EWN - iShares MSCI Netherlands ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

61.2%

Best CAGR

103

Total Months

10.2%

Avg CAGR

EWN 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 EWN

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	1	0.3	61.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.3	61.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	13	3.6	53.8	69.2	1.7	1.8	22.6	28.8	-2.4
pair	RSI	MACDhist	neg-pos	13	3.6	53.8	69.2	1.7	1.8	22.6	28.8	-2.4
pair	RSI	LWTI	neg-pos	36	10.0	48.8	66.7	2.1	3.8	4.4	19.9	-11.2
pair	LWTI	RSI	neg-pos	36	10.0	48.8	66.7	2.1	3.8	4.4	19.9	-11.2
pair	RSI	MRmean	pos-neg	15	4.2	45.5	60.0	2.1	10.4	10.8	18.9	-4.2
pair	MRmean	RSI	pos-neg	15	4.2	45.5	60.0	2.1	10.4	10.8	18.9	-4.2
pair	MRmean	SLmean	neg-pos	15	4.2	38.5	80.0	1.6	2.3	3.9	21.6	-10.0
pair	SLmean	MRmean	neg-pos	15	4.2	38.5	80.0	1.6	2.3	3.9	21.6	-10.0
pair	SLmean	RSI	pos-neg	24	6.6	37.2	66.7	1.6	3.3	3.7	21.0	-10.0
pair	RSI	SLmean	pos-neg	24	6.6	37.2	66.7	1.6	3.3	3.7	21.0	-10.0
pair	RSmean	MRmean	neg-neg	19	5.3	34.2	68.4	2.5	10.9	16.2	12.1	-2.1
pair	MRmean	RSmean	neg-neg	19	5.3	34.2	68.4	2.5	10.9	16.2	12.1	-2.1
pair	RSI	RSmean	neg-neg	14	3.9	33.5	71.4	2.8	8.9	15.8	10.5	-2.1
pair	RSmean	RSI	neg-neg	14	3.9	33.5	71.4	2.8	8.9	15.8	10.5	-2.1
pair	RSmean	MACDhist	neg-neg	31	8.6	30.2	64.5	2.0	5.8	6.5	13.6	-4.7
pair	MACDhist	RSmean	neg-neg	31	8.6	30.2	64.5	2.0	5.8	6.5	13.6	-4.7
pair	MACD	RSmean	neg-pos	19	5.3	29.7	63.2	1.8	6.0	6.4	15.1	-4.7
pair	RSmean	MACD	neg-pos	19	5.3	29.7	63.2	1.8	6.0	6.4	15.1	-4.7
pair	SLmean	RSmean	neg-neg	23	6.4	29.0	65.2	2.1	6.0	6.2	12.9	-4.7
pair	RSmean	SLmean	neg-neg	23	6.4	29.0	65.2	2.1	6.0	6.2	12.9	-4.7
pair	RSmean	RSIhist	neg-neg	30	8.3	27.8	63.3	1.9	5.4	6.0	13.5	-4.7
pair	RSIhist	RSmean	neg-neg	30	8.3	27.8	63.3	1.9	5.4	6.0	13.5	-4.7
pair	RSI	RSIhist	neg-pos	21	5.8	26.8	66.7	1.1	1.4	1.1	23.5	-24.0
pair	RSIhist	RSI	neg-pos	21	5.8	26.8	66.7	1.1	1.4	1.1	23.5	-24.0
single	RSmean	RSmean	neg-neg	34	9.4	26.2	64.7	1.7	3.1	3.0	14.4	-8.7
pair	SLmean	MRmean	pos-neg	31	8.6	26.1	61.3	1.5	2.9	2.6	16.1	-10.0
pair	MRmean	SLmean	pos-neg	31	8.6	26.1	61.3	1.5	2.9	2.6	16.1	-10.0
pair	RSmean	LWTI	neg-pos	33	9.1	25.3	63.6	1.6	3.0	2.9	14.6	-8.7
pair	LWTI	RSmean	neg-pos	33	9.1	25.3	63.6	1.6	3.0	2.9	14.6	-8.7
pair	MACD	LWTI	neg-pos	47	13.0	24.7	66.0	1.3	1.9	1.6	18.3	-15.4
pair	LWTI	MACD	neg-pos	47	13.0	24.7	66.0	1.3	1.9	1.6	18.3	-15.4
pair	MACD	SLmean	pos-neg	51	14.1	23.6	66.7	1.2	2.2	0.9	19.3	-26.4
pair	SLmean	MACD	pos-neg	51	14.1	23.6	66.7	1.2	2.2	0.9	19.3	-26.4
pair	SLmean	LWTI	pos-neg	33	9.1	22.5	66.7	1.1	2.6	1.2	19.9	-19.1
pair	LWTI	SLmean	pos-neg	33	9.1	22.5	66.7	1.1	2.6	1.2	19.9	-19.1
pair	MACD	RSmean	neg-neg	15	4.2	21.9	66.7	1.5	1.6	2.6	13.9	-8.4
pair	RSmean	MACD	neg-neg	15	4.2	21.9	66.7	1.5	1.6	2.6	13.9	-8.4
pair	RSmean	RSI	neg-pos	20	5.5	21.3	60.0	1.2	2.5	2.4	16.8	-8.7
pair	RSI	RSmean	neg-pos	20	5.5	21.3	60.0	1.2	2.5	2.4	16.8	-8.7
pair	MACD	RSIhist	neg-neg	61	16.9	21.0	62.3	0.9	1.3	0.6	25.7	-34.8
pair	RSIhist	MACD	neg-neg	61	16.9	21.0	62.3	0.9	1.3	0.6	25.7	-34.8
pair	RSI	MACD	neg-neg	72	19.9	20.6	62.5	0.9	1.2	0.5	25.7	-45.9
pair	MACD	RSI	neg-neg	72	19.9	20.6	62.5	0.9	1.2	0.5	25.7	-45.9
pair	SLmean	LWTI	neg-pos	90	24.9	20.5	60.0	1.1	1.7	0.8	19.4	-24.0
pair	RSmean	SLmean	pos-neg	11	3.0	20.5	63.6	1.1	1.8	2.1	17.9	-10.0
pair	SLmean	RSmean	pos-neg	11	3.0	20.5	63.6	1.1	1.8	2.1	17.9	-10.0
pair	LWTI	SLmean	neg-pos	90	24.9	20.5	60.0	1.1	1.7	0.8	19.4	-24.0
pair	MACD	MACDhist	neg-neg	78	21.6	18.5	62.8	0.8	1.3	0.5	23.5	-36.0
pair	MACDhist	MACD	neg-neg	78	21.6	18.5	62.8	0.8	1.3	0.5	23.5	-36.0
pair	MACD	MRmean	neg-neg	58	16.1	17.2	63.8	0.7	1.1	0.4	27.3	-44.5
pair	MRmean	MACD	neg-neg	58	16.1	17.2	63.8	0.7	1.1	0.4	27.3	-44.5
single	MACD	MACD	neg-neg	104	28.8	16.9	62.5	0.8	1.2	0.4	23.7	-45.9
pair	MRmean	RSmean	pos-neg	15	4.2	16.7	60.0	1.0	1.9	1.8	17.1	-9.4
pair	RSmean	MRmean	pos-neg	15	4.2	16.7	60.0	1.0	1.9	1.8	17.1	-9.4
pair	MRmean	MACD	pos-neg	46	12.7	16.5	60.9	0.9	1.6	0.7	18.5	-22.3
pair	MACD	MRmean	pos-neg	46	12.7	16.5	60.9	0.9	1.6	0.7	18.5	-22.3
pair	MACD	RSmean	pos-neg	89	24.7	16.1	61.8	0.7	1.1	0.3	25.0	-45.9
pair	RSmean	MACD	pos-neg	89	24.7	16.1	61.8	0.7	1.1	0.3	25.0	-45.9
pair	MRmean	LWTI	neg-pos	63	17.5	16.0	58.7	0.8	1.3	0.6	20.6	-27.2
pair	LWTI	MRmean	neg-pos	63	17.5	16.0	58.7	0.8	1.3	0.6	20.6	-27.2
pair	RSmean	RSIhist	neg-pos	4	1.1	14.6	75.0	0.7	0.0	0.0	22.9	0.0
pair	RSIhist	RSmean	neg-pos	4	1.1	14.6	75.0	0.7	0.0	0.0	22.9	0.0
