EWO - iShares MSCI Austria ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

60.3%

Best CAGR

102

Total Months

5.6%

Avg CAGR

EWO 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 EWO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSmean	neg-pos	4	1.1	60.3	100.0	13.6	0.0	0.0	3.6	0.0
pair	RSmean	MACDhist	neg-pos	4	1.1	60.3	100.0	13.6	0.0	0.0	3.6	0.0
pair	MACDhist	LWTI	pos-neg	6	1.7	56.6	83.3	2.5	0.0	8.9	18.5	-6.4
pair	LWTI	MACDhist	pos-neg	6	1.7	56.6	83.3	2.5	0.0	8.9	18.5	-6.4
pair	RSmean	MRmean	pos-neg	6	1.7	43.4	83.3	4.9	0.0	44.4	7.5	-1.0
pair	MRmean	RSmean	pos-neg	6	1.7	43.4	83.3	4.9	0.0	44.4	7.5	-1.0
pair	SLmean	RSIhist	neg-pos	18	5.0	42.3	72.2	1.8	3.3	5.6	21.7	-7.5
pair	RSIhist	SLmean	neg-pos	18	5.0	42.3	72.2	1.8	3.3	5.6	21.7	-7.5
pair	RSIhist	RSmean	neg-pos	11	3.1	29.4	72.7	2.7	5.4	30.1	9.6	-1.0
pair	RSmean	RSIhist	neg-pos	11	3.1	29.4	72.7	2.7	5.4	30.1	9.6	-1.0
pair	SLmean	MRmean	pos-neg	19	5.3	28.7	68.4	1.3	2.4	2.5	21.2	-11.7
pair	MRmean	SLmean	pos-neg	19	5.3	28.7	68.4	1.3	2.4	2.5	21.2	-11.7
pair	RSmean	SLmean	pos-neg	6	1.7	25.2	66.7	2.2	5.7	25.8	10.6	-1.0
pair	SLmean	RSmean	pos-neg	6	1.7	25.2	66.7	2.2	5.7	25.8	10.6	-1.0
pair	LWTI	RSIhist	pos-neg	31	8.6	23.7	48.4	1.0	3.0	0.9	24.7	-25.3
pair	RSIhist	LWTI	pos-neg	31	8.6	23.7	48.4	1.0	3.0	0.9	24.7	-25.3
pair	MRmean	RSIhist	neg-pos	23	6.4	23.4	47.8	1.0	3.5	1.1	23.3	-21.5
pair	RSIhist	MRmean	neg-pos	23	6.4	23.4	47.8	1.0	3.5	1.1	23.3	-21.5
pair	MRmean	LWTI	pos-neg	22	6.1	23.2	50.0	1.0	2.7	1.4	23.2	-16.4
pair	LWTI	MRmean	pos-neg	22	6.1	23.2	50.0	1.0	2.7	1.4	23.2	-16.4
pair	SLmean	LWTI	pos-neg	35	9.7	22.3	45.7	1.0	3.0	0.8	23.8	-27.3
pair	LWTI	SLmean	pos-neg	35	9.7	22.3	45.7	1.0	3.0	0.8	23.8	-27.3
pair	RSI	RSIhist	neg-pos	50	13.9	21.4	52.0	0.9	1.9	0.8	24.3	-26.7
pair	RSIhist	RSI	neg-pos	50	13.9	21.4	52.0	0.9	1.9	0.8	24.3	-26.7
pair	SLmean	RSIhist	pos-neg	28	7.8	20.2	64.3	1.2	3.0	1.6	17.3	-12.7
pair	RSIhist	SLmean	pos-neg	28	7.8	20.2	64.3	1.2	3.0	1.6	17.3	-12.7
pair	RSI	MRmean	pos-neg	31	8.6	19.6	54.8	0.8	1.5	0.8	24.6	-24.0
pair	MRmean	RSI	pos-neg	31	8.6	19.6	54.8	0.8	1.5	0.8	24.6	-24.0
pair	MACDhist	SLmean	neg-pos	32	8.9	18.8	59.4	0.8	1.2	0.7	27.8	-28.9
pair	SLmean	MACDhist	neg-pos	32	8.9	18.8	59.4	0.8	1.2	0.7	27.8	-28.9
pair	SLmean	MRmean	neg-pos	17	4.7	18.8	41.2	0.8	4.1	1.1	23.9	-16.7
pair	MRmean	SLmean	neg-pos	17	4.7	18.8	41.2	0.8	4.1	1.1	23.9	-16.7
pair	MACDhist	MACD	pos-pos	146	40.7	18.3	64.4	1.0	1.4	0.4	18.1	-43.7
pair	MACD	MACDhist	pos-pos	146	40.7	18.3	64.4	1.0	1.4	0.4	18.1	-43.7
pair	MACD	LWTI	neg-neg	71	19.8	18.1	50.7	0.7	0.9	0.3	31.5	-55.5
pair	LWTI	MACD	neg-neg	71	19.8	18.1	50.7	0.7	0.9	0.3	31.5	-55.5
pair	MRmean	MACDhist	pos-pos	175	48.7	18.0	65.1	1.0	1.6	0.6	18.0	-30.1
pair	MACDhist	MRmean	pos-pos	175	48.7	18.0	65.1	1.0	1.6	0.6	18.0	-30.1
pair	MACDhist	RSIhist	pos-pos	154	42.9	17.2	64.9	0.9	1.5	0.6	18.7	-28.8
pair	RSIhist	MACDhist	pos-pos	154	42.9	17.2	64.9	0.9	1.5	0.6	18.7	-28.8
pair	MRmean	RSIhist	pos-neg	35	9.7	17.0	62.9	1.0	2.0	0.8	17.6	-21.4
pair	RSIhist	MRmean	pos-neg	35	9.7	17.0	62.9	1.0	2.0	0.8	17.6	-21.4
pair	MACDhist	RSI	neg-pos	32	8.9	17.0	62.5	0.7	1.1	0.7	29.8	-25.2
pair	RSI	MACDhist	neg-pos	32	8.9	17.0	62.5	0.7	1.1	0.7	29.8	-25.2
single	MACDhist	MACDhist	pos-pos	194	54.0	16.5	63.9	0.9	1.3	0.5	19.8	-36.2
pair	RSI	MACDhist	pos-pos	162	45.1	16.4	64.2	1.0	1.5	0.5	17.3	-31.6
pair	MACDhist	RSI	pos-pos	162	45.1	16.4	64.2	1.0	1.5	0.5	17.3	-31.6
pair	SLmean	MACDhist	pos-pos	162	45.1	16.0	64.8	0.9	1.4	0.4	17.9	-37.8
pair	MACDhist	SLmean	pos-pos	162	45.1	16.0	64.8	0.9	1.4	0.4	17.9	-37.8
pair	MACDhist	RSmean	pos-pos	190	52.9	15.7	63.2	0.8	1.3	0.4	20.0	-36.2
pair	RSmean	MACDhist	pos-pos	190	52.9	15.7	63.2	0.8	1.3	0.4	20.0	-36.2
pair	LWTI	MACDhist	pos-pos	188	52.4	15.4	63.3	0.8	1.2	0.4	19.8	-38.2
pair	MACDhist	LWTI	pos-pos	188	52.4	15.4	63.3	0.8	1.2	0.4	19.8	-38.2
pair	MACD	RSmean	pos-neg	137	38.2	15.1	54.7	0.7	1.0	0.3	27.9	-54.5
pair	RSmean	MACD	pos-neg	137	38.2	15.1	54.7	0.7	1.0	0.3	27.9	-54.5
pair	RSI	MACD	neg-neg	122	34.0	14.9	52.5	0.6	0.8	0.3	29.4	-51.9
pair	MACD	RSI	neg-neg	122	34.0	14.9	52.5	0.6	0.8	0.3	29.4	-51.9
pair	MACD	MRmean	pos-pos	154	42.9	14.8	63.6	0.8	1.2	0.4	18.4	-37.2
pair	MRmean	MACD	pos-pos	154	42.9	14.8	63.6	0.8	1.2	0.4	18.4	-37.2
pair	SLmean	MACD	pos-pos	142	39.6	14.4	63.4	0.8	1.2	0.4	18.5	-36.8
pair	MACD	SLmean	pos-pos	142	39.6	14.4	63.4	0.8	1.2	0.4	18.5	-36.8
pair	SLmean	MACD	neg-neg	85	23.7	14.3	55.3	0.6	0.7	0.3	31.6	-54.0
pair	MACD	SLmean	neg-neg	85	23.7	14.3	55.3	0.6	0.7	0.3	31.6	-54.0
