EWS - iShares MSCI Singapore ETF

Signal Pair Analysis

MRmean-RSI

Best Pair

38.6%

Best CAGR

102

Total Months

1.9%

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	RSI	MRmean	pos-neg	28	7.8	38.6	60.7	1.4	7.9	4.6	25.9	-8.3
pair	MRmean	RSI	pos-neg	28	7.8	38.6	60.7	1.4	7.9	4.6	25.9	-8.3
pair	RSI	RSIhist	neg-pos	39	10.9	35.3	59.0	1.0	2.1	1.1	37.6	-31.3
pair	RSIhist	RSI	neg-pos	39	10.9	35.3	59.0	1.0	2.1	1.1	37.6	-31.3
pair	SLmean	RSI	pos-neg	30	8.4	29.8	53.3	0.9	1.8	1.4	33.9	-21.4
pair	RSI	SLmean	pos-neg	30	8.4	29.8	53.3	0.9	1.8	1.4	33.9	-21.4
pair	LWTI	RSIhist	pos-neg	41	11.4	29.2	61.0	0.9	2.5	2.1	32.6	-14.0
pair	RSIhist	LWTI	pos-neg	41	11.4	29.2	61.0	0.9	2.5	2.1	32.6	-14.0
pair	MRmean	MACD	pos-neg	57	15.9	23.5	59.6	1.1	3.6	1.2	22.3	-20.2
pair	MACD	MRmean	pos-neg	57	15.9	23.5	59.6	1.1	3.6	1.2	22.3	-20.2
pair	MACDhist	RSmean	neg-pos	7	1.9	23.2	71.4	1.9	0.0	4.9	11.5	-4.7
pair	RSmean	MACDhist	neg-pos	7	1.9	23.2	71.4	1.9	0.0	4.9	11.5	-4.7
pair	MACD	RSIhist	neg-pos	70	19.5	22.5	58.6	0.8	1.8	0.6	30.5	-35.1
pair	RSIhist	MACD	neg-pos	70	19.5	22.5	58.6	0.8	1.8	0.6	30.5	-35.1
pair	MACDhist	RSI	neg-pos	31	8.6	20.6	61.3	0.9	2.3	0.9	23.8	-21.7
pair	RSI	MACDhist	neg-pos	31	8.6	20.6	61.3	0.9	2.3	0.9	23.8	-21.7
pair	MACD	SLmean	pos-neg	60	16.7	19.9	56.7	0.8	1.6	0.9	27.0	-21.4
pair	SLmean	MACD	pos-neg	60	16.7	19.9	56.7	0.8	1.6	0.9	27.0	-21.4
pair	RSmean	SLmean	pos-neg	11	3.1	19.8	63.6	1.7	2.7	3.5	11.2	-5.6
pair	SLmean	RSmean	pos-neg	11	3.1	19.8	63.6	1.7	2.7	3.5	11.2	-5.6
pair	SLmean	LWTI	pos-neg	39	10.9	17.1	56.4	0.7	1.7	0.9	25.4	-19.6
pair	LWTI	SLmean	pos-neg	39	10.9	17.1	56.4	0.7	1.7	0.9	25.4	-19.6
pair	SLmean	RSIhist	neg-pos	14	3.9	16.2	57.1	0.5	2.1	1.0	42.1	-16.5
pair	RSIhist	SLmean	neg-pos	14	3.9	16.2	57.1	0.5	2.1	1.0	42.1	-16.5
pair	SLmean	MACDhist	pos-pos	164	45.7	15.7	62.8	0.9	1.5	0.6	17.4	-24.9
pair	MACDhist	SLmean	pos-pos	164	45.7	15.7	62.8	0.9	1.5	0.6	17.4	-24.9
pair	RSmean	RSIhist	pos-pos	186	51.8	15.4	59.7	0.8	1.3	0.6	22.4	-27.8
pair	RSIhist	RSmean	pos-pos	186	51.8	15.4	59.7	0.8	1.3	0.6	22.4	-27.8
pair	MACD	MACDhist	neg-pos	54	15.0	15.2	61.1	0.8	1.9	0.7	21.2	-21.7
pair	MACDhist	MACD	neg-pos	54	15.0	15.2	61.1	0.8	1.9	0.7	21.2	-21.7
pair	MRmean	LWTI	pos-neg	35	9.7	14.8	60.0	0.8	1.3	1.2	21.3	-12.4
pair	LWTI	MRmean	pos-neg	35	9.7	14.8	60.0	0.8	1.3	1.2	21.3	-12.4
pair	MACDhist	RSIhist	pos-pos	154	42.9	14.6	61.7	0.9	1.5	0.5	17.3	-30.1
pair	RSIhist	MACDhist	pos-pos	154	42.9	14.6	61.7	0.9	1.5	0.5	17.3	-30.1
pair	SLmean	MRmean	pos-pos	196	54.6	14.1	60.7	0.8	1.4	0.5	18.2	-27.3
pair	MRmean	SLmean	pos-pos	196	54.6	14.1	60.7	0.8	1.4	0.5	18.2	-27.3
pair	RSIhist	MRmean	pos-pos	180	50.1	13.9	59.4	0.8	1.4	0.5	18.0	-28.9
pair	MRmean	RSIhist	pos-pos	180	50.1	13.9	59.4	0.8	1.4	0.5	18.0	-28.9
single	RSIhist	RSIhist	pos-pos	196	54.6	13.8	58.7	0.7	1.2	0.4	22.1	-35.1
pair	MRmean	MACDhist	pos-pos	178	49.6	13.7	61.8	0.8	1.3	0.4	17.4	-32.0
pair	MACDhist	MRmean	pos-pos	178	49.6	13.7	61.8	0.8	1.3	0.4	17.4	-32.0
pair	RSIhist	SLmean	pos-pos	182	50.7	13.6	58.8	0.7	1.2	0.4	20.0	-33.5
pair	SLmean	RSIhist	pos-pos	182	50.7	13.6	58.8	0.7	1.2	0.4	20.0	-33.5
single	SLmean	SLmean	pos-pos	207	57.7	13.3	59.9	0.7	1.1	0.5	19.7	-27.3
pair	RSmean	SLmean	pos-pos	196	54.6	12.9	59.7	0.7	1.1	0.4	20.1	-31.5
pair	SLmean	RSmean	pos-pos	196	54.6	12.9	59.7	0.7	1.1	0.4	20.1	-31.5
pair	LWTI	MACDhist	pos-pos	180	50.1	12.5	61.1	0.7	1.1	0.4	18.4	-31.4
pair	MACDhist	LWTI	pos-pos	180	50.1	12.5	61.1	0.7	1.1	0.4	18.4	-31.4
pair	SLmean	LWTI	pos-pos	168	46.8	12.4	60.7	0.7	1.0	0.5	18.2	-27.3
pair	LWTI	SLmean	pos-pos	168	46.8	12.4	60.7	0.7	1.0	0.5	18.2	-27.3
pair	MRmean	RSIhist	neg-pos	16	4.5	12.3	50.0	0.4	1.0	0.3	49.8	-35.1
pair	RSIhist	MRmean	neg-pos	16	4.5	12.3	50.0	0.4	1.0	0.3	49.8	-35.1
pair	MACD	RSmean	pos-neg	130	36.2	12.1	56.2	0.5	0.9	0.2	30.5	-60.1
pair	RSmean	MACD	pos-neg	130	36.2	12.1	56.2	0.5	0.9	0.2	30.5	-60.1
single	MACDhist	MACDhist	pos-pos	198	55.2	12.0	61.1	0.7	1.0	0.3	18.1	-38.4
pair	RSmean	MRmean	pos-pos	203	56.5	11.7	59.1	0.7	1.2	0.3	18.3	-36.4
pair	MRmean	RSmean	pos-pos	203	56.5	11.7	59.1	0.7	1.2	0.3	18.3	-36.4
pair	MACDhist	RSmean	pos-pos	191	53.2	11.6	60.7	0.7	1.0	0.3	18.3	-41.6
pair	RSmean	MACDhist	pos-pos	191	53.2	11.6	60.7	0.7	1.0	0.3	18.3	-41.6
single	MRmean	MRmean	pos-pos	214	59.6	11.4	58.9	0.7	1.1	0.3	18.1	-39.1
