only	CAGR 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.6% \| Win 58% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 208M (57%)	CAGR 23.2% \| Win 71% Sharpe 1.80 \| Sortino 8.03 \| Calmar 7.4 Vol 12% \| MDD -3.1% Months 7M (2%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
SLmean neg	CAGR -4.1% \| Win 51% Sharpe -0.10 \| Sortino -0.16 \| Calmar -0.1 Vol 21% \| MDD -70.8% Months 132M (36%)	CAGR -22.3% \| Win 39% Sharpe -1.54 \| Sortino -2.79 \| Calmar -0.6 Vol 15% \| MDD -38.0% Months 18M (5%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
RSmean only	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 5.4% \| Win 54% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -30.3% Months 157M (43%)	CAGR 23.5% \| Win 69% Sharpe 1.32 \| Sortino 2.64 \| Calmar 2.1 Vol 17% \| MDD -11.3% Months 58M (16%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
SLmean neg	CAGR 3.8% \| Win 55% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.2 Vol 15% \| MDD -20.8% Months 74M (20%)	CAGR -15.6% \| Win 43% Sharpe -0.59 \| Sortino -1.04 \| Calmar -0.2 Vol 24% \| MDD -77.5% Months 76M (21%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
MACD only	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (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 7.3% \| Win 56% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.3 Vol 15% \| MDD -28.9% Months 179M (49%)	CAGR 24.6% \| Win 69% Sharpe 1.34 \| Sortino 2.96 \| Calmar 2.2 Vol 18% \| MDD -11.0% Months 36M (10%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
SLmean neg	CAGR 4.4% \| Win 59% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -28.8% Months 46M (13%)	CAGR -11.0% \| Win 45% Sharpe -0.41 \| Sortino -0.71 \| Calmar -0.1 Vol 22% \| MDD -81.1% Months 104M (28%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
RSI only	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.2% \| Win 58% Sharpe 0.77 \| Sortino 1.23 \| Calmar 0.5 Vol 15% \| MDD -23.3% Months 151M (41%)	CAGR 7.2% \| Win 58% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 15% \| MDD -14.4% Months 64M (18%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
SLmean neg	CAGR 7.3% \| Win 61% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.4 Vol 14% \| MDD -19.0% Months 33M (9%)	CAGR -10.1% \| Win 46% Sharpe -0.39 \| Sortino -0.65 \| Calmar -0.1 Vol 21% \| MDD -80.2% Months 117M (32%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
MACDhist only	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 13.9% \| Win 62% Sharpe 0.94 \| Sortino 1.57 \| Calmar 0.7 Vol 15% \| MDD -19.8% Months 172M (47%)	CAGR -4.2% \| Win 42% Sharpe -0.21 \| Sortino -0.30 \| Calmar -0.1 Vol 15% \| MDD -34.6% Months 43M (12%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
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 -4.6% \| Win 50% Sharpe -0.13 \| Sortino -0.22 \| Calmar -0.1 Vol 20% \| MDD -74.5% Months 142M (39%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
RSIhist only	CAGR 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 58% Sharpe 0.73 \| Sortino 1.12 \| Calmar 0.5 Vol 15% \| MDD -21.9% Months 175M (48%)	CAGR 9.5% \| Win 60% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.6 Vol 18% \| MDD -15.9% Months 40M (11%)	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)
SLmean neg	CAGR -0.7% \| Win 56% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 16% \| MDD -30.3% Months 86M (24%)	CAGR -13.8% \| Win 41% Sharpe -0.47 \| Sortino -0.80 \| Calmar -0.2 Vol 25% \| MDD -71.5% Months 64M (18%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)
LWTI only	CAGR 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.1% \| Win 55% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 220M (60%)	CAGR 2.3% \| Win 55% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 22% \| MDD -46.7% Months 120M (33%)	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (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 6.9% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 15% \| MDD -27.4% Months 215M (59%)	CAGR -0.6% \| Win 52% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 22% \| MDD -65.2% Months 125M (34%)	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (93%)
