FDN - First Trust Dow Jones Internet Index Fund

Signal Pair Analysis

RSmean-MACDhist

Best Pair

172.9%

Best CAGR

Total Months

18.3%

Avg CAGR

FDN 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 FDN

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	RSmean	neg-pos	1	0.4	172.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.4	172.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	3	1.3	138.4	100.0	7.3	0.0	0.0	12.4	0.0
pair	MRmean	RSmean	pos-neg	3	1.3	138.4	100.0	7.3	0.0	0.0	12.4	0.0
pair	MACDhist	LWTI	pos-neg	3	1.3	127.1	100.0	7.0	0.0	0.0	12.1	0.0
pair	LWTI	MACDhist	pos-neg	3	1.3	127.1	100.0	7.0	0.0	0.0	12.1	0.0
pair	RSmean	SLmean	pos-neg	4	1.7	119.9	100.0	7.3	0.0	0.0	11.3	0.0
pair	SLmean	RSmean	pos-neg	4	1.7	119.9	100.0	7.3	0.0	0.0	11.3	0.0
pair	MRmean	RSIhist	neg-pos	7	3.0	107.5	71.4	3.0	14.5	34.6	25.9	-3.1
pair	RSIhist	MRmean	neg-pos	7	3.0	107.5	71.4	3.0	14.5	34.6	25.9	-3.1
pair	RSIhist	RSmean	neg-pos	5	2.1	100.2	80.0	4.8	0.0	109.3	15.1	-0.9
pair	RSmean	RSIhist	neg-pos	5	2.1	100.2	80.0	4.8	0.0	109.3	15.1	-0.9
pair	MACDhist	RSI	neg-pos	3	1.3	89.8	66.7	2.3	0.0	21.2	30.4	-4.2
pair	RSI	MACDhist	neg-pos	3	1.3	89.8	66.7	2.3	0.0	21.2	30.4	-4.2
pair	RSI	RSIhist	neg-pos	10	4.2	63.5	60.0	2.0	9.1	15.0	26.3	-4.2
pair	RSIhist	RSI	neg-pos	10	4.2	63.5	60.0	2.0	9.1	15.0	26.3	-4.2
pair	SLmean	RSI	pos-neg	7	3.0	62.0	57.1	1.9	8.7	9.2	28.3	-6.7
pair	RSI	SLmean	pos-neg	7	3.0	62.0	57.1	1.9	8.7	9.2	28.3	-6.7
pair	SLmean	MRmean	neg-pos	4	1.7	60.5	50.0	1.4	60.7	17.5	37.4	-3.5
pair	MRmean	SLmean	neg-pos	4	1.7	60.5	50.0	1.4	60.7	17.5	37.4	-3.5
pair	SLmean	RSIhist	neg-pos	6	2.5	59.9	66.7	2.6	6.1	14.1	19.1	-4.2
pair	RSIhist	SLmean	neg-pos	6	2.5	59.9	66.7	2.6	6.1	14.1	19.1	-4.2
pair	LWTI	RSIhist	pos-neg	14	5.9	58.8	64.3	2.1	5.5	5.6	24.0	-10.6
pair	RSIhist	LWTI	pos-neg	14	5.9	58.8	64.3	2.1	5.5	5.6	24.0	-10.6
pair	MACD	MACDhist	neg-pos	12	5.1	49.5	66.7	2.1	6.5	4.1	20.6	-12.0
pair	MACDhist	MACD	neg-pos	12	5.1	49.5	66.7	2.1	6.5	4.1	20.6	-12.0
pair	SLmean	LWTI	pos-neg	13	5.5	46.5	61.5	1.7	4.5	3.3	23.9	-13.9
pair	LWTI	SLmean	pos-neg	13	5.5	46.5	61.5	1.7	4.5	3.3	23.9	-13.9
pair	RSI	MRmean	pos-neg	7	3.0	42.4	57.1	1.7	5.3	10.0	21.9	-4.2
pair	MRmean	RSI	pos-neg	7	3.0	42.4	57.1	1.7	5.3	10.0	21.9	-4.2
pair	MRmean	LWTI	pos-neg	10	4.2	30.4	60.0	1.5	2.7	2.7	18.3	-11.2
pair	LWTI	MRmean	pos-neg	10	4.2	30.4	60.0	1.5	2.7	2.7	18.3	-11.2
pair	RSI	LWTI	pos-neg	6	2.5	30.3	66.7	1.5	1.9	3.9	19.3	-7.7