pair	MACDhist	SLmean	neg-pos	29	8.0	13.3	62.1	0.6	0.8	0.7	25.6	-18.8
pair	SLmean	MACDhist	neg-pos	29	8.0	13.3	62.1	0.6	0.8	0.7	25.6	-18.8
pair	MRmean	RSIhist	neg-pos	9	2.5	12.8	77.8	0.6	0.6	2.6	29.4	-5.0
pair	RSIhist	MRmean	neg-pos	9	2.5	12.8	77.8	0.6	0.6	2.6	29.4	-5.0
single	RSI	RSI	neg-neg	101	28.0	12.7	61.4	0.6	0.8	0.2	28.1	-64.0
pair	MACD	MACDhist	neg-pos	26	7.2	12.2	61.5	0.6	0.8	0.8	24.9	-15.2
pair	MRmean	MACDhist	pos-pos	163	45.2	12.2	63.2	0.8	1.2	0.4	16.4	-30.3
pair	MACDhist	MRmean	pos-pos	163	45.2	12.2	63.2	0.8	1.2	0.4	16.4	-30.3
pair	MACDhist	MACD	neg-pos	26	7.2	12.2	61.5	0.6	0.8	0.8	24.9	-15.2
pair	MACDhist	RSIhist	pos-pos	138	38.2	11.8	63.0	0.8	1.1	0.5	16.9	-26.6
pair	RSIhist	MACDhist	pos-pos	138	38.2	11.8	63.0	0.8	1.1	0.5	16.9	-26.6
pair	MACD	RSIhist	neg-pos	43	11.9	11.4	62.8	0.6	0.9	0.5	20.7	-24.0
pair	RSIhist	MACD	neg-pos	43	11.9	11.4	62.8	0.6	0.9	0.5	20.7	-24.0
pair	RSIhist	SLmean	pos-pos	181	50.1	11.3	63.0	0.7	1.1	0.3	16.5	-34.1
pair	SLmean	RSIhist	pos-pos	181	50.1	11.3	63.0	0.7	1.1	0.3	16.5	-34.1
pair	MACDhist	LWTI	pos-pos	165	45.7	11.1	62.4	0.7	1.1	0.5	17.5	-23.2
pair	LWTI	MACDhist	pos-pos	165	45.7	11.1	62.4	0.7	1.1	0.5	17.5	-23.2
pair	LWTI	RSIhist	pos-pos	156	43.2	10.9	62.8	0.7	1.0	0.3	16.4	-32.5
pair	RSIhist	LWTI	pos-pos	156	43.2	10.9	62.8	0.7	1.0	0.3	16.4	-32.5
pair	RSmean	MACDhist	pos-pos	169	46.8	10.9	62.1	0.7	1.0	0.5	18.0	-23.2
pair	MACDhist	RSmean	pos-pos	169	46.8	10.9	62.1	0.7	1.0	0.5	18.0	-23.2
pair	MACD	LWTI	neg-neg	57	15.8	10.8	59.6	0.5	0.8	0.2	27.5	-45.9
pair	LWTI	MACD	neg-neg	57	15.8	10.8	59.6	0.5	0.8	0.2	27.5	-45.9
pair	SLmean	MACD	neg-neg	53	14.7	10.7	58.5	0.5	0.8	0.2	27.4	-48.5
pair	MACD	SLmean	neg-neg	53	14.7	10.7	58.5	0.5	0.8	0.2	27.4	-48.5
single	LWTI	LWTI	pos-pos	283	78.4	10.6	59.7	0.7	1.0	0.3	17.6	-33.0
single	MACDhist	MACDhist	pos-pos	172	47.6	10.5	62.2	0.7	0.9	0.5	18.1	-23.2
single	RSIhist	RSIhist	pos-pos	187	51.8	10.5	62.6	0.7	1.0	0.2	17.2	-47.9
pair	RSIhist	RSmean	pos-pos	183	50.7	10.5	62.3	0.7	0.9	0.2	17.1	-47.9
pair	RSmean	RSIhist	pos-pos	183	50.7	10.5	62.3	0.7	0.9	0.2	17.1	-47.9
pair	MRmean	RSIhist	pos-pos	178	49.3	10.4	61.8	0.7	1.0	0.3	16.4	-34.1
pair	RSIhist	MRmean	pos-pos	178	49.3	10.4	61.8	0.7	1.0	0.3	16.4	-34.1
pair	MACD	RSIhist	pos-pos	144	39.9	10.3	62.5	0.7	1.0	0.3	16.0	-33.8
pair	RSIhist	MACD	pos-pos	144	39.9	10.3	62.5	0.7	1.0	0.3	16.0	-33.8
pair	MACD	MACDhist	pos-pos	146	40.4	10.2	62.3	0.7	1.0	0.4	16.7	-23.7
pair	MACDhist	MACD	pos-pos	146	40.4	10.2	62.3	0.7	1.0	0.4	16.7	-23.7
pair	LWTI	RSIhist	neg-pos	127	35.2	10.2	55.9	0.6	1.0	0.3	19.2	-33.7
pair	RSIhist	LWTI	neg-pos	127	35.2	10.2	55.9	0.6	1.0	0.3	19.2	-33.7
pair	SLmean	MACDhist	pos-pos	143	39.6	10.0	62.2	0.7	1.0	0.3	16.2	-35.0
pair	MACDhist	SLmean	pos-pos	143	39.6	10.0	62.2	0.7	1.0	0.3	16.2	-35.0
pair	MACDhist	LWTI	neg-pos	118	32.7	9.8	55.9	0.6	0.9	0.3	17.9	-28.9
pair	LWTI	MACDhist	neg-pos	118	32.7	9.8	55.9	0.6	0.9	0.3	17.9	-28.9
pair	RSmean	RSI	pos-neg	87	24.1	9.7	59.8	0.5	0.7	0.1	30.0	-64.0
pair	RSI	RSmean	pos-neg	87	24.1	9.7	59.8	0.5	0.7	0.1	30.0	-64.0
pair	RSI	RSIhist	neg-neg	80	22.2	9.3	60.0	0.5	0.7	0.1	29.2	-62.6
pair	RSIhist	RSI	neg-neg	80	22.2	9.3	60.0	0.5	0.7	0.1	29.2	-62.6
pair	LWTI	MRmean	pos-pos	220	60.9	9.1	60.0	0.6	0.9	0.2	16.7	-42.0
pair	MRmean	LWTI	pos-pos	220	60.9	9.1	60.0	0.6	0.9	0.2	16.7	-42.0
pair	RSI	MACD	neg-pos	32	8.9	9.0	62.5	0.6	0.9	0.3	18.8	-28.6
pair	MACD	RSI	neg-pos	32	8.9	9.0	62.5	0.6	0.9	0.3	18.8	-28.6
pair	RSIhist	LWTI	pos-neg	31	8.6	9.0	61.3	0.5	0.8	0.4	21.0	-24.0
pair	LWTI	RSIhist	pos-neg	31	8.6	9.0	61.3	0.5	0.8	0.4	21.0	-24.0
single	MRmean	MRmean	pos-pos	242	67.0	8.9	59.5	0.6	0.9	0.2	16.8	-39.8
pair	RSmean	LWTI	pos-pos	250	69.3	8.8	59.2	0.6	0.8	0.3	18.0	-33.0
pair	LWTI	RSmean	pos-pos	250	69.3	8.8	59.2	0.6	0.8	0.3	18.0	-33.0
pair	RSI	RSIhist	pos-pos	166	46.0	8.6	62.0	0.6	0.8	0.3	16.2	-33.3
pair	RSIhist	RSI	pos-pos	166	46.0	8.6	62.0	0.6	0.8	0.3	16.2	-33.3
single	SLmean	SLmean	pos-pos	226	62.6	8.5	60.6	0.6	0.8	0.2	17.2	-37.7
pair	RSmean	MRmean	pos-pos	227	62.9	8.4	59.5	0.6	0.8	0.2	16.8	-38.1
pair	MRmean	RSmean	pos-pos	227	62.9	8.4	59.5	0.6	0.8	0.2	16.8	-38.1
pair	MACD	LWTI	pos-pos	236	65.4	7.9	58.5	0.5	0.8	0.2	17.5	-37.1
pair	LWTI	MACD	pos-pos	236	65.4	7.9	58.5	0.5	0.8	0.2	17.5	-37.1
pair	RSmean	SLmean	pos-pos	215	59.6	7.9	60.5	0.5	0.8	0.2	17.2	-36.6
pair	SLmean	RSmean	pos-pos	215	59.6	7.9	60.5	0.5	0.8	0.2	17.2	-36.6
pair	RSI	MRmean	neg-neg	86	23.8	7.8	61.6	0.4	0.6	0.1	29.3	-66.9
