EXI - iShares Global Industrials ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

131.5%

Best CAGR

Total Months

13.2%

Avg CAGR

EXI 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 EXI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MACDhist	neg-pos	1	0.4	131.5	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	131.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSIhist	neg-pos	7	3.0	55.4	71.4	2.8	5.6	13.2	16.6	-4.2
pair	RSIhist	RSI	neg-pos	7	3.0	55.4	71.4	2.8	5.6	13.2	16.6	-4.2
pair	MRmean	MACDhist	neg-pos	5	2.1	51.8	60.0	1.4	2.2	4.0	35.1	-12.9
pair	MACDhist	MRmean	neg-pos	5	2.1	51.8	60.0	1.4	2.2	4.0	35.1	-12.9
pair	MACDhist	LWTI	pos-neg	4	1.7	48.5	50.0	1.4	11.1	7.2	31.4	-6.7
pair	LWTI	MACDhist	pos-neg	4	1.7	48.5	50.0	1.4	11.1	7.2	31.4	-6.7
pair	SLmean	RSI	pos-neg	11	4.7	48.0	72.7	2.4	5.6	9.9	17.4	-4.8
pair	RSI	SLmean	pos-neg	11	4.7	48.0	72.7	2.4	5.6	9.9	17.4	-4.8
pair	MRmean	SLmean	neg-pos	10	4.3	47.4	80.0	2.5	4.1	9.8	16.1	-4.8
pair	SLmean	MRmean	neg-pos	10	4.3	47.4	80.0	2.5	4.1	9.8	16.1	-4.8
pair	MACDhist	RSI	neg-pos	6	2.6	40.5	66.7	1.2	2.3	3.7	31.3	-11.0
pair	RSI	MACDhist	neg-pos	6	2.6	40.5	66.7	1.2	2.3	3.7	31.3	-11.0
pair	RSmean	RSI	neg-neg	1	0.4	39.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.4	39.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSmean	neg-neg	14	6.0	37.9	92.9	4.5	0.0	2211.5	7.3	-0.0
pair	RSmean	RSIhist	neg-neg	14	6.0	37.9	92.9	4.5	0.0	2211.5	7.3	-0.0
pair	SLmean	LWTI	pos-neg	19	8.1	36.4	57.9	1.7	6.3	7.5	19.8	-4.8
pair	LWTI	SLmean	pos-neg	19	8.1	36.4	57.9	1.7	6.3	7.5	19.8	-4.8
pair	SLmean	RSmean	neg-neg	14	6.0	36.3	85.7	4.1	12.0	33.2	7.8	-1.1
pair	RSmean	SLmean	neg-neg	14	6.0	36.3	85.7	4.1	12.0	33.2	7.8	-1.1
pair	RSmean	MRmean	neg-neg	15	6.4	33.8	86.7	3.8	11.3	30.9	7.8	-1.1
pair	MRmean	RSmean	neg-neg	15	6.4	33.8	86.7	3.8	11.3	30.9	7.8	-1.1
pair	RSI	LWTI	neg-pos	20	8.5	32.1	75.0	1.1	1.4	1.8	27.7	-17.9
pair	LWTI	RSI	neg-pos	20	8.5	32.1	75.0	1.1	1.4	1.8	27.7	-17.9
pair	MACD	RSmean	neg-neg	12	5.1	29.7	83.3	4.0	10.0	27.1	6.6	-1.1
pair	RSmean	MACD	neg-neg	12	5.1	29.7	83.3	4.0	10.0	27.1	6.6	-1.1
pair	SLmean	MACDhist	neg-pos	20	8.5	29.0	65.0	1.3	2.2	1.6	22.0	-18.6
pair	MACDhist	SLmean	neg-pos	20	8.5	29.0	65.0	1.3	2.2	1.6	22.0	-18.6
pair	RSI	MRmean	pos-neg	5	2.1	27.6	60.0	1.6	3.1	6.5	15.5	-4.2
pair	MRmean	RSI	pos-neg	5	2.1	27.6	60.0	1.6	3.1	6.5	15.5	-4.2
pair	LWTI	RSmean	neg-pos	19	8.1	27.4	73.7	2.5	7.2	8.5	9.8	-3.2
single	RSmean	RSmean	neg-neg	19	8.1	27.4	73.7	2.5	7.2	8.5	9.8	-3.2
pair	RSmean	LWTI	neg-pos	19	8.1	27.4	73.7	2.5	7.2	8.5	9.8	-3.2
pair	RSIhist	LWTI	pos-neg	18	7.7	27.2	55.6	1.3	3.1	2.6	20.4	-10.3
pair	LWTI	RSIhist	pos-neg	18	7.7	27.2	55.6	1.3	3.1	2.6	20.4	-10.3
pair	RSmean	RSI	neg-pos	18	7.7	26.7	72.2	2.4	7.0	8.3	10.1	-3.2
pair	RSI	RSmean	neg-pos	18	7.7	26.7	72.2	2.4	7.0	8.3	10.1	-3.2
pair	MRmean	LWTI	pos-neg	15	6.4	26.2	53.3	1.3	5.7	6.2	18.6	-4.2
pair	LWTI	MRmean	pos-neg	15	6.4	26.2	53.3	1.3	5.7	6.2	18.6	-4.2
pair	RSIhist	MACD	neg-pos	16	6.8	24.0	62.5	1.2	1.8	1.5	20.1	-16.2
pair	MACD	RSIhist	neg-pos	16	6.8	24.0	62.5	1.2	1.8	1.5	20.1	-16.2
pair	MACD	LWTI	pos-neg	19	8.1	24.0	57.9	1.0	2.0	1.6	23.5	-14.6
pair	LWTI	MACD	pos-neg	19	8.1	24.0	57.9	1.0	2.0	1.6	23.5	-14.6
pair	RSmean	MACD	neg-pos	7	3.0	23.5	57.1	1.5	6.5	7.3	14.4	-3.2
pair	MACD	RSmean	neg-pos	7	3.0	23.5	57.1	1.5	6.5	7.3	14.4	-3.2
pair	MACDhist	RSmean	neg-neg	18	7.7	23.2	72.2	2.4	6.2	7.2	9.1	-3.2
pair	RSmean	MACDhist	neg-neg	18	7.7	23.2	72.2	2.4	6.2	7.2	9.1	-3.2
pair	MACD	RSI	pos-neg	21	8.9	23.0	66.7	0.8	1.2	1.2	29.7	-19.0
pair	RSI	MACD	pos-neg	21	8.9	23.0	66.7	0.8	1.2	1.2	29.7	-19.0
pair	MRmean	LWTI	neg-pos	49	20.9	22.4	73.5	1.1	1.2	1.2	20.6	-17.9
pair	LWTI	MRmean	neg-pos	49	20.9	22.4	73.5	1.1	1.2	1.2	20.6	-17.9
pair	MACDhist	MACD	neg-pos	13	5.5	19.6	61.5	0.9	1.9	1.4	23.9	-14.4
pair	MACD	MACDhist	neg-pos	13	5.5	19.6	61.5	0.9	1.9	1.4	23.9	-14.4
pair	RSIhist	MRmean	neg-pos	4	1.7	19.4	50.0	0.7	1.2	2.4	27.9	-8.2
pair	MRmean	RSIhist	neg-pos	4	1.7	19.4	50.0	0.7	1.2	2.4	27.9	-8.2
pair	RSI	LWTI	pos-neg	12	5.1	17.2	50.0	0.8	1.9	1.7	21.9	-10.3
pair	LWTI	RSI	pos-neg	12	5.1	17.2	50.0	0.8	1.9	1.7	21.9	-10.3
pair	SLmean	LWTI	neg-pos	63	26.8	16.8	68.3	0.9	1.1	0.9	20.5	-18.6
pair	LWTI	SLmean	neg-pos	63	26.8	16.8	68.3	0.9	1.1	0.9	20.5	-18.6
pair	SLmean	MACD	neg-pos	50	21.3	15.0	66.0	0.7	1.1	0.8	23.3	-17.9
pair	MACD	SLmean	neg-pos	50	21.3	15.0	66.0	0.7	1.1	0.8	23.3	-17.9
pair	MACD	SLmean	pos-neg	21	8.9	14.8	66.7	0.8	1.2	0.9	20.4	-16.2