pair	MACD	RSIhist	pos-pos	120	33.4	13.8	63.3	0.8	1.1	0.4	18.6	-33.2
pair	RSIhist	MACD	pos-pos	120	33.4	13.8	63.3	0.8	1.1	0.4	18.6	-33.2
pair	MACDhist	RSIhist	pos-neg	40	11.1	13.6	60.0	0.7	0.9	0.4	23.9	-31.0
pair	RSIhist	MACDhist	pos-neg	40	11.1	13.6	60.0	0.7	0.9	0.4	23.9	-31.0
pair	MACD	MRmean	neg-neg	95	26.5	13.1	51.6	0.6	0.7	0.2	30.6	-52.3
pair	MRmean	MACD	neg-neg	95	26.5	13.1	51.6	0.6	0.7	0.2	30.6	-52.3
single	RSIhist	RSIhist	pos-pos	207	57.7	12.9	59.4	0.7	1.1	0.4	20.2	-35.2
single	MRmean	MRmean	pos-pos	219	61.0	12.5	61.2	0.7	1.1	0.3	19.5	-40.6
pair	RSIhist	RSmean	pos-pos	196	54.6	12.0	58.7	0.7	1.1	0.3	20.6	-38.9
pair	RSmean	RSIhist	pos-pos	196	54.6	12.0	58.7	0.7	1.1	0.3	20.6	-38.9
pair	RSI	SLmean	pos-pos	176	49.0	11.9	62.5	0.7	1.0	0.3	18.6	-45.3
pair	SLmean	RSI	pos-pos	176	49.0	11.9	62.5	0.7	1.0	0.3	18.6	-45.3
pair	RSmean	MRmean	pos-pos	213	59.3	11.7	60.6	0.7	1.0	0.3	19.7	-44.4
pair	MACD	RSIhist	neg-pos	87	24.2	11.7	54.0	0.6	1.2	0.4	22.3	-31.4
single	SLmean	SLmean	pos-pos	217	60.4	11.7	59.0	0.7	1.1	0.3	19.6	-45.1
pair	RSIhist	MACD	neg-pos	87	24.2	11.7	54.0	0.6	1.2	0.4	22.3	-31.4
pair	MRmean	RSmean	pos-pos	213	59.3	11.7	60.6	0.7	1.0	0.3	19.7	-44.4
pair	MRmean	RSIhist	pos-pos	184	51.3	11.7	60.9	0.7	1.0	0.3	19.8	-36.6
pair	RSIhist	MRmean	pos-pos	184	51.3	11.7	60.9	0.7	1.0	0.3	19.8	-36.6
pair	MRmean	RSI	pos-pos	188	52.4	11.4	62.2	0.7	1.0	0.2	18.5	-44.7
pair	RSI	MRmean	pos-pos	188	52.4	11.4	62.2	0.7	1.0	0.2	18.5	-44.7
pair	MRmean	LWTI	pos-pos	197	54.9	11.4	62.4	0.7	1.0	0.3	19.0	-40.6
pair	LWTI	MRmean	pos-pos	197	54.9	11.4	62.4	0.7	1.0	0.3	19.0	-40.6
pair	RSmean	SLmean	pos-pos	211	58.8	11.3	58.8	0.6	1.0	0.2	19.8	-45.0
pair	SLmean	RSmean	pos-pos	211	58.8	11.3	58.8	0.6	1.0	0.2	19.8	-45.0
pair	MACD	MACDhist	neg-pos	48	13.4	11.2	62.5	0.6	1.1	0.4	24.4	-27.6
pair	MACDhist	MACD	neg-pos	48	13.4	11.2	62.5	0.6	1.1	0.4	24.4	-27.6
pair	SLmean	MRmean	pos-pos	200	55.7	11.1	60.5	0.6	1.0	0.2	19.3	-45.0
pair	MRmean	SLmean	pos-pos	200	55.7	11.1	60.5	0.6	1.0	0.2	19.3	-45.0
pair	LWTI	RSIhist	pos-pos	176	49.0	11.1	61.4	0.6	0.9	0.3	19.4	-37.1
pair	RSIhist	LWTI	pos-pos	176	49.0	11.1	61.4	0.6	0.9	0.3	19.4	-37.1
pair	RSmean	RSI	pos-neg	136	37.9	11.0	52.9	0.5	0.7	0.2	30.1	-66.7
pair	RSI	RSmean	pos-neg	136	37.9	11.0	52.9	0.5	0.7	0.2	30.1	-66.7
pair	SLmean	RSI	pos-neg	41	11.4	10.8	43.9	0.5	1.1	0.3	23.8	-35.0
pair	RSI	SLmean	pos-neg	41	11.4	10.8	43.9	0.5	1.1	0.3	23.8	-35.0
single	MACD	MACD	neg-neg	160	44.6	10.7	53.1	0.5	0.7	0.2	27.3	-53.5
pair	MACD	MACDhist	neg-neg	112	31.2	10.5	49.1	0.5	0.7	0.2	28.6	-54.6
pair	MACDhist	MACD	neg-neg	112	31.2	10.5	49.1	0.5	0.7	0.2	28.6	-54.6
pair	RSIhist	SLmean	pos-pos	189	52.6	10.4	58.2	0.6	0.9	0.2	20.0	-48.0
pair	SLmean	RSIhist	pos-pos	189	52.6	10.4	58.2	0.6	0.9	0.2	20.0	-48.0
pair	RSIhist	RSI	pos-pos	157	43.7	10.3	61.8	0.6	0.9	0.2	18.7	-42.2
pair	RSI	RSIhist	pos-pos	157	43.7	10.3	61.8	0.6	0.9	0.2	18.7	-42.2
pair	RSmean	LWTI	pos-pos	249	69.4	10.1	59.8	0.6	0.9	0.2	20.7	-42.6
pair	LWTI	RSmean	pos-pos	249	69.4	10.1	59.8	0.6	0.9	0.2	20.7	-42.6
pair	LWTI	SLmean	pos-pos	182	50.7	9.7	61.5	0.6	0.8	0.2	18.8	-51.9
pair	SLmean	LWTI	pos-pos	182	50.7	9.7	61.5	0.6	0.8	0.2	18.8	-51.9
pair	LWTI	MACD	pos-pos	181	50.4	9.6	61.3	0.6	0.8	0.2	19.9	-54.1
pair	MACD	LWTI	pos-pos	181	50.4	9.6	61.3	0.6	0.8	0.2	19.9	-54.1
pair	MACD	RSIhist	neg-neg	73	20.3	9.5	52.1	0.5	0.6	0.2	32.5	-58.6
pair	RSIhist	MACD	neg-neg	73	20.3	9.5	52.1	0.5	0.6	0.2	32.5	-58.6
single	RSmean	RSmean	pos-pos	333	92.8	9.0	57.1	0.5	0.7	0.1	24.3	-72.6
pair	RSI	MACD	pos-pos	166	46.2	9.0	60.8	0.6	0.8	0.2	19.4	-52.4
pair	MACD	RSI	pos-pos	166	46.2	9.0	60.8	0.6	0.8	0.2	19.4	-52.4
pair	LWTI	RSI	neg-pos	78	21.7	8.5	55.1	0.5	0.6	0.2	25.8	-39.8
pair	RSI	LWTI	neg-pos	78	21.7	8.5	55.1	0.5	0.6	0.2	25.8	-39.8
single	LWTI	LWTI	pos-pos	270	75.2	8.1	59.3	0.5	0.7	0.2	21.1	-49.9
pair	LWTI	RSI	pos-pos	192	53.5	8.0	60.9	0.5	0.7	0.2	19.0	-44.3
pair	RSI	LWTI	pos-pos	192	53.5	8.0	60.9	0.5	0.7	0.2	19.0	-44.3
pair	RSmean	RSI	pos-pos	197	54.9	7.6	59.9	0.5	0.7	0.2	19.3	-47.2
pair	RSI	RSmean	pos-pos	197	54.9	7.6	59.9	0.5	0.7	0.2	19.3	-47.2
single	RSI	RSI	neg-neg	155	43.2	7.4	51.6	0.4	0.5	0.1	29.5	-66.7
pair	MACD	MRmean	pos-neg	65	18.1	7.3	55.4	0.4	0.7	0.3	21.9	-28.4
pair	MRmean	MACD	pos-neg	65	18.1	7.3	55.4	0.4	0.7	0.3	21.9	-28.4
pair		benchmark___benchmark_	benchmark-benchmark	359	100.0	7.1	56.3	0.4	0.6	0.1	24.2	-73.7
pair	benchmark___benchmark_		benchmark-benchmark	359	100.0	7.1	56.3	0.4	0.6	0.1	24.2	-73.7