pair	MRmean	RSI	neg-neg	86	23.8	7.8	61.6	0.4	0.6	0.1	29.3	-66.9
pair	RSI	MACDhist	neg-neg	88	24.4	7.6	60.2	0.4	0.6	0.1	27.9	-63.2
pair	MACDhist	RSI	neg-neg	88	24.4	7.6	60.2	0.4	0.6	0.1	27.9	-63.2
pair	MACDhist	RSI	pos-pos	159	44.0	7.6	61.6	0.5	0.8	0.2	16.7	-46.3
pair	RSI	MACDhist	pos-pos	159	44.0	7.6	61.6	0.5	0.8	0.2	16.7	-46.3
pair	LWTI	MRmean	pos-neg	22	6.1	7.4	54.5	0.5	1.5	0.5	17.3	-14.8
pair	MRmean	LWTI	pos-neg	22	6.1	7.4	54.5	0.5	1.5	0.5	17.3	-14.8
pair		benchmark___benchmark_	benchmark-benchmark	361	100.0	7.4	59.6	0.5	0.6	0.1	20.6	-60.8
pair	benchmark___benchmark_		benchmark-benchmark	361	100.0	7.4	59.6	0.5	0.6	0.1	20.6	-60.8
pair	MACD	MRmean	pos-pos	196	54.3	7.2	59.2	0.5	0.7	0.2	16.3	-39.6
pair	MRmean	MACD	pos-pos	196	54.3	7.2	59.2	0.5	0.7	0.2	16.3	-39.6
pair	RSIhist	MACDhist	neg-pos	49	13.6	7.0	61.2	0.5	0.7	0.2	18.1	-37.4
pair	MACDhist	RSIhist	neg-pos	49	13.6	7.0	61.2	0.5	0.7	0.2	18.1	-37.4
pair	RSI	MRmean	pos-pos	227	62.9	6.8	59.5	0.5	0.7	0.1	16.5	-48.6
pair	MRmean	RSI	pos-pos	227	62.9	6.8	59.5	0.5	0.7	0.1	16.5	-48.6
pair	RSIhist	SLmean	neg-neg	129	35.7	6.6	58.1	0.4	0.5	0.1	25.1	-57.5
pair	SLmean	RSIhist	neg-neg	129	35.7	6.6	58.1	0.4	0.5	0.1	25.1	-57.5
pair	MRmean	SLmean	pos-pos	211	58.4	6.6	59.2	0.5	0.7	0.2	16.8	-41.5
pair	SLmean	MRmean	pos-pos	211	58.4	6.6	59.2	0.5	0.7	0.2	16.8	-41.5
pair	MRmean	MACDhist	neg-neg	110	30.5	6.5	60.9	0.4	0.5	0.1	25.9	-59.0
pair	MACDhist	MRmean	neg-neg	110	30.5	6.5	60.9	0.4	0.5	0.1	25.9	-59.0
pair	SLmean	LWTI	pos-pos	193	53.5	6.2	59.6	0.5	0.6	0.1	16.7	-44.5
pair	LWTI	SLmean	pos-pos	193	53.5	6.2	59.6	0.5	0.6	0.1	16.7	-44.5
pair	RSI	SLmean	neg-neg	77	21.3	6.0	59.7	0.3	0.5	0.1	29.9	-70.4
pair	SLmean	RSI	neg-neg	77	21.3	6.0	59.7	0.3	0.5	0.1	29.9	-70.4
pair	LWTI	RSI	pos-pos	247	68.4	5.9	58.7	0.4	0.6	0.1	17.0	-47.4
pair	RSI	LWTI	pos-pos	247	68.4	5.9	58.7	0.4	0.6	0.1	17.0	-47.4
pair	SLmean	MACDhist	pos-neg	83	23.0	5.9	57.8	0.4	0.6	0.1	18.9	-40.5
pair	MACDhist	SLmean	pos-neg	83	23.0	5.9	57.8	0.4	0.6	0.1	18.9	-40.5
single	SLmean	SLmean	neg-neg	135	37.4	5.8	57.8	0.3	0.5	0.1	25.4	-66.5
single	RSmean	RSmean	pos-pos	327	90.6	5.7	59.0	0.4	0.5	0.1	21.1	-61.6
pair	SLmean	RSI	pos-pos	202	56.0	5.5	59.9	0.4	0.6	0.1	16.6	-45.7
pair	RSI	SLmean	pos-pos	202	56.0	5.5	59.9	0.4	0.6	0.1	16.6	-45.7
single	RSI	RSI	pos-pos	260	72.0	5.5	58.8	0.4	0.6	0.1	16.8	-49.0
pair	SLmean	RSI	neg-pos	58	16.1	5.5	55.2	0.4	0.6	0.1	17.9	-41.5
pair	RSI	SLmean	neg-pos	58	16.1	5.5	55.2	0.4	0.6	0.1	17.9	-41.5
pair	RSIhist	MACDhist	pos-neg	34	9.4	5.4	58.8	0.3	0.5	0.1	22.5	-35.1
pair	MACDhist	RSIhist	pos-neg	34	9.4	5.4	58.8	0.3	0.5	0.1	22.5	-35.1
pair	RSI	MACD	pos-pos	228	63.2	5.0	58.3	0.4	0.5	0.1	16.6	-35.3
pair	MACD	RSI	pos-pos	228	63.2	5.0	58.3	0.4	0.5	0.1	16.6	-35.3
pair	MRmean	RSIhist	pos-neg	64	17.7	4.8	53.1	0.3	0.6	0.2	17.7	-22.7
pair	RSIhist	MRmean	pos-neg	64	17.7	4.8	53.1	0.3	0.6	0.2	17.7	-22.7
single	MACDhist	MACDhist	neg-neg	189	52.4	4.7	57.1	0.3	0.4	0.1	22.7	-69.5
single	MRmean	MRmean	neg-neg	119	33.0	4.5	59.7	0.3	0.4	0.1	26.9	-64.0
pair	SLmean	MACD	pos-pos	175	48.5	4.4	58.9	0.3	0.5	0.1	16.4	-38.5
pair	MACD	SLmean	pos-pos	175	48.5	4.4	58.9	0.3	0.5	0.1	16.4	-38.5
single	RSIhist	RSIhist	neg-neg	174	48.2	4.2	56.3	0.3	0.4	0.1	23.8	-63.7
pair	RSmean	RSI	pos-pos	240	66.5	4.2	58.8	0.3	0.5	0.1	16.8	-46.0
pair	RSI	RSmean	pos-pos	240	66.5	4.2	58.8	0.3	0.5	0.1	16.8	-46.0
pair	MRmean	RSIhist	neg-neg	110	30.5	3.9	58.2	0.3	0.4	0.1	26.8	-59.2
pair	RSIhist	MRmean	neg-neg	110	30.5	3.9	58.2	0.3	0.4	0.1	26.8	-59.2
pair	RSIhist	MACDhist	neg-neg	140	38.8	3.9	55.7	0.3	0.4	0.1	24.2	-67.4
pair	MACDhist	RSIhist	neg-neg	140	38.8	3.9	55.7	0.3	0.4	0.1	24.2	-67.4
single	MACD	MACD	pos-pos	257	71.2	3.8	58.4	0.3	0.4	0.1	19.2	-60.9
pair	SLmean	MACDhist	neg-neg	106	29.4	3.8	56.6	0.3	0.4	0.1	25.4	-64.0
pair	MACDhist	SLmean	neg-neg	106	29.4	3.8	56.6	0.3	0.4	0.1	25.4	-64.0
pair	MACD	SLmean	neg-pos	82	22.7	2.7	57.3	0.2	0.3	0.1	24.1	-48.9
pair	SLmean	MACD	neg-pos	82	22.7	2.7	57.3	0.2	0.3	0.1	24.1	-48.9
pair	MACDhist	MRmean	pos-neg	79	21.9	2.3	51.9	0.2	0.3	0.1	17.5	-48.5
pair	MRmean	MACDhist	pos-neg	79	21.9	2.3	51.9	0.2	0.3	0.1	17.5	-48.5
pair	MACDhist	RSI	pos-neg	101	28.0	2.2	54.5	0.2	0.3	0.1	17.0	-38.7
pair	RSI	MACDhist	pos-neg	101	28.0	2.2	54.5	0.2	0.3	0.1	17.0	-38.7
pair	RSmean	MACD	pos-pos	238	65.9	2.0	58.0	0.2	0.3	0.0	19.4	-62.0
pair	MACD	RSmean	pos-pos	238	65.9	2.0	58.0	0.2	0.3	0.0	19.4	-62.0
pair	RSmean	SLmean	neg-pos	112	31.0	1.5	56.2	0.2	0.3	0.0	27.2	-66.4
pair	SLmean	RSmean	neg-pos	112	31.0	1.5	56.2	0.2	0.3	0.0	27.2	-66.4