pair	SLmean	RSIhist	pos-neg	25	7.0	11.2	68.0	0.7	0.9	0.6	17.9	-18.4
pair	RSIhist	SLmean	pos-neg	25	7.0	11.2	68.0	0.7	0.9	0.6	17.9	-18.4
pair	MACDhist	MACD	pos-pos	144	40.1	10.8	61.1	0.7	0.9	0.4	16.8	-27.9
pair	MACD	MACDhist	pos-pos	144	40.1	10.8	61.1	0.7	0.9	0.4	16.8	-27.9
pair	RSIhist	MACDhist	neg-pos	42	11.7	10.8	47.6	0.5	0.9	0.3	34.7	-35.1
pair	MACDhist	RSIhist	neg-pos	42	11.7	10.8	47.6	0.5	0.9	0.3	34.7	-35.1
pair	MRmean	LWTI	pos-pos	179	49.9	10.7	58.7	0.7	1.1	0.3	17.5	-39.5
pair	LWTI	MRmean	pos-pos	179	49.9	10.7	58.7	0.7	1.1	0.3	17.5	-39.5
pair	MACD	SLmean	pos-pos	147	40.9	10.7	61.2	0.7	0.9	0.4	15.8	-27.6
pair	SLmean	MACD	pos-pos	147	40.9	10.7	61.2	0.7	0.9	0.4	15.8	-27.6
pair	SLmean	RSI	pos-pos	177	49.3	10.7	61.0	0.7	1.0	0.3	16.1	-30.4
pair	RSI	SLmean	pos-pos	177	49.3	10.7	61.0	0.7	1.0	0.3	16.1	-30.4
pair	RSI	MACDhist	pos-pos	167	46.5	10.4	61.1	0.7	0.9	0.3	16.9	-34.7
pair	MACDhist	RSI	pos-pos	167	46.5	10.4	61.1	0.7	0.9	0.3	16.9	-34.7
pair	LWTI	RSIhist	pos-pos	155	43.2	10.0	58.1	0.6	0.9	0.3	18.3	-29.3
pair	RSIhist	LWTI	pos-pos	155	43.2	10.0	58.1	0.6	0.9	0.3	18.3	-29.3
pair	RSIhist	MACD	pos-pos	126	35.1	9.2	58.7	0.7	0.9	0.3	15.5	-30.4
pair	MACD	RSIhist	pos-pos	126	35.1	9.2	58.7	0.7	0.9	0.3	15.5	-30.4
pair	RSIhist	RSI	pos-pos	157	43.7	9.0	58.6	0.6	0.9	0.3	16.0	-34.2
pair	RSI	RSIhist	pos-pos	157	43.7	9.0	58.6	0.6	0.9	0.3	16.0	-34.2
pair	MACD	LWTI	neg-neg	85	23.7	8.7	56.5	0.4	0.6	0.1	34.5	-56.4
pair	LWTI	MACD	neg-neg	85	23.7	8.7	56.5	0.4	0.6	0.1	34.5	-56.4
pair	LWTI	RSmean	pos-pos	226	63.0	8.7	57.5	0.5	0.8	0.2	19.0	-38.3
pair	RSmean	LWTI	pos-pos	226	63.0	8.7	57.5	0.5	0.8	0.2	19.0	-38.3
pair	RSmean	RSI	pos-neg	120	33.4	8.6	55.0	0.4	0.6	0.1	33.6	-60.1
pair	RSI	RSmean	pos-neg	120	33.4	8.6	55.0	0.4	0.6	0.1	33.6	-60.1
pair	RSI	MACD	neg-pos	31	8.6	8.0	58.1	0.5	1.2	0.4	17.9	-21.9
pair	MACD	RSI	neg-pos	31	8.6	8.0	58.1	0.5	1.2	0.4	17.9	-21.9
pair	RSmean	RSI	neg-pos	14	3.9	7.8	50.0	0.6	0.9	0.9	13.8	-8.8
pair	RSI	RSmean	neg-pos	14	3.9	7.8	50.0	0.6	0.9	0.9	13.8	-8.8
pair	RSI	MRmean	pos-pos	186	51.8	7.8	58.6	0.5	0.8	0.2	16.5	-40.1
pair	MRmean	RSI	pos-pos	186	51.8	7.8	58.6	0.5	0.8	0.2	16.5	-40.1
pair	MRmean	MACD	pos-pos	157	43.7	7.3	58.6	0.5	0.7	0.2	16.2	-37.4
pair	MACD	MRmean	pos-pos	157	43.7	7.3	58.6	0.5	0.7	0.2	16.2	-37.4
pair	MACD	LWTI	pos-pos	192	53.5	7.0	57.3	0.5	0.6	0.1	17.6	-47.3
pair	LWTI	MACD	pos-pos	192	53.5	7.0	57.3	0.5	0.6	0.1	17.6	-47.3
pair	LWTI	RSI	pos-pos	201	56.0	6.9	56.7	0.5	0.7	0.2	16.5	-41.3
pair	RSI	LWTI	pos-pos	201	56.0	6.9	56.7	0.5	0.7	0.2	16.5	-41.3
pair	LWTI	MACDhist	pos-neg	18	5.0	6.7	61.1	0.5	0.7	0.6	15.0	-10.7
pair	MACDhist	LWTI	pos-neg	18	5.0	6.7	61.1	0.5	0.7	0.6	15.0	-10.7
single	RSmean	RSmean	pos-pos	324	90.3	6.4	56.2	0.4	0.5	0.1	24.4	-60.1
single	MACD	MACD	neg-neg	148	41.2	6.1	54.7	0.3	0.5	0.1	30.2	-74.2
single	LWTI	LWTI	pos-pos	255	71.0	5.9	56.1	0.4	0.5	0.1	19.1	-46.2
pair	MACD	RSI	neg-neg	117	32.6	5.6	53.8	0.3	0.5	0.1	32.8	-72.7
pair	RSI	MACD	neg-neg	117	32.6	5.6	53.8	0.3	0.5	0.1	32.8	-72.7
pair	MRmean	RSmean	pos-neg	11	3.1	5.5	54.5	0.5	0.6	0.4	14.0	-13.9
pair	RSmean	MRmean	pos-neg	11	3.1	5.5	54.5	0.5	0.6	0.4	14.0	-13.9
single	RSI	RSI	pos-pos	218	60.7	5.4	56.4	0.4	0.5	0.1	16.7	-45.2
pair	RSmean	RSI	pos-pos	204	56.8	5.2	56.9	0.4	0.5	0.1	16.9	-47.1
pair	RSI	RSmean	pos-pos	204	56.8	5.2	56.9	0.4	0.5	0.1	16.9	-47.1
pair	RSI	MACD	pos-pos	187	52.1	5.0	56.1	0.4	0.5	0.1	16.6	-42.7
pair	MACD	RSI	pos-pos	187	52.1	5.0	56.1	0.4	0.5	0.1	16.6	-42.7
pair	SLmean	MACDhist	pos-neg	43	12.0	4.6	48.8	0.3	0.5	0.2	26.8	-21.4
pair	MACDhist	SLmean	pos-neg	43	12.0	4.6	48.8	0.3	0.5	0.2	26.8	-21.4
pair		benchmark___benchmark_	benchmark-benchmark	359	100.0	3.9	55.2	0.3	0.4	0.1	24.5	-74.2
pair	benchmark___benchmark_		benchmark-benchmark	359	100.0	3.9	55.2	0.3	0.4	0.1	24.5	-74.2
pair	MACDhist	RSIhist	pos-neg	44	12.3	3.2	59.1	0.3	0.3	0.2	20.5	-19.4
pair	RSIhist	MACDhist	pos-neg	44	12.3	3.2	59.1	0.3	0.3	0.2	20.5	-19.4
pair	MACD	RSmean	pos-pos	194	54.0	2.8	56.2	0.2	0.3	0.1	19.3	-59.6
pair	RSmean	MACD	pos-pos	194	54.0	2.8	56.2	0.2	0.3	0.1	19.3	-59.6
pair	MACD	LWTI	neg-pos	63	17.5	2.6	52.4	0.2	0.4	0.1	23.3	-30.4
pair	LWTI	MACD	neg-pos	63	17.5	2.6	52.4	0.2	0.4	0.1	23.3	-30.4
single	MACD	MACD	pos-pos	211	58.8	2.4	55.5	0.2	0.3	0.0	19.6	-64.5
pair	RSI	LWTI	neg-pos	54	15.0	2.3	53.7	0.2	0.3	0.1	26.8	-26.4