pair	LWTI	RSI	pos-neg	6	2.5	30.3	66.7	1.5	1.9	3.9	19.3	-7.7
pair	MACD	RSIhist	neg-pos	26	11.0	30.1	57.7	1.2	2.7	1.7	23.9	-17.9
pair	RSIhist	MACD	neg-pos	26	11.0	30.1	57.7	1.2	2.7	1.7	23.9	-17.9
pair	RSmean	RSI	neg-pos	14	5.9	28.0	57.1	1.4	2.1	2.4	18.6	-11.6
pair	RSI	RSmean	neg-pos	14	5.9	28.0	57.1	1.4	2.1	2.4	18.6	-11.6
pair	MACDhist	RSIhist	pos-pos	105	44.5	25.9	70.5	1.5	2.8	1.7	16.5	-15.5
pair	RSIhist	MACDhist	pos-pos	105	44.5	25.9	70.5	1.5	2.8	1.7	16.5	-15.5
pair	RSI	LWTI	neg-pos	14	5.9	25.9	64.3	0.8	1.3	1.0	34.5	-25.3
pair	LWTI	RSI	neg-pos	14	5.9	25.9	64.3	0.8	1.3	1.0	34.5	-25.3
pair	RSmean	MACD	neg-neg	14	5.9	25.1	57.1	1.3	1.8	8.1	18.4	-3.1
pair	MACD	RSmean	neg-neg	14	5.9	25.1	57.1	1.3	1.8	8.1	18.4	-3.1
pair	MACD	SLmean	pos-neg	21	8.9	24.1	57.1	1.0	2.2	1.8	24.8	-13.5
pair	SLmean	MACD	pos-neg	21	8.9	24.1	57.1	1.0	2.2	1.8	24.8	-13.5
single	RSIhist	RSIhist	pos-pos	136	57.6	23.3	66.9	1.3	2.4	1.3	18.0	-17.9
pair	MACD	LWTI	neg-neg	25	10.6	23.0	60.0	0.8	1.2	0.8	30.9	-30.3
pair	LWTI	RSmean	neg-pos	17	7.2	23.0	58.8	1.1	1.5	2.0	20.8	-11.6
pair	LWTI	MACD	neg-neg	25	10.6	23.0	60.0	0.8	1.2	0.8	30.9	-30.3
pair	RSmean	LWTI	neg-pos	17	7.2	23.0	58.8	1.1	1.5	2.0	20.8	-11.6
pair	SLmean	MACDhist	pos-pos	114	48.3	22.6	68.4	1.3	2.1	1.0	17.4	-21.6
pair	MACDhist	SLmean	pos-pos	114	48.3	22.6	68.4	1.3	2.1	1.0	17.4	-21.6
single	RSmean	RSmean	neg-neg	19	8.1	22.2	57.9	1.1	1.6	1.9	20.0	-11.6
pair	RSIhist	MACD	pos-pos	110	46.6	21.8	69.1	1.3	2.4	1.4	16.4	-15.5
pair	MACD	RSIhist	pos-pos	110	46.6	21.8	69.1	1.3	2.4	1.4	16.4	-15.5
pair	RSIhist	SLmean	pos-pos	130	55.1	21.8	66.9	1.2	2.3	1.3	18.0	-17.2
pair	SLmean	RSIhist	pos-pos	130	55.1	21.8	66.9	1.2	2.3	1.3	18.0	-17.2
pair	MACD	RSI	neg-neg	32	13.6	21.6	59.4	0.8	1.2	0.7	29.6	-31.8
pair	RSI	MACD	neg-neg	32	13.6	21.6	59.4	0.8	1.2	0.7	29.6	-31.8
pair	RSmean	RSIhist	pos-pos	131	55.5	21.1	66.4	1.2	2.2	1.2	17.9	-17.2
pair	RSIhist	RSmean	pos-pos	131	55.5	21.1	66.4	1.2	2.2	1.2	17.9	-17.2
pair	RSIhist	RSI	pos-pos	126	53.4	20.6	67.5	1.2	2.1	1.1	17.1	-17.9
pair	RSI	RSIhist	pos-pos	126	53.4	20.6	67.5	1.2	2.1	1.1	17.1	-17.9
pair	MRmean	MACDhist	pos-pos	125	53.0	20.4	66.4	1.1	1.9	0.8	17.9	-27.2
pair	MACDhist	MRmean	pos-pos	125	53.0	20.4	66.4	1.1	1.9	0.8	17.9	-27.2
pair	RSIhist	MRmean	pos-pos	129	54.7	19.9	66.7	1.1	2.1	1.2	17.2	-17.2
single	SLmean	SLmean	pos-pos	159	67.4	19.9	66.7	1.1	1.9	1.2	17.9	-17.1