RSmean neg	CAGR 3.8% \| Win 50% Sharpe 0.35 \| Sortino 0.92 \| Calmar 0.4 Vol 13% \| MDD -10.4% Months 10M (3%)	CAGR -20.6% \| Win 47% Sharpe -1.27 \| Sortino -2.92 \| Calmar -0.6 Vol 17% \| MDD -32.7% Months 15M (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 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 58% Sharpe 0.73 \| Sortino 1.19 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 180M (49%)	CAGR -2.7% \| Win 51% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.0 Vol 20% \| MDD -71.2% Months 160M (44%)	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 11.3% \| Win 61% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 177M (48%)	CAGR -3.3% \| Win 48% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.0 Vol 19% \| MDD -72.4% Months 163M (45%)	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.5% \| Win 58% Sharpe 0.62 \| Sortino 0.99 \| Calmar 0.3 Vol 15% \| MDD -28.0% Months 239M (66%)	CAGR -5.7% \| Win 48% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.1 Vol 23% \| MDD -61.5% Months 101M (28%)	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 0.36 \| Calmar 2.3 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 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.2% \| Win 55% Sharpe 0.43 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 201M (55%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.2 Vol 17% \| MDD -13.5% Months 30M (8%)	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (63%)
MACD neg	CAGR 20.0% \| Win 71% Sharpe 1.22 \| Sortino 1.93 \| Calmar 2.2 Vol 16% \| MDD -8.9% Months 24M (7%)	CAGR -4.4% \| Win 51% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 23% \| MDD -65.8% Months 110M (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 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.5% \| Win 55% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.3 Vol 15% \| MDD -22.5% Months 145M (40%)	CAGR 2.3% \| Win 54% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 14% \| MDD -20.3% Months 86M (24%)	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (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 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 7.4% \| Win 57% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.3 Vol 15% \| MDD -27.0% Months 121M (33%)	CAGR 2.2% \| Win 52% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -25.7% Months 110M (30%)	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (63%)
MACD neg	CAGR 19.2% \| Win 70% Sharpe 1.10 \| Sortino 2.04 \| Calmar 1.2 Vol 17% \| MDD -16.6% Months 59M (16%)	CAGR -13.6% \| Win 43% Sharpe -0.48 \| Sortino -0.86 \| Calmar -0.2 Vol 24% \| MDD -70.2% Months 75M (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 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.7% \| Win 54% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 15% \| MDD -28.0% Months 205M (56%)	CAGR 6.4% \| Win 58% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.6 Vol 14% \| MDD -11.0% Months 26M (7%)	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (63%)
MACD neg	CAGR 13.0% \| Win 68% Sharpe 0.82 \| Sortino 1.44 \| Calmar 0.4 Vol 17% \| MDD -30.0% Months 56M (15%)	CAGR -9.1% \| Win 45% Sharpe -0.27 \| Sortino -0.48 \| Calmar -0.2 Vol 25% \| MDD -59.2% Months 78M (21%)	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 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.4% \| Win 58% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 164M (45%)	CAGR -0.3% \| Win 52% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 13% \| MDD -24.8% Months 61M (17%)	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)
RSI neg	CAGR 19.8% \| Win 65% Sharpe 1.12 \| Sortino 4.49 \| Calmar 3.0 Vol 18% \| MDD -6.6% Months 20M (6%)	CAGR -6.3% \| Win 49% Sharpe -0.18 \| Sortino -0.32 \| Calmar -0.1 Vol 22% \| MDD -77.7% Months 120M (33%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)
MACDhist only	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 9.4% \| Win 59% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.4 Vol 15% \| MDD -25.4% Months 145M (40%)	CAGR 2.0% \| Win 51% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -30.0% Months 80M (22%)	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)
RSI neg	CAGR 18.6% \| Win 69% Sharpe 1.02 \| Sortino 2.07 \| Calmar 1.1 Vol 18% \| MDD -16.6% Months 35M (10%)	CAGR -9.2% \| Win 46% Sharpe -0.32 \| Sortino -0.56 \| Calmar -0.1 Vol 22% \| MDD -75.0% Months 105M (29%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)
RSIhist only	CAGR 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.8% \| Win 57% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.3 Vol 15% \| MDD -24.3% Months 210M (58%)	CAGR -7.3% \| Win 53% Sharpe -0.58 \| Sortino -0.77 \| Calmar -0.5 Vol 12% \| MDD -15.7% Months 15M (4%)	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)
RSI neg	CAGR 1.1% \| Win 59% Sharpe 0.15 \| Sortino 0.30 \| Calmar 0.0 Vol 17% \| MDD -30.0% Months 51M (14%)	CAGR -5.2% \| Win 47% Sharpe -0.10 \| Sortino -0.18 \| Calmar -0.1 Vol 24% \| MDD -62.8% Months 89M (24%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)
