EWU - iShares MSCI United Kingdom ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

40.4%

Best CAGR

106

Total Months

5.9%

Avg CAGR

EWU 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 EWU

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	13	3.5	40.4	69.2	2.1	7.1	11.6	17.0	-3.5
pair	RSI	MACDhist	neg-pos	13	3.5	40.4	69.2	2.1	7.1	11.6	17.0	-3.5
pair	LWTI	MACD	neg-pos	54	14.7	29.9	74.1	1.8	2.9	1.9	15.5	-15.9
pair	MACD	LWTI	neg-pos	54	14.7	29.9	74.1	1.8	2.9	1.9	15.5	-15.9
pair	RSI	MRmean	pos-neg	22	6.0	28.4	72.7	2.1	4.1	5.3	12.6	-5.3
pair	MRmean	RSI	pos-neg	22	6.0	28.4	72.7	2.1	4.1	5.3	12.6	-5.3
pair	RSI	LWTI	neg-pos	41	11.2	27.6	75.6	1.4	1.4	1.4	19.6	-20.4
pair	LWTI	RSI	neg-pos	41	11.2	27.6	75.6	1.4	1.4	1.4	19.6	-20.4
pair	MRmean	MACD	pos-neg	51	13.9	25.5	68.6	1.6	2.5	1.7	14.9	-15.3
pair	MACD	MRmean	pos-neg	51	13.9	25.5	68.6	1.6	2.5	1.7	14.9	-15.3
pair	MACD	MACDhist	neg-pos	30	8.2	23.8	66.7	1.3	2.0	1.5	17.5	-15.9
pair	MACDhist	MACD	neg-pos	30	8.2	23.8	66.7	1.3	2.0	1.5	17.5	-15.9
pair	RSI	MACD	neg-pos	29	7.9	23.4	65.5	1.4	2.0	1.1	16.7	-20.4
pair	MACD	RSI	neg-pos	29	7.9	23.4	65.5	1.4	2.0	1.1	16.7	-20.4
pair	MRmean	MACDhist	neg-pos	7	1.9	23.2	71.4	0.9	1.5	2.4	26.0	-9.8
pair	MACDhist	MRmean	neg-pos	7	1.9	23.2	71.4	0.9	1.5	2.4	26.0	-9.8
pair	MACD	RSmean	neg-neg	14	3.8	22.7	78.6	2.0	2.8	4.3	10.6	-5.3
pair	RSmean	MACD	neg-neg	14	3.8	22.7	78.6	2.0	2.8	4.3	10.6	-5.3
pair	MACD	SLmean	pos-neg	58	15.8	21.4	63.8	1.3	2.4	1.2	16.0	-17.3
pair	SLmean	MACD	pos-neg	58	15.8	21.4	63.8	1.3	2.4	1.2	16.0	-17.3
pair	SLmean	RSI	pos-neg	31	8.4	19.0	61.3	1.2	3.5	1.9	15.3	-9.7
pair	RSI	SLmean	pos-neg	31	8.4	19.0	61.3	1.2	3.5	1.9	15.3	-9.7
pair	MACD	RSIhist	neg-pos	50	13.6	17.7	60.0	1.1	2.1	1.2	17.1	-15.3
pair	RSIhist	MACD	neg-pos	50	13.6	17.7	60.0	1.1	2.1	1.2	17.1	-15.3
pair	RSmean	RSIhist	neg-pos	3	0.8	16.8	66.7	1.3	0.0	0.0	12.9	0.0
pair	RSIhist	RSmean	neg-pos	3	0.8	16.8	66.7	1.3	0.0	0.0	12.9	0.0
pair	RSI	RSIhist	neg-pos	30	8.2	16.6	56.7	1.0	3.1	1.4	16.8	-12.0
pair	RSIhist	RSI	neg-pos	30	8.2	16.6	56.7	1.0	3.1	1.4	16.8	-12.0
pair	SLmean	MACDhist	neg-pos	27	7.4	15.6	74.1	0.9	1.3	0.9	18.9	-16.7
pair	MACDhist	SLmean	neg-pos	27	7.4	15.6	74.1	0.9	1.3	0.9	18.9	-16.7
single	MACD	MACD	neg-neg	115	31.3	12.7	60.9	0.7	1.1	0.3	18.9	-38.1
pair	MACD	RSmean	pos-neg	101	27.5	11.4	58.4	0.7	1.0	0.3	19.8	-38.1
pair	RSmean	MACD	pos-neg	101	27.5	11.4	58.4	0.7	1.0	0.3	19.8	-38.1
pair	RSIhist	MACDhist	pos-neg	42	11.4	11.1	64.3	0.8	1.1	0.7	15.7	-17.1
pair	MACDhist	RSIhist	pos-neg	42	11.4	11.1	64.3	0.8	1.1	0.7	15.7	-17.1
pair	LWTI	RSIhist	pos-pos	149	40.6	10.7	63.1	0.8	1.3	0.6	13.2	-18.2
pair	LWTI	MACDhist	neg-pos	95	25.9	10.7	64.2	0.7	0.8	0.4	16.6	-28.4
pair	MACDhist	LWTI	neg-pos	95	25.9	10.7	64.2	0.7	0.8	0.4	16.6	-28.4
pair	RSIhist	LWTI	pos-pos	149	40.6	10.7	63.1	0.8	1.3	0.6	13.2	-18.2
pair	MRmean	MACDhist	pos-neg	61	16.6	10.5	63.9	0.8	1.1	0.6	14.5	-17.0
pair	SLmean	LWTI	pos-pos	193	52.6	10.5	61.7	0.8	1.4	0.6	12.6	-18.8
pair	LWTI	SLmean	pos-pos	193	52.6	10.5	61.7	0.8	1.4	0.6	12.6	-18.8
pair	MACDhist	MRmean	pos-neg	61	16.6	10.5	63.9	0.8	1.1	0.6	14.5	-17.0
pair	LWTI	RSmean	pos-pos	249	67.8	10.4	62.2	0.8	1.2	0.4	14.4	-28.0
pair	RSmean	LWTI	pos-pos	249	67.8	10.4	62.2	0.8	1.2	0.4	14.4	-28.0
pair	LWTI	MRmean	neg-pos	62	16.9	10.0	61.3	0.6	0.8	0.4	18.6	-22.7
pair	MRmean	LWTI	pos-pos	211	57.5	10.0	63.5	0.8	1.2	0.4	13.4	-24.7
pair	LWTI	MRmean	pos-pos	211	57.5	10.0	63.5	0.8	1.2	0.4	13.4	-24.7
single	LWTI	LWTI	pos-pos	273	74.4	10.0	63.0	0.7	1.0	0.3	14.7	-36.3
pair	MRmean	LWTI	neg-pos	62	16.9	10.0	61.3	0.6	0.8	0.4	18.6	-22.7
pair	LWTI	MACDhist	pos-pos	178	48.5	9.6	62.4	0.7	1.2	0.5	13.6	-21.4
pair	MACDhist	LWTI	pos-pos	178	48.5	9.6	62.4	0.7	1.2	0.5	13.6	-21.4
pair	SLmean	MACDhist	pos-neg	76	20.7	9.6	57.9	0.7	1.3	0.3	15.3	-28.2
pair	MACDhist	SLmean	pos-neg	76	20.7	9.6	57.9	0.7	1.3	0.3	15.3	-28.2
pair	RSI	MACD	neg-neg	86	23.4	9.4	59.3	0.6	0.8	0.2	19.6	-47.3
pair	MACD	RSI	neg-neg	86	23.4	9.4	59.3	0.6	0.8	0.2	19.6	-47.3
pair	SLmean	RSIhist	pos-pos	184	50.1	9.3	60.3	0.7	1.2	0.5	13.6	-20.5
pair	RSIhist	SLmean	pos-pos	184	50.1	9.3	60.3	0.7	1.2	0.5	13.6	-20.5
pair	MRmean	RSIhist	pos-pos	178	48.5	9.2	61.2	0.7	1.1	0.5	13.4	-20.2
pair	RSIhist	MRmean	pos-pos	178	48.5	9.2	61.2	0.7	1.1	0.5	13.4	-20.2
pair	SLmean	MRmean	pos-pos	218	59.4	9.1	60.6	0.7	1.1	0.4	12.9	-22.4
pair	MRmean	SLmean	pos-pos	218	59.4	9.1	60.6	0.7	1.1	0.4	12.9	-22.4