single	RSI	RSI	pos-pos	204	56.8	6.9	59.8	0.5	0.7	0.1	19.3	-45.9
pair	MACD	SLmean	pos-neg	75	20.9	6.7	50.7	0.4	0.8	0.2	21.7	-36.7
pair	SLmean	MACD	pos-neg	75	20.9	6.7	50.7	0.4	0.8	0.2	21.7	-36.7
pair	SLmean	RSI	neg-neg	114	31.8	6.3	54.4	0.4	0.4	0.1	31.4	-66.7
pair	RSI	SLmean	neg-neg	114	31.8	6.3	54.4	0.4	0.4	0.1	31.4	-66.7
pair	LWTI	RSI	neg-neg	77	21.4	6.3	48.1	0.4	0.5	0.1	33.0	-68.2
pair	RSI	LWTI	neg-neg	77	21.4	6.3	48.1	0.4	0.5	0.1	33.0	-68.2
pair	LWTI	RSmean	pos-neg	84	23.4	5.8	48.8	0.3	0.5	0.1	32.7	-69.8
pair	RSmean	LWTI	pos-neg	84	23.4	5.8	48.8	0.3	0.5	0.1	32.7	-69.8
pair	RSI	MACDhist	neg-neg	123	34.3	5.1	48.8	0.3	0.4	0.1	29.5	-66.7
pair	MACDhist	RSI	neg-neg	123	34.3	5.1	48.8	0.3	0.4	0.1	29.5	-66.7
pair	LWTI	MACD	neg-pos	89	24.8	5.1	55.1	0.3	0.5	0.2	23.6	-27.6
pair	MACD	LWTI	neg-pos	89	24.8	5.1	55.1	0.3	0.5	0.2	23.6	-27.6
pair	SLmean	RSmean	neg-pos	122	34.0	5.1	54.1	0.3	0.4	0.1	30.5	-69.8
pair	RSmean	SLmean	neg-pos	122	34.0	5.1	54.1	0.3	0.4	0.1	30.5	-69.8
pair	MACD	RSmean	pos-pos	196	54.6	4.9	58.7	0.3	0.4	0.1	21.3	-75.9
pair	RSmean	MACD	pos-pos	196	54.6	4.9	58.7	0.3	0.4	0.1	21.3	-75.9
pair	SLmean	LWTI	neg-pos	88	24.5	4.9	54.5	0.3	0.4	0.1	25.5	-50.3
pair	LWTI	SLmean	neg-pos	88	24.5	4.9	54.5	0.3	0.4	0.1	25.5	-50.3
pair	RSIhist	RSmean	pos-neg	137	38.2	4.8	54.7	0.3	0.4	0.1	28.7	-69.8
pair	RSmean	RSIhist	pos-neg	137	38.2	4.8	54.7	0.3	0.4	0.1	28.7	-69.8
pair	RSI	MRmean	neg-neg	124	34.5	4.6	50.8	0.3	0.4	0.1	30.6	-66.7
pair	MRmean	RSI	neg-neg	124	34.5	4.6	50.8	0.3	0.4	0.1	30.6	-66.7
single	MACD	MACD	pos-pos	199	55.4	4.4	58.8	0.3	0.4	0.1	21.4	-76.7
pair	RSmean	MRmean	neg-pos	120	33.4	4.3	50.8	0.3	0.4	0.1	30.9	-69.8
pair	MRmean	RSmean	neg-pos	120	33.4	4.3	50.8	0.3	0.4	0.1	30.9	-69.8
single	LWTI	LWTI	neg-neg	89	24.8	4.2	47.2	0.3	0.4	0.1	31.9	-69.8
pair	MACDhist	MRmean	neg-pos	19	5.3	3.1	52.6	0.2	0.4	0.1	32.4	-31.5
pair	MRmean	MACDhist	neg-pos	19	5.3	3.1	52.6	0.2	0.4	0.1	32.4	-31.5
pair	RSIhist	LWTI	neg-pos	94	26.2	2.8	55.3	0.2	0.3	0.1	24.2	-55.5
pair	LWTI	RSIhist	neg-pos	94	26.2	2.8	55.3	0.2	0.3	0.1	24.2	-55.5
pair	RSIhist	RSI	neg-neg	105	29.2	1.4	51.4	0.2	0.3	0.0	31.6	-68.1
pair	RSI	RSIhist	neg-neg	105	29.2	1.4	51.4	0.2	0.3	0.0	31.6	-68.1
pair	MACDhist	RSIhist	neg-pos	53	14.8	1.2	43.4	0.2	0.3	0.0	24.1	-31.5
pair	RSIhist	MACDhist	neg-pos	53	14.8	1.2	43.4	0.2	0.3	0.0	24.1	-31.5
pair	MACDhist	LWTI	neg-neg	83	23.1	1.2	44.6	0.2	0.3	0.0	32.6	-71.5
pair	LWTI	MACDhist	neg-neg	83	23.1	1.2	44.6	0.2	0.3	0.0	32.6	-71.5
pair	MACDhist	RSmean	pos-neg	143	39.8	0.7	49.0	0.2	0.2	0.0	29.0	-72.6
pair	RSmean	MACDhist	pos-neg	143	39.8	0.7	49.0	0.2	0.2	0.0	29.0	-72.6
single	SLmean	SLmean	neg-neg	142	39.6	0.6	52.1	0.2	0.2	0.0	29.9	-69.8
pair	MRmean	LWTI	neg-pos	73	20.3	-0.1	50.7	0.1	0.2	-0.0	26.1	-51.3
pair	LWTI	MRmean	neg-pos	73	20.3	-0.1	50.7	0.1	0.2	-0.0	26.1	-51.3
single	RSIhist	RSIhist	neg-neg	152	42.3	-0.2	52.0	0.1	0.2	-0.0	28.8	-72.2
pair	MACDhist	SLmean	pos-neg	55	15.3	-0.3	41.8	0.1	0.2	-0.0	24.0	-38.3
pair	SLmean	MACDhist	pos-neg	55	15.3	-0.3	41.8	0.1	0.2	-0.0	24.0	-38.3
single	MRmean	MRmean	neg-neg	140	39.0	-0.7	48.6	0.1	0.2	-0.0	30.2	-69.8
pair	MACDhist	MRmean	neg-neg	121	33.7	-1.3	47.9	0.1	0.1	-0.0	30.0	-70.2
pair	MRmean	MACDhist	neg-neg	121	33.7	-1.3	47.9	0.1	0.1	-0.0	30.0	-70.2
pair	MRmean	LWTI	neg-neg	67	18.7	-1.4	46.3	0.1	0.2	-0.0	34.3	-70.6
pair	LWTI	MRmean	neg-neg	67	18.7	-1.4	46.3	0.1	0.2	-0.0	34.3	-70.6
pair	MACD	RSI	neg-pos	38	10.6	-1.9	55.3	-0.0	-0.0	-0.1	18.9	-23.9
pair	RSI	MACD	neg-pos	38	10.6	-1.9	55.3	-0.0	-0.0	-0.1	18.9	-23.9
single	MACDhist	MACDhist	neg-neg	165	46.0	-2.9	47.3	0.1	0.1	-0.0	28.4	-74.9
pair	SLmean	MRmean	neg-neg	123	34.3	-3.2	49.6	0.1	0.1	-0.0	31.0	-71.7
pair	MRmean	SLmean	neg-neg	123	34.3	-3.2	49.6	0.1	0.1	-0.0	31.0	-71.7
pair	RSI	RSIhist	pos-neg	47	13.1	-3.7	53.2	-0.1	-0.1	-0.1	21.2	-52.5
pair	RSIhist	RSI	pos-neg	47	13.1	-3.7	53.2	-0.1	-0.1	-0.1	21.2	-52.5
pair	SLmean	MACDhist	neg-neg	110	30.6	-4.2	50.0	0.0	0.0	-0.1	30.5	-69.8
pair	MACDhist	SLmean	neg-neg	110	30.6	-4.2	50.0	0.0	0.0	-0.1	30.5	-69.8
pair	RSIhist	SLmean	neg-neg	124	34.5	-4.4	49.2	0.0	0.0	-0.1	30.7	-72.5
pair	SLmean	RSIhist	neg-neg	124	34.5	-4.4	49.2	0.0	0.0	-0.1	30.7	-72.5
pair	MACDhist	RSIhist	neg-neg	112	31.2	-4.8	49.1	0.0	0.0	-0.1	30.3	-70.7
pair	RSIhist	MACDhist	neg-neg	112	31.2	-4.8	49.1	0.0	0.0	-0.1	30.3	-70.7
pair	RSIhist	MRmean	neg-neg	117	32.6	-4.9	48.7	0.0	0.0	-0.1	31.3	-72.8
pair	MRmean	RSIhist	neg-neg	117	32.6	-4.9	48.7	0.0	0.0	-0.1	31.3	-72.8
pair	RSIhist	LWTI	neg-neg	58	16.2	-5.0	46.6	0.0	0.1	-0.1	35.1	-71.3