pair	MRmean	RSIhist	pos-pos	129	54.7	19.9	66.7	1.1	2.1	1.2	17.2	-17.2
pair	RSIhist	LWTI	pos-pos	122	51.7	19.8	67.2	1.1	2.1	1.0	17.1	-19.2
pair	LWTI	RSIhist	pos-pos	122	51.7	19.8	67.2	1.1	2.1	1.0	17.1	-19.2
single	MACDhist	MACDhist	pos-pos	127	53.8	19.3	66.1	1.1	1.8	0.7	18.1	-27.2
pair	MACD	SLmean	pos-pos	138	58.5	19.2	68.1	1.1	1.9	1.2	16.7	-16.1
pair	SLmean	MACD	pos-pos	138	58.5	19.2	68.1	1.1	1.9	1.2	16.7	-16.1
pair	MRmean	SLmean	pos-pos	155	65.7	19.0	67.1	1.1	1.8	1.2	17.3	-16.1
pair	SLmean	MRmean	pos-pos	155	65.7	19.0	67.1	1.1	1.8	1.2	17.3	-16.1
pair	MACD	MRmean	pos-pos	149	63.1	18.7	67.1	1.1	1.8	1.0	17.0	-17.9
pair	MRmean	MACD	pos-pos	149	63.1	18.7	67.1	1.1	1.8	1.0	17.0	-17.9
pair	RSmean	MACDhist	pos-pos	126	53.4	18.6	65.9	1.0	1.8	0.7	18.0	-27.2
pair	MACDhist	RSmean	pos-pos	126	53.4	18.6	65.9	1.0	1.8	0.7	18.0	-27.2
pair	MACD	MRmean	neg-neg	33	14.0	18.4	57.6	0.7	1.0	0.6	28.1	-31.8
pair	MRmean	MACD	neg-neg	33	14.0	18.4	57.6	0.7	1.0	0.6	28.1	-31.8
pair	SLmean	RSI	pos-pos	152	64.4	18.2	67.1	1.1	1.8	1.1	17.3	-16.1
pair	RSI	SLmean	pos-pos	152	64.4	18.2	67.1	1.1	1.8	1.1	17.3	-16.1
pair	RSI	MACDhist	pos-pos	124	52.5	18.0	66.1	1.0	1.7	0.7	17.8	-27.2
pair	MACDhist	RSI	pos-pos	124	52.5	18.0	66.1	1.0	1.7	0.7	17.8	-27.2
pair	RSmean	SLmean	pos-pos	155	65.7	18.0	65.8	1.0	1.8	1.1	17.8	-17.1
pair	SLmean	RSmean	pos-pos	155	65.7	18.0	65.8	1.0	1.8	1.1	17.8	-17.1
pair	SLmean	LWTI	pos-pos	146	61.9	17.8	67.1	1.0	1.7	1.1	17.2	-16.1
pair	LWTI	SLmean	pos-pos	146	61.9	17.8	67.1	1.0	1.7	1.1	17.2	-16.1
single	MRmean	MRmean	pos-pos	174	73.7	17.5	65.5	1.0	1.7	0.7	18.0	-26.2
pair	LWTI	MACDhist	pos-pos	124	52.5	17.5	65.3	1.0	1.7	0.6	18.0	-27.2
pair	MACDhist	LWTI	pos-pos	124	52.5	17.5	65.3	1.0	1.7	0.6	18.0	-27.2
pair	MRmean	LWTI	pos-pos	164	69.5	16.8	65.9	1.0	1.6	0.6	18.0	-27.4
pair	MACDhist	RSmean	neg-neg	18	7.6	16.8	55.6	0.9	1.2	1.4	19.7	-11.6
pair	RSmean	MACDhist	neg-neg	18	7.6	16.8	55.6	0.9	1.2	1.4	19.7	-11.6
pair	LWTI	MRmean	pos-pos	164	69.5	16.8	65.9	1.0	1.6	0.6	18.0	-27.4
pair	MACD	MACDhist	pos-pos	115	48.7	16.6	66.1	1.0	1.5	0.6	17.8	-27.2
pair	MRmean	RSI	pos-pos	167	70.8	16.6	65.9	1.0	1.6	0.6	17.8	-26.2
pair	RSI	MRmean	pos-pos	167	70.8	16.6	65.9	1.0	1.6	0.6	17.8	-26.2
pair	MACDhist	MACD	pos-pos	115	48.7	16.6	66.1	1.0	1.5	0.6	17.8	-27.2
pair	RSmean	MRmean	pos-pos	171	72.5	16.1	64.9	0.9	1.5	0.6	17.8	-26.2
pair	MRmean	RSmean	pos-pos	171	72.5	16.1	64.9	0.9	1.5	0.6	17.8	-26.2
