EWT - iShares MSCI Taiwan ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

131.1%

Best CAGR

Total Months

10.9%

Avg CAGR

EWT 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 EWT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	7	2.2	131.1	85.7	4.1	0.0	92.9	21.4	-1.4
pair	RSI	MACDhist	neg-pos	7	2.2	131.1	85.7	4.1	0.0	92.9	21.4	-1.4
pair	MRmean	SLmean	neg-pos	12	3.8	84.7	75.0	1.9	4.1	8.8	35.4	-9.7
pair	SLmean	MRmean	neg-pos	12	3.8	84.7	75.0	1.9	4.1	8.8	35.4	-9.7
pair	MACDhist	LWTI	pos-neg	9	2.8	84.6	66.7	2.9	13.3	19.6	22.9	-4.3
pair	LWTI	MACDhist	pos-neg	9	2.8	84.6	66.7	2.9	13.3	19.6	22.9	-4.3
pair	SLmean	RSI	pos-neg	19	6.0	80.2	68.4	1.9	6.6	3.7	34.0	-21.7
pair	RSI	SLmean	pos-neg	19	6.0	80.2	68.4	1.9	6.6	3.7	34.0	-21.7
pair	RSI	MRmean	pos-neg	13	4.1	70.2	61.5	2.2	7.8	5.2	26.7	-13.4
pair	MRmean	RSI	pos-neg	13	4.1	70.2	61.5	2.2	7.8	5.2	26.7	-13.4
pair	RSI	RSmean	neg-pos	9	2.8	63.3	66.7	3.2	15.9	29.1	16.2	-2.2
pair	RSmean	RSI	neg-pos	9	2.8	63.3	66.7	3.2	15.9	29.1	16.2	-2.2
pair	RSmean	MACD	neg-pos	9	2.8	63.3	66.7	3.2	15.9	29.1	16.2	-2.2
pair	MACD	RSmean	neg-pos	9	2.8	63.3	66.7	3.2	15.9	29.1	16.2	-2.2
pair	MACD	LWTI	neg-neg	41	13.0	62.3	63.4	1.7	4.6	3.8	32.4	-16.3
pair	LWTI	MACD	neg-neg	41	13.0	62.3	63.4	1.7	4.6	3.8	32.4	-16.3
pair	RSmean	SLmean	pos-neg	6	1.9	61.9	66.7	3.0	18.2	28.4	16.7	-2.2
pair	SLmean	RSmean	pos-neg	6	1.9	61.9	66.7	3.0	18.2	28.4	16.7	-2.2
pair	MACD	MACDhist	neg-pos	14	4.4	55.8	64.3	2.1	7.0	9.7	22.8	-5.8
pair	MACDhist	MACD	neg-pos	14	4.4	55.8	64.3	2.1	7.0	9.7	22.8	-5.8
pair	LWTI	RSI	neg-neg	44	13.9	53.6	65.9	1.5	2.7	1.7	33.5	-31.8
pair	RSI	LWTI	neg-neg	44	13.9	53.6	65.9	1.5	2.7	1.7	33.5	-31.8
pair	MRmean	RSmean	pos-neg	8	2.5	49.8	62.5	2.8	13.1	22.9	15.1	-2.2
pair	RSmean	MRmean	pos-neg	8	2.5	49.8	62.5	2.8	13.1	22.9	15.1	-2.2
pair	LWTI	RSIhist	pos-neg	34	10.8	44.3	58.8	1.4	4.0	2.9	29.9	-15.4
pair	RSIhist	LWTI	pos-neg	34	10.8	44.3	58.8	1.4	4.0	2.9	29.9	-15.4
pair	SLmean	LWTI	pos-neg	34	10.8	40.6	55.9	1.3	3.6	2.2	29.5	-18.0
pair	LWTI	SLmean	pos-neg	34	10.8	40.6	55.9	1.3	3.6	2.2	29.5	-18.0
pair	MACD	SLmean	pos-neg	33	10.4	39.7	54.5	1.2	4.0	1.8	30.6	-21.7
pair	SLmean	MACD	pos-neg	33	10.4	39.7	54.5	1.2	4.0	1.8	30.6	-21.7
pair	MRmean	LWTI	neg-neg	39	12.3	36.5	61.5	1.1	2.0	1.1	34.2	-31.8
pair	LWTI	MRmean	neg-neg	39	12.3	36.5	61.5	1.1	2.0	1.1	34.2	-31.8
pair	RSmean	MACDhist	neg-pos	5	1.6	35.8	60.0	2.3	7.0	16.4	13.9	-2.2
pair	MACDhist	RSmean	neg-pos	5	1.6	35.8	60.0	2.3	7.0	16.4	13.9	-2.2
pair	RSmean	LWTI	pos-neg	65	20.6	32.6	58.5	1.1	2.1	1.0	30.2	-31.8
pair	LWTI	RSmean	pos-neg	65	20.6	32.6	58.5	1.1	2.1	1.0	30.2	-31.8
single	LWTI	LWTI	neg-neg	65	20.6	32.6	58.5	1.1	2.1	1.0	30.2	-31.8
pair	MRmean	LWTI	pos-neg	26	8.2	26.9	53.8	1.1	2.8	2.0	23.7	-13.5
pair	LWTI	MRmean	pos-neg	26	8.2	26.9	53.8	1.1	2.8	2.0	23.7	-13.5
pair	MRmean	MACD	pos-neg	27	8.5	26.7	51.9	1.1	3.0	2.0	24.5	-13.4
pair	MACD	MRmean	pos-neg	27	8.5	26.7	51.9	1.1	3.0	2.0	24.5	-13.4
pair	MACDhist	LWTI	neg-neg	56	17.7	25.7	57.1	0.9	1.7	0.7	31.1	-34.9
pair	LWTI	MACDhist	neg-neg	56	17.7	25.7	57.1	0.9	1.7	0.7	31.1	-34.9
pair	SLmean	LWTI	neg-neg	31	9.8	24.3	61.3	0.8	1.4	0.8	31.4	-31.8
pair	LWTI	SLmean	neg-neg	31	9.8	24.3	61.3	0.8	1.4	0.8	31.4	-31.8
pair	MACD	RSmean	pos-neg	60	19.0	23.7	56.7	0.8	1.6	0.6	33.6	-36.8
pair	RSmean	MACD	pos-neg	60	19.0	23.7	56.7	0.8	1.6	0.6	33.6	-36.8
pair	LWTI	RSIhist	neg-neg	31	9.8	20.8	58.1	0.8	1.2	0.7	30.9	-31.8
pair	RSIhist	LWTI	neg-neg	31	9.8	20.8	58.1	0.8	1.2	0.7	30.9	-31.8
pair	RSmean	RSI	pos-neg	79	25.0	20.0	57.0	0.7	1.2	0.4	33.0	-47.8
pair	RSI	RSmean	pos-neg	79	25.0	20.0	57.0	0.7	1.2	0.4	33.0	-47.8
pair	SLmean	RSIhist	pos-neg	34	10.8	19.2	64.7	0.8	1.3	0.7	25.0	-28.3
pair	RSIhist	SLmean	pos-neg	34	10.8	19.2	64.7	0.8	1.3	0.7	25.0	-28.3
pair	MACDhist	SLmean	pos-neg	48	15.2	17.5	58.3	0.7	1.5	0.8	26.8	-21.7
pair	SLmean	MACDhist	pos-neg	48	15.2	17.5	58.3	0.7	1.5	0.8	26.8	-21.7
single	SLmean	SLmean	pos-pos	204	64.6	16.2	58.3	0.8	1.6	0.6	21.8	-27.6
pair	MACDhist	SLmean	pos-pos	156	49.4	15.8	58.3	0.8	1.6	0.7	20.2	-22.0
pair	SLmean	MACDhist	pos-pos	156	49.4	15.8	58.3	0.8	1.6	0.7	20.2	-22.0
pair	SLmean	RSIhist	pos-pos	170	53.8	15.6	57.1	0.8	1.6	0.7	21.2	-21.7
pair	RSIhist	SLmean	pos-pos	170	53.8	15.6	57.1	0.8	1.6	0.7	21.2	-21.7
pair	RSmean	RSIhist	neg-pos	9	2.8	15.6	55.6	0.8	1.5	2.0	21.4	-7.6
pair	RSIhist	RSmean	neg-pos	9	2.8	15.6	55.6	0.8	1.5	2.0	21.4	-7.6
pair	RSmean	SLmean	pos-pos	198	62.7	15.0	58.1	0.8	1.5	0.6	21.9	-26.9
pair	SLmean	RSmean	pos-pos	198	62.7	15.0	58.1	0.8	1.5	0.6	21.9	-26.9