pair	LWTI	RSIhist	neg-neg	58	16.2	-5.0	46.6	0.0	0.1	-0.1	35.1	-71.3
pair	LWTI	SLmean	neg-neg	54	15.0	-6.1	48.1	0.0	0.0	-0.1	36.2	-70.3
pair	SLmean	LWTI	neg-neg	54	15.0	-6.1	48.1	0.0	0.0	-0.1	36.2	-70.3
pair	MACDhist	LWTI	neg-pos	82	22.8	-6.8	50.0	-0.2	-0.2	-0.1	23.5	-52.8
pair	LWTI	MACDhist	neg-pos	82	22.8	-6.8	50.0	-0.2	-0.2	-0.1	23.5	-52.8
pair	MACDhist	MRmean	pos-neg	44	12.3	-7.0	45.5	-0.2	-0.3	-0.2	23.8	-35.9
pair	MRmean	MACDhist	pos-neg	44	12.3	-7.0	45.5	-0.2	-0.3	-0.2	23.8	-35.9
pair	MACD	RSIhist	pos-neg	79	22.0	-8.4	51.9	-0.2	-0.3	-0.1	24.7	-78.0
pair	RSIhist	MACD	pos-neg	79	22.0	-8.4	51.9	-0.2	-0.3	-0.1	24.7	-78.0
pair	RSI	LWTI	pos-neg	12	3.3	-8.7	41.7	-0.3	-0.6	-0.4	24.0	-22.8
pair	LWTI	RSI	pos-neg	12	3.3	-8.7	41.7	-0.3	-0.6	-0.4	24.0	-22.8
pair	RSI	RSmean	neg-pos	7	1.9	-10.6	57.1	-0.5	-0.5	-0.9	20.2	-11.3
pair	RSmean	RSI	neg-pos	7	1.9	-10.6	57.1	-0.5	-0.5	-0.9	20.2	-11.3
pair	MACD	RSmean	neg-neg	23	6.4	-12.5	43.5	-0.5	-0.4	-0.4	22.9	-28.4
pair	RSmean	MACD	neg-neg	23	6.4	-12.5	43.5	-0.5	-0.4	-0.4	22.9	-28.4
pair	LWTI	RSmean	neg-pos	21	5.8	-12.6	52.4	-0.4	-0.3	-0.4	25.5	-30.4
pair	RSmean	LWTI	neg-pos	21	5.8	-12.6	52.4	-0.4	-0.3	-0.4	25.5	-30.4
single	RSmean	RSmean	neg-neg	26	7.2	-13.9	46.2	-0.5	-0.5	-0.4	23.0	-34.1
pair	RSmean	RSI	neg-neg	19	5.3	-15.1	42.1	-0.5	-0.5	-0.5	24.5	-28.2
pair	RSI	RSmean	neg-neg	19	5.3	-15.1	42.1	-0.5	-0.5	-0.5	24.5	-28.2
pair	MACD	RSI	pos-neg	33	9.2	-16.2	48.5	-0.5	-0.6	-0.3	29.0	-58.3
pair	RSI	MACD	pos-neg	33	9.2	-16.2	48.5	-0.5	-0.6	-0.3	29.0	-58.3
pair	SLmean	MACD	neg-pos	57	15.9	-16.9	47.4	-0.6	-0.7	-0.2	26.4	-74.2
pair	MACD	SLmean	neg-pos	57	15.9	-16.9	47.4	-0.6	-0.7	-0.2	26.4	-74.2
pair	RSmean	LWTI	neg-neg	5	1.4	-19.5	20.0	-3.6	-5.6	-3.2	6.0	-6.2
pair	LWTI	RSmean	neg-neg	5	1.4	-19.5	20.0	-3.6	-5.6	-3.2	6.0	-6.2
pair	RSI	SLmean	neg-pos	28	7.8	-19.5	42.9	-0.9	-1.3	-0.5	22.0	-42.6
pair	SLmean	RSI	neg-pos	28	7.8	-19.5	42.9	-0.9	-1.3	-0.5	22.0	-42.6
pair	RSI	MACDhist	pos-neg	42	11.7	-22.9	42.9	-1.0	-1.5	-0.4	23.9	-58.7
pair	MACDhist	RSI	pos-neg	42	11.7	-22.9	42.9	-1.0	-1.5	-0.4	23.9	-58.7
pair	RSmean	SLmean	neg-neg	20	5.6	-23.1	40.0	-0.9	-0.8	-0.6	25.0	-38.3
pair	SLmean	RSmean	neg-neg	20	5.6	-23.1	40.0	-0.9	-0.8	-0.6	25.0	-38.3
pair	MACDhist	RSmean	neg-neg	22	6.1	-23.2	36.4	-1.0	-0.9	-0.6	23.7	-41.0
pair	RSmean	MACDhist	neg-neg	22	6.1	-23.2	36.4	-1.0	-0.9	-0.6	23.7	-41.0
pair	RSmean	MACD	neg-pos	3	0.8	-24.2	66.7	-0.8	0.0	0.0	28.8	0.0
pair	MACD	RSmean	neg-pos	3	0.8	-24.2	66.7	-0.8	0.0	0.0	28.8	0.0
pair	MACD	MRmean	neg-pos	45	12.5	-24.6	42.2	-0.8	-1.2	-0.3	27.9	-73.6
pair	MRmean	MACD	neg-pos	45	12.5	-24.6	42.2	-0.8	-1.2	-0.3	27.9	-73.6
pair	MACDhist	MACD	pos-neg	53	14.8	-26.0	43.4	-1.0	-1.4	-0.3	26.5	-75.1
pair	MACD	MACDhist	pos-neg	53	14.8	-26.0	43.4	-1.0	-1.4	-0.3	26.5	-75.1
pair	RSmean	MRmean	neg-neg	20	5.6	-26.2	35.0	-1.1	-1.0	-0.6	24.5	-42.3
pair	MRmean	RSmean	neg-neg	20	5.6	-26.2	35.0	-1.1	-1.0	-0.6	24.5	-42.3
pair	MRmean	RSI	neg-pos	16	4.5	-33.8	31.2	-1.6	-2.5	-0.8	23.8	-43.4
pair	RSI	MRmean	neg-pos	16	4.5	-33.8	31.2	-1.6	-2.5	-0.8	23.8	-43.4
pair	RSIhist	RSmean	neg-neg	15	4.2	-36.2	26.7	-1.5	-1.5	-0.8	26.7	-45.5
pair	RSmean	RSIhist	neg-neg	15	4.2	-36.2	26.7	-1.5	-1.5	-0.8	26.7	-45.5
pair	MACD	LWTI	pos-neg	18	5.0	-36.4	33.3	-1.3	-1.8	-0.7	30.2	-56.1
pair	LWTI	MACD	pos-neg	18	5.0	-36.4	33.3	-1.3	-1.8	-0.7	30.2	-56.1

All Contingency Tables for EWO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 60% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.2 Vol 19% \| MDD -45.0% Months 200M (56%)	CAGR 28.7% \| Win 68% Sharpe 1.30 \| Sortino 2.35 \| Calmar 2.5 Vol 21% \| MDD -11.7% Months 19M (5%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 18.8% \| Win 41% Sharpe 0.83 \| Sortino 4.08 \| Calmar 1.1 Vol 24% \| MDD -16.7% Months 17M (5%)	CAGR -3.2% \| Win 50% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 31% \| MDD -71.7% Months 123M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
SLmean only	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -44.4% Months 213M (59%)	CAGR 43.4% \| Win 83% Sharpe 4.93 \| Sortino 0.00 \| Calmar 44.4 Vol 8% \| MDD -1.0% Months 6M (2%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 4.3% \| Win 51% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 31% \| MDD -69.8% Months 120M (33%)	CAGR -26.2% \| Win 35% Sharpe -1.09 \| Sortino -1.01 \| Calmar -0.6 Vol 24% \| MDD -42.3% Months 20M (6%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
