EWY - iShares MSCI South Korea ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

132.8%

Best CAGR

Total Months

10.2%

Avg CAGR

EWY 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 EWY

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	LWTI	pos-neg	3	0.9	132.8	100.0	4.1	0.0	0.0	21.7	0.0
pair	LWTI	MACDhist	pos-neg	3	0.9	132.8	100.0	4.1	0.0	0.0	21.7	0.0
pair	SLmean	RSI	pos-neg	27	8.5	53.9	63.0	1.6	5.2	3.9	29.1	-14.0
pair	RSI	SLmean	pos-neg	27	8.5	53.9	63.0	1.6	5.2	3.9	29.1	-14.0
pair	MRmean	LWTI	pos-neg	23	7.3	50.6	47.8	1.5	4.9	3.3	31.1	-15.3
pair	LWTI	MRmean	pos-neg	23	7.3	50.6	47.8	1.5	4.9	3.3	31.1	-15.3
pair	LWTI	RSIhist	pos-neg	33	10.4	47.3	51.5	1.4	4.0	1.8	31.2	-26.8
pair	RSIhist	LWTI	pos-neg	33	10.4	47.3	51.5	1.4	4.0	1.8	31.2	-26.8
pair	SLmean	LWTI	pos-neg	32	10.1	43.5	50.0	1.3	3.6	1.5	31.8	-29.7
pair	LWTI	SLmean	pos-neg	32	10.1	43.5	50.0	1.3	3.6	1.5	31.8	-29.7
pair	RSI	RSIhist	neg-pos	30	9.5	42.8	56.7	1.4	4.7	3.3	29.7	-13.1
pair	RSIhist	RSI	neg-pos	30	9.5	42.8	56.7	1.4	4.7	3.3	29.7	-13.1
pair	MRmean	SLmean	neg-pos	17	5.4	42.0	76.5	1.5	4.0	3.5	25.5	-11.9
pair	SLmean	MRmean	neg-pos	17	5.4	42.0	76.5	1.5	4.0	3.5	25.5	-11.9
pair	MACDhist	RSI	neg-pos	11	3.5	41.6	72.7	1.6	8.2	3.5	23.0	-12.0
pair	RSI	MACDhist	neg-pos	11	3.5	41.6	72.7	1.6	8.2	3.5	23.0	-12.0
pair	RSI	MRmean	pos-neg	20	6.3	35.6	55.0	1.2	3.8	3.0	29.9	-12.0
pair	MRmean	RSI	pos-neg	20	6.3	35.6	55.0	1.2	3.8	3.0	29.9	-12.0
pair	MACD	LWTI	neg-neg	52	16.4	33.9	53.8	1.0	1.9	1.4	37.6	-24.6
pair	LWTI	MACD	neg-neg	52	16.4	33.9	53.8	1.0	1.9	1.4	37.6	-24.6
pair	MACD	SLmean	pos-neg	52	16.4	33.4	59.6	1.2	3.2	1.8	27.5	-19.1
pair	SLmean	MACD	pos-neg	52	16.4	33.4	59.6	1.2	3.2	1.8	27.5	-19.1
pair	RSIhist	RSmean	neg-pos	9	2.8	33.2	77.8	1.3	1.2	2.1	24.3	-15.7
pair	RSmean	RSIhist	neg-pos	9	2.8	33.2	77.8	1.3	1.2	2.1	24.3	-15.7
pair	MACDhist	SLmean	pos-neg	63	19.9	32.6	60.3	1.2	2.2	1.1	27.6	-28.7
pair	SLmean	MACDhist	pos-neg	63	19.9	32.6	60.3	1.2	2.2	1.1	27.6	-28.7
pair	MACDhist	RSmean	neg-pos	7	2.2	32.4	71.4	1.6	3.4	5.3	18.3	-6.1
pair	RSmean	MACDhist	neg-pos	7	2.2	32.4	71.4	1.6	3.4	5.3	18.3	-6.1
pair	RSIhist	MACDhist	neg-pos	54	17.0	31.9	53.7	1.1	2.7	1.3	28.5	-23.9
pair	MACDhist	RSIhist	neg-pos	54	17.0	31.9	53.7	1.1	2.7	1.3	28.5	-23.9
pair	MACDhist	MRmean	pos-neg	50	15.8	31.1	58.0	1.1	2.0	1.2	27.4	-25.9
pair	MRmean	MACDhist	pos-neg	50	15.8	31.1	58.0	1.1	2.0	1.2	27.4	-25.9
pair	MACD	RSIhist	neg-pos	59	18.6	27.9	55.9	1.0	3.0	1.5	27.1	-18.1
pair	RSIhist	MACD	neg-pos	59	18.6	27.9	55.9	1.0	3.0	1.5	27.1	-18.1
pair	MRmean	RSIhist	neg-pos	14	4.4	27.5	57.1	0.9	3.0	1.5	31.0	-18.7
pair	RSIhist	MRmean	neg-pos	14	4.4	27.5	57.1	0.9	3.0	1.5	31.0	-18.7
pair	RSI	LWTI	pos-neg	15	4.7	25.6	53.3	1.0	1.8	1.1	27.5	-23.1
pair	LWTI	RSI	pos-neg	15	4.7	25.6	53.3	1.0	1.8	1.1	27.5	-23.1
pair	MRmean	MACD	pos-neg	50	15.8	24.5	56.0	1.0	2.5	1.0	26.4	-23.6
pair	MACD	MRmean	pos-neg	50	15.8	24.5	56.0	1.0	2.5	1.0	26.4	-23.6
pair	RSIhist	SLmean	pos-pos	158	49.8	24.0	60.1	0.9	1.6	0.5	29.0	-44.2
pair	SLmean	RSIhist	pos-pos	158	49.8	24.0	60.1	0.9	1.6	0.5	29.0	-44.2
pair	SLmean	RSmean	pos-pos	180	56.8	23.9	62.8	0.9	1.6	0.7	29.3	-35.5
pair	RSmean	SLmean	pos-pos	180	56.8	23.9	62.8	0.9	1.6	0.7	29.3	-35.5
single	SLmean	SLmean	pos-pos	187	59.0	23.7	63.1	0.9	1.5	0.7	29.2	-35.5
single	RSIhist	RSIhist	pos-pos	170	53.6	22.7	59.4	0.9	1.6	0.5	28.5	-44.4
pair	RSIhist	MRmean	pos-pos	156	49.2	22.3	59.6	0.8	1.5	0.7	28.4	-31.7
pair	MRmean	RSIhist	pos-pos	156	49.2	22.3	59.6	0.8	1.5	0.7	28.4	-31.7
pair	RSIhist	SLmean	pos-neg	29	9.1	22.2	79.3	0.8	1.1	1.4	30.4	-16.4
pair	SLmean	RSIhist	pos-neg	29	9.1	22.2	79.3	0.8	1.1	1.4	30.4	-16.4
pair	RSmean	RSIhist	pos-pos	161	50.8	22.1	58.4	0.8	1.6	0.5	28.8	-44.4
pair	RSIhist	RSmean	pos-pos	161	50.8	22.1	58.4	0.8	1.6	0.5	28.8	-44.4
pair	MRmean	SLmean	pos-pos	170	53.6	22.0	61.8	0.8	1.4	0.6	29.5	-35.5
pair	SLmean	MRmean	pos-pos	170	53.6	22.0	61.8	0.8	1.4	0.6	29.5	-35.5
pair	MACD	SLmean	pos-pos	135	42.6	20.1	64.4	0.8	1.2	0.6	29.8	-35.5
pair	SLmean	MACD	pos-pos	135	42.6	20.1	64.4	0.8	1.2	0.6	29.8	-35.5
pair	RSIhist	MACD	pos-pos	111	35.0	20.0	61.3	0.8	1.3	0.5	29.4	-36.9
pair	MACD	RSIhist	pos-pos	111	35.0	20.0	61.3	0.8	1.3	0.5	29.4	-36.9
pair	RSmean	MRmean	pos-pos	189	59.6	20.0	60.3	0.8	1.4	0.4	28.6	-45.8
pair	MRmean	RSmean	pos-pos	189	59.6	20.0	60.3	0.8	1.4	0.4	28.6	-45.8
pair	SLmean	LWTI	pos-pos	155	48.9	20.0	65.8	0.8	1.3	0.6	28.6	-35.5
pair	LWTI	SLmean	pos-pos	155	48.9	20.0	65.8	0.8	1.3	0.6	28.6	-35.5
pair	MACDhist	SLmean	pos-pos	124	39.1	19.4	64.5	0.7	1.2	0.6	30.0	-35.5
pair	SLmean	MACDhist	pos-pos	124	39.1	19.4	64.5	0.7	1.2	0.6	30.0	-35.5