pair	MACD	MACDhist	neg-neg	85	23.2	9.1	58.8	0.6	0.8	0.2	19.4	-48.6
pair	MACDhist	MACD	neg-neg	85	23.2	9.1	58.8	0.6	0.8	0.2	19.4	-48.6
pair	LWTI	RSIhist	neg-pos	124	33.8	9.1	62.9	0.6	0.8	0.3	16.3	-31.0
pair	RSIhist	LWTI	neg-pos	124	33.8	9.1	62.9	0.6	0.8	0.3	16.3	-31.0
pair	MACDhist	RSmean	pos-pos	186	50.7	9.0	61.8	0.7	1.0	0.3	13.7	-30.3
pair	RSmean	MACDhist	pos-pos	186	50.7	9.0	61.8	0.7	1.0	0.3	13.7	-30.3
pair	MACD	RSIhist	neg-neg	65	17.7	9.0	61.5	0.5	0.7	0.2	20.3	-43.3
pair	RSIhist	MACD	neg-neg	65	17.7	9.0	61.5	0.5	0.7	0.2	20.3	-43.3
pair	RSmean	RSI	pos-neg	100	27.2	8.9	57.0	0.5	0.8	0.1	21.1	-58.1
pair	RSI	RSmean	pos-neg	100	27.2	8.9	57.0	0.5	0.8	0.1	21.1	-58.1
pair	MRmean	RSmean	pos-pos	235	64.0	8.9	61.7	0.7	1.0	0.4	13.5	-24.9
pair	RSmean	MRmean	pos-pos	235	64.0	8.9	61.7	0.7	1.0	0.4	13.5	-24.9
pair	LWTI	SLmean	neg-pos	80	21.8	8.8	66.2	0.6	0.7	0.3	18.8	-31.3
pair	SLmean	LWTI	neg-pos	80	21.8	8.8	66.2	0.6	0.7	0.3	18.8	-31.3
pair	RSIhist	MACDhist	neg-pos	44	12.0	8.8	54.5	0.6	1.4	0.4	16.9	-22.3
pair	MACDhist	RSIhist	neg-pos	44	12.0	8.8	54.5	0.6	1.4	0.4	16.9	-22.3
single	MRmean	MRmean	pos-pos	241	65.7	8.8	61.8	0.7	1.0	0.3	13.4	-24.9
single	MACDhist	MACDhist	pos-pos	187	51.0	8.7	61.5	0.7	1.0	0.3	13.7	-30.3
single	RSI	RSI	neg-neg	114	31.1	8.5	59.6	0.5	0.7	0.1	21.0	-58.1
pair	RSmean	SLmean	pos-pos	230	62.7	8.3	58.7	0.7	1.1	0.3	13.6	-30.3
pair	SLmean	RSmean	pos-pos	230	62.7	8.3	58.7	0.7	1.1	0.3	13.6	-30.3
single	RSIhist	RSIhist	pos-pos	189	51.5	8.2	59.3	0.6	1.0	0.3	14.0	-25.2
pair	MRmean	MACDhist	pos-pos	180	49.0	8.2	61.1	0.7	1.0	0.4	13.1	-22.7
pair	MACDhist	MRmean	pos-pos	180	49.0	8.2	61.1	0.7	1.0	0.4	13.1	-22.7
single	SLmean	SLmean	pos-pos	236	64.3	8.2	58.9	0.7	1.1	0.3	13.5	-29.4
pair	RSmean	RSIhist	pos-pos	186	50.7	8.1	59.1	0.6	1.0	0.3	14.1	-27.0
pair	RSIhist	RSmean	pos-pos	186	50.7	8.1	59.1	0.6	1.0	0.3	14.1	-27.0
pair	MACDhist	RSIhist	pos-pos	145	39.5	8.1	60.7	0.7	1.0	0.5	13.1	-17.2
pair	RSIhist	MACDhist	pos-pos	145	39.5	8.1	60.7	0.7	1.0	0.5	13.1	-17.2
pair	MACDhist	RSmean	neg-neg	23	6.3	7.6	73.9	0.5	0.4	0.3	18.1	-21.6
pair	SLmean	MACDhist	pos-pos	160	43.6	7.6	59.4	0.7	1.0	0.4	12.6	-18.2
pair	RSmean	MACDhist	neg-neg	23	6.3	7.6	73.9	0.5	0.4	0.3	18.1	-21.6
pair	MRmean	RSIhist	pos-neg	63	17.2	7.6	63.5	0.6	0.8	0.4	13.7	-19.5
pair	RSIhist	MRmean	pos-neg	63	17.2	7.6	63.5	0.6	0.8	0.4	13.7	-19.5
pair	MACDhist	SLmean	pos-pos	160	43.6	7.6	59.4	0.7	1.0	0.4	12.6	-18.2
pair	RSI	LWTI	pos-pos	232	63.2	7.1	60.8	0.6	0.8	0.2	13.5	-43.6
pair	LWTI	RSI	pos-pos	232	63.2	7.1	60.8	0.6	0.8	0.2	13.5	-43.6
pair	MRmean	RSI	pos-pos	219	59.7	7.0	60.7	0.6	0.8	0.2	13.4	-32.1
pair	RSI	MRmean	pos-pos	219	59.7	7.0	60.7	0.6	0.8	0.2	13.4	-32.1
pair	RSIhist	RSI	pos-pos	159	43.3	6.7	59.7	0.6	0.8	0.2	13.4	-27.0
pair	RSI	RSIhist	pos-pos	159	43.3	6.7	59.7	0.6	0.8	0.2	13.4	-27.0
pair	MACDhist	RSI	pos-pos	174	47.4	6.7	60.9	0.6	0.8	0.2	13.3	-38.9
pair	SLmean	RSI	pos-pos	205	55.9	6.7	58.5	0.6	0.9	0.2	13.2	-33.2
pair	RSI	SLmean	pos-pos	205	55.9	6.7	58.5	0.6	0.9	0.2	13.2	-33.2
pair	RSI	MACDhist	pos-pos	174	47.4	6.7	60.9	0.6	0.8	0.2	13.3	-38.9
pair	RSmean	RSI	neg-pos	10	2.7	6.2	60.0	0.5	1.8	1.1	12.4	-5.8
pair	RSI	RSmean	neg-pos	10	2.7	6.2	60.0	0.5	1.8	1.1	12.4	-5.8
pair	MACD	MACDhist	pos-pos	157	42.8	6.1	60.5	0.5	0.7	0.2	12.7	-30.3
pair		benchmark___benchmark_	benchmark-benchmark	367	100.0	6.1	59.1	0.4	0.6	0.1	16.4	-59.9
pair	benchmark___benchmark_		benchmark-benchmark	367	100.0	6.1	59.1	0.4	0.6	0.1	16.4	-59.9
pair	MACDhist	MACD	pos-pos	157	42.8	6.1	60.5	0.5	0.7	0.2	12.7	-30.3
single	RSmean	RSmean	pos-pos	343	93.5	6.1	58.3	0.5	0.7	0.1	16.3	-59.9
pair	RSmean	MRmean	neg-neg	18	4.9	6.0	72.2	0.4	0.3	0.3	19.8	-21.6
pair	MRmean	RSmean	neg-neg	18	4.9	6.0	72.2	0.4	0.3	0.3	19.8	-21.6
pair	SLmean	RSmean	neg-neg	18	4.9	6.0	72.2	0.4	0.3	0.3	19.8	-21.6
pair	RSmean	SLmean	neg-neg	18	4.9	6.0	72.2	0.4	0.3	0.3	19.8	-21.6
single	RSmean	RSmean	neg-neg	24	6.5	5.8	70.8	0.4	0.3	0.3	17.8	-21.6
pair	MACD	RSI	pos-neg	28	7.6	5.8	60.7	0.3	0.5	0.2	25.3	-25.1
pair	RSmean	LWTI	neg-pos	24	6.5	5.8	70.8	0.4	0.3	0.3	17.8	-21.6
pair	LWTI	RSmean	neg-pos	24	6.5	5.8	70.8	0.4	0.3	0.3	17.8	-21.6
pair	RSI	MACD	pos-neg	28	7.6	5.8	60.7	0.3	0.5	0.2	25.3	-25.1
pair	RSIhist	RSI	neg-neg	84	22.9	5.7	60.7	0.4	0.5	0.1	22.4	-54.9
pair	RSI	RSIhist	neg-neg	84	22.9	5.7	60.7	0.4	0.5	0.1	22.4	-54.9
pair	LWTI	MACD	pos-pos	219	59.7	5.6	60.3	0.5	0.6	0.1	14.2	-45.5
