EWS - iShares MSCI Singapore ETF

Signal Pair Analysis

MRmean-RSIhist

Best Pair

100.7%

Best CAGR

105

Total Months

3.2%

Avg CAGR

EWS 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 EWS

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	RSIhist	neg-pos	8	2.2	100.7	62.5	1.4	8.7	10.2	60.6	-9.8
pair	RSIhist	MRmean	neg-pos	8	2.2	100.7	62.5	1.4	8.7	10.2	60.6	-9.8
pair	RSI	RSIhist	neg-pos	32	8.7	59.0	62.5	1.4	6.5	4.1	37.5	-14.3
pair	RSIhist	RSI	neg-pos	32	8.7	59.0	62.5	1.4	6.5	4.1	37.5	-14.3
pair	SLmean	RSIhist	neg-pos	8	2.2	42.0	62.5	0.9	6.0	4.3	54.0	-9.8
pair	RSIhist	SLmean	neg-pos	8	2.2	42.0	62.5	0.9	6.0	4.3	54.0	-9.8
pair	RSI	MRmean	pos-neg	28	7.6	38.6	60.7	1.4	8.0	4.6	25.9	-8.3
pair	MRmean	RSI	pos-neg	28	7.6	38.6	60.7	1.4	8.0	4.6	25.9	-8.3
pair	MACD	RSIhist	neg-pos	62	16.9	33.5	61.3	1.1	4.3	2.3	30.0	-14.3
pair	RSIhist	MACD	neg-pos	62	16.9	33.5	61.3	1.1	4.3	2.3	30.0	-14.3
pair	SLmean	RSI	pos-neg	30	8.2	29.8	53.3	0.9	1.8	1.4	33.9	-21.4
pair	RSI	SLmean	pos-neg	30	8.2	29.8	53.3	0.9	1.8	1.4	33.9	-21.4
pair	LWTI	RSIhist	pos-neg	41	11.2	29.1	61.0	0.9	2.5	2.1	32.6	-14.0
pair	RSIhist	LWTI	pos-neg	41	11.2	29.1	61.0	0.9	2.5	2.1	32.6	-14.0
pair	RSIhist	MACDhist	neg-pos	34	9.3	26.7	50.0	0.8	2.5	1.1	35.0	-24.2
pair	MACDhist	RSIhist	neg-pos	34	9.3	26.7	50.0	0.8	2.5	1.1	35.0	-24.2
pair	MRmean	MACD	pos-neg	57	15.5	23.5	59.6	1.1	3.6	1.2	22.3	-20.2
pair	MACD	MRmean	pos-neg	57	15.5	23.5	59.6	1.1	3.6	1.2	22.3	-20.2
pair	MACDhist	RSmean	neg-pos	7	1.9	23.3	71.4	1.9	0.0	5.0	11.5	-4.7
pair	RSmean	MACDhist	neg-pos	7	1.9	23.3	71.4	1.9	0.0	5.0	11.5	-4.7
pair	MACDhist	RSI	neg-pos	31	8.4	20.7	61.3	0.9	2.2	0.9	23.8	-21.7
pair	RSI	MACDhist	neg-pos	31	8.4	20.7	61.3	0.9	2.2	0.9	23.8	-21.7
pair	MACD	SLmean	pos-neg	60	16.3	19.9	56.7	0.8	1.6	0.9	27.0	-21.4
pair	SLmean	MACD	pos-neg	60	16.3	19.9	56.7	0.8	1.6	0.9	27.0	-21.4
pair	RSmean	SLmean	pos-neg	11	3.0	19.8	63.6	1.7	2.7	3.5	11.2	-5.6
pair	SLmean	RSmean	pos-neg	11	3.0	19.8	63.6	1.7	2.7	3.5	11.2	-5.6
pair	RSmean	RSIhist	pos-pos	186	50.7	17.8	60.2	0.9	1.8	0.7	21.7	-26.1
pair	RSIhist	RSmean	pos-pos	186	50.7	17.8	60.2	0.9	1.8	0.7	21.7	-26.1
pair	SLmean	LWTI	pos-neg	39	10.6	17.1	56.4	0.7	1.7	0.9	25.4	-19.6
single	RSIhist	RSIhist	pos-pos	193	52.6	17.1	59.6	0.8	1.7	0.6	21.4	-28.5
pair	LWTI	SLmean	pos-neg	39	10.6	17.1	56.4	0.7	1.7	0.9	25.4	-19.6
pair	RSIhist	SLmean	pos-pos	185	50.4	16.1	59.5	0.9	1.7	0.5	19.1	-33.5
pair	SLmean	RSIhist	pos-pos	185	50.4	16.1	59.5	0.9	1.7	0.5	19.1	-33.5
pair	SLmean	MACDhist	pos-pos	172	46.9	15.5	62.8	0.9	1.5	0.6	17.4	-24.9
pair	MACDhist	SLmean	pos-pos	172	46.9	15.5	62.8	0.9	1.5	0.6	17.4	-24.9
pair	MACDhist	MACD	neg-pos	54	14.7	15.2	61.1	0.8	1.9	0.7	21.2	-21.7
pair	MACD	MACDhist	neg-pos	54	14.7	15.2	61.1	0.8	1.9	0.7	21.2	-21.7
pair	MACDhist	RSIhist	pos-pos	159	43.3	15.1	61.6	0.9	1.6	0.5	17.3	-30.1
pair	RSIhist	MACDhist	pos-pos	159	43.3	15.1	61.6	0.9	1.6	0.5	17.3	-30.1
pair	MRmean	LWTI	pos-neg	35	9.5	14.8	60.0	0.8	1.3	1.2	21.3	-12.4
pair	LWTI	MRmean	pos-neg	35	9.5	14.8	60.0	0.8	1.3	1.2	21.3	-12.4
pair	RSIhist	MRmean	pos-pos	185	50.4	14.4	59.5	0.8	1.5	0.5	18.0	-28.9
pair	MRmean	RSIhist	pos-pos	185	50.4	14.4	59.5	0.8	1.5	0.5	18.0	-28.9
pair	RSI	RSmean	neg-pos	13	3.5	14.3	53.8	1.1	1.6	1.6	12.9	-8.8
pair	RSmean	RSI	neg-pos	13	3.5	14.3	53.8	1.1	1.6	1.6	12.9	-8.8
pair	SLmean	MRmean	pos-pos	204	55.6	14.1	60.8	0.8	1.4	0.5	18.1	-27.3
pair	MRmean	SLmean	pos-pos	204	55.6	14.1	60.8	0.8	1.4	0.5	18.1	-27.3
pair	RSIhist	LWTI	pos-pos	152	41.4	14.0	59.2	0.8	1.5	0.6	17.3	-25.5
pair	LWTI	RSIhist	pos-pos	152	41.4	14.0	59.2	0.8	1.5	0.6	17.3	-25.5
pair	MRmean	MACDhist	pos-pos	186	50.7	13.7	61.8	0.8	1.3	0.4	17.4	-31.9
pair	MACDhist	MRmean	pos-pos	186	50.7	13.7	61.8	0.8	1.3	0.4	17.4	-31.9
single	SLmean	SLmean	pos-pos	215	58.6	13.3	60.0	0.7	1.1	0.5	19.6	-27.3
pair	RSmean	SLmean	pos-pos	204	55.6	12.9	59.8	0.7	1.1	0.4	20.0	-31.5
pair	SLmean	RSmean	pos-pos	204	55.6	12.9	59.8	0.7	1.1	0.4	20.0	-31.5
pair	LWTI	MACDhist	pos-pos	188	51.2	12.5	61.2	0.7	1.1	0.4	18.3	-31.4
pair	MACDhist	LWTI	pos-pos	188	51.2	12.5	61.2	0.7	1.1	0.4	18.3	-31.4
pair	SLmean	LWTI	pos-pos	176	48.0	12.4	60.8	0.7	1.0	0.5	18.1	-27.3
pair	LWTI	SLmean	pos-pos	176	48.0	12.4	60.8	0.7	1.0	0.5	18.1	-27.3
pair	MACD	RSmean	pos-neg	130	35.4	12.1	56.2	0.5	0.9	0.2	30.5	-60.1
pair	RSmean	MACD	pos-neg	130	35.4	12.1	56.2	0.5	0.9	0.2	30.5	-60.1
single	MACDhist	MACDhist	pos-pos	206	56.1	12.0	61.2	0.7	1.1	0.3	18.0	-38.4
pair	RSmean	MRmean	pos-pos	211	57.5	11.7	59.2	0.7	1.2	0.3	18.3	-36.4