pair	SLmean	RSI	pos-pos	160	50.5	19.2	63.1	0.8	1.2	0.5	29.1	-35.5
pair	RSI	SLmean	pos-pos	160	50.5	19.2	63.1	0.8	1.2	0.5	29.1	-35.5
single	MRmean	MRmean	pos-pos	196	61.8	19.0	60.2	0.8	1.3	0.5	28.5	-39.1
pair	RSIhist	RSI	pos-pos	140	44.2	18.8	60.0	0.8	1.3	0.5	28.3	-39.6
pair	RSI	RSIhist	pos-pos	140	44.2	18.8	60.0	0.8	1.3	0.5	28.3	-39.6
pair	MACDhist	RSIhist	pos-pos	116	36.6	18.6	62.1	0.7	1.3	0.6	28.6	-32.1
pair	RSIhist	MACDhist	pos-pos	116	36.6	18.6	62.1	0.7	1.3	0.6	28.6	-32.1
pair	RSI	MACD	neg-neg	79	24.9	18.2	55.7	0.6	1.3	0.5	35.8	-40.8
pair	MACD	RSI	neg-neg	79	24.9	18.2	55.7	0.6	1.3	0.5	35.8	-40.8
pair	SLmean	RSmean	pos-neg	7	2.2	18.0	71.4	0.7	0.8	1.1	26.8	-15.7
pair	RSmean	SLmean	pos-neg	7	2.2	18.0	71.4	0.7	0.8	1.1	26.8	-15.7
pair	MACD	RSmean	pos-neg	90	28.4	17.7	54.4	0.7	1.3	0.6	32.7	-28.8
pair	RSmean	MACD	pos-neg	90	28.4	17.7	54.4	0.7	1.3	0.6	32.7	-28.8
pair	RSIhist	LWTI	pos-pos	137	43.2	17.4	61.3	0.7	1.2	0.6	27.8	-30.5
pair	LWTI	RSIhist	pos-pos	137	43.2	17.4	61.3	0.7	1.2	0.6	27.8	-30.5
pair	RSI	MRmean	pos-pos	176	55.5	17.2	60.8	0.7	1.2	0.5	28.4	-36.2
pair	MRmean	RSI	pos-pos	176	55.5	17.2	60.8	0.7	1.2	0.5	28.4	-36.2
pair	MACD	MRmean	pos-pos	146	46.1	17.1	61.6	0.7	1.1	0.6	29.2	-27.3
pair	MRmean	MACD	pos-pos	146	46.1	17.1	61.6	0.7	1.1	0.6	29.2	-27.3
pair	MACDhist	MACD	neg-pos	30	9.5	16.3	63.3	0.8	1.8	0.9	22.4	-18.7
pair	MACD	MACDhist	neg-pos	30	9.5	16.3	63.3	0.8	1.8	0.9	22.4	-18.7
pair	MACDhist	MACD	neg-neg	80	25.2	16.2	52.5	0.6	1.2	0.3	36.4	-47.2
pair	MACD	MACDhist	neg-neg	80	25.2	16.2	52.5	0.6	1.2	0.3	36.4	-47.2
single	MACD	MACD	neg-neg	110	34.7	16.2	55.5	0.6	1.2	0.3	33.1	-47.2
pair	MRmean	LWTI	pos-pos	173	54.6	15.3	61.8	0.7	1.1	0.4	28.1	-36.0
pair	LWTI	MRmean	pos-pos	173	54.6	15.3	61.8	0.7	1.1	0.4	28.1	-36.0
pair	MACDhist	MRmean	pos-pos	146	46.1	15.1	61.0	0.6	1.1	0.4	28.9	-35.5
pair	MRmean	MACDhist	pos-pos	146	46.1	15.1	61.0	0.6	1.1	0.4	28.9	-35.5
single	MACDhist	MACDhist	pos-pos	155	48.9	14.2	60.0	0.6	1.0	0.3	29.0	-41.7
pair	MACDhist	MACD	pos-pos	125	39.4	13.7	59.2	0.6	1.0	0.3	30.4	-41.7
pair	MACD	MACDhist	pos-pos	125	39.4	13.7	59.2	0.6	1.0	0.3	30.4	-41.7
pair	MACDhist	RSmean	pos-pos	148	46.7	13.4	59.5	0.6	1.0	0.3	29.4	-41.7
pair	RSmean	MACDhist	pos-pos	148	46.7	13.4	59.5	0.6	1.0	0.3	29.4	-41.7
pair	LWTI	MACDhist	pos-pos	152	47.9	12.6	59.2	0.6	0.9	0.3	29.0	-44.2
pair	MACDhist	LWTI	pos-pos	152	47.9	12.6	59.2	0.6	0.9	0.3	29.0	-44.2
pair	RSI	MACDhist	pos-pos	144	45.4	12.3	59.0	0.5	0.9	0.3	29.4	-44.2
pair	MACDhist	RSI	pos-pos	144	45.4	12.3	59.0	0.5	0.9	0.3	29.4	-44.2
pair	RSmean	RSI	pos-pos	197	62.1	12.2	59.4	0.6	0.9	0.2	28.1	-49.1
pair	RSI	RSmean	pos-pos	197	62.1	12.2	59.4	0.6	0.9	0.2	28.1	-49.1
pair	RSmean	RSI	neg-neg	17	5.4	11.7	58.8	0.5	1.1	0.3	36.6	-34.7
pair	RSI	RSmean	neg-neg	17	5.4	11.7	58.8	0.5	1.1	0.3	36.6	-34.7
pair	LWTI	RSmean	pos-neg	78	24.6	11.5	51.3	0.5	0.8	0.2	36.4	-56.1
pair	RSmean	LWTI	pos-neg	78	24.6	11.5	51.3	0.5	0.8	0.2	36.4	-56.1
single	LWTI	LWTI	neg-neg	80	25.2	11.3	51.2	0.5	0.8	0.2	36.0	-56.1
pair	RSI	MACD	neg-pos	31	9.8	11.2	54.8	0.5	1.1	0.6	25.3	-19.2
pair	MACD	RSI	neg-pos	31	9.8	11.2	54.8	0.5	1.1	0.6	25.3	-19.2
pair	LWTI	MACD	pos-pos	179	56.5	11.2	59.8	0.5	0.8	0.3	28.7	-35.3
pair	MACD	LWTI	pos-pos	179	56.5	11.2	59.8	0.5	0.8	0.3	28.7	-35.3
single	RSmean	RSmean	pos-pos	293	92.4	10.7	57.3	0.5	0.8	0.1	30.2	-70.1
pair	RSmean	LWTI	pos-pos	215	67.8	10.4	59.5	0.5	0.8	0.2	27.8	-47.5
pair	LWTI	RSmean	pos-pos	215	67.8	10.4	59.5	0.5	0.8	0.2	27.8	-47.5
single	RSI	RSI	pos-pos	204	64.4	10.2	58.8	0.5	0.8	0.2	28.1	-49.7
pair	MACD	RSI	pos-pos	173	54.6	10.1	59.5	0.5	0.8	0.2	28.7	-43.3
pair	RSI	MACD	pos-pos	173	54.6	10.1	59.5	0.5	0.8	0.2	28.7	-43.3
pair	RSmean	MACD	neg-neg	20	6.3	9.9	60.0	0.4	1.0	0.2	35.9	-41.7
pair	MACD	RSmean	neg-neg	20	6.3	9.9	60.0	0.4	1.0	0.2	35.9	-41.7
pair	MACD	MRmean	neg-neg	60	18.9	9.8	55.0	0.4	0.9	0.2	38.0	-49.9
pair	MRmean	MACD	neg-neg	60	18.9	9.8	55.0	0.4	0.9	0.2	38.0	-49.9
pair		benchmark___benchmark_	benchmark-benchmark	317	100.0	9.5	57.1	0.5	0.8	0.1	30.5	-70.1
pair	benchmark___benchmark_		benchmark-benchmark	317	100.0	9.5	57.1	0.5	0.8	0.1	30.5	-70.1
pair	RSI	LWTI	pos-pos	189	59.6	9.1	59.3	0.5	0.7	0.2	28.2	-42.0
pair	LWTI	RSI	pos-pos	189	59.6	9.1	59.3	0.5	0.7	0.2	28.2	-42.0
single	LWTI	LWTI	pos-pos	237	74.8	8.9	59.1	0.4	0.8	0.2	28.5	-46.6
single	RSI	RSI	neg-neg	113	35.6	8.3	54.0	0.4	0.7	0.1	34.6	-57.0
pair	RSI	LWTI	neg-pos	48	15.1	8.3	58.3	0.4	0.8	0.2	30.0	-37.5
pair	LWTI	RSI	neg-pos	48	15.1	8.3	58.3	0.4	0.8	0.2	30.0	-37.5
pair	RSI	LWTI	neg-neg	65	20.5	8.2	50.8	0.4	0.7	0.1	37.9	-56.1
pair	LWTI	RSI	neg-neg	65	20.5	8.2	50.8	0.4	0.7	0.1	37.9	-56.1