pair	LWTI	MACD	pos-pos	170	72.0	16.0	64.7	0.9	1.3	0.4	19.4	-37.9
pair	MACD	LWTI	pos-pos	170	72.0	16.0	64.7	0.9	1.3	0.4	19.4	-37.9
pair	RSI	MACD	pos-pos	169	71.6	15.7	64.5	0.9	1.4	0.6	17.9	-24.9
pair	MACD	RSI	pos-pos	169	71.6	15.7	64.5	0.9	1.4	0.6	17.9	-24.9
single	MACD	MACD	neg-neg	58	24.6	15.2	56.9	0.7	1.0	0.3	25.8	-45.3
pair	RSIhist	MACDhist	neg-pos	31	13.1	15.0	54.8	0.7	1.5	0.8	22.5	-17.9
pair	MACDhist	RSIhist	neg-pos	31	13.1	15.0	54.8	0.7	1.5	0.8	22.5	-17.9
pair	RSmean	LWTI	neg-neg	2	0.8	15.0	50.0	0.9	0.0	0.0	16.8	0.0
pair	LWTI	RSmean	neg-neg	2	0.8	15.0	50.0	0.9	0.0	0.0	16.8	0.0
single	LWTI	LWTI	pos-pos	203	86.0	14.9	63.1	0.8	1.2	0.4	19.7	-41.8
single	RSI	RSI	pos-pos	195	82.6	14.6	63.1	0.8	1.3	0.6	18.3	-26.2
pair	RSmean	MACD	neg-pos	5	2.1	14.3	60.0	0.6	0.8	1.2	26.6	-11.6
pair	MACD	RSmean	neg-pos	5	2.1	14.3	60.0	0.6	0.8	1.2	26.6	-11.6
pair	LWTI	RSmean	pos-pos	186	78.8	14.2	63.4	0.8	1.2	0.3	19.6	-41.8
pair	RSmean	LWTI	pos-pos	186	78.8	14.2	63.4	0.8	1.2	0.3	19.6	-41.8
pair	RSI	LWTI	pos-pos	189	80.1	14.1	63.0	0.8	1.3	0.5	18.3	-27.4
pair	LWTI	RSI	pos-pos	189	80.1	14.1	63.0	0.8	1.3	0.5	18.3	-27.4
pair	RSmean	RSI	pos-pos	181	76.7	13.6	63.5	0.8	1.3	0.5	18.3	-26.2
pair	RSI	RSmean	pos-pos	181	76.7	13.6	63.5	0.8	1.3	0.5	18.3	-26.2
pair		benchmark___benchmark_	benchmark-benchmark	236	100.0	13.2	61.4	0.7	1.0	0.2	21.5	-53.1
pair	benchmark___benchmark_		benchmark-benchmark	236	100.0	13.2	61.4	0.7	1.0	0.2	21.5	-53.1
pair	SLmean	MACDhist	pos-neg	45	19.1	13.2	62.2	0.8	1.4	1.0	19.0	-13.5
pair	MACDhist	SLmean	pos-neg	45	19.1	13.2	62.2	0.8	1.4	1.0	19.0	-13.5
pair	RSmean	MACD	pos-pos	173	73.3	12.6	63.0	0.7	1.0	0.3	19.8	-49.1
pair	MACD	RSmean	pos-pos	173	73.3	12.6	63.0	0.7	1.0	0.3	19.8	-49.1
single	MACD	MACD	pos-pos	178	75.4	12.6	62.9	0.7	1.0	0.3	19.9	-49.1
single	RSmean	RSmean	pos-pos	217	91.9	12.5	61.8	0.7	1.0	0.2	21.6	-52.1
pair	RSmean	MACD	pos-neg	44	18.6	12.2	56.8	0.6	0.9	0.3	28.0	-44.0
pair	MACD	RSmean	pos-neg	44	18.6	12.2	56.8	0.6	0.9	0.3	28.0	-44.0
pair	RSIhist	SLmean	pos-neg	29	12.3	11.4	65.5	0.7	0.9	1.0	17.6	-11.4
pair	SLmean	RSIhist	pos-neg	29	12.3	11.4	65.5	0.7	0.9	1.0	17.6	-11.4
pair	RSIhist	MRmean	pos-neg	45	19.1	11.1	62.2	0.6	0.9	0.7	20.1	-16.0
pair	MRmean	RSIhist	pos-neg	45	19.1	11.1	62.2	0.6	0.9	0.7	20.1	-16.0
pair	MACD	MRmean	pos-neg	25	10.6	11.0	56.0	0.6	1.0	0.4	23.0	-26.2
pair	MRmean	MACD	pos-neg	25	10.6	11.0	56.0	0.6	1.0	0.4	23.0	-26.2
