EWQ - iShares MSCI France ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

88.3%

Best CAGR

105

Total Months

6.0%

Avg CAGR

EWQ 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 EWQ

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	3	0.8	88.3	100.0	23.4	0.0	0.0	2.8	0.0
pair	RSmean	MACDhist	neg-pos	3	0.8	88.3	100.0	23.4	0.0	0.0	2.8	0.0
pair	MACDhist	MRmean	neg-pos	11	3.0	27.6	63.6	0.9	1.3	1.1	33.3	-24.3
pair	MRmean	MACDhist	neg-pos	11	3.0	27.6	63.6	0.9	1.3	1.1	33.3	-24.3
pair	MACD	MRmean	neg-neg	62	16.9	26.9	59.7	1.0	1.6	0.8	26.6	-35.0
pair	MRmean	MACD	neg-neg	62	16.9	26.9	59.7	1.0	1.6	0.8	26.6	-35.0
pair	LWTI	MACD	neg-pos	58	15.8	25.0	70.7	1.2	2.1	1.1	20.1	-22.6
pair	MACD	LWTI	neg-pos	58	15.8	25.0	70.7	1.2	2.1	1.1	20.1	-22.6
pair	SLmean	RSIhist	neg-pos	7	1.9	24.8	42.9	1.3	5.3	7.1	17.8	-3.5
pair	RSIhist	SLmean	neg-pos	7	1.9	24.8	42.9	1.3	5.3	7.1	17.8	-3.5
pair	MACD	MACDhist	neg-pos	29	7.9	24.2	72.4	1.0	1.8	1.1	23.6	-22.6
pair	MACDhist	MACD	neg-pos	29	7.9	24.2	72.4	1.0	1.8	1.1	23.6	-22.6
pair	SLmean	MACD	neg-neg	58	15.8	21.8	63.8	0.9	1.3	0.7	27.1	-31.4
pair	MACD	SLmean	neg-neg	58	15.8	21.8	63.8	0.9	1.3	0.7	27.1	-31.4
pair	RSmean	MACD	neg-neg	16	4.4	21.1	75.0	2.0	5.3	4.5	9.9	-4.6
pair	MACD	RSmean	neg-neg	16	4.4	21.1	75.0	2.0	5.3	4.5	9.9	-4.6
pair	RSIhist	MACD	neg-neg	65	17.7	21.0	64.6	0.8	1.4	0.7	26.8	-28.8
pair	MACD	RSIhist	neg-neg	65	17.7	21.0	64.6	0.8	1.4	0.7	26.8	-28.8
pair	MACD	RSI	neg-neg	83	22.6	20.0	59.0	0.9	1.4	0.7	24.9	-29.8
pair	RSI	MACD	neg-neg	83	22.6	20.0	59.0	0.9	1.4	0.7	24.9	-29.8
single	MACD	MACD	neg-neg	115	31.3	19.9	62.6	0.9	1.4	0.7	23.5	-29.8
pair	RSI	MACD	neg-pos	32	8.7	19.8	71.9	1.0	1.9	0.9	19.8	-23.0
pair	MACD	RSI	neg-pos	32	8.7	19.8	71.9	1.0	1.9	0.9	19.8	-23.0
pair	MACD	RSmean	pos-neg	99	27.0	19.7	60.6	0.8	1.4	0.7	25.1	-29.8
pair	RSmean	MACD	pos-neg	99	27.0	19.7	60.6	0.8	1.4	0.7	25.1	-29.8
pair	MACD	RSIhist	neg-pos	50	13.6	18.5	60.0	1.0	1.8	0.9	18.6	-20.5
pair	RSIhist	MACD	neg-pos	50	13.6	18.5	60.0	1.0	1.8	0.9	18.6	-20.5
pair	MACDhist	MACD	neg-neg	86	23.4	18.5	59.3	0.8	1.3	0.6	23.6	-31.4
pair	MACD	MACDhist	neg-neg	86	23.4	18.5	59.3	0.8	1.3	0.6	23.6	-31.4
pair	MACD	SLmean	pos-neg	57	15.5	18.1	61.4	0.9	1.7	0.7	19.5	-24.4
pair	SLmean	MACD	pos-neg	57	15.5	18.1	61.4	0.9	1.7	0.7	19.5	-24.4
pair	RSI	RSIhist	neg-pos	27	7.4	17.8	51.9	1.0	2.1	1.4	17.7	-12.8
pair	RSIhist	RSI	neg-pos	27	7.4	17.8	51.9	1.0	2.1	1.4	17.7	-12.8
pair	MACDhist	RSI	neg-pos	13	3.5	16.8	61.5	0.6	0.9	1.1	32.7	-15.6
pair	RSI	MACDhist	neg-pos	13	3.5	16.8	61.5	0.6	0.9	1.1	32.7	-15.6
pair	LWTI	MACDhist	pos-neg	6	1.6	16.2	83.3	1.1	0.0	2.9	13.9	-5.7
pair	MACDhist	LWTI	pos-neg	6	1.6	16.2	83.3	1.1	0.0	2.9	13.9	-5.7
pair	SLmean	RSI	pos-neg	31	8.4	15.3	51.6	0.8	1.7	1.2	19.4	-13.1
pair	RSI	SLmean	pos-neg	31	8.4	15.3	51.6	0.8	1.7	1.2	19.4	-13.1
pair	MACD	LWTI	neg-neg	57	15.5	14.9	54.4	0.7	1.1	0.5	26.7	-29.8
pair	MACDhist	SLmean	neg-pos	34	9.3	14.9	58.8	0.7	1.0	0.6	25.2	-24.3
pair	LWTI	MACD	neg-neg	57	15.5	14.9	54.4	0.7	1.1	0.5	26.7	-29.8
pair	SLmean	MACDhist	neg-pos	34	9.3	14.9	58.8	0.7	1.0	0.6	25.2	-24.3
pair	MRmean	MACD	pos-neg	53	14.4	12.2	66.0	0.7	1.1	0.4	19.3	-30.6
pair	MACD	MRmean	pos-neg	53	14.4	12.2	66.0	0.7	1.1	0.4	19.3	-30.6
pair	RSI	LWTI	neg-pos	47	12.8	11.4	57.4	0.6	0.8	0.4	23.8	-29.4
pair	LWTI	RSI	neg-pos	47	12.8	11.4	57.4	0.6	0.8	0.4	23.8	-29.4
pair	MACDhist	RSIhist	pos-pos	146	39.8	11.2	64.4	0.8	1.3	0.6	14.9	-20.5
pair	RSIhist	MACDhist	pos-pos	146	39.8	11.2	64.4	0.8	1.3	0.6	14.9	-20.5
pair	MRmean	LWTI	neg-pos	62	16.9	10.7	54.8	0.6	0.8	0.3	23.7	-41.4
pair	LWTI	MRmean	neg-pos	62	16.9	10.7	54.8	0.6	0.8	0.3	23.7	-41.4
pair	LWTI	RSIhist	pos-pos	156	42.5	10.6	63.5	0.7	1.1	0.5	15.8	-21.8
pair	RSIhist	LWTI	pos-pos	156	42.5	10.6	63.5	0.7	1.1	0.5	15.8	-21.8
pair	RSmean	LWTI	pos-pos	253	68.9	10.5	62.1	0.6	0.9	0.3	18.4	-34.7
pair	LWTI	RSmean	pos-pos	253	68.9	10.5	62.1	0.6	0.9	0.3	18.4	-34.7
single	MACDhist	MACDhist	pos-pos	200	54.5	10.5	63.0	0.7	1.0	0.3	16.6	-32.9
pair	MACDhist	LWTI	pos-pos	194	52.9	10.4	62.4	0.7	1.0	0.3	16.7	-32.9
pair	LWTI	MACDhist	pos-pos	194	52.9	10.4	62.4	0.7	1.0	0.3	16.7	-32.9
pair	RSmean	RSIhist	pos-pos	186	50.7	10.4	59.7	0.7	1.1	0.4	15.9	-26.5
pair	RSIhist	RSmean	pos-pos	186	50.7	10.4	59.7	0.7	1.1	0.4	15.9	-26.5
pair	RSI	MACDhist	pos-pos	187	51.0	10.1	63.1	0.7	1.2	0.3	15.0	-30.3
pair	MACDhist	RSI	pos-pos	187	51.0	10.1	63.1	0.7	1.2	0.3	15.0	-30.3