pair	LWTI	RSI	neg-pos	54	15.0	2.3	53.7	0.2	0.3	0.1	26.8	-26.4
single	RSI	RSI	neg-neg	141	39.3	1.6	53.2	0.2	0.3	0.0	33.2	-72.7
pair	RSmean	LWTI	pos-neg	98	27.3	1.5	53.1	0.2	0.3	0.0	33.9	-47.0
pair	LWTI	RSmean	pos-neg	98	27.3	1.5	53.1	0.2	0.3	0.0	33.9	-47.0
pair	RSI	LWTI	neg-neg	87	24.2	1.2	52.9	0.2	0.3	0.0	36.8	-56.4
pair	LWTI	RSI	neg-neg	87	24.2	1.2	52.9	0.2	0.3	0.0	36.8	-56.4
pair	MACD	MACDhist	neg-neg	94	26.2	1.2	51.1	0.2	0.3	0.0	34.4	-74.2
pair	MACDhist	MACD	neg-neg	94	26.2	1.2	51.1	0.2	0.3	0.0	34.4	-74.2
pair	MACDhist	MRmean	pos-neg	36	10.0	0.3	44.4	0.1	0.2	0.0	21.3	-30.6
pair	MRmean	MACDhist	pos-neg	36	10.0	0.3	44.4	0.1	0.2	0.0	21.3	-30.6
pair	LWTI	RSIhist	neg-pos	100	27.9	-0.2	53.0	0.1	0.1	-0.0	20.2	-31.6
pair	RSIhist	LWTI	neg-pos	100	27.9	-0.2	53.0	0.1	0.1	-0.0	20.2	-31.6
pair	MRmean	SLmean	neg-pos	11	3.1	-0.4	45.5	0.2	0.2	-0.0	39.4	-21.4
pair	SLmean	MRmean	neg-pos	11	3.1	-0.4	45.5	0.2	0.2	-0.0	39.4	-21.4
pair	RSmean	MACDhist	pos-neg	133	37.0	-0.5	49.6	0.1	0.2	-0.0	31.2	-66.0
pair	MACDhist	RSmean	pos-neg	133	37.0	-0.5	49.6	0.1	0.2	-0.0	31.2	-66.0
single	LWTI	LWTI	neg-neg	104	29.0	-0.8	52.9	0.1	0.2	-0.0	34.5	-57.1
pair	MRmean	RSIhist	pos-neg	34	9.5	-1.1	55.9	0.0	0.0	-0.1	18.4	-25.2
pair	RSIhist	MRmean	pos-neg	34	9.5	-1.1	55.9	0.0	0.0	-0.1	18.4	-25.2
pair	MRmean	RSmean	neg-pos	121	33.7	-1.8	51.2	0.1	0.1	-0.0	32.2	-73.9
pair	RSmean	MRmean	neg-pos	121	33.7	-1.8	51.2	0.1	0.1	-0.0	32.2	-73.9
pair	MACDhist	LWTI	neg-neg	86	24.0	-2.3	51.2	0.1	0.2	-0.0	37.3	-57.9
pair	LWTI	MACDhist	neg-neg	86	24.0	-2.3	51.2	0.1	0.2	-0.0	37.3	-57.9
pair	MACD	SLmean	neg-neg	88	24.5	-2.4	53.4	0.1	0.1	-0.0	32.2	-67.8
pair	SLmean	MACD	neg-neg	88	24.5	-2.4	53.4	0.1	0.1	-0.0	32.2	-67.8
pair	RSmean	MACD	neg-pos	17	4.7	-2.7	47.1	0.0	0.0	-0.1	23.3	-21.3
pair	MACDhist	MRmean	neg-pos	20	5.6	-2.7	55.0	0.0	0.0	-0.1	23.7	-24.5
pair	MRmean	MACDhist	neg-pos	20	5.6	-2.7	55.0	0.0	0.0	-0.1	23.7	-24.5
pair	MACD	RSmean	neg-pos	17	4.7	-2.7	47.1	0.0	0.0	-0.1	23.3	-21.3
pair	SLmean	RSmean	neg-pos	128	35.7	-2.8	50.8	0.1	0.1	-0.0	29.8	-70.2
pair	RSmean	SLmean	neg-pos	128	35.7	-2.8	50.8	0.1	0.1	-0.0	29.8	-70.2
pair	RSI	MACDhist	neg-neg	110	30.6	-3.2	50.9	0.1	0.1	-0.0	35.4	-76.4
pair	MACDhist	RSI	neg-neg	110	30.6	-3.2	50.9	0.1	0.1	-0.0	35.4	-76.4
pair	RSI	RSIhist	pos-neg	61	17.0	-3.3	50.8	-0.1	-0.1	-0.1	18.5	-29.1
pair	RSIhist	RSI	pos-neg	61	17.0	-3.3	50.8	-0.1	-0.1	-0.1	18.5	-29.1
pair	MRmean	MACD	neg-neg	91	25.3	-3.5	51.6	0.1	0.1	-0.1	34.1	-74.9
pair	MACD	MRmean	neg-neg	91	25.3	-3.5	51.6	0.1	0.1	-0.1	34.1	-74.9
pair	SLmean	MACDhist	neg-pos	34	9.5	-4.4	52.9	-0.1	-0.1	-0.2	20.7	-19.1
pair	MACDhist	SLmean	neg-pos	34	9.5	-4.4	52.9	-0.1	-0.1	-0.2	20.7	-19.1
pair	RSIhist	RSmean	pos-neg	138	38.4	-4.5	51.4	-0.0	-0.1	-0.1	26.7	-73.1
pair	RSmean	RSIhist	pos-neg	138	38.4	-4.5	51.4	-0.0	-0.1	-0.1	26.7	-73.1
pair	LWTI	MRmean	neg-pos	76	21.2	-4.7	50.0	-0.1	-0.1	-0.1	22.4	-46.4
pair	MRmean	LWTI	neg-pos	76	21.2	-4.7	50.0	-0.1	-0.1	-0.1	22.4	-46.4
pair	SLmean	RSI	neg-neg	111	30.9	-4.9	53.2	0.0	0.0	-0.1	32.9	-75.2
pair	RSI	SLmean	neg-neg	111	30.9	-4.9	53.2	0.0	0.0	-0.1	32.9	-75.2
single	MACDhist	MACDhist	neg-neg	161	44.8	-5.2	47.8	-0.0	-0.0	-0.1	30.5	-79.2
pair	SLmean	LWTI	neg-pos	87	24.2	-5.7	47.1	-0.2	-0.2	-0.1	20.5	-40.1
pair	LWTI	SLmean	neg-pos	87	24.2	-5.7	47.1	-0.2	-0.2	-0.1	20.5	-40.1
pair	MRmean	RSI	neg-neg	113	31.5	-5.9	51.3	-0.0	-0.0	-0.1	34.6	-81.0
pair	RSI	MRmean	neg-neg	113	31.5	-5.9	51.3	-0.0	-0.0	-0.1	34.6	-81.0
single	MRmean	MRmean	neg-neg	145	40.4	-6.2	49.7	-0.0	-0.1	-0.1	31.6	-83.1
pair	SLmean	MRmean	neg-neg	134	37.3	-6.7	50.0	-0.1	-0.1	-0.1	31.1	-78.3
pair	MRmean	SLmean	neg-neg	134	37.3	-6.7	50.0	-0.1	-0.1	-0.1	31.1	-78.3
pair	RSIhist	MACD	neg-neg	78	21.7	-6.7	51.3	-0.1	-0.1	-0.1	29.6	-72.1
pair	MACD	RSIhist	neg-neg	78	21.7	-6.7	51.3	-0.1	-0.1	-0.1	29.6	-72.1
single	RSIhist	RSIhist	neg-neg	163	45.4	-6.8	50.9	-0.1	-0.1	-0.1	26.9	-80.4
pair	MACDhist	MRmean	neg-neg	125	34.8	-6.8	48.8	-0.1	-0.1	-0.1	32.8	-82.4
pair	MRmean	MACDhist	neg-neg	125	34.8	-6.8	48.8	-0.1	-0.1	-0.1	32.8	-82.4
pair	RSIhist	MACD	pos-neg	85	23.7	-7.0	50.6	-0.2	-0.2	-0.1	24.3	-55.4
pair	MACD	RSIhist	pos-neg	85	23.7	-7.0	50.6	-0.2	-0.2	-0.1	24.3	-55.4
pair	MRmean	RSI	neg-pos	32	8.9	-7.4	43.8	-0.3	-0.4	-0.3	17.9	-26.4
pair	RSI	MRmean	neg-pos	32	8.9	-7.4	43.8	-0.3	-0.4	-0.3	17.9	-26.4