pair	MRmean	RSmean	pos-pos	211	57.5	11.7	59.2	0.7	1.2	0.3	18.3	-36.4
pair	MACDhist	RSmean	pos-pos	199	54.2	11.6	60.8	0.7	1.0	0.3	18.2	-41.7
pair	RSmean	MACDhist	pos-pos	199	54.2	11.6	60.8	0.7	1.0	0.3	18.2	-41.7
single	MRmean	MRmean	pos-pos	222	60.5	11.4	59.0	0.7	1.1	0.3	18.1	-39.1
pair	MACDhist	MACD	pos-pos	152	41.4	10.9	61.2	0.7	0.9	0.4	16.8	-27.9
pair	MACD	MACDhist	pos-pos	152	41.4	10.9	61.2	0.7	0.9	0.4	16.8	-27.9
pair	SLmean	RSI	pos-pos	185	50.4	10.8	61.1	0.7	1.0	0.3	16.2	-30.4
pair	RSI	SLmean	pos-pos	185	50.4	10.8	61.1	0.7	1.0	0.3	16.2	-30.4
pair	MRmean	LWTI	pos-pos	187	51.0	10.8	58.8	0.7	1.1	0.3	17.4	-39.5
pair	LWTI	MRmean	pos-pos	187	51.0	10.8	58.8	0.7	1.1	0.3	17.4	-39.5
pair	MACD	SLmean	pos-pos	155	42.2	10.8	61.3	0.7	1.0	0.4	15.9	-27.6
pair	SLmean	MACD	pos-pos	155	42.2	10.8	61.3	0.7	1.0	0.4	15.9	-27.6
pair	RSI	MACD	neg-pos	30	8.2	10.8	60.0	0.7	1.5	0.5	17.7	-21.9
pair	MACD	RSI	neg-pos	30	8.2	10.8	60.0	0.7	1.5	0.5	17.7	-21.9
pair	RSI	MACDhist	pos-pos	175	47.7	10.5	61.1	0.7	0.9	0.3	16.9	-34.7
pair	MACDhist	RSI	pos-pos	175	47.7	10.5	61.1	0.7	0.9	0.3	16.9	-34.7
pair	RSIhist	RSI	pos-pos	161	43.9	10.2	59.0	0.7	1.0	0.3	15.9	-34.2
pair	RSI	RSIhist	pos-pos	161	43.9	10.2	59.0	0.7	1.0	0.3	15.9	-34.2
pair	RSIhist	MACD	pos-pos	131	35.7	10.0	58.8	0.7	1.0	0.3	15.6	-30.4
pair	MACD	RSIhist	pos-pos	131	35.7	10.0	58.8	0.7	1.0	0.3	15.6	-30.4
pair	LWTI	RSmean	pos-pos	234	63.8	8.8	57.7	0.5	0.8	0.2	18.9	-38.3
pair	RSmean	LWTI	pos-pos	234	63.8	8.8	57.7	0.5	0.8	0.2	18.9	-38.3
pair	MACD	LWTI	neg-neg	85	23.2	8.7	56.5	0.4	0.6	0.1	34.5	-56.4
pair	LWTI	MACD	neg-neg	85	23.2	8.7	56.5	0.4	0.6	0.1	34.5	-56.4
pair	RSmean	RSI	pos-neg	120	32.7	8.6	55.0	0.4	0.6	0.1	33.6	-60.1
pair	RSI	RSmean	pos-neg	120	32.7	8.6	55.0	0.4	0.6	0.1	33.6	-60.1
pair	RSI	MRmean	pos-pos	194	52.9	8.0	58.8	0.6	0.8	0.2	16.5	-40.1
pair	MRmean	RSI	pos-pos	194	52.9	8.0	58.8	0.6	0.8	0.2	16.5	-40.1
pair	LWTI	RSI	pos-pos	208	56.7	7.5	57.2	0.5	0.7	0.2	16.5	-41.2
pair	RSI	LWTI	pos-pos	208	56.7	7.5	57.2	0.5	0.7	0.2	16.5	-41.2
pair	MRmean	MACD	pos-pos	165	45.0	7.5	58.8	0.5	0.7	0.2	16.3	-37.4
pair	MACD	MRmean	pos-pos	165	45.0	7.5	58.8	0.5	0.7	0.2	16.3	-37.4
pair	MACD	LWTI	pos-pos	200	54.5	7.2	57.5	0.5	0.6	0.1	17.6	-47.3
pair	LWTI	MACD	pos-pos	200	54.5	7.2	57.5	0.5	0.6	0.1	17.6	-47.3
pair	LWTI	MACDhist	pos-neg	18	4.9	6.7	61.1	0.5	0.7	0.6	15.0	-10.7
pair	MACDhist	LWTI	pos-neg	18	4.9	6.7	61.1	0.5	0.7	0.6	15.0	-10.7
single	RSmean	RSmean	pos-pos	332	90.5	6.6	56.3	0.4	0.6	0.1	24.3	-60.1
single	LWTI	LWTI	pos-pos	263	71.7	6.1	56.3	0.4	0.6	0.1	19.1	-46.2
single	MACD	MACD	neg-neg	148	40.3	6.1	54.7	0.3	0.5	0.1	30.2	-74.2
single	RSI	RSI	pos-pos	225	61.3	6.0	56.9	0.4	0.6	0.1	16.7	-45.2
pair	MRmean	RSmean	pos-neg	11	3.0	5.6	54.5	0.5	0.6	0.4	14.0	-13.9
pair	RSmean	MRmean	pos-neg	11	3.0	5.6	54.5	0.5	0.6	0.4	14.0	-13.9
pair	RSmean	RSI	pos-pos	212	57.8	5.5	57.1	0.4	0.6	0.1	16.9	-47.1
pair	RSI	RSmean	pos-pos	212	57.8	5.5	57.1	0.4	0.6	0.1	16.9	-47.1
pair	MACD	RSI	pos-pos	195	53.1	5.3	56.4	0.4	0.5	0.1	16.6	-42.7
pair	RSI	MACD	pos-pos	195	53.1	5.3	56.4	0.4	0.5	0.1	16.6	-42.7
pair	MACD	RSI	neg-neg	118	32.2	4.9	53.4	0.3	0.5	0.1	32.7	-74.2
pair	RSI	MACD	neg-neg	118	32.2	4.9	53.4	0.3	0.5	0.1	32.7	-74.2
pair	SLmean	MACDhist	pos-neg	43	11.7	4.6	48.8	0.3	0.5	0.2	26.9	-21.4
pair	MACDhist	SLmean	pos-neg	43	11.7	4.6	48.8	0.3	0.5	0.2	26.9	-21.4
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	4.1	55.3	0.3	0.4	0.1	24.4	-74.2
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	4.1	55.3	0.3	0.4	0.1	24.4	-74.2
pair	MACD	RSmean	pos-pos	202	55.0	3.2	56.4	0.3	0.3	0.1	19.2	-59.6
pair	RSmean	MACD	pos-pos	202	55.0	3.2	56.4	0.3	0.3	0.1	19.2	-59.6
single	MACD	MACD	pos-pos	219	59.7	2.7	55.7	0.2	0.3	0.0	19.5	-64.5
pair	LWTI	MACD	neg-pos	63	17.2	2.6	52.4	0.2	0.4	0.1	23.3	-30.4
pair	MACD	LWTI	neg-pos	63	17.2	2.6	52.4	0.2	0.4	0.1	23.3	-30.4
pair	RSIhist	MACDhist	pos-neg	47	12.8	2.0	59.6	0.2	0.2	0.1	20.4	-19.4
pair	MACDhist	RSIhist	pos-neg	47	12.8	2.0	59.6	0.2	0.2	0.1	20.4	-19.4
pair	LWTI	RSmean	pos-neg	98	26.7	1.5	53.1	0.2	0.3	0.0	33.9	-46.9
pair	RSmean	LWTI	pos-neg	98	26.7	1.5	53.1	0.2	0.3	0.0	33.9	-46.9
pair	LWTI	RSI	neg-neg	87	23.7	1.2	52.9	0.2	0.3	0.0	36.8	-56.4
pair	RSI	LWTI	neg-neg	87	23.7	1.2	52.9	0.2	0.3	0.0	36.8	-56.4
pair	MACDhist	MACD	neg-neg	94	25.6	1.2	51.1	0.2	0.3	0.0	34.4	-74.2
pair	MACD	MACDhist	neg-neg	94	25.6	1.2	51.1	0.2	0.3	0.0	34.4	-74.2
single	RSI	RSI	neg-neg	142	38.7	1.1	52.8	0.2	0.3	0.0	33.1	-74.2
pair	LWTI	RSI	neg-pos	55	15.0	1.0	52.7	0.2	0.2	0.0	26.7	-30.4