pair	SLmean	MACDhist	pos-pos	166	45.2	9.7	63.9	0.7	1.1	0.4	14.3	-24.4
pair	MACDhist	SLmean	pos-pos	166	45.2	9.7	63.9	0.7	1.1	0.4	14.3	-24.4
pair	RSmean	MACDhist	pos-pos	197	53.7	9.7	62.4	0.6	1.0	0.3	16.6	-32.9
pair	MACDhist	RSmean	pos-pos	197	53.7	9.7	62.4	0.6	1.0	0.3	16.6	-32.9
pair	RSmean	MRmean	neg-pos	99	27.0	9.6	53.5	0.5	0.7	0.2	29.4	-61.7
pair	MRmean	RSmean	neg-pos	99	27.0	9.6	53.5	0.5	0.7	0.2	29.4	-61.7
pair	MRmean	MACDhist	pos-pos	189	51.5	9.6	63.0	0.7	1.1	0.3	15.2	-30.6
pair	MACDhist	MRmean	pos-pos	189	51.5	9.6	63.0	0.7	1.1	0.3	15.2	-30.6
pair	RSIhist	MRmean	pos-pos	182	49.6	9.5	61.5	0.7	1.0	0.4	15.9	-22.2
pair	MRmean	RSIhist	pos-pos	182	49.6	9.5	61.5	0.7	1.0	0.4	15.9	-22.2
single	RSIhist	RSIhist	pos-pos	193	52.6	9.3	59.1	0.6	1.0	0.3	16.1	-29.0
pair	RSmean	RSI	pos-pos	242	65.9	9.1	61.2	0.6	1.0	0.2	16.6	-42.4
pair	RSI	RSmean	pos-pos	242	65.9	9.1	61.2	0.6	1.0	0.2	16.6	-42.4
pair	SLmean	MRmean	neg-pos	17	4.6	8.9	35.3	0.5	1.2	0.8	22.4	-10.4
pair	MACDhist	RSIhist	pos-neg	54	14.7	8.9	59.3	0.5	0.8	0.3	20.7	-30.0
pair	RSIhist	MACDhist	pos-neg	54	14.7	8.9	59.3	0.5	0.8	0.3	20.7	-30.0
pair	MRmean	SLmean	neg-pos	17	4.6	8.9	35.3	0.5	1.2	0.8	22.4	-10.4
pair	MRmean	RSI	neg-neg	91	24.8	8.8	54.9	0.4	0.6	0.1	28.8	-62.5
pair	SLmean	RSmean	pos-pos	226	61.6	8.8	60.2	0.6	1.0	0.3	15.9	-30.4
pair	RSmean	SLmean	pos-pos	226	61.6	8.8	60.2	0.6	1.0	0.3	15.9	-30.4
pair	RSIhist	SLmean	pos-pos	186	50.7	8.8	59.7	0.6	0.9	0.3	16.1	-26.8
pair	RSI	MRmean	neg-neg	91	24.8	8.8	54.9	0.4	0.6	0.1	28.8	-62.5
pair	SLmean	RSIhist	pos-pos	186	50.7	8.8	59.7	0.6	0.9	0.3	16.1	-26.8
single	RSmean	RSmean	pos-pos	337	91.8	8.6	59.1	0.5	0.7	0.1	20.9	-56.9
pair	LWTI	SLmean	pos-pos	189	51.5	8.5	64.0	0.6	0.9	0.3	15.7	-30.4
pair	SLmean	LWTI	pos-pos	189	51.5	8.5	64.0	0.6	0.9	0.3	15.7	-30.4
single	LWTI	LWTI	pos-pos	281	76.6	8.4	60.9	0.5	0.8	0.2	18.3	-35.7
pair	MACDhist	MACD	pos-pos	171	46.6	8.4	61.4	0.6	0.9	0.2	15.1	-36.0
pair	MACD	MACDhist	pos-pos	171	46.6	8.4	61.4	0.6	0.9	0.2	15.1	-36.0
pair	RSmean	SLmean	neg-pos	111	30.2	8.3	56.8	0.4	0.6	0.1	28.5	-55.8
pair	SLmean	RSmean	neg-pos	111	30.2	8.3	56.8	0.4	0.6	0.1	28.5	-55.8
pair	SLmean	LWTI	neg-pos	92	25.1	8.2	54.3	0.5	0.7	0.2	22.8	-37.9
pair	RSmean	MRmean	pos-pos	238	64.9	8.2	61.3	0.6	0.9	0.2	16.2	-44.3
pair	LWTI	SLmean	neg-pos	92	25.1	8.2	54.3	0.5	0.7	0.2	22.8	-37.9
pair	MRmean	RSmean	pos-pos	238	64.9	8.2	61.3	0.6	0.9	0.2	16.2	-44.3
pair	RSIhist	RSI	pos-pos	166	45.2	8.0	60.2	0.6	0.9	0.3	15.9	-27.1
pair	RSI	RSIhist	pos-pos	166	45.2	8.0	60.2	0.6	0.9	0.3	15.9	-27.1
pair	LWTI	RSI	pos-pos	234	63.8	7.8	61.5	0.5	0.8	0.2	17.0	-35.0
pair	RSI	LWTI	pos-pos	234	63.8	7.8	61.5	0.5	0.8	0.2	17.0	-35.0
single	SLmean	SLmean	pos-pos	233	63.5	7.8	60.1	0.6	0.8	0.2	16.3	-32.7
pair	SLmean	MRmean	pos-pos	216	58.9	7.8	62.0	0.6	0.8	0.3	15.8	-29.1
pair	MRmean	SLmean	pos-pos	216	58.9	7.8	62.0	0.6	0.8	0.3	15.8	-29.1
pair	LWTI	MRmean	pos-pos	219	59.7	7.8	62.6	0.5	0.8	0.2	16.5	-41.9
pair	MRmean	LWTI	pos-pos	219	59.7	7.8	62.6	0.5	0.8	0.2	16.5	-41.9
pair	MRmean	RSI	pos-pos	226	61.6	7.7	61.5	0.5	0.8	0.2	16.3	-39.2
pair	RSI	MRmean	pos-pos	226	61.6	7.7	61.5	0.5	0.8	0.2	16.3	-39.2
pair	MRmean	RSIhist	neg-pos	11	3.0	7.6	18.2	0.4	1.9	0.9	20.8	-8.4
pair	RSIhist	MRmean	neg-pos	11	3.0	7.6	18.2	0.4	1.9	0.9	20.8	-8.4
pair	RSI	SLmean	neg-pos	52	14.2	7.3	53.8	0.4	0.8	0.3	21.4	-21.7
pair	SLmean	RSI	neg-pos	52	14.2	7.3	53.8	0.4	0.8	0.3	21.4	-21.7
pair	RSI	RSmean	pos-neg	95	25.9	7.3	53.7	0.4	0.6	0.1	29.1	-58.1
pair	RSmean	RSI	pos-neg	95	25.9	7.3	53.7	0.4	0.6	0.1	29.1	-58.1
pair	RSmean	MACDhist	pos-neg	140	38.1	7.1	54.3	0.4	0.6	0.1	25.8	-66.8
single	RSI	RSI	neg-neg	113	30.8	7.1	54.9	0.4	0.6	0.1	27.0	-58.9
pair	MACDhist	RSmean	pos-neg	140	38.1	7.1	54.3	0.4	0.6	0.1	25.8	-66.8
single	MRmean	MRmean	pos-pos	248	67.6	7.0	60.9	0.5	0.8	0.2	16.4	-40.8
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	6.9	58.3	0.4	0.6	0.1	20.6	-57.7
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	6.9	58.3	0.4	0.6	0.1	20.6	-57.7
single	RSI	RSI	pos-pos	254	69.2	6.9	59.8	0.5	0.8	0.2	17.0	-38.7
single	MRmean	MRmean	neg-neg	119	32.4	6.8	52.9	0.4	0.6	0.1	27.4	-62.4
pair	MRmean	RSIhist	neg-neg	108	29.4	6.7	56.5	0.4	0.6	0.1	28.0	-58.9
pair	RSIhist	MRmean	neg-neg	108	29.4	6.7	56.5	0.4	0.6	0.1	28.0	-58.9
pair	SLmean	RSI	pos-pos	202	55.0	6.7	61.4	0.5	0.7	0.2	15.8	-33.2
pair	RSI	SLmean	pos-pos	202	55.0	6.7	61.4	0.5	0.7	0.2	15.8	-33.2
pair	RSIhist	RSmean	pos-neg	151	41.1	6.4	58.3	0.4	0.5	0.1	25.8	-59.8
