EWM - iShares MSCI Malaysia ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

313.1%

Best CAGR

103

Total Months

7.6%

Avg CAGR

EWM 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 EWM

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	3	0.8	313.1	100.0	7.6	0.0	0.0	19.9	0.0
pair	RSmean	LWTI	neg-neg	3	0.8	313.1	100.0	7.6	0.0	0.0	19.9	0.0
pair	SLmean	RSIhist	neg-pos	19	5.3	94.9	57.9	1.0	4.5	8.2	95.1	-11.6
pair	RSIhist	SLmean	neg-pos	19	5.3	94.9	57.9	1.0	4.5	8.2	95.1	-11.6
pair	MRmean	RSIhist	neg-pos	19	5.3	63.5	57.9	0.8	3.6	3.4	92.8	-18.8
pair	RSIhist	MRmean	neg-pos	19	5.3	63.5	57.9	0.8	3.6	3.4	92.8	-18.8
pair	MACDhist	MRmean	neg-pos	25	6.9	57.2	60.0	0.8	5.1	3.6	79.8	-15.7
pair	MRmean	MACDhist	neg-pos	25	6.9	57.2	60.0	0.8	5.1	3.6	79.8	-15.7
pair	MACDhist	LWTI	pos-neg	20	5.5	53.1	55.0	0.8	3.6	2.2	90.4	-24.2
pair	LWTI	MACDhist	pos-neg	20	5.5	53.1	55.0	0.8	3.6	2.2	90.4	-24.2
pair	MACDhist	SLmean	neg-pos	49	13.6	35.4	59.2	0.7	3.1	1.1	60.5	-33.7
pair	SLmean	MACDhist	neg-pos	49	13.6	35.4	59.2	0.7	3.1	1.1	60.5	-33.7
pair	MACDhist	RSI	neg-pos	41	11.4	33.5	48.8	0.7	2.8	1.1	68.6	-29.2
pair	RSI	MACDhist	neg-pos	41	11.4	33.5	48.8	0.7	2.8	1.1	68.6	-29.2
pair	RSmean	RSIhist	neg-neg	22	6.1	31.5	72.7	1.5	3.4	3.8	19.7	-8.2
pair	RSIhist	RSmean	neg-neg	22	6.1	31.5	72.7	1.5	3.4	3.8	19.7	-8.2
pair	RSI	RSIhist	neg-pos	48	13.3	30.5	50.0	0.6	2.3	1.3	65.0	-24.2
pair	RSIhist	RSI	neg-pos	48	13.3	30.5	50.0	0.6	2.3	1.3	65.0	-24.2
pair	LWTI	RSIhist	pos-neg	43	11.9	29.8	58.1	0.6	2.1	1.2	64.5	-24.2
pair	RSIhist	LWTI	pos-neg	43	11.9	29.8	58.1	0.6	2.1	1.2	64.5	-24.2
pair	SLmean	RSmean	neg-neg	23	6.4	28.9	65.2	1.4	3.3	3.5	19.7	-8.2
pair	RSmean	SLmean	neg-neg	23	6.4	28.9	65.2	1.4	3.3	3.5	19.7	-8.2
pair	RSmean	MACDhist	neg-neg	23	6.4	27.6	69.6	1.3	3.3	3.4	19.9	-8.2
pair	MACDhist	RSmean	neg-neg	23	6.4	27.6	69.6	1.3	3.3	3.4	19.9	-8.2
pair	MRmean	RSmean	neg-neg	23	6.4	25.0	60.9	1.2	3.1	3.0	20.0	-8.2
pair	RSmean	MRmean	neg-neg	23	6.4	25.0	60.9	1.2	3.1	3.0	20.0	-8.2
pair	MACD	RSmean	neg-pos	5	1.4	23.5	80.0	2.9	0.0	0.0	7.5	0.0
pair	RSmean	MACD	neg-pos	5	1.4	23.5	80.0	2.9	0.0	0.0	7.5	0.0
pair	RSI	RSmean	neg-neg	23	6.4	23.2	60.9	1.1	3.0	2.7	20.3	-8.6
pair	RSmean	RSI	neg-neg	23	6.4	23.2	60.9	1.1	3.0	2.7	20.3	-8.6
single	RSmean	RSmean	neg-neg	29	8.0	20.0	62.1	1.1	2.7	2.3	18.7	-8.6
pair	MACD	RSmean	neg-neg	24	6.6	19.3	58.3	1.0	2.7	2.2	20.4	-8.6
pair	RSmean	MACD	neg-neg	24	6.6	19.3	58.3	1.0	2.7	2.2	20.4	-8.6
pair	RSI	LWTI	pos-neg	13	3.6	19.0	61.5	1.2	1.5	1.6	15.6	-11.8
pair	LWTI	RSI	pos-neg	13	3.6	19.0	61.5	1.2	1.5	1.6	15.6	-11.8
pair	MACDhist	MACD	neg-pos	69	19.1	14.1	50.7	0.4	1.4	0.5	54.3	-28.9
pair	MACD	MACDhist	neg-pos	69	19.1	14.1	50.7	0.4	1.4	0.5	54.3	-28.9
pair	RSIhist	MACD	neg-pos	86	23.8	13.4	52.3	0.4	1.2	0.4	50.3	-31.0
pair	MACD	RSIhist	neg-pos	86	23.8	13.4	52.3	0.4	1.2	0.4	50.3	-31.0
pair	SLmean	MRmean	pos-neg	30	8.3	10.8	56.7	0.5	0.9	0.3	28.2	-32.1
pair	MRmean	SLmean	pos-neg	30	8.3	10.8	56.7	0.5	0.9	0.3	28.2	-32.1
pair	MACDhist	RSIhist	pos-pos	148	41.0	10.5	51.4	0.4	1.1	0.3	39.4	-40.3
pair	RSIhist	MACDhist	pos-pos	148	41.0	10.5	51.4	0.4	1.1	0.3	39.4	-40.3
pair	MACDhist	MRmean	pos-neg	48	13.3	10.2	62.5	0.7	1.0	0.7	17.0	-14.8
pair	MRmean	MACDhist	pos-neg	48	13.3	10.2	62.5	0.7	1.0	0.7	17.0	-14.8
pair	RSIhist	RSmean	pos-pos	185	51.2	10.0	53.5	0.4	1.0	0.3	36.6	-34.4
pair	RSmean	RSIhist	pos-pos	185	51.2	10.0	53.5	0.4	1.0	0.3	36.6	-34.4
pair	MACDhist	SLmean	pos-neg	54	15.0	9.8	61.1	0.7	1.1	0.5	16.4	-20.6
pair	SLmean	MACDhist	pos-neg	54	15.0	9.8	61.1	0.7	1.1	0.5	16.4	-20.6
pair	SLmean	RSIhist	pos-neg	25	6.9	9.7	60.0	0.7	1.7	1.0	14.7	-9.3
pair	RSIhist	SLmean	pos-neg	25	6.9	9.7	60.0	0.7	1.7	1.0	14.7	-9.3
pair	MACDhist	RSmean	pos-pos	187	51.8	9.3	52.9	0.4	1.0	0.2	36.1	-48.3
pair	RSmean	MACDhist	pos-pos	187	51.8	9.3	52.9	0.4	1.0	0.2	36.1	-48.3
single	RSIhist	RSIhist	pos-pos	192	53.2	9.2	52.6	0.4	0.9	0.3	36.0	-34.4
single	MACDhist	MACDhist	pos-pos	193	53.5	8.9	52.3	0.4	1.0	0.2	35.6	-51.5
pair	RSmean	RSI	neg-pos	6	1.7	8.7	66.7	0.8	1.1	1.9	11.2	-4.5
pair	RSI	RSmean	neg-pos	6	1.7	8.7	66.7	0.8	1.1	1.9	11.2	-4.5
pair	SLmean	MACD	pos-pos	127	35.2	7.8	55.1	0.5	0.9	0.2	16.8	-34.0
pair	MACD	SLmean	pos-pos	127	35.2	7.8	55.1	0.5	0.9	0.2	16.8	-34.0
pair	MACDhist	RSI	pos-neg	51	14.1	7.5	60.8	0.6	0.9	0.4	12.8	-20.5
pair	RSI	MACDhist	pos-neg	51	14.1	7.5	60.8	0.6	0.9	0.4	12.8	-20.5
pair	MACD	MRmean	pos-pos	147	40.7	7.2	55.8	0.5	0.8	0.2	16.8	-33.5
pair	MRmean	MACD	pos-pos	147	40.7	7.2	55.8	0.5	0.8	0.2	16.8	-33.5