pair	MACD	LWTI	pos-pos	219	59.7	5.6	60.3	0.5	0.6	0.1	14.2	-45.5
pair	MRmean	SLmean	pos-neg	23	6.3	5.6	73.9	0.4	0.5	0.6	18.1	-10.2
pair	SLmean	MRmean	pos-neg	23	6.3	5.6	73.9	0.4	0.5	0.6	18.1	-10.2
pair	RSI	RSmean	neg-neg	14	3.8	5.5	78.6	0.4	0.2	0.3	21.4	-18.5
pair	RSmean	RSI	neg-neg	14	3.8	5.5	78.6	0.4	0.2	0.3	21.4	-18.5
pair	RSmean	MRmean	pos-neg	6	1.6	5.2	66.7	0.5	1.9	0.8	11.1	-6.7
pair	MRmean	RSmean	pos-neg	6	1.6	5.2	66.7	0.5	1.9	0.8	11.1	-6.7
pair	SLmean	RSmean	pos-neg	6	1.6	5.2	66.7	0.5	1.9	0.8	11.1	-6.7
pair	RSmean	SLmean	pos-neg	6	1.6	5.2	66.7	0.5	1.9	0.8	11.1	-6.7
single	RSI	RSI	pos-pos	253	68.9	5.0	58.9	0.4	0.6	0.1	13.8	-47.6
pair	RSI	RSmean	pos-pos	243	66.2	5.0	58.8	0.4	0.6	0.1	13.9	-46.2
pair	RSmean	RSI	pos-pos	243	66.2	5.0	58.8	0.4	0.6	0.1	13.9	-46.2
pair	RSIhist	MACD	pos-pos	139	37.9	5.0	59.0	0.5	0.7	0.2	12.7	-28.1
pair	MACD	RSIhist	pos-pos	139	37.9	5.0	59.0	0.5	0.7	0.2	12.7	-28.1
pair	MACDhist	RSI	neg-neg	101	27.5	4.9	58.4	0.3	0.5	0.1	21.4	-59.2
pair	RSI	MACDhist	neg-neg	101	27.5	4.9	58.4	0.3	0.5	0.1	21.4	-59.2
pair	RSI	SLmean	neg-neg	83	22.6	4.8	59.0	0.3	0.5	0.1	22.8	-57.4
pair	SLmean	RSI	neg-neg	83	22.6	4.8	59.0	0.3	0.5	0.1	22.8	-57.4
pair	MACD	MRmean	pos-pos	190	51.8	4.7	60.0	0.4	0.6	0.1	12.8	-30.7
pair	MRmean	MACD	pos-pos	190	51.8	4.7	60.0	0.4	0.6	0.1	12.8	-30.7
pair	RSIhist	SLmean	pos-neg	52	14.2	4.6	53.8	0.4	0.6	0.2	13.2	-24.7
pair	SLmean	RSIhist	pos-neg	52	14.2	4.6	53.8	0.4	0.6	0.2	13.2	-24.7
pair	SLmean	MACD	neg-neg	57	15.5	4.5	57.9	0.3	0.5	0.1	21.4	-46.4
pair	MACD	SLmean	neg-neg	57	15.5	4.5	57.9	0.3	0.5	0.1	21.4	-46.4
pair	RSmean	RSIhist	neg-neg	21	5.7	4.3	71.4	0.3	0.3	0.2	18.7	-21.6
pair	RSIhist	RSmean	neg-neg	21	5.7	4.3	71.4	0.3	0.3	0.2	18.7	-21.6
pair	SLmean	MACD	pos-pos	178	48.5	4.3	57.3	0.4	0.6	0.1	12.4	-40.0
pair	MACD	SLmean	pos-pos	178	48.5	4.3	57.3	0.4	0.6	0.1	12.4	-40.0
pair	RSI	MRmean	neg-neg	92	25.1	4.2	56.5	0.3	0.4	0.1	22.5	-61.0
pair	MRmean	RSI	neg-neg	92	25.1	4.2	56.5	0.3	0.4	0.1	22.5	-61.0
pair	MACD	RSmean	pos-pos	242	65.9	4.0	58.3	0.3	0.5	0.1	14.6	-39.2
pair	RSmean	MACD	pos-pos	242	65.9	4.0	58.3	0.3	0.5	0.1	14.6	-39.2
single	RSIhist	RSIhist	neg-neg	178	48.5	3.9	59.0	0.3	0.4	0.1	18.6	-58.5
pair	RSIhist	RSmean	pos-neg	157	42.8	3.8	57.3	0.3	0.4	0.1	18.6	-57.4
pair	RSmean	RSIhist	pos-neg	157	42.8	3.8	57.3	0.3	0.4	0.1	18.6	-57.4
pair	RSIhist	SLmean	neg-neg	126	34.3	3.6	61.1	0.3	0.4	0.1	20.4	-62.1
pair	SLmean	RSIhist	neg-neg	126	34.3	3.6	61.1	0.3	0.4	0.1	20.4	-62.1
pair	MRmean	MACD	neg-neg	64	17.4	3.5	54.7	0.3	0.4	0.1	21.4	-50.9
pair	MACD	MRmean	neg-neg	64	17.4	3.5	54.7	0.3	0.4	0.1	21.4	-50.9
single	MACDhist	MACDhist	neg-neg	180	49.0	3.4	56.7	0.3	0.4	0.1	18.8	-67.5
single	MACD	MACD	pos-pos	252	68.7	3.2	58.3	0.3	0.4	0.1	15.0	-43.9
pair	RSmean	MACDhist	pos-neg	157	42.8	2.8	54.1	0.2	0.4	0.0	18.9	-68.0
pair	RSI	MACD	pos-pos	224	61.0	2.8	58.0	0.3	0.4	0.1	13.3	-45.4
pair	MACD	RSI	pos-pos	224	61.0	2.8	58.0	0.3	0.4	0.1	13.3	-45.4
pair	MACDhist	RSmean	pos-neg	157	42.8	2.8	54.1	0.2	0.4	0.0	18.9	-68.0
single	SLmean	SLmean	neg-neg	131	35.7	2.3	59.5	0.2	0.3	0.0	20.6	-65.0
pair	RSIhist	RSI	pos-neg	94	25.6	2.2	57.4	0.2	0.3	0.1	14.4	-37.5
pair	RSI	RSIhist	pos-neg	94	25.6	2.2	57.4	0.2	0.3	0.1	14.4	-37.5
pair	MRmean	RSIhist	neg-neg	115	31.3	1.9	56.5	0.2	0.3	0.0	20.8	-63.6
pair	RSIhist	MRmean	neg-neg	115	31.3	1.9	56.5	0.2	0.3	0.0	20.8	-63.6
pair	RSmean	SLmean	neg-pos	113	30.8	1.7	57.5	0.2	0.3	0.0	20.8	-65.0
pair	SLmean	RSmean	neg-pos	113	30.8	1.7	57.5	0.2	0.3	0.0	20.8	-65.0
pair	RSIhist	MACDhist	neg-neg	136	37.1	1.7	57.4	0.2	0.2	0.0	19.4	-64.5
pair	MACDhist	RSIhist	neg-neg	136	37.1	1.7	57.4	0.2	0.2	0.0	19.4	-64.5
pair	SLmean	MRmean	neg-neg	108	29.4	1.6	56.5	0.2	0.3	0.0	21.1	-64.5
pair	MRmean	SLmean	neg-neg	108	29.4	1.6	56.5	0.2	0.3	0.0	21.1	-64.5
pair	RSI	MACDhist	pos-neg	79	21.5	1.4	54.4	0.2	0.3	0.0	14.8	-43.1
pair	MACDhist	RSI	pos-neg	79	21.5	1.4	54.4	0.2	0.3	0.0	14.8	-43.1
single	MRmean	MRmean	neg-neg	126	34.3	1.1	54.0	0.2	0.2	0.0	20.9	-68.5
pair	MACD	RSIhist	pos-neg	113	30.8	1.0	57.5	0.1	0.2	0.0	17.5	-43.0
pair	RSIhist	MACD	pos-neg	113	30.8	1.0	57.5	0.1	0.2	0.0	17.5	-43.0
pair	SLmean	MACD	neg-pos	74	20.2	0.6	60.8	0.1	0.2	0.0	20.0	-48.8
pair	MACD	SLmean	neg-pos	74	20.2	0.6	60.8	0.1	0.2	0.0	20.0	-48.8
pair	MRmean	LWTI	pos-neg	30	8.2	0.6	50.0	0.1	0.1	0.0	13.9	-22.6
pair	LWTI	MRmean	pos-neg	30	8.2	0.6	50.0	0.1	0.1	0.0	13.9	-22.6
pair	MRmean	RSmean	neg-pos	108	29.4	0.3	50.9	0.1	0.2	0.0	21.1	-68.5