LWTI only	CAGR 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.6% \| Win 61% Sharpe 0.84 \| Sortino 1.36 \| Calmar 0.7 Vol 16% \| MDD -17.7% Months 139M (38%)	CAGR 4.3% \| Win 51% Sharpe 0.37 \| Sortino 0.59 \| Calmar 0.3 Vol 14% \| MDD -15.2% Months 45M (12%)	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (50%)
MACDhist neg	CAGR 6.1% \| Win 61% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.4 Vol 16% \| MDD -17.2% Months 41M (11%)	CAGR -7.2% \| Win 47% Sharpe -0.26 \| Sortino -0.43 \| Calmar -0.1 Vol 20% \| MDD -73.5% Months 140M (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 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.4% \| Win 58% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.5 Vol 15% \| MDD -20.0% Months 173M (47%)	CAGR 30.7% \| Win 64% Sharpe 1.35 \| Sortino 5.77 \| Calmar 4.7 Vol 22% \| MDD -6.6% Months 11M (3%)	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (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 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.3% \| Win 61% Sharpe 0.80 \| Sortino 1.22 \| Calmar 0.6 Vol 15% \| MDD -18.6% Months 143M (39%)	CAGR 10.3% \| Win 62% Sharpe 0.61 \| Sortino 1.34 \| Calmar 0.8 Vol 19% \| MDD -12.3% Months 37M (10%)	CAGR 11.1% \| Win 61% Sharpe 0.75 \| Sortino 1.21 \| Calmar 0.6 Vol 16% \| MDD -19.8% Months 180M (49%)
RSIhist neg	CAGR 0.8% \| Win 52% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 15% \| MDD -30.7% Months 118M (32%)	CAGR -13.2% \| Win 40% Sharpe -0.47 \| Sortino -0.77 \| Calmar -0.2 Vol 24% \| MDD -67.2% Months 67M (18%)	CAGR -4.5% \| Win 48% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 19% \| MDD -77.0% Months 185M (51%)
LWTI only	CAGR 6.5% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 261M (72%)	CAGR -5.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 22% \| MDD -63.0% Months 104M (28%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 57% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 194M (53%)	CAGR 10.5% \| Win 65% Sharpe 0.77 \| Sortino 1.17 \| Calmar 0.6 Vol 14% \| MDD -16.2% Months 23M (6%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
SLmean only	CAGR 10.0% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 215M (59%)	CAGR -6.5% \| Win 49% Sharpe -0.23 \| Sortino -0.38 \| Calmar -0.1 Vol 20% \| MDD -80.1% Months 150M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 58% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 210M (58%)	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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
RSmean only	CAGR 4.1% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -57.8% Months 340M (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 6.1% \| Win 54% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -26.4% Months 171M (47%)	CAGR 19.7% \| 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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
MRmean neg	CAGR 1.6% \| Win 55% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.1 Vol 15% \| MDD -22.6% Months 60M (16%)	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 (40%)
MACD only	CAGR 4.9% \| Win 55% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -30.6% Months 231M (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 0.89 \| Calmar 0.3 Vol 15% \| MDD -28.2% Months 195M (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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
MRmean neg	CAGR 0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.17 \| Calmar 0.0 Vol 12% \| MDD -19.6% Months 30M (8%)	CAGR -6.6% \| Win 48% Sharpe -0.20 \| Sortino -0.35 \| Calmar -0.1 Vol 22% \| MDD -76.0% Months 118M (32%)	CAGR -5.2% \| Win 49% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 20% \| MDD -75.2% Months 148M (40%)
RSI only	CAGR 6.7% \| Win 56% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -28.0% Months 225M (62%)	CAGR -2.9% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 22% \| MDD -71.2% Months 140M (38%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 59% Sharpe 0.77 \| Sortino 1.21 \| Calmar 0.6 Vol 15% \| MDD -18.2% Months 167M (46%)	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 1.00 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 217M (60%)
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 (40%)
MACDhist only	CAGR 10.5% \| Win 59% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -19.4% Months 184M (50%)	CAGR -4.3% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 20% \| MDD -76.9% Months 181M (50%)