pair	RSI	RSIhist	pos-neg	59	16.3	7.1	59.3	0.5	0.7	0.2	16.0	-35.2
pair	RSIhist	RSI	pos-neg	59	16.3	7.1	59.3	0.5	0.7	0.2	16.0	-35.2
pair	RSI	MACD	pos-pos	165	45.7	6.4	55.2	0.5	0.7	0.2	16.7	-33.1
pair	MACD	RSI	pos-pos	165	45.7	6.4	55.2	0.5	0.7	0.2	16.7	-33.1
pair	MACD	MACDhist	pos-pos	124	34.3	6.1	53.2	0.4	0.7	0.2	18.5	-38.6
pair	MACDhist	MACD	pos-pos	124	34.3	6.1	53.2	0.4	0.7	0.2	18.5	-38.6
pair	MACD	RSIhist	pos-pos	106	29.4	5.9	52.8	0.4	0.7	0.2	17.2	-30.4
pair	RSIhist	MACD	pos-pos	106	29.4	5.9	52.8	0.4	0.7	0.2	17.2	-30.4
pair	LWTI	MACD	pos-pos	176	48.8	5.4	54.5	0.4	0.6	0.1	17.3	-39.0
pair	MACD	LWTI	pos-pos	176	48.8	5.4	54.5	0.4	0.6	0.1	17.3	-39.0
pair	RSI	SLmean	pos-pos	161	44.6	5.3	55.3	0.4	0.6	0.1	17.4	-39.2
pair	SLmean	RSI	pos-pos	161	44.6	5.3	55.3	0.4	0.6	0.1	17.4	-39.2
pair	MRmean	RSIhist	pos-neg	43	11.9	5.1	60.5	0.4	0.5	0.3	17.1	-18.3
pair	RSIhist	MRmean	pos-neg	43	11.9	5.1	60.5	0.4	0.5	0.3	17.1	-18.3
pair	RSIhist	MACDhist	neg-pos	44	12.2	5.0	56.8	0.3	0.5	0.2	21.0	-22.8
pair	LWTI	MRmean	pos-pos	186	51.5	5.0	53.8	0.3	0.6	0.1	20.8	-38.0
pair	MACDhist	RSIhist	neg-pos	44	12.2	5.0	56.8	0.3	0.5	0.2	21.0	-22.8
pair	MRmean	LWTI	pos-pos	186	51.5	5.0	53.8	0.3	0.6	0.1	20.8	-38.0
pair	MRmean	RSI	pos-pos	184	51.0	4.9	56.0	0.4	0.5	0.1	17.3	-39.6
pair	RSI	MRmean	pos-pos	184	51.0	4.9	56.0	0.4	0.5	0.1	17.3	-39.6
pair	RSmean	MRmean	pos-pos	210	58.2	4.7	53.3	0.3	0.5	0.1	21.5	-48.6
pair	MRmean	RSmean	pos-pos	210	58.2	4.7	53.3	0.3	0.5	0.1	21.5	-48.6
pair	LWTI	MACDhist	pos-pos	173	47.9	4.6	52.0	0.3	0.5	0.1	21.9	-49.0
pair	MACDhist	LWTI	pos-pos	173	47.9	4.6	52.0	0.3	0.5	0.1	21.9	-49.0
single	MRmean	MRmean	pos-pos	216	59.8	4.6	53.7	0.3	0.5	0.1	21.3	-49.8
pair	RSIhist	MRmean	pos-pos	173	47.9	4.5	52.0	0.3	0.5	0.1	22.3	-45.9
pair	MRmean	RSIhist	pos-pos	173	47.9	4.5	52.0	0.3	0.5	0.1	22.3	-45.9
pair	MACD	LWTI	neg-neg	95	26.3	4.3	49.5	0.3	0.6	0.1	52.9	-74.0
pair	LWTI	MACD	neg-neg	95	26.3	4.3	49.5	0.3	0.6	0.1	52.9	-74.0
single	MACD	MACD	pos-pos	185	51.2	4.2	53.5	0.3	0.5	0.1	17.6	-45.1
pair	RSmean	LWTI	neg-pos	26	7.2	4.1	57.7	0.4	0.7	0.5	12.9	-8.6
pair	LWTI	RSmean	neg-pos	26	7.2	4.1	57.7	0.4	0.7	0.5	12.9	-8.6
single	RSI	RSI	pos-pos	203	56.2	4.1	55.2	0.3	0.5	0.1	17.1	-41.5
pair	RSmean	RSI	pos-pos	197	54.6	4.0	54.8	0.3	0.4	0.1	17.3	-38.8
pair	RSI	RSmean	pos-pos	197	54.6	4.0	54.8	0.3	0.4	0.1	17.3	-38.8
pair	LWTI	RSIhist	pos-pos	149	41.3	3.9	51.0	0.3	0.5	0.1	21.6	-37.2
pair	RSIhist	LWTI	pos-pos	149	41.3	3.9	51.0	0.3	0.5	0.1	21.6	-37.2
pair	SLmean	RSmean	pos-pos	192	53.2	3.8	53.1	0.3	0.4	0.1	20.1	-64.3
pair	RSmean	SLmean	pos-pos	192	53.2	3.8	53.1	0.3	0.4	0.1	20.1	-64.3
pair	SLmean	LWTI	pos-neg	39	10.8	3.8	53.8	0.3	0.4	0.1	22.7	-36.0
pair	LWTI	SLmean	pos-neg	39	10.8	3.8	53.8	0.3	0.4	0.1	22.7	-36.0
pair	MACD	RSmean	pos-pos	180	49.9	3.7	52.8	0.3	0.4	0.1	17.8	-45.1
pair	RSmean	MACD	pos-pos	180	49.9	3.7	52.8	0.3	0.4	0.1	17.8	-45.1
pair	MRmean	SLmean	pos-pos	186	51.5	3.6	53.2	0.3	0.4	0.1	20.1	-62.8
pair	SLmean	MRmean	pos-pos	186	51.5	3.6	53.2	0.3	0.4	0.1	20.1	-62.8
pair	RSIhist	MACDhist	pos-neg	45	12.5	3.6	55.6	0.3	0.4	0.1	18.6	-28.7
pair	MACDhist	RSIhist	pos-neg	45	12.5	3.6	55.6	0.3	0.4	0.1	18.6	-28.7
single	SLmean	SLmean	pos-pos	198	54.8	3.4	53.0	0.3	0.4	0.1	19.8	-64.3
pair	SLmean	LWTI	pos-pos	159	44.0	3.3	52.8	0.3	0.4	0.1	19.2	-57.3
pair	LWTI	SLmean	pos-pos	159	44.0	3.3	52.8	0.3	0.4	0.1	19.2	-57.3
pair	RSI	LWTI	pos-pos	190	52.6	3.2	54.7	0.3	0.4	0.1	17.3	-39.3
pair	LWTI	RSI	pos-pos	190	52.6	3.2	54.7	0.3	0.4	0.1	17.3	-39.3
pair	MACDhist	MRmean	pos-pos	168	46.5	3.1	51.2	0.2	0.4	0.1	22.4	-56.1
pair	MRmean	MACDhist	pos-pos	168	46.5	3.1	51.2	0.2	0.4	0.1	22.4	-56.1
pair	RSI	MACDhist	pos-pos	152	42.1	3.0	53.3	0.3	0.4	0.1	18.4	-52.2
pair	MACDhist	RSI	pos-pos	152	42.1	3.0	53.3	0.3	0.4	0.1	18.4	-52.2
pair	RSIhist	RSI	pos-pos	144	39.9	2.9	53.5	0.2	0.4	0.1	17.6	-38.7
pair	RSI	RSIhist	pos-pos	144	39.9	2.9	53.5	0.2	0.4	0.1	17.6	-38.7
pair	RSI	MRmean	pos-neg	32	8.9	2.8	40.6	0.2	0.6	0.1	37.3	-24.2
pair	MRmean	RSI	pos-neg	32	8.9	2.8	40.6	0.2	0.6	0.1	37.3	-24.2
pair	RSmean	MRmean	pos-neg	6	1.7	2.8	66.7	0.3	2.5	0.3	12.9	-8.3
pair	MRmean	RSmean	pos-neg	6	1.7	2.8	66.7	0.3	2.5	0.3	12.9	-8.3
pair	MACD	SLmean	neg-neg	105	29.1	2.7	51.4	0.3	0.5	0.0	52.3	-87.0
pair	SLmean	MACD	neg-neg	105	29.1	2.7	51.4	0.3	0.5	0.0	52.3	-87.0
pair	SLmean	RSIhist	pos-pos	173	47.9	2.5	52.0	0.2	0.3	0.0	20.5	-62.0
pair	RSIhist	SLmean	pos-pos	173	47.9	2.5	52.0	0.2	0.3	0.0	20.5	-62.0