pair	RSmean	MRmean	neg-pos	108	29.4	0.3	50.9	0.1	0.2	0.0	21.1	-68.5
pair	MACDhist	MRmean	neg-neg	119	32.4	-0.1	52.9	0.1	0.1	-0.0	20.6	-68.5
pair	MRmean	MACDhist	neg-neg	119	32.4	-0.1	52.9	0.1	0.1	-0.0	20.6	-68.5
pair	MACD	LWTI	neg-neg	61	16.6	-0.5	49.2	0.1	0.1	-0.0	21.0	-48.9
pair	RSIhist	LWTI	pos-neg	40	10.9	-0.5	45.0	0.1	0.1	-0.0	16.5	-31.8
pair	LWTI	RSIhist	pos-neg	40	10.9	-0.5	45.0	0.1	0.1	-0.0	16.5	-31.8
pair	LWTI	MACD	neg-neg	61	16.6	-0.5	49.2	0.1	0.1	-0.0	21.0	-48.9
pair	MACDhist	SLmean	neg-neg	104	28.3	-0.9	55.8	0.1	0.1	-0.0	21.0	-64.5
pair	SLmean	MACDhist	neg-neg	104	28.3	-0.9	55.8	0.1	0.1	-0.0	21.0	-64.5
pair	LWTI	RSI	neg-neg	73	19.9	-1.0	50.7	0.1	0.1	-0.0	21.5	-61.6
pair	RSI	LWTI	neg-neg	73	19.9	-1.0	50.7	0.1	0.1	-0.0	21.5	-61.6
pair	SLmean	LWTI	pos-neg	43	11.7	-1.2	46.5	0.0	0.0	-0.0	16.9	-30.9
pair	LWTI	SLmean	pos-neg	43	11.7	-1.2	46.5	0.0	0.0	-0.0	16.9	-30.9
pair	MACD	MRmean	neg-pos	62	16.9	-1.3	53.2	0.0	0.1	-0.0	20.4	-45.5
pair	MRmean	MACD	neg-pos	62	16.9	-1.3	53.2	0.0	0.1	-0.0	20.4	-45.5
pair	MACD	MACDhist	pos-neg	95	25.9	-1.5	54.7	0.0	0.0	-0.0	18.2	-45.3
pair	MACDhist	MACD	pos-neg	95	25.9	-1.5	54.7	0.0	0.0	-0.0	18.2	-45.3
pair	SLmean	MRmean	neg-pos	18	4.9	-1.8	38.9	-0.0	-0.0	-0.1	19.8	-14.7
pair	MRmean	SLmean	neg-pos	18	4.9	-1.8	38.9	-0.0	-0.0	-0.1	19.8	-14.7
pair	RSI	SLmean	neg-pos	48	13.1	-1.9	60.4	-0.0	-0.1	-0.1	16.0	-32.6
pair	SLmean	RSI	neg-pos	48	13.1	-1.9	60.4	-0.0	-0.1	-0.1	16.0	-32.6
pair	LWTI	MACDhist	neg-neg	85	23.2	-4.2	48.2	-0.1	-0.2	-0.1	20.9	-62.6
pair	MACDhist	LWTI	neg-neg	85	23.2	-4.2	48.2	-0.1	-0.2	-0.1	20.9	-62.6
single	LWTI	LWTI	neg-neg	94	25.6	-4.5	47.9	-0.1	-0.2	-0.1	20.3	-62.7
pair	LWTI	RSmean	pos-neg	94	25.6	-4.5	47.9	-0.1	-0.2	-0.1	20.3	-62.7
pair	RSmean	LWTI	pos-neg	94	25.6	-4.5	47.9	-0.1	-0.2	-0.1	20.3	-62.7
pair	MRmean	RSIhist	neg-pos	11	3.0	-6.7	27.3	-0.2	-1.0	-0.6	22.6	-11.9
pair	RSIhist	MRmean	neg-pos	11	3.0	-6.7	27.3	-0.2	-1.0	-0.6	22.6	-11.9
pair	RSI	MRmean	neg-pos	34	9.3	-6.8	47.1	-0.4	-0.6	-0.2	15.5	-37.9
pair	MRmean	RSI	neg-pos	34	9.3	-6.8	47.1	-0.4	-0.6	-0.2	15.5	-37.9
pair	LWTI	MRmean	neg-neg	64	17.4	-6.8	46.9	-0.2	-0.3	-0.1	22.8	-64.2
pair	MRmean	LWTI	neg-neg	64	17.4	-6.8	46.9	-0.2	-0.3	-0.1	22.8	-64.2
pair	LWTI	MACDhist	pos-neg	9	2.5	-7.0	44.4	-0.4	-0.4	-0.6	15.4	-11.7
pair	MACDhist	LWTI	pos-neg	9	2.5	-7.0	44.4	-0.4	-0.4	-0.6	15.4	-11.7
pair	LWTI	SLmean	neg-neg	51	13.9	-7.2	49.0	-0.2	-0.3	-0.1	23.0	-59.7
pair	SLmean	LWTI	neg-neg	51	13.9	-7.2	49.0	-0.2	-0.3	-0.1	23.0	-59.7
pair	LWTI	RSIhist	neg-neg	54	14.7	-7.3	50.0	-0.2	-0.3	-0.1	22.9	-58.7
pair	RSIhist	LWTI	neg-neg	54	14.7	-7.3	50.0	-0.2	-0.3	-0.1	22.9	-58.7
pair	MACD	LWTI	pos-neg	33	9.0	-11.4	45.5	-0.5	-0.8	-0.3	19.2	-44.1
pair	LWTI	MACD	pos-neg	33	9.0	-11.4	45.5	-0.5	-0.8	-0.3	19.2	-44.1
pair	MACD	RSmean	neg-pos	10	2.7	-14.0	60.0	-0.5	-0.5	-0.7	24.3	-21.6
pair	RSmean	MACD	neg-pos	10	2.7	-14.0	60.0	-0.5	-0.5	-0.7	24.3	-21.6
pair	LWTI	RSI	pos-neg	21	5.7	-15.8	38.1	-1.0	-1.4	-0.5	15.3	-29.3
pair	RSI	LWTI	pos-neg	21	5.7	-15.8	38.1	-1.0	-1.4	-0.5	15.3	-29.3
pair	SLmean	RSIhist	neg-pos	5	1.4	-25.0	20.0	-1.1	-2.1	-2.0	24.7	-12.3
pair	RSIhist	SLmean	neg-pos	5	1.4	-25.0	20.0	-1.1	-2.1	-2.0	24.7	-12.3
pair	MACDhist	RSmean	neg-pos	1	0.3	-28.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	-28.8	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for EWU

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.4 Vol 13% \| MDD -22.4% Months 218M (59%)	CAGR 5.6% \| Win 74% Sharpe 0.39 \| Sortino 0.47 \| Calmar 0.6 Vol 18% \| MDD -10.2% Months 23M (6%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -1.8% \| Win 39% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 20% \| MDD -14.7% Months 18M (5%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 21% \| MDD -64.5% Months 108M (29%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
SLmean only	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 235M (64%)	CAGR 5.2% \| Win 67% Sharpe 0.50 \| Sortino 1.93 \| Calmar 0.8 Vol 11% \| MDD -6.7% Months 6M (2%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR 0.3% \| Win 51% Sharpe 0.12 \| Sortino 0.20 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 108M (29%)	CAGR 6.0% \| Win 72% Sharpe 0.40 \| Sortino 0.32 \| Calmar 0.3 Vol 20% \| MDD -21.6% Months 18M (5%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