pair	MACDhist	RSIhist	pos-pos	139	44.0	14.5	58.3	0.8	1.5	0.7	18.9	-20.4
pair	RSIhist	MACDhist	pos-pos	139	44.0	14.5	58.3	0.8	1.5	0.7	18.9	-20.4
pair	SLmean	MRmean	pos-pos	192	60.8	12.9	57.3	0.7	1.3	0.5	20.5	-27.4
pair	MRmean	SLmean	pos-pos	192	60.8	12.9	57.3	0.7	1.3	0.5	20.5	-27.4
pair	MRmean	RSIhist	pos-pos	166	52.5	12.8	56.6	0.7	1.4	0.5	19.2	-23.8
pair	RSIhist	MRmean	pos-pos	166	52.5	12.8	56.6	0.7	1.4	0.5	19.2	-23.8
pair	RSI	RSIhist	neg-pos	27	8.5	12.7	55.6	0.5	1.0	0.3	39.4	-39.1
pair	RSIhist	RSI	neg-pos	27	8.5	12.7	55.6	0.5	1.0	0.3	39.4	-39.1
pair	MACD	SLmean	pos-pos	171	54.1	12.1	59.1	0.7	1.2	0.4	19.6	-31.2
pair	SLmean	MACD	pos-pos	171	54.1	12.1	59.1	0.7	1.2	0.4	19.6	-31.2
pair	SLmean	LWTI	pos-pos	170	53.8	11.8	58.8	0.7	1.2	0.5	19.8	-26.3
pair	LWTI	SLmean	pos-pos	170	53.8	11.8	58.8	0.7	1.2	0.5	19.8	-26.3
pair	MACDhist	MRmean	pos-pos	178	56.3	11.8	56.2	0.7	1.3	0.5	19.8	-23.2
pair	MRmean	MACDhist	pos-pos	178	56.3	11.8	56.2	0.7	1.3	0.5	19.8	-23.2
single	MACDhist	MACDhist	pos-pos	191	60.4	11.4	56.5	0.6	1.1	0.4	20.0	-27.9
pair	RSI	MACD	neg-neg	56	17.7	11.1	53.6	0.5	1.0	0.2	37.5	-58.8
pair	RSIhist	MACD	pos-pos	141	44.6	11.1	58.2	0.7	1.2	0.4	18.0	-26.3
pair	MACD	RSIhist	pos-pos	141	44.6	11.1	58.2	0.7	1.2	0.4	18.0	-26.3
pair	MACD	RSI	neg-neg	56	17.7	11.1	53.6	0.5	1.0	0.2	37.5	-58.8
pair	RSI	SLmean	pos-pos	185	58.5	11.0	57.3	0.6	1.1	0.3	19.8	-36.9
pair	SLmean	RSI	pos-pos	185	58.5	11.0	57.3	0.6	1.1	0.3	19.8	-36.9
pair	MACDhist	RSmean	pos-pos	186	58.9	10.8	56.5	0.6	1.1	0.4	20.2	-27.9
single	MRmean	MRmean	pos-pos	219	69.3	10.8	56.2	0.6	1.1	0.4	20.2	-27.4
pair	RSmean	MACDhist	pos-pos	186	58.9	10.8	56.5	0.6	1.1	0.4	20.2	-27.9
single	RSIhist	RSIhist	pos-pos	184	58.2	10.6	56.5	0.6	1.0	0.3	22.5	-39.1
pair	RSmean	RSIhist	pos-pos	175	55.4	10.4	56.6	0.6	0.9	0.3	22.6	-36.9
pair	RSIhist	RSmean	pos-pos	175	55.4	10.4	56.6	0.6	0.9	0.3	22.6	-36.9
pair	RSIhist	RSI	pos-pos	157	49.7	10.3	56.7	0.6	1.1	0.3	18.3	-32.5
pair	RSI	RSIhist	pos-pos	157	49.7	10.3	56.7	0.6	1.1	0.3	18.3	-32.5
pair	RSmean	MRmean	pos-pos	211	66.8	9.6	55.9	0.6	1.0	0.3	20.3	-28.7
pair	MACD	RSIhist	neg-neg	29	9.2	9.6	51.7	0.4	0.9	0.2	36.4	-38.7
pair	MRmean	RSmean	pos-pos	211	66.8	9.6	55.9	0.6	1.0	0.3	20.3	-28.7
pair	RSIhist	MACD	neg-neg	29	9.2	9.6	51.7	0.4	0.9	0.2	36.4	-38.7
single	MACD	MACD	neg-neg	72	22.8	9.3	51.4	0.4	0.9	0.2	34.5	-58.8
pair	MACD	RSIhist	neg-pos	43	13.6	9.2	51.2	0.4	0.8	0.2	33.5	-39.1
pair	RSIhist	MACD	neg-pos	43	13.6	9.2	51.2	0.4	0.8	0.2	33.5	-39.1
single	RSI	RSI	neg-neg	91	28.8	9.2	52.7	0.4	0.8	0.2	33.8	-58.8
pair	MRmean	MACD	pos-pos	192	60.8	8.8	56.8	0.5	0.9	0.2	19.5	-34.9
pair	MRmean	LWTI	pos-pos	193	61.1	8.8	56.5	0.5	0.9	0.3	19.6	-29.8
pair	LWTI	MRmean	pos-pos	193	61.1	8.8	56.5	0.5	0.9	0.3	19.6	-29.8
pair	MACD	MRmean	pos-pos	192	60.8	8.8	56.8	0.5	0.9	0.2	19.5	-34.9
pair	LWTI	MACDhist	pos-pos	182	57.6	8.7	56.0	0.5	0.9	0.3	19.6	-28.4
pair	MACDhist	LWTI	pos-pos	182	57.6	8.7	56.0	0.5	0.9	0.3	19.6	-28.4
single	RSmean	RSmean	pos-pos	295	93.4	8.6	55.6	0.5	0.8	0.1	24.1	-58.3
pair	MACDhist	MACD	pos-pos	177	56.0	8.5	55.9	0.5	0.9	0.3	19.6	-33.1
pair	MACD	MACDhist	pos-pos	177	56.0	8.5	55.9	0.5	0.9	0.3	19.6	-33.1
pair	RSI	MACDhist	pos-pos	184	58.2	8.4	55.4	0.5	0.9	0.2	19.5	-34.2
pair	MACDhist	RSI	pos-pos	184	58.2	8.4	55.4	0.5	0.9	0.2	19.5	-34.2
pair	MACD	LWTI	pos-pos	220	69.6	8.3	56.4	0.5	0.8	0.2	20.6	-47.2
pair	LWTI	MACD	pos-pos	220	69.6	8.3	56.4	0.5	0.8	0.2	20.6	-47.2
pair	MRmean	RSI	pos-pos	206	65.2	7.9	55.8	0.5	0.8	0.2	19.5	-40.3
pair	RSI	MRmean	pos-pos	206	65.2	7.9	55.8	0.5	0.8	0.2	19.5	-40.3
pair	RSIhist	RSI	neg-neg	64	20.3	7.8	51.6	0.4	0.7	0.2	31.4	-47.8
pair	RSI	RSIhist	neg-neg	64	20.3	7.8	51.6	0.4	0.7	0.2	31.4	-47.8
pair	LWTI	RSI	pos-pos	204	64.6	7.6	56.9	0.5	0.8	0.2	19.9	-35.7
pair	RSI	LWTI	pos-pos	204	64.6	7.6	56.9	0.5	0.8	0.2	19.9	-35.7
pair		benchmark___benchmark_	benchmark-benchmark	316	100.0	7.3	54.7	0.4	0.7	0.1	24.6	-58.8
pair	benchmark___benchmark_		benchmark-benchmark	316	100.0	7.3	54.7	0.4	0.7	0.1	24.6	-58.8
pair	MACDhist	MRmean	neg-pos	13	4.1	7.1	61.5	0.4	0.5	0.5	23.1	-14.5
pair	MRmean	MACDhist	neg-pos	13	4.1	7.1	61.5	0.4	0.5	0.5	23.1	-14.5
pair	MRmean	MACDhist	pos-neg	41	13.0	6.9	56.1	0.4	0.7	0.2	21.7	-27.5
pair	MACDhist	MRmean	pos-neg	41	13.0	6.9	56.1	0.4	0.7	0.2	21.7	-27.5
pair	RSI	MACD	pos-pos	209	66.1	6.8	56.5	0.4	0.7	0.2	19.7	-43.2
pair	MACD	RSI	pos-pos	209	66.1	6.8	56.5	0.4	0.7	0.2	19.7	-43.2
single	MACD	MACD	pos-pos	244	77.2	6.8	55.7	0.4	0.6	0.1	20.9	-57.0