single	LWTI	LWTI	neg-neg	104	28.8	2.3	48.1	0.2	0.5	0.0	51.0	-74.0
pair	MRmean	LWTI	pos-neg	30	8.3	2.3	53.3	0.2	0.3	0.1	24.5	-33.2
pair	LWTI	MRmean	pos-neg	30	8.3	2.3	53.3	0.2	0.3	0.1	24.5	-33.2
pair	MRmean	LWTI	neg-neg	74	20.5	2.3	45.9	0.3	0.6	0.0	58.6	-74.0
pair	LWTI	MRmean	neg-neg	74	20.5	2.3	45.9	0.3	0.6	0.0	58.6	-74.0
pair		benchmark___benchmark_	benchmark-benchmark	361	100.0	2.1	52.1	0.2	0.3	0.0	32.7	-86.9
pair	benchmark___benchmark_		benchmark-benchmark	361	100.0	2.1	52.1	0.2	0.3	0.0	32.7	-86.9
single	LWTI	LWTI	pos-pos	257	71.2	2.0	53.7	0.2	0.3	0.0	21.2	-59.9
pair	RSIhist	MACD	pos-neg	79	21.9	1.9	54.4	0.2	0.3	0.0	18.2	-50.9
pair	MACD	RSIhist	pos-neg	79	21.9	1.9	54.4	0.2	0.3	0.0	18.2	-50.9
pair	RSmean	LWTI	pos-pos	231	64.0	1.7	53.2	0.2	0.3	0.0	22.0	-53.0
pair	LWTI	RSmean	pos-pos	231	64.0	1.7	53.2	0.2	0.3	0.0	22.0	-53.0
pair	SLmean	LWTI	neg-neg	65	18.0	1.4	44.6	0.3	0.6	0.0	62.3	-74.3
pair	LWTI	SLmean	neg-neg	65	18.0	1.4	44.6	0.3	0.6	0.0	62.3	-74.3
pair	RSI	MACD	neg-neg	138	38.2	1.3	49.3	0.2	0.4	0.0	47.8	-86.9
pair	MACD	RSI	neg-neg	138	38.2	1.3	49.3	0.2	0.4	0.0	47.8	-86.9
pair	SLmean	MACDhist	pos-pos	144	39.9	1.0	50.0	0.1	0.2	0.0	21.0	-60.5
pair	MACDhist	SLmean	pos-pos	144	39.9	1.0	50.0	0.1	0.2	0.0	21.0	-60.5
pair	SLmean	RSI	neg-neg	121	33.5	0.7	49.6	0.2	0.4	0.0	49.6	-87.0
pair	RSI	SLmean	neg-neg	121	33.5	0.7	49.6	0.2	0.4	0.0	49.6	-87.0
single	RSmean	RSmean	pos-pos	332	92.0	0.6	51.2	0.2	0.3	0.0	33.6	-84.6
pair	MACDhist	MACD	pos-neg	61	16.9	0.5	54.1	0.1	0.1	0.0	15.8	-39.9
pair	MACD	MACDhist	pos-neg	61	16.9	0.5	54.1	0.1	0.1	0.0	15.8	-39.9
single	SLmean	SLmean	neg-neg	163	45.2	0.5	50.9	0.2	0.3	0.0	43.5	-87.0
pair	MRmean	MACD	neg-neg	107	29.6	0.3	51.4	0.2	0.4	0.0	50.5	-85.2
pair	MACD	MRmean	neg-neg	107	29.6	0.3	51.4	0.2	0.4	0.0	50.5	-85.2
pair	RSI	LWTI	neg-neg	91	25.2	0.1	46.2	0.2	0.4	0.0	54.3	-74.0
pair	LWTI	RSI	neg-neg	91	25.2	0.1	46.2	0.2	0.4	0.0	54.3	-74.0
single	MACD	MACD	neg-neg	176	48.8	-0.1	50.6	0.2	0.3	-0.0	43.2	-86.9
pair	LWTI	SLmean	neg-pos	98	27.1	-0.1	55.1	0.1	0.2	-0.0	24.3	-47.9
pair	SLmean	LWTI	neg-pos	98	27.1	-0.1	55.1	0.1	0.2	-0.0	24.3	-47.9
pair	RSI	SLmean	neg-pos	42	11.6	-0.1	54.8	0.1	0.1	-0.0	16.3	-36.1
pair	SLmean	RSI	neg-pos	42	11.6	-0.1	54.8	0.1	0.1	-0.0	16.3	-36.1
single	RSI	RSI	neg-neg	158	43.8	-0.5	48.1	0.2	0.3	-0.0	45.5	-86.9
pair	RSIhist	LWTI	neg-pos	108	29.9	-0.6	57.4	0.1	0.1	-0.0	20.8	-53.0
pair	MRmean	SLmean	neg-pos	12	3.3	-0.6	50.0	0.0	0.1	-0.1	16.7	-12.6
pair	SLmean	MRmean	neg-pos	12	3.3	-0.6	50.0	0.0	0.1	-0.1	16.7	-12.6
pair	LWTI	RSIhist	neg-pos	108	29.9	-0.6	57.4	0.1	0.1	-0.0	20.8	-53.0
pair	MRmean	MACD	pos-neg	69	19.1	-0.7	49.3	0.1	0.2	-0.0	28.8	-40.7
pair	MACD	MRmean	pos-neg	69	19.1	-0.7	49.3	0.1	0.2	-0.0	28.8	-40.7
pair	RSI	MRmean	neg-neg	126	34.9	-1.3	50.0	0.2	0.3	-0.0	47.5	-85.2
pair	MRmean	RSI	neg-neg	126	34.9	-1.3	50.0	0.2	0.3	-0.0	47.5	-85.2
pair	RSI	LWTI	neg-pos	67	18.6	-1.4	50.7	0.1	0.1	-0.0	29.9	-47.9
pair	LWTI	RSI	neg-pos	67	18.6	-1.4	50.7	0.1	0.1	-0.0	29.9	-47.9
single	MRmean	MRmean	neg-neg	145	40.2	-1.6	49.7	0.1	0.3	-0.0	44.6	-85.2
pair	MRmean	SLmean	neg-neg	133	36.8	-1.7	49.6	0.1	0.3	-0.0	46.3	-85.3
pair	SLmean	MRmean	neg-neg	133	36.8	-1.7	49.6	0.1	0.3	-0.0	46.3	-85.3
pair	LWTI	RSmean	pos-neg	101	28.0	-1.9	46.5	0.2	0.3	-0.0	51.2	-74.0
pair	RSmean	LWTI	pos-neg	101	28.0	-1.9	46.5	0.2	0.3	-0.0	51.2	-74.0
pair	RSmean	MACD	pos-neg	152	42.1	-2.9	49.3	0.1	0.2	-0.0	45.8	-84.6
pair	MACD	RSmean	pos-neg	152	42.1	-2.9	49.3	0.1	0.2	-0.0	45.8	-84.6
pair	SLmean	MACD	neg-pos	58	16.1	-3.3	50.0	-0.1	-0.1	-0.1	19.3	-46.3
pair	MACD	SLmean	neg-pos	58	16.1	-3.3	50.0	-0.1	-0.1	-0.1	19.3	-46.3
pair	MACDhist	LWTI	neg-pos	84	23.3	-3.3	57.1	-0.1	-0.1	-0.1	19.8	-55.8
pair	LWTI	MACDhist	neg-pos	84	23.3	-3.3	57.1	-0.1	-0.1	-0.1	19.8	-55.8
pair	MRmean	RSI	neg-pos	19	5.3	-3.3	47.4	-0.1	-0.2	-0.1	16.3	-21.5
pair	RSI	MRmean	neg-pos	19	5.3	-3.3	47.4	-0.1	-0.2	-0.1	16.3	-21.5
pair	SLmean	RSmean	neg-pos	140	38.8	-3.5	48.6	0.1	0.2	-0.0	46.2	-84.8
pair	RSmean	SLmean	neg-pos	140	38.8	-3.5	48.6	0.1	0.2	-0.0	46.2	-84.8
pair	SLmean	MACD	pos-neg	71	19.7	-4.1	49.3	-0.1	-0.1	-0.1	24.4	-55.6
pair	MACD	SLmean	pos-neg	71	19.7	-4.1	49.3	-0.1	-0.1	-0.1	24.4	-55.6
pair	RSI	RSmean	pos-neg	135	37.4	-4.1	45.9	0.1	0.2	-0.1	48.5	-84.6
pair	RSmean	RSI	pos-neg	135	37.4	-4.1	45.9	0.1	0.2	-0.1	48.5	-84.6
pair	RSI	SLmean	pos-neg	37	10.2	-4.5	43.2	-0.0	-0.1	-0.1	28.4	-37.2
pair	SLmean	RSI	pos-neg	37	10.2	-4.5	43.2	-0.0	-0.1	-0.1	28.4	-37.2