pair	RSmean	RSIhist	pos-neg	151	41.1	6.4	58.3	0.4	0.5	0.1	25.8	-59.8
pair	MRmean	SLmean	neg-neg	102	27.8	6.4	55.9	0.4	0.5	0.1	28.2	-55.2
pair	SLmean	MRmean	neg-neg	102	27.8	6.4	55.9	0.4	0.5	0.1	28.2	-55.2
pair	RSIhist	MACD	pos-pos	143	39.0	6.3	58.7	0.5	0.7	0.3	15.2	-23.6
pair	MACD	RSIhist	pos-pos	143	39.0	6.3	58.7	0.5	0.7	0.3	15.2	-23.6
pair	MACDhist	RSI	neg-neg	100	27.2	5.9	54.0	0.3	0.5	0.1	26.4	-60.5
pair	RSI	MACDhist	neg-neg	100	27.2	5.9	54.0	0.3	0.5	0.1	26.4	-60.5
pair	RSI	RSmean	neg-neg	18	4.9	5.8	61.1	0.6	1.5	0.5	10.6	-12.5
pair	RSmean	RSI	neg-neg	18	4.9	5.8	61.1	0.6	1.5	0.5	10.6	-12.5
pair	LWTI	RSIhist	neg-pos	125	34.1	5.7	57.6	0.4	0.6	0.1	21.0	-46.0
pair	RSIhist	LWTI	neg-pos	125	34.1	5.7	57.6	0.4	0.6	0.1	21.0	-46.0
pair	MRmean	MACD	pos-pos	195	53.1	5.6	59.5	0.4	0.6	0.2	15.6	-28.1
pair	MACD	MRmean	pos-pos	195	53.1	5.6	59.5	0.4	0.6	0.2	15.6	-28.1
single	SLmean	SLmean	neg-neg	134	36.5	5.3	55.2	0.3	0.5	0.1	26.5	-56.7
pair	RSI	MACD	pos-pos	222	60.5	5.1	58.1	0.4	0.6	0.2	16.6	-30.8
pair	MACD	RSI	pos-pos	222	60.5	5.1	58.1	0.4	0.6	0.2	16.6	-30.8
pair	SLmean	LWTI	pos-neg	44	12.0	5.0	43.2	0.3	0.8	0.2	18.7	-24.3
pair	LWTI	SLmean	pos-neg	44	12.0	5.0	43.2	0.3	0.8	0.2	18.7	-24.3
pair	MRmean	MACDhist	neg-neg	108	29.4	4.8	51.9	0.3	0.5	0.1	26.8	-62.4
pair	MACDhist	MRmean	neg-neg	108	29.4	4.8	51.9	0.3	0.5	0.1	26.8	-62.4
pair	RSI	RSIhist	pos-neg	88	24.0	4.7	59.1	0.3	0.6	0.1	19.1	-35.8
pair	MACD	SLmean	pos-pos	176	48.0	4.7	59.7	0.4	0.6	0.2	15.0	-29.2
pair	SLmean	MACD	pos-pos	176	48.0	4.7	59.7	0.4	0.6	0.2	15.0	-29.2
pair	RSIhist	RSI	pos-neg	88	24.0	4.7	59.1	0.3	0.6	0.1	19.1	-35.8
pair	LWTI	MACD	pos-pos	223	60.8	4.5	58.3	0.3	0.5	0.1	17.7	-40.1
pair	MACD	LWTI	pos-pos	223	60.8	4.5	58.3	0.3	0.5	0.1	17.7	-40.1
pair	RSIhist	SLmean	neg-neg	127	34.6	4.4	55.9	0.3	0.4	0.1	27.0	-55.1
pair	SLmean	RSIhist	neg-neg	127	34.6	4.4	55.9	0.3	0.4	0.1	27.0	-55.1
single	RSIhist	RSIhist	neg-neg	174	47.4	4.3	57.5	0.3	0.4	0.1	24.7	-58.6
pair	MACD	RSmean	pos-pos	238	64.9	4.3	58.4	0.3	0.4	0.1	18.8	-60.3
pair	RSmean	MACD	pos-pos	238	64.9	4.3	58.4	0.3	0.4	0.1	18.8	-60.3
pair	MACDhist	LWTI	neg-pos	87	23.7	4.2	57.5	0.3	0.4	0.1	21.4	-45.1
pair	LWTI	MACDhist	neg-pos	87	23.7	4.2	57.5	0.3	0.4	0.1	21.4	-45.1
pair	SLmean	RSI	neg-neg	82	22.3	4.1	56.1	0.3	0.4	0.1	29.5	-58.2
pair	RSI	SLmean	neg-neg	82	22.3	4.1	56.1	0.3	0.4	0.1	29.5	-58.2
pair	RSIhist	LWTI	pos-neg	37	10.1	4.1	40.5	0.3	0.7	0.1	17.4	-27.4
pair	LWTI	RSIhist	pos-neg	37	10.1	4.1	40.5	0.3	0.7	0.1	17.4	-27.4
pair	RSIhist	SLmean	pos-neg	47	12.8	4.1	61.7	0.3	0.5	0.2	17.1	-21.1
pair	SLmean	RSIhist	pos-neg	47	12.8	4.1	61.7	0.3	0.5	0.2	17.1	-21.1
pair	RSI	LWTI	neg-neg	66	18.0	4.1	53.0	0.3	0.4	0.1	29.3	-56.6
pair	LWTI	RSI	neg-neg	66	18.0	4.1	53.0	0.3	0.4	0.1	29.3	-56.6
pair	RSIhist	MACDhist	neg-pos	47	12.8	3.9	42.6	0.3	0.5	0.1	19.5	-31.6
pair	MACDhist	RSIhist	neg-pos	47	12.8	3.9	42.6	0.3	0.5	0.1	19.5	-31.6
pair	RSI	RSIhist	neg-neg	86	23.4	3.9	55.8	0.3	0.4	0.1	29.4	-59.0
pair	RSIhist	RSI	neg-neg	86	23.4	3.9	55.8	0.3	0.4	0.1	29.4	-59.0
pair	SLmean	MACDhist	pos-neg	67	18.3	3.5	50.7	0.3	0.4	0.1	20.4	-33.8
pair	MACDhist	SLmean	pos-neg	67	18.3	3.5	50.7	0.3	0.4	0.1	20.4	-33.8
pair	LWTI	RSmean	pos-neg	84	22.9	3.0	50.0	0.2	0.4	0.1	27.1	-58.0
pair	RSmean	LWTI	pos-neg	84	22.9	3.0	50.0	0.2	0.4	0.1	27.1	-58.0
single	MACDhist	MACDhist	neg-neg	167	45.5	2.7	52.7	0.2	0.3	0.0	24.5	-71.1
pair	LWTI	MRmean	neg-neg	57	15.5	2.6	50.9	0.2	0.4	0.0	31.1	-61.8
pair	MRmean	LWTI	neg-neg	57	15.5	2.6	50.9	0.2	0.4	0.0	31.1	-61.8
pair	SLmean	MACDhist	neg-neg	100	27.2	2.3	54.0	0.2	0.3	0.0	27.1	-59.9
pair	RSIhist	MACDhist	neg-neg	120	32.7	2.3	56.7	0.2	0.3	0.0	26.3	-66.3
pair	MACDhist	RSIhist	neg-neg	120	32.7	2.3	56.7	0.2	0.3	0.0	26.3	-66.3
pair	MACDhist	SLmean	neg-neg	100	27.2	2.3	54.0	0.2	0.3	0.0	27.1	-59.9
single	LWTI	LWTI	neg-neg	86	23.4	2.2	50.0	0.2	0.3	0.0	26.9	-58.0
pair	SLmean	MRmean	pos-neg	32	8.7	2.1	53.1	0.2	0.3	0.1	20.6	-17.9
pair	MRmean	SLmean	pos-neg	32	8.7	2.1	53.1	0.2	0.3	0.1	20.6	-17.9
single	MACD	MACD	pos-pos	252	68.7	1.5	56.3	0.2	0.2	0.0	18.9	-61.1
pair	MRmean	LWTI	pos-neg	29	7.9	1.3	48.3	0.2	0.3	0.1	16.1	-23.4
pair	LWTI	MRmean	pos-neg	29	7.9	1.3	48.3	0.2	0.3	0.1	16.1	-23.4
pair	LWTI	MACDhist	neg-neg	80	21.8	1.2	47.5	0.2	0.3	0.0	27.7	-59.7
pair	MACDhist	LWTI	neg-neg	80	21.8	1.2	47.5	0.2	0.3	0.0	27.7	-59.7
pair	RSIhist	LWTI	neg-neg	49	13.4	0.8	57.1	0.2	0.3	0.0	32.4	-58.1