single	RSI	RSI	pos-pos	225	71.2	6.6	55.6	0.4	0.7	0.1	19.8	-47.9
pair	MACD	RSI	pos-neg	35	11.1	6.4	51.4	0.4	0.5	0.2	27.1	-38.5
pair	RSI	MACD	pos-neg	35	11.1	6.4	51.4	0.4	0.5	0.2	27.1	-38.5
pair	RSmean	MRmean	neg-pos	84	26.6	6.2	54.8	0.3	0.5	0.1	31.8	-47.8
pair	MRmean	RSmean	neg-pos	84	26.6	6.2	54.8	0.3	0.5	0.1	31.8	-47.8
pair	RSmean	RSIhist	pos-neg	120	38.0	6.0	54.2	0.3	0.6	0.1	26.2	-54.6
pair	RSIhist	RSmean	pos-neg	120	38.0	6.0	54.2	0.3	0.6	0.1	26.2	-54.6
pair	RSmean	MACD	pos-pos	235	74.4	5.0	55.3	0.3	0.5	0.1	20.9	-57.0
pair	MACD	RSmean	pos-pos	235	74.4	5.0	55.3	0.3	0.5	0.1	20.9	-57.0
pair	RSmean	MACDhist	pos-neg	109	34.5	4.9	54.1	0.3	0.5	0.1	29.7	-55.5
pair	MACDhist	RSmean	pos-neg	109	34.5	4.9	54.1	0.3	0.5	0.1	29.7	-55.5
pair	RSIhist	MRmean	pos-neg	53	16.8	4.9	54.7	0.3	0.5	0.2	23.0	-29.2
pair	MRmean	RSIhist	pos-neg	53	16.8	4.9	54.7	0.3	0.5	0.2	23.0	-29.2
pair	RSmean	RSI	pos-pos	216	68.4	4.7	55.1	0.3	0.6	0.1	19.8	-46.7
pair	RSI	RSmean	pos-pos	216	68.4	4.7	55.1	0.3	0.6	0.1	19.8	-46.7
pair	LWTI	RSIhist	pos-pos	150	47.5	4.2	56.0	0.3	0.5	0.1	20.1	-58.1
pair	RSIhist	LWTI	pos-pos	150	47.5	4.2	56.0	0.3	0.5	0.1	20.1	-58.1
pair	MACDhist	RSIhist	pos-neg	52	16.5	3.7	51.9	0.3	0.5	0.1	22.8	-29.4
pair	RSIhist	MACDhist	pos-neg	52	16.5	3.7	51.9	0.3	0.5	0.1	22.8	-29.4
pair	MACD	RSI	neg-pos	16	5.1	3.4	43.8	0.3	0.6	0.2	21.3	-19.3
pair	RSI	MACD	neg-pos	16	5.1	3.4	43.8	0.3	0.6	0.2	21.3	-19.3
single	RSIhist	RSIhist	neg-neg	132	41.8	2.9	52.3	0.2	0.4	0.1	27.3	-54.6
pair	RSI	MACDhist	neg-neg	84	26.6	2.6	50.0	0.2	0.4	0.0	34.1	-67.2
pair	LWTI	RSmean	pos-pos	230	72.8	2.6	54.8	0.2	0.3	0.1	21.8	-57.9
pair	RSmean	LWTI	pos-pos	230	72.8	2.6	54.8	0.2	0.3	0.1	21.8	-57.9
pair	MACDhist	RSI	neg-neg	84	26.6	2.6	50.0	0.2	0.4	0.0	34.1	-67.2
pair	RSIhist	MACDhist	neg-neg	80	25.3	2.4	52.5	0.2	0.4	0.0	29.9	-54.6
pair	MACDhist	RSIhist	neg-neg	80	25.3	2.4	52.5	0.2	0.4	0.0	29.9	-54.6
pair	MACD	MACDhist	pos-neg	67	21.2	2.3	55.2	0.2	0.3	0.1	23.9	-47.0
pair	MACDhist	MACD	pos-neg	67	21.2	2.3	55.2	0.2	0.3	0.1	23.9	-47.0
pair	RSIhist	MRmean	neg-neg	79	25.0	1.6	50.6	0.2	0.3	0.0	29.9	-47.8
pair	MRmean	RSIhist	neg-neg	79	25.0	1.6	50.6	0.2	0.3	0.0	29.9	-47.8
single	LWTI	LWTI	pos-pos	251	79.4	1.6	53.8	0.2	0.3	0.0	22.7	-75.2
pair	RSI	MRmean	neg-neg	78	24.7	1.4	51.3	0.2	0.4	0.0	34.5	-60.9
pair	MRmean	RSI	neg-neg	78	24.7	1.4	51.3	0.2	0.4	0.0	34.5	-60.9
single	MACDhist	MACDhist	neg-neg	125	39.6	1.4	52.0	0.2	0.3	0.0	30.3	-66.2
pair	MACD	RSIhist	pos-neg	103	32.6	1.1	52.4	0.2	0.2	0.0	24.3	-53.9
pair	RSIhist	MACD	pos-neg	103	32.6	1.1	52.4	0.2	0.2	0.0	24.3	-53.9
pair	MACDhist	MACD	neg-neg	58	18.4	0.4	48.3	0.2	0.4	0.0	36.5	-58.8
pair	MACD	MACDhist	neg-neg	58	18.4	0.4	48.3	0.2	0.4	0.0	36.5	-58.8
pair	MRmean	MACD	neg-neg	45	14.2	0.1	51.1	0.2	0.4	0.0	39.4	-58.8
pair	MACD	MRmean	neg-neg	45	14.2	0.1	51.1	0.2	0.4	0.0	39.4	-58.8
single	MRmean	MRmean	neg-neg	97	30.7	-0.1	51.5	0.2	0.3	-0.0	32.5	-64.4
pair	MRmean	MACD	neg-pos	52	16.5	-0.3	51.9	0.1	0.1	-0.0	25.5	-41.5
pair	MACD	MRmean	neg-pos	52	16.5	-0.3	51.9	0.1	0.1	-0.0	25.5	-41.5
pair	MACDhist	RSIhist	neg-pos	45	14.2	-0.4	51.1	0.1	0.2	-0.0	31.3	-39.1
pair	RSIhist	MACDhist	neg-pos	45	14.2	-0.4	51.1	0.1	0.2	-0.0	31.3	-39.1
pair	RSI	MACDhist	pos-neg	41	13.0	-1.1	56.1	0.1	0.1	-0.0	20.9	-36.4
pair	MACDhist	RSI	pos-neg	41	13.0	-1.1	56.1	0.1	0.1	-0.0	20.9	-36.4
pair	MRmean	MACDhist	neg-neg	84	26.6	-1.2	50.0	0.1	0.2	-0.0	33.8	-65.9
pair	MACDhist	MRmean	neg-neg	84	26.6	-1.2	50.0	0.1	0.2	-0.0	33.8	-65.9
pair	RSIhist	RSI	pos-neg	68	21.5	-1.5	52.9	0.1	0.1	-0.0	22.8	-44.1
pair	RSI	RSIhist	pos-neg	68	21.5	-1.5	52.9	0.1	0.1	-0.0	22.8	-44.1
pair	RSIhist	LWTI	neg-pos	101	32.0	-2.0	50.5	0.1	0.1	-0.0	26.0	-53.4
pair	LWTI	RSIhist	neg-pos	101	32.0	-2.0	50.5	0.1	0.1	-0.0	26.0	-53.4
pair	SLmean	RSIhist	neg-neg	98	31.0	-2.2	48.0	0.1	0.1	-0.0	28.0	-52.6
pair	RSIhist	SLmean	neg-neg	98	31.0	-2.2	48.0	0.1	0.1	-0.0	28.0	-52.6
pair	SLmean	MRmean	pos-neg	27	8.5	-2.5	48.1	-0.1	-0.1	-0.1	17.5	-22.4
pair	MRmean	SLmean	pos-neg	27	8.5	-2.5	48.1	-0.1	-0.1	-0.1	17.5	-22.4
pair	LWTI	RSI	pos-neg	21	6.6	-2.6	42.9	-0.1	-0.1	-0.1	19.0	-23.6
pair	RSI	LWTI	pos-neg	21	6.6	-2.6	42.9	-0.1	-0.1	-0.1	19.0	-23.6
pair	RSmean	SLmean	neg-pos	97	30.7	-3.4	50.5	0.0	0.0	-0.1	27.8	-49.8
pair	SLmean	RSmean	neg-pos	97	30.7	-3.4	50.5	0.0	0.0	-0.1	27.8	-49.8
pair	RSI	SLmean	neg-neg	72	22.8	-4.3	48.6	0.0	0.1	-0.1	32.8	-68.0
pair	SLmean	RSI	neg-neg	72	22.8	-4.3	48.6	0.0	0.1	-0.1	32.8	-68.0
pair	MACD	SLmean	neg-pos	73	23.1	-4.8	47.9	-0.1	-0.1	-0.1	23.4	-47.3