RSmean only	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.42 \| Sortino 0.59 \| Calmar 0.2 Vol 13% \| MDD -30.7% Months 190M (52%)	CAGR 25.5% \| Win 69% Sharpe 1.61 \| Sortino 2.50 \| Calmar 1.7 Vol 15% \| MDD -15.3% Months 51M (14%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -1.3% \| Win 53% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 20% \| MDD -45.5% Months 62M (17%)	CAGR 3.5% \| Win 55% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -50.9% Months 64M (17%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
MACD only	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 13% \| MDD -32.1% Months 219M (60%)	CAGR 28.4% \| Win 73% Sharpe 2.07 \| Sortino 4.12 \| Calmar 5.3 Vol 13% \| MDD -5.3% Months 22M (6%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -6.8% \| Win 47% Sharpe -0.38 \| Sortino -0.56 \| Calmar -0.2 Vol 16% \| MDD -37.9% Months 34M (9%)	CAGR 4.2% \| Win 56% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -61.0% Months 92M (25%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
RSI only	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 61% Sharpe 0.67 \| Sortino 0.97 \| Calmar 0.4 Vol 13% \| MDD -22.7% Months 180M (49%)	CAGR 10.5% \| Win 64% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.6 Vol 14% \| MDD -17.0% Months 61M (17%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR 23.2% \| Win 71% Sharpe 0.92 \| Sortino 1.54 \| Calmar 2.4 Vol 26% \| MDD -9.8% Months 7M (2%)	CAGR -0.1% \| Win 53% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 21% \| MDD -68.5% Months 119M (32%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 61% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 13% \| MDD -20.2% Months 178M (48%)	CAGR 7.6% \| Win 64% Sharpe 0.60 \| Sortino 0.80 \| Calmar 0.4 Vol 14% \| MDD -19.5% Months 63M (17%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -6.7% \| Win 27% Sharpe -0.21 \| Sortino -1.00 \| Calmar -0.6 Vol 23% \| MDD -11.9% Months 11M (3%)	CAGR 1.9% \| Win 56% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -63.6% Months 115M (31%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 64% Sharpe 0.78 \| Sortino 1.16 \| Calmar 0.4 Vol 13% \| MDD -24.7% Months 211M (58%)	CAGR 0.6% \| Win 50% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 14% \| MDD -22.6% Months 30M (8%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR 10.0% \| Win 61% Sharpe 0.61 \| Sortino 0.78 \| Calmar 0.4 Vol 19% \| MDD -22.7% Months 62M (17%)	CAGR -6.8% \| Win 47% Sharpe -0.20 \| Sortino -0.33 \| Calmar -0.1 Vol 23% \| MDD -64.2% Months 64M (17%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.3% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 230M (63%)	CAGR 5.2% \| Win 67% Sharpe 0.50 \| Sortino 1.93 \| Calmar 0.8 Vol 11% \| MDD -6.7% Months 6M (2%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR 1.7% \| Win 57% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 113M (31%)	CAGR 6.0% \| Win 72% Sharpe 0.40 \| Sortino 0.32 \| Calmar 0.3 Vol 20% \| MDD -21.6% Months 18M (5%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
RSmean only	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 57% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 12% \| MDD -40.0% Months 178M (48%)	CAGR 21.4% \| Win 64% Sharpe 1.30 \| Sortino 2.44 \| Calmar 1.2 Vol 16% \| MDD -17.3% Months 58M (16%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR 0.6% \| Win 61% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.0 Vol 20% \| MDD -48.8% Months 74M (20%)	CAGR 4.5% \| Win 58% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 21% \| MDD -46.4% Months 57M (16%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
MACD only	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 58% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.2 Vol 13% \| MDD -33.2% Months 205M (56%)	CAGR 19.0% \| Win 61% Sharpe 1.21 \| Sortino 3.54 \| Calmar 1.9 Vol 15% \| MDD -9.7% Months 31M (8%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR -1.9% \| Win 60% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 16% \| MDD -32.6% Months 48M (13%)	CAGR 4.8% \| Win 59% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 23% \| MDD -57.4% Months 83M (23%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
RSI only	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 59% Sharpe 0.65 \| Sortino 0.96 \| Calmar 0.4 Vol 13% \| MDD -18.2% Months 160M (44%)	CAGR 9.6% \| Win 58% Sharpe 0.67 \| Sortino 1.32 \| Calmar 0.3 Vol 15% \| MDD -28.2% Months 76M (21%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR 15.6% \| Win 74% Sharpe 0.86 \| Sortino 1.28 \| Calmar 0.9 Vol 19% \| MDD -16.7% Months 27M (7%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 21% \| MDD -64.5% Months 104M (28%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 60% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.5 Vol 14% \| MDD -20.5% Months 184M (50%)	CAGR 4.6% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 13% \| MDD -24.7% Months 52M (14%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR -25.0% \| Win 20% Sharpe -1.05 \| Sortino -2.12 \| Calmar -2.0 Vol 25% \| MDD -12.3% Months 5M (1%)	CAGR 3.6% \| Win 61% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -62.1% Months 126M (34%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 13% \| MDD -18.8% Months 193M (53%)	CAGR -1.2% \| Win 46% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 17% \| MDD -30.9% Months 43M (12%)	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)
SLmean neg	CAGR 8.8% \| Win 66% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.3 Vol 19% \| MDD -31.3% Months 80M (22%)	CAGR -7.2% \| Win 49% Sharpe -0.21 \| Sortino -0.33 \| Calmar -0.1 Vol 23% \| MDD -59.7% Months 51M (14%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.0% \| Win 58% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.1 Vol 15% \| MDD -39.2% Months 242M (66%)	CAGR 11.4% \| Win 58% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.3 Vol 20% \| MDD -38.1% Months 101M (28%)	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)
RSmean neg	CAGR -14.0% \| Win 60% Sharpe -0.50 \| Sortino -0.45 \| Calmar -0.7 Vol 24% \| MDD -21.6% Months 10M (3%)	CAGR 22.7% \| Win 79% Sharpe 1.98 \| Sortino 2.83 \| Calmar 4.3 Vol 11% \| MDD -5.3% Months 14M (4%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)
MACD only	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 14% \| MDD -46.2% Months 243M (66%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -58.1% Months 100M (27%)	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)
RSmean neg	CAGR 6.2% \| Win 60% Sharpe 0.54 \| Sortino 1.77 \| Calmar 1.1 Vol 12% \| MDD -5.8% Months 10M (3%)	CAGR 5.5% \| Win 79% Sharpe 0.36 \| Sortino 0.24 \| Calmar 0.3 Vol 21% \| MDD -18.5% Months 14M (4%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)
RSI only	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.0% \| Win 62% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 186M (51%)	CAGR 2.8% \| Win 54% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.0 Vol 19% \| MDD -68.0% Months 157M (43%)	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)
RSmean neg	CAGR -28.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 7.6% \| Win 74% Sharpe 0.50 \| Sortino 0.40 \| Calmar 0.4 Vol 18% \| MDD -21.6% Months 23M (6%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.1% \| Win 59% Sharpe 0.62 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -27.0% Months 186M (51%)	CAGR 3.8% \| Win 57% Sharpe 0.29 \| Sortino 0.43 \| Calmar 0.1 Vol 19% \| MDD -57.4% Months 157M (43%)	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)
RSmean neg	CAGR 16.8% \| Win 67% Sharpe 1.26 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (1%)	CAGR 4.3% \| Win 71% Sharpe 0.32 \| Sortino 0.27 \| Calmar 0.2 Vol 19% \| MDD -21.6% Months 21M (6%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 62% Sharpe 0.76 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -28.0% Months 249M (68%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)
RSmean neg	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)	-	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.8% \| Win 58% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -45.4% Months 224M (61%)	CAGR 5.8% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.2 Vol 25% \| MDD -25.1% Months 28M (8%)	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)
MACD neg	CAGR 23.4% \| Win 66% Sharpe 1.35 \| Sortino 2.05 \| Calmar 1.1 Vol 17% \| MDD -20.4% Months 29M (8%)	CAGR 9.4% \| Win 59% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.2 Vol 20% \| MDD -47.3% Months 86M (23%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)
RSI only	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.1% \| Win 60% Sharpe 0.53 \| Sortino 0.74 \| Calmar 0.2 Vol 13% \| MDD -30.3% Months 157M (43%)	CAGR -1.5% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -45.3% Months 95M (26%)	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)
MACD neg	CAGR 23.8% \| Win 67% Sharpe 1.31 \| Sortino 2.02 \| Calmar 1.5 Vol 18% \| MDD -15.9% Months 30M (8%)	CAGR 9.1% \| Win 59% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 19% \| MDD -48.6% Months 85M (23%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.0% \| Win 59% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 13% \| MDD -28.1% Months 139M (38%)	CAGR 1.0% \| Win 57% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 18% \| MDD -43.0% Months 113M (31%)	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)
MACD neg	CAGR 17.7% \| Win 60% Sharpe 1.05 \| Sortino 2.08 \| Calmar 1.2 Vol 17% \| MDD -15.3% Months 50M (14%)	CAGR 9.0% \| Win 62% Sharpe 0.53 \| Sortino 0.74 \| Calmar 0.2 Vol 20% \| MDD -43.3% Months 65M (18%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.6% \| Win 60% Sharpe 0.45 \| Sortino 0.59 \| Calmar 0.1 Vol 14% \| MDD -45.5% Months 219M (60%)	CAGR -11.4% \| Win 46% Sharpe -0.53 \| Sortino -0.84 \| Calmar -0.3 Vol 19% \| MDD -44.1% Months 33M (9%)	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)
MACD neg	CAGR 29.9% \| Win 74% Sharpe 1.78 \| Sortino 2.92 \| Calmar 1.9 Vol 16% \| MDD -15.9% Months 54M (15%)	CAGR -0.5% \| Win 49% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -48.9% Months 61M (17%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.7% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 13% \| MDD -38.9% Months 174M (47%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 15% \| MDD -43.1% Months 79M (22%)	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)
RSI neg	CAGR 40.4% \| Win 69% Sharpe 2.10 \| Sortino 7.06 \| Calmar 11.6 Vol 17% \| MDD -3.5% Months 13M (4%)	CAGR 4.9% \| Win 58% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 21% \| MDD -59.2% Months 101M (28%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.7% \| Win 60% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.2 Vol 13% \| MDD -27.0% Months 159M (43%)	CAGR 2.2% \| Win 57% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -37.5% Months 94M (26%)	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)
RSI neg	CAGR 16.6% \| Win 57% Sharpe 0.99 \| Sortino 3.12 \| Calmar 1.4 Vol 17% \| MDD -12.0% Months 30M (8%)	CAGR 5.7% \| Win 61% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 22% \| MDD -54.9% Months 84M (23%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.1% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 14% \| MDD -43.6% Months 232M (63%)	CAGR -15.8% \| Win 38% Sharpe -1.04 \| Sortino -1.35 \| Calmar -0.5 Vol 15% \| MDD -29.3% Months 21M (6%)	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)
RSI neg	CAGR 27.6% \| Win 76% Sharpe 1.35 \| Sortino 1.42 \| Calmar 1.4 Vol 20% \| MDD -20.4% Months 41M (11%)	CAGR -1.0% \| Win 51% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 22% \| MDD -61.6% Months 73M (20%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.1% \| Win 61% Sharpe 0.66 \| Sortino 0.96 \| Calmar 0.5 Vol 13% \| MDD -17.2% Months 145M (40%)	CAGR 11.1% \| Win 64% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.7 Vol 16% \| MDD -17.1% Months 42M (11%)	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)
MACDhist neg	CAGR 8.8% \| Win 55% Sharpe 0.58 \| Sortino 1.35 \| Calmar 0.4 Vol 17% \| MDD -22.3% Months 44M (12%)	CAGR 1.7% \| Win 57% Sharpe 0.19 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -64.5% Months 136M (37%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)
RSIhist only	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.6% \| Win 62% Sharpe 0.74 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -21.4% Months 178M (48%)	CAGR -7.0% \| Win 44% Sharpe -0.40 \| Sortino -0.36 \| Calmar -0.6 Vol 15% \| MDD -11.7% Months 9M (2%)	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)
MACDhist neg	CAGR 10.7% \| Win 64% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.4 Vol 17% \| MDD -28.4% Months 95M (26%)	CAGR -4.2% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 21% \| MDD -62.6% Months 85M (23%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.7% \| Win 63% Sharpe 0.84 \| Sortino 1.31 \| Calmar 0.6 Vol 13% \| MDD -18.2% Months 149M (41%)	CAGR -0.5% \| Win 45% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -31.8% Months 40M (11%)	CAGR 8.2% \| Win 59% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 189M (52%)