pair	LWTI	RSIhist	neg-neg	49	13.4	0.8	57.1	0.2	0.3	0.0	32.4	-58.1
pair	MRmean	RSIhist	pos-neg	66	18.0	0.5	59.1	0.1	0.2	0.0	17.9	-43.0
pair	RSIhist	MRmean	pos-neg	66	18.0	0.5	59.1	0.1	0.2	0.0	17.9	-43.0
pair	RSI	MRmean	neg-pos	28	7.6	0.3	46.4	0.1	0.2	0.0	22.6	-27.8
pair	MRmean	RSI	neg-pos	28	7.6	0.3	46.4	0.1	0.2	0.0	22.6	-27.8
pair	RSI	MRmean	pos-neg	22	6.0	0.2	54.5	0.1	0.1	0.0	18.3	-23.7
pair	MRmean	RSI	pos-neg	22	6.0	0.2	54.5	0.1	0.1	0.0	18.3	-23.7
pair	LWTI	SLmean	neg-neg	42	11.4	-0.7	57.1	0.1	0.2	-0.0	33.7	-55.9
pair	SLmean	LWTI	neg-neg	42	11.4	-0.7	57.1	0.1	0.2	-0.0	33.7	-55.9
pair	MACDhist	MRmean	pos-neg	59	16.1	-1.0	54.2	0.1	0.1	-0.0	19.8	-45.7
pair	MRmean	MACDhist	pos-neg	59	16.1	-1.0	54.2	0.1	0.1	-0.0	19.8	-45.7
pair	MACDhist	RSI	pos-neg	67	18.3	-1.7	50.7	0.0	0.0	-0.0	21.6	-55.1
pair	RSI	MACDhist	pos-neg	67	18.3	-1.7	50.7	0.0	0.0	-0.0	21.6	-55.1
pair	RSI	LWTI	pos-neg	20	5.4	-3.8	40.0	-0.1	-0.3	-0.3	17.3	-10.9
pair	LWTI	RSI	pos-neg	20	5.4	-3.8	40.0	-0.1	-0.3	-0.3	17.3	-10.9
pair	MACD	RSIhist	pos-neg	109	29.7	-4.6	53.2	-0.1	-0.1	-0.1	23.0	-65.4
pair	RSIhist	MACD	pos-neg	109	29.7	-4.6	53.2	-0.1	-0.1	-0.1	23.0	-65.4
pair	MACD	SLmean	neg-pos	76	20.7	-5.7	48.7	-0.1	-0.1	-0.1	25.8	-59.3
pair	SLmean	MACD	neg-pos	76	20.7	-5.7	48.7	-0.1	-0.1	-0.1	25.8	-59.3
pair	MRmean	RSmean	neg-neg	20	5.4	-6.3	50.0	-0.4	-0.7	-0.3	13.3	-23.0
pair	RSmean	MRmean	neg-neg	20	5.4	-6.3	50.0	-0.4	-0.7	-0.3	13.3	-23.0
pair	SLmean	RSmean	neg-neg	23	6.3	-7.6	47.8	-0.6	-0.9	-0.3	12.7	-26.3
pair	RSmean	SLmean	neg-neg	23	6.3	-7.6	47.8	-0.6	-0.9	-0.3	12.7	-26.3
pair	RSIhist	RSmean	neg-neg	23	6.3	-8.4	52.2	-0.5	-0.8	-0.3	14.8	-27.4
pair	RSmean	RSIhist	neg-neg	23	6.3	-8.4	52.2	-0.5	-0.8	-0.3	14.8	-27.4
pair	LWTI	RSmean	neg-pos	28	7.6	-8.8	50.0	-0.5	-0.7	-0.3	16.4	-31.0
pair	RSmean	LWTI	neg-pos	28	7.6	-8.8	50.0	-0.5	-0.7	-0.3	16.4	-31.0
single	RSmean	RSmean	neg-neg	30	8.2	-10.3	50.0	-0.6	-0.8	-0.3	16.3	-34.7
pair	MACD	MRmean	neg-pos	57	15.5	-11.6	45.6	-0.3	-0.4	-0.2	27.4	-66.5
pair	MRmean	MACD	neg-pos	57	15.5	-11.6	45.6	-0.3	-0.4	-0.2	27.4	-66.5
pair	MACDhist	MACD	pos-neg	81	22.1	-11.7	45.7	-0.4	-0.5	-0.2	24.9	-73.5
pair	MACD	MACDhist	pos-neg	81	22.1	-11.7	45.7	-0.4	-0.5	-0.2	24.9	-73.5
pair	RSmean	RSIhist	neg-pos	7	1.9	-16.1	42.9	-0.7	-0.9	-1.8	21.7	-8.7
pair	RSIhist	RSmean	neg-pos	7	1.9	-16.1	42.9	-0.7	-0.9	-1.8	21.7	-8.7
pair	MACDhist	RSmean	neg-neg	27	7.4	-17.3	44.4	-1.2	-1.6	-0.4	15.3	-44.1
pair	RSmean	MACDhist	neg-neg	27	7.4	-17.3	44.4	-1.2	-1.6	-0.4	15.3	-44.1
pair	MRmean	RSmean	pos-neg	10	2.7	-17.6	50.0	-0.8	-1.2	-1.2	21.8	-14.3
pair	RSmean	MRmean	pos-neg	10	2.7	-17.6	50.0	-0.8	-1.2	-1.2	21.8	-14.3
pair	SLmean	RSmean	pos-neg	7	1.9	-18.3	57.1	-0.7	-2.0	-1.3	26.0	-14.4
pair	RSmean	SLmean	pos-neg	7	1.9	-18.3	57.1	-0.7	-2.0	-1.3	26.0	-14.4
pair	MACD	LWTI	pos-neg	29	7.9	-18.9	41.4	-0.7	-0.8	-0.4	26.5	-47.1
pair	LWTI	MACD	pos-neg	29	7.9	-18.9	41.4	-0.7	-0.8	-0.4	26.5	-47.1
pair	MACD	RSI	pos-neg	30	8.2	-21.9	43.3	-0.6	-0.8	-0.4	31.0	-58.5
pair	RSI	MACD	pos-neg	30	8.2	-21.9	43.3	-0.6	-0.8	-0.4	31.0	-58.5
pair	RSmean	LWTI	neg-neg	2	0.5	-28.5	50.0	-1.7	0.0	0.0	19.1	0.0
pair	LWTI	RSmean	neg-neg	2	0.5	-28.5	50.0	-1.7	0.0	0.0	19.1	0.0
pair	RSI	RSmean	neg-pos	12	3.3	-29.9	33.3	-1.6	-2.7	-1.3	21.0	-23.0
pair	RSmean	RSI	neg-pos	12	3.3	-29.9	33.3	-1.6	-2.7	-1.3	21.0	-23.0
pair	RSmean	MACD	neg-pos	14	3.8	-36.3	21.4	-2.5	-3.8	-1.1	17.1	-33.5
pair	MACD	RSmean	neg-pos	14	3.8	-36.3	21.4	-2.5	-3.8	-1.1	17.1	-33.5

All Contingency Tables for EWQ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 62% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -29.1% Months 216M (59%)	CAGR 2.1% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -17.9% Months 32M (9%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 8.9% \| Win 35% Sharpe 0.48 \| Sortino 1.19 \| Calmar 0.9 Vol 22% \| MDD -10.4% Months 17M (5%)	CAGR 6.4% \| Win 56% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -55.2% Months 102M (28%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