pair	SLmean	MACD	pos-neg	21	8.9	14.8	66.7	0.8	1.2	0.9	20.4	-16.2
single	RSI	RSI	neg-neg	44	18.7	13.8	63.6	0.6	0.8	0.3	31.0	-50.5
pair	RSI	MRmean	neg-pos	31	13.2	13.7	71.0	0.9	1.1	1.2	15.0	-11.2
pair	MRmean	RSI	neg-pos	31	13.2	13.7	71.0	0.9	1.1	1.2	15.0	-11.2
pair	RSmean	RSIhist	pos-pos	126	53.6	13.6	68.3	1.0	1.5	0.8	14.4	-16.2
pair	RSIhist	RSmean	pos-pos	126	53.6	13.6	68.3	1.0	1.5	0.8	14.4	-16.2
pair	MACDhist	RSIhist	pos-pos	103	43.8	13.6	69.9	1.0	1.5	0.8	14.4	-16.2
pair	RSIhist	MACDhist	pos-pos	103	43.8	13.6	69.9	1.0	1.5	0.8	14.4	-16.2
single	MACDhist	MACDhist	pos-pos	127	54.0	13.5	66.9	0.9	1.5	0.5	15.8	-26.0
pair	MACD	MRmean	neg-pos	38	16.2	13.4	63.2	0.6	0.9	0.5	25.4	-25.7
pair	MRmean	MACD	neg-pos	38	16.2	13.4	63.2	0.6	0.9	0.5	25.4	-25.7
pair	SLmean	RSIhist	pos-pos	127	54.0	13.3	66.9	1.0	1.5	0.7	14.1	-18.6
pair	RSI	RSmean	pos-neg	43	18.3	13.3	62.8	0.6	0.8	0.3	31.4	-50.5
pair	RSmean	RSI	pos-neg	43	18.3	13.3	62.8	0.6	0.8	0.3	31.4	-50.5
pair	RSIhist	SLmean	pos-pos	127	54.0	13.3	66.9	1.0	1.5	0.7	14.1	-18.6
single	RSIhist	RSIhist	pos-pos	131	55.7	13.2	66.4	0.9	1.5	0.7	14.4	-18.6
pair	MRmean	RSIhist	pos-pos	127	54.0	13.0	66.9	0.9	1.5	0.7	14.0	-18.6
pair	RSIhist	MRmean	pos-pos	127	54.0	13.0	66.9	0.9	1.5	0.7	14.0	-18.6
pair	MACDhist	RSIhist	pos-neg	24	10.2	13.0	54.2	0.7	1.3	0.6	21.2	-20.6
pair	RSIhist	MACDhist	pos-neg	24	10.2	13.0	54.2	0.7	1.3	0.6	21.2	-20.6
single	MRmean	MRmean	neg-neg	70	29.8	12.9	67.1	0.6	0.8	0.2	26.1	-50.5
pair	RSmean	MACDhist	pos-pos	126	53.6	12.8	66.7	0.8	1.4	0.5	15.8	-26.0
pair	MACDhist	MACD	pos-pos	114	48.5	12.8	67.5	0.9	1.4	0.5	14.8	-26.0
pair	MACD	MACDhist	pos-pos	114	48.5	12.8	67.5	0.9	1.4	0.5	14.8	-26.0
pair	MACDhist	RSmean	pos-pos	126	53.6	12.8	66.7	0.8	1.4	0.5	15.8	-26.0
pair	LWTI	MACDhist	pos-pos	123	52.3	12.5	67.5	0.8	1.3	0.5	15.2	-26.0
pair	MRmean	RSIhist	neg-neg	66	28.1	12.5	68.2	0.6	0.7	0.2	26.3	-50.5
pair	MACDhist	LWTI	pos-pos	123	52.3	12.5	67.5	0.8	1.3	0.5	15.2	-26.0
pair	RSIhist	MRmean	neg-neg	66	28.1	12.5	68.2	0.6	0.7	0.2	26.3	-50.5
pair	RSI	MACDhist	pos-pos	121	51.5	12.3	66.9	0.9	1.4	0.6	14.8	-19.9
pair	MACDhist	RSI	pos-pos	121	51.5	12.3	66.9	0.9	1.4	0.6	14.8	-19.9
pair	MRmean	RSI	neg-neg	39	16.6	12.2	64.1	0.5	0.8	0.2	32.6	-50.5
pair	MACD	MRmean	neg-neg	32	13.6	12.2	71.9	0.6	0.6	0.2	27.4	-50.5
pair	RSI	MRmean	neg-neg	39	16.6	12.2	64.1	0.5	0.8	0.2	32.6	-50.5
pair	MRmean	MACD	neg-neg	32	13.6	12.2	71.9	0.6	0.6	0.2	27.4	-50.5
pair	MACD	LWTI	neg-pos	34	14.5	12.1	70.6	0.7	1.0	0.7	17.7	-17.6
pair	MRmean	MACDhist	pos-pos	122	51.9	12.1	67.2	0.8	1.4	0.6	14.7	-19.9
pair	MACDhist	MRmean	pos-pos	122	51.9	12.1	67.2	0.8	1.4	0.6	14.7	-19.9
pair	LWTI	MACD	neg-pos	34	14.5	12.1	70.6	0.7	1.0	0.7	17.7	-17.6
pair	RSIhist	MACD	pos-pos	115	48.9	11.7	67.0	0.9	1.4	0.6	13.5	-21.2
pair	MACD	RSIhist	pos-pos	115	48.9	11.7	67.0	0.9	1.4	0.6	13.5	-21.2
pair	RSIhist	MACDhist	neg-pos	28	11.9	11.7	53.6	0.8	1.4	1.1	14.4	-10.8
pair	MACDhist	RSIhist	neg-pos	28	11.9	11.7	53.6	0.8	1.4	1.1	14.4	-10.8
pair	RSI	RSIhist	pos-pos	124	52.8	11.2	66.1	0.8	1.3	0.6	14.1	-18.6
pair	RSIhist	RSI	pos-pos	124	52.8	11.2	66.1	0.8	1.3	0.6	14.1	-18.6
pair	RSIhist	LWTI	pos-pos	113	48.1	11.1	68.1	0.9	1.2	0.6	13.2	-18.8
pair	LWTI	RSIhist	pos-pos	113	48.1	11.1	68.1	0.9	1.2	0.6	13.2	-18.8
pair	MACDhist	SLmean	pos-pos	107	45.5	10.8	67.3	0.8	1.3	0.5	14.4	-21.0
pair	SLmean	MACDhist	pos-pos	107	45.5	10.8	67.3	0.8	1.3	0.5	14.4	-21.0
single	MACD	MACD	pos-pos	184	78.3	10.4	63.6	0.7	1.0	0.4	16.7	-27.0
pair	MRmean	MACDhist	neg-neg	65	27.7	10.3	67.7	0.5	0.6	0.2	25.5	-50.5
pair	MACDhist	MRmean	neg-neg	65	27.7	10.3	67.7	0.5	0.6	0.2	25.5	-50.5
pair	RSI	SLmean	neg-pos	47	20.0	10.1	66.0	0.7	1.0	0.4	16.4	-25.7
pair	SLmean	RSI	neg-pos	47	20.0	10.1	66.0	0.7	1.0	0.4	16.4	-25.7
pair	MACDhist	RSI	neg-neg	38	16.2	10.1	63.2	0.5	0.6	0.2	31.3	-50.5
pair	RSI	MACDhist	neg-neg	38	16.2	10.1	63.2	0.5	0.6	0.2	31.3	-50.5
pair	MACD	RSmean	pos-pos	177	75.3	9.9	63.8	0.7	0.9	0.3	16.8	-29.6
pair	RSmean	MACD	pos-pos	177	75.3	9.9	63.8	0.7	0.9	0.3	16.8	-29.6
pair	MACD	MRmean	pos-pos	146	62.1	9.7	63.7	0.8	1.2	0.3	13.7	-28.8
pair	MRmean	MACD	pos-pos	146	62.1	9.7	63.7	0.8	1.2	0.3	13.7	-28.8
pair	SLmean	RSmean	pos-pos	150	63.8	9.7	64.0	0.7	1.1	0.5	14.6	-19.2
pair	RSmean	SLmean	pos-pos	150	63.8	9.7	64.0	0.7	1.1	0.5	14.6	-19.2
single	SLmean	SLmean	pos-pos	155	66.0	9.6	63.2	0.7	1.1	0.4	14.6	-21.8
single	LWTI	LWTI	pos-pos	199	84.7	9.5	65.3	0.7	0.9	0.3	16.1	-27.0
pair	SLmean	RSIhist	neg-pos	4	1.7	9.5	50.0	0.5	0.7	1.2	25.5	-8.2