pair	RSI	LWTI	neg-pos	55	15.0	1.0	52.7	0.2	0.2	0.0	26.7	-30.4
pair	MACDhist	MRmean	pos-neg	36	9.8	0.3	44.4	0.1	0.2	0.0	21.3	-30.6
pair	MRmean	MACDhist	pos-neg	36	9.8	0.3	44.4	0.1	0.2	0.0	21.3	-30.6
pair	MRmean	SLmean	neg-pos	11	3.0	-0.4	45.5	0.2	0.2	-0.0	39.5	-21.4
pair	SLmean	MRmean	neg-pos	11	3.0	-0.4	45.5	0.2	0.2	-0.0	39.5	-21.4
pair	RSmean	MACDhist	pos-neg	133	36.2	-0.5	49.6	0.1	0.2	-0.0	31.2	-66.0
pair	MACDhist	RSmean	pos-neg	133	36.2	-0.5	49.6	0.1	0.2	-0.0	31.2	-66.0
single	LWTI	LWTI	neg-neg	104	28.3	-0.8	52.9	0.1	0.2	-0.0	34.5	-57.1
pair	RSmean	RSIhist	neg-pos	7	1.9	-0.9	42.9	-0.1	-0.1	-0.1	9.7	-7.2
pair	RSIhist	RSmean	neg-pos	7	1.9	-0.9	42.9	-0.1	-0.1	-0.1	9.7	-7.2
pair	MRmean	RSmean	neg-pos	121	33.0	-1.8	51.2	0.1	0.1	-0.0	32.2	-73.9
pair	RSmean	MRmean	neg-pos	121	33.0	-1.8	51.2	0.1	0.1	-0.0	32.2	-73.9
pair	MACDhist	LWTI	neg-neg	86	23.4	-2.3	51.2	0.1	0.2	-0.0	37.3	-57.9
pair	RSIhist	MRmean	pos-neg	37	10.1	-2.3	56.8	-0.0	-0.1	-0.1	18.3	-25.7
pair	MRmean	RSIhist	pos-neg	37	10.1	-2.3	56.8	-0.0	-0.1	-0.1	18.3	-25.7
pair	LWTI	MACDhist	neg-neg	86	23.4	-2.3	51.2	0.1	0.2	-0.0	37.3	-57.9
pair	MACD	SLmean	neg-neg	88	24.0	-2.4	53.4	0.1	0.1	-0.0	32.2	-67.8
pair	SLmean	MACD	neg-neg	88	24.0	-2.4	53.4	0.1	0.1	-0.0	32.2	-67.8
pair	RSmean	MACD	neg-pos	17	4.6	-2.7	47.1	0.0	0.0	-0.1	23.3	-21.3
pair	MACD	RSmean	neg-pos	17	4.6	-2.7	47.1	0.0	0.0	-0.1	23.3	-21.3
pair	MRmean	MACDhist	neg-pos	20	5.4	-2.7	55.0	0.0	0.0	-0.1	23.7	-24.5
pair	MACDhist	MRmean	neg-pos	20	5.4	-2.7	55.0	0.0	0.0	-0.1	23.7	-24.5
pair	SLmean	RSmean	neg-pos	128	34.9	-2.8	50.8	0.1	0.1	-0.0	29.8	-70.2
pair	RSmean	SLmean	neg-pos	128	34.9	-2.8	50.8	0.1	0.1	-0.0	29.8	-70.2
pair	SLmean	RSIhist	pos-neg	30	8.2	-2.8	63.3	-0.0	-0.0	-0.1	22.3	-21.4
pair	RSIhist	SLmean	pos-neg	30	8.2	-2.8	63.3	-0.0	-0.0	-0.1	22.3	-21.4
pair	MRmean	MACD	neg-neg	91	24.8	-3.5	51.6	0.1	0.1	-0.1	34.1	-74.9
pair	MACD	MRmean	neg-neg	91	24.8	-3.5	51.6	0.1	0.1	-0.1	34.1	-74.9
pair	RSI	MACDhist	neg-neg	111	30.2	-3.7	50.5	0.1	0.1	-0.1	35.3	-77.7
pair	MACDhist	RSI	neg-neg	111	30.2	-3.7	50.5	0.1	0.1	-0.1	35.3	-77.7
pair	RSI	RSIhist	pos-neg	64	17.4	-3.8	51.6	-0.1	-0.1	-0.1	18.4	-29.4
pair	RSIhist	RSI	pos-neg	64	17.4	-3.8	51.6	-0.1	-0.1	-0.1	18.4	-29.4
pair	RSIhist	LWTI	neg-pos	111	30.2	-3.9	52.3	-0.1	-0.1	-0.1	21.0	-40.0
pair	LWTI	RSIhist	neg-pos	111	30.2	-3.9	52.3	-0.1	-0.1	-0.1	21.0	-40.0
pair	SLmean	MACDhist	neg-pos	34	9.3	-4.4	52.9	-0.1	-0.1	-0.2	20.7	-19.1
pair	MACDhist	SLmean	neg-pos	34	9.3	-4.4	52.9	-0.1	-0.1	-0.2	20.7	-19.1
pair	LWTI	MRmean	neg-pos	76	20.7	-4.7	50.0	-0.1	-0.1	-0.1	22.4	-46.4
pair	MRmean	LWTI	neg-pos	76	20.7	-4.7	50.0	-0.1	-0.1	-0.1	22.4	-46.4
single	MACDhist	MACDhist	neg-neg	161	43.9	-5.2	47.8	-0.0	-0.0	-0.1	30.5	-79.2
pair	RSI	SLmean	neg-neg	112	30.5	-5.4	52.7	-0.0	-0.0	-0.1	32.8	-76.6
pair	SLmean	RSI	neg-neg	112	30.5	-5.4	52.7	-0.0	-0.0	-0.1	32.8	-76.6
pair	RSI	MRmean	neg-pos	31	8.4	-5.6	45.2	-0.2	-0.2	-0.2	18.0	-26.4
pair	MRmean	RSI	neg-pos	31	8.4	-5.6	45.2	-0.2	-0.2	-0.2	18.0	-26.4
pair	SLmean	LWTI	neg-pos	87	23.7	-5.7	47.1	-0.2	-0.2	-0.1	20.5	-40.1
pair	LWTI	SLmean	neg-pos	87	23.7	-5.7	47.1	-0.2	-0.2	-0.1	20.5	-40.1
pair	RSmean	RSIhist	pos-neg	146	39.8	-6.2	51.4	-0.1	-0.1	-0.1	26.8	-77.8
pair	RSIhist	RSmean	pos-neg	146	39.8	-6.2	51.4	-0.1	-0.1	-0.1	26.8	-77.8
single	MRmean	MRmean	neg-neg	145	39.5	-6.2	49.7	-0.0	-0.1	-0.1	31.6	-83.1
pair	MRmean	RSI	neg-neg	114	31.1	-6.4	50.9	-0.0	-0.0	-0.1	34.5	-82.1
pair	RSI	MRmean	neg-neg	114	31.1	-6.4	50.9	-0.0	-0.0	-0.1	34.5	-82.1
pair	SLmean	MRmean	neg-neg	134	36.5	-6.7	50.0	-0.1	-0.1	-0.1	31.1	-78.3
pair	MRmean	SLmean	neg-neg	134	36.5	-6.7	50.0	-0.1	-0.1	-0.1	31.1	-78.3
pair	MRmean	MACDhist	neg-neg	125	34.1	-6.8	48.8	-0.1	-0.1	-0.1	32.8	-82.4
pair	MACDhist	MRmean	neg-neg	125	34.1	-6.8	48.8	-0.1	-0.1	-0.1	32.8	-82.4
pair	MACD	RSIhist	pos-neg	88	24.0	-7.2	51.1	-0.2	-0.2	-0.1	24.1	-57.1
pair	RSIhist	MACD	pos-neg	88	24.0	-7.2	51.1	-0.2	-0.2	-0.1	24.1	-57.1
single	SLmean	SLmean	neg-neg	152	41.4	-7.6	48.7	-0.1	-0.2	-0.1	29.7	-79.5
pair	MRmean	LWTI	neg-neg	69	18.8	-7.9	49.3	-0.0	-0.0	-0.1	39.5	-67.1
pair	LWTI	MRmean	neg-neg	69	18.8	-7.9	49.3	-0.0	-0.0	-0.1	39.5	-67.1
pair	RSI	MACDhist	pos-neg	50	13.6	-8.5	42.0	-0.5	-0.7	-0.2	15.5	-38.7
pair	MACDhist	RSI	pos-neg	50	13.6	-8.5	42.0	-0.5	-0.7	-0.2	15.5	-38.7
pair	LWTI	MACDhist	neg-pos	75	20.4	-8.5	44.0	-0.3	-0.4	-0.2	20.3	-47.1
pair	MACDhist	LWTI	neg-pos	75	20.4	-8.5	44.0	-0.3	-0.4	-0.2	20.3	-47.1