SLmean only	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 61% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.2 Vol 16% \| MDD -44.3% Months 238M (65%)	CAGR -17.6% \| Win 50% Sharpe -0.78 \| Sortino -1.20 \| Calmar -1.2 Vol 22% \| MDD -14.3% Months 10M (3%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 9.6% \| Win 54% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.2 Vol 29% \| MDD -61.7% Months 99M (27%)	CAGR -6.3% \| Win 50% Sharpe -0.43 \| Sortino -0.71 \| Calmar -0.3 Vol 13% \| MDD -23.0% Months 20M (5%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -28.1% Months 195M (53%)	CAGR 12.2% \| Win 66% Sharpe 0.69 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -30.6% Months 53M (14%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR -11.6% \| Win 46% Sharpe -0.31 \| Sortino -0.43 \| Calmar -0.2 Vol 27% \| MDD -66.5% Months 57M (16%)	CAGR 26.9% \| Win 60% Sharpe 1.03 \| Sortino 1.65 \| Calmar 0.8 Vol 27% \| MDD -35.0% Months 62M (17%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
MACD only	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 62% Sharpe 0.54 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -39.2% Months 226M (62%)	CAGR 0.2% \| Win 55% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 18% \| MDD -23.7% Months 22M (6%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 0.3% \| Win 46% Sharpe 0.12 \| Sortino 0.24 \| Calmar 0.0 Vol 23% \| MDD -27.8% Months 28M (8%)	CAGR 8.8% \| Win 55% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.1 Vol 29% \| MDD -62.5% Months 91M (25%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 63% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 15% \| MDD -30.6% Months 189M (52%)	CAGR -1.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -45.7% Months 59M (16%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 27.6% \| Win 64% Sharpe 0.89 \| Sortino 1.32 \| Calmar 1.1 Vol 33% \| MDD -24.3% Months 11M (3%)	CAGR 4.8% \| Win 52% Sharpe 0.31 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 108M (29%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 9.5% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 16% \| MDD -22.2% Months 182M (50%)	CAGR 0.5% \| Win 59% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 18% \| MDD -43.0% Months 66M (18%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 7.6% \| Win 18% Sharpe 0.44 \| Sortino 1.92 \| Calmar 0.9 Vol 21% \| MDD -8.4% Months 11M (3%)	CAGR 6.7% \| Win 56% Sharpe 0.37 \| Sortino 0.55 \| Calmar 0.1 Vol 28% \| MDD -58.9% Months 108M (29%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 63% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 16% \| MDD -41.9% Months 219M (60%)	CAGR 1.3% \| Win 48% Sharpe 0.16 \| Sortino 0.31 \| Calmar 0.1 Vol 16% \| MDD -23.4% Months 29M (8%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 10.7% \| Win 55% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.3 Vol 24% \| MDD -41.4% Months 62M (17%)	CAGR 2.6% \| Win 51% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -61.8% Months 57M (16%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.8% \| Win 60% Sharpe 0.61 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 226M (62%)	CAGR -18.3% \| Win 57% Sharpe -0.66 \| Sortino -2.04 \| Calmar -1.3 Vol 26% \| MDD -14.4% Months 7M (2%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR 8.3% \| Win 57% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.1 Vol 28% \| MDD -55.8% Months 111M (30%)	CAGR -7.6% \| Win 48% Sharpe -0.56 \| Sortino -0.92 \| Calmar -0.3 Vol 13% \| MDD -26.3% Months 23M (6%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 60% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.2 Vol 15% \| MDD -29.2% Months 176M (48%)	CAGR 18.1% \| Win 61% Sharpe 0.95 \| Sortino 1.70 \| Calmar 0.7 Vol 20% \| MDD -24.4% Months 57M (16%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR -5.7% \| Win 49% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 26% \| MDD -59.3% Months 76M (21%)	CAGR 21.8% \| Win 64% Sharpe 0.87 \| Sortino 1.34 \| Calmar 0.7 Vol 27% \| MDD -31.4% Months 58M (16%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