pair	MACD	RSI	neg-pos	38	10.5	-5.0	55.3	-0.2	-0.2	-0.2	18.8	-27.6
pair	RSI	MACD	neg-pos	38	10.5	-5.0	55.3	-0.2	-0.2	-0.2	18.8	-27.6
pair	MACD	LWTI	neg-pos	81	22.4	-5.1	51.9	-0.0	-0.1	-0.1	28.0	-59.2
pair	LWTI	MACD	neg-pos	81	22.4	-5.1	51.9	-0.0	-0.1	-0.1	28.0	-59.2
single	MACDhist	MACDhist	neg-neg	168	46.5	-5.2	51.8	-0.0	-0.0	-0.1	28.9	-86.9
pair	MACDhist	RSmean	neg-pos	6	1.7	-5.2	33.3	-0.4	-0.8	-0.9	11.8	-5.8
pair	RSmean	MACDhist	neg-pos	6	1.7	-5.2	33.3	-0.4	-0.8	-0.9	11.8	-5.8
single	RSIhist	RSIhist	neg-neg	169	46.8	-5.5	51.5	-0.1	-0.1	-0.1	28.4	-84.0
pair	LWTI	MRmean	neg-pos	71	19.7	-5.5	53.5	-0.1	-0.1	-0.1	22.3	-51.8
pair	MRmean	LWTI	neg-pos	71	19.7	-5.5	53.5	-0.1	-0.1	-0.1	22.3	-51.8
pair	MRmean	RSmean	neg-pos	122	33.8	-5.9	47.5	0.1	0.1	-0.1	47.8	-84.6
pair	RSmean	MRmean	neg-pos	122	33.8	-5.9	47.5	0.1	0.1	-0.1	47.8	-84.6
pair	MACD	MRmean	neg-pos	38	10.5	-6.7	44.7	-0.2	-0.3	-0.2	20.3	-40.1
pair	MRmean	MACD	neg-pos	38	10.5	-6.7	44.7	-0.2	-0.3	-0.2	20.3	-40.1
pair	MACDhist	LWTI	neg-neg	84	23.3	-7.1	46.4	-0.0	-0.0	-0.1	35.9	-74.0
pair	LWTI	MACDhist	neg-neg	84	23.3	-7.1	46.4	-0.0	-0.0	-0.1	35.9	-74.0
pair	SLmean	RSIhist	neg-neg	144	39.9	-7.9	50.0	-0.1	-0.1	-0.1	30.1	-84.0
pair	RSIhist	SLmean	neg-neg	144	39.9	-7.9	50.0	-0.1	-0.1	-0.1	30.1	-84.0
pair	MACD	MACDhist	neg-neg	107	29.6	-8.3	50.5	-0.1	-0.1	-0.1	34.2	-86.9
pair	MACDhist	MACD	neg-neg	107	29.6	-8.3	50.5	-0.1	-0.1	-0.1	34.2	-86.9
pair	RSIhist	MACDhist	neg-neg	124	34.3	-8.6	50.0	-0.1	-0.1	-0.1	31.2	-84.0
pair	MACDhist	RSIhist	neg-neg	124	34.3	-8.6	50.0	-0.1	-0.1	-0.1	31.2	-84.0
pair	SLmean	RSmean	pos-neg	6	1.7	-8.6	50.0	-0.7	-2.0	-0.8	11.7	-10.3
pair	RSmean	SLmean	pos-neg	6	1.7	-8.6	50.0	-0.7	-2.0	-0.8	11.7	-10.3
pair	MRmean	RSIhist	neg-neg	126	34.9	-8.9	48.4	-0.1	-0.2	-0.1	31.3	-81.9
pair	RSIhist	MRmean	neg-neg	126	34.9	-8.9	48.4	-0.1	-0.2	-0.1	31.3	-81.9
pair	RSmean	MACDhist	pos-neg	145	40.2	-9.6	49.0	-0.2	-0.2	-0.1	29.9	-84.6
pair	MACDhist	RSmean	pos-neg	145	40.2	-9.6	49.0	-0.2	-0.2	-0.1	29.9	-84.6
pair	RSmean	RSIhist	neg-pos	7	1.9	-10.0	28.6	-0.8	-1.7	-0.8	12.7	-12.7
pair	RSIhist	RSmean	neg-pos	7	1.9	-10.0	28.6	-0.8	-1.7	-0.8	12.7	-12.7
pair	RSmean	RSIhist	pos-neg	147	40.7	-10.0	48.3	-0.2	-0.3	-0.1	29.3	-81.3
pair	RSIhist	RSmean	pos-neg	147	40.7	-10.0	48.3	-0.2	-0.3	-0.1	29.3	-81.3
pair	MACDhist	RSI	neg-neg	117	32.4	-10.2	47.9	-0.1	-0.2	-0.1	33.5	-86.9
pair	RSI	MACDhist	neg-neg	117	32.4	-10.2	47.9	-0.1	-0.2	-0.1	33.5	-86.9
pair	MACDhist	MRmean	neg-neg	120	33.2	-10.8	47.5	-0.2	-0.2	-0.1	32.4	-85.2
pair	MRmean	MACDhist	neg-neg	120	33.2	-10.8	47.5	-0.2	-0.2	-0.1	32.4	-85.2
pair	MACD	RSIhist	neg-neg	90	24.9	-11.5	48.9	-0.2	-0.2	-0.1	35.0	-84.0
pair	RSIhist	MACD	neg-neg	90	24.9	-11.5	48.9	-0.2	-0.2	-0.1	35.0	-84.0
pair	MACDhist	SLmean	neg-neg	114	31.6	-11.6	47.4	-0.2	-0.2	-0.1	33.1	-87.0
pair	SLmean	MACDhist	neg-neg	114	31.6	-11.6	47.4	-0.2	-0.2	-0.1	33.1	-87.0
pair	RSI	RSIhist	neg-neg	110	30.5	-11.6	47.3	-0.2	-0.3	-0.1	33.1	-84.0
pair	RSIhist	RSI	neg-neg	110	30.5	-11.6	47.3	-0.2	-0.3	-0.1	33.1	-84.0
pair	MACD	RSI	pos-neg	20	5.5	-12.0	40.0	-0.4	-0.6	-0.4	23.6	-28.4
pair	RSI	MACD	pos-neg	20	5.5	-12.0	40.0	-0.4	-0.6	-0.4	23.6	-28.4
pair	LWTI	RSIhist	neg-neg	61	16.9	-13.5	41.0	-0.2	-0.2	-0.2	38.5	-68.3
pair	RSIhist	LWTI	neg-neg	61	16.9	-13.5	41.0	-0.2	-0.2	-0.2	38.5	-68.3
pair	MACD	LWTI	pos-neg	9	2.5	-16.5	33.3	-0.7	-0.7	-0.8	23.4	-20.5
pair	LWTI	MACD	pos-neg	9	2.5	-16.5	33.3	-0.7	-0.7	-0.8	23.4	-20.5

All Contingency Tables for EWM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -62.8% Months 186M (52%)	CAGR 10.8% \| Win 57% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 28% \| MDD -32.1% Months 30M (8%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -0.6% \| Win 50% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 17% \| MDD -12.6% Months 12M (3%)	CAGR -1.7% \| Win 50% Sharpe 0.15 \| Sortino 0.27 \| Calmar -0.0 Vol 46% \| MDD -85.3% Months 133M (37%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
SLmean only	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 53% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 22% \| MDD -48.6% Months 210M (58%)	CAGR 2.8% \| Win 67% Sharpe 0.27 \| Sortino 2.54 \| Calmar 0.3 Vol 13% \| MDD -8.3% Months 6M (2%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -5.9% \| Win 48% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.1 Vol 48% \| MDD -84.6% Months 122M (34%)	CAGR 25.0% \| Win 61% Sharpe 1.22 \| Sortino 3.10 \| Calmar 3.0 Vol 20% \| MDD -8.2% Months 23M (6%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
RSmean only	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 56% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -33.5% Months 147M (41%)	CAGR -0.7% \| Win 49% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -40.7% Months 69M (19%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -6.7% \| Win 45% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.2 Vol 20% \| MDD -40.1% Months 38M (10%)	CAGR 0.3% \| Win 51% Sharpe 0.20 \| Sortino 0.38 \| Calmar 0.0 Vol 50% \| MDD -85.2% Months 107M (30%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
MACD only	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 56% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -39.6% Months 184M (51%)	CAGR 2.8% \| Win 41% Sharpe 0.24 \| Sortino 0.56 \| Calmar 0.1 Vol 37% \| MDD -24.2% Months 32M (9%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -3.3% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.2 Vol 16% \| MDD -21.5% Months 19M (5%)	CAGR -1.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar -0.0 Vol 48% \| MDD -85.2% Months 126M (35%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 51% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 22% \| MDD -56.1% Months 168M (46%)	CAGR 10.2% \| Win 62% Sharpe 0.66 \| Sortino 1.00 \| Calmar 0.7 Vol 17% \| MDD -14.8% Months 48M (13%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR 57.2% \| Win 60% Sharpe 0.81 \| Sortino 5.06 \| Calmar 3.6 Vol 80% \| MDD -15.7% Months 25M (7%)	CAGR -10.8% \| Win 48% Sharpe -0.18 \| Sortino -0.23 \| Calmar -0.1 Vol 32% \| MDD -85.2% Months 120M (33%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.5% \| Win 52% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 22% \| MDD -45.9% Months 173M (48%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.51 \| Calmar 0.3 Vol 17% \| MDD -18.3% Months 43M (12%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR 63.5% \| Win 58% Sharpe 0.82 \| Sortino 3.59 \| Calmar 3.4 Vol 93% \| MDD -18.8% Months 19M (5%)	CAGR -8.9% \| Win 48% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 31% \| MDD -81.9% Months 126M (35%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 54% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 21% \| MDD -38.0% Months 186M (52%)	CAGR 2.3% \| Win 53% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 24% \| MDD -33.2% Months 30M (8%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -5.5% \| Win 54% Sharpe -0.13 \| Sortino -0.15 \| Calmar -0.1 Vol 22% \| MDD -51.8% Months 71M (20%)	CAGR 2.3% \| Win 46% Sharpe 0.26 \| Sortino 0.55 \| Calmar 0.0 Vol 59% \| MDD -74.0% Months 74M (20%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 192M (53%)	CAGR -8.6% \| Win 50% Sharpe -0.72 \| Sortino -2.01 \| Calmar -0.8 Vol 12% \| MDD -10.3% Months 6M (2%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR -3.5% \| Win 49% Sharpe 0.11 \| Sortino 0.20 \| Calmar -0.0 Vol 46% \| MDD -84.8% Months 140M (39%)	CAGR 28.9% \| Win 65% Sharpe 1.39 \| Sortino 3.29 \| Calmar 3.5 Vol 20% \| MDD -8.2% Months 23M (6%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
RSmean only	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -34.0% Months 127M (35%)	CAGR -4.1% \| Win 49% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -55.6% Months 71M (20%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR -3.3% \| Win 50% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 19% \| MDD -46.3% Months 58M (16%)	CAGR 2.7% \| Win 51% Sharpe 0.26 \| Sortino 0.49 \| Calmar 0.0 Vol 52% \| MDD -87.0% Months 105M (29%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
MACD only	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 55% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -39.2% Months 161M (45%)	CAGR -4.5% \| Win 43% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -37.2% Months 37M (10%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR -0.1% \| Win 55% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 16% \| MDD -36.1% Months 42M (12%)	CAGR 0.7% \| Win 50% Sharpe 0.21 \| Sortino 0.40 \| Calmar 0.0 Vol 50% \| MDD -87.0% Months 121M (34%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 1.0% \| Win 50% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 21% \| MDD -60.5% Months 144M (40%)	CAGR 9.8% \| Win 61% Sharpe 0.66 \| Sortino 1.10 \| Calmar 0.5 Vol 16% \| MDD -20.6% Months 54M (15%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR 35.4% \| Win 59% Sharpe 0.70 \| Sortino 3.15 \| Calmar 1.1 Vol 60% \| MDD -33.7% Months 49M (14%)	CAGR -11.6% \| Win 47% Sharpe -0.20 \| Sortino -0.25 \| Calmar -0.1 Vol 33% \| MDD -87.0% Months 114M (32%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 52% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.0 Vol 20% \| MDD -62.0% Months 173M (48%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.67 \| Calmar 1.0 Vol 15% \| MDD -9.3% Months 25M (7%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR 94.9% \| Win 58% Sharpe 1.01 \| Sortino 4.52 \| Calmar 8.2 Vol 95% \| MDD -11.6% Months 19M (5%)	CAGR -7.9% \| Win 50% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 30% \| MDD -84.0% Months 144M (40%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 53% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -57.3% Months 159M (44%)	CAGR 3.8% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 23% \| MDD -36.0% Months 39M (11%)	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)
SLmean neg	CAGR -0.1% \| Win 55% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -47.9% Months 98M (27%)	CAGR 1.4% \| Win 45% Sharpe 0.26 \| Sortino 0.55 \| Calmar 0.0 Vol 62% \| MDD -74.3% Months 65M (18%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 53% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 180M (50%)	CAGR -2.9% \| Win 49% Sharpe 0.12 \| Sortino 0.23 \| Calmar -0.0 Vol 46% \| MDD -84.6% Months 152M (42%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)
RSmean neg	CAGR 23.5% \| Win 80% Sharpe 2.88 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 5M (1%)	CAGR 19.3% \| Win 58% Sharpe 0.97 \| Sortino 2.68 \| Calmar 2.2 Vol 20% \| MDD -8.6% Months 24M (7%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)
MACD only	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.0% \| Win 55% Sharpe 0.31 \| Sortino 0.44 \| Calmar 0.1 Vol 17% \| MDD -38.8% Months 197M (55%)	CAGR -4.1% \| Win 46% Sharpe 0.11 \| Sortino 0.21 \| Calmar -0.0 Vol 48% \| MDD -84.6% Months 135M (37%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)
RSmean neg	CAGR 8.7% \| Win 67% Sharpe 0.80 \| Sortino 1.11 \| Calmar 1.9 Vol 11% \| MDD -4.5% Months 6M (2%)	CAGR 23.2% \| Win 61% Sharpe 1.13 \| Sortino 3.00 \| Calmar 2.7 Vol 20% \| MDD -8.6% Months 23M (6%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.3% \| Win 53% Sharpe 0.38 \| Sortino 0.99 \| Calmar 0.2 Vol 36% \| MDD -48.3% Months 187M (52%)	CAGR -9.6% \| Win 49% Sharpe -0.18 \| Sortino -0.22 \| Calmar -0.1 Vol 30% \| MDD -84.6% Months 145M (40%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)
RSmean neg	CAGR -5.2% \| Win 33% Sharpe -0.40 \| Sortino -0.80 \| Calmar -0.9 Vol 12% \| MDD -5.8% Months 6M (2%)	CAGR 27.6% \| Win 70% Sharpe 1.33 \| Sortino 3.28 \| Calmar 3.4 Vol 20% \| MDD -8.2% Months 23M (6%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.0% \| Win 54% Sharpe 0.40 \| Sortino 0.99 \| Calmar 0.3 Vol 37% \| MDD -34.4% Months 185M (51%)	CAGR -10.0% \| Win 48% Sharpe -0.21 \| Sortino -0.26 \| Calmar -0.1 Vol 29% \| MDD -81.3% Months 147M (41%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)
RSmean neg	CAGR -10.0% \| Win 29% Sharpe -0.78 \| Sortino -1.73 \| Calmar -0.8 Vol 13% \| MDD -12.7% Months 7M (2%)	CAGR 31.5% \| Win 73% Sharpe 1.50 \| Sortino 3.38 \| Calmar 3.8 Vol 20% \| MDD -8.2% Months 22M (6%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.7% \| Win 53% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 22% \| MDD -53.0% Months 231M (64%)	CAGR -1.9% \| Win 46% Sharpe 0.16 \| Sortino 0.33 \| Calmar -0.0 Vol 51% \| MDD -74.0% Months 101M (28%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)
RSmean neg	CAGR 4.1% \| Win 58% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.5 Vol 13% \| MDD -8.6% Months 26M (7%)	CAGR 313.1% \| Win 100% Sharpe 7.63 \| Sortino 0.00 \| Calmar 0.0 Vol 20% \| MDD 0.0% Months 3M (1%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.4% \| Win 55% Sharpe 0.45 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -33.1% Months 165M (46%)	CAGR -12.0% \| Win 40% Sharpe -0.42 \| Sortino -0.56 \| Calmar -0.4 Vol 24% \| MDD -28.4% Months 20M (6%)	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)