single	RSIhist	RSIhist	neg-neg	174	47.4	-8.6	50.6	-0.2	-0.2	-0.1	26.9	-85.6
pair	SLmean	MACDhist	neg-neg	118	32.2	-8.6	47.5	-0.1	-0.2	-0.1	31.8	-77.4
pair	MACDhist	SLmean	neg-neg	118	32.2	-8.6	47.5	-0.1	-0.2	-0.1	31.8	-77.4
pair	RSIhist	SLmean	neg-neg	144	39.2	-9.8	47.9	-0.2	-0.3	-0.1	27.8	-82.9
pair	SLmean	RSIhist	neg-neg	144	39.2	-9.8	47.9	-0.2	-0.3	-0.1	27.8	-82.9
pair	RSIhist	MACD	neg-neg	86	23.4	-10.1	50.0	-0.2	-0.3	-0.1	29.6	-79.5
pair	MACD	RSIhist	neg-neg	86	23.4	-10.1	50.0	-0.2	-0.3	-0.1	29.6	-79.5
pair	LWTI	SLmean	neg-neg	65	17.7	-10.2	50.8	-0.1	-0.1	-0.1	38.9	-67.1
pair	SLmean	LWTI	neg-neg	65	17.7	-10.2	50.8	-0.1	-0.1	-0.1	38.9	-67.1
pair	RSIhist	MRmean	neg-neg	137	37.3	-10.3	48.9	-0.2	-0.3	-0.1	28.8	-85.9
pair	MRmean	RSIhist	neg-neg	137	37.3	-10.3	48.9	-0.2	-0.3	-0.1	28.8	-85.9
pair	RSI	LWTI	pos-neg	17	4.6	-10.5	52.9	-0.5	-0.7	-1.0	18.9	-10.4
pair	LWTI	RSI	pos-neg	17	4.6	-10.5	52.9	-0.5	-0.7	-1.0	18.9	-10.4
pair	MRmean	MACD	neg-pos	54	14.7	-10.6	46.3	-0.3	-0.3	-0.2	27.1	-53.7
pair	MACD	MRmean	neg-pos	54	14.7	-10.6	46.3	-0.3	-0.3	-0.2	27.1	-53.7
pair	RSIhist	RSI	neg-neg	110	30.0	-11.3	50.0	-0.2	-0.3	-0.1	30.8	-84.8
pair	RSI	RSIhist	neg-neg	110	30.0	-11.3	50.0	-0.2	-0.3	-0.1	30.8	-84.8
pair	MACDhist	RSIhist	neg-neg	127	34.6	-12.3	47.2	-0.3	-0.4	-0.1	28.9	-87.4
pair	RSIhist	MACDhist	neg-neg	127	34.6	-12.3	47.2	-0.3	-0.4	-0.1	28.9	-87.4
pair	LWTI	RSmean	neg-pos	29	7.9	-13.5	44.8	-0.7	-0.7	-0.4	19.3	-34.3
pair	RSmean	LWTI	neg-pos	29	7.9	-13.5	44.8	-0.7	-0.7	-0.4	19.3	-34.3
pair	MACD	MACDhist	pos-neg	67	18.3	-13.6	43.3	-0.5	-0.6	-0.2	24.1	-60.7
pair	MACDhist	MACD	pos-neg	67	18.3	-13.6	43.3	-0.5	-0.6	-0.2	24.1	-60.7
pair	SLmean	RSI	neg-pos	40	10.9	-13.7	37.5	-0.7	-0.9	-0.4	18.1	-38.0
pair	RSI	SLmean	neg-pos	40	10.9	-13.7	37.5	-0.7	-0.9	-0.4	18.1	-38.0
pair	MACD	SLmean	neg-pos	64	17.4	-14.4	42.2	-0.5	-0.6	-0.2	25.8	-61.4
pair	SLmean	MACD	neg-pos	64	17.4	-14.4	42.2	-0.5	-0.6	-0.2	25.8	-61.4
pair	MRmean	SLmean	pos-neg	18	4.9	-14.5	38.9	-0.9	-1.2	-0.7	15.8	-22.5
pair	SLmean	MRmean	pos-neg	18	4.9	-14.5	38.9	-0.9	-1.2	-0.7	15.8	-22.5
pair	RSI	MACD	pos-neg	24	6.5	-15.6	50.0	-0.3	-0.4	-0.4	35.6	-39.6
pair	MACD	RSI	pos-neg	24	6.5	-15.6	50.0	-0.3	-0.4	-0.4	35.6	-39.6
pair	RSIhist	LWTI	neg-neg	63	17.2	-16.5	47.6	-0.3	-0.4	-0.2	35.0	-74.4
pair	LWTI	RSIhist	neg-neg	63	17.2	-16.5	47.6	-0.3	-0.4	-0.2	35.0	-74.4
single	RSmean	RSmean	neg-neg	35	9.5	-17.0	45.7	-0.6	-0.6	-0.4	24.8	-45.7
pair	RSIhist	RSmean	neg-neg	28	7.6	-20.5	46.4	-0.7	-0.7	-0.5	27.4	-44.1
pair	RSmean	RSIhist	neg-neg	28	7.6	-20.5	46.4	-0.7	-0.7	-0.5	27.4	-44.1
pair	MACDhist	RSmean	neg-neg	28	7.6	-24.8	39.3	-0.9	-1.0	-0.5	26.7	-48.0
pair	RSmean	MACDhist	neg-neg	28	7.6	-24.8	39.3	-0.9	-1.0	-0.5	26.7	-48.0
pair	RSmean	MRmean	neg-neg	24	6.5	-25.6	41.7	-0.9	-0.9	-0.6	28.3	-45.4
pair	MRmean	RSmean	neg-neg	24	6.5	-25.6	41.7	-0.9	-0.9	-0.6	28.3	-45.4
pair	MACD	RSmean	neg-neg	18	4.9	-28.5	44.4	-1.1	-1.1	-0.7	26.2	-43.6
pair	RSmean	MACD	neg-neg	18	4.9	-28.5	44.4	-1.1	-1.1	-0.7	26.2	-43.6
pair	RSmean	SLmean	neg-neg	24	6.5	-29.8	37.5	-1.1	-1.1	-0.6	28.1	-51.4
pair	SLmean	RSmean	neg-neg	24	6.5	-29.8	37.5	-1.1	-1.1	-0.6	28.1	-51.4
pair	RSmean	RSI	neg-neg	22	6.0	-31.3	40.9	-1.1	-1.2	-0.6	28.9	-51.9
pair	RSI	RSmean	neg-neg	22	6.0	-31.3	40.9	-1.1	-1.2	-0.6	28.9	-51.9
pair	RSmean	LWTI	neg-neg	6	1.6	-31.7	50.0	-0.6	-0.5	-7.0	45.6	-4.6
pair	LWTI	RSmean	neg-neg	6	1.6	-31.7	50.0	-0.6	-0.5	-7.0	45.6	-4.6
pair	MACD	LWTI	pos-neg	19	5.2	-34.2	36.8	-1.1	-1.3	-0.8	32.4	-45.4
pair	LWTI	MACD	pos-neg	19	5.2	-34.2	36.8	-1.1	-1.3	-0.8	32.4	-45.4

All Contingency Tables for EWS

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 61% Sharpe 0.82 \| Sortino 1.38 \| Calmar 0.5 Vol 18% \| MDD -27.3% Months 204M (56%)	CAGR -14.5% \| Win 39% Sharpe -0.91 \| Sortino -1.20 \| Calmar -0.6 Vol 16% \| MDD -22.5% Months 18M (5%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe 0.16 \| Sortino 0.22 \| Calmar -0.0 Vol 40% \| MDD -21.4% Months 11M (3%)	CAGR -6.7% \| Win 50% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 31% \| MDD -78.3% Months 134M (36%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
SLmean only	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 59% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 18% \| MDD -36.4% Months 211M (58%)	CAGR 5.6% \| Win 55% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.4 Vol 14% \| MDD -13.9% Months 11M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -1.8% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -73.9% Months 121M (33%)	CAGR -25.6% \| Win 42% Sharpe -0.88 \| Sortino -0.90 \| Calmar -0.6 Vol 28% \| MDD -45.4% Months 24M (6%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