RSIhist neg	CAGR 9.1% \| Win 63% Sharpe 0.62 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -31.0% Months 124M (34%)	CAGR -7.3% \| Win 50% Sharpe -0.22 \| Sortino -0.34 \| Calmar -0.1 Vol 23% \| MDD -58.7% Months 54M (15%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 19% \| MDD -58.5% Months 178M (48%)
LWTI only	CAGR 10.0% \| Win 63% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.3 Vol 15% \| MDD -36.3% Months 273M (74%)	CAGR -4.5% \| Win 48% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 20% \| MDD -62.7% Months 94M (26%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.4 Vol 13% \| MDD -22.4% Months 218M (59%)	CAGR 5.6% \| Win 74% Sharpe 0.39 \| Sortino 0.47 \| Calmar 0.6 Vol 18% \| MDD -10.2% Months 23M (6%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -1.8% \| Win 39% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 20% \| MDD -14.7% Months 18M (5%)	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 21% \| MDD -64.5% Months 108M (29%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
SLmean only	CAGR 8.2% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 236M (64%)	CAGR 2.3% \| Win 60% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -65.0% Months 131M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 235M (64%)	CAGR 5.2% \| Win 67% Sharpe 0.50 \| Sortino 1.93 \| Calmar 0.8 Vol 11% \| MDD -6.7% Months 6M (2%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR 0.3% \| Win 51% Sharpe 0.12 \| Sortino 0.20 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 108M (29%)	CAGR 6.0% \| Win 72% Sharpe 0.40 \| Sortino 0.32 \| Calmar 0.3 Vol 20% \| MDD -21.6% Months 18M (5%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
RSmean only	CAGR 6.1% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -59.9% Months 343M (94%)	CAGR 5.8% \| Win 71% Sharpe 0.41 \| Sortino 0.35 \| Calmar 0.3 Vol 18% \| MDD -21.6% Months 24M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.42 \| Sortino 0.59 \| Calmar 0.2 Vol 13% \| MDD -30.7% Months 190M (52%)	CAGR 25.5% \| Win 69% Sharpe 1.61 \| Sortino 2.50 \| Calmar 1.7 Vol 15% \| MDD -15.3% Months 51M (14%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -1.3% \| Win 53% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 20% \| MDD -45.5% Months 62M (17%)	CAGR 3.5% \| Win 55% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -50.9% Months 64M (17%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
MACD only	CAGR 3.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -43.9% Months 252M (69%)	CAGR 12.7% \| Win 61% Sharpe 0.73 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -38.1% Months 115M (31%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 13% \| MDD -32.1% Months 219M (60%)	CAGR 28.4% \| Win 73% Sharpe 2.07 \| Sortino 4.12 \| Calmar 5.3 Vol 13% \| MDD -5.3% Months 22M (6%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR -6.8% \| Win 47% Sharpe -0.38 \| Sortino -0.56 \| Calmar -0.2 Vol 16% \| MDD -37.9% Months 34M (9%)	CAGR 4.2% \| Win 56% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -61.0% Months 92M (25%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
RSI only	CAGR 5.0% \| Win 59% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -47.6% Months 253M (69%)	CAGR 8.5% \| Win 60% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 21% \| MDD -58.1% Months 114M (31%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 61% Sharpe 0.67 \| Sortino 0.97 \| Calmar 0.4 Vol 13% \| MDD -22.7% Months 180M (49%)	CAGR 10.5% \| Win 64% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.6 Vol 14% \| MDD -17.0% Months 61M (17%)	CAGR 8.8% \| Win 62% Sharpe 0.70 \| Sortino 1.01 \| Calmar 0.4 Vol 13% \| MDD -24.9% Months 241M (66%)
MRmean neg	CAGR 23.2% \| Win 71% Sharpe 0.92 \| Sortino 1.54 \| Calmar 2.4 Vol 26% \| MDD -9.8% Months 7M (2%)	CAGR -0.1% \| Win 53% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 21% \| MDD -68.5% Months 119M (32%)	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 21% \| MDD -68.5% Months 126M (34%)
MACDhist only	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -30.3% Months 187M (51%)	CAGR 3.4% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -67.5% Months 180M (49%)