pair	MACDhist	LWTI	neg-pos	79	33.5	10.9	59.5	0.6	0.8	0.3	22.2	-37.1
pair	LWTI	MACDhist	neg-pos	79	33.5	10.9	59.5	0.6	0.8	0.3	22.2	-37.1
pair	MACDhist	MRmean	pos-neg	49	20.8	10.6	63.3	0.7	1.0	0.4	18.2	-26.6
pair	MRmean	MACDhist	pos-neg	49	20.8	10.6	63.3	0.7	1.0	0.4	18.2	-26.6
pair	SLmean	MACD	neg-neg	37	15.7	10.3	56.8	0.5	0.7	0.3	26.7	-36.7
pair	MACD	SLmean	neg-neg	37	15.7	10.3	56.8	0.5	0.7	0.3	26.7	-36.7
pair	MACD	LWTI	neg-pos	33	14.0	9.5	54.5	0.5	0.8	0.4	21.5	-22.0
pair	LWTI	MACD	neg-pos	33	14.0	9.5	54.5	0.5	0.8	0.4	21.5	-22.0
pair	RSI	MACDhist	pos-neg	71	30.1	8.8	57.7	0.5	0.8	0.3	19.1	-28.8
pair	MACDhist	RSI	pos-neg	71	30.1	8.8	57.7	0.5	0.8	0.3	19.1	-28.8
pair	SLmean	LWTI	neg-pos	57	24.2	7.9	52.6	0.4	0.7	0.2	25.1	-35.5
pair	LWTI	SLmean	neg-pos	57	24.2	7.9	52.6	0.4	0.7	0.2	25.1	-35.5
pair	LWTI	RSIhist	neg-pos	81	34.3	7.9	56.8	0.5	0.7	0.2	23.1	-36.7
pair	RSIhist	LWTI	neg-pos	81	34.3	7.9	56.8	0.5	0.7	0.2	23.1	-36.7
pair	MRmean	RSmean	neg-neg	16	6.8	7.8	50.0	0.5	0.7	0.7	19.2	-11.6
pair	RSmean	MRmean	neg-neg	16	6.8	7.8	50.0	0.5	0.7	0.7	19.2	-11.6
pair	MACD	RSI	neg-pos	26	11.0	7.7	53.8	0.5	0.7	0.3	20.6	-26.2
pair	RSI	MACD	neg-pos	26	11.0	7.7	53.8	0.5	0.7	0.3	20.6	-26.2
pair	MACD	MACDhist	neg-neg	46	19.5	7.6	54.3	0.4	0.6	0.2	26.9	-45.3
pair	MACDhist	MACD	neg-neg	46	19.5	7.6	54.3	0.4	0.6	0.2	26.9	-45.3
pair	RSmean	RSI	neg-neg	5	2.1	7.3	60.0	0.4	0.5	3.3	25.8	-2.2
pair	RSI	RSmean	neg-neg	5	2.1	7.3	60.0	0.4	0.5	3.3	25.8	-2.2
pair	MRmean	LWTI	neg-pos	39	16.5	7.2	51.3	0.4	0.6	0.2	26.0	-34.5
pair	LWTI	MRmean	neg-pos	39	16.5	7.2	51.3	0.4	0.6	0.2	26.0	-34.5
single	RSI	RSI	neg-neg	41	17.4	7.0	53.7	0.4	0.6	0.2	33.1	-41.6
pair	RSmean	RSI	pos-neg	36	15.3	6.9	52.8	0.4	0.6	0.2	34.3	-40.3
pair	RSI	RSmean	pos-neg	36	15.3	6.9	52.8	0.4	0.6	0.2	34.3	-40.3
single	MACDhist	MACDhist	neg-neg	109	46.2	6.5	56.0	0.4	0.6	0.1	24.8	-53.1
pair	SLmean	MRmean	pos-neg	19	8.1	6.5	52.6	0.4	0.7	0.3	23.3	-18.9
pair	MRmean	SLmean	pos-neg	19	8.1	6.5	52.6	0.4	0.7	0.3	23.3	-18.9
pair	MACDhist	MACD	pos-neg	63	26.7	5.7	57.1	0.3	0.5	0.1	23.4	-48.4
pair	MACD	MACDhist	pos-neg	63	26.7	5.7	57.1	0.3	0.5	0.1	23.4	-48.4
pair	RSmean	MACDhist	pos-neg	91	38.6	4.6	56.0	0.3	0.4	0.1	25.8	-52.1
pair	MACDhist	RSmean	pos-neg	91	38.6	4.6	56.0	0.3	0.4	0.1	25.8	-52.1
pair	SLmean	RSmean	neg-neg	15	6.4	4.4	46.7	0.3	0.4	0.3	19.5	-14.3
pair	RSmean	SLmean	neg-neg	15	6.4	4.4	46.7	0.3	0.4	0.3	19.5	-14.3
pair	RSIhist	RSI	pos-neg	69	29.2	4.4	55.1	0.3	0.5	0.2	20.0	-25.1