single	SLmean	SLmean	neg-neg	152	42.3	-7.6	48.7	-0.1	-0.2	-0.1	29.7	-79.5
pair	LWTI	MRmean	neg-neg	69	19.2	-7.9	49.3	-0.0	-0.0	-0.1	39.5	-67.1
pair	MRmean	LWTI	neg-neg	69	19.2	-7.9	49.3	-0.0	-0.0	-0.1	39.5	-67.1
pair	RSIhist	MRmean	neg-neg	129	35.9	-8.3	49.6	-0.1	-0.2	-0.1	28.8	-80.8
pair	MRmean	RSIhist	neg-neg	129	35.9	-8.3	49.6	-0.1	-0.2	-0.1	28.8	-80.8
pair	MACDhist	LWTI	neg-pos	75	20.9	-8.5	44.0	-0.3	-0.4	-0.2	20.3	-47.1
pair	LWTI	MACDhist	neg-pos	75	20.9	-8.5	44.0	-0.3	-0.4	-0.2	20.3	-47.1
pair	SLmean	MACDhist	neg-neg	118	32.9	-8.6	47.5	-0.1	-0.2	-0.1	31.8	-77.4
pair	MACDhist	SLmean	neg-neg	118	32.9	-8.6	47.5	-0.1	-0.2	-0.1	31.8	-77.4
pair	RSIhist	RSI	neg-neg	102	28.4	-8.9	51.0	-0.1	-0.2	-0.1	31.0	-79.3
pair	RSI	RSIhist	neg-neg	102	28.4	-8.9	51.0	-0.1	-0.2	-0.1	31.0	-79.3
pair	MACDhist	RSI	pos-neg	51	14.2	-9.5	41.2	-0.6	-0.8	-0.2	15.6	-38.7
pair	RSI	MACDhist	pos-neg	51	14.2	-9.5	41.2	-0.6	-0.8	-0.2	15.6	-38.7
pair	RSIhist	SLmean	neg-neg	138	38.4	-9.8	47.8	-0.2	-0.3	-0.1	28.2	-81.9
pair	SLmean	RSIhist	neg-neg	138	38.4	-9.8	47.8	-0.2	-0.3	-0.1	28.2	-81.9
pair	LWTI	SLmean	neg-neg	65	18.1	-10.2	50.8	-0.1	-0.1	-0.1	38.9	-67.1
pair	SLmean	LWTI	neg-neg	65	18.1	-10.2	50.8	-0.1	-0.1	-0.1	38.9	-67.1
pair	MACDhist	RSIhist	neg-neg	119	33.1	-10.3	47.9	-0.2	-0.3	-0.1	28.9	-82.8
pair	RSIhist	MACDhist	neg-neg	119	33.1	-10.3	47.9	-0.2	-0.3	-0.1	28.9	-82.8
pair	RSI	LWTI	pos-neg	17	4.7	-10.5	52.9	-0.5	-0.7	-1.0	18.9	-10.4
pair	LWTI	RSI	pos-neg	17	4.7	-10.5	52.9	-0.5	-0.7	-1.0	18.9	-10.4
pair	MRmean	MACD	neg-pos	54	15.0	-10.6	46.3	-0.3	-0.3	-0.2	27.1	-53.7
pair	MACD	MRmean	neg-pos	54	15.0	-10.6	46.3	-0.3	-0.3	-0.2	27.1	-53.7
pair	RSmean	RSIhist	neg-pos	10	2.8	-12.9	40.0	-0.9	-1.1	-0.8	14.2	-16.1
pair	RSIhist	RSmean	neg-pos	10	2.8	-12.9	40.0	-0.9	-1.1	-0.8	14.2	-16.1
pair	LWTI	RSmean	neg-pos	29	8.1	-13.5	44.8	-0.7	-0.7	-0.4	19.3	-34.3
pair	RSmean	LWTI	neg-pos	29	8.1	-13.5	44.8	-0.7	-0.7	-0.4	19.3	-34.3
pair	MACD	MACDhist	pos-neg	67	18.7	-13.6	43.3	-0.5	-0.6	-0.2	24.1	-60.7
pair	MACDhist	MACD	pos-neg	67	18.7	-13.6	43.3	-0.5	-0.6	-0.2	24.1	-60.7
pair	MACD	SLmean	neg-pos	64	17.8	-14.4	42.2	-0.5	-0.6	-0.2	25.8	-61.4
pair	SLmean	MACD	neg-pos	64	17.8	-14.4	42.2	-0.5	-0.6	-0.2	25.8	-61.4
pair	MRmean	SLmean	pos-neg	18	5.0	-14.6	38.9	-0.9	-1.2	-0.7	15.8	-22.5
pair	SLmean	MRmean	pos-neg	18	5.0	-14.6	38.9	-0.9	-1.2	-0.7	15.8	-22.5
pair	SLmean	RSI	neg-pos	41	11.4	-14.8	36.6	-0.8	-1.0	-0.4	18.1	-40.2
pair	RSI	SLmean	neg-pos	41	11.4	-14.8	36.6	-0.8	-1.0	-0.4	18.1	-40.2
pair	RSI	MACD	pos-neg	24	6.7	-15.6	50.0	-0.3	-0.4	-0.4	35.6	-39.6
pair	MACD	RSI	pos-neg	24	6.7	-15.6	50.0	-0.3	-0.4	-0.4	35.6	-39.6
pair	RSIhist	LWTI	neg-neg	63	17.5	-16.5	47.6	-0.3	-0.4	-0.2	35.0	-74.4
pair	LWTI	RSIhist	neg-neg	63	17.5	-16.5	47.6	-0.3	-0.4	-0.2	35.0	-74.4
single	RSmean	RSmean	neg-neg	35	9.7	-17.0	45.7	-0.6	-0.6	-0.4	24.9	-45.7
pair	RSIhist	RSmean	neg-neg	25	7.0	-18.5	48.0	-0.6	-0.6	-0.5	28.3	-37.6
pair	RSmean	RSIhist	neg-neg	25	7.0	-18.5	48.0	-0.6	-0.6	-0.5	28.3	-37.6
pair	MACDhist	RSmean	neg-neg	28	7.8	-24.8	39.3	-0.9	-1.0	-0.5	26.7	-48.0
pair	RSmean	MACDhist	neg-neg	28	7.8	-24.8	39.3	-0.9	-1.0	-0.5	26.7	-48.0
pair	RSmean	MRmean	neg-neg	24	6.7	-25.6	41.7	-0.9	-0.9	-0.6	28.3	-45.4
pair	MRmean	RSmean	neg-neg	24	6.7	-25.6	41.7	-0.9	-0.9	-0.6	28.3	-45.4
pair	MACD	RSmean	neg-neg	18	5.0	-28.5	44.4	-1.1	-1.1	-0.7	26.2	-43.6
pair	RSmean	MACD	neg-neg	18	5.0	-28.5	44.4	-1.1	-1.1	-0.7	26.2	-43.6
pair	RSmean	SLmean	neg-neg	24	6.7	-29.8	37.5	-1.1	-1.1	-0.6	28.1	-51.4
pair	SLmean	RSmean	neg-neg	24	6.7	-29.8	37.5	-1.1	-1.1	-0.6	28.1	-51.4
pair	RSmean	RSI	neg-neg	21	5.8	-30.3	42.9	-1.0	-1.1	-0.6	29.5	-49.1
pair	RSI	RSmean	neg-neg	21	5.8	-30.3	42.9	-1.0	-1.1	-0.6	29.5	-49.1
pair	RSmean	LWTI	neg-neg	6	1.7	-31.8	50.0	-0.6	-0.5	-7.0	45.7	-4.5
pair	LWTI	RSmean	neg-neg	6	1.7	-31.8	50.0	-0.6	-0.5	-7.0	45.7	-4.5
pair	MACD	LWTI	pos-neg	19	5.3	-34.2	36.8	-1.1	-1.3	-0.8	32.4	-45.4