RSmean only	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 59% Sharpe 0.53 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 165M (45%)	CAGR 23.5% \| Win 60% Sharpe 1.05 \| Sortino 3.64 \| Calmar 1.2 Vol 22% \| MDD -20.2% Months 57M (16%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -10.6% \| Win 46% Sharpe -0.27 \| Sortino -0.30 \| Calmar -0.2 Vol 27% \| MDD -53.7% Months 54M (15%)	CAGR -3.5% \| Win 52% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 34% \| MDD -74.9% Months 91M (25%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
MACD only	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 59% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 16% \| MDD -40.1% Months 194M (53%)	CAGR 38.6% \| Win 61% Sharpe 1.39 \| Sortino 7.95 \| Calmar 4.6 Vol 26% \| MDD -8.3% Months 28M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -5.6% \| Win 45% Sharpe -0.23 \| Sortino -0.25 \| Calmar -0.2 Vol 18% \| MDD -26.4% Months 31M (8%)	CAGR -6.4% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 34% \| MDD -82.1% Months 114M (31%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
RSI only	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.4 Vol 17% \| MDD -31.9% Months 186M (51%)	CAGR 0.3% \| Win 44% Sharpe 0.12 \| Sortino 0.22 \| Calmar 0.0 Vol 21% \| MDD -30.6% Months 36M (10%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -2.7% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -24.5% Months 20M (5%)	CAGR -6.8% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 33% \| MDD -82.4% Months 125M (34%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.4% \| Win 60% Sharpe 0.84 \| Sortino 1.49 \| Calmar 0.5 Vol 18% \| MDD -28.9% Months 185M (50%)	CAGR -2.3% \| Win 57% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -25.7% Months 37M (10%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR 100.7% \| Win 62% Sharpe 1.41 \| Sortino 8.68 \| Calmar 10.3 Vol 61% \| MDD -9.8% Months 8M (2%)	CAGR -10.3% \| Win 49% Sharpe -0.22 \| Sortino -0.28 \| Calmar -0.1 Vol 29% \| MDD -85.9% Months 137M (37%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 17% \| MDD -39.5% Months 187M (51%)	CAGR 14.8% \| Win 60% Sharpe 0.75 \| Sortino 1.34 \| Calmar 1.2 Vol 21% \| MDD -12.4% Months 35M (10%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -4.7% \| Win 50% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.1 Vol 22% \| MDD -46.4% Months 76M (21%)	CAGR -7.9% \| Win 49% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 40% \| MDD -67.1% Months 69M (19%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.9% \| Win 60% Sharpe 0.71 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 204M (56%)	CAGR 19.8% \| Win 64% Sharpe 1.68 \| Sortino 2.70 \| Calmar 3.5 Vol 11% \| MDD -5.6% Months 11M (3%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR -2.8% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 30% \| MDD -70.2% Months 128M (35%)	CAGR -29.8% \| Win 38% Sharpe -1.09 \| Sortino -1.15 \| Calmar -0.6 Vol 28% \| MDD -51.4% Months 24M (6%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
RSmean only	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 61% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -27.6% Months 155M (42%)	CAGR 19.9% \| Win 57% Sharpe 0.81 \| Sortino 1.57 \| Calmar 0.9 Vol 27% \| MDD -21.4% Months 60M (16%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR -14.4% \| Win 42% Sharpe -0.46 \| Sortino -0.55 \| Calmar -0.2 Vol 26% \| MDD -61.4% Months 64M (17%)	CAGR -2.4% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 32% \| MDD -67.8% Months 88M (24%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
MACD only	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 61% Sharpe 0.72 \| Sortino 1.02 \| Calmar 0.4 Vol 16% \| MDD -30.4% Months 185M (50%)	CAGR 29.8% \| Win 53% Sharpe 0.93 \| Sortino 1.80 \| Calmar 1.4 Vol 34% \| MDD -21.4% Months 30M (8%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR -13.7% \| Win 38% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.4 Vol 18% \| MDD -38.0% Months 40M (11%)	CAGR -5.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -76.6% Months 112M (30%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