pair	SLmean	MACD	neg-pos	73	23.1	-4.8	47.9	-0.1	-0.1	-0.1	23.4	-47.3
pair	MACDhist	SLmean	neg-pos	35	11.1	-6.0	48.6	-0.2	-0.3	-0.2	18.8	-26.1
pair	SLmean	MACDhist	neg-pos	35	11.1	-6.0	48.6	-0.2	-0.3	-0.2	18.8	-26.1
pair	MACD	LWTI	pos-neg	24	7.6	-6.2	50.0	-0.2	-0.2	-0.3	23.0	-22.2
pair	LWTI	MACD	pos-neg	24	7.6	-6.2	50.0	-0.2	-0.2	-0.3	23.0	-22.2
pair	RSI	MRmean	neg-pos	19	6.0	-6.4	52.6	-0.2	-0.2	-0.3	23.1	-21.7
pair	MRmean	RSI	neg-pos	19	6.0	-6.4	52.6	-0.2	-0.2	-0.3	23.1	-21.7
single	SLmean	SLmean	neg-neg	112	35.4	-7.0	48.2	-0.1	-0.2	-0.1	28.6	-74.2
pair	RSIhist	MRmean	neg-pos	18	5.7	-7.4	55.6	0.0	0.1	-0.2	43.0	-36.9
pair	MRmean	RSIhist	neg-pos	18	5.7	-7.4	55.6	0.0	0.1	-0.2	43.0	-36.9
pair	MACDhist	SLmean	neg-neg	77	24.4	-7.5	48.1	-0.1	-0.1	-0.1	32.2	-70.5
pair	SLmean	MACDhist	neg-neg	77	24.4	-7.5	48.1	-0.1	-0.1	-0.1	32.2	-70.5
pair	MRmean	SLmean	neg-neg	85	26.9	-8.4	48.2	-0.1	-0.2	-0.1	31.4	-70.9
pair	SLmean	MRmean	neg-neg	85	26.9	-8.4	48.2	-0.1	-0.2	-0.1	31.4	-70.9
single	RSmean	RSmean	neg-neg	21	6.6	-8.8	42.9	-0.1	-0.3	-0.2	31.2	-39.7
pair	RSmean	LWTI	neg-pos	21	6.6	-8.8	42.9	-0.1	-0.3	-0.2	31.2	-39.7
pair	LWTI	RSmean	neg-pos	21	6.6	-8.8	42.9	-0.1	-0.3	-0.2	31.2	-39.7
pair	SLmean	MACD	neg-neg	39	12.3	-11.2	48.7	-0.1	-0.3	-0.2	36.8	-62.0
pair	MACD	SLmean	neg-neg	39	12.3	-11.2	48.7	-0.1	-0.3	-0.2	36.8	-62.0
pair	SLmean	RSI	neg-pos	40	12.7	-11.8	47.5	-0.6	-0.7	-0.3	19.1	-41.3
pair	RSI	SLmean	neg-pos	40	12.7	-11.8	47.5	-0.6	-0.7	-0.3	19.1	-41.3
pair	LWTI	MACDhist	neg-pos	69	21.8	-14.8	47.8	-0.4	-0.6	-0.2	28.8	-73.0
pair	MACDhist	LWTI	neg-pos	69	21.8	-14.8	47.8	-0.4	-0.6	-0.2	28.8	-73.0
pair	SLmean	LWTI	neg-pos	81	25.6	-16.8	43.2	-0.5	-0.8	-0.2	27.0	-77.7
pair	LWTI	SLmean	neg-pos	81	25.6	-16.8	43.2	-0.5	-0.8	-0.2	27.0	-77.7
pair	MRmean	LWTI	neg-pos	58	18.4	-19.1	44.8	-0.6	-0.8	-0.3	30.1	-70.6
pair	LWTI	MRmean	neg-pos	58	18.4	-19.1	44.8	-0.6	-0.8	-0.3	30.1	-70.6
pair	MACDhist	RSmean	neg-neg	16	5.1	-19.5	37.5	-0.5	-1.0	-0.5	34.6	-39.7
pair	RSmean	MACDhist	neg-neg	16	5.1	-19.5	37.5	-0.5	-1.0	-0.5	34.6	-39.7
pair	LWTI	RSI	neg-pos	47	14.9	-20.6	40.4	-0.6	-0.9	-0.3	31.5	-73.0
pair	RSI	LWTI	neg-pos	47	14.9	-20.6	40.4	-0.6	-0.9	-0.3	31.5	-73.0
pair	RSmean	RSIhist	neg-neg	12	3.8	-23.7	33.3	-0.6	-1.1	-0.6	37.1	-38.7
pair	RSIhist	RSmean	neg-neg	12	3.8	-23.7	33.3	-0.6	-1.1	-0.6	37.1	-38.7
pair	RSmean	SLmean	neg-neg	15	4.7	-27.5	33.3	-0.8	-1.7	-0.7	33.7	-39.7
pair	SLmean	RSmean	neg-neg	15	4.7	-27.5	33.3	-0.8	-1.7	-0.7	33.7	-39.7
pair	MRmean	RSmean	neg-neg	13	4.1	-32.8	30.8	-0.9	-2.3	-0.8	35.9	-39.7
pair	RSmean	MRmean	neg-neg	13	4.1	-32.8	30.8	-0.9	-2.3	-0.8	35.9	-39.7
pair	SLmean	RSIhist	neg-pos	14	4.4	-34.8	50.0	-1.1	-1.7	-0.8	32.2	-42.4
pair	RSIhist	SLmean	neg-pos	14	4.4	-34.8	50.0	-1.1	-1.7	-0.8	32.2	-42.4
pair	MACD	LWTI	neg-pos	31	9.8	-35.2	35.5	-1.2	-2.0	-0.5	31.6	-73.0
pair	LWTI	MACD	neg-pos	31	9.8	-35.2	35.5	-1.2	-2.0	-0.5	31.6	-73.0
pair	RSI	RSmean	neg-neg	12	3.8	-41.1	25.0	-1.3	-3.2	-1.0	34.7	-39.7
pair	RSmean	RSI	neg-neg	12	3.8	-41.1	25.0	-1.3	-3.2	-1.0	34.7	-39.7
pair	RSmean	MACD	neg-neg	12	3.8	-41.1	25.0	-1.3	-3.2	-1.0	34.7	-39.7
pair	MACD	RSmean	neg-neg	12	3.8	-41.1	25.0	-1.3	-3.2	-1.0	34.7	-39.7

All Contingency Tables for EWT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.9% \| Win 57% Sharpe 0.69 \| Sortino 1.29 \| Calmar 0.5 Vol 20% \| MDD -27.4% Months 192M (61%)	CAGR -2.5% \| Win 48% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.1 Vol 18% \| MDD -22.4% Months 27M (8%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 84.7% \| Win 75% Sharpe 1.93 \| Sortino 4.09 \| Calmar 8.8 Vol 35% \| MDD -9.7% Months 12M (4%)	CAGR -8.4% \| Win 48% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.1 Vol 31% \| MDD -70.9% Months 85M (27%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
SLmean only	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 56% Sharpe 0.55 \| Sortino 1.02 \| Calmar 0.3 Vol 20% \| MDD -28.7% Months 211M (67%)	CAGR 49.8% \| Win 62% Sharpe 2.78 \| Sortino 13.11 \| Calmar 22.9 Vol 15% \| MDD -2.2% Months 8M (2%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 6.2% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 32% \| MDD -47.8% Months 84M (27%)	CAGR -32.8% \| Win 31% Sharpe -0.93 \| Sortino -2.29 \| Calmar -0.8 Vol 36% \| MDD -39.7% Months 13M (4%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