pair	RSI	RSIhist	pos-neg	69	29.2	4.4	55.1	0.3	0.5	0.2	20.0	-25.1
pair	MACD	RSIhist	neg-neg	32	13.6	4.3	56.2	0.3	0.4	0.1	27.4	-33.9
pair	RSIhist	MACD	neg-neg	32	13.6	4.3	56.2	0.3	0.4	0.1	27.4	-33.9
single	LWTI	LWTI	neg-neg	33	14.0	3.5	51.5	0.3	0.4	0.1	30.6	-40.3
pair	MRmean	RSI	neg-pos	28	11.9	3.3	46.4	0.3	0.4	0.1	20.8	-24.4
pair	RSI	MRmean	neg-pos	28	11.9	3.3	46.4	0.3	0.4	0.1	20.8	-24.4
pair	MACDhist	RSIhist	neg-neg	78	33.1	3.3	56.4	0.3	0.3	0.1	25.8	-46.4
pair	RSIhist	MACDhist	neg-neg	78	33.1	3.3	56.4	0.3	0.3	0.1	25.8	-46.4
pair	MACDhist	MRmean	neg-neg	60	25.4	3.3	50.0	0.3	0.4	0.1	29.3	-46.4
pair	MRmean	MACDhist	neg-neg	60	25.4	3.3	50.0	0.3	0.4	0.1	29.3	-46.4
pair	RSmean	LWTI	pos-neg	31	13.1	2.8	51.6	0.2	0.4	0.1	31.4	-40.2
pair	LWTI	RSmean	pos-neg	31	13.1	2.8	51.6	0.2	0.4	0.1	31.4	-40.2
pair	RSI	SLmean	neg-pos	43	18.2	2.6	48.8	0.2	0.3	0.1	21.4	-24.4
pair	SLmean	RSI	neg-pos	43	18.2	2.6	48.8	0.2	0.3	0.1	21.4	-24.4
pair	RSmean	RSIhist	neg-neg	14	5.9	2.4	50.0	0.2	0.3	0.2	19.4	-11.6
pair	RSIhist	RSmean	neg-neg	14	5.9	2.4	50.0	0.2	0.3	0.2	19.4	-11.6
pair	RSI	MACDhist	neg-neg	38	16.1	2.2	52.6	0.2	0.4	0.1	33.3	-41.6
pair	MACDhist	RSI	neg-neg	38	16.1	2.2	52.6	0.2	0.4	0.1	33.3	-41.6
pair	MACDhist	SLmean	neg-neg	64	27.1	2.0	51.6	0.2	0.3	0.0	28.4	-46.4
pair	SLmean	MACDhist	neg-neg	64	27.1	2.0	51.6	0.2	0.3	0.0	28.4	-46.4
single	MRmean	MRmean	neg-neg	62	26.3	1.9	50.0	0.2	0.3	0.0	29.2	-46.4
pair	RSI	MRmean	neg-neg	34	14.4	0.8	52.9	0.2	0.3	0.0	35.0	-41.6
pair	MRmean	RSI	neg-neg	34	14.4	0.8	52.9	0.2	0.3	0.0	35.0	-41.6
single	RSIhist	RSIhist	neg-neg	100	42.4	0.8	54.0	0.2	0.2	0.0	25.2	-49.6
single	SLmean	SLmean	neg-neg	77	32.6	0.6	50.6	0.2	0.2	0.0	27.4	-46.4
pair	RSmean	RSIhist	pos-neg	86	36.4	0.6	54.7	0.1	0.2	0.0	26.1	-49.6
pair	RSIhist	RSmean	pos-neg	86	36.4	0.6	54.7	0.1	0.2	0.0	26.1	-49.6
pair	MRmean	RSmean	neg-pos	46	19.5	-0.0	50.0	0.2	0.2	-0.0	32.2	-46.4
pair	RSmean	MRmean	neg-pos	46	19.5	-0.0	50.0	0.2	0.2	-0.0	32.2	-46.4
pair	SLmean	RSmean	neg-pos	62	26.3	-0.3	51.6	0.1	0.2	-0.0	29.1	-46.4
pair	RSmean	SLmean	neg-pos	62	26.3	-0.3	51.6	0.1	0.2	-0.0	29.1	-46.4
pair	RSIhist	MACD	pos-neg	68	28.8	-0.8	52.9	0.1	0.1	-0.0	24.3	-48.0
pair	MACD	RSIhist	pos-neg	68	28.8	-0.8	52.9	0.1	0.1	-0.0	24.3	-48.0
pair	MRmean	SLmean	neg-neg	58	24.6	-1.2	50.0	0.1	0.1	-0.0	28.8	-46.4
pair	SLmean	MRmean	neg-neg	58	24.6	-1.2	50.0	0.1	0.1	-0.0	28.8	-46.4