RSI only	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 15.5% \| Win 63% Sharpe 0.92 \| Sortino 1.52 \| Calmar 0.6 Vol 17% \| MDD -24.9% Months 172M (47%)	CAGR 4.6% \| Win 49% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.2 Vol 27% \| MDD -21.4% Months 43M (12%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR -4.4% \| Win 53% Sharpe -0.11 \| Sortino -0.13 \| Calmar -0.2 Vol 21% \| MDD -19.1% Months 34M (9%)	CAGR -8.6% \| Win 48% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -77.4% Months 118M (32%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 16.1% \| Win 60% Sharpe 0.88 \| Sortino 1.66 \| Calmar 0.5 Vol 19% \| MDD -33.5% Months 185M (50%)	CAGR -2.8% \| Win 63% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 22% \| MDD -21.4% Months 30M (8%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR 42.0% \| Win 62% Sharpe 0.86 \| Sortino 6.04 \| Calmar 4.3 Vol 54% \| MDD -9.8% Months 8M (2%)	CAGR -9.8% \| Win 48% Sharpe -0.23 \| Sortino -0.28 \| Calmar -0.1 Vol 28% \| MDD -82.9% Months 144M (39%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 61% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.5 Vol 18% \| MDD -27.3% Months 176M (48%)	CAGR 17.1% \| Win 56% Sharpe 0.74 \| Sortino 1.71 \| Calmar 0.9 Vol 25% \| MDD -19.6% Months 39M (11%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)
SLmean neg	CAGR -5.7% \| Win 47% Sharpe -0.18 \| Sortino -0.24 \| Calmar -0.1 Vol 20% \| MDD -40.1% Months 87M (24%)	CAGR -10.2% \| Win 51% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.2 Vol 39% \| MDD -67.1% Months 65M (18%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 56% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -59.6% Months 202M (55%)	CAGR 12.1% \| Win 56% Sharpe 0.52 \| Sortino 0.87 \| Calmar 0.2 Vol 30% \| MDD -60.1% Months 130M (35%)	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)
RSmean neg	CAGR -2.7% \| Win 47% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 23% \| MDD -21.3% Months 17M (5%)	CAGR -28.5% \| Win 44% Sharpe -1.12 \| Sortino -1.14 \| Calmar -0.7 Vol 26% \| MDD -43.6% Months 18M (5%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)
MACD only	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 57% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -47.1% Months 212M (58%)	CAGR 8.6% \| Win 55% Sharpe 0.41 \| Sortino 0.64 \| Calmar 0.1 Vol 34% \| MDD -60.1% Months 120M (33%)	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)
RSmean neg	CAGR 14.3% \| Win 54% Sharpe 1.11 \| Sortino 1.56 \| Calmar 1.6 Vol 13% \| MDD -8.8% Months 13M (4%)	CAGR -31.3% \| Win 41% Sharpe -1.12 \| Sortino -1.19 \| Calmar -0.6 Vol 29% \| MDD -51.9% Months 22M (6%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)
RSI only	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 61% Sharpe 0.69 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -41.7% Months 199M (54%)	CAGR -0.5% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 31% \| MDD -66.0% Months 133M (36%)	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)
RSmean neg	CAGR 23.3% \| Win 71% Sharpe 1.88 \| Sortino 0.00 \| Calmar 5.0 Vol 12% \| MDD -4.7% Months 7M (2%)	CAGR -24.8% \| Win 39% Sharpe -0.91 \| Sortino -0.96 \| Calmar -0.5 Vol 27% \| MDD -48.0% Months 28M (8%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 17.8% \| Win 60% Sharpe 0.86 \| Sortino 1.79 \| Calmar 0.7 Vol 22% \| MDD -26.1% Months 186M (51%)	CAGR -6.2% \| Win 51% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -77.8% Months 146M (40%)	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)
RSmean neg	CAGR -0.9% \| Win 43% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 10% \| MDD -7.2% Months 7M (2%)	CAGR -20.5% \| Win 46% Sharpe -0.68 \| Sortino -0.71 \| Calmar -0.5 Vol 27% \| MDD -44.1% Months 28M (8%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 19% \| MDD -38.3% Months 234M (64%)	CAGR 1.5% \| Win 53% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 34% \| MDD -46.9% Months 98M (27%)	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)
RSmean neg	CAGR -13.5% \| Win 45% Sharpe -0.65 \| Sortino -0.71 \| Calmar -0.4 Vol 19% \| MDD -34.3% Months 29M (8%)	CAGR -31.7% \| Win 50% Sharpe -0.60 \| Sortino -0.50 \| Calmar -7.0 Vol 46% \| MDD -4.6% Months 6M (2%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.3% \| Win 56% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -42.7% Months 195M (53%)	CAGR -15.6% \| Win 50% Sharpe -0.29 \| Sortino -0.36 \| Calmar -0.4 Vol 36% \| MDD -39.6% Months 24M (6%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)
MACD neg	CAGR 10.8% \| Win 60% Sharpe 0.67 \| Sortino 1.53 \| Calmar 0.5 Vol 18% \| MDD -21.9% Months 30M (8%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 33% \| MDD -74.2% Months 118M (32%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)
RSI only	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.9% \| Win 61% Sharpe 0.70 \| Sortino 0.88 \| Calmar 0.4 Vol 17% \| MDD -27.9% Months 152M (41%)	CAGR -13.6% \| Win 43% Sharpe -0.47 \| Sortino -0.56 \| Calmar -0.2 Vol 24% \| MDD -60.7% Months 67M (18%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)
MACD neg	CAGR 15.2% \| Win 61% Sharpe 0.77 \| Sortino 1.88 \| Calmar 0.7 Vol 21% \| MDD -21.7% Months 54M (15%)	CAGR 1.2% \| Win 51% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.0 Vol 34% \| MDD -74.2% Months 94M (26%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.0% \| Win 59% Sharpe 0.69 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 131M (36%)	CAGR -7.2% \| Win 51% Sharpe -0.18 \| Sortino -0.21 \| Calmar -0.1 Vol 24% \| MDD -57.1% Months 88M (24%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)
MACD neg	CAGR 33.5% \| Win 61% Sharpe 1.10 \| Sortino 4.27 \| Calmar 2.3 Vol 30% \| MDD -14.3% Months 62M (17%)	CAGR -10.1% \| Win 50% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 86M (23%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.2% \| Win 57% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -47.3% Months 200M (54%)	CAGR -34.2% \| Win 37% Sharpe -1.10 \| Sortino -1.32 \| Calmar -0.8 Vol 32% \| MDD -45.4% Months 19M (5%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)
MACD neg	CAGR 2.6% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 23% \| MDD -30.4% Months 63M (17%)	CAGR 8.7% \| Win 56% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 34% \| MDD -56.4% Months 85M (23%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.5% \| Win 61% Sharpe 0.68 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -34.7% Months 175M (48%)	CAGR -8.5% \| Win 42% Sharpe -0.49 \| Sortino -0.66 \| Calmar -0.2 Vol 16% \| MDD -38.7% Months 50M (14%)	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)
RSI neg	CAGR 20.7% \| Win 61% Sharpe 0.90 \| Sortino 2.25 \| Calmar 1.0 Vol 24% \| MDD -21.7% Months 31M (8%)	CAGR -3.7% \| Win 50% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 35% \| MDD -77.7% Months 111M (30%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.2% \| Win 59% Sharpe 0.69 \| Sortino 1.02 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 161M (44%)	CAGR -3.8% \| Win 52% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 18% \| MDD -29.4% Months 64M (17%)	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)
RSI neg	CAGR 59.0% \| Win 62% Sharpe 1.42 \| Sortino 6.51 \| Calmar 4.1 Vol 38% \| MDD -14.3% Months 32M (9%)	CAGR -11.3% \| Win 50% Sharpe -0.23 \| Sortino -0.29 \| Calmar -0.1 Vol 31% \| MDD -84.8% Months 110M (30%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.5% \| Win 57% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -41.2% Months 208M (57%)	CAGR -10.5% \| Win 53% Sharpe -0.49 \| Sortino -0.65 \| Calmar -1.0 Vol 19% \| MDD -10.4% Months 17M (5%)	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)
RSI neg	CAGR 1.0% \| Win 53% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 27% \| MDD -30.4% Months 55M (15%)	CAGR 1.2% \| Win 53% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -56.4% Months 87M (24%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.1% \| Win 62% Sharpe 0.90 \| Sortino 1.57 \| Calmar 0.5 Vol 17% \| MDD -30.1% Months 159M (43%)	CAGR 2.0% \| Win 60% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.1 Vol 20% \| MDD -19.4% Months 47M (13%)	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)
MACDhist neg	CAGR 26.7% \| Win 50% Sharpe 0.83 \| Sortino 2.45 \| Calmar 1.1 Vol 35% \| MDD -24.2% Months 34M (9%)	CAGR -12.3% \| Win 47% Sharpe -0.30 \| Sortino -0.38 \| Calmar -0.1 Vol 29% \| MDD -87.4% Months 127M (35%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)
RSIhist only	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.5% \| Win 61% Sharpe 0.74 \| Sortino 1.08 \| Calmar 0.4 Vol 18% \| MDD -31.4% Months 188M (51%)	CAGR 6.7% \| Win 61% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.6 Vol 15% \| MDD -10.7% Months 18M (5%)	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)
MACDhist neg	CAGR -8.5% \| Win 44% Sharpe -0.33 \| Sortino -0.42 \| Calmar -0.2 Vol 20% \| MDD -47.1% Months 75M (20%)	CAGR -2.3% \| Win 51% Sharpe 0.12 \| Sortino 0.19 \| Calmar -0.0 Vol 37% \| MDD -57.9% Months 86M (23%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 14.0% \| Win 59% Sharpe 0.85 \| Sortino 1.51 \| Calmar 0.6 Vol 17% \| MDD -25.5% Months 152M (41%)	CAGR 29.1% \| Win 61% Sharpe 0.93 \| Sortino 2.52 \| Calmar 2.1 Vol 33% \| MDD -14.0% Months 41M (11%)	CAGR 17.1% \| Win 60% Sharpe 0.84 \| Sortino 1.74 \| Calmar 0.6 Vol 21% \| MDD -28.5% Months 193M (53%)
RSIhist neg	CAGR -3.9% \| Win 52% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 21% \| MDD -40.0% Months 111M (30%)	CAGR -16.5% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 35% \| MDD -74.4% Months 63M (17%)	CAGR -8.6% \| Win 51% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 27% \| MDD -85.6% Months 174M (47%)
LWTI only	CAGR 6.1% \| Win 56% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 263M (72%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (28%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 61% Sharpe 0.82 \| Sortino 1.38 \| Calmar 0.5 Vol 18% \| MDD -27.3% Months 204M (56%)	CAGR -14.5% \| Win 39% Sharpe -0.91 \| Sortino -1.20 \| Calmar -0.6 Vol 16% \| MDD -22.5% Months 18M (5%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe 0.16 \| Sortino 0.22 \| Calmar -0.0 Vol 40% \| MDD -21.4% Months 11M (3%)	CAGR -6.7% \| Win 50% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 31% \| MDD -78.3% Months 134M (36%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
SLmean only	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 215M (59%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 59% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 18% \| MDD -36.4% Months 211M (58%)	CAGR 5.6% \| Win 55% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.4 Vol 14% \| MDD -13.9% Months 11M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -1.8% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -73.9% Months 121M (33%)	CAGR -25.6% \| Win 42% Sharpe -0.88 \| Sortino -0.90 \| Calmar -0.6 Vol 28% \| MDD -45.4% Months 24M (6%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
RSmean only	CAGR 6.6% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 332M (90%)	CAGR -17.0% \| Win 46% Sharpe -0.61 \| Sortino -0.61 \| Calmar -0.4 Vol 25% \| MDD -45.7% Months 35M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 59% Sharpe 0.53 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 165M (45%)	CAGR 23.5% \| Win 60% Sharpe 1.05 \| Sortino 3.64 \| Calmar 1.2 Vol 22% \| MDD -20.2% Months 57M (16%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -10.6% \| Win 46% Sharpe -0.27 \| Sortino -0.30 \| Calmar -0.2 Vol 27% \| MDD -53.7% Months 54M (15%)	CAGR -3.5% \| Win 52% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 34% \| MDD -74.9% Months 91M (25%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
MACD only	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 219M (60%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 59% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 16% \| MDD -40.1% Months 194M (53%)	CAGR 38.6% \| Win 61% Sharpe 1.39 \| Sortino 7.95 \| Calmar 4.6 Vol 26% \| MDD -8.3% Months 28M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -5.6% \| Win 45% Sharpe -0.23 \| Sortino -0.25 \| Calmar -0.2 Vol 18% \| MDD -26.4% Months 31M (8%)	CAGR -6.4% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 34% \| MDD -82.1% Months 114M (31%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
RSI only	CAGR 6.0% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 225M (61%)	CAGR 1.1% \| Win 53% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -74.2% Months 142M (39%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.4 Vol 17% \| MDD -31.9% Months 186M (51%)	CAGR 0.3% \| Win 44% Sharpe 0.12 \| Sortino 0.22 \| Calmar 0.0 Vol 21% \| MDD -30.6% Months 36M (10%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 222M (60%)
MRmean neg	CAGR -2.7% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -24.5% Months 20M (5%)	CAGR -6.8% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 33% \| MDD -82.4% Months 125M (34%)	CAGR -6.2% \| Win 50% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 32% \| MDD -83.1% Months 145M (40%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 206M (56%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (44%)