MACD only	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 61% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 202M (55%)	CAGR 15.3% \| Win 52% Sharpe 0.83 \| Sortino 1.72 \| Calmar 1.2 Vol 19% \| MDD -13.1% Months 31M (8%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR 7.3% \| Win 54% Sharpe 0.43 \| Sortino 0.82 \| Calmar 0.3 Vol 21% \| MDD -21.7% Months 52M (14%)	CAGR 4.1% \| Win 56% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 30% \| MDD -58.2% Months 82M (22%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 9.7% \| Win 64% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.4 Vol 14% \| MDD -24.4% Months 166M (45%)	CAGR 3.5% \| Win 51% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 67M (18%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR 14.9% \| Win 59% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.6 Vol 25% \| MDD -24.3% Months 34M (9%)	CAGR 2.3% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -59.9% Months 100M (27%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.8% \| Win 60% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -26.8% Months 186M (51%)	CAGR 4.1% \| Win 62% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 47M (13%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR 24.8% \| Win 43% Sharpe 1.33 \| Sortino 5.35 \| Calmar 7.1 Vol 18% \| MDD -3.5% Months 7M (2%)	CAGR 4.4% \| Win 56% Sharpe 0.29 \| Sortino 0.43 \| Calmar 0.1 Vol 27% \| MDD -55.1% Months 127M (35%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 64% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 189M (52%)	CAGR 5.0% \| Win 43% Sharpe 0.35 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -24.3% Months 44M (12%)	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)
SLmean neg	CAGR 8.2% \| Win 54% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 23% \| MDD -37.9% Months 92M (25%)	CAGR -0.7% \| Win 57% Sharpe 0.15 \| Sortino 0.23 \| Calmar -0.0 Vol 34% \| MDD -55.9% Months 42M (11%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.3% \| Win 58% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -60.3% Months 238M (65%)	CAGR 19.7% \| Win 61% Sharpe 0.85 \| Sortino 1.41 \| Calmar 0.7 Vol 25% \| MDD -29.8% Months 99M (27%)	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)
RSmean neg	CAGR -36.3% \| Win 21% Sharpe -2.51 \| Sortino -3.83 \| Calmar -1.1 Vol 17% \| MDD -33.5% Months 14M (4%)	CAGR 21.1% \| Win 75% Sharpe 2.00 \| Sortino 5.33 \| Calmar 4.5 Vol 10% \| MDD -4.6% Months 16M (4%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)
MACD only	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.1% \| Win 61% Sharpe 0.61 \| Sortino 0.97 \| Calmar 0.2 Vol 17% \| MDD -42.4% Months 242M (66%)	CAGR 7.3% \| Win 54% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.1 Vol 29% \| MDD -58.1% Months 95M (26%)	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)
RSmean neg	CAGR -29.9% \| Win 33% Sharpe -1.57 \| Sortino -2.71 \| Calmar -1.3 Vol 21% \| MDD -23.0% Months 12M (3%)	CAGR 5.8% \| Win 61% Sharpe 0.59 \| Sortino 1.49 \| Calmar 0.5 Vol 11% \| MDD -12.5% Months 18M (5%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 197M (54%)	CAGR 7.1% \| Win 54% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 26% \| MDD -66.8% Months 140M (38%)	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)
RSmean neg	CAGR 88.3% \| Win 100% Sharpe 23.36 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (1%)	CAGR -17.3% \| Win 44% Sharpe -1.16 \| Sortino -1.59 \| Calmar -0.4 Vol 15% \| MDD -44.1% Months 27M (7%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.5% Months 186M (51%)	CAGR 6.4% \| Win 58% Sharpe 0.37 \| Sortino 0.54 \| Calmar 0.1 Vol 26% \| MDD -59.8% Months 151M (41%)	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)
RSmean neg	CAGR -16.1% \| Win 43% Sharpe -0.71 \| Sortino -0.95 \| Calmar -1.8 Vol 22% \| MDD -8.7% Months 7M (2%)	CAGR -8.4% \| Win 52% Sharpe -0.52 \| Sortino -0.80 \| Calmar -0.3 Vol 15% \| MDD -27.4% Months 23M (6%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 62% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -34.7% Months 253M (69%)	CAGR 3.0% \| Win 50% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 27% \| MDD -58.0% Months 84M (23%)	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)
RSmean neg	CAGR -8.8% \| Win 50% Sharpe -0.48 \| Sortino -0.69 \| Calmar -0.3 Vol 16% \| MDD -31.0% Months 28M (8%)	CAGR -28.5% \| Win 50% Sharpe -1.69 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 2M (0%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.1% \| Win 58% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 17% \| MDD -30.8% Months 222M (60%)	CAGR -21.9% \| Win 43% Sharpe -0.63 \| Sortino -0.82 \| Calmar -0.4 Vol 31% \| MDD -58.5% Months 30M (8%)	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)
MACD neg	CAGR 19.8% \| Win 72% Sharpe 1.01 \| Sortino 1.85 \| Calmar 0.9 Vol 20% \| MDD -23.0% Months 32M (9%)	CAGR 20.0% \| Win 59% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 25% \| MDD -29.8% Months 83M (23%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.4% \| Win 61% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -36.0% Months 171M (47%)	CAGR -11.7% \| Win 46% Sharpe -0.37 \| Sortino -0.52 \| Calmar -0.2 Vol 25% \| MDD -73.5% Months 81M (22%)	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)
MACD neg	CAGR 24.2% \| Win 72% Sharpe 1.04 \| Sortino 1.80 \| Calmar 1.1 Vol 24% \| MDD -22.6% Months 29M (8%)	CAGR 18.5% \| Win 59% Sharpe 0.84 \| Sortino 1.34 \| Calmar 0.6 Vol 24% \| MDD -31.4% Months 86M (23%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.3% \| Win 59% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.3 Vol 15% \| MDD -23.6% Months 143M (39%)	CAGR -4.6% \| Win 53% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -65.4% Months 109M (30%)	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)
MACD neg	CAGR 18.5% \| Win 60% Sharpe 1.01 \| Sortino 1.75 \| Calmar 0.9 Vol 19% \| MDD -20.5% Months 50M (14%)	CAGR 21.0% \| Win 65% Sharpe 0.85 \| Sortino 1.37 \| Calmar 0.7 Vol 27% \| MDD -28.8% Months 65M (18%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.5% \| Win 58% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -40.1% Months 223M (61%)	CAGR -18.9% \| Win 41% Sharpe -0.65 \| Sortino -0.85 \| Calmar -0.4 Vol 26% \| MDD -47.1% Months 29M (8%)	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)
MACD neg	CAGR 25.0% \| Win 71% Sharpe 1.22 \| Sortino 2.06 \| Calmar 1.1 Vol 20% \| MDD -22.6% Months 58M (16%)	CAGR 14.9% \| Win 54% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 27% \| MDD -29.8% Months 57M (16%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.1% \| Win 63% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.3 Vol 15% \| MDD -30.3% Months 187M (51%)	CAGR -1.7% \| Win 51% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 22% \| MDD -55.1% Months 67M (18%)	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)
RSI neg	CAGR 16.8% \| Win 62% Sharpe 0.63 \| Sortino 0.94 \| Calmar 1.1 Vol 33% \| MDD -15.6% Months 13M (4%)	CAGR 5.9% \| Win 54% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -60.5% Months 100M (27%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.0% \| Win 60% Sharpe 0.57 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -27.1% Months 166M (45%)	CAGR 4.7% \| Win 59% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.1 Vol 19% \| MDD -35.8% Months 88M (24%)	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)
RSI neg	CAGR 17.8% \| Win 52% Sharpe 1.02 \| Sortino 2.12 \| Calmar 1.4 Vol 18% \| MDD -12.8% Months 27M (7%)	CAGR 3.9% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 29% \| MDD -59.0% Months 86M (23%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.8% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -35.0% Months 234M (64%)	CAGR -3.8% \| Win 40% Sharpe -0.14 \| Sortino -0.31 \| Calmar -0.3 Vol 17% \| MDD -10.9% Months 20M (5%)	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)
RSI neg	CAGR 11.4% \| Win 57% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.4 Vol 24% \| MDD -29.4% Months 47M (13%)	CAGR 4.1% \| Win 53% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -56.6% Months 66M (18%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.2% \| Win 64% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -20.5% Months 146M (40%)	CAGR 8.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.3 Vol 21% \| MDD -30.0% Months 54M (15%)	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)
MACDhist neg	CAGR 3.9% \| Win 43% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -31.6% Months 47M (13%)	CAGR 2.3% \| Win 57% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 26% \| MDD -66.3% Months 120M (33%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)
RSIhist only	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.4% \| Win 62% Sharpe 0.68 \| Sortino 1.02 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 194M (53%)	CAGR 16.2% \| Win 83% Sharpe 1.14 \| Sortino 0.00 \| Calmar 2.9 Vol 14% \| MDD -5.7% Months 6M (2%)	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)
MACDhist neg	CAGR 4.2% \| Win 57% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 21% \| MDD -45.1% Months 87M (24%)	CAGR 1.2% \| Win 48% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -59.7% Months 80M (22%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.6% \| Win 64% Sharpe 0.72 \| Sortino 1.05 \| Calmar 0.5 Vol 16% \| MDD -21.8% Months 156M (42%)	CAGR 4.1% \| Win 40% Sharpe 0.31 \| Sortino 0.71 \| Calmar 0.1 Vol 17% \| MDD -27.4% Months 37M (10%)	CAGR 9.3% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -29.0% Months 193M (53%)
RSIhist neg	CAGR 5.7% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 21% \| MDD -46.0% Months 125M (34%)	CAGR 0.8% \| Win 57% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 32% \| MDD -58.1% Months 49M (13%)	CAGR 4.3% \| Win 57% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 25% \| MDD -58.6% Months 174M (47%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -35.7% Months 281M (77%)	CAGR 2.2% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -58.0% Months 86M (23%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 62% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -29.1% Months 216M (59%)	CAGR 2.1% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -17.9% Months 32M (9%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 8.9% \| Win 35% Sharpe 0.48 \| Sortino 1.19 \| Calmar 0.9 Vol 22% \| MDD -10.4% Months 17M (5%)	CAGR 6.4% \| Win 56% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -55.2% Months 102M (28%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
SLmean only	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.7% Months 233M (64%)	CAGR 5.3% \| Win 55% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -56.7% Months 134M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 61% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.2 Vol 16% \| MDD -44.3% Months 238M (65%)	CAGR -17.6% \| Win 50% Sharpe -0.78 \| Sortino -1.20 \| Calmar -1.2 Vol 22% \| MDD -14.3% Months 10M (3%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 9.6% \| Win 54% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.2 Vol 29% \| MDD -61.7% Months 99M (27%)	CAGR -6.3% \| Win 50% Sharpe -0.43 \| Sortino -0.71 \| Calmar -0.3 Vol 13% \| MDD -23.0% Months 20M (5%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.2 Vol 21% \| MDD -56.9% Months 337M (92%)	CAGR -10.3% \| Win 50% Sharpe -0.58 \| Sortino -0.85 \| Calmar -0.3 Vol 16% \| MDD -34.7% Months 30M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -28.1% Months 195M (53%)	CAGR 12.2% \| Win 66% Sharpe 0.69 \| Sortino 1.13 \| Calmar 0.4 Vol 19% \| MDD -30.6% Months 53M (14%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR -11.6% \| Win 46% Sharpe -0.31 \| Sortino -0.43 \| Calmar -0.2 Vol 27% \| MDD -66.5% Months 57M (16%)	CAGR 26.9% \| Win 60% Sharpe 1.03 \| Sortino 1.65 \| Calmar 0.8 Vol 27% \| MDD -35.0% Months 62M (17%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
MACD only	CAGR 1.5% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -61.1% Months 252M (69%)	CAGR 19.9% \| Win 63% Sharpe 0.89 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -29.8% Months 115M (31%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 62% Sharpe 0.54 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -39.2% Months 226M (62%)	CAGR 0.2% \| Win 55% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 18% \| MDD -23.7% Months 22M (6%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 0.3% \| Win 46% Sharpe 0.12 \| Sortino 0.24 \| Calmar 0.0 Vol 23% \| MDD -27.8% Months 28M (8%)	CAGR 8.8% \| Win 55% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.1 Vol 29% \| MDD -62.5% Months 91M (25%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -38.7% Months 254M (69%)	CAGR 7.1% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -58.9% Months 113M (31%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 63% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 15% \| MDD -30.6% Months 189M (52%)	CAGR -1.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -45.7% Months 59M (16%)	CAGR 7.0% \| Win 61% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -40.8% Months 248M (68%)
MRmean neg	CAGR 27.6% \| Win 64% Sharpe 0.89 \| Sortino 1.32 \| Calmar 1.1 Vol 33% \| MDD -24.3% Months 11M (3%)	CAGR 4.8% \| Win 52% Sharpe 0.31 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 108M (29%)	CAGR 6.8% \| Win 53% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -62.4% Months 119M (32%)
MACDhist only	CAGR 10.5% \| Win 63% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -32.9% Months 200M (54%)	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -71.1% Months 167M (46%)