pair	LWTI	MACDhist	neg-neg	77	24.3	8.1	49.4	0.4	0.7	0.1	36.3	-56.1
pair	MACDhist	LWTI	neg-neg	77	24.3	8.1	49.4	0.4	0.7	0.1	36.3	-56.1
pair	RSmean	MACDhist	pos-neg	145	45.7	7.9	55.2	0.4	0.6	0.1	31.1	-63.1
pair	MACDhist	RSmean	pos-neg	145	45.7	7.9	55.2	0.4	0.6	0.1	31.1	-63.1
pair	MACD	RSmean	pos-pos	203	64.0	7.7	58.6	0.4	0.6	0.1	29.1	-62.7
pair	RSmean	MACD	pos-pos	203	64.0	7.7	58.6	0.4	0.6	0.1	29.1	-62.7
pair	RSI	RSmean	pos-neg	96	30.3	7.7	53.1	0.4	0.7	0.1	34.4	-57.0
pair	RSmean	RSI	pos-neg	96	30.3	7.7	53.1	0.4	0.7	0.1	34.4	-57.0
pair	SLmean	RSIhist	neg-pos	12	3.8	6.9	50.0	0.4	1.1	0.6	21.5	-12.2
pair	RSIhist	SLmean	neg-pos	12	3.8	6.9	50.0	0.4	1.1	0.6	21.5	-12.2
pair	RSIhist	MRmean	pos-neg	40	12.6	6.9	62.5	0.4	0.6	0.2	29.0	-28.9
pair	MRmean	RSIhist	pos-neg	40	12.6	6.9	62.5	0.4	0.6	0.2	29.0	-28.9
single	MACD	MACD	pos-pos	207	65.3	6.1	58.0	0.3	0.5	0.1	29.1	-63.2
pair	MACDhist	RSI	pos-neg	60	18.9	5.4	58.3	0.3	0.5	0.1	25.0	-39.7
pair	RSI	MACDhist	pos-neg	60	18.9	5.4	58.3	0.3	0.5	0.1	25.0	-39.7
single	MACDhist	MACDhist	neg-neg	162	51.1	5.3	54.3	0.3	0.5	0.1	32.0	-63.1
pair	MACDhist	RSI	neg-neg	102	32.2	5.2	52.0	0.3	0.6	0.1	35.6	-57.0
pair	RSI	MACDhist	neg-neg	102	32.2	5.2	52.0	0.3	0.6	0.1	35.6	-57.0
pair	MACD	RSIhist	neg-neg	51	16.1	4.0	54.9	0.3	0.6	0.1	39.0	-49.2
pair	RSIhist	MACD	neg-neg	51	16.1	4.0	54.9	0.3	0.6	0.1	39.0	-49.2
pair	LWTI	RSmean	neg-neg	2	0.6	3.5	50.0	0.2	0.0	0.0	20.9	0.0
pair	RSmean	LWTI	neg-neg	2	0.6	3.5	50.0	0.2	0.0	0.0	20.9	0.0
pair	MRmean	RSI	neg-neg	93	29.3	3.1	53.8	0.3	0.5	0.1	35.6	-62.7
pair	RSI	MRmean	neg-neg	93	29.3	3.1	53.8	0.3	0.5	0.1	35.6	-62.7
pair	LWTI	MACDhist	neg-pos	85	26.8	2.7	58.8	0.2	0.4	0.1	27.8	-41.7
pair	MACDhist	LWTI	neg-pos	85	26.8	2.7	58.8	0.2	0.4	0.1	27.8	-41.7
pair	SLmean	MACD	neg-neg	58	18.3	2.7	51.7	0.2	0.5	0.1	37.4	-49.9
pair	MACD	SLmean	neg-neg	58	18.3	2.7	51.7	0.2	0.5	0.1	37.4	-49.9
pair	MACD	LWTI	neg-pos	58	18.3	2.3	56.9	0.2	0.4	0.1	28.2	-41.7
pair	LWTI	MACD	neg-pos	58	18.3	2.3	56.9	0.2	0.4	0.1	28.2	-41.7
pair	MACDhist	RSIhist	pos-neg	39	12.3	1.9	53.8	0.2	0.3	0.1	30.3	-28.7
pair	RSIhist	MACDhist	pos-neg	39	12.3	1.9	53.8	0.2	0.3	0.1	30.3	-28.7
pair	MRmean	SLmean	pos-neg	26	8.2	0.9	50.0	0.1	0.3	0.0	20.0	-28.3
pair	SLmean	MRmean	pos-neg	26	8.2	0.9	50.0	0.1	0.3	0.0	20.0	-28.3
pair	MACDhist	MRmean	neg-pos	9	2.8	0.7	44.4	0.2	0.2	0.1	31.9	-4.5
pair	MRmean	MACDhist	neg-pos	9	2.8	0.7	44.4	0.2	0.2	0.1	31.9	-4.5
pair	LWTI	MRmean	neg-neg	57	18.0	-1.5	52.6	0.1	0.2	-0.0	37.5	-56.1
pair	MRmean	LWTI	neg-neg	57	18.0	-1.5	52.6	0.1	0.2	-0.0	37.5	-56.1
pair	LWTI	RSIhist	neg-pos	100	31.5	-1.7	56.0	0.1	0.1	-0.0	29.4	-50.5
pair	RSIhist	LWTI	neg-pos	100	31.5	-1.7	56.0	0.1	0.1	-0.0	29.4	-50.5
pair	RSmean	RSIhist	pos-neg	132	41.6	-1.9	56.1	0.1	0.1	-0.0	31.7	-66.3
pair	RSIhist	RSmean	pos-neg	132	41.6	-1.9	56.1	0.1	0.1	-0.0	31.7	-66.3
pair	RSI	RSIhist	neg-neg	83	26.2	-2.0	53.0	0.1	0.2	-0.0	36.0	-62.2
pair	RSIhist	RSI	neg-neg	83	26.2	-2.0	53.0	0.1	0.2	-0.0	36.0	-62.2
pair	RSmean	MRmean	neg-neg	17	5.4	-2.7	52.9	0.1	0.2	-0.1	38.0	-41.7
pair	MRmean	RSmean	neg-neg	17	5.4	-2.7	52.9	0.1	0.2	-0.1	38.0	-41.7
pair	RSI	SLmean	neg-neg	86	27.1	-3.1	51.2	0.1	0.2	-0.1	35.8	-65.2
pair	SLmean	RSI	neg-neg	86	27.1	-3.1	51.2	0.1	0.2	-0.1	35.8	-65.2
single	RSmean	RSmean	neg-neg	24	7.6	-3.4	54.2	0.1	0.1	-0.1	34.6	-41.7
single	RSIhist	RSIhist	neg-neg	147	46.4	-3.9	54.4	0.0	0.1	-0.1	32.5	-69.2
pair	LWTI	RSmean	neg-pos	22	6.9	-4.0	54.5	0.1	0.1	-0.1	35.9	-41.7
pair	RSmean	LWTI	neg-pos	22	6.9	-4.0	54.5	0.1	0.1	-0.1	35.9	-41.7
single	MRmean	MRmean	neg-neg	121	38.2	-4.2	52.1	0.0	0.1	-0.1	33.4	-69.3
pair	MACD	MACDhist	pos-neg	82	25.9	-4.4	56.1	-0.0	-0.0	-0.1	26.9	-60.1
pair	MACDhist	MACD	pos-neg	82	25.9	-4.4	56.1	-0.0	-0.0	-0.1	26.9	-60.1
pair	SLmean	MACDhist	neg-pos	31	9.8	-4.5	41.9	-0.1	-0.1	-0.1	24.2	-31.1
pair	MRmean	RSmean	neg-pos	104	32.8	-4.5	51.9	0.0	0.0	-0.1	32.8	-68.7
pair	RSmean	MRmean	neg-pos	104	32.8	-4.5	51.9	0.0	0.0	-0.1	32.8	-68.7
pair	MACDhist	SLmean	neg-pos	31	9.8	-4.5	41.9	-0.1	-0.1	-0.1	24.2	-31.1
pair	MRmean	MACDhist	neg-neg	112	35.3	-4.6	52.7	0.0	0.1	-0.1	33.7	-65.8
pair	MACDhist	MRmean	neg-neg	112	35.3	-4.6	52.7	0.0	0.1	-0.1	33.7	-65.8
pair	RSmean	MRmean	pos-neg	7	2.2	-5.2	57.1	-0.1	-0.1	-0.2	27.2	-20.8
pair	MRmean	RSmean	pos-neg	7	2.2	-5.2	57.1	-0.1	-0.1	-0.2	27.2	-20.8
pair	MACDhist	RSIhist	neg-neg	108	34.1	-6.0	54.6	-0.0	-0.0	-0.1	33.3	-63.9
pair	RSIhist	MACDhist	neg-neg	108	34.1	-6.0	54.6	-0.0	-0.0	-0.1	33.3	-63.9
pair	SLmean	LWTI	neg-neg	48	15.1	-6.1	52.1	0.0	0.0	-0.1	38.2	-56.5
pair	LWTI	SLmean	neg-neg	48	15.1	-6.1	52.1	0.0	0.0	-0.1	38.2	-56.5