RSmean only	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.53 \| Sortino 0.91 \| Calmar 0.3 Vol 20% \| MDD -34.9% Months 192M (61%)	CAGR 26.7% \| Win 52% Sharpe 1.09 \| Sortino 3.04 \| Calmar 2.0 Vol 24% \| MDD -13.4% Months 27M (8%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe 0.12 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -41.5% Months 52M (16%)	CAGR 0.1% \| Win 51% Sharpe 0.19 \| Sortino 0.42 \| Calmar 0.0 Vol 39% \| MDD -58.8% Months 45M (14%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
MACD only	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 56% Sharpe 0.49 \| Sortino 0.85 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 206M (65%)	CAGR 70.2% \| Win 62% Sharpe 2.16 \| Sortino 7.83 \| Calmar 5.3 Vol 27% \| MDD -13.4% Months 13M (4%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -6.4% \| Win 53% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.3 Vol 23% \| MDD -21.7% Months 19M (6%)	CAGR 1.4% \| Win 51% Sharpe 0.21 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -60.9% Months 78M (25%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
RSI only	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 56% Sharpe 0.66 \| Sortino 1.26 \| Calmar 0.5 Vol 20% \| MDD -23.2% Months 178M (56%)	CAGR 6.9% \| Win 56% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.3 Vol 22% \| MDD -27.5% Months 41M (13%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 7.1% \| Win 62% Sharpe 0.41 \| Sortino 0.45 \| Calmar 0.5 Vol 23% \| MDD -14.5% Months 13M (4%)	CAGR -1.2% \| Win 50% Sharpe 0.13 \| Sortino 0.23 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 84M (27%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.8% \| Win 57% Sharpe 0.72 \| Sortino 1.41 \| Calmar 0.5 Vol 19% \| MDD -23.8% Months 166M (52%)	CAGR 4.9% \| Win 55% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.2 Vol 23% \| MDD -29.2% Months 53M (17%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -7.4% \| Win 56% Sharpe 0.02 \| Sortino 0.05 \| Calmar -0.2 Vol 43% \| MDD -36.9% Months 18M (6%)	CAGR 1.6% \| Win 51% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -47.8% Months 79M (25%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 56% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.3 Vol 20% \| MDD -29.8% Months 193M (61%)	CAGR 26.9% \| Win 54% Sharpe 1.13 \| Sortino 2.82 \| Calmar 2.0 Vol 24% \| MDD -13.5% Months 26M (8%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -19.1% \| Win 45% Sharpe -0.55 \| Sortino -0.84 \| Calmar -0.3 Vol 30% \| MDD -70.6% Months 58M (18%)	CAGR 36.5% \| Win 62% Sharpe 1.08 \| Sortino 1.99 \| Calmar 1.1 Vol 34% \| MDD -31.8% Months 39M (12%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 15.0% \| Win 58% Sharpe 0.75 \| Sortino 1.46 \| Calmar 0.6 Vol 22% \| MDD -26.9% Months 198M (63%)	CAGR 61.9% \| Win 67% Sharpe 3.01 \| Sortino 18.18 \| Calmar 28.4 Vol 17% \| MDD -2.2% Months 6M (2%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -3.4% \| Win 50% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 28% \| MDD -49.8% Months 97M (31%)	CAGR -27.5% \| Win 33% Sharpe -0.79 \| Sortino -1.66 \| Calmar -0.7 Vol 34% \| MDD -39.7% Months 15M (5%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
RSmean only	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 12.1% \| Win 59% Sharpe 0.68 \| Sortino 1.17 \| Calmar 0.4 Vol 20% \| MDD -31.2% Months 171M (54%)	CAGR 39.7% \| Win 55% Sharpe 1.25 \| Sortino 4.02 \| Calmar 1.8 Vol 31% \| MDD -21.7% Months 33M (10%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -4.8% \| Win 48% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -47.3% Months 73M (23%)	CAGR -11.2% \| Win 49% Sharpe -0.14 \| Sortino -0.28 \| Calmar -0.2 Vol 37% \| MDD -62.0% Months 39M (12%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
MACD only	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.0% \| Win 57% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.3 Vol 20% \| MDD -36.9% Months 185M (58%)	CAGR 80.2% \| Win 68% Sharpe 1.93 \| Sortino 6.62 \| Calmar 3.7 Vol 34% \| MDD -21.7% Months 19M (6%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -11.8% \| Win 48% Sharpe -0.56 \| Sortino -0.73 \| Calmar -0.3 Vol 19% \| MDD -41.3% Months 40M (13%)	CAGR -4.3% \| Win 49% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -68.0% Months 72M (23%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
RSI only	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 15.8% \| Win 58% Sharpe 0.83 \| Sortino 1.62 \| Calmar 0.7 Vol 20% \| MDD -22.0% Months 156M (49%)	CAGR 17.5% \| Win 58% Sharpe 0.73 \| Sortino 1.47 \| Calmar 0.8 Vol 27% \| MDD -21.7% Months 48M (15%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -6.0% \| Win 49% Sharpe -0.23 \| Sortino -0.31 \| Calmar -0.2 Vol 19% \| MDD -26.1% Months 35M (11%)	CAGR -7.5% \| Win 48% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 32% \| MDD -70.5% Months 77M (24%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 15.6% \| Win 57% Sharpe 0.79 \| Sortino 1.65 \| Calmar 0.7 Vol 21% \| MDD -21.7% Months 170M (54%)	CAGR 19.2% \| Win 65% Sharpe 0.83 \| Sortino 1.26 \| Calmar 0.7 Vol 25% \| MDD -28.3% Months 34M (11%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -34.8% \| Win 50% Sharpe -1.15 \| Sortino -1.67 \| Calmar -0.8 Vol 32% \| MDD -42.4% Months 14M (4%)	CAGR -2.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -52.6% Months 98M (31%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.8% \| Win 59% Sharpe 0.66 \| Sortino 1.16 \| Calmar 0.4 Vol 20% \| MDD -26.3% Months 170M (54%)	CAGR 40.6% \| Win 56% Sharpe 1.31 \| Sortino 3.60 \| Calmar 2.3 Vol 30% \| MDD -18.0% Months 34M (11%)	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)
SLmean neg	CAGR -16.8% \| Win 43% Sharpe -0.54 \| Sortino -0.80 \| Calmar -0.2 Vol 27% \| MDD -77.7% Months 81M (26%)	CAGR 24.3% \| Win 61% Sharpe 0.85 \| Sortino 1.35 \| Calmar 0.8 Vol 31% \| MDD -31.8% Months 31M (10%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 55% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 235M (74%)	CAGR 23.7% \| Win 57% Sharpe 0.80 \| Sortino 1.55 \| Calmar 0.6 Vol 34% \| MDD -36.8% Months 60M (19%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)
RSmean neg	CAGR 63.3% \| Win 67% Sharpe 3.16 \| Sortino 15.94 \| Calmar 29.1 Vol 16% \| MDD -2.2% Months 9M (3%)	CAGR -41.1% \| Win 25% Sharpe -1.34 \| Sortino -3.19 \| Calmar -1.0 Vol 35% \| MDD -39.7% Months 12M (4%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)
MACD only	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -46.7% Months 216M (68%)	CAGR 20.0% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.4 Vol 33% \| MDD -47.8% Months 79M (25%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)
RSmean neg	CAGR 63.3% \| Win 67% Sharpe 3.16 \| Sortino 15.94 \| Calmar 29.1 Vol 16% \| MDD -2.2% Months 9M (3%)	CAGR -41.1% \| Win 25% Sharpe -1.34 \| Sortino -3.19 \| Calmar -1.0 Vol 35% \| MDD -39.7% Months 12M (4%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)
RSI only	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.10 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 186M (59%)	CAGR 4.9% \| Win 54% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -55.5% Months 109M (34%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)
RSmean neg	CAGR 35.8% \| Win 60% Sharpe 2.28 \| Sortino 7.04 \| Calmar 16.4 Vol 14% \| MDD -2.2% Months 5M (2%)	CAGR -19.5% \| Win 38% Sharpe -0.47 \| Sortino -1.02 \| Calmar -0.5 Vol 35% \| MDD -39.7% Months 16M (5%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 57% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.3 Vol 23% \| MDD -36.9% Months 175M (55%)	CAGR 6.0% \| Win 54% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 26% \| MDD -54.6% Months 120M (38%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)
RSmean neg	CAGR 15.6% \| Win 56% Sharpe 0.78 \| Sortino 1.50 \| Calmar 2.0 Vol 21% \| MDD -7.6% Months 9M (3%)	CAGR -23.7% \| Win 33% Sharpe -0.56 \| Sortino -1.13 \| Calmar -0.6 Vol 37% \| MDD -38.7% Months 12M (4%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 55% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.0 Vol 22% \| MDD -57.9% Months 230M (73%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)
RSmean neg	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)	-	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.8% \| Win 56% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -43.2% Months 209M (66%)	CAGR 6.4% \| Win 51% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.2 Vol 27% \| MDD -38.5% Months 35M (11%)	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)
MACD neg	CAGR 3.4% \| Win 44% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.2 Vol 21% \| MDD -19.3% Months 16M (5%)	CAGR 11.1% \| Win 54% Sharpe 0.46 \| Sortino 0.99 \| Calmar 0.2 Vol 38% \| MDD -58.8% Months 56M (18%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)
RSI only	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.5% \| Win 56% Sharpe 0.51 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -33.1% Months 177M (56%)	CAGR 2.3% \| Win 55% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.0 Vol 24% \| MDD -47.0% Months 67M (21%)	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)
MACD neg	CAGR 55.8% \| Win 64% Sharpe 2.09 \| Sortino 7.01 \| Calmar 9.7 Vol 23% \| MDD -5.8% Months 14M (4%)	CAGR 0.4% \| Win 48% Sharpe 0.18 \| Sortino 0.40 \| Calmar 0.0 Vol 36% \| MDD -58.8% Months 58M (18%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.1% \| Win 58% Sharpe 0.68 \| Sortino 1.20 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 141M (45%)	CAGR 1.1% \| Win 52% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 24% \| MDD -53.9% Months 103M (33%)	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)
MACD neg	CAGR 9.2% \| Win 51% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 34% \| MDD -39.1% Months 43M (14%)	CAGR 9.6% \| Win 52% Sharpe 0.42 \| Sortino 0.94 \| Calmar 0.2 Vol 36% \| MDD -38.7% Months 29M (9%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 21% \| MDD -47.2% Months 220M (70%)	CAGR -6.2% \| Win 50% Sharpe -0.16 \| Sortino -0.19 \| Calmar -0.3 Vol 23% \| MDD -22.2% Months 24M (8%)	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)
MACD neg	CAGR -35.2% \| Win 36% Sharpe -1.20 \| Sortino -2.04 \| Calmar -0.5 Vol 32% \| MDD -73.0% Months 31M (10%)	CAGR 62.3% \| Win 63% Sharpe 1.67 \| Sortino 4.58 \| Calmar 3.8 Vol 32% \| MDD -16.3% Months 41M (13%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.4% \| Win 55% Sharpe 0.51 \| Sortino 0.89 \| Calmar 0.2 Vol 20% \| MDD -34.2% Months 184M (58%)	CAGR -1.1% \| Win 56% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -36.4% Months 41M (13%)	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)
RSI neg	CAGR 131.1% \| Win 86% Sharpe 4.14 \| Sortino 0.00 \| Calmar 92.9 Vol 21% \| MDD -1.4% Months 7M (2%)	CAGR 2.6% \| Win 50% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.0 Vol 34% \| MDD -67.2% Months 84M (27%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.3% \| Win 57% Sharpe 0.63 \| Sortino 1.14 \| Calmar 0.3 Vol 18% \| MDD -32.5% Months 157M (50%)	CAGR -1.5% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 23% \| MDD -44.1% Months 68M (22%)	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)
RSI neg	CAGR 12.7% \| Win 56% Sharpe 0.49 \| Sortino 1.02 \| Calmar 0.3 Vol 39% \| MDD -39.1% Months 27M (8%)	CAGR 7.8% \| Win 52% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.2 Vol 31% \| MDD -47.8% Months 64M (20%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -35.7% Months 204M (65%)	CAGR -2.6% \| Win 43% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 19% \| MDD -23.6% Months 21M (7%)	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)
RSI neg	CAGR -20.6% \| Win 40% Sharpe -0.57 \| Sortino -0.93 \| Calmar -0.3 Vol 32% \| MDD -73.0% Months 47M (15%)	CAGR 53.6% \| Win 66% Sharpe 1.46 \| Sortino 2.67 \| Calmar 1.7 Vol 34% \| MDD -31.8% Months 44M (14%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.5% \| Win 58% Sharpe 0.81 \| Sortino 1.53 \| Calmar 0.7 Vol 19% \| MDD -20.4% Months 139M (44%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 23% \| MDD -29.4% Months 52M (16%)	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)
MACDhist neg	CAGR -0.4% \| Win 51% Sharpe 0.14 \| Sortino 0.25 \| Calmar -0.0 Vol 31% \| MDD -39.1% Months 45M (14%)	CAGR 2.4% \| Win 52% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 30% \| MDD -54.6% Months 80M (25%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)
RSIhist only	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.7% \| Win 56% Sharpe 0.52 \| Sortino 0.91 \| Calmar 0.3 Vol 20% \| MDD -28.4% Months 182M (58%)	CAGR 84.6% \| Win 67% Sharpe 2.85 \| Sortino 13.28 \| Calmar 19.6 Vol 23% \| MDD -4.3% Months 9M (3%)	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)
MACDhist neg	CAGR -14.8% \| Win 48% Sharpe -0.41 \| Sortino -0.63 \| Calmar -0.2 Vol 29% \| MDD -73.0% Months 69M (22%)	CAGR 25.7% \| Win 57% Sharpe 0.89 \| Sortino 1.73 \| Calmar 0.7 Vol 31% \| MDD -34.9% Months 56M (18%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.2% \| Win 56% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -58.1% Months 150M (48%)	CAGR 44.3% \| Win 59% Sharpe 1.38 \| Sortino 4.04 \| Calmar 2.9 Vol 30% \| MDD -15.4% Months 34M (11%)	CAGR 10.6% \| Win 56% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 184M (58%)
RSIhist neg	CAGR -2.0% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 26% \| MDD -53.4% Months 101M (32%)	CAGR 20.8% \| Win 58% Sharpe 0.77 \| Sortino 1.19 \| Calmar 0.7 Vol 31% \| MDD -31.8% Months 31M (10%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -54.6% Months 132M (42%)
LWTI only	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -75.2% Months 251M (79%)	CAGR 32.6% \| Win 58% Sharpe 1.09 \| Sortino 2.11 \| Calmar 1.0 Vol 30% \| MDD -31.8% Months 65M (21%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.9% \| Win 57% Sharpe 0.69 \| Sortino 1.29 \| Calmar 0.5 Vol 20% \| MDD -27.4% Months 192M (61%)	CAGR -2.5% \| Win 48% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.1 Vol 18% \| MDD -22.4% Months 27M (8%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 84.7% \| Win 75% Sharpe 1.93 \| Sortino 4.09 \| Calmar 8.8 Vol 35% \| MDD -9.7% Months 12M (4%)	CAGR -8.4% \| Win 48% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.1 Vol 31% \| MDD -70.9% Months 85M (27%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
SLmean only	CAGR 16.2% \| Win 58% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 22% \| MDD -27.6% Months 204M (65%)	CAGR -7.0% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 29% \| MDD -74.2% Months 112M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 56% Sharpe 0.55 \| Sortino 1.02 \| Calmar 0.3 Vol 20% \| MDD -28.7% Months 211M (67%)	CAGR 49.8% \| Win 62% Sharpe 2.78 \| Sortino 13.11 \| Calmar 22.9 Vol 15% \| MDD -2.2% Months 8M (2%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 6.2% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 32% \| MDD -47.8% Months 84M (27%)	CAGR -32.8% \| Win 31% Sharpe -0.93 \| Sortino -2.29 \| Calmar -0.8 Vol 36% \| MDD -39.7% Months 13M (4%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
RSmean only	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.1 Vol 24% \| MDD -58.3% Months 295M (93%)	CAGR -8.8% \| Win 43% Sharpe -0.15 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -39.7% Months 21M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.53 \| Sortino 0.91 \| Calmar 0.3 Vol 20% \| MDD -34.9% Months 192M (61%)	CAGR 26.7% \| Win 52% Sharpe 1.09 \| Sortino 3.04 \| Calmar 2.0 Vol 24% \| MDD -13.4% Months 27M (8%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe 0.12 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -41.5% Months 52M (16%)	CAGR 0.1% \| Win 51% Sharpe 0.19 \| Sortino 0.42 \| Calmar 0.0 Vol 39% \| MDD -58.8% Months 45M (14%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
MACD only	CAGR 6.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 21% \| MDD -57.0% Months 244M (77%)	CAGR 9.3% \| Win 51% Sharpe 0.43 \| Sortino 0.89 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 72M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 56% Sharpe 0.49 \| Sortino 0.85 \| Calmar 0.2 Vol 20% \| MDD -40.3% Months 206M (65%)	CAGR 70.2% \| Win 62% Sharpe 2.16 \| Sortino 7.83 \| Calmar 5.3 Vol 27% \| MDD -13.4% Months 13M (4%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR -6.4% \| Win 53% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.3 Vol 23% \| MDD -21.7% Months 19M (6%)	CAGR 1.4% \| Win 51% Sharpe 0.21 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -60.9% Months 78M (25%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
RSI only	CAGR 6.6% \| Win 56% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.1 Vol 20% \| MDD -47.9% Months 225M (71%)	CAGR 9.2% \| Win 53% Sharpe 0.43 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -58.8% Months 91M (29%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 56% Sharpe 0.66 \| Sortino 1.26 \| Calmar 0.5 Vol 20% \| MDD -23.2% Months 178M (56%)	CAGR 6.9% \| Win 56% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.3 Vol 22% \| MDD -27.5% Months 41M (13%)	CAGR 10.8% \| Win 56% Sharpe 0.61 \| Sortino 1.12 \| Calmar 0.4 Vol 20% \| MDD -27.4% Months 219M (69%)
MRmean neg	CAGR 7.1% \| Win 62% Sharpe 0.41 \| Sortino 0.45 \| Calmar 0.5 Vol 23% \| MDD -14.5% Months 13M (4%)	CAGR -1.2% \| Win 50% Sharpe 0.13 \| Sortino 0.23 \| Calmar -0.0 Vol 34% \| MDD -65.9% Months 84M (27%)	CAGR -0.1% \| Win 52% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 32% \| MDD -64.4% Months 97M (31%)
MACDhist only	CAGR 11.4% \| Win 56% Sharpe 0.64 \| Sortino 1.15 \| Calmar 0.4 Vol 20% \| MDD -27.9% Months 191M (60%)	CAGR 1.4% \| Win 52% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -66.2% Months 125M (40%)