EWL - iShares MSCI Switzerland ETF

Signal Pair Analysis

MRmean-RSIhist

Best Pair

42.2%

Best CAGR

105

Total Months

8.9%

Avg CAGR

EWL 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 EWL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	RSIhist	neg-pos	8	2.2	42.2	50.0	1.9	7.0	18.9	19.7	-2.2
pair	RSIhist	MRmean	neg-pos	8	2.2	42.2	50.0	1.9	7.0	18.9	19.7	-2.2
pair	RSI	MACD	neg-pos	27	7.4	28.6	70.4	1.8	2.8	3.3	14.7	-8.7
pair	MACD	RSI	neg-pos	27	7.4	28.6	70.4	1.8	2.8	3.3	14.7	-8.7
pair	LWTI	RSmean	neg-neg	1	0.3	28.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.3	28.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACD	pos-neg	36	9.8	26.4	72.2	1.5	1.6	1.6	16.3	-16.9
pair	MACD	MRmean	pos-neg	36	9.8	26.4	72.2	1.5	1.6	1.6	16.3	-16.9
pair	MACD	RSIhist	neg-pos	33	9.0	24.7	63.6	1.4	1.8	1.2	16.7	-19.7
pair	RSIhist	MACD	neg-pos	33	9.0	24.7	63.6	1.4	1.8	1.2	16.7	-19.7
pair	RSI	RSIhist	neg-pos	15	4.1	23.7	60.0	1.1	1.3	1.4	21.1	-16.8
pair	RSIhist	RSI	neg-pos	15	4.1	23.7	60.0	1.1	1.3	1.4	21.1	-16.8
pair	MACD	SLmean	pos-neg	42	11.4	23.5	66.7	1.4	1.7	1.2	16.1	-19.7
pair	SLmean	MACD	pos-neg	42	11.4	23.5	66.7	1.4	1.7	1.2	16.1	-19.7
pair	RSIhist	RSmean	neg-pos	3	0.8	22.7	100.0	10.5	0.0	0.0	2.0	0.0
pair	RSmean	RSIhist	neg-pos	3	0.8	22.7	100.0	10.5	0.0	0.0	2.0	0.0
pair	RSI	MACD	pos-neg	30	8.2	22.1	70.0	1.0	1.9	0.8	21.7	-26.5
pair	MACD	RSI	pos-neg	30	8.2	22.1	70.0	1.0	1.9	0.8	21.7	-26.5
pair	MACDhist	RSmean	neg-pos	1	0.3	21.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	21.7	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSI	pos-neg	16	4.4	20.3	62.5	1.1	1.1	1.2	18.8	-16.8
pair	RSI	SLmean	pos-neg	16	4.4	20.3	62.5	1.1	1.1	1.2	18.8	-16.8
pair	MACD	LWTI	neg-neg	39	10.6	19.7	64.1	0.9	1.3	0.8	21.4	-24.3
pair	LWTI	MACD	neg-neg	39	10.6	19.7	64.1	0.9	1.3	0.8	21.4	-24.3
pair	MACD	RSmean	pos-neg	71	19.3	18.7	66.2	1.0	1.3	0.7	20.0	-27.9
pair	RSmean	MACD	pos-neg	71	19.3	18.7	66.2	1.0	1.3	0.7	20.0	-27.9
pair	SLmean	RSIhist	neg-pos	3	0.8	18.5	66.7	0.6	0.0	1.7	39.7	-10.7
pair	RSIhist	SLmean	neg-pos	3	0.8	18.5	66.7	0.6	0.0	1.7	39.7	-10.7
pair	LWTI	RSIhist	pos-neg	26	7.1	17.6	53.8	1.1	1.7	0.9	16.6	-20.5
pair	RSIhist	LWTI	pos-neg	26	7.1	17.6	53.8	1.1	1.7	0.9	16.6	-20.5
pair	MACDhist	MACD	neg-neg	69	18.8	17.2	60.9	0.9	1.4	0.7	19.0	-24.3
pair	MACD	MACDhist	neg-neg	69	18.8	17.2	60.9	0.9	1.4	0.7	19.0	-24.3
pair	RSmean	RSI	pos-neg	74	20.2	16.6	66.2	0.8	1.2	0.4	22.2	-46.3
pair	RSI	RSmean	pos-neg	74	20.2	16.6	66.2	0.8	1.2	0.4	22.2	-46.3
pair	LWTI	RSI	neg-neg	41	11.2	15.8	65.9	0.7	1.1	0.4	23.7	-40.4
pair	RSI	LWTI	neg-neg	41	11.2	15.8	65.9	0.7	1.1	0.4	23.7	-40.4
single	MACD	MACD	neg-neg	84	22.9	15.4	61.9	0.9	1.2	0.6	18.8	-27.9
pair	RSI	MACDhist	neg-neg	81	22.1	15.3	61.7	0.8	1.2	0.4	20.6	-40.4
pair	MACDhist	RSI	neg-neg	81	22.1	15.3	61.7	0.8	1.2	0.4	20.6	-40.4
pair	RSI	MRmean	pos-neg	10	2.7	14.9	70.0	0.8	0.6	1.1	20.7	-13.9
pair	MRmean	RSI	pos-neg	10	2.7	14.9	70.0	0.8	0.6	1.1	20.7	-13.9
single	RSI	RSI	neg-neg	87	23.7	13.8	62.1	0.7	1.1	0.3	20.8	-46.3
pair	MRmean	RSI	neg-neg	77	21.0	13.6	61.0	0.7	1.1	0.3	20.9	-46.4
pair	RSI	MRmean	neg-neg	77	21.0	13.6	61.0	0.7	1.1	0.3	20.9	-46.4
pair	SLmean	LWTI	pos-neg	27	7.4	12.4	55.6	0.9	1.2	0.8	14.5	-15.0
pair	LWTI	SLmean	pos-neg	27	7.4	12.4	55.6	0.9	1.2	0.8	14.5	-15.0
pair	RSI	SLmean	neg-neg	71	19.3	12.3	62.0	0.7	1.1	0.3	21.3	-44.5
pair	SLmean	RSI	neg-neg	71	19.3	12.3	62.0	0.7	1.1	0.3	21.3	-44.5
pair	MACDhist	LWTI	pos-neg	7	1.9	12.0	57.1	1.1	2.5	7.7	10.7	-1.6
pair	LWTI	MACDhist	pos-neg	7	1.9	12.0	57.1	1.1	2.5	7.7	10.7	-1.6
pair	LWTI	RSI	neg-pos	46	12.5	12.0	58.7	0.7	1.2	0.4	18.0	-27.5
pair	RSI	LWTI	neg-pos	46	12.5	12.0	58.7	0.7	1.2	0.4	18.0	-27.5
pair	RSI	RSIhist	neg-neg	72	19.6	11.8	62.5	0.6	1.0	0.3	20.8	-44.5
pair	RSIhist	RSI	neg-neg	72	19.6	11.8	62.5	0.6	1.0	0.3	20.8	-44.5
pair	MACD	LWTI	neg-pos	45	12.3	11.8	60.0	0.8	1.1	0.5	16.3	-23.7
pair	LWTI	MACD	neg-pos	45	12.3	11.8	60.0	0.8	1.1	0.5	16.3	-23.7
pair	SLmean	MACDhist	neg-neg	102	27.8	11.6	61.8	0.7	1.1	0.3	19.7	-42.3
pair	MACDhist	SLmean	neg-neg	102	27.8	11.6	61.8	0.7	1.1	0.3	19.7	-42.3
pair	MRmean	SLmean	neg-pos	12	3.3	11.5	50.0	0.8	1.4	1.2	15.1	-9.8
pair	SLmean	MRmean	neg-pos	12	3.3	11.5	50.0	0.8	1.4	1.2	15.1	-9.8
pair	MRmean	RSmean	neg-pos	100	27.2	10.6	61.0	0.6	0.9	0.2	20.9	-50.3
pair	RSmean	MRmean	neg-pos	100	27.2	10.6	61.0	0.6	0.9	0.2	20.9	-50.3
pair	MRmean	MACD	neg-pos	66	18.0	10.5	62.1	0.6	1.0	0.3	19.6	-34.1