pair	LWTI	MACD	pos-neg	19	5.3	-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 196M (55%)	CAGR -14.6% \| 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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe 0.16 \| Sortino 0.22 \| Calmar -0.0 Vol 39% \| 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 (37%)	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 207M (58%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 59% Sharpe 0.69 \| Sortino 1.16 \| Calmar 0.3 Vol 18% \| MDD -36.4% Months 203M (56%)	CAGR 5.5% \| Win 55% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.4 Vol 14% \| MDD -13.9% Months 11M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -1.8% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -73.9% Months 121M (34%)	CAGR -25.6% \| Win 42% Sharpe -0.88 \| Sortino -0.90 \| Calmar -0.6 Vol 28% \| MDD -45.4% Months 24M (7%)	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 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (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 7.3% \| Win 59% Sharpe 0.52 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 157M (44%)	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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (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 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 59% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -40.1% Months 186M (52%)	CAGR 38.6% \| Win 61% Sharpe 1.39 \| Sortino 7.94 \| Calmar 4.6 Vol 26% \| MDD -8.3% Months 28M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -7.4% \| Win 44% Sharpe -0.34 \| Sortino -0.38 \| Calmar -0.3 Vol 18% \| MDD -26.4% Months 32M (9%)	CAGR -5.9% \| Win 51% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 35% \| MDD -81.0% Months 113M (32%)	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 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (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 -32.0% Months 178M (50%)	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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -2.7% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -24.5% Months 20M (6%)	CAGR -6.8% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 33% \| MDD -82.4% Months 125M (35%)	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 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.9% \| Win 59% Sharpe 0.81 \| Sortino 1.43 \| Calmar 0.5 Vol 18% \| MDD -28.9% Months 180M (50%)	CAGR -1.1% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 18% \| MDD -25.2% Months 34M (10%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR 12.3% \| Win 50% Sharpe 0.44 \| Sortino 0.98 \| Calmar 0.3 Vol 50% \| MDD -35.1% Months 16M (4%)	CAGR -8.3% \| Win 50% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.1 Vol 29% \| MDD -80.8% Months 129M (36%)	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 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.7% \| Win 59% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 18% \| MDD -39.5% Months 179M (50%)	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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (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 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.9% \| Win 60% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 196M (55%)	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 207M (58%)
SLmean neg	CAGR -2.8% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 30% \| MDD -70.2% Months 128M (36%)	CAGR -29.8% \| Win 38% Sharpe -1.09 \| Sortino -1.15 \| Calmar -0.6 Vol 28% \| MDD -51.4% Months 24M (7%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)
RSmean only	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (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 10.7% \| Win 61% Sharpe 0.72 \| Sortino 0.95 \| Calmar 0.4 Vol 16% \| MDD -27.6% Months 147M (41%)	CAGR 19.9% \| Win 57% Sharpe 0.81 \| Sortino 1.57 \| Calmar 0.9 Vol 27% \| MDD -21.4% Months 60M (17%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 207M (58%)
SLmean neg	CAGR -14.4% \| Win 42% Sharpe -0.46 \| Sortino -0.55 \| Calmar -0.2 Vol 26% \| MDD -61.4% Months 64M (18%)	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 (42%)
MACD only	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.4 Vol 16% \| MDD -30.4% Months 177M (49%)	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 207M (58%)
SLmean neg	CAGR -14.8% \| Win 37% Sharpe -0.79 \| Sortino -0.96 \| Calmar -0.4 Vol 18% \| MDD -40.2% Months 41M (11%)	CAGR -4.9% \| Win 53% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 33% \| MDD -75.2% Months 111M (31%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)