RSmean only	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 64% Sharpe 0.84 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -37.2% Months 154M (43%)	CAGR 7.3% \| Win 55% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.3 Vol 22% \| MDD -28.4% Months 65M (18%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR -24.6% \| Win 42% Sharpe -0.85 \| Sortino -1.16 \| Calmar -0.3 Vol 28% \| MDD -73.6% Months 45M (12%)	CAGR 13.1% \| Win 52% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 31% \| MDD -52.3% Months 95M (26%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
MACD only	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 62% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 18% \| MDD -44.7% Months 188M (52%)	CAGR 19.6% \| Win 55% Sharpe 0.85 \| Sortino 1.51 \| Calmar 0.8 Vol 25% \| MDD -24.0% Months 31M (9%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR -33.8% \| Win 31% Sharpe -1.59 \| Sortino -2.49 \| Calmar -0.8 Vol 24% \| MDD -43.4% Months 16M (4%)	CAGR 4.6% \| Win 51% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -66.7% Months 124M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 65% Sharpe 1.01 \| Sortino 1.60 \| Calmar 0.6 Vol 18% \| MDD -30.1% Months 175M (49%)	CAGR -7.0% \| Win 46% Sharpe -0.19 \| Sortino -0.30 \| Calmar -0.2 Vol 24% \| MDD -35.9% Months 44M (12%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 32% \| MDD -31.5% Months 19M (5%)	CAGR -1.3% \| Win 48% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.0 Vol 30% \| MDD -70.2% Months 121M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 61% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 20% \| MDD -36.6% Months 184M (51%)	CAGR 17.0% \| Win 63% Sharpe 0.98 \| Sortino 1.97 \| Calmar 0.8 Vol 18% \| MDD -21.4% Months 35M (10%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 23.4% \| Win 48% Sharpe 1.01 \| Sortino 3.49 \| Calmar 1.1 Vol 23% \| MDD -21.5% Months 23M (6%)	CAGR -4.9% \| Win 49% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -72.8% Months 117M (33%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 19% \| MDD -40.6% Months 197M (55%)	CAGR 23.2% \| Win 50% Sharpe 1.01 \| Sortino 2.67 \| Calmar 1.4 Vol 23% \| MDD -16.4% Months 22M (6%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR -0.1% \| Win 51% Sharpe 0.13 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -51.3% Months 73M (20%)	CAGR -1.4% \| Win 46% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 34% \| MDD -70.6% Months 67M (19%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.3% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -45.0% Months 211M (59%)	CAGR 25.2% \| Win 67% Sharpe 2.19 \| Sortino 5.68 \| Calmar 25.8 Vol 11% \| MDD -1.0% Months 6M (2%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR 5.1% \| Win 54% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 30% \| MDD -69.8% Months 122M (34%)	CAGR -23.1% \| Win 40% Sharpe -0.90 \| Sortino -0.82 \| Calmar -0.6 Vol 25% \| MDD -38.3% Months 20M (6%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
RSmean only	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 14.4% \| Win 63% Sharpe 0.82 \| Sortino 1.20 \| Calmar 0.4 Vol 18% \| MDD -36.8% Months 142M (40%)	CAGR 6.7% \| Win 51% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -36.7% Months 75M (21%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR -16.9% \| Win 47% Sharpe -0.56 \| Sortino -0.73 \| Calmar -0.2 Vol 26% \| MDD -74.2% Months 57M (16%)	CAGR 14.3% \| Win 55% Sharpe 0.59 \| Sortino 0.72 \| Calmar 0.3 Vol 32% \| MDD -54.0% Months 85M (24%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
MACD only	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 62% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -45.3% Months 176M (49%)	CAGR 10.8% \| Win 44% Sharpe 0.54 \| Sortino 1.14 \| Calmar 0.3 Vol 24% \| MDD -35.0% Months 41M (11%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR -19.5% \| Win 43% Sharpe -0.87 \| Sortino -1.30 \| Calmar -0.5 Vol 22% \| MDD -42.6% Months 28M (8%)	CAGR 6.3% \| Win 54% Sharpe 0.36 \| Sortino 0.44 \| Calmar 0.1 Vol 31% \| MDD -66.7% Months 114M (32%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 65% Sharpe 0.92 \| Sortino 1.42 \| Calmar 0.4 Vol 18% \| MDD -37.8% Months 162M (45%)	CAGR -0.3% \| Win 42% Sharpe 0.10 \| Sortino 0.19 \| Calmar -0.0 Vol 24% \| MDD -38.3% Months 55M (15%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR 18.8% \| Win 59% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.6 Vol 28% \| MDD -28.9% Months 32M (9%)	CAGR -4.2% \| Win 50% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 30% \| MDD -69.8% Months 110M (31%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 58% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 20% \| MDD -48.0% Months 189M (53%)	CAGR 20.2% \| Win 64% Sharpe 1.16 \| Sortino 2.96 \| Calmar 1.6 Vol 17% \| MDD -12.7% Months 28M (8%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR 42.3% \| Win 72% Sharpe 1.75 \| Sortino 3.26 \| Calmar 5.6 Vol 22% \| MDD -7.5% Months 18M (5%)	CAGR -4.4% \| Win 49% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 31% \| MDD -72.5% Months 124M (34%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.7% \| Win 62% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.2 Vol 19% \| MDD -51.9% Months 182M (51%)	CAGR 22.3% \| Win 46% Sharpe 0.96 \| Sortino 3.04 \| Calmar 0.8 Vol 24% \| MDD -27.3% Months 35M (10%)	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)
SLmean neg	CAGR 4.9% \| Win 55% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 26% \| MDD -50.3% Months 88M (24%)	CAGR -6.1% \| Win 48% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 36% \| MDD -70.3% Months 54M (15%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 59% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 21% \| MDD -75.9% Months 196M (55%)	CAGR 15.1% \| Win 55% Sharpe 0.65 \| Sortino 0.96 \| Calmar 0.3 Vol 28% \| MDD -54.5% Months 137M (38%)	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)
RSmean neg	CAGR -24.2% \| Win 67% Sharpe -0.85 \| Sortino 0.00 \| Calmar 0.0 Vol 29% \| MDD 0.0% Months 3M (1%)	CAGR -12.5% \| Win 44% Sharpe -0.45 \| Sortino -0.40 \| Calmar -0.4 Vol 23% \| MDD -28.4% Months 23M (6%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)
MACD only	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.6% \| Win 60% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -47.2% Months 197M (55%)	CAGR 11.0% \| Win 53% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 30% \| MDD -66.7% Months 136M (38%)	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)
RSmean neg	CAGR -10.6% \| Win 57% Sharpe -0.47 \| Sortino -0.52 \| Calmar -0.9 Vol 20% \| MDD -11.3% Months 7M (2%)	CAGR -15.1% \| Win 42% Sharpe -0.53 \| Sortino -0.46 \| Calmar -0.5 Vol 24% \| MDD -28.2% Months 19M (5%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 15.7% \| Win 63% Sharpe 0.83 \| Sortino 1.28 \| Calmar 0.4 Vol 20% \| MDD -36.2% Months 190M (53%)	CAGR 0.7% \| Win 49% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -72.6% Months 143M (40%)	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)
RSmean neg	CAGR 60.3% \| Win 100% Sharpe 13.58 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (1%)	CAGR -23.2% \| Win 36% Sharpe -0.97 \| Sortino -0.89 \| Calmar -0.6 Vol 24% \| MDD -41.0% Months 22M (6%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.0% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 196M (55%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -69.8% Months 137M (38%)	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)
RSmean neg	CAGR 29.4% \| Win 73% Sharpe 2.74 \| Sortino 5.38 \| Calmar 30.1 Vol 10% \| MDD -1.0% Months 11M (3%)	CAGR -36.2% \| Win 27% Sharpe -1.51 \| Sortino -1.46 \| Calmar -0.8 Vol 27% \| MDD -45.5% Months 15M (4%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.1% \| Win 60% Sharpe 0.57 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -42.6% Months 249M (69%)	CAGR 5.8% \| Win 49% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 33% \| MDD -69.8% Months 84M (23%)	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)
RSmean neg	CAGR -12.6% \| Win 52% Sharpe -0.38 \| Sortino -0.32 \| Calmar -0.4 Vol 26% \| MDD -30.4% Months 21M (6%)	CAGR -19.5% \| Win 20% Sharpe -3.57 \| Sortino -5.57 \| Calmar -3.2 Vol 6% \| MDD -6.2% Months 5M (1%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.0% \| Win 61% Sharpe 0.55 \| Sortino 0.78 \| Calmar 0.2 Vol 19% \| MDD -52.4% Months 166M (46%)	CAGR -16.2% \| Win 48% Sharpe -0.45 \| Sortino -0.57 \| Calmar -0.3 Vol 29% \| MDD -58.3% Months 33M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)