pair	MACD	MRmean	neg-pos	66	18.0	10.5	62.1	0.6	1.0	0.3	19.6	-34.1
pair	MRmean	MACDhist	neg-neg	108	29.4	10.2	59.3	0.6	1.0	0.2	19.5	-50.3
pair	MACDhist	MRmean	neg-neg	108	29.4	10.2	59.3	0.6	1.0	0.2	19.5	-50.3
pair	LWTI	MRmean	neg-neg	38	10.4	10.1	63.2	0.5	0.8	0.2	24.7	-40.4
pair	MRmean	LWTI	neg-neg	38	10.4	10.1	63.2	0.5	0.8	0.2	24.7	-40.4
pair	RSmean	SLmean	neg-pos	114	31.1	10.0	61.4	0.6	0.9	0.2	20.7	-44.5
pair	SLmean	RSmean	neg-pos	114	31.1	10.0	61.4	0.6	0.9	0.2	20.7	-44.5
pair	MACD	RSIhist	neg-neg	51	13.9	9.8	60.8	0.6	0.8	0.4	20.0	-24.5
pair	RSIhist	MACD	neg-neg	51	13.9	9.8	60.8	0.6	0.8	0.4	20.0	-24.5
pair	MACD	RSI	neg-neg	57	15.5	9.6	57.9	0.6	0.8	0.3	20.4	-30.6
pair	RSI	MACD	neg-neg	57	15.5	9.6	57.9	0.6	0.8	0.3	20.4	-30.6
pair	SLmean	LWTI	neg-pos	96	26.2	9.5	57.3	0.6	1.0	0.4	17.3	-23.9
pair	LWTI	SLmean	neg-pos	96	26.2	9.5	57.3	0.6	1.0	0.4	17.3	-23.9
pair	MRmean	RSIhist	pos-neg	68	18.5	9.5	55.9	0.7	1.1	0.5	15.2	-18.8
pair	RSIhist	MRmean	pos-neg	68	18.5	9.5	55.9	0.7	1.1	0.5	15.2	-18.8
pair	RSIhist	RSmean	pos-neg	156	42.5	9.4	60.3	0.6	0.9	0.2	18.9	-47.3
pair	RSmean	RSIhist	pos-neg	156	42.5	9.4	60.3	0.6	0.9	0.2	18.9	-47.3
pair	LWTI	RSIhist	neg-pos	142	38.7	9.3	56.3	0.6	1.1	0.4	16.2	-23.6
pair	RSIhist	LWTI	neg-pos	142	38.7	9.3	56.3	0.6	1.1	0.4	16.2	-23.6
pair	MACD	SLmean	neg-pos	85	23.2	9.3	60.0	0.6	0.9	0.3	19.3	-36.5
pair	SLmean	MACD	neg-pos	85	23.2	9.3	60.0	0.6	0.9	0.3	19.3	-36.5
single	LWTI	LWTI	neg-neg	58	15.8	9.3	60.3	0.5	0.8	0.2	21.6	-40.4
single	MRmean	MRmean	neg-neg	114	31.1	9.3	58.8	0.6	0.9	0.2	19.8	-50.3
pair	MACDhist	RSmean	pos-neg	161	43.9	9.2	60.2	0.6	0.8	0.2	19.4	-47.3
pair	RSmean	MACDhist	pos-neg	161	43.9	9.2	60.2	0.6	0.8	0.2	19.4	-47.3
pair	MRmean	SLmean	neg-neg	102	27.8	9.1	59.8	0.5	0.9	0.2	20.4	-44.8
pair	SLmean	MRmean	neg-neg	102	27.8	9.1	59.8	0.5	0.9	0.2	20.4	-44.8
pair	LWTI	MRmean	neg-pos	76	20.7	9.0	56.6	0.6	1.1	0.4	17.1	-23.7
pair	MRmean	LWTI	neg-pos	76	20.7	9.0	56.6	0.6	1.1	0.4	17.1	-23.7
pair	RSmean	LWTI	pos-neg	57	15.5	9.0	59.6	0.5	0.7	0.2	21.8	-40.4
pair	LWTI	RSmean	pos-neg	57	15.5	9.0	59.6	0.5	0.7	0.2	21.8	-40.4
pair	LWTI	MACDhist	neg-neg	51	13.9	8.9	60.8	0.5	0.7	0.2	22.8	-40.4
pair	MACDhist	LWTI	neg-neg	51	13.9	8.9	60.8	0.5	0.7	0.2	22.8	-40.4
pair	SLmean	MACDhist	pos-pos	161	43.9	8.9	63.4	0.7	1.1	0.4	13.3	-21.3
pair	MACDhist	SLmean	pos-pos	161	43.9	8.9	63.4	0.7	1.1	0.4	13.3	-21.3
single	SLmean	SLmean	neg-neg	127	34.6	8.8	59.1	0.5	0.8	0.2	19.9	-44.5
pair	MACDhist	RSIhist	neg-neg	134	36.5	8.7	59.7	0.6	0.9	0.2	18.4	-47.5
pair	RSIhist	MACDhist	neg-neg	134	36.5	8.7	59.7	0.6	0.9	0.2	18.4	-47.5
pair	SLmean	RSIhist	neg-neg	124	33.8	8.6	58.9	0.5	0.8	0.2	19.4	-44.5
pair	RSIhist	SLmean	neg-neg	124	33.8	8.6	58.9	0.5	0.8	0.2	19.4	-44.5
single	RSmean	RSmean	pos-pos	346	94.3	8.2	60.7	0.6	0.8	0.2	16.9	-47.3
single	MACDhist	MACDhist	neg-neg	181	49.3	8.1	58.6	0.5	0.7	0.2	18.5	-47.4
single	RSIhist	RSIhist	neg-neg	174	47.4	8.1	58.0	0.5	0.8	0.2	18.1	-47.4
pair	RSmean	LWTI	pos-pos	289	78.7	8.1	60.9	0.6	0.8	0.2	15.8	-41.4
pair	LWTI	RSmean	pos-pos	289	78.7	8.1	60.9	0.6	0.8	0.2	15.8	-41.4
pair	RSI	MACDhist	pos-pos	180	49.0	7.9	61.1	0.6	0.9	0.3	14.1	-23.9
pair	MACDhist	RSI	pos-pos	180	49.0	7.9	61.1	0.6	0.9	0.3	14.1	-23.9
pair	MRmean	MACDhist	pos-pos	180	49.0	7.9	61.7	0.6	0.9	0.3	14.0	-29.4
pair	MACDhist	MRmean	pos-pos	180	49.0	7.9	61.7	0.6	0.9	0.3	14.0	-29.4
pair	SLmean	MRmean	pos-neg	25	6.8	7.9	56.0	0.5	0.7	0.7	18.0	-11.2
pair	MRmean	SLmean	pos-neg	25	6.8	7.9	56.0	0.5	0.7	0.7	18.0	-11.2
pair	LWTI	MACDhist	neg-pos	130	35.4	7.8	57.7	0.5	0.8	0.3	16.6	-25.3
pair	MACDhist	LWTI	neg-pos	130	35.4	7.8	57.7	0.5	0.8	0.3	16.6	-25.3
pair	SLmean	MACD	neg-neg	42	11.4	7.8	57.1	0.5	0.7	0.3	21.2	-24.5
pair	MACD	SLmean	neg-neg	42	11.4	7.8	57.1	0.5	0.7	0.3	21.2	-24.5
pair	MRmean	MACD	neg-neg	48	13.1	7.8	54.2	0.5	0.7	0.3	20.4	-27.1
pair	MACD	MRmean	neg-neg	48	13.1	7.8	54.2	0.5	0.7	0.3	20.4	-27.1
pair	LWTI	MRmean	pos-neg	20	5.4	7.8	55.0	0.6	0.8	0.4	14.8	-18.2
pair	MRmean	LWTI	pos-neg	20	5.4	7.8	55.0	0.6	0.8	0.4	14.8	-18.2
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	7.8	59.9	0.5	0.8	0.2	16.5	-47.4
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	7.8	59.9	0.5	0.8	0.2	16.5	-47.4
pair	RSIhist	MACDhist	pos-pos	146	39.8	7.8	63.7	0.6	0.9	0.3	13.6	-25.4
pair	MACDhist	RSIhist	pos-pos	146	39.8	7.8	63.7	0.6	0.9	0.3	13.6	-25.4
pair	MACD	MACDhist	neg-pos	15	4.1	7.5	66.7	0.5	0.5	0.5	18.0	-14.6
pair	MACDhist	MACD	neg-pos	15	4.1	7.5	66.7	0.5	0.5	0.5	18.0	-14.6