RSI only	CAGR 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 15.7% \| Win 63% Sharpe 0.93 \| Sortino 1.52 \| Calmar 0.6 Vol 17% \| MDD -24.9% Months 164M (46%)	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 207M (58%)
SLmean neg	CAGR -4.4% \| Win 53% Sharpe -0.11 \| Sortino -0.13 \| Calmar -0.2 Vol 21% \| MDD -19.1% Months 34M (10%)	CAGR -8.6% \| Win 48% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -77.4% Months 118M (33%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.4 Vol 20% \| MDD -33.5% Months 182M (51%)	CAGR 11.2% \| Win 68% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.6 Vol 18% \| MDD -18.4% Months 25M (7%)	CAGR 13.3% \| Win 60% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.5 Vol 20% \| MDD -27.3% Months 207M (58%)
SLmean neg	CAGR 16.2% \| Win 57% Sharpe 0.53 \| Sortino 2.12 \| Calmar 1.0 Vol 42% \| MDD -16.5% Months 14M (4%)	CAGR -9.8% \| Win 48% Sharpe -0.21 \| Sortino -0.27 \| Calmar -0.1 Vol 28% \| MDD -81.9% Months 138M (38%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)
RSIhist only	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 61% Sharpe 0.74 \| Sortino 1.03 \| Calmar 0.5 Vol 18% \| MDD -27.3% Months 168M (47%)	CAGR 17.1% \| Win 56% Sharpe 0.74 \| Sortino 1.72 \| 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 207M (58%)
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 (42%)
LWTI only	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 56% Sharpe 0.24 \| Sortino 0.29 \| Calmar 0.0 Vol 19% \| MDD -59.6% Months 194M (54%)	CAGR 12.1% \| Win 56% Sharpe 0.52 \| Sortino 0.87 \| Calmar 0.2 Vol 30% \| MDD -60.1% Months 130M (36%)	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (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 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 57% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.1 Vol 17% \| MDD -47.1% Months 204M (57%)	CAGR 8.6% \| Win 55% Sharpe 0.41 \| Sortino 0.64 \| Calmar 0.1 Vol 34% \| MDD -60.1% Months 120M (33%)	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (90%)
RSmean neg	CAGR 7.8% \| Win 50% Sharpe 0.61 \| Sortino 0.88 \| Calmar 0.9 Vol 14% \| MDD -8.8% Months 14M (4%)	CAGR -30.3% \| Win 43% Sharpe -1.04 \| Sortino -1.08 \| Calmar -0.6 Vol 30% \| MDD -49.1% Months 21M (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 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 61% Sharpe 0.69 \| Sortino 1.01 \| Calmar 0.3 Vol 18% \| MDD -41.6% Months 191M (53%)	CAGR -0.5% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 31% \| MDD -66.0% Months 133M (37%)	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (90%)
RSmean neg	CAGR 23.2% \| Win 71% Sharpe 1.88 \| Sortino 0.00 \| Calmar 4.9 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 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 15.4% \| Win 60% Sharpe 0.75 \| Sortino 1.32 \| Calmar 0.6 Vol 22% \| MDD -27.8% Months 186M (52%)	CAGR -4.5% \| Win 51% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 27% \| MDD -73.1% Months 138M (38%)	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (90%)
RSmean neg	CAGR -12.9% \| Win 40% Sharpe -0.90 \| Sortino -1.15 \| Calmar -0.8 Vol 14% \| MDD -16.1% Months 10M (3%)	CAGR -18.5% \| Win 48% Sharpe -0.57 \| Sortino -0.56 \| Calmar -0.5 Vol 28% \| MDD -37.6% Months 25M (7%)	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 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 57% Sharpe 0.53 \| Sortino 0.76 \| Calmar 0.2 Vol 19% \| MDD -38.3% Months 226M (63%)	CAGR 1.5% \| Win 53% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 34% \| MDD -47.0% Months 98M (27%)	CAGR 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (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 -31.8% \| Win 50% Sharpe -0.60 \| Sortino -0.50 \| Calmar -7.0 Vol 46% \| MDD -4.5% 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 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.0% \| Win 56% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -42.7% Months 187M (52%)	CAGR -15.6% \| Win 50% Sharpe -0.29 \| Sortino -0.36 \| Calmar -0.4 Vol 36% \| MDD -39.6% Months 24M (7%)	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)
MACD neg	CAGR 8.0% \| Win 58% Sharpe 0.52 \| Sortino 1.24 \| Calmar 0.4 Vol 18% \| MDD -21.9% Months 31M (9%)	CAGR 5.6% \| Win 54% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -72.7% Months 117M (33%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)
RSI only	CAGR 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.8% \| Win 61% Sharpe 0.70 \| Sortino 0.86 \| Calmar 0.4 Vol 17% \| MDD -27.9% Months 144M (40%)	CAGR -13.6% \| Win 43% Sharpe -0.47 \| Sortino -0.56 \| Calmar -0.2 Vol 24% \| MDD -60.7% Months 67M (19%)	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)
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 (41%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.2% \| Win 59% Sharpe 0.65 \| Sortino 0.88 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 126M (35%)	CAGR -7.0% \| Win 51% Sharpe -0.17 \| Sortino -0.19 \| Calmar -0.1 Vol 24% \| MDD -55.4% Months 85M (24%)	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)
MACD neg	CAGR 22.5% \| Win 59% Sharpe 0.81 \| Sortino 1.77 \| Calmar 0.6 Vol 30% \| MDD -35.1% Months 70M (20%)	CAGR -6.7% \| Win 51% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 30% \| MDD -72.1% Months 78M (22%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)
RSIhist only	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.0% \| Win 57% Sharpe 0.47 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.3% Months 192M (54%)	CAGR -34.2% \| Win 37% Sharpe -1.10 \| Sortino -1.32 \| Calmar -0.8 Vol 32% \| MDD -45.4% Months 19M (5%)	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)
MACD neg	CAGR 2.6% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 23% \| MDD -30.4% Months 63M (18%)	CAGR 8.7% \| Win 56% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 34% \| MDD -56.4% Months 85M (24%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)
LWTI only	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.4% \| Win 61% Sharpe 0.68 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -34.7% Months 167M (46%)	CAGR -9.5% \| Win 41% Sharpe -0.56 \| Sortino -0.77 \| Calmar -0.2 Vol 16% \| MDD -38.7% Months 51M (14%)	CAGR 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)
RSI neg	CAGR 20.6% \| Win 61% Sharpe 0.90 \| Sortino 2.26 \| Calmar 1.0 Vol 24% \| MDD -21.7% Months 31M (9%)	CAGR -3.2% \| Win 51% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 35% \| MDD -76.4% Months 110M (31%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)
MACDhist only	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 9.0% \| Win 59% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 157M (44%)	CAGR -3.3% \| Win 51% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.1 Vol 18% \| MDD -29.1% Months 61M (17%)	CAGR 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)
RSI neg	CAGR 35.3% \| Win 59% Sharpe 0.98 \| Sortino 2.11 \| Calmar 1.1 Vol 38% \| MDD -31.3% Months 39M (11%)	CAGR -8.9% \| Win 51% Sharpe -0.14 \| Sortino -0.18 \| Calmar -0.1 Vol 31% \| MDD -79.3% Months 102M (28%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)
RSIhist only	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.9% \| Win 57% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 16% \| MDD -41.3% Months 201M (56%)	CAGR -10.5% \| Win 53% Sharpe -0.49 \| Sortino -0.65 \| Calmar -1.0 Vol 19% \| MDD -10.4% Months 17M (5%)	CAGR 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)
RSI neg	CAGR 2.3% \| Win 54% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 27% \| MDD -26.4% Months 54M (15%)	CAGR 1.2% \| Win 53% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -56.4% Months 87M (24%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (39%)
LWTI only	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.6% \| Win 62% Sharpe 0.87 \| Sortino 1.50 \| Calmar 0.5 Vol 17% \| MDD -30.1% Months 154M (43%)	CAGR 3.2% \| Win 59% Sharpe 0.26 \| Sortino 0.29 \| Calmar 0.2 Vol 20% \| MDD -19.4% Months 44M (12%)	CAGR 12.0% \| Win 61% Sharpe 0.72 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)
MACDhist neg	CAGR 10.8% \| Win 48% Sharpe 0.45 \| Sortino 0.90 \| Calmar 0.3 Vol 35% \| MDD -35.1% Months 42M (12%)	CAGR -10.3% \| Win 48% Sharpe -0.22 \| Sortino -0.29 \| Calmar -0.1 Vol 29% \| MDD -82.8% Months 119M (33%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)
RSIhist only	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.5% \| Win 61% Sharpe 0.73 \| Sortino 1.07 \| Calmar 0.4 Vol 18% \| MDD -31.4% Months 180M (50%)	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 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)
MACDhist neg	CAGR -8.5% \| Win 44% Sharpe -0.33 \| Sortino -0.42 \| Calmar -0.2 Vol 20% \| MDD -47.1% Months 75M (21%)	CAGR -2.3% \| Win 51% Sharpe 0.12 \| Sortino 0.19 \| Calmar -0.0 Vol 37% \| MDD -57.9% Months 86M (24%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)
LWTI only	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.0% \| Win 58% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 18% \| MDD -29.3% Months 155M (43%)	CAGR 29.2% \| Win 61% Sharpe 0.93 \| Sortino 2.52 \| Calmar 2.1 Vol 33% \| MDD -14.0% Months 41M (11%)	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.4 Vol 22% \| MDD -35.1% Months 196M (55%)
RSIhist neg	CAGR -0.2% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 20% \| MDD -31.6% Months 100M (28%)	CAGR -16.5% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 35% \| MDD -74.4% Months 63M (18%)	CAGR -6.8% \| Win 51% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -80.4% Months 163M (45%)
LWTI only	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -46.2% Months 255M (71%)	CAGR -0.8% \| Win 53% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 34% \| MDD -57.1% Months 104M (29%)

	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 196M (55%)	CAGR -14.6% \| 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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe 0.16 \| Sortino 0.22 \| Calmar -0.0 Vol 39% \| 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 (37%)	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 207M (58%)	CAGR -7.6% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.1 Vol 30% \| MDD -79.5% Months 152M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 59% Sharpe 0.69 \| Sortino 1.16 \| Calmar 0.3 Vol 18% \| MDD -36.4% Months 203M (56%)	CAGR 5.5% \| Win 55% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.4 Vol 14% \| MDD -13.9% Months 11M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -1.8% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -73.9% Months 121M (34%)	CAGR -25.6% \| Win 42% Sharpe -0.88 \| Sortino -0.90 \| Calmar -0.6 Vol 28% \| MDD -45.4% Months 24M (7%)	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 6.4% \| Win 56% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -60.1% Months 324M (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 7.3% \| Win 59% Sharpe 0.52 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 157M (44%)	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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (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 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.26 \| Calmar 0.0 Vol 20% \| MDD -64.5% Months 211M (59%)	CAGR 6.1% \| Win 55% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 148M (41%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 59% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -40.1% Months 186M (52%)	CAGR 38.6% \| Win 61% Sharpe 1.39 \| Sortino 7.94 \| Calmar 4.6 Vol 26% \| MDD -8.3% Months 28M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -7.4% \| Win 44% Sharpe -0.34 \| Sortino -0.38 \| Calmar -0.3 Vol 18% \| MDD -26.4% Months 32M (9%)	CAGR -5.9% \| Win 51% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 35% \| MDD -81.0% Months 113M (32%)	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 5.4% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.2% Months 218M (61%)	CAGR 1.6% \| Win 53% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 141M (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 -32.0% Months 178M (50%)	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 1.14 \| Calmar 0.3 Vol 18% \| MDD -39.1% Months 214M (60%)
MRmean neg	CAGR -2.7% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -24.5% Months 20M (6%)	CAGR -6.8% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 33% \| MDD -82.4% Months 125M (35%)	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 1.04 \| Calmar 0.3 Vol 18% \| MDD -38.4% Months 198M (55%)	CAGR -5.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 30% \| MDD -79.2% Months 161M (45%)