pair	SLmean	MRmean	neg-neg	104	28.8	0.4	56.7	0.1	0.2	0.0	27.4	-68.9
pair	MRmean	SLmean	neg-neg	104	28.8	0.4	56.7	0.1	0.2	0.0	27.4	-68.9
pair	MACDhist	RSmean	pos-neg	158	43.8	0.3	55.7	0.1	0.2	0.0	24.0	-74.1
pair	RSmean	MACDhist	pos-neg	158	43.8	0.3	55.7	0.1	0.2	0.0	24.0	-74.1
pair	RSI	RSIhist	pos-neg	94	26.0	0.1	53.2	0.1	0.1	0.0	17.9	-56.9
pair	RSIhist	RSI	pos-neg	94	26.0	0.1	53.2	0.1	0.1	0.0	17.9	-56.9
pair	RSIhist	RSmean	pos-neg	144	39.9	-0.1	54.9	0.1	0.2	-0.0	25.3	-64.6
pair	RSmean	RSIhist	pos-neg	144	39.9	-0.1	54.9	0.1	0.2	-0.0	25.3	-64.6
pair	RSmean	MRmean	neg-pos	100	27.7	-0.3	58.0	0.1	0.2	-0.0	28.7	-64.0
pair	MRmean	RSmean	neg-pos	100	27.7	-0.3	58.0	0.1	0.2	-0.0	28.7	-64.0
pair	RSI	LWTI	pos-neg	13	3.6	-1.8	61.5	-0.1	-0.1	-0.2	14.7	-7.5
pair	LWTI	RSI	pos-neg	13	3.6	-1.8	61.5	-0.1	-0.1	-0.2	14.7	-7.5
pair	SLmean	RSIhist	pos-neg	45	12.5	-2.4	51.1	-0.0	-0.0	-0.1	19.7	-31.8
pair	RSIhist	SLmean	pos-neg	45	12.5	-2.4	51.1	-0.0	-0.0	-0.1	19.7	-31.8
pair	MACDhist	LWTI	pos-neg	7	1.9	-2.9	57.1	0.0	0.0	-0.9	29.8	-3.1
pair	LWTI	MACDhist	pos-neg	7	1.9	-2.9	57.1	0.0	0.0	-0.9	29.8	-3.1
single	LWTI	LWTI	neg-neg	78	21.6	-3.1	59.0	0.0	0.1	-0.1	28.9	-62.7
pair	MACDhist	LWTI	neg-neg	71	19.7	-3.2	59.2	0.0	0.1	-0.1	29.1	-60.2
pair	LWTI	MACDhist	neg-neg	71	19.7	-3.2	59.2	0.0	0.1	-0.1	29.1	-60.2
pair	RSI	LWTI	neg-neg	65	18.0	-3.4	58.5	0.1	0.1	-0.1	31.1	-62.7
pair	LWTI	RSI	neg-neg	65	18.0	-3.4	58.5	0.1	0.1	-0.1	31.1	-62.7
pair	MRmean	RSI	neg-pos	33	9.1	-3.5	54.5	-0.1	-0.1	-0.1	19.2	-40.8
pair	RSI	MRmean	neg-pos	33	9.1	-3.5	54.5	-0.1	-0.1	-0.1	19.2	-40.8
pair	LWTI	RSmean	pos-neg	77	21.3	-3.8	58.4	0.0	0.0	-0.1	29.1	-62.7
pair	RSmean	LWTI	pos-neg	77	21.3	-3.8	58.4	0.0	0.0	-0.1	29.1	-62.7
pair	RSIhist	MACD	pos-neg	113	31.3	-3.8	53.1	-0.1	-0.1	-0.1	22.4	-64.9
pair	MACD	RSIhist	pos-neg	113	31.3	-3.8	53.1	-0.1	-0.1	-0.1	22.4	-64.9
pair	MACDhist	MACD	pos-neg	111	30.7	-4.0	53.2	-0.1	-0.1	-0.1	21.9	-60.5
pair	MACD	MACDhist	pos-neg	111	30.7	-4.0	53.2	-0.1	-0.1	-0.1	21.9	-60.5
pair	MACD	RSI	pos-neg	29	8.0	-4.7	58.6	0.0	0.0	-0.1	33.4	-46.6
pair	RSI	MACD	pos-neg	29	8.0	-4.7	58.6	0.0	0.0	-0.1	33.4	-46.6
pair	MACD	MRmean	neg-pos	61	16.9	-6.2	55.7	-0.1	-0.1	-0.1	26.2	-59.2
pair	MRmean	MACD	neg-pos	61	16.9	-6.2	55.7	-0.1	-0.1	-0.1	26.2	-59.2
pair	MRmean	LWTI	neg-neg	56	15.5	-7.0	60.7	-0.1	-0.1	-0.1	32.5	-64.2
pair	LWTI	MRmean	neg-neg	56	15.5	-7.0	60.7	-0.1	-0.1	-0.1	32.5	-64.2
pair	RSmean	MACDhist	neg-pos	3	0.8	-8.4	66.7	-0.3	0.0	-1.0	23.4	-8.4
pair	MACDhist	RSmean	neg-pos	3	0.8	-8.4	66.7	-0.3	0.0	-1.0	23.4	-8.4
pair	LWTI	RSIhist	neg-neg	47	13.0	-10.4	57.4	-0.2	-0.3	-0.2	33.2	-59.5
pair	RSIhist	LWTI	neg-neg	47	13.0	-10.4	57.4	-0.2	-0.3	-0.2	33.2	-59.5
pair	RSIhist	SLmean	neg-pos	6	1.7	-10.7	50.0	-0.2	-0.2	-2.1	33.1	-5.1
pair	SLmean	RSIhist	neg-pos	6	1.7	-10.7	50.0	-0.2	-0.2	-2.1	33.1	-5.1
pair	MRmean	MACDhist	neg-pos	9	2.5	-16.3	44.4	-0.3	-0.4	-0.8	38.5	-21.8
pair	MACDhist	MRmean	neg-pos	9	2.5	-16.3	44.4	-0.3	-0.4	-0.8	38.5	-21.8
pair	SLmean	LWTI	neg-neg	45	12.5	-18.5	53.3	-0.4	-0.7	-0.3	33.6	-68.0
pair	LWTI	SLmean	neg-neg	45	12.5	-18.5	53.3	-0.4	-0.7	-0.3	33.6	-68.0
pair	MACD	LWTI	pos-neg	21	5.8	-32.7	57.1	-1.1	-1.6	-0.7	30.9	-44.6
pair	LWTI	MACD	pos-neg	21	5.8	-32.7	57.1	-1.1	-1.6	-0.7	30.9	-44.6

All Contingency Tables for EWN

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 59% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -41.5% Months 211M (58%)	CAGR 26.1% \| Win 61% Sharpe 1.53 \| Sortino 2.91 \| Calmar 2.6 Vol 16% \| MDD -10.0% Months 31M (9%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR 38.5% \| Win 80% Sharpe 1.63 \| Sortino 2.26 \| Calmar 3.9 Vol 22% \| MDD -10.0% Months 15M (4%)	CAGR 0.4% \| Win 57% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 27% \| MDD -68.9% Months 104M (29%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
SLmean only	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 60% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 227M (63%)	CAGR 16.7% \| Win 60% Sharpe 0.99 \| Sortino 1.94 \| Calmar 1.8 Vol 17% \| MDD -9.4% Months 15M (4%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -0.3% \| Win 58% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 29% \| MDD -64.0% Months 100M (28%)	CAGR 34.2% \| Win 68% Sharpe 2.51 \| Sortino 10.90 \| Calmar 16.2 Vol 12% \| MDD -2.1% Months 19M (5%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