pair	RSIhist	SLmean	neg-pos	4	1.7	9.5	50.0	0.5	0.7	1.2	25.5	-8.2
pair	MACD	LWTI	pos-pos	165	70.2	9.0	64.2	0.6	0.8	0.3	15.8	-27.0
pair	LWTI	MACD	pos-pos	165	70.2	9.0	64.2	0.6	0.8	0.3	15.8	-27.0
pair	RSI	MACD	pos-pos	163	69.4	8.9	63.2	0.7	1.0	0.4	14.3	-22.7
pair	MACD	RSI	pos-pos	163	69.4	8.9	63.2	0.7	1.0	0.4	14.3	-22.7
pair	benchmark___benchmark_		benchmark-benchmark	235	100.0	8.9	63.4	0.6	0.7	0.1	18.8	-59.2
pair		benchmark___benchmark_	benchmark-benchmark	235	100.0	8.9	63.4	0.6	0.7	0.1	18.8	-59.2
pair	SLmean	MACD	pos-pos	134	57.0	8.8	62.7	0.7	1.1	0.4	13.5	-24.4
pair	MACD	SLmean	pos-pos	134	57.0	8.8	62.7	0.7	1.1	0.4	13.5	-24.4
pair	RSIhist	MACD	pos-neg	69	29.4	8.3	58.0	0.5	0.7	0.3	21.1	-26.4
pair	MACD	RSIhist	pos-neg	69	29.4	8.3	58.0	0.5	0.7	0.3	21.1	-26.4
pair	MRmean	SLmean	neg-neg	60	25.5	7.9	65.0	0.4	0.5	0.2	27.4	-50.5
pair	SLmean	MRmean	neg-neg	60	25.5	7.9	65.0	0.4	0.5	0.2	27.4	-50.5
single	RSI	RSI	pos-pos	191	81.3	7.8	63.4	0.6	0.9	0.3	14.7	-29.3
pair	RSmean	LWTI	pos-pos	180	76.6	7.8	64.4	0.5	0.7	0.3	16.6	-29.6
pair	LWTI	RSmean	pos-pos	180	76.6	7.8	64.4	0.5	0.7	0.3	16.6	-29.6
pair	RSmean	MRmean	neg-pos	55	23.4	7.7	61.8	0.4	0.6	0.1	29.2	-50.5
pair	MRmean	RSmean	neg-pos	55	23.4	7.7	61.8	0.4	0.6	0.1	29.2	-50.5
single	SLmean	SLmean	neg-neg	80	34.0	7.7	63.8	0.4	0.6	0.1	25.2	-53.4
pair	RSIhist	SLmean	neg-neg	76	32.3	7.6	64.5	0.4	0.5	0.1	25.3	-53.4
pair	SLmean	RSIhist	neg-neg	76	32.3	7.6	64.5	0.4	0.5	0.1	25.3	-53.4
pair	LWTI	RSIhist	neg-pos	86	36.6	7.5	61.6	0.5	0.6	0.3	19.3	-24.2
pair	RSIhist	LWTI	neg-pos	86	36.6	7.5	61.6	0.5	0.6	0.3	19.3	-24.2
pair	SLmean	MRmean	pos-pos	145	61.7	7.4	62.1	0.6	0.8	0.3	14.3	-25.3
pair	MRmean	SLmean	pos-pos	145	61.7	7.4	62.1	0.6	0.8	0.3	14.3	-25.3
single	RSmean	RSmean	pos-pos	216	91.9	7.4	62.5	0.5	0.6	0.1	19.4	-59.2
single	MRmean	MRmean	pos-pos	165	70.2	7.3	61.8	0.6	0.8	0.3	14.7	-26.5
pair	RSI	RSIhist	neg-neg	37	15.7	7.3	62.2	0.4	0.6	0.1	33.0	-50.5
pair	RSIhist	RSI	neg-neg	37	15.7	7.3	62.2	0.4	0.6	0.1	33.0	-50.5
pair	MRmean	RSmean	pos-pos	161	68.5	7.3	62.7	0.6	0.8	0.3	14.7	-24.4
pair	RSmean	MRmean	pos-pos	161	68.5	7.3	62.7	0.6	0.8	0.3	14.7	-24.4
pair	RSI	LWTI	pos-pos	179	76.2	7.2	64.2	0.6	0.8	0.3	14.2	-26.1
pair	LWTI	RSI	pos-pos	179	76.2	7.2	64.2	0.6	0.8	0.3	14.2	-26.1
pair	SLmean	RSI	pos-pos	144	61.3	7.1	62.5	0.6	0.8	0.3	14.2	-21.8
pair	RSI	SLmean	pos-pos	144	61.3	7.1	62.5	0.6	0.8	0.3	14.2	-21.8
pair	SLmean	MACDhist	pos-neg	48	20.4	7.0	54.2	0.5	0.7	0.5	15.0	-15.7
pair	MACDhist	SLmean	pos-neg	48	20.4	7.0	54.2	0.5	0.7	0.5	15.0	-15.7
pair	SLmean	MRmean	pos-neg	20	8.5	6.8	60.0	0.5	0.8	0.3	17.6	-19.8
pair	MRmean	SLmean	pos-neg	20	8.5	6.8	60.0	0.5	0.8	0.3	17.6	-19.8
pair	MACDhist	MACD	pos-neg	70	29.8	6.7	57.1	0.4	0.6	0.3	19.5	-24.5
pair	MACD	MACDhist	pos-neg	70	29.8	6.7	57.1	0.4	0.6	0.3	19.5	-24.5
pair	MRmean	RSI	pos-pos	160	68.1	6.7	61.9	0.5	0.8	0.2	14.7	-30.5
pair	RSI	MRmean	pos-pos	160	68.1	6.7	61.9	0.5	0.8	0.2	14.7	-30.5
pair	LWTI	SLmean	pos-pos	136	57.9	6.3	64.0	0.5	0.7	0.3	13.5	-21.8
pair	SLmean	LWTI	pos-pos	136	57.9	6.3	64.0	0.5	0.7	0.3	13.5	-21.8
pair	MACD	RSI	neg-neg	23	9.8	6.1	60.9	0.3	0.4	0.1	32.8	-50.5
pair	RSI	MACD	neg-neg	23	9.8	6.1	60.9	0.3	0.4	0.1	32.8	-50.5
pair	RSI	RSmean	pos-pos	173	73.6	6.0	62.4	0.5	0.7	0.2	15.0	-29.3
pair	RSmean	RSI	pos-pos	173	73.6	6.0	62.4	0.5	0.7	0.2	15.0	-29.3
pair	MRmean	RSmean	pos-neg	4	1.7	5.8	25.0	0.4	1.9	1.8	15.7	-3.2
pair	RSmean	MRmean	pos-neg	4	1.7	5.8	25.0	0.4	1.9	1.8	15.7	-3.2
single	LWTI	LWTI	neg-neg	36	15.3	5.8	52.8	0.3	0.5	0.1	30.0	-50.1
pair	RSmean	LWTI	pos-neg	36	15.3	5.8	52.8	0.3	0.5	0.1	30.0	-50.1
pair	LWTI	RSmean	pos-neg	36	15.3	5.8	52.8	0.3	0.5	0.1	30.0	-50.1
pair	MRmean	LWTI	pos-pos	150	63.8	5.6	62.7	0.5	0.6	0.2	14.2	-26.7
pair	LWTI	MRmean	pos-pos	150	63.8	5.6	62.7	0.5	0.6	0.2	14.2	-26.7
pair	RSmean	SLmean	pos-neg	5	2.1	5.3	40.0	0.4	1.7	1.1	13.6	-5.0
pair	SLmean	RSmean	pos-neg	5	2.1	5.3	40.0	0.4	1.7	1.1	13.6	-5.0
pair	LWTI	MACDhist	neg-pos	76	32.3	4.9	61.8	0.4	0.4	0.3	17.4	-18.0
pair	MACDhist	LWTI	neg-pos	76	32.3	4.9	61.8	0.4	0.4	0.3	17.4	-18.0
pair	SLmean	RSI	neg-neg	33	14.0	4.3	60.6	0.3	0.4	0.1	34.3	-50.5
pair	RSI	SLmean	neg-neg	33	14.0	4.3	60.6	0.3	0.4	0.1	34.3	-50.5
single	MACDhist	MACDhist	neg-neg	108	46.0	3.8	59.3	0.3	0.3	0.1	21.8	-59.2
single	RSIhist	RSIhist	neg-neg	104	44.3	3.8	59.6	0.3	0.4	0.1	23.2	-59.2
single	MACD	MACD	neg-neg	51	21.7	3.6	62.7	0.3	0.3	0.1	25.2	-59.2
pair	RSmean	SLmean	neg-pos	66	28.1	2.4	59.1	0.2	0.3	0.1	27.4	-52.1