MACD neg	CAGR -1.9% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 19% \| MDD -23.9% Months 38M (11%)	CAGR 14.9% \| Win 52% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 29% \| MDD -51.9% Months 122M (34%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 18.3% \| Win 64% Sharpe 1.02 \| Sortino 1.45 \| Calmar 0.4 Vol 18% \| MDD -43.7% Months 146M (41%)	CAGR -26.0% \| Win 43% Sharpe -0.99 \| Sortino -1.40 \| Calmar -0.3 Vol 26% \| MDD -75.1% Months 53M (15%)	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)
MACD neg	CAGR 11.2% \| Win 62% Sharpe 0.55 \| Sortino 1.07 \| Calmar 0.4 Vol 24% \| MDD -27.6% Months 48M (13%)	CAGR 10.5% \| Win 49% Sharpe 0.50 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -54.6% Months 112M (31%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 13.8% \| Win 63% Sharpe 0.79 \| Sortino 1.09 \| Calmar 0.4 Vol 19% \| MDD -33.2% Months 120M (33%)	CAGR -8.4% \| Win 52% Sharpe -0.23 \| Sortino -0.30 \| Calmar -0.1 Vol 25% \| MDD -78.0% Months 79M (22%)	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)
MACD neg	CAGR 11.7% \| Win 54% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.4 Vol 22% \| MDD -31.4% Months 87M (24%)	CAGR 9.5% \| Win 52% Sharpe 0.45 \| Sortino 0.55 \| Calmar 0.2 Vol 32% \| MDD -58.6% Months 73M (20%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.6% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 20% \| MDD -54.1% Months 181M (50%)	CAGR -36.4% \| Win 33% Sharpe -1.31 \| Sortino -1.78 \| Calmar -0.6 Vol 30% \| MDD -56.1% Months 18M (5%)	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)
MACD neg	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.2 Vol 24% \| MDD -27.6% Months 89M (25%)	CAGR 18.1% \| Win 51% Sharpe 0.69 \| Sortino 0.95 \| Calmar 0.3 Vol 32% \| MDD -55.5% Months 71M (20%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 16.4% \| Win 64% Sharpe 0.97 \| Sortino 1.53 \| Calmar 0.5 Vol 17% \| MDD -31.6% Months 162M (45%)	CAGR -22.9% \| Win 43% Sharpe -0.96 \| Sortino -1.52 \| Calmar -0.4 Vol 24% \| MDD -58.7% Months 42M (12%)	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)
RSI neg	CAGR 17.0% \| Win 62% Sharpe 0.68 \| Sortino 1.09 \| Calmar 0.7 Vol 30% \| MDD -25.2% Months 32M (9%)	CAGR 5.1% \| Win 49% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 123M (34%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.3% \| Win 62% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 19% \| MDD -42.2% Months 157M (44%)	CAGR -3.7% \| Win 53% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.1 Vol 21% \| MDD -52.5% Months 47M (13%)	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)
RSI neg	CAGR 21.4% \| Win 52% Sharpe 0.92 \| Sortino 1.90 \| Calmar 0.8 Vol 24% \| MDD -26.7% Months 50M (14%)	CAGR 1.4% \| Win 51% Sharpe 0.21 \| Sortino 0.26 \| Calmar 0.0 Vol 32% \| MDD -68.1% Months 105M (29%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.0% \| Win 61% Sharpe 0.50 \| Sortino 0.72 \| Calmar 0.2 Vol 19% \| MDD -44.3% Months 192M (54%)	CAGR -8.7% \| Win 42% Sharpe -0.27 \| Sortino -0.61 \| Calmar -0.4 Vol 24% \| MDD -22.8% Months 12M (3%)	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)
RSI neg	CAGR 8.5% \| Win 55% Sharpe 0.45 \| Sortino 0.58 \| Calmar 0.2 Vol 26% \| MDD -39.8% Months 78M (22%)	CAGR 6.3% \| Win 48% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 33% \| MDD -68.2% Months 77M (21%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 17.2% \| Win 65% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.6 Vol 19% \| MDD -28.8% Months 154M (43%)	CAGR 13.6% \| Win 60% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.4 Vol 24% \| MDD -31.0% Months 40M (11%)	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)
MACDhist neg	CAGR 1.2% \| Win 43% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 24% \| MDD -31.5% Months 53M (15%)	CAGR -4.8% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 30% \| MDD -70.7% Months 112M (31%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)
RSIhist only	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.4% \| Win 63% Sharpe 0.82 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -38.2% Months 188M (52%)	CAGR 56.6% \| Win 83% Sharpe 2.54 \| Sortino 0.00 \| Calmar 8.9 Vol 18% \| MDD -6.4% Months 6M (2%)	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)
MACDhist neg	CAGR -6.8% \| Win 50% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 24% \| MDD -52.8% Months 82M (23%)	CAGR 1.2% \| Win 45% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -71.5% Months 83M (23%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.1% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 19% \| MDD -37.1% Months 176M (49%)	CAGR 23.7% \| Win 48% Sharpe 0.98 \| Sortino 3.00 \| Calmar 0.9 Vol 25% \| MDD -25.3% Months 31M (9%)	CAGR 12.9% \| Win 59% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -35.2% Months 207M (58%)
RSIhist neg	CAGR 2.8% \| Win 55% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 94M (26%)	CAGR -5.0% \| Win 47% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 35% \| MDD -71.3% Months 58M (16%)	CAGR -0.2% \| Win 52% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -72.2% Months 152M (42%)
LWTI only	CAGR 8.1% \| Win 59% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -49.9% Months 270M (75%)	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -69.8% Months 89M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 60% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.2 Vol 19% \| MDD -45.0% Months 200M (56%)	CAGR 28.7% \| Win 68% Sharpe 1.30 \| Sortino 2.35 \| Calmar 2.5 Vol 21% \| MDD -11.7% Months 19M (5%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 18.8% \| Win 41% Sharpe 0.83 \| Sortino 4.08 \| Calmar 1.1 Vol 24% \| MDD -16.7% Months 17M (5%)	CAGR -3.2% \| Win 50% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 31% \| MDD -71.7% Months 123M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
SLmean only	CAGR 11.7% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -45.1% Months 217M (60%)	CAGR 0.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -69.8% Months 142M (40%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -44.4% Months 213M (59%)	CAGR 43.4% \| Win 83% Sharpe 4.93 \| Sortino 0.00 \| Calmar 44.4 Vol 8% \| MDD -1.0% Months 6M (2%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 4.3% \| Win 51% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 31% \| MDD -69.8% Months 120M (33%)	CAGR -26.2% \| Win 35% Sharpe -1.09 \| Sortino -1.01 \| Calmar -0.6 Vol 24% \| MDD -42.3% Months 20M (6%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
RSmean only	CAGR 9.0% \| Win 57% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.1 Vol 24% \| MDD -72.6% Months 333M (93%)	CAGR -13.9% \| Win 46% Sharpe -0.52 \| Sortino -0.47 \| Calmar -0.4 Vol 23% \| MDD -34.1% Months 26M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 64% Sharpe 0.84 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -37.2% Months 154M (43%)	CAGR 7.3% \| Win 55% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.3 Vol 22% \| MDD -28.4% Months 65M (18%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR -24.6% \| Win 42% Sharpe -0.85 \| Sortino -1.16 \| Calmar -0.3 Vol 28% \| MDD -73.6% Months 45M (12%)	CAGR 13.1% \| Win 52% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 31% \| MDD -52.3% Months 95M (26%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
MACD only	CAGR 4.4% \| Win 59% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -76.7% Months 199M (55%)	CAGR 10.7% \| Win 53% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -53.5% Months 160M (45%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 62% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 18% \| MDD -44.7% Months 188M (52%)	CAGR 19.6% \| Win 55% Sharpe 0.85 \| Sortino 1.51 \| Calmar 0.8 Vol 25% \| MDD -24.0% Months 31M (9%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR -33.8% \| Win 31% Sharpe -1.59 \| Sortino -2.49 \| Calmar -0.8 Vol 24% \| MDD -43.4% Months 16M (4%)	CAGR 4.6% \| Win 51% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -66.7% Months 124M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 19% \| MDD -45.9% Months 204M (57%)	CAGR 7.4% \| Win 52% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.7% Months 155M (43%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 65% Sharpe 1.01 \| Sortino 1.60 \| Calmar 0.6 Vol 18% \| MDD -30.1% Months 175M (49%)	CAGR -7.0% \| Win 46% Sharpe -0.19 \| Sortino -0.30 \| Calmar -0.2 Vol 24% \| MDD -35.9% Months 44M (12%)	CAGR 12.5% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 20% \| MDD -40.6% Months 219M (61%)
MRmean neg	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 32% \| MDD -31.5% Months 19M (5%)	CAGR -1.3% \| Win 48% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.0 Vol 30% \| MDD -70.2% Months 121M (34%)	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -69.8% Months 140M (39%)
MACDhist only	CAGR 16.5% \| Win 64% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 194M (54%)	CAGR -2.9% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 28% \| MDD -74.9% Months 165M (46%)