RSmean only	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 59% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 16% \| MDD -39.6% Months 196M (54%)	CAGR 16.5% \| Win 61% Sharpe 0.92 \| Sortino 1.63 \| Calmar 0.7 Vol 18% \| MDD -22.3% Months 46M (13%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -6.2% \| Win 56% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -59.2% Months 61M (17%)	CAGR 17.2% \| Win 64% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.4 Vol 27% \| MDD -44.5% Months 58M (16%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
MACD only	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.1 Vol 16% \| MDD -48.6% Months 227M (63%)	CAGR 45.5% \| Win 60% Sharpe 2.10 \| Sortino 10.45 \| Calmar 10.8 Vol 19% \| MDD -4.2% Months 15M (4%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -3.5% \| Win 55% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 19% \| MDD -40.8% Months 33M (9%)	CAGR 7.8% \| Win 62% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.1 Vol 29% \| MDD -66.9% Months 86M (24%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
RSI only	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 63% Sharpe 0.79 \| Sortino 1.25 \| Calmar 0.4 Vol 16% \| MDD -30.3% Months 163M (45%)	CAGR 2.3% \| Win 52% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 18% \| MDD -48.5% Months 79M (22%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -16.3% \| Win 44% Sharpe -0.28 \| Sortino -0.44 \| Calmar -0.7 Vol 38% \| MDD -21.8% Months 9M (2%)	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 26% \| MDD -59.0% Months 110M (30%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 62% Sharpe 0.69 \| Sortino 1.03 \| Calmar 0.3 Vol 16% \| MDD -34.1% Months 178M (49%)	CAGR 4.8% \| Win 53% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.2 Vol 18% \| MDD -22.7% Months 64M (18%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR 12.8% \| Win 78% Sharpe 0.55 \| Sortino 0.56 \| Calmar 2.6 Vol 29% \| MDD -5.0% Months 9M (2%)	CAGR 3.9% \| Win 58% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 27% \| MDD -59.2% Months 110M (30%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 60% Sharpe 0.60 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -42.0% Months 220M (61%)	CAGR 7.4% \| Win 55% Sharpe 0.49 \| Sortino 1.48 \| Calmar 0.5 Vol 17% \| MDD -14.8% Months 22M (6%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR 16.0% \| Win 59% Sharpe 0.83 \| Sortino 1.31 \| Calmar 0.6 Vol 21% \| MDD -27.2% Months 63M (18%)	CAGR -7.0% \| Win 61% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 32% \| MDD -64.2% Months 56M (16%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 60% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -36.6% Months 215M (60%)	CAGR 20.5% \| Win 64% Sharpe 1.13 \| Sortino 1.83 \| Calmar 2.1 Vol 18% \| MDD -10.0% Months 11M (3%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR 1.5% \| Win 56% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 27% \| MDD -66.4% Months 112M (31%)	CAGR 29.0% \| Win 65% Sharpe 2.06 \| Sortino 5.96 \| Calmar 6.2 Vol 13% \| MDD -4.7% Months 23M (6%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
RSmean only	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.4% \| Win 59% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.1 Vol 16% \| MDD -38.5% Months 175M (48%)	CAGR 23.6% \| Win 67% Sharpe 1.20 \| Sortino 2.22 \| Calmar 0.9 Vol 19% \| MDD -26.4% Months 51M (14%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR 2.7% \| Win 57% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.1 Vol 24% \| MDD -48.9% Months 82M (23%)	CAGR 10.7% \| Win 58% Sharpe 0.51 \| Sortino 0.75 \| Calmar 0.2 Vol 27% \| MDD -48.5% Months 53M (15%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
MACD only	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 60% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.7% Months 202M (56%)	CAGR 37.2% \| Win 67% Sharpe 1.63 \| Sortino 3.31 \| Calmar 3.7 Vol 21% \| MDD -10.0% Months 24M (7%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 18% \| MDD -41.5% Months 58M (16%)	CAGR 6.0% \| Win 60% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -70.4% Months 77M (21%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
RSI only	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.0% \| Win 62% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.3 Vol 16% \| MDD -35.0% Months 143M (40%)	CAGR 5.9% \| Win 58% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -40.5% Months 83M (23%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR 13.3% \| Win 62% Sharpe 0.62 \| Sortino 0.77 \| Calmar 0.7 Vol 26% \| MDD -18.8% Months 29M (8%)	CAGR 3.8% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -64.0% Months 106M (29%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.3% \| Win 63% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 16% \| MDD -34.1% Months 181M (50%)	CAGR -2.4% \| Win 51% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 20% \| MDD -31.8% Months 45M (12%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR -10.7% \| Win 50% Sharpe -0.20 \| Sortino -0.22 \| Calmar -2.1 Vol 33% \| MDD -5.1% Months 6M (2%)	CAGR 6.6% \| Win 58% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 25% \| MDD -57.5% Months 129M (36%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.2% \| Win 60% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -44.5% Months 193M (54%)	CAGR 22.5% \| Win 67% Sharpe 1.12 \| Sortino 2.57 \| Calmar 1.2 Vol 20% \| MDD -19.1% Months 33M (9%)	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)
SLmean neg	CAGR 20.5% \| Win 60% Sharpe 1.06 \| Sortino 1.70 \| Calmar 0.9 Vol 19% \| MDD -24.0% Months 90M (25%)	CAGR -18.5% \| Win 53% Sharpe -0.43 \| Sortino -0.71 \| Calmar -0.3 Vol 34% \| MDD -68.0% Months 45M (12%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.0 Vol 19% \| MDD -62.0% Months 238M (66%)	CAGR 16.1% \| Win 62% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 25% \| MDD -45.9% Months 89M (25%)	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)
RSmean neg	CAGR 29.7% \| Win 63% Sharpe 1.81 \| Sortino 5.97 \| Calmar 6.4 Vol 15% \| MDD -4.7% Months 19M (5%)	CAGR 21.9% \| Win 67% Sharpe 1.50 \| Sortino 1.60 \| Calmar 2.6 Vol 14% \| MDD -8.4% Months 15M (4%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)
MACD only	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.2% \| Win 59% Sharpe 0.33 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -46.0% Months 240M (66%)	CAGR 9.7% \| Win 60% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 30% \| MDD -64.0% Months 87M (24%)	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)
RSmean neg	CAGR 21.3% \| Win 60% Sharpe 1.24 \| Sortino 2.50 \| Calmar 2.4 Vol 17% \| MDD -8.7% Months 20M (6%)	CAGR 33.5% \| Win 71% Sharpe 2.82 \| Sortino 8.90 \| Calmar 15.8 Vol 10% \| MDD -2.1% Months 14M (4%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)
RSI only	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 62% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 169M (47%)	CAGR 0.3% \| Win 56% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -74.1% Months 158M (44%)	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)
RSmean neg	CAGR -8.4% \| Win 67% Sharpe -0.29 \| Sortino 0.00 \| Calmar -1.0 Vol 23% \| MDD -8.4% Months 3M (1%)	CAGR 30.2% \| Win 64% Sharpe 2.03 \| Sortino 5.78 \| Calmar 6.5 Vol 14% \| MDD -4.7% Months 31M (9%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 62% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 183M (51%)	CAGR -0.1% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -64.6% Months 144M (40%)	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)
RSmean neg	CAGR 14.6% \| Win 75% Sharpe 0.69 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 4M (1%)	CAGR 27.8% \| Win 63% Sharpe 1.90 \| Sortino 5.39 \| Calmar 6.0 Vol 14% \| MDD -4.7% Months 30M (8%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 59% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 250M (69%)	CAGR -3.8% \| Win 58% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 77M (21%)	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)
RSmean neg	CAGR 25.3% \| Win 64% Sharpe 1.63 \| Sortino 2.98 \| Calmar 2.9 Vol 15% \| MDD -8.7% Months 33M (9%)	CAGR 61.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.0% \| Win 58% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -35.3% Months 228M (63%)	CAGR -4.7% \| Win 59% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 33% \| MDD -46.6% Months 29M (8%)	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)
MACD neg	CAGR 9.0% \| Win 62% Sharpe 0.55 \| Sortino 0.91 \| Calmar 0.3 Vol 19% \| MDD -28.6% Months 32M (9%)	CAGR 20.6% \| Win 62% Sharpe 0.86 \| Sortino 1.25 \| Calmar 0.4 Vol 26% \| MDD -45.9% Months 72M (20%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)
RSI only	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.2% \| Win 62% Sharpe 0.67 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -23.7% Months 146M (40%)	CAGR -4.0% \| Win 53% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 22% \| MDD -60.5% Months 111M (31%)	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)
MACD neg	CAGR 12.2% \| Win 62% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.8 Vol 25% \| MDD -15.2% Months 26M (7%)	CAGR 18.5% \| Win 63% Sharpe 0.84 \| Sortino 1.29 \| Calmar 0.5 Vol 24% \| MDD -36.0% Months 78M (22%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.3% \| Win 62% Sharpe 0.69 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -33.8% Months 144M (40%)	CAGR -3.8% \| Win 53% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 113M (31%)	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)
MACD neg	CAGR 11.4% \| Win 63% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.5 Vol 21% \| MDD -24.0% Months 43M (12%)	CAGR 21.0% \| Win 62% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.6 Vol 26% \| MDD -34.8% Months 61M (17%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -37.1% Months 236M (65%)	CAGR -32.7% \| Win 57% Sharpe -1.10 \| Sortino -1.57 \| Calmar -0.7 Vol 31% \| MDD -44.6% Months 21M (6%)	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)
MACD neg	CAGR 24.7% \| Win 66% Sharpe 1.31 \| Sortino 1.89 \| Calmar 1.6 Vol 18% \| MDD -15.4% Months 47M (13%)	CAGR 10.8% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 28% \| MDD -45.9% Months 57M (16%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.6% \| Win 62% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -46.3% Months 159M (44%)	CAGR 2.2% \| Win 55% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.1 Vol 17% \| MDD -38.7% Months 101M (28%)	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)
RSI neg	CAGR 53.8% \| Win 69% Sharpe 1.66 \| Sortino 1.84 \| Calmar 22.6 Vol 29% \| MDD -2.4% Months 13M (4%)	CAGR 7.6% \| Win 60% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.1 Vol 28% \| MDD -63.2% Months 88M (24%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.6% \| Win 62% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 166M (46%)	CAGR 0.1% \| Win 53% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 18% \| MDD -56.9% Months 94M (26%)	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)
RSI neg	CAGR 26.8% \| Win 67% Sharpe 1.13 \| Sortino 1.42 \| Calmar 1.1 Vol 24% \| MDD -24.0% Months 21M (6%)	CAGR 9.3% \| Win 60% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.1 Vol 29% \| MDD -62.6% Months 80M (22%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -47.4% Months 247M (68%)	CAGR -1.8% \| Win 62% Sharpe -0.06 \| Sortino -0.15 \| Calmar -0.2 Vol 15% \| MDD -7.5% Months 13M (4%)	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)
RSI neg	CAGR 48.8% \| Win 67% Sharpe 2.13 \| Sortino 3.78 \| Calmar 4.4 Vol 20% \| MDD -11.2% Months 36M (10%)	CAGR -3.4% \| Win 58% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 31% \| MDD -62.7% Months 65M (18%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.8% \| Win 63% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.4 Vol 17% \| MDD -26.6% Months 138M (38%)	CAGR 5.4% \| Win 59% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.2 Vol 22% \| MDD -35.1% Months 34M (9%)	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)
MACDhist neg	CAGR 7.0% \| Win 61% Sharpe 0.47 \| Sortino 0.66 \| Calmar 0.2 Vol 18% \| MDD -37.4% Months 49M (14%)	CAGR 3.9% \| Win 56% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 24% \| MDD -67.4% Months 140M (39%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)
RSIhist only	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.1% \| Win 62% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 165M (46%)	CAGR -2.9% \| Win 57% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.9 Vol 30% \| MDD -3.1% Months 7M (2%)	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)
MACDhist neg	CAGR 9.8% \| Win 56% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.3 Vol 18% \| MDD -28.9% Months 118M (33%)	CAGR -3.2% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -60.2% Months 71M (20%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.9% \| Win 63% Sharpe 0.71 \| Sortino 1.00 \| Calmar 0.3 Vol 16% \| MDD -32.5% Months 156M (43%)	CAGR 9.0% \| Win 61% Sharpe 0.51 \| Sortino 0.76 \| Calmar 0.4 Vol 21% \| MDD -24.0% Months 31M (9%)	CAGR 10.5% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -47.9% Months 187M (52%)
RSIhist neg	CAGR 10.2% \| Win 56% Sharpe 0.60 \| Sortino 0.97 \| Calmar 0.3 Vol 19% \| MDD -33.7% Months 127M (35%)	CAGR -10.4% \| Win 57% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.2 Vol 33% \| MDD -59.5% Months 47M (13%)	CAGR 4.2% \| Win 56% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -63.7% Months 174M (48%)
LWTI only	CAGR 10.6% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 283M (78%)	CAGR -3.1% \| Win 59% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -62.7% Months 78M (22%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 59% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -41.5% Months 211M (58%)	CAGR 26.1% \| Win 61% Sharpe 1.53 \| Sortino 2.91 \| Calmar 2.6 Vol 16% \| MDD -10.0% Months 31M (9%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR 38.5% \| Win 80% Sharpe 1.63 \| Sortino 2.26 \| Calmar 3.9 Vol 22% \| MDD -10.0% Months 15M (4%)	CAGR 0.4% \| Win 57% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 27% \| MDD -68.9% Months 104M (29%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
SLmean only	CAGR 8.5% \| Win 61% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -37.7% Months 226M (63%)	CAGR 5.8% \| Win 58% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -66.5% Months 135M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 60% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 227M (63%)	CAGR 16.7% \| Win 60% Sharpe 0.99 \| Sortino 1.94 \| Calmar 1.8 Vol 17% \| MDD -9.4% Months 15M (4%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -0.3% \| Win 58% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 29% \| MDD -64.0% Months 100M (28%)	CAGR 34.2% \| Win 68% Sharpe 2.51 \| Sortino 10.90 \| Calmar 16.2 Vol 12% \| MDD -2.1% Months 19M (5%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
RSmean only	CAGR 5.7% \| Win 59% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -61.6% Months 327M (91%)	CAGR 26.2% \| Win 65% Sharpe 1.70 \| Sortino 3.07 \| Calmar 3.0 Vol 14% \| MDD -8.7% Months 34M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 59% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 16% \| MDD -39.6% Months 196M (54%)	CAGR 16.5% \| Win 61% Sharpe 0.92 \| Sortino 1.63 \| Calmar 0.7 Vol 18% \| MDD -22.3% Months 46M (13%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -6.2% \| Win 56% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -59.2% Months 61M (17%)	CAGR 17.2% \| Win 64% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.4 Vol 27% \| MDD -44.5% Months 58M (16%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
MACD only	CAGR 3.8% \| Win 58% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -60.9% Months 257M (71%)	CAGR 16.9% \| Win 62% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -45.9% Months 104M (29%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.1 Vol 16% \| MDD -48.6% Months 227M (63%)	CAGR 45.5% \| Win 60% Sharpe 2.10 \| Sortino 10.45 \| Calmar 10.8 Vol 19% \| MDD -4.2% Months 15M (4%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -3.5% \| Win 55% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 19% \| MDD -40.8% Months 33M (9%)	CAGR 7.8% \| Win 62% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.1 Vol 29% \| MDD -66.9% Months 86M (24%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
RSI only	CAGR 5.5% \| Win 59% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -49.0% Months 260M (72%)	CAGR 12.7% \| Win 61% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.2 Vol 28% \| MDD -64.0% Months 101M (28%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 63% Sharpe 0.79 \| Sortino 1.25 \| Calmar 0.4 Vol 16% \| MDD -30.3% Months 163M (45%)	CAGR 2.3% \| Win 52% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 18% \| MDD -48.5% Months 79M (22%)	CAGR 8.9% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 17% \| MDD -39.8% Months 242M (67%)
MRmean neg	CAGR -16.3% \| Win 44% Sharpe -0.28 \| Sortino -0.44 \| Calmar -0.7 Vol 38% \| MDD -21.8% Months 9M (2%)	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 26% \| MDD -59.0% Months 110M (30%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 27% \| MDD -64.0% Months 119M (33%)
MACDhist only	CAGR 10.5% \| Win 62% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 172M (48%)	CAGR 4.7% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 23% \| MDD -69.5% Months 189M (52%)