pair	SLmean	RSmean	neg-pos	66	28.1	2.4	59.1	0.2	0.3	0.1	27.4	-52.1
pair	RSmean	RSIhist	neg-pos	5	2.1	1.9	20.0	0.2	0.9	0.4	13.8	-5.0
pair	RSIhist	RSmean	neg-pos	5	2.1	1.9	20.0	0.2	0.9	0.4	13.8	-5.0
pair	RSIhist	RSI	pos-neg	67	28.5	1.9	58.2	0.2	0.3	0.0	15.7	-42.9
pair	RSI	RSIhist	pos-neg	67	28.5	1.9	58.2	0.2	0.3	0.0	15.7	-42.9
pair	MACD	RSI	neg-pos	28	11.9	1.7	64.3	0.2	0.2	0.1	17.2	-26.1
pair	RSI	MACD	neg-pos	28	11.9	1.7	64.3	0.2	0.2	0.1	17.2	-26.1
pair	SLmean	MACDhist	neg-neg	60	25.5	1.4	63.3	0.2	0.2	0.0	26.1	-53.4
pair	MACDhist	SLmean	neg-neg	60	25.5	1.4	63.3	0.2	0.2	0.0	26.1	-53.4
pair	MACDhist	LWTI	neg-neg	32	13.6	1.4	53.1	0.2	0.3	0.0	30.2	-50.1
pair	LWTI	MACDhist	neg-neg	32	13.6	1.4	53.1	0.2	0.3	0.0	30.2	-50.1
pair	RSIhist	MACDhist	neg-neg	80	34.0	1.2	61.2	0.2	0.2	0.0	23.9	-59.2
pair	MACDhist	RSIhist	neg-neg	80	34.0	1.2	61.2	0.2	0.2	0.0	23.9	-59.2
pair	RSI	LWTI	neg-neg	24	10.2	0.6	54.2	0.2	0.3	0.0	33.7	-50.1
pair	LWTI	RSI	neg-neg	24	10.2	0.6	54.2	0.2	0.3	0.0	33.7	-50.1
pair	RSI	MACDhist	pos-neg	70	29.8	0.6	57.1	0.1	0.1	0.0	14.4	-32.2
pair	MACDhist	RSI	pos-neg	70	29.8	0.6	57.1	0.1	0.1	0.0	14.4	-32.2
pair	RSmean	MACDhist	pos-neg	90	38.3	0.3	56.7	0.1	0.2	0.0	23.5	-59.2
pair	MACDhist	RSmean	pos-neg	90	38.3	0.3	56.7	0.1	0.2	0.0	23.5	-59.2
pair	RSmean	RSIhist	pos-neg	90	38.3	-0.7	54.4	0.1	0.1	-0.0	24.6	-59.2
pair	RSIhist	RSmean	pos-neg	90	38.3	-0.7	54.4	0.1	0.1	-0.0	24.6	-59.2
pair	MACD	MACDhist	neg-neg	38	16.2	-1.3	63.2	0.1	0.1	-0.0	25.7	-59.2
pair	MACDhist	MACD	neg-neg	38	16.2	-1.3	63.2	0.1	0.1	-0.0	25.7	-59.2
pair	RSmean	MACD	pos-neg	39	16.6	-3.3	56.4	0.0	0.0	-0.1	28.4	-59.2
pair	MACD	RSmean	pos-neg	39	16.6	-3.3	56.4	0.0	0.0	-0.1	28.4	-59.2
pair	SLmean	MACD	neg-neg	30	12.8	-3.5	60.0	0.0	0.0	-0.1	28.2	-53.4
pair	MACD	SLmean	neg-neg	30	12.8	-3.5	60.0	0.0	0.0	-0.1	28.2	-53.4
pair	MACD	RSIhist	neg-neg	35	14.9	-4.5	62.9	-0.0	-0.0	-0.1	27.1	-59.2
pair	RSIhist	MACD	neg-neg	35	14.9	-4.5	62.9	-0.0	-0.0	-0.1	27.1	-59.2
pair	MRmean	MACDhist	pos-neg	43	18.3	-5.3	46.5	-0.3	-0.4	-0.2	14.1	-30.7
pair	MACDhist	MRmean	pos-neg	43	18.3	-5.3	46.5	-0.3	-0.4	-0.2	14.1	-30.7
pair	RSIhist	SLmean	pos-neg	28	11.9	-5.7	46.4	-0.3	-0.4	-0.2	16.1	-29.3
pair	SLmean	RSIhist	pos-neg	28	11.9	-5.7	46.4	-0.3	-0.4	-0.2	16.1	-29.3
pair	LWTI	MRmean	neg-neg	21	8.9	-6.7	52.4	-0.0	-0.0	-0.1	36.2	-50.1
pair	MRmean	LWTI	neg-neg	21	8.9	-6.7	52.4	-0.0	-0.0	-0.1	36.2	-50.1
pair	MACD	MRmean	pos-neg	19	8.1	-9.3	47.4	-0.4	-0.6	-0.4	20.9	-24.4
pair	MRmean	MACD	pos-neg	19	8.1	-9.3	47.4	-0.4	-0.6	-0.4	20.9	-24.4
pair	RSIhist	MRmean	pos-neg	38	16.2	-9.7	44.7	-0.6	-0.8	-0.2	16.1	-44.7
pair	MRmean	RSIhist	pos-neg	38	16.2	-9.7	44.7	-0.6	-0.8	-0.2	16.1	-44.7
pair	LWTI	MACD	neg-neg	17	7.2	-11.4	47.1	-0.2	-0.2	-0.2	36.2	-50.1
pair	MACD	LWTI	neg-neg	17	7.2	-11.4	47.1	-0.2	-0.2	-0.2	36.2	-50.1
pair	LWTI	RSIhist	neg-neg	18	7.7	-12.0	50.0	-0.2	-0.2	-0.2	37.3	-50.1
pair	RSIhist	LWTI	neg-neg	18	7.7	-12.0	50.0	-0.2	-0.2	-0.2	37.3	-50.1
pair	LWTI	SLmean	neg-neg	17	7.2	-20.4	47.1	-0.4	-0.7	-0.4	37.7	-50.1
pair	SLmean	LWTI	neg-neg	17	7.2	-20.4	47.1	-0.4	-0.7	-0.4	37.7	-50.1

All Contingency Tables for EXI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.4% \| Win 62% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.3 Vol 14% \| MDD -25.3% Months 145M (62%)	CAGR 6.8% \| Win 60% Sharpe 0.46 \| Sortino 0.83 \| Calmar 0.3 Vol 18% \| MDD -19.8% Months 20M (8%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 47.4% \| Win 80% Sharpe 2.53 \| Sortino 4.13 \| Calmar 9.8 Vol 16% \| MDD -4.8% Months 10M (4%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.54 \| Calmar 0.2 Vol 27% \| MDD -50.5% Months 60M (26%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
SLmean only	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 15% \| MDD -24.4% Months 161M (68%)	CAGR 5.8% \| Win 25% Sharpe 0.42 \| Sortino 1.94 \| Calmar 1.8 Vol 16% \| MDD -3.2% Months 4M (2%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 7.7% \| Win 62% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -50.5% Months 55M (23%)	CAGR 33.8% \| Win 87% Sharpe 3.82 \| Sortino 11.27 \| Calmar 30.9 Vol 8% \| MDD -1.1% Months 15M (6%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
RSmean only	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 64% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.3 Vol 14% \| MDD -28.8% Months 146M (62%)	CAGR -9.3% \| Win 47% Sharpe -0.36 \| Sortino -0.64 \| Calmar -0.4 Vol 21% \| MDD -24.4% Months 19M (8%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 13.4% \| Win 63% Sharpe 0.62 \| Sortino 0.95 \| Calmar 0.5 Vol 25% \| MDD -25.7% Months 38M (16%)	CAGR 12.2% \| Win 72% Sharpe 0.56 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -50.5% Months 32M (14%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
MACD only	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 62% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 15% \| MDD -30.5% Months 160M (68%)	CAGR 27.6% \| Win 60% Sharpe 1.65 \| Sortino 3.12 \| Calmar 6.5 Vol 16% \| MDD -4.2% Months 5M (2%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 13.7% \| Win 71% Sharpe 0.93 \| Sortino 1.15 \| Calmar 1.2 Vol 15% \| MDD -11.2% Months 31M (13%)	CAGR 12.2% \| Win 64% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 33% \| MDD -50.5% Months 39M (17%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
RSI only	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 67% Sharpe 0.85 \| Sortino 1.43 \| Calmar 0.6 Vol 15% \| MDD -19.9% Months 122M (52%)	CAGR -5.3% \| Win 46% Sharpe -0.31 \| Sortino -0.39 \| Calmar -0.2 Vol 14% \| MDD -30.7% Months 43M (18%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 51.8% \| Win 60% Sharpe 1.35 \| Sortino 2.19 \| Calmar 4.0 Vol 35% \| MDD -12.9% Months 5M (2%)	CAGR 10.3% \| Win 68% Sharpe 0.52 \| Sortino 0.62 \| Calmar 0.2 Vol 26% \| MDD -50.5% Months 65M (28%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.0% \| Win 67% Sharpe 0.95 \| Sortino 1.49 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 127M (54%)	CAGR -9.7% \| Win 45% Sharpe -0.55 \| Sortino -0.78 \| Calmar -0.2 Vol 16% \| MDD -44.7% Months 38M (16%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 19.4% \| Win 50% Sharpe 0.74 \| Sortino 1.20 \| Calmar 2.4 Vol 28% \| MDD -8.2% Months 4M (2%)	CAGR 12.5% \| Win 68% Sharpe 0.58 \| Sortino 0.72 \| Calmar 0.2 Vol 26% \| MDD -50.5% Months 66M (28%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 63% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 14% \| MDD -26.7% Months 150M (64%)	CAGR 26.2% \| Win 53% Sharpe 1.34 \| Sortino 5.71 \| Calmar 6.2 Vol 19% \| MDD -4.2% Months 15M (6%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 22.4% \| Win 74% Sharpe 1.10 \| Sortino 1.22 \| Calmar 1.3 Vol 21% \| MDD -17.9% Months 49M (21%)	CAGR -6.7% \| Win 52% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 36% \| MDD -50.1% Months 21M (9%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.7% \| Win 64% Sharpe 0.71 \| Sortino 1.06 \| Calmar 0.5 Vol 15% \| MDD -19.2% Months 150M (64%)	CAGR 5.3% \| Win 40% Sharpe 0.43 \| Sortino 1.74 \| Calmar 1.1 Vol 14% \| MDD -5.0% Months 5M (2%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 2.4% \| Win 59% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 27% \| MDD -52.1% Months 66M (28%)	CAGR 36.3% \| Win 86% Sharpe 4.07 \| Sortino 11.99 \| Calmar 33.2 Vol 8% \| MDD -1.1% Months 14M (6%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
RSmean only	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.8% \| Win 63% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.4% Months 134M (57%)	CAGR 14.8% \| Win 67% Sharpe 0.78 \| Sortino 1.19 \| Calmar 0.9 Vol 20% \| MDD -16.2% Months 21M (9%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 15.0% \| Win 66% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.8 Vol 23% \| MDD -17.9% Months 50M (21%)	CAGR -3.5% \| Win 60% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 28% \| MDD -53.4% Months 30M (13%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
MACD only	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 7.1% \| Win 62% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 14% \| MDD -21.8% Months 144M (61%)	CAGR 48.0% \| Win 73% Sharpe 2.37 \| Sortino 5.57 \| Calmar 9.9 Vol 17% \| MDD -4.8% Months 11M (5%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 10.1% \| Win 66% Sharpe 0.67 \| Sortino 1.03 \| Calmar 0.4 Vol 16% \| MDD -25.7% Months 47M (20%)	CAGR 4.3% \| Win 61% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 34% \| MDD -50.5% Months 33M (14%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
RSI only	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 67% Sharpe 0.78 \| Sortino 1.30 \| Calmar 0.5 Vol 14% \| MDD -21.0% Months 107M (46%)	CAGR 7.0% \| Win 54% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.4 Vol 15% \| MDD -15.7% Months 48M (20%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 29.0% \| Win 65% Sharpe 1.27 \| Sortino 2.16 \| Calmar 1.6 Vol 22% \| MDD -18.6% Months 20M (8%)	CAGR 1.4% \| Win 63% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -53.4% Months 60M (26%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.3% \| Win 67% Sharpe 0.96 \| Sortino 1.52 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 127M (54%)	CAGR -5.7% \| Win 46% Sharpe -0.28 \| Sortino -0.39 \| Calmar -0.2 Vol 16% \| MDD -29.3% Months 28M (12%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 9.5% \| Win 50% Sharpe 0.45 \| Sortino 0.67 \| Calmar 1.2 Vol 26% \| MDD -8.2% Months 4M (2%)	CAGR 7.6% \| Win 64% Sharpe 0.42 \| Sortino 0.54 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 76M (32%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 64% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.3 Vol 14% \| MDD -21.8% Months 136M (58%)	CAGR 36.4% \| Win 58% Sharpe 1.68 \| Sortino 6.33 \| Calmar 7.5 Vol 20% \| MDD -4.8% Months 19M (8%)	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)
SLmean neg	CAGR 16.8% \| Win 68% Sharpe 0.86 \| Sortino 1.15 \| Calmar 0.9 Vol 20% \| MDD -18.6% Months 63M (27%)	CAGR -20.4% \| Win 47% Sharpe -0.41 \| Sortino -0.69 \| Calmar -0.4 Vol 38% \| MDD -50.1% Months 17M (7%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.9% \| Win 64% Sharpe 0.65 \| Sortino 0.92 \| Calmar 0.3 Vol 17% \| MDD -29.6% Months 177M (75%)	CAGR -3.3% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 28% \| MDD -59.2% Months 39M (17%)	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)
RSmean neg	CAGR 23.5% \| Win 57% Sharpe 1.54 \| Sortino 6.54 \| Calmar 7.3 Vol 14% \| MDD -3.2% Months 7M (3%)	CAGR 29.7% \| Win 83% Sharpe 3.99 \| Sortino 10.03 \| Calmar 27.1 Vol 7% \| MDD -1.1% Months 12M (5%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)
MACD only	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.0% \| Win 62% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.2 Vol 15% \| MDD -29.3% Months 173M (74%)	CAGR 13.3% \| Win 63% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 43M (18%)	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)
RSmean neg	CAGR 26.7% \| Win 72% Sharpe 2.42 \| Sortino 7.03 \| Calmar 8.3 Vol 10% \| MDD -3.2% Months 18M (8%)	CAGR 39.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)
RSI only	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 12.8% \| Win 67% Sharpe 0.84 \| Sortino 1.42 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 126M (54%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 24% \| MDD -59.2% Months 90M (38%)	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)
RSmean neg	CAGR 131.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 23.2% \| Win 72% Sharpe 2.37 \| Sortino 6.17 \| Calmar 7.2 Vol 9% \| MDD -3.2% Months 18M (8%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 13.6% \| Win 68% Sharpe 0.96 \| Sortino 1.50 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 126M (54%)	CAGR -0.7% \| Win 54% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 25% \| MDD -59.2% Months 90M (38%)	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)
RSmean neg	CAGR 1.9% \| Win 20% Sharpe 0.19 \| Sortino 0.90 \| Calmar 0.4 Vol 14% \| MDD -5.0% Months 5M (2%)	CAGR 37.9% \| Win 93% Sharpe 4.51 \| Sortino 0.00 \| Calmar 2211.5 Vol 7% \| MDD -0.0% Months 14M (6%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 64% Sharpe 0.54 \| Sortino 0.73 \| Calmar 0.3 Vol 17% \| MDD -29.6% Months 180M (77%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)
RSmean neg	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)	-	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.9% \| Win 63% Sharpe 0.67 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.7% Months 163M (69%)	CAGR 23.0% \| Win 67% Sharpe 0.85 \| Sortino 1.25 \| Calmar 1.2 Vol 30% \| MDD -19.0% Months 21M (9%)	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)
MACD neg	CAGR 1.7% \| Win 64% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 17% \| MDD -26.1% Months 28M (12%)	CAGR 6.1% \| Win 61% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 33% \| MDD -50.5% Months 23M (10%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)
RSI only	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 12.8% \| Win 68% Sharpe 0.89 \| Sortino 1.44 \| Calmar 0.5 Vol 15% \| MDD -26.0% Months 114M (48%)	CAGR 6.7% \| Win 57% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.3 Vol 20% \| MDD -24.5% Months 70M (30%)	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)
MACD neg	CAGR 19.6% \| Win 62% Sharpe 0.86 \| Sortino 1.92 \| Calmar 1.4 Vol 24% \| MDD -14.4% Months 13M (6%)	CAGR -1.3% \| Win 63% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.0 Vol 26% \| MDD -59.2% Months 38M (16%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.7% \| Win 67% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.6 Vol 14% \| MDD -21.2% Months 115M (49%)	CAGR 8.3% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.3 Vol 21% \| MDD -26.4% Months 69M (29%)	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)
MACD neg	CAGR 24.0% \| Win 62% Sharpe 1.17 \| Sortino 1.84 \| Calmar 1.5 Vol 20% \| MDD -16.2% Months 16M (7%)	CAGR -4.5% \| Win 63% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 27% \| MDD -59.2% Months 35M (15%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.0% \| Win 64% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -27.0% Months 165M (70%)	CAGR 24.0% \| Win 58% Sharpe 1.03 \| Sortino 2.05 \| Calmar 1.6 Vol 24% \| MDD -14.6% Months 19M (8%)	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)
MACD neg	CAGR 12.1% \| Win 71% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.7 Vol 18% \| MDD -17.6% Months 34M (14%)	CAGR -11.4% \| Win 47% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.2 Vol 36% \| MDD -50.1% Months 17M (7%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.3% \| Win 67% Sharpe 0.86 \| Sortino 1.44 \| Calmar 0.6 Vol 15% \| MDD -19.9% Months 121M (52%)	CAGR 0.6% \| Win 57% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 14% \| MDD -32.2% Months 70M (30%)	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)
RSI neg	CAGR 40.5% \| Win 67% Sharpe 1.23 \| Sortino 2.33 \| Calmar 3.7 Vol 31% \| MDD -11.0% Months 6M (3%)	CAGR 10.1% \| Win 63% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.2 Vol 31% \| MDD -50.5% Months 38M (16%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.2% \| Win 66% Sharpe 0.82 \| Sortino 1.26 \| Calmar 0.6 Vol 14% \| MDD -18.6% Months 124M (53%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 16% \| MDD -42.9% Months 67M (28%)	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)
RSI neg	CAGR 55.4% \| Win 71% Sharpe 2.77 \| Sortino 5.61 \| Calmar 13.1 Vol 17% \| MDD -4.2% Months 7M (3%)	CAGR 7.3% \| Win 62% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 33% \| MDD -50.5% Months 37M (16%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.2% \| Win 64% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.3 Vol 14% \| MDD -26.1% Months 179M (76%)	CAGR 17.2% \| Win 50% Sharpe 0.82 \| Sortino 1.94 \| Calmar 1.7 Vol 22% \| MDD -10.3% Months 12M (5%)	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)
RSI neg	CAGR 32.1% \| Win 75% Sharpe 1.15 \| Sortino 1.35 \| Calmar 1.8 Vol 28% \| MDD -17.9% Months 20M (8%)	CAGR 0.6% \| Win 54% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -50.1% Months 24M (10%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.6% \| Win 70% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 103M (44%)	CAGR 13.0% \| Win 54% Sharpe 0.68 \| Sortino 1.31 \| Calmar 0.6 Vol 21% \| MDD -20.6% Months 24M (10%)	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)
MACDhist neg	CAGR 11.7% \| Win 54% Sharpe 0.84 \| Sortino 1.39 \| Calmar 1.1 Vol 14% \| MDD -10.8% Months 28M (12%)	CAGR 1.2% \| Win 61% Sharpe 0.17 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -59.2% Months 80M (34%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)
RSIhist only	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.5% \| Win 68% Sharpe 0.85 \| Sortino 1.34 \| Calmar 0.5 Vol 15% \| MDD -26.0% Months 123M (52%)	CAGR 48.5% \| Win 50% Sharpe 1.39 \| Sortino 11.10 \| Calmar 7.2 Vol 31% \| MDD -6.7% Months 4M (2%)	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)
MACDhist neg	CAGR 4.9% \| Win 62% Sharpe 0.36 \| Sortino 0.42 \| Calmar 0.3 Vol 17% \| MDD -18.0% Months 76M (32%)	CAGR 1.4% \| Win 53% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.0 Vol 30% \| MDD -50.1% Months 32M (14%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.1% \| Win 68% Sharpe 0.86 \| Sortino 1.23 \| Calmar 0.6 Vol 13% \| MDD -18.8% Months 113M (48%)	CAGR 27.2% \| Win 56% Sharpe 1.28 \| Sortino 3.09 \| Calmar 2.6 Vol 20% \| MDD -10.3% Months 18M (8%)	CAGR 13.2% \| Win 66% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.7 Vol 14% \| MDD -18.6% Months 131M (56%)
RSIhist neg	CAGR 7.5% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.3 Vol 19% \| MDD -24.2% Months 86M (37%)	CAGR -12.0% \| Win 50% Sharpe -0.16 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -50.1% Months 18M (8%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -59.2% Months 104M (44%)
LWTI only	CAGR 9.5% \| Win 65% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.4 Vol 16% \| MDD -27.0% Months 199M (85%)	CAGR 5.8% \| Win 53% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -50.1% Months 36M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.4% \| Win 62% Sharpe 0.57 \| Sortino 0.84 \| Calmar 0.3 Vol 14% \| MDD -25.3% Months 145M (62%)	CAGR 6.8% \| Win 60% Sharpe 0.46 \| Sortino 0.83 \| Calmar 0.3 Vol 18% \| MDD -19.8% Months 20M (8%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 47.4% \| Win 80% Sharpe 2.53 \| Sortino 4.13 \| Calmar 9.8 Vol 16% \| MDD -4.8% Months 10M (4%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.54 \| Calmar 0.2 Vol 27% \| MDD -50.5% Months 60M (26%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
SLmean only	CAGR 9.6% \| Win 63% Sharpe 0.70 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 155M (66%)	CAGR 7.7% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.1 Vol 25% \| MDD -53.4% Months 80M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 15% \| MDD -24.4% Months 161M (68%)	CAGR 5.8% \| Win 25% Sharpe 0.42 \| Sortino 1.94 \| Calmar 1.8 Vol 16% \| MDD -3.2% Months 4M (2%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 7.7% \| Win 62% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -50.5% Months 55M (23%)	CAGR 33.8% \| Win 87% Sharpe 3.82 \| Sortino 11.27 \| Calmar 30.9 Vol 8% \| MDD -1.1% Months 15M (6%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
RSmean only	CAGR 7.4% \| Win 62% Sharpe 0.47 \| Sortino 0.62 \| Calmar 0.1 Vol 19% \| MDD -59.2% Months 216M (92%)	CAGR 27.4% \| Win 74% Sharpe 2.54 \| Sortino 7.17 \| Calmar 8.5 Vol 10% \| MDD -3.2% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 64% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.3 Vol 14% \| MDD -28.8% Months 146M (62%)	CAGR -9.3% \| Win 47% Sharpe -0.36 \| Sortino -0.64 \| Calmar -0.4 Vol 21% \| MDD -24.4% Months 19M (8%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 13.4% \| Win 63% Sharpe 0.62 \| Sortino 0.95 \| Calmar 0.5 Vol 25% \| MDD -25.7% Months 38M (16%)	CAGR 12.2% \| Win 72% Sharpe 0.56 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -50.5% Months 32M (14%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
MACD only	CAGR 10.4% \| Win 64% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 184M (78%)	CAGR 3.6% \| Win 63% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -59.2% Months 51M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 62% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 15% \| MDD -30.5% Months 160M (68%)	CAGR 27.6% \| Win 60% Sharpe 1.65 \| Sortino 3.12 \| Calmar 6.5 Vol 16% \| MDD -4.2% Months 5M (2%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 13.7% \| Win 71% Sharpe 0.93 \| Sortino 1.15 \| Calmar 1.2 Vol 15% \| MDD -11.2% Months 31M (13%)	CAGR 12.2% \| Win 64% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 33% \| MDD -50.5% Months 39M (17%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
RSI only	CAGR 7.8% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 191M (81%)	CAGR 13.8% \| Win 64% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 31% \| MDD -50.5% Months 44M (19%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.1% \| Win 67% Sharpe 0.85 \| Sortino 1.43 \| Calmar 0.6 Vol 15% \| MDD -19.9% Months 122M (52%)	CAGR -5.3% \| Win 46% Sharpe -0.31 \| Sortino -0.39 \| Calmar -0.2 Vol 14% \| MDD -30.7% Months 43M (18%)	CAGR 7.3% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 165M (70%)
MRmean neg	CAGR 51.8% \| Win 60% Sharpe 1.35 \| Sortino 2.19 \| Calmar 4.0 Vol 35% \| MDD -12.9% Months 5M (2%)	CAGR 10.3% \| Win 68% Sharpe 0.52 \| Sortino 0.62 \| Calmar 0.2 Vol 26% \| MDD -50.5% Months 65M (28%)	CAGR 12.9% \| Win 67% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.3 Vol 26% \| MDD -50.5% Months 70M (30%)
MACDhist only	CAGR 13.5% \| Win 67% Sharpe 0.88 \| Sortino 1.48 \| Calmar 0.5 Vol 16% \| MDD -26.0% Months 127M (54%)	CAGR 3.8% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -59.2% Months 108M (46%)