single	RSIhist	RSIhist	pos-pos	193	52.6	7.5	61.7	0.6	0.7	0.2	15.1	-46.6
single	LWTI	LWTI	pos-pos	309	84.2	7.5	59.9	0.6	0.8	0.2	15.4	-43.7
pair	RSmean	MACDhist	pos-pos	185	50.4	7.4	61.1	0.6	0.8	0.2	14.5	-29.4
pair	MACDhist	RSmean	pos-pos	185	50.4	7.4	61.1	0.6	0.8	0.2	14.5	-29.4
pair	MACDhist	MACD	pos-pos	171	46.6	7.4	60.8	0.6	0.9	0.3	14.1	-23.9
pair	MACD	MACDhist	pos-pos	171	46.6	7.4	60.8	0.6	0.9	0.3	14.1	-23.9
pair	MACD	RSIhist	pos-neg	123	33.5	7.4	56.9	0.5	0.8	0.2	17.3	-37.9
pair	RSIhist	MACD	pos-neg	123	33.5	7.4	56.9	0.5	0.8	0.2	17.3	-37.9
single	MACDhist	MACDhist	pos-pos	186	50.7	7.4	61.3	0.6	0.8	0.2	14.4	-29.4
pair	SLmean	RSmean	pos-pos	232	63.2	7.3	60.3	0.6	0.8	0.2	14.7	-44.6
pair	SLmean	RSIhist	pos-pos	190	51.8	7.3	61.6	0.6	0.7	0.2	14.6	-46.6
pair	RSIhist	SLmean	pos-pos	190	51.8	7.3	61.6	0.6	0.7	0.2	14.6	-46.6
pair	RSmean	MRmean	pos-pos	246	67.0	7.3	60.6	0.6	0.7	0.1	15.0	-47.0
pair	MRmean	RSmean	pos-pos	246	67.0	7.3	60.6	0.6	0.7	0.1	15.0	-47.0
pair	RSmean	SLmean	pos-pos	232	63.2	7.3	60.3	0.6	0.8	0.2	14.7	-44.6
pair	LWTI	MACDhist	pos-pos	179	48.8	7.3	61.5	0.6	0.8	0.3	14.6	-26.2
pair	MACDhist	LWTI	pos-pos	179	48.8	7.3	61.5	0.6	0.8	0.3	14.6	-26.2
single	SLmean	SLmean	pos-pos	240	65.4	7.2	60.4	0.6	0.7	0.1	14.5	-46.7
pair	RSIhist	RSmean	pos-pos	190	51.8	7.2	61.1	0.5	0.7	0.1	15.2	-47.2
pair	RSmean	RSIhist	pos-pos	190	51.8	7.2	61.1	0.5	0.7	0.1	15.2	-47.2
pair	MRmean	RSIhist	neg-neg	106	28.9	7.2	59.4	0.5	0.7	0.1	19.8	-48.5
pair	RSIhist	MRmean	neg-neg	106	28.9	7.2	59.4	0.5	0.7	0.1	19.8	-48.5
single	MRmean	MRmean	pos-pos	253	68.9	7.1	60.5	0.5	0.7	0.1	14.9	-49.1
pair	SLmean	MRmean	pos-pos	228	62.1	7.0	61.0	0.5	0.7	0.2	14.5	-44.7
pair	MRmean	SLmean	pos-pos	228	62.1	7.0	61.0	0.5	0.7	0.2	14.5	-44.7
pair	LWTI	MRmean	pos-pos	233	63.5	7.0	60.9	0.5	0.7	0.1	14.9	-50.7
pair	MRmean	LWTI	pos-pos	233	63.5	7.0	60.9	0.5	0.7	0.1	14.9	-50.7
pair	SLmean	RSIhist	pos-neg	50	13.6	6.8	56.0	0.5	0.8	0.4	14.4	-17.8
pair	RSIhist	SLmean	pos-neg	50	13.6	6.8	56.0	0.5	0.8	0.4	14.4	-17.8
pair	LWTI	MACD	pos-pos	264	71.9	6.8	59.8	0.5	0.7	0.2	15.3	-30.0
pair	MACD	LWTI	pos-pos	264	71.9	6.8	59.8	0.5	0.7	0.2	15.3	-30.0
pair	MRmean	RSI	pos-pos	243	66.2	6.7	60.1	0.5	0.7	0.1	14.6	-44.8
pair	LWTI	SLmean	neg-neg	31	8.4	6.7	64.5	0.4	0.8	0.2	26.6	-40.4
pair	SLmean	LWTI	neg-neg	31	8.4	6.7	64.5	0.4	0.8	0.2	26.6	-40.4
pair	RSI	MRmean	pos-pos	243	66.2	6.7	60.1	0.5	0.7	0.1	14.6	-44.8
pair	RSI	LWTI	pos-pos	263	71.7	6.7	60.1	0.5	0.7	0.2	15.0	-40.4
pair	LWTI	RSI	pos-pos	263	71.7	6.7	60.1	0.5	0.7	0.2	15.0	-40.4
pair	LWTI	SLmean	pos-pos	213	58.0	6.5	61.0	0.5	0.7	0.1	14.5	-48.4
pair	SLmean	LWTI	pos-pos	213	58.0	6.5	61.0	0.5	0.7	0.1	14.5	-48.4
pair	RSI	SLmean	pos-pos	224	61.0	6.3	60.3	0.5	0.7	0.2	14.2	-40.2
pair	SLmean	RSI	pos-pos	224	61.0	6.3	60.3	0.5	0.7	0.2	14.2	-40.2
pair	RSIhist	MACDhist	neg-pos	47	12.8	6.3	55.3	0.4	0.5	0.2	19.1	-33.2
pair	MACDhist	RSIhist	neg-pos	47	12.8	6.3	55.3	0.4	0.5	0.2	19.1	-33.2
pair	RSI	RSIhist	pos-pos	178	48.5	6.2	61.8	0.5	0.6	0.1	14.5	-40.0
pair	RSIhist	RSI	pos-pos	178	48.5	6.2	61.8	0.5	0.6	0.1	14.5	-40.0
pair	RSIhist	MRmean	pos-pos	185	50.4	6.2	62.2	0.5	0.6	0.1	14.8	-44.7
pair	MRmean	RSIhist	pos-pos	185	50.4	6.2	62.2	0.5	0.6	0.1	14.8	-44.7
single	RSI	RSI	pos-pos	280	76.3	6.0	59.3	0.5	0.7	0.1	15.0	-42.4
pair	MACDhist	RSIhist	pos-neg	40	10.9	6.0	52.5	0.4	0.6	0.3	17.4	-17.7
pair	RSmean	RSI	pos-pos	272	74.1	6.0	59.2	0.5	0.7	0.1	15.1	-40.1
pair	LWTI	RSIhist	pos-pos	167	45.5	6.0	62.9	0.5	0.6	0.1	14.8	-48.3
pair	RSIhist	LWTI	pos-pos	167	45.5	6.0	62.9	0.5	0.6	0.1	14.8	-48.3
pair	RSI	RSmean	pos-pos	272	74.1	6.0	59.2	0.5	0.7	0.1	15.1	-40.1
pair	RSIhist	MACDhist	pos-neg	40	10.9	6.0	52.5	0.4	0.6	0.3	17.4	-17.7
pair	RSmean	MACD	pos-pos	275	74.9	5.7	59.3	0.4	0.6	0.1	16.0	-38.6
pair	MACD	RSmean	pos-pos	275	74.9	5.7	59.3	0.4	0.6	0.1	16.0	-38.6
single	MACD	MACD	pos-pos	283	77.1	5.6	59.4	0.4	0.6	0.1	15.8	-38.7
pair	RSI	RSIhist	pos-neg	102	27.8	5.5	54.9	0.4	0.7	0.2	15.9	-30.9
pair	RSIhist	RSI	pos-neg	102	27.8	5.5	54.9	0.4	0.7	0.2	15.9	-30.9
pair	MACDhist	MRmean	pos-neg	73	19.9	5.1	57.5	0.4	0.5	0.1	17.0	-33.3
pair	MRmean	MACDhist	pos-neg	73	19.9	5.1	57.5	0.4	0.5	0.1	17.0	-33.3
pair	SLmean	RSI	neg-pos	56	15.3	4.6	55.4	0.3	0.5	0.2	18.0	-26.2
pair	RSI	SLmean	neg-pos	56	15.3	4.6	55.4	0.3	0.5	0.2	18.0	-26.2
pair	RSIhist	MACD	pos-pos	160	43.6	4.2	61.2	0.4	0.5	0.1	14.6	-38.5
pair	MACD	RSIhist	pos-pos	160	43.6	4.2	61.2	0.4	0.5	0.1	14.6	-38.5
pair	MACD	MRmean	pos-pos	217	59.1	4.1	58.5	0.3	0.5	0.1	14.5	-43.4
pair	MRmean	MACD	pos-pos	217	59.1	4.1	58.5	0.3	0.5	0.1	14.5	-43.4
pair	SLmean	MACD	pos-pos	198	54.0	4.0	59.1	0.3	0.5	0.1	14.1	-38.7
pair	MACD	SLmean	pos-pos	198	54.0	4.0	59.1	0.3	0.5	0.1	14.1	-38.7
pair	MACDhist	SLmean	pos-neg	79	21.5	3.8	54.4	0.3	0.4	0.1	16.9	-34.5
pair	RSI	MACD	pos-pos	253	68.9	3.8	58.1	0.3	0.5	0.1	14.9	-41.0
pair	MACD	RSI	pos-pos	253	68.9	3.8	58.1	0.3	0.5	0.1	14.9	-41.0
pair	SLmean	MACDhist	pos-neg	79	21.5	3.8	54.4	0.3	0.4	0.1	16.9	-34.5
pair	RSIhist	LWTI	neg-neg	32	8.7	3.0	65.6	0.2	0.5	0.1	25.2	-40.4
pair	LWTI	RSIhist	neg-neg	32	8.7	3.0	65.6	0.2	0.5	0.1	25.2	-40.4
pair	RSmean	SLmean	pos-neg	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	SLmean	RSmean	pos-neg	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	RSI	RSmean	neg-pos	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	RSmean	RSI	neg-pos	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	MACD	MACDhist	pos-neg	112	30.5	2.8	57.1	0.2	0.3	0.1	18.1	-31.5
pair	MACD	RSmean	neg-pos	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	RSmean	MACD	neg-pos	8	2.2	2.8	62.5	0.4	0.3	2.8	8.3	-1.0
pair	MACDhist	MACD	pos-neg	112	30.5	2.8	57.1	0.2	0.3	0.1	18.1	-31.5
pair	MACDhist	RSI	pos-neg	100	27.2	2.6	56.0	0.2	0.3	0.1	16.5	-40.6
pair	RSI	MACDhist	pos-neg	100	27.2	2.6	56.0	0.2	0.3	0.1	16.5	-40.6
pair	RSI	MRmean	neg-pos	37	10.1	0.9	54.1	0.1	0.2	0.0	17.3	-22.5
pair	MRmean	RSI	neg-pos	37	10.1	0.9	54.1	0.1	0.2	0.0	17.3	-22.5
pair	MRmean	RSmean	neg-neg	14	3.8	0.9	42.9	0.1	0.4	0.2	8.9	-3.8
pair	RSmean	MRmean	neg-neg	14	3.8	0.9	42.9	0.1	0.4	0.2	8.9	-3.8
single	RSmean	RSmean	neg-neg	21	5.7	0.5	47.6	0.1	0.2	0.1	8.5	-5.0
pair	MRmean	RSmean	pos-neg	7	1.9	-0.4	57.1	-0.0	-0.0	-0.4	8.5	-1.0
pair	RSmean	MRmean	pos-neg	7	1.9	-0.4	57.1	-0.0	-0.0	-0.4	8.5	-1.0
pair	MACDhist	RSmean	neg-neg	20	5.4	-0.5	45.0	-0.0	-0.0	-0.1	8.6	-5.0
pair	RSmean	MACDhist	neg-neg	20	5.4	-0.5	45.0	-0.0	-0.0	-0.1	8.6	-5.0
pair	LWTI	RSmean	neg-pos	20	5.4	-0.8	45.0	-0.1	-0.1	-0.1	8.6	-5.0
pair	RSmean	LWTI	neg-pos	20	5.4	-0.8	45.0	-0.1	-0.1	-0.1	8.6	-5.0
pair	MACD	RSmean	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	RSmean	MACD	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	RSmean	SLmean	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	SLmean	RSmean	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	RSmean	RSI	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	RSI	RSmean	neg-neg	13	3.5	-1.0	38.5	-0.1	-0.2	-0.2	9.0	-3.8
pair	SLmean	MACDhist	neg-pos	25	6.8	-1.5	48.0	0.0	0.0	-0.1	20.6	-16.0
pair	MACDhist	SLmean	neg-pos	25	6.8	-1.5	48.0	0.0	0.0	-0.1	20.6	-16.0
pair	RSIhist	RSmean	neg-neg	18	4.9	-2.8	38.9	-0.3	-0.5	-0.5	8.8	-5.4
pair	RSmean	RSIhist	neg-neg	18	4.9	-2.8	38.9	-0.3	-0.5	-0.5	8.8	-5.4
pair	MRmean	MACDhist	neg-pos	6	1.6	-4.7	50.0	-0.1	-0.1	-0.3	26.7	-14.2
pair	MACDhist	MRmean	neg-pos	6	1.6	-4.7	50.0	-0.1	-0.1	-0.3	26.7	-14.2
pair	RSI	MACDhist	neg-pos	6	1.6	-4.7	66.7	-0.1	-0.1	-5.6	24.6	-0.8
pair	MACDhist	RSI	neg-pos	6	1.6	-4.7	66.7	-0.1	-0.1	-5.6	24.6	-0.8
pair	LWTI	RSI	pos-neg	17	4.6	-4.9	47.1	-0.3	-0.4	-0.2	15.2	-21.2
pair	RSI	LWTI	pos-neg	17	4.6	-4.9	47.1	-0.3	-0.4	-0.2	15.2	-21.2
pair	MACD	LWTI	pos-neg	19	5.2	-9.4	52.6	-0.3	-0.6	-0.3	21.7	-29.1
pair	LWTI	MACD	pos-neg	19	5.2	-9.4	52.6	-0.3	-0.6	-0.3	21.7	-29.1

All Contingency Tables for EWL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.54 \| Sortino 0.71 \| Calmar 0.2 Vol 14% \| MDD -44.7% Months 228M (62%)	CAGR 7.9% \| Win 56% Sharpe 0.51 \| Sortino 0.72 \| Calmar 0.7 Vol 18% \| MDD -11.2% Months 25M (7%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 11.5% \| Win 50% Sharpe 0.80 \| Sortino 1.37 \| Calmar 1.2 Vol 15% \| MDD -9.8% Months 12M (3%)	CAGR 9.1% \| Win 60% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 102M (28%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
SLmean only	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 61% Sharpe 0.55 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 246M (67%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.4 Vol 8% \| MDD -1.0% Months 7M (2%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 10.6% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 100M (27%)	CAGR 0.9% \| Win 43% Sharpe 0.14 \| Sortino 0.44 \| Calmar 0.2 Vol 9% \| MDD -3.8% Months 14M (4%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
RSmean only	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 14% \| MDD -43.4% Months 217M (59%)	CAGR 26.4% \| Win 72% Sharpe 1.53 \| Sortino 1.64 \| Calmar 1.6 Vol 16% \| MDD -16.9% Months 36M (10%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 10.5% \| Win 62% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.3 Vol 20% \| MDD -34.1% Months 66M (18%)	CAGR 7.8% \| Win 54% Sharpe 0.47 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -27.1% Months 48M (13%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
MACD only	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -44.8% Months 243M (66%)	CAGR 14.9% \| Win 70% Sharpe 0.77 \| Sortino 0.61 \| Calmar 1.1 Vol 21% \| MDD -13.9% Months 10M (3%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 0.9% \| Win 54% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 17% \| MDD -22.5% Months 37M (10%)	CAGR 13.6% \| Win 61% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 21% \| MDD -46.4% Months 77M (21%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
RSI only	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 180M (49%)	CAGR 5.1% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.2 Vol 17% \| MDD -33.3% Months 73M (20%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR -4.7% \| Win 50% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.3 Vol 27% \| MDD -14.2% Months 6M (2%)	CAGR 10.2% \| Win 59% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 108M (29%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.2% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 15% \| MDD -44.7% Months 185M (50%)	CAGR 9.5% \| Win 56% Sharpe 0.68 \| Sortino 1.11 \| Calmar 0.5 Vol 15% \| MDD -18.8% Months 68M (18%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 42.2% \| Win 50% Sharpe 1.89 \| Sortino 7.00 \| Calmar 18.9 Vol 20% \| MDD -2.2% Months 8M (2%)	CAGR 7.2% \| Win 59% Sharpe 0.45 \| Sortino 0.71 \| Calmar 0.1 Vol 20% \| MDD -48.5% Months 106M (29%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.53 \| Sortino 0.71 \| Calmar 0.1 Vol 15% \| MDD -50.7% Months 233M (64%)	CAGR 7.8% \| Win 55% Sharpe 0.58 \| Sortino 0.76 \| Calmar 0.4 Vol 15% \| MDD -18.2% Months 20M (5%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 9.0% \| Win 57% Sharpe 0.59 \| Sortino 1.06 \| Calmar 0.4 Vol 17% \| MDD -23.7% Months 76M (21%)	CAGR 10.1% \| Win 63% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 25% \| MDD -40.4% Months 38M (10%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 60% Sharpe 0.56 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -44.6% Months 232M (63%)	CAGR 2.8% \| Win 62% Sharpe 0.37 \| Sortino 0.34 \| Calmar 2.8 Vol 8% \| MDD -1.0% Months 8M (2%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR 10.0% \| Win 61% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.2 Vol 21% \| MDD -44.5% Months 114M (31%)	CAGR -1.0% \| Win 38% Sharpe -0.07 \| Sortino -0.21 \| Calmar -0.2 Vol 9% \| MDD -3.8% Months 13M (4%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
RSmean only	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.0% \| Win 59% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 14% \| MDD -38.7% Months 198M (54%)	CAGR 23.5% \| Win 67% Sharpe 1.41 \| Sortino 1.68 \| Calmar 1.2 Vol 16% \| MDD -19.7% Months 42M (11%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR 9.3% \| Win 60% Sharpe 0.56 \| Sortino 0.90 \| Calmar 0.3 Vol 19% \| MDD -36.5% Months 85M (23%)	CAGR 7.8% \| Win 57% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.3 Vol 21% \| MDD -24.5% Months 42M (11%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
MACD only	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 60% Sharpe 0.50 \| Sortino 0.69 \| Calmar 0.2 Vol 14% \| MDD -40.2% Months 224M (61%)	CAGR 20.3% \| Win 62% Sharpe 1.08 \| Sortino 1.10 \| Calmar 1.2 Vol 19% \| MDD -16.8% Months 16M (4%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR 4.6% \| Win 55% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.2 Vol 18% \| MDD -26.2% Months 56M (15%)	CAGR 12.3% \| Win 62% Sharpe 0.65 \| Sortino 1.06 \| Calmar 0.3 Vol 21% \| MDD -44.5% Months 71M (19%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
RSI only	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.9% \| Win 63% Sharpe 0.71 \| Sortino 1.06 \| Calmar 0.4 Vol 13% \| MDD -21.3% Months 161M (44%)	CAGR 3.8% \| Win 54% Sharpe 0.31 \| Sortino 0.38 \| Calmar 0.1 Vol 17% \| MDD -34.5% Months 79M (22%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR -1.5% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 21% \| MDD -16.0% Months 25M (7%)	CAGR 11.6% \| Win 62% Sharpe 0.66 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -42.3% Months 102M (28%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.71 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 190M (52%)	CAGR 6.8% \| Win 56% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.4 Vol 14% \| MDD -17.8% Months 50M (14%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR 18.5% \| Win 67% Sharpe 0.56 \| Sortino 0.00 \| Calmar 1.7 Vol 40% \| MDD -10.7% Months 3M (1%)	CAGR 8.6% \| Win 59% Sharpe 0.52 \| Sortino 0.83 \| Calmar 0.2 Vol 19% \| MDD -44.5% Months 124M (34%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 61% Sharpe 0.51 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -48.4% Months 213M (58%)	CAGR 12.4% \| Win 56% Sharpe 0.88 \| Sortino 1.24 \| Calmar 0.8 Vol 14% \| MDD -15.0% Months 27M (7%)	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)
SLmean neg	CAGR 9.5% \| Win 57% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.4 Vol 17% \| MDD -23.9% Months 96M (26%)	CAGR 6.7% \| Win 64% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 27% \| MDD -40.4% Months 31M (8%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 59% Sharpe 0.43 \| Sortino 0.62 \| Calmar 0.1 Vol 16% \| MDD -38.6% Months 275M (75%)	CAGR 18.7% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -27.9% Months 71M (19%)	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)
RSmean neg	CAGR 2.8% \| Win 62% Sharpe 0.37 \| Sortino 0.34 \| Calmar 2.8 Vol 8% \| MDD -1.0% Months 8M (2%)	CAGR -1.0% \| Win 38% Sharpe -0.07 \| Sortino -0.21 \| Calmar -0.2 Vol 9% \| MDD -3.8% Months 13M (4%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)
MACD only	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.0% \| Win 59% Sharpe 0.47 \| Sortino 0.66 \| Calmar 0.2 Vol 15% \| MDD -40.1% Months 272M (74%)	CAGR 16.6% \| Win 66% Sharpe 0.81 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -46.3% Months 74M (20%)	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)
RSmean neg	CAGR 2.8% \| Win 62% Sharpe 0.37 \| Sortino 0.34 \| Calmar 2.8 Vol 8% \| MDD -1.0% Months 8M (2%)	CAGR -1.0% \| Win 38% Sharpe -0.07 \| Sortino -0.21 \| Calmar -0.2 Vol 9% \| MDD -3.8% Months 13M (4%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)
RSI only	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.4% \| Win 61% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -29.4% Months 185M (50%)	CAGR 9.2% \| Win 60% Sharpe 0.55 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -47.3% Months 161M (44%)	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)
RSmean neg	CAGR 21.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -0.5% \| Win 45% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 9% \| MDD -5.0% Months 20M (5%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.2% \| Win 61% Sharpe 0.54 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -47.2% Months 190M (52%)	CAGR 9.4% \| Win 60% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.2 Vol 19% \| MDD -47.3% Months 156M (42%)	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)
RSmean neg	CAGR 22.7% \| Win 100% Sharpe 10.51 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (1%)	CAGR -2.8% \| Win 39% Sharpe -0.28 \| Sortino -0.53 \| Calmar -0.5 Vol 9% \| MDD -5.4% Months 18M (5%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.1% \| Win 61% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -41.4% Months 289M (79%)	CAGR 9.0% \| Win 60% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 57M (16%)	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)
RSmean neg	CAGR -0.8% \| Win 45% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 9% \| MDD -5.0% Months 20M (5%)	CAGR 28.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.1 Vol 15% \| MDD -41.0% Months 253M (69%)	CAGR 22.1% \| Win 70% Sharpe 1.03 \| Sortino 1.87 \| Calmar 0.8 Vol 22% \| MDD -26.5% Months 30M (8%)	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)
MACD neg	CAGR 28.6% \| Win 70% Sharpe 1.80 \| Sortino 2.77 \| Calmar 3.3 Vol 15% \| MDD -8.7% Months 27M (7%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 20% \| MDD -30.6% Months 57M (16%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)
RSI only	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.4% \| Win 61% Sharpe 0.58 \| Sortino 0.87 \| Calmar 0.3 Vol 14% \| MDD -23.9% Months 171M (47%)	CAGR 2.8% \| Win 57% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 18% \| MDD -31.5% Months 112M (30%)	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)
MACD neg	CAGR 7.5% \| Win 67% Sharpe 0.49 \| Sortino 0.49 \| Calmar 0.5 Vol 18% \| MDD -14.6% Months 15M (4%)	CAGR 17.2% \| Win 61% Sharpe 0.93 \| Sortino 1.36 \| Calmar 0.7 Vol 19% \| MDD -24.3% Months 69M (19%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.2% \| Win 61% Sharpe 0.36 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -38.5% Months 160M (44%)	CAGR 7.4% \| Win 57% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -37.9% Months 123M (34%)	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)
MACD neg	CAGR 24.7% \| Win 64% Sharpe 1.42 \| Sortino 1.78 \| Calmar 1.3 Vol 17% \| MDD -19.7% Months 33M (9%)	CAGR 9.8% \| Win 61% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.4 Vol 20% \| MDD -24.5% Months 51M (14%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.8% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 264M (72%)	CAGR -9.4% \| Win 53% Sharpe -0.35 \| Sortino -0.59 \| Calmar -0.3 Vol 22% \| MDD -29.1% Months 19M (5%)	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)
MACD neg	CAGR 11.8% \| Win 60% Sharpe 0.77 \| Sortino 1.06 \| Calmar 0.5 Vol 16% \| MDD -23.7% Months 45M (12%)	CAGR 19.7% \| Win 64% Sharpe 0.95 \| Sortino 1.27 \| Calmar 0.8 Vol 21% \| MDD -24.3% Months 39M (11%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.9% \| Win 61% Sharpe 0.61 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -23.9% Months 180M (49%)	CAGR 2.6% \| Win 56% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 16% \| MDD -40.6% Months 100M (27%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)
RSI neg	CAGR -4.7% \| Win 67% Sharpe -0.09 \| Sortino -0.07 \| Calmar -5.6 Vol 25% \| MDD -0.8% Months 6M (2%)	CAGR 15.3% \| Win 62% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.4 Vol 21% \| MDD -40.4% Months 81M (22%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.2% \| Win 62% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 14% \| MDD -40.0% Months 178M (48%)	CAGR 5.5% \| Win 55% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.2 Vol 16% \| MDD -30.9% Months 102M (28%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)
RSI neg	CAGR 23.7% \| Win 60% Sharpe 1.12 \| Sortino 1.28 \| Calmar 1.4 Vol 21% \| MDD -16.8% Months 15M (4%)	CAGR 11.8% \| Win 62% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 21% \| MDD -44.5% Months 72M (20%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.7% \| Win 60% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 15% \| MDD -40.4% Months 263M (72%)	CAGR -4.9% \| Win 47% Sharpe -0.26 \| Sortino -0.36 \| Calmar -0.2 Vol 15% \| MDD -21.2% Months 17M (5%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)
RSI neg	CAGR 12.0% \| Win 59% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 18% \| MDD -27.5% Months 46M (12%)	CAGR 15.8% \| Win 66% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -40.4% Months 41M (11%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 7.8% \| Win 64% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.3 Vol 14% \| MDD -25.4% Months 146M (40%)	CAGR 6.0% \| Win 52% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.3 Vol 17% \| MDD -17.7% Months 40M (11%)	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)
MACDhist neg	CAGR 6.3% \| Win 55% Sharpe 0.42 \| Sortino 0.50 \| Calmar 0.2 Vol 19% \| MDD -33.2% Months 47M (13%)	CAGR 8.7% \| Win 60% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.2 Vol 18% \| MDD -47.5% Months 134M (36%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)
RSIhist only	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.3 Vol 15% \| MDD -26.2% Months 179M (49%)	CAGR 12.0% \| Win 57% Sharpe 1.10 \| Sortino 2.50 \| Calmar 7.7 Vol 11% \| MDD -1.6% Months 7M (2%)	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)
MACDhist neg	CAGR 7.8% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.3 Vol 17% \| MDD -25.3% Months 130M (35%)	CAGR 8.9% \| Win 61% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -40.4% Months 51M (14%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.0% \| Win 63% Sharpe 0.47 \| Sortino 0.58 \| Calmar 0.1 Vol 15% \| MDD -48.3% Months 167M (46%)	CAGR 17.6% \| Win 54% Sharpe 1.06 \| Sortino 1.72 \| Calmar 0.9 Vol 17% \| MDD -20.5% Months 26M (7%)	CAGR 7.5% \| Win 62% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -46.6% Months 193M (53%)
RSIhist neg	CAGR 9.3% \| Win 56% Sharpe 0.63 \| Sortino 1.09 \| Calmar 0.4 Vol 16% \| MDD -23.6% Months 142M (39%)	CAGR 3.0% \| Win 66% Sharpe 0.24 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -40.4% Months 32M (9%)	CAGR 8.1% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 174M (47%)
LWTI only	CAGR 7.5% \| Win 60% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 15% \| MDD -43.7% Months 309M (84%)	CAGR 9.3% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -40.4% Months 58M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.54 \| Sortino 0.71 \| Calmar 0.2 Vol 14% \| MDD -44.7% Months 228M (62%)	CAGR 7.9% \| Win 56% Sharpe 0.51 \| Sortino 0.72 \| Calmar 0.7 Vol 18% \| MDD -11.2% Months 25M (7%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 11.5% \| Win 50% Sharpe 0.80 \| Sortino 1.37 \| Calmar 1.2 Vol 15% \| MDD -9.8% Months 12M (3%)	CAGR 9.1% \| Win 60% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 20% \| MDD -44.8% Months 102M (28%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
SLmean only	CAGR 7.2% \| Win 60% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -46.7% Months 240M (65%)	CAGR 8.8% \| Win 59% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -44.5% Months 127M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 61% Sharpe 0.55 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -47.0% Months 246M (67%)	CAGR -0.4% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.4 Vol 8% \| MDD -1.0% Months 7M (2%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 10.6% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 100M (27%)	CAGR 0.9% \| Win 43% Sharpe 0.14 \| Sortino 0.44 \| Calmar 0.2 Vol 9% \| MDD -3.8% Months 14M (4%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
RSmean only	CAGR 8.2% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -47.3% Months 346M (94%)	CAGR 0.5% \| Win 48% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.1 Vol 8% \| MDD -5.0% Months 21M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 14% \| MDD -43.4% Months 217M (59%)	CAGR 26.4% \| Win 72% Sharpe 1.53 \| Sortino 1.64 \| Calmar 1.6 Vol 16% \| MDD -16.9% Months 36M (10%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 10.5% \| Win 62% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.3 Vol 20% \| MDD -34.1% Months 66M (18%)	CAGR 7.8% \| Win 54% Sharpe 0.47 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -27.1% Months 48M (13%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
MACD only	CAGR 5.6% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 16% \| MDD -38.7% Months 283M (77%)	CAGR 15.4% \| Win 62% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.6 Vol 19% \| MDD -27.9% Months 84M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.2 Vol 15% \| MDD -44.8% Months 243M (66%)	CAGR 14.9% \| Win 70% Sharpe 0.77 \| Sortino 0.61 \| Calmar 1.1 Vol 21% \| MDD -13.9% Months 10M (3%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR 0.9% \| Win 54% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 17% \| MDD -22.5% Months 37M (10%)	CAGR 13.6% \| Win 61% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 21% \| MDD -46.4% Months 77M (21%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
RSI only	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.1 Vol 15% \| MDD -42.4% Months 280M (76%)	CAGR 13.8% \| Win 62% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -46.3% Months 87M (24%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 180M (49%)	CAGR 5.1% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.2 Vol 17% \| MDD -33.3% Months 73M (20%)	CAGR 7.1% \| Win 60% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.1 Vol 15% \| MDD -49.1% Months 253M (69%)
MRmean neg	CAGR -4.7% \| Win 50% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.3 Vol 27% \| MDD -14.2% Months 6M (2%)	CAGR 10.2% \| Win 59% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 108M (29%)	CAGR 9.3% \| Win 59% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 20% \| MDD -50.3% Months 114M (31%)
MACDhist only	CAGR 7.4% \| Win 61% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 186M (51%)	CAGR 8.1% \| Win 59% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 18% \| MDD -47.4% Months 181M (49%)