EWM - iShares MSCI Malaysia ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

313.1%

Best CAGR

102

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	21	5.8	79.0	57.1	0.9	4.3	3.3	91.0	-24.0
pair	RSIhist	SLmean	neg-pos	21	5.8	79.0	57.1	0.9	4.3	3.3	91.0	-24.0
pair	MACDhist	MRmean	neg-pos	25	7.0	57.2	60.0	0.8	5.1	3.6	79.8	-15.7
pair	MRmean	MACDhist	neg-pos	25	7.0	57.2	60.0	0.8	5.1	3.6	79.8	-15.7
pair	MACDhist	LWTI	pos-neg	20	5.6	53.1	55.0	0.8	3.6	2.2	90.4	-24.2
pair	LWTI	MACDhist	pos-neg	20	5.6	53.1	55.0	0.8	3.6	2.2	90.4	-24.2
pair	MRmean	RSIhist	neg-pos	21	5.8	52.7	57.1	0.8	3.4	2.3	88.6	-23.2
pair	RSIhist	MRmean	neg-pos	21	5.8	52.7	57.1	0.8	3.4	2.3	88.6	-23.2
pair	RSI	RSmean	neg-neg	13	3.6	49.1	61.5	1.9	9.6	5.7	22.7	-8.6
pair	RSmean	RSI	neg-neg	13	3.6	49.1	61.5	1.9	9.6	5.7	22.7	-8.6
pair	RSmean	RSIhist	neg-neg	20	5.6	38.3	75.0	1.8	4.2	4.7	19.4	-8.2
pair	RSIhist	RSmean	neg-neg	20	5.6	38.3	75.0	1.8	4.2	4.7	19.4	-8.2
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	RSI	RSIhist	neg-pos	48	13.4	30.5	50.0	0.6	2.3	1.3	65.0	-24.2
pair	RSIhist	RSI	neg-pos	48	13.4	30.5	50.0	0.6	2.3	1.3	65.0	-24.2
pair	LWTI	RSIhist	pos-neg	43	12.0	29.8	58.1	0.6	2.1	1.2	64.5	-24.2
pair	RSIhist	LWTI	pos-neg	43	12.0	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
single	RSmean	RSmean	neg-neg	29	8.1	20.0	62.1	1.1	2.7	2.3	18.7	-8.6
pair	MACD	RSmean	neg-neg	24	6.7	19.3	58.3	1.0	2.7	2.2	20.4	-8.6
pair	RSmean	MACD	neg-neg	24	6.7	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	19.2	14.1	50.7	0.4	1.4	0.5	54.3	-28.9
pair	MACD	MACDhist	neg-pos	69	19.2	14.1	50.7	0.4	1.4	0.5	54.3	-28.9
pair	RSIhist	MACD	neg-pos	88	24.5	12.5	52.3	0.4	1.2	0.4	49.8	-31.0
pair	MACD	RSIhist	neg-pos	88	24.5	12.5	52.3	0.4	1.2	0.4	49.8	-31.0
pair	SLmean	MRmean	pos-neg	30	8.4	10.8	56.7	0.5	0.9	0.3	28.2	-32.1
pair	MRmean	SLmean	pos-neg	30	8.4	10.8	56.7	0.5	0.9	0.3	28.2	-32.1
pair	MACDhist	RSIhist	pos-pos	146	40.7	10.6	51.4	0.4	1.1	0.3	39.6	-40.3
pair	RSIhist	MACDhist	pos-pos	146	40.7	10.6	51.4	0.4	1.1	0.3	39.6	-40.3
pair	MACDhist	MRmean	pos-neg	48	13.4	10.2	62.5	0.7	1.0	0.7	17.0	-14.8
pair	MRmean	MACDhist	pos-neg	48	13.4	10.2	62.5	0.7	1.0	0.7	17.0	-14.8
pair	RSIhist	RSmean	pos-pos	183	51.0	10.1	53.6	0.4	1.0	0.3	36.7	-34.4
pair	RSmean	RSIhist	pos-pos	183	51.0	10.1	53.6	0.4	1.0	0.3	36.7	-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	7.0	9.7	60.0	0.7	1.7	1.0	14.7	-9.3
pair	RSIhist	SLmean	pos-neg	25	7.0	9.7	60.0	0.7	1.7	1.0	14.7	-9.3
pair	MACDhist	RSmean	pos-pos	185	51.5	9.4	53.0	0.4	1.0	0.2	36.3	-48.3
pair	RSmean	MACDhist	pos-pos	185	51.5	9.4	53.0	0.4	1.0	0.2	36.3	-48.3
single	MACDhist	MACDhist	pos-pos	191	53.2	8.9	52.4	0.4	1.0	0.2	35.8	-51.5
single	RSIhist	RSIhist	pos-pos	192	53.5	8.9	52.6	0.4	0.9	0.3	36.0	-34.4
pair	RSI	MRmean	pos-neg	31	8.6	7.9	41.9	0.4	0.9	0.3	37.1	-24.2
pair	SLmean	MACD	pos-pos	125	34.8	7.9	55.2	0.5	0.9	0.2	16.9	-34.0
pair	MACD	SLmean	pos-pos	125	34.8	7.9	55.2	0.5	0.9	0.2	16.9	-34.0
pair	MRmean	RSI	pos-neg	31	8.6	7.9	41.9	0.4	0.9	0.3	37.1	-24.2
pair	MACD	MRmean	pos-pos	145	40.4	7.3	55.9	0.5	0.8	0.2	16.9	-33.5
pair	MRmean	MACD	pos-pos	145	40.4	7.3	55.9	0.5	0.8	0.2	16.9	-33.5
pair	RSI	MACD	pos-pos	163	45.4	6.4	55.2	0.5	0.7	0.2	16.8	-33.1
pair	MACD	RSI	pos-pos	163	45.4	6.4	55.2	0.5	0.7	0.2	16.8	-33.1
pair	MACD	MACDhist	pos-pos	122	34.0	6.1	53.3	0.4	0.7	0.2	18.6	-38.6
pair	MACDhist	MACD	pos-pos	122	34.0	6.1	53.3	0.4	0.7	0.2	18.6	-38.6
pair	MACD	RSIhist	pos-pos	104	29.0	6.0	52.9	0.4	0.7	0.2	17.3	-30.4
pair	RSIhist	MACD	pos-pos	104	29.0	6.0	52.9	0.4	0.7	0.2	17.3	-30.4
pair	LWTI	MACD	pos-pos	174	48.5	5.4	54.6	0.4	0.6	0.1	17.4	-39.0
pair	MACD	LWTI	pos-pos	174	48.5	5.4	54.6	0.4	0.6	0.1	17.4	-39.0
pair	RSI	SLmean	pos-pos	159	44.3	5.3	55.3	0.4	0.6	0.1	17.5	-39.2
pair	SLmean	RSI	pos-pos	159	44.3	5.3	55.3	0.4	0.6	0.1	17.5	-39.2
pair	MRmean	RSIhist	pos-neg	43	12.0	5.1	60.5	0.4	0.5	0.3	17.1	-18.3
pair	RSIhist	MRmean	pos-neg	43	12.0	5.1	60.5	0.4	0.5	0.3	17.1	-18.3
pair	LWTI	MRmean	pos-pos	184	51.3	5.0	53.8	0.3	0.6	0.1	20.9	-38.0
pair	MRmean	LWTI	pos-pos	184	51.3	5.0	53.8	0.3	0.6	0.1	20.9	-38.0
pair	LWTI	MACDhist	pos-pos	171	47.6	4.7	52.0	0.3	0.5	0.1	22.0	-49.0
pair	RSmean	MRmean	pos-pos	208	57.9	4.7	53.4	0.3	0.5	0.1	21.6	-48.6
pair	MRmean	RSmean	pos-pos	208	57.9	4.7	53.4	0.3	0.5	0.1	21.6	-48.6
pair	MACDhist	LWTI	pos-pos	171	47.6	4.7	52.0	0.3	0.5	0.1	22.0	-49.0
single	MRmean	MRmean	pos-pos	214	59.6	4.6	53.7	0.3	0.5	0.1	21.4	-49.8
pair	RSIhist	MRmean	pos-pos	171	47.6	4.5	52.0	0.3	0.5	0.1	22.4	-45.9
pair	MRmean	RSIhist	pos-pos	171	47.6	4.5	52.0	0.3	0.5	0.1	22.4	-45.9
pair	MACD	LWTI	neg-neg	95	26.5	4.3	49.5	0.3	0.6	0.1	52.9	-74.0
pair	LWTI	MACD	neg-neg	95	26.5	4.3	49.5	0.3	0.6	0.1	52.9	-74.0
single	MACD	MACD	pos-pos	183	51.0	4.2	53.6	0.3	0.5	0.1	17.7	-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	MRmean	RSI	pos-pos	183	51.0	4.1	55.7	0.3	0.4	0.1	17.5	-47.3
pair	LWTI	RSmean	neg-pos	26	7.2	4.1	57.7	0.4	0.7	0.5	12.9	-8.6
pair	RSI	MRmean	pos-pos	183	51.0	4.1	55.7	0.3	0.4	0.1	17.5	-47.3
pair	RSI	RSIhist	pos-neg	68	18.9	4.0	58.8	0.3	0.4	0.1	16.4	-35.2
pair	RSIhist	RSI	pos-neg	68	18.9	4.0	58.8	0.3	0.4	0.1	16.4	-35.2
pair	SLmean	LWTI	pos-neg	39	10.9	3.8	53.8	0.3	0.4	0.1	22.7	-36.0
pair	SLmean	RSmean	pos-pos	190	52.9	3.8	53.2	0.3	0.4	0.1	20.1	-64.3
pair	LWTI	SLmean	pos-neg	39	10.9	3.8	53.8	0.3	0.4	0.1	22.7	-36.0
pair	RSmean	SLmean	pos-pos	190	52.9	3.8	53.2	0.3	0.4	0.1	20.1	-64.3
pair	MACD	RSmean	pos-pos	178	49.6	3.7	52.8	0.3	0.4	0.1	17.9	-45.1
pair	RSIhist	MACDhist	neg-pos	46	12.8	3.7	56.5	0.3	0.4	0.1	20.9	-27.0
pair	MACDhist	RSIhist	neg-pos	46	12.8	3.7	56.5	0.3	0.4	0.1	20.9	-27.0
pair	RSmean	MACD	pos-pos	178	49.6	3.7	52.8	0.3	0.4	0.1	17.9	-45.1
pair	RSIhist	LWTI	pos-pos	149	41.5	3.6	51.0	0.3	0.5	0.1	21.7	-37.2
pair	LWTI	RSIhist	pos-pos	149	41.5	3.6	51.0	0.3	0.5	0.1	21.7	-37.2
pair	MACDhist	RSIhist	pos-neg	45	12.5	3.6	55.6	0.3	0.4	0.1	18.6	-28.7
pair	MRmean	SLmean	pos-pos	184	51.3	3.6	53.3	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	SLmean	MRmean	pos-pos	184	51.3	3.6	53.3	0.3	0.4	0.1	20.1	-62.8
single	SLmean	SLmean	pos-pos	196	54.6	3.4	53.1	0.3	0.4	0.1	19.9	-64.3
pair	LWTI	SLmean	pos-pos	157	43.7	3.3	52.9	0.3	0.4	0.1	19.3	-57.3
pair	SLmean	LWTI	pos-pos	157	43.7	3.3	52.9	0.3	0.4	0.1	19.3	-57.3
pair	RSI	RSmean	pos-pos	196	54.6	3.2	54.6	0.3	0.4	0.1	17.6	-44.3
pair	RSmean	RSI	pos-pos	196	54.6	3.2	54.6	0.3	0.4	0.1	17.6	-44.3
pair	MRmean	MACDhist	pos-pos	166	46.2	3.1	51.2	0.2	0.4	0.1	22.5	-56.1
pair	MACDhist	MRmean	pos-pos	166	46.2	3.1	51.2	0.2	0.4	0.1	22.5	-56.1
pair	MACDhist	RSI	pos-neg	62	17.3	3.0	59.7	0.3	0.4	0.1	13.9	-25.8
pair	RSI	MACDhist	pos-neg	62	17.3	3.0	59.7	0.3	0.4	0.1	13.9	-25.8
pair	MACDhist	RSI	pos-pos	150	41.8	3.0	53.3	0.3	0.4	0.1	18.5	-52.2
pair	RSI	MACDhist	pos-pos	150	41.8	3.0	53.3	0.3	0.4	0.1	18.5	-52.2
single	RSI	RSI	pos-pos	212	59.1	3.0	55.2	0.3	0.4	0.1	17.3	-53.8
pair	RSI	MACD	neg-neg	127	35.4	2.9	48.8	0.3	0.5	0.0	49.6	-84.6
pair	MACD	RSI	neg-neg	127	35.4	2.9	48.8	0.3	0.5	0.0	49.6	-84.6
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	29.2	2.7	51.4	0.3	0.5	0.0	52.3	-87.0
pair	SLmean	MACD	neg-neg	105	29.2	2.7	51.4	0.3	0.5	0.0	52.3	-87.0
pair	RSIhist	RSI	pos-pos	144	40.1	2.6	53.5	0.2	0.3	0.1	17.7	-50.6
pair	RSI	RSIhist	pos-pos	144	40.1	2.6	53.5	0.2	0.3	0.1	17.7	-50.6
pair	RSIhist	SLmean	pos-pos	171	47.6	2.5	52.0	0.2	0.3	0.0	20.6	-62.0
pair	RSI	SLmean	neg-neg	110	30.6	2.5	49.1	0.2	0.5	0.0	51.7	-84.8
pair	SLmean	RSI	neg-neg	110	30.6	2.5	49.1	0.2	0.5	0.0	51.7	-84.8
pair	SLmean	RSIhist	pos-pos	171	47.6	2.5	52.0	0.2	0.3	0.0	20.6	-62.0
single	LWTI	LWTI	neg-neg	104	29.0	2.3	48.1	0.2	0.5	0.0	51.0	-74.0
pair	MRmean	LWTI	pos-neg	30	8.4	2.3	53.3	0.2	0.3	0.1	24.5	-33.2
pair	LWTI	MRmean	pos-neg	30	8.4	2.3	53.3	0.2	0.3	0.1	24.5	-33.2
pair	LWTI	MRmean	neg-neg	74	20.6	2.3	45.9	0.3	0.6	0.0	58.6	-74.0
pair	MRmean	LWTI	neg-neg	74	20.6	2.3	45.9	0.3	0.6	0.0	58.6	-74.0
pair		benchmark___benchmark_	benchmark-benchmark	359	100.0	2.1	52.1	0.2	0.3	0.0	32.7	-86.9
pair	benchmark___benchmark_		benchmark-benchmark	359	100.0	2.1	52.1	0.2	0.3	0.0	32.7	-86.9
single	LWTI	LWTI	pos-pos	255	71.0	2.0	53.7	0.2	0.3	0.0	21.3	-59.9
pair	RSI	LWTI	pos-pos	199	55.4	2.0	54.8	0.2	0.3	0.0	17.4	-56.7
pair	LWTI	RSI	pos-pos	199	55.4	2.0	54.8	0.2	0.3	0.0	17.4	-56.7
pair	MACD	RSIhist	pos-neg	79	22.0	1.9	54.4	0.2	0.3	0.0	18.2	-50.9
pair	RSIhist	MACD	pos-neg	79	22.0	1.9	54.4	0.2	0.3	0.0	18.2	-50.9
pair	RSmean	LWTI	pos-pos	229	63.8	1.7	53.3	0.2	0.3	0.0	22.1	-53.0
pair	LWTI	RSmean	pos-pos	229	63.8	1.7	53.3	0.2	0.3	0.0	22.1	-53.0
pair	LWTI	RSI	neg-pos	56	15.6	1.7	50.0	0.2	0.3	0.0	31.8	-38.9
pair	RSI	LWTI	neg-pos	56	15.6	1.7	50.0	0.2	0.3	0.0	31.8	-38.9
pair	SLmean	LWTI	neg-neg	65	18.1	1.4	44.6	0.3	0.6	0.0	62.3	-74.3
pair	LWTI	SLmean	neg-neg	65	18.1	1.4	44.6	0.3	0.6	0.0	62.3	-74.3
pair	SLmean	MACDhist	pos-pos	142	39.6	1.0	50.0	0.1	0.2	0.0	21.1	-60.5
pair	MACDhist	SLmean	pos-pos	142	39.6	1.0	50.0	0.1	0.2	0.0	21.1	-60.5
single	RSI	RSI	neg-neg	147	40.9	0.7	47.6	0.2	0.4	0.0	46.9	-84.6
pair	RSI	RSmean	neg-pos	16	4.5	0.6	62.5	0.1	0.2	0.1	13.1	-7.5
pair	RSmean	RSI	neg-pos	16	4.5	0.6	62.5	0.1	0.2	0.1	13.1	-7.5
single	RSmean	RSmean	pos-pos	330	91.9	0.6	51.2	0.2	0.3	0.0	33.7	-84.6
pair	MACD	MACDhist	pos-neg	61	17.0	0.5	54.1	0.1	0.1	0.0	15.8	-39.9
pair	MACDhist	MACD	pos-neg	61	17.0	0.5	54.1	0.1	0.1	0.0	15.8	-39.9
single	SLmean	SLmean	neg-neg	163	45.4	0.5	50.9	0.2	0.3	0.0	43.5	-87.0
pair	MACD	MRmean	neg-neg	107	29.8	0.3	51.4	0.2	0.4	0.0	50.5	-85.2
pair	MRmean	MACD	neg-neg	107	29.8	0.3	51.4	0.2	0.4	0.0	50.5	-85.2
pair	RSI	LWTI	neg-neg	91	25.3	0.1	46.2	0.2	0.4	0.0	54.3	-74.0
pair	LWTI	RSI	neg-neg	91	25.3	0.1	46.2	0.2	0.4	0.0	54.3	-74.0
pair	LWTI	SLmean	neg-pos	98	27.3	-0.1	55.1	0.1	0.2	-0.0	24.3	-47.9
pair	SLmean	LWTI	neg-pos	98	27.3	-0.1	55.1	0.1	0.2	-0.0	24.3	-47.9
single	MACD	MACD	neg-neg	176	49.0	-0.1	50.6	0.2	0.3	-0.0	43.2	-86.9
pair	RSIhist	LWTI	neg-pos	106	29.5	-0.2	57.5	0.1	0.1	-0.0	20.8	-50.0
pair	LWTI	RSIhist	neg-pos	106	29.5	-0.2	57.5	0.1	0.1	-0.0	20.8	-50.0
pair	SLmean	MRmean	neg-pos	12	3.3	-0.6	50.0	0.0	0.1	-0.1	16.7	-12.6
pair	MRmean	SLmean	neg-pos	12	3.3	-0.6	50.0	0.0	0.1	-0.1	16.7	-12.6
pair	MRmean	MACD	pos-neg	69	19.2	-0.7	49.3	0.1	0.2	-0.0	28.8	-40.7
pair	MACD	MRmean	pos-neg	69	19.2	-0.7	49.3	0.1	0.2	-0.0	28.8	-40.7
pair	RSI	MRmean	neg-neg	116	32.3	-1.1	49.1	0.2	0.3	-0.0	49.3	-84.6
pair	MRmean	RSI	neg-neg	116	32.3	-1.1	49.1	0.2	0.3	-0.0	49.3	-84.6
single	MRmean	MRmean	neg-neg	145	40.4	-1.6	49.7	0.1	0.3	-0.0	44.6	-85.2
pair	MRmean	SLmean	neg-neg	133	37.0	-1.7	49.6	0.1	0.3	-0.0	46.3	-85.3
pair	SLmean	MRmean	neg-neg	133	37.0	-1.7	49.6	0.1	0.3	-0.0	46.3	-85.3
pair	LWTI	RSmean	pos-neg	101	28.1	-1.9	46.5	0.2	0.3	-0.0	51.2	-74.0
pair	RSmean	LWTI	pos-neg	101	28.1	-1.9	46.5	0.2	0.3	-0.0	51.2	-74.0
pair	RSmean	MACD	pos-neg	152	42.3	-2.9	49.3	0.1	0.2	-0.0	45.8	-84.6
pair	MACD	RSmean	pos-neg	152	42.3	-2.9	49.3	0.1	0.2	-0.0	45.8	-84.6
pair	RSI	RSmean	pos-neg	134	37.3	-3.0	46.3	0.1	0.3	-0.0	48.5	-84.6
pair	RSmean	RSI	pos-neg	134	37.3	-3.0	46.3	0.1	0.3	-0.0	48.5	-84.6
pair	SLmean	MACD	neg-pos	58	16.2	-3.3	50.0	-0.1	-0.1	-0.1	19.3	-46.3
pair	MACD	SLmean	neg-pos	58	16.2	-3.3	50.0	-0.1	-0.1	-0.1	19.3	-46.3
pair	MACDhist	LWTI	neg-pos	84	23.4	-3.3	57.1	-0.1	-0.1	-0.1	19.8	-55.8
pair	LWTI	MACDhist	neg-pos	84	23.4	-3.3	57.1	-0.1	-0.1	-0.1	19.8	-55.8
pair	RSI	SLmean	neg-pos	53	14.8	-3.5	54.7	-0.1	-0.2	-0.1	16.6	-36.1
pair	SLmean	RSI	neg-pos	53	14.8	-3.5	54.7	-0.1	-0.2	-0.1	16.6	-36.1
pair	SLmean	RSmean	neg-pos	140	39.0	-3.5	48.6	0.1	0.2	-0.0	46.2	-84.8
pair	RSmean	SLmean	neg-pos	140	39.0	-3.5	48.6	0.1	0.2	-0.0	46.2	-84.8
pair	MRmean	RSI	neg-pos	29	8.1	-3.5	51.7	-0.1	-0.2	-0.2	15.5	-21.5
pair	RSI	MRmean	neg-pos	29	8.1	-3.5	51.7	-0.1	-0.2	-0.2	15.5	-21.5
pair	SLmean	MACD	pos-neg	71	19.8	-4.1	49.3	-0.1	-0.1	-0.1	24.4	-55.6
pair	MACD	SLmean	pos-neg	71	19.8	-4.1	49.3	-0.1	-0.1	-0.1	24.4	-55.6
pair	RSI	SLmean	pos-neg	37	10.3	-4.5	43.2	-0.0	-0.1	-0.1	28.4	-37.2
pair	SLmean	RSI	pos-neg	37	10.3	-4.5	43.2	-0.0	-0.1	-0.1	28.4	-37.2
pair	MACD	LWTI	neg-pos	81	22.6	-5.1	51.9	-0.0	-0.1	-0.1	28.0	-59.2
pair	LWTI	MACD	neg-pos	81	22.6	-5.1	51.9	-0.0	-0.1	-0.1	28.0	-59.2
pair	RSmean	MACDhist	neg-pos	6	1.7	-5.2	33.3	-0.4	-0.8	-0.9	11.8	-5.8
pair	MACDhist	RSmean	neg-pos	6	1.7	-5.2	33.3	-0.4	-0.8	-0.9	11.8	-5.8
single	MACDhist	MACDhist	neg-neg	168	46.8	-5.2	51.8	-0.0	-0.0	-0.1	28.9	-86.9
single	RSIhist	RSIhist	neg-neg	167	46.5	-5.3	51.5	-0.0	-0.1	-0.1	28.5	-83.0
pair	LWTI	MRmean	neg-pos	71	19.8	-5.5	53.5	-0.1	-0.1	-0.1	22.3	-51.8
pair	MRmean	LWTI	neg-pos	71	19.8	-5.5	53.5	-0.1	-0.1	-0.1	22.3	-51.8
pair	MRmean	RSmean	neg-pos	122	34.0	-5.9	47.5	0.1	0.1	-0.1	47.8	-84.6
pair	RSmean	MRmean	neg-pos	122	34.0	-5.9	47.5	0.1	0.1	-0.1	47.8	-84.6
pair	MACD	MRmean	neg-pos	38	10.6	-6.7	44.7	-0.2	-0.3	-0.2	20.3	-40.1
pair	MRmean	MACD	neg-pos	38	10.6	-6.7	44.7	-0.2	-0.3	-0.2	20.3	-40.1
pair	MACDhist	LWTI	neg-neg	84	23.4	-7.1	46.4	-0.0	-0.0	-0.1	35.9	-74.0
pair	LWTI	MACDhist	neg-neg	84	23.4	-7.1	46.4	-0.0	-0.0	-0.1	35.9	-74.0
pair	MACD	RSI	neg-pos	49	13.6	-7.5	55.1	-0.3	-0.4	-0.2	18.5	-42.7
pair	RSI	MACD	neg-pos	49	13.6	-7.5	55.1	-0.3	-0.4	-0.2	18.5	-42.7
pair	SLmean	RSIhist	neg-neg	142	39.6	-7.7	50.0	-0.1	-0.1	-0.1	30.3	-83.0
pair	RSIhist	SLmean	neg-neg	142	39.6	-7.7	50.0	-0.1	-0.1	-0.1	30.3	-83.0
pair	MACD	MACDhist	neg-neg	107	29.8	-8.3	50.5	-0.1	-0.1	-0.1	34.2	-86.9
pair	MACDhist	MACD	neg-neg	107	29.8	-8.3	50.5	-0.1	-0.1	-0.1	34.2	-86.9
pair	RSIhist	MACDhist	neg-neg	122	34.0	-8.4	50.0	-0.1	-0.1	-0.1	31.4	-83.0
pair	MACDhist	RSIhist	neg-neg	122	34.0	-8.4	50.0	-0.1	-0.1	-0.1	31.4	-83.0
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	124	34.5	-8.7	48.4	-0.1	-0.1	-0.1	31.5	-81.3
pair	RSIhist	MRmean	neg-neg	124	34.5	-8.7	48.4	-0.1	-0.1	-0.1	31.5	-81.3
pair	RSmean	MACDhist	pos-neg	145	40.4	-9.6	49.0	-0.2	-0.2	-0.1	29.9	-84.6
pair	MACDhist	RSmean	pos-neg	145	40.4	-9.6	49.0	-0.2	-0.2	-0.1	29.9	-84.6
pair	MACDhist	RSI	neg-neg	106	29.5	-9.7	47.2	-0.1	-0.1	-0.1	34.8	-84.6
pair	RSI	MACDhist	neg-neg	106	29.5	-9.7	47.2	-0.1	-0.1	-0.1	34.8	-84.6
pair	RSmean	RSIhist	pos-neg	147	40.9	-10.0	48.3	-0.2	-0.3	-0.1	29.3	-81.3
pair	RSIhist	RSmean	pos-neg	147	40.9	-10.0	48.3	-0.2	-0.3	-0.1	29.3	-81.3
pair	MACDhist	MRmean	neg-neg	120	33.4	-10.8	47.5	-0.2	-0.2	-0.1	32.4	-85.2
pair	MRmean	MACDhist	neg-neg	120	33.4	-10.8	47.5	-0.2	-0.2	-0.1	32.4	-85.2
pair	RSI	RSIhist	neg-neg	99	27.6	-11.2	46.5	-0.2	-0.2	-0.1	34.4	-81.3
pair	RSIhist	RSI	neg-neg	99	27.6	-11.2	46.5	-0.2	-0.2	-0.1	34.4	-81.3
pair	MACD	RSIhist	neg-neg	88	24.5	-11.3	48.9	-0.2	-0.2	-0.1	35.3	-83.0
pair	RSIhist	MACD	neg-neg	88	24.5	-11.3	48.9	-0.2	-0.2	-0.1	35.3	-83.0
pair	MACDhist	SLmean	neg-neg	114	31.8	-11.6	47.4	-0.2	-0.2	-0.1	33.1	-87.0
pair	SLmean	MACDhist	neg-neg	114	31.8	-11.6	47.4	-0.2	-0.2	-0.1	33.1	-87.0
pair	MACD	RSI	pos-neg	20	5.6	-12.0	40.0	-0.4	-0.6	-0.4	23.6	-28.4
pair	RSI	MACD	pos-neg	20	5.6	-12.0	40.0	-0.4	-0.6	-0.4	23.6	-28.4
pair	RSmean	RSIhist	neg-pos	9	2.5	-12.4	33.3	-0.9	-1.7	-1.0	13.7	-12.7
pair	RSIhist	RSmean	neg-pos	9	2.5	-12.4	33.3	-0.9	-1.7	-1.0	13.7	-12.7
pair	LWTI	RSIhist	neg-neg	61	17.0	-13.5	41.0	-0.2	-0.2	-0.2	38.5	-68.3
pair	RSIhist	LWTI	neg-neg	61	17.0	-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 184M (51%)	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 214M (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 196M (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 208M (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 214M (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 330M (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 7.3% \| Win 56% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -33.5% Months 145M (40%)	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 214M (60%)
MRmean neg	CAGR -6.7% \| Win 45% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.2 Vol 20% \| MDD -40.1% Months 38M (11%)	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 183M (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 4.1% \| Win 56% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 18% \| MDD -47.3% Months 183M (51%)	CAGR 7.9% \| Win 42% Sharpe 0.37 \| Sortino 0.87 \| Calmar 0.3 Vol 37% \| MDD -24.2% Months 31M (9%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 214M (60%)
MRmean neg	CAGR -3.5% \| Win 52% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.2 Vol 16% \| MDD -21.5% Months 29M (8%)	CAGR -1.1% \| Win 49% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 49% \| MDD -84.6% Months 116M (32%)	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 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)

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 166M (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 214M (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 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)

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 171M (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 214M (60%)
MRmean neg	CAGR 52.7% \| Win 57% Sharpe 0.75 \| Sortino 3.37 \| Calmar 2.3 Vol 89% \| MDD -23.2% Months 21M (6%)	CAGR -8.7% \| Win 48% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 32% \| MDD -81.3% Months 124M (34%)	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 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 54% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 21% \| MDD -38.0% Months 184M (51%)	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 214M (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 (21%)	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 255M (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 190M (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 196M (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 330M (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 7.9% \| Win 55% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -34.0% Months 125M (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 196M (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 183M (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 18% \| MDD -39.2% Months 159M (44%)	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 196M (55%)
SLmean neg	CAGR -3.5% \| Win 55% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 17% \| MDD -36.1% Months 53M (15%)	CAGR 2.5% \| Win 49% Sharpe 0.25 \| Sortino 0.48 \| Calmar 0.0 Vol 52% \| MDD -84.8% Months 110M (31%)	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 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)

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 142M (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 196M (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 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 52% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 21% \| MDD -62.0% Months 171M (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 196M (55%)
SLmean neg	CAGR 79.0% \| Win 57% Sharpe 0.94 \| Sortino 4.26 \| Calmar 3.3 Vol 91% \| MDD -24.0% Months 21M (6%)	CAGR -7.7% \| Win 50% Sharpe -0.11 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -83.0% Months 142M (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 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

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 157M (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 196M (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 255M (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 178M (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 330M (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 183M (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 3.2% \| Win 55% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -44.3% Months 196M (55%)	CAGR -3.0% \| Win 46% Sharpe 0.13 \| Sortino 0.26 \| Calmar -0.0 Vol 48% \| MDD -84.6% Months 134M (37%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 34% \| MDD -84.6% Months 330M (92%)
RSmean neg	CAGR 0.6% \| Win 62% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.1 Vol 13% \| MDD -7.5% Months 16M (4%)	CAGR 49.1% \| Win 62% Sharpe 1.89 \| Sortino 9.64 \| Calmar 5.7 Vol 23% \| MDD -8.6% Months 13M (4%)	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 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.4% \| Win 53% Sharpe 0.38 \| Sortino 1.00 \| Calmar 0.2 Vol 36% \| MDD -48.3% Months 185M (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 330M (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 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.1% \| Win 54% Sharpe 0.40 \| Sortino 1.00 \| Calmar 0.3 Vol 37% \| MDD -34.4% Months 183M (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 330M (92%)
RSmean neg	CAGR -12.4% \| Win 33% Sharpe -0.90 \| Sortino -1.70 \| Calmar -1.0 Vol 14% \| MDD -12.7% Months 9M (2%)	CAGR 38.3% \| Win 75% Sharpe 1.78 \| Sortino 4.25 \| Calmar 4.7 Vol 19% \| MDD -8.2% Months 20M (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 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

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 229M (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 330M (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 255M (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 163M (45%)	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 183M (51%)
MACD neg	CAGR -7.5% \| Win 55% Sharpe -0.33 \| Sortino -0.37 \| Calmar -0.2 Vol 18% \| MDD -42.7% Months 49M (14%)	CAGR 2.9% \| Win 49% Sharpe 0.26 \| Sortino 0.50 \| Calmar 0.0 Vol 50% \| MDD -84.6% Months 127M (35%)	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 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)

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 19% \| MDD -38.6% Months 122M (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 183M (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 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.0% \| Win 53% Sharpe 0.42 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -30.4% Months 104M (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 183M (51%)
MACD neg	CAGR 12.5% \| Win 52% Sharpe 0.41 \| Sortino 1.18 \| Calmar 0.4 Vol 50% \| MDD -31.0% Months 88M (24%)	CAGR -11.3% \| Win 49% Sharpe -0.16 \| Sortino -0.20 \| Calmar -0.1 Vol 35% \| MDD -83.0% Months 88M (24%)	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 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

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 174M (48%)	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 183M (51%)
MACD neg	CAGR -5.1% \| Win 52% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 28% \| MDD -59.2% Months 81M (23%)	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 255M (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 150M (42%)	CAGR 3.0% \| Win 60% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 14% \| MDD -25.8% Months 62M (17%)	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)
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 -9.7% \| Win 47% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 35% \| MDD -84.6% Months 106M (30%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)
MACDhist only	CAGR 8.9% \| Win 52% Sharpe 0.37 \| Sortino 0.97 \| Calmar 0.2 Vol 36% \| MDD -51.5% Months 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.6% \| Win 54% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 18% \| MDD -50.6% Months 144M (40%)	CAGR 4.0% \| Win 59% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 16% \| MDD -35.2% Months 68M (19%)	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)
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 -11.2% \| Win 46% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 34% \| MDD -81.3% Months 99M (28%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)
RSIhist only	CAGR 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.0% \| Win 55% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 17% \| MDD -56.7% Months 199M (55%)	CAGR 19.0% \| Win 62% Sharpe 1.19 \| Sortino 1.53 \| Calmar 1.6 Vol 16% \| MDD -11.8% Months 13M (4%)	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)
RSI neg	CAGR 1.7% \| Win 50% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 32% \| MDD -38.9% Months 56M (16%)	CAGR 0.1% \| Win 46% Sharpe 0.21 \| Sortino 0.44 \| Calmar 0.0 Vol 54% \| MDD -74.0% Months 91M (25%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 255M (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 10.6% \| Win 51% Sharpe 0.40 \| Sortino 1.11 \| Calmar 0.3 Vol 40% \| MDD -40.3% Months 146M (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 191M (53%)
MACDhist neg	CAGR 3.7% \| Win 56% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 21% \| MDD -27.0% Months 46M (13%)	CAGR -8.4% \| Win 50% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 31% \| MDD -83.0% Months 122M (34%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)
RSIhist only	CAGR 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.7% \| Win 52% Sharpe 0.31 \| Sortino 0.53 \| Calmar 0.1 Vol 22% \| MDD -49.0% Months 171M (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 191M (53%)
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 (47%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 255M (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 3.6% \| Win 51% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 22% \| MDD -37.2% Months 149M (42%)	CAGR 29.8% \| Win 58% Sharpe 0.62 \| Sortino 2.12 \| Calmar 1.2 Vol 64% \| MDD -24.2% Months 43M (12%)	CAGR 8.9% \| Win 53% Sharpe 0.37 \| Sortino 0.94 \| Calmar 0.3 Vol 36% \| MDD -34.4% Months 192M (54%)
RSIhist neg	CAGR -0.2% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -50.0% Months 106M (30%)	CAGR -13.5% \| Win 41% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.2 Vol 38% \| MDD -68.3% Months 61M (17%)	CAGR -5.3% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 167M (46%)
LWTI only	CAGR 2.0% \| Win 54% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -59.9% Months 255M (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 184M (51%)	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 214M (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 196M (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 208M (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 214M (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 330M (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 7.3% \| Win 56% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -33.5% Months 145M (40%)	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 214M (60%)
MRmean neg	CAGR -6.7% \| Win 45% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.2 Vol 20% \| MDD -40.1% Months 38M (11%)	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 183M (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 4.1% \| Win 56% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 18% \| MDD -47.3% Months 183M (51%)	CAGR 7.9% \| Win 42% Sharpe 0.37 \| Sortino 0.87 \| Calmar 0.3 Vol 37% \| MDD -24.2% Months 31M (9%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -49.8% Months 214M (60%)
MRmean neg	CAGR -3.5% \| Win 52% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.2 Vol 16% \| MDD -21.5% Months 29M (8%)	CAGR -1.1% \| Win 49% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 49% \| MDD -84.6% Months 116M (32%)	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 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -53.8% Months 212M (59%)	CAGR 0.7% \| Win 48% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.0 Vol 47% \| MDD -84.6% Months 147M (41%)

	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 166M (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 214M (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 191M (53%)	CAGR -5.2% \| Win 52% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -86.9% Months 168M (47%)