MACD neg	CAGR -5.0% \| Win 55% Sharpe -0.18 \| Sortino -0.19 \| Calmar -0.2 Vol 19% \| MDD -27.6% Months 38M (10%)	CAGR 1.3% \| Win 49% Sharpe 0.22 \| Sortino 0.42 \| Calmar 0.0 Vol 48% \| MDD -86.9% Months 138M (38%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.1% \| Win 53% Sharpe 0.41 \| Sortino 0.66 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 124M (34%)	CAGR 0.5% \| Win 54% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 16% \| MDD -39.9% Months 61M (17%)	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)
MACD neg	CAGR 14.1% \| Win 51% Sharpe 0.43 \| Sortino 1.40 \| Calmar 0.5 Vol 54% \| MDD -28.9% Months 69M (19%)	CAGR -8.3% \| Win 50% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 34% \| MDD -86.9% Months 107M (30%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.9% \| Win 53% Sharpe 0.42 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -30.4% Months 106M (29%)	CAGR 1.9% \| Win 54% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.0 Vol 18% \| MDD -50.9% Months 79M (22%)	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)
MACD neg	CAGR 13.4% \| Win 52% Sharpe 0.43 \| Sortino 1.22 \| Calmar 0.4 Vol 50% \| MDD -31.0% Months 86M (24%)	CAGR -11.5% \| Win 49% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 35% \| MDD -84.0% Months 90M (25%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.4% \| Win 55% Sharpe 0.39 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -39.0% Months 176M (49%)	CAGR -16.5% \| Win 33% Sharpe -0.66 \| Sortino -0.67 \| Calmar -0.8 Vol 23% \| MDD -20.5% Months 9M (2%)	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)
MACD neg	CAGR -5.1% \| Win 52% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -59.2% Months 81M (22%)	CAGR 4.3% \| Win 50% Sharpe 0.28 \| Sortino 0.59 \| Calmar 0.1 Vol 53% \| MDD -74.0% Months 95M (26%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.0% \| Win 53% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 18% \| MDD -52.2% Months 152M (42%)	CAGR 7.5% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.4 Vol 13% \| MDD -20.5% Months 51M (14%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)
RSI neg	CAGR 33.5% \| Win 49% Sharpe 0.65 \| Sortino 2.79 \| Calmar 1.1 Vol 69% \| MDD -29.2% Months 41M (11%)	CAGR -10.2% \| Win 48% Sharpe -0.15 \| Sortino -0.19 \| Calmar -0.1 Vol 34% \| MDD -86.9% Months 117M (32%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.9% \| Win 54% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 18% \| MDD -38.7% Months 144M (40%)	CAGR 7.1% \| Win 59% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -35.2% Months 59M (16%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)
RSI neg	CAGR 30.5% \| Win 50% Sharpe 0.63 \| Sortino 2.30 \| Calmar 1.3 Vol 65% \| MDD -24.2% Months 48M (13%)	CAGR -11.6% \| Win 47% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.1 Vol 33% \| MDD -84.0% Months 110M (30%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.2% \| Win 55% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 190M (53%)	CAGR 19.0% \| Win 62% Sharpe 1.19 \| Sortino 1.53 \| Calmar 1.6 Vol 16% \| MDD -11.8% Months 13M (4%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)
RSI neg	CAGR -1.4% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 30% \| MDD -47.9% Months 67M (19%)	CAGR 0.1% \| Win 46% Sharpe 0.21 \| Sortino 0.44 \| Calmar 0.0 Vol 54% \| MDD -74.0% Months 91M (25%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.5% \| Win 51% Sharpe 0.40 \| Sortino 1.11 \| Calmar 0.3 Vol 39% \| MDD -40.3% Months 148M (41%)	CAGR 3.6% \| Win 56% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -28.7% Months 45M (12%)	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)
MACDhist neg	CAGR 5.0% \| Win 57% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.2 Vol 21% \| MDD -22.8% Months 44M (12%)	CAGR -8.6% \| Win 50% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 31% \| MDD -84.0% Months 124M (34%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)
RSIhist only	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.6% \| Win 52% Sharpe 0.31 \| Sortino 0.53 \| Calmar 0.1 Vol 22% \| MDD -49.0% Months 173M (48%)	CAGR 53.1% \| Win 55% Sharpe 0.75 \| Sortino 3.58 \| Calmar 2.2 Vol 90% \| MDD -24.2% Months 20M (6%)	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)
MACDhist neg	CAGR -3.3% \| Win 57% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.1 Vol 20% \| MDD -55.8% Months 84M (23%)	CAGR -7.1% \| Win 46% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 36% \| MDD -74.0% Months 84M (23%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.9% \| Win 51% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 22% \| MDD -37.2% Months 149M (41%)	CAGR 29.8% \| Win 58% Sharpe 0.62 \| Sortino 2.12 \| Calmar 1.2 Vol 64% \| MDD -24.2% Months 43M (12%)	CAGR 9.2% \| Win 53% Sharpe 0.38 \| Sortino 0.95 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (53%)
RSIhist neg	CAGR -0.6% \| Win 57% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.0 Vol 21% \| MDD -53.0% Months 108M (30%)	CAGR -13.5% \| Win 41% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.2 Vol 38% \| MDD -68.3% Months 61M (17%)	CAGR -5.5% \| Win 52% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -84.0% Months 169M (47%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 257M (71%)	CAGR 2.3% \| Win 48% Sharpe 0.24 \| Sortino 0.49 \| Calmar 0.0 Vol 51% \| MDD -74.0% Months 104M (29%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -62.8% Months 186M (52%)	CAGR 10.8% \| Win 57% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 28% \| MDD -32.1% Months 30M (8%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -0.6% \| Win 50% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 17% \| MDD -12.6% Months 12M (3%)	CAGR -1.7% \| Win 50% Sharpe 0.15 \| Sortino 0.27 \| Calmar -0.0 Vol 46% \| MDD -85.3% Months 133M (37%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
SLmean only	CAGR 3.4% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -64.3% Months 198M (55%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 44% \| MDD -87.0% Months 163M (45%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 53% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 22% \| MDD -48.6% Months 210M (58%)	CAGR 2.8% \| Win 67% Sharpe 0.27 \| Sortino 2.54 \| Calmar 0.3 Vol 13% \| MDD -8.3% Months 6M (2%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -5.9% \| Win 48% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.1 Vol 48% \| MDD -84.6% Months 122M (34%)	CAGR 25.0% \| Win 61% Sharpe 1.22 \| Sortino 3.10 \| Calmar 3.0 Vol 20% \| MDD -8.2% Months 23M (6%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
RSmean only	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 332M (92%)	CAGR 20.0% \| Win 62% Sharpe 1.07 \| Sortino 2.74 \| Calmar 2.3 Vol 19% \| MDD -8.6% Months 29M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 56% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -33.5% Months 147M (41%)	CAGR -0.7% \| Win 49% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -40.7% Months 69M (19%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -6.7% \| Win 45% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.2 Vol 20% \| MDD -40.1% Months 38M (10%)	CAGR 0.3% \| Win 51% Sharpe 0.20 \| Sortino 0.38 \| Calmar 0.0 Vol 50% \| MDD -85.2% Months 107M (30%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
MACD only	CAGR 4.2% \| Win 54% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -45.1% Months 185M (51%)	CAGR -0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 43% \| MDD -86.9% Months 176M (49%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 56% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -39.6% Months 184M (51%)	CAGR 2.8% \| Win 41% Sharpe 0.24 \| Sortino 0.56 \| Calmar 0.1 Vol 37% \| MDD -24.2% Months 32M (9%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR -3.3% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.2 Vol 16% \| MDD -21.5% Months 19M (5%)	CAGR -1.3% \| Win 50% Sharpe 0.16 \| Sortino 0.29 \| Calmar -0.0 Vol 48% \| MDD -85.2% Months 126M (35%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -41.5% Months 203M (56%)	CAGR -0.5% \| Win 48% Sharpe 0.17 \| Sortino 0.33 \| Calmar -0.0 Vol 46% \| MDD -86.9% Months 158M (44%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 51% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 22% \| MDD -56.1% Months 168M (46%)	CAGR 10.2% \| Win 62% Sharpe 0.66 \| Sortino 1.00 \| Calmar 0.7 Vol 17% \| MDD -14.8% Months 48M (13%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 216M (60%)
MRmean neg	CAGR 57.2% \| Win 60% Sharpe 0.81 \| Sortino 5.06 \| Calmar 3.6 Vol 80% \| MDD -15.7% Months 25M (7%)	CAGR -10.8% \| Win 48% Sharpe -0.18 \| Sortino -0.23 \| Calmar -0.1 Vol 32% \| MDD -85.2% Months 120M (33%)	CAGR -1.6% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar -0.0 Vol 45% \| MDD -85.2% Months 145M (40%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 193M (54%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (46%)