pair	RSI	RSIhist	pos-neg	64	20.2	-6.4	56.2	-0.1	-0.1	-0.1	27.4	-45.9
pair	RSIhist	RSI	pos-neg	64	20.2	-6.4	56.2	-0.1	-0.1	-0.1	27.4	-45.9
pair	MRmean	LWTI	neg-pos	64	20.2	-6.6	51.6	-0.1	-0.1	-0.1	29.5	-53.5
pair	LWTI	MRmean	neg-pos	64	20.2	-6.6	51.6	-0.1	-0.1	-0.1	29.5	-53.5
pair	SLmean	RSmean	neg-pos	113	35.6	-7.6	48.7	-0.1	-0.1	-0.1	31.1	-70.8
pair	RSmean	SLmean	neg-pos	113	35.6	-7.6	48.7	-0.1	-0.1	-0.1	31.1	-70.8
pair	RSIhist	MRmean	neg-neg	107	33.8	-7.7	51.4	-0.1	-0.1	-0.1	33.7	-72.3
pair	MRmean	RSIhist	neg-neg	107	33.8	-7.7	51.4	-0.1	-0.1	-0.1	33.7	-72.3
pair	MACD	RSIhist	pos-neg	96	30.3	-7.9	54.2	-0.1	-0.2	-0.1	28.5	-70.8
pair	RSIhist	MACD	pos-neg	96	30.3	-7.9	54.2	-0.1	-0.2	-0.1	28.5	-70.8
single	SLmean	SLmean	neg-neg	130	41.0	-8.1	48.5	-0.1	-0.2	-0.1	31.9	-80.0
pair	LWTI	RSIhist	neg-neg	47	14.8	-8.6	51.1	-0.0	-0.1	-0.1	38.4	-56.1
pair	RSIhist	LWTI	neg-neg	47	14.8	-8.6	51.1	-0.0	-0.1	-0.1	38.4	-56.1
pair	MACDhist	SLmean	neg-neg	99	31.2	-9.2	50.5	-0.1	-0.2	-0.1	34.1	-73.4
pair	SLmean	MACDhist	neg-neg	99	31.2	-9.2	50.5	-0.1	-0.2	-0.1	34.1	-73.4
pair	LWTI	SLmean	neg-pos	82	25.9	-9.2	46.3	-0.2	-0.4	-0.1	27.9	-63.8
pair	SLmean	LWTI	neg-pos	82	25.9	-9.2	46.3	-0.2	-0.4	-0.1	27.9	-63.8
pair	SLmean	RSIhist	neg-neg	118	37.2	-9.5	48.3	-0.1	-0.2	-0.1	32.8	-78.8
pair	RSIhist	SLmean	neg-neg	118	37.2	-9.5	48.3	-0.1	-0.2	-0.1	32.8	-78.8
pair	MRmean	SLmean	neg-neg	104	32.8	-10.2	48.1	-0.1	-0.2	-0.1	34.3	-81.0
pair	SLmean	MRmean	neg-neg	104	32.8	-10.2	48.1	-0.1	-0.2	-0.1	34.3	-81.0
pair	RSmean	SLmean	neg-neg	17	5.4	-11.1	47.1	-0.1	-0.3	-0.3	37.9	-41.7
pair	SLmean	RSmean	neg-neg	17	5.4	-11.1	47.1	-0.1	-0.3	-0.3	37.9	-41.7
pair	MACD	RSI	pos-neg	34	10.7	-11.8	50.0	-0.2	-0.3	-0.3	31.2	-44.4
pair	RSI	MACD	pos-neg	34	10.7	-11.8	50.0	-0.2	-0.3	-0.3	31.2	-44.4
pair	MACDhist	RSmean	neg-neg	17	5.4	-15.2	47.1	-0.2	-0.6	-0.4	39.4	-41.7
pair	RSmean	MACDhist	neg-neg	17	5.4	-15.2	47.1	-0.2	-0.6	-0.4	39.4	-41.7
pair	SLmean	MACD	neg-pos	72	22.7	-15.9	45.8	-0.5	-0.7	-0.2	26.6	-72.5
pair	MACD	SLmean	neg-pos	72	22.7	-15.9	45.8	-0.5	-0.7	-0.2	26.6	-72.5
pair	MACD	MRmean	neg-pos	61	19.2	-16.2	49.2	-0.5	-0.6	-0.2	27.9	-71.2
pair	MRmean	MACD	neg-pos	61	19.2	-16.2	49.2	-0.5	-0.6	-0.2	27.9	-71.2
pair	RSI	SLmean	neg-pos	44	13.9	-17.1	43.2	-0.7	-1.0	-0.3	22.5	-52.1
pair	SLmean	RSI	neg-pos	44	13.9	-17.1	43.2	-0.7	-1.0	-0.3	22.5	-52.1
pair	RSIhist	RSmean	neg-neg	15	4.7	-20.4	40.0	-0.4	-1.0	-0.5	39.4	-41.7
pair	RSmean	RSIhist	neg-neg	15	4.7	-20.4	40.0	-0.4	-1.0	-0.5	39.4	-41.7
pair	MACD	LWTI	pos-neg	28	8.8	-21.1	46.4	-0.6	-0.7	-0.3	30.8	-63.0
pair	LWTI	MACD	pos-neg	28	8.8	-21.1	46.4	-0.6	-0.7	-0.3	30.8	-63.0
pair	MRmean	RSI	neg-pos	28	8.8	-25.1	46.4	-1.1	-1.3	-0.5	24.0	-50.9
pair	RSI	MRmean	neg-pos	28	8.8	-25.1	46.4	-1.1	-1.3	-0.5	24.0	-50.9
pair	RSI	RSmean	neg-pos	7	2.2	-32.1	42.9	-1.2	-1.9	-1.5	28.9	-20.8
pair	RSmean	RSI	neg-pos	7	2.2	-32.1	42.9	-1.2	-1.9	-1.5	28.9	-20.8
pair	RSmean	MACD	neg-pos	4	1.3	-49.4	25.0	-3.1	-3.4	-5.8	21.0	-8.6
pair	MACD	RSmean	neg-pos	4	1.3	-49.4	25.0	-3.1	-3.4	-5.8	21.0	-8.6

All Contingency Tables for EWY

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 22.0% \| Win 62% Sharpe 0.82 \| Sortino 1.42 \| Calmar 0.6 Vol 30% \| MDD -35.5% Months 170M (54%)	CAGR 0.9% \| Win 50% Sharpe 0.14 \| Sortino 0.29 \| Calmar 0.0 Vol 20% \| MDD -28.3% Months 26M (8%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR 42.0% \| Win 76% Sharpe 1.51 \| Sortino 3.96 \| Calmar 3.5 Vol 26% \| MDD -11.9% Months 17M (5%)	CAGR -10.2% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 34% \| MDD -81.0% Months 104M (33%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
SLmean only	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 20.0% \| Win 60% Sharpe 0.78 \| Sortino 1.39 \| Calmar 0.4 Vol 29% \| MDD -45.8% Months 189M (60%)	CAGR -5.2% \| Win 57% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.2 Vol 27% \| MDD -20.8% Months 7M (2%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -4.5% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 33% \| MDD -68.7% Months 104M (33%)	CAGR -2.7% \| Win 53% Sharpe 0.10 \| Sortino 0.25 \| Calmar -0.1 Vol 38% \| MDD -41.7% Months 17M (5%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
RSmean only	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.1% \| Win 62% Sharpe 0.69 \| Sortino 1.13 \| Calmar 0.6 Vol 29% \| MDD -27.3% Months 146M (46%)	CAGR 24.5% \| Win 56% Sharpe 0.96 \| Sortino 2.50 \| Calmar 1.0 Vol 26% \| MDD -23.6% Months 50M (16%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -16.2% \| Win 49% Sharpe -0.48 \| Sortino -0.62 \| Calmar -0.2 Vol 28% \| MDD -71.2% Months 61M (19%)	CAGR 9.8% \| Win 55% Sharpe 0.43 \| Sortino 0.91 \| Calmar 0.2 Vol 38% \| MDD -49.9% Months 60M (19%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
MACD only	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 61% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.5 Vol 28% \| MDD -36.2% Months 176M (56%)	CAGR 35.6% \| Win 55% Sharpe 1.16 \| Sortino 3.77 \| Calmar 3.0 Vol 30% \| MDD -12.0% Months 20M (6%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -25.1% \| Win 46% Sharpe -1.07 \| Sortino -1.32 \| Calmar -0.5 Vol 24% \| MDD -50.9% Months 28M (9%)	CAGR 3.1% \| Win 54% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 36% \| MDD -62.7% Months 93M (29%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
RSI only	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.1% \| Win 61% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.4 Vol 29% \| MDD -35.5% Months 146M (46%)	CAGR 31.1% \| Win 58% Sharpe 1.13 \| Sortino 2.05 \| Calmar 1.2 Vol 27% \| MDD -25.9% Months 50M (16%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR 0.7% \| Win 44% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 32% \| MDD -4.5% Months 9M (3%)	CAGR -4.6% \| Win 53% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 34% \| MDD -65.8% Months 112M (35%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 22.3% \| Win 60% Sharpe 0.85 \| Sortino 1.54 \| Calmar 0.7 Vol 28% \| MDD -31.7% Months 156M (49%)	CAGR 6.9% \| Win 62% Sharpe 0.37 \| Sortino 0.59 \| Calmar 0.2 Vol 29% \| MDD -28.9% Months 40M (13%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR 27.5% \| Win 57% Sharpe 0.93 \| Sortino 2.95 \| Calmar 1.5 Vol 31% \| MDD -18.7% Months 14M (4%)	CAGR -7.7% \| Win 51% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 34% \| MDD -72.3% Months 107M (34%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 62% Sharpe 0.65 \| Sortino 1.10 \| Calmar 0.4 Vol 28% \| MDD -36.0% Months 173M (55%)	CAGR 50.6% \| Win 48% Sharpe 1.47 \| Sortino 4.88 \| Calmar 3.3 Vol 31% \| MDD -15.3% Months 23M (7%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -6.6% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 30% \| MDD -53.5% Months 64M (20%)	CAGR -1.5% \| Win 53% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 38% \| MDD -56.1% Months 57M (18%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 23.9% \| Win 63% Sharpe 0.88 \| Sortino 1.55 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 180M (57%)	CAGR 18.0% \| Win 71% Sharpe 0.74 \| Sortino 0.75 \| Calmar 1.2 Vol 27% \| MDD -15.7% Months 7M (2%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR -7.6% \| Win 49% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 31% \| MDD -70.8% Months 113M (36%)	CAGR -11.1% \| Win 47% Sharpe -0.13 \| Sortino -0.33 \| Calmar -0.3 Vol 38% \| MDD -41.7% Months 17M (5%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
RSmean only	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 20.1% \| Win 64% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.6 Vol 30% \| MDD -35.5% Months 135M (43%)	CAGR 33.4% \| Win 60% Sharpe 1.19 \| Sortino 3.20 \| Calmar 1.8 Vol 28% \| MDD -19.1% Months 52M (16%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR -15.9% \| Win 46% Sharpe -0.51 \| Sortino -0.68 \| Calmar -0.2 Vol 27% \| MDD -72.5% Months 72M (23%)	CAGR 2.7% \| Win 52% Sharpe 0.25 \| Sortino 0.51 \| Calmar 0.1 Vol 37% \| MDD -49.9% Months 58M (18%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
MACD only	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 19.2% \| Win 63% Sharpe 0.75 \| Sortino 1.24 \| Calmar 0.5 Vol 29% \| MDD -35.5% Months 160M (50%)	CAGR 53.9% \| Win 63% Sharpe 1.64 \| Sortino 5.21 \| Calmar 3.9 Vol 29% \| MDD -14.0% Months 27M (8%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR -17.1% \| Win 43% Sharpe -0.71 \| Sortino -0.98 \| Calmar -0.3 Vol 22% \| MDD -52.1% Months 44M (14%)	CAGR -3.1% \| Win 51% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 36% \| MDD -65.2% Months 86M (27%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
RSI only	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 19.4% \| Win 64% Sharpe 0.74 \| Sortino 1.25 \| Calmar 0.5 Vol 30% \| MDD -35.5% Months 124M (39%)	CAGR 32.6% \| Win 60% Sharpe 1.17 \| Sortino 2.19 \| Calmar 1.1 Vol 28% \| MDD -28.7% Months 63M (20%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR -4.5% \| Win 42% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.1 Vol 24% \| MDD -31.1% Months 31M (10%)	CAGR -9.2% \| Win 50% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.1 Vol 34% \| MDD -73.4% Months 99M (31%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 24.0% \| Win 60% Sharpe 0.89 \| Sortino 1.63 \| Calmar 0.5 Vol 29% \| MDD -44.2% Months 158M (50%)	CAGR 22.2% \| Win 79% Sharpe 0.81 \| Sortino 1.11 \| Calmar 1.4 Vol 30% \| MDD -16.4% Months 29M (9%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR 6.9% \| Win 50% Sharpe 0.41 \| Sortino 1.10 \| Calmar 0.6 Vol 22% \| MDD -12.2% Months 12M (4%)	CAGR -9.5% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 33% \| MDD -78.8% Months 118M (37%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 20.0% \| Win 66% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 29% \| MDD -35.5% Months 155M (49%)	CAGR 43.5% \| Win 50% Sharpe 1.30 \| Sortino 3.58 \| Calmar 1.5 Vol 32% \| MDD -29.7% Months 32M (10%)	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)
SLmean neg	CAGR -9.2% \| Win 46% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.1 Vol 28% \| MDD -63.8% Months 82M (26%)	CAGR -6.1% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 38% \| MDD -56.5% Months 48M (15%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 203M (64%)	CAGR 17.7% \| Win 54% Sharpe 0.66 \| Sortino 1.32 \| Calmar 0.6 Vol 33% \| MDD -28.8% Months 90M (28%)	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)
RSmean neg	CAGR -49.4% \| Win 25% Sharpe -3.06 \| Sortino -3.35 \| Calmar -5.8 Vol 21% \| MDD -8.6% Months 4M (1%)	CAGR 9.9% \| Win 60% Sharpe 0.43 \| Sortino 0.98 \| Calmar 0.2 Vol 36% \| MDD -41.7% Months 20M (6%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)
MACD only	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 12.2% \| Win 59% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.2 Vol 28% \| MDD -49.1% Months 197M (62%)	CAGR 7.7% \| Win 53% Sharpe 0.38 \| Sortino 0.66 \| Calmar 0.1 Vol 34% \| MDD -57.0% Months 96M (30%)	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)
RSmean neg	CAGR -32.1% \| Win 43% Sharpe -1.19 \| Sortino -1.94 \| Calmar -1.5 Vol 29% \| MDD -20.8% Months 7M (2%)	CAGR 11.7% \| Win 59% Sharpe 0.47 \| Sortino 1.05 \| Calmar 0.3 Vol 37% \| MDD -34.7% Months 17M (5%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)
RSI only	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.4% \| Win 60% Sharpe 0.57 \| Sortino 0.99 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 148M (47%)	CAGR 7.9% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 31% \| MDD -63.1% Months 145M (46%)	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)
RSmean neg	CAGR 32.4% \| Win 71% Sharpe 1.63 \| Sortino 3.41 \| Calmar 5.3 Vol 18% \| MDD -6.1% Months 7M (2%)	CAGR -15.2% \| Win 47% Sharpe -0.23 \| Sortino -0.59 \| Calmar -0.4 Vol 39% \| MDD -41.7% Months 17M (5%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 22.1% \| Win 58% Sharpe 0.84 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -44.4% Months 161M (51%)	CAGR -1.9% \| Win 56% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -66.3% Months 132M (42%)	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)
RSmean neg	CAGR 33.2% \| Win 78% Sharpe 1.31 \| Sortino 1.19 \| Calmar 2.1 Vol 24% \| MDD -15.7% Months 9M (3%)	CAGR -20.4% \| Win 40% Sharpe -0.39 \| Sortino -1.01 \| Calmar -0.5 Vol 39% \| MDD -41.7% Months 15M (5%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.4% \| Win 60% Sharpe 0.49 \| Sortino 0.82 \| Calmar 0.2 Vol 28% \| MDD -47.5% Months 215M (68%)	CAGR 11.5% \| Win 51% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 78M (25%)	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)
RSmean neg	CAGR -4.0% \| Win 55% Sharpe 0.06 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -41.7% Months 22M (7%)	CAGR 3.5% \| Win 50% Sharpe 0.22 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 2M (1%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 10.1% \| Win 60% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 29% \| MDD -43.3% Months 173M (55%)	CAGR -11.8% \| Win 50% Sharpe -0.24 \| Sortino -0.31 \| Calmar -0.3 Vol 31% \| MDD -44.4% Months 34M (11%)	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)
MACD neg	CAGR 11.2% \| Win 55% Sharpe 0.54 \| Sortino 1.10 \| Calmar 0.6 Vol 25% \| MDD -19.2% Months 31M (10%)	CAGR 18.2% \| Win 56% Sharpe 0.64 \| Sortino 1.30 \| Calmar 0.4 Vol 36% \| MDD -40.8% Months 79M (25%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)
RSI only	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 13.7% \| Win 59% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 30% \| MDD -41.7% Months 125M (39%)	CAGR -4.4% \| Win 56% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 27% \| MDD -60.1% Months 82M (26%)	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)
MACD neg	CAGR 16.3% \| Win 63% Sharpe 0.79 \| Sortino 1.78 \| Calmar 0.9 Vol 22% \| MDD -18.7% Months 30M (10%)	CAGR 16.2% \| Win 52% Sharpe 0.59 \| Sortino 1.20 \| Calmar 0.3 Vol 36% \| MDD -47.2% Months 80M (25%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 20.0% \| Win 61% Sharpe 0.77 \| Sortino 1.28 \| Calmar 0.5 Vol 29% \| MDD -36.9% Months 111M (35%)	CAGR -7.9% \| Win 54% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 28% \| MDD -70.8% Months 96M (30%)	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)
MACD neg	CAGR 27.9% \| Win 56% Sharpe 1.04 \| Sortino 2.95 \| Calmar 1.5 Vol 27% \| MDD -18.1% Months 59M (19%)	CAGR 4.0% \| Win 55% Sharpe 0.29 \| Sortino 0.61 \| Calmar 0.1 Vol 39% \| MDD -49.2% Months 51M (16%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 11.2% \| Win 60% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.3 Vol 29% \| MDD -35.3% Months 179M (56%)	CAGR -21.1% \| Win 46% Sharpe -0.60 \| Sortino -0.72 \| Calmar -0.3 Vol 31% \| MDD -63.0% Months 28M (9%)	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)
MACD neg	CAGR 2.3% \| Win 57% Sharpe 0.22 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -41.7% Months 58M (18%)	CAGR 33.9% \| Win 54% Sharpe 0.96 \| Sortino 1.91 \| Calmar 1.4 Vol 38% \| MDD -24.6% Months 52M (16%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.3% \| Win 59% Sharpe 0.54 \| Sortino 0.92 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 144M (45%)	CAGR 5.4% \| Win 58% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 25% \| MDD -39.7% Months 60M (19%)	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)
RSI neg	CAGR 41.6% \| Win 73% Sharpe 1.64 \| Sortino 8.25 \| Calmar 3.5 Vol 23% \| MDD -12.0% Months 11M (4%)	CAGR 5.2% \| Win 52% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -57.0% Months 102M (32%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 18.8% \| Win 60% Sharpe 0.75 \| Sortino 1.30 \| Calmar 0.5 Vol 28% \| MDD -39.6% Months 140M (44%)	CAGR -6.4% \| Win 56% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -45.9% Months 64M (20%)	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)
RSI neg	CAGR 42.8% \| Win 57% Sharpe 1.35 \| Sortino 4.73 \| Calmar 3.3 Vol 30% \| MDD -13.1% Months 30M (10%)	CAGR -2.0% \| Win 53% Sharpe 0.12 \| Sortino 0.21 \| Calmar -0.0 Vol 36% \| MDD -62.2% Months 83M (26%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.1% \| Win 59% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 28% \| MDD -42.0% Months 189M (60%)	CAGR 25.6% \| Win 53% Sharpe 0.96 \| Sortino 1.82 \| Calmar 1.1 Vol 28% \| MDD -23.1% Months 15M (5%)	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)
RSI neg	CAGR 8.3% \| Win 58% Sharpe 0.41 \| Sortino 0.83 \| Calmar 0.2 Vol 30% \| MDD -37.5% Months 48M (15%)	CAGR 8.2% \| Win 51% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 38% \| MDD -56.1% Months 65M (20%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 18.6% \| Win 62% Sharpe 0.74 \| Sortino 1.26 \| Calmar 0.6 Vol 29% \| MDD -32.1% Months 116M (37%)	CAGR 1.9% \| Win 54% Sharpe 0.20 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -28.7% Months 39M (12%)	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)
MACDhist neg	CAGR 31.9% \| Win 54% Sharpe 1.11 \| Sortino 2.69 \| Calmar 1.3 Vol 28% \| MDD -23.9% Months 54M (17%)	CAGR -6.0% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 33% \| MDD -63.9% Months 108M (34%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)
RSIhist only	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.6% \| Win 59% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 152M (48%)	CAGR 132.8% \| Win 100% Sharpe 4.11 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 3M (1%)	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)
MACDhist neg	CAGR 2.7% \| Win 59% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.1 Vol 28% \| MDD -41.7% Months 85M (27%)	CAGR 8.1% \| Win 49% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.1 Vol 36% \| MDD -56.1% Months 77M (24%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 17.4% \| Win 61% Sharpe 0.72 \| Sortino 1.25 \| Calmar 0.6 Vol 28% \| MDD -30.5% Months 137M (43%)	CAGR 47.3% \| Win 52% Sharpe 1.40 \| Sortino 3.96 \| Calmar 1.8 Vol 31% \| MDD -26.8% Months 33M (10%)	CAGR 22.7% \| Win 59% Sharpe 0.86 \| Sortino 1.61 \| Calmar 0.5 Vol 28% \| MDD -44.4% Months 170M (54%)
RSIhist neg	CAGR -1.7% \| Win 56% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 29% \| MDD -50.5% Months 100M (32%)	CAGR -8.6% \| Win 51% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 38% \| MDD -56.1% Months 47M (15%)	CAGR -3.9% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 32% \| MDD -69.2% Months 147M (46%)
LWTI only	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -46.6% Months 237M (75%)	CAGR 11.3% \| Win 51% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 36% \| MDD -56.1% Months 80M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 22.0% \| Win 62% Sharpe 0.82 \| Sortino 1.42 \| Calmar 0.6 Vol 30% \| MDD -35.5% Months 170M (54%)	CAGR 0.9% \| Win 50% Sharpe 0.14 \| Sortino 0.29 \| Calmar 0.0 Vol 20% \| MDD -28.3% Months 26M (8%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR 42.0% \| Win 76% Sharpe 1.51 \| Sortino 3.96 \| Calmar 3.5 Vol 26% \| MDD -11.9% Months 17M (5%)	CAGR -10.2% \| Win 48% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 34% \| MDD -81.0% Months 104M (33%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
SLmean only	CAGR 23.7% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.7 Vol 29% \| MDD -35.5% Months 187M (59%)	CAGR -8.1% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.1 Vol 32% \| MDD -80.0% Months 130M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 20.0% \| Win 60% Sharpe 0.78 \| Sortino 1.39 \| Calmar 0.4 Vol 29% \| MDD -45.8% Months 189M (60%)	CAGR -5.2% \| Win 57% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.2 Vol 27% \| MDD -20.8% Months 7M (2%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -4.5% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 33% \| MDD -68.7% Months 104M (33%)	CAGR -2.7% \| Win 53% Sharpe 0.10 \| Sortino 0.25 \| Calmar -0.1 Vol 38% \| MDD -41.7% Months 17M (5%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
RSmean only	CAGR 10.7% \| Win 57% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 30% \| MDD -70.1% Months 293M (92%)	CAGR -3.4% \| Win 54% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.1 Vol 35% \| MDD -41.7% Months 24M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.1% \| Win 62% Sharpe 0.69 \| Sortino 1.13 \| Calmar 0.6 Vol 29% \| MDD -27.3% Months 146M (46%)	CAGR 24.5% \| Win 56% Sharpe 0.96 \| Sortino 2.50 \| Calmar 1.0 Vol 26% \| MDD -23.6% Months 50M (16%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -16.2% \| Win 49% Sharpe -0.48 \| Sortino -0.62 \| Calmar -0.2 Vol 28% \| MDD -71.2% Months 61M (19%)	CAGR 9.8% \| Win 55% Sharpe 0.43 \| Sortino 0.91 \| Calmar 0.2 Vol 38% \| MDD -49.9% Months 60M (19%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
MACD only	CAGR 6.1% \| Win 58% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 29% \| MDD -63.2% Months 207M (65%)	CAGR 16.2% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 33% \| MDD -47.2% Months 110M (35%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 61% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.5 Vol 28% \| MDD -36.2% Months 176M (56%)	CAGR 35.6% \| Win 55% Sharpe 1.16 \| Sortino 3.77 \| Calmar 3.0 Vol 30% \| MDD -12.0% Months 20M (6%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR -25.1% \| Win 46% Sharpe -1.07 \| Sortino -1.32 \| Calmar -0.5 Vol 24% \| MDD -50.9% Months 28M (9%)	CAGR 3.1% \| Win 54% Sharpe 0.26 \| Sortino 0.46 \| Calmar 0.1 Vol 36% \| MDD -62.7% Months 93M (29%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
RSI only	CAGR 10.2% \| Win 59% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.2 Vol 28% \| MDD -49.7% Months 204M (64%)	CAGR 8.3% \| Win 54% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.1 Vol 35% \| MDD -57.0% Months 113M (36%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.1% \| Win 61% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.4 Vol 29% \| MDD -35.5% Months 146M (46%)	CAGR 31.1% \| Win 58% Sharpe 1.13 \| Sortino 2.05 \| Calmar 1.2 Vol 27% \| MDD -25.9% Months 50M (16%)	CAGR 19.0% \| Win 60% Sharpe 0.75 \| Sortino 1.33 \| Calmar 0.5 Vol 28% \| MDD -39.1% Months 196M (62%)
MRmean neg	CAGR 0.7% \| Win 44% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 32% \| MDD -4.5% Months 9M (3%)	CAGR -4.6% \| Win 53% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 34% \| MDD -65.8% Months 112M (35%)	CAGR -4.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -69.3% Months 121M (38%)
MACDhist only	CAGR 14.2% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 29% \| MDD -41.7% Months 155M (49%)	CAGR 5.3% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -63.1% Months 162M (51%)