pair	RSI	LWTI	neg-neg	27	11.4	-1.7	48.1	0.1	0.2	-0.0	32.7	-40.3
pair	LWTI	RSI	neg-neg	27	11.4	-1.7	48.1	0.1	0.2	-0.0	32.7	-40.3
pair	SLmean	RSI	neg-neg	34	14.4	-1.8	52.9	0.1	0.2	-0.0	33.9	-43.3
pair	RSI	SLmean	neg-neg	34	14.4	-1.8	52.9	0.1	0.2	-0.0	33.9	-43.3
pair	SLmean	RSIhist	neg-neg	71	30.1	-3.2	49.3	0.0	0.0	-0.1	27.8	-46.4
pair	RSIhist	SLmean	neg-neg	71	30.1	-3.2	49.3	0.0	0.0	-0.1	27.8	-46.4
pair	MACDhist	LWTI	neg-neg	30	12.7	-4.4	46.7	0.0	0.0	-0.1	31.1	-40.3
pair	LWTI	MACDhist	neg-neg	30	12.7	-4.4	46.7	0.0	0.0	-0.1	31.1	-40.3
pair	SLmean	MACDhist	neg-pos	13	5.5	-5.8	46.2	-0.2	-0.3	-0.2	22.9	-23.6
pair	MACDhist	SLmean	neg-pos	13	5.5	-5.8	46.2	-0.2	-0.3	-0.2	22.9	-23.6
pair	MRmean	LWTI	neg-neg	23	9.7	-6.4	47.8	-0.0	-0.0	-0.2	34.6	-40.3
pair	LWTI	MRmean	neg-neg	23	9.7	-6.4	47.8	-0.0	-0.0	-0.2	34.6	-40.3
pair	RSI	RSIhist	neg-neg	31	13.1	-6.7	51.6	-0.0	-0.1	-0.1	34.5	-43.3
pair	RSIhist	RSI	neg-neg	31	13.1	-6.7	51.6	-0.0	-0.1	-0.1	34.5	-43.3
pair	MRmean	RSIhist	neg-neg	55	23.3	-6.9	47.3	-0.1	-0.1	-0.1	28.8	-46.4
pair	RSIhist	MRmean	neg-neg	55	23.3	-6.9	47.3	-0.1	-0.1	-0.1	28.8	-46.4
pair	MACDhist	RSIhist	pos-neg	22	9.3	-7.5	45.5	-0.2	-0.4	-0.2	23.4	-34.9
pair	RSIhist	MACDhist	pos-neg	22	9.3	-7.5	45.5	-0.2	-0.4	-0.2	23.4	-34.9
pair	SLmean	MACD	neg-pos	40	16.9	-7.6	45.0	-0.1	-0.2	-0.2	28.1	-48.2
pair	MACD	SLmean	neg-pos	40	16.9	-7.6	45.0	-0.1	-0.2	-0.2	28.1	-48.2
pair	MACD	MRmean	neg-pos	29	12.3	-14.0	41.4	-0.3	-0.6	-0.3	30.2	-46.3
pair	MRmean	MACD	neg-pos	29	12.3	-14.0	41.4	-0.3	-0.6	-0.3	30.2	-46.3
pair	SLmean	LWTI	neg-neg	20	8.5	-17.5	45.0	-0.4	-0.6	-0.4	33.3	-45.5
pair	LWTI	SLmean	neg-neg	20	8.5	-17.5	45.0	-0.4	-0.6	-0.4	33.3	-45.5
pair	LWTI	RSIhist	neg-neg	19	8.1	-24.5	42.1	-0.7	-1.0	-0.6	32.4	-42.9
pair	RSIhist	LWTI	neg-neg	19	8.1	-24.5	42.1	-0.7	-1.0	-0.6	32.4	-42.9
pair	MRmean	MACDhist	neg-pos	2	0.8	-30.4	50.0	-1.0	0.0	0.0	33.4	0.0
pair	MACDhist	MRmean	neg-pos	2	0.8	-30.4	50.0	-1.0	0.0	0.0	33.4	0.0
pair	MACD	RSI	pos-neg	9	3.8	-32.2	33.3	-0.7	-1.4	-0.9	43.1	-36.0
pair	RSI	MACD	pos-neg	9	3.8	-32.2	33.3	-0.7	-1.4	-0.9	43.1	-36.0
pair	MACD	LWTI	pos-neg	8	3.4	-39.8	25.0	-1.9	-2.5	-1.4	24.7	-28.6
pair	LWTI	MACD	pos-neg	8	3.4	-39.8	25.0	-1.9	-2.5	-1.4	24.7	-28.6

All Contingency Tables for FDN

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 19.0% \| Win 67% Sharpe 1.10 \| Sortino 1.80 \| Calmar 1.2 Vol 17% \| MDD -16.1% Months 155M (66%)	CAGR 6.5% \| Win 53% Sharpe 0.38 \| Sortino 0.71 \| Calmar 0.3 Vol 23% \| MDD -18.9% Months 19M (8%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 60.5% \| Win 50% Sharpe 1.42 \| Sortino 60.73 \| Calmar 17.5 Vol 37% \| MDD -3.5% Months 4M (2%)	CAGR -1.2% \| Win 50% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -46.4% Months 58M (25%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
SLmean only	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 16.1% \| Win 65% Sharpe 0.93 \| Sortino 1.54 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 171M (72%)	CAGR 138.4% \| Win 100% Sharpe 7.32 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -0.0% \| Win 50% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.0 Vol 32% \| MDD -46.4% Months 46M (20%)	CAGR 7.8% \| Win 50% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.7 Vol 19% \| MDD -11.6% Months 16M (7%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
RSmean only	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 67% Sharpe 1.09 \| Sortino 1.82 \| Calmar 1.0 Vol 17% \| MDD -17.9% Months 149M (63%)	CAGR 11.0% \| Win 56% Sharpe 0.57 \| Sortino 1.03 \| Calmar 0.4 Vol 23% \| MDD -26.2% Months 25M (11%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -14.0% \| Win 41% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.3 Vol 30% \| MDD -46.3% Months 29M (12%)	CAGR 18.4% \| Win 58% Sharpe 0.74 \| Sortino 1.00 \| Calmar 0.6 Vol 28% \| MDD -31.8% Months 33M (14%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
MACD only	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 66% Sharpe 0.96 \| Sortino 1.55 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 167M (71%)	CAGR 42.4% \| Win 57% Sharpe 1.73 \| Sortino 5.33 \| Calmar 10.0 Vol 22% \| MDD -4.2% Months 7M (3%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 3.3% \| Win 46% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 21% \| MDD -24.4% Months 28M (12%)	CAGR 0.8% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 35% \| MDD -41.6% Months 34M (14%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
RSI only	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 20.4% \| Win 66% Sharpe 1.13 \| Sortino 1.95 \| Calmar 0.8 Vol 18% \| MDD -27.2% Months 125M (53%)	CAGR 10.6% \| Win 63% Sharpe 0.65 \| Sortino 0.99 \| Calmar 0.4 Vol 18% \| MDD -26.6% Months 49M (21%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -30.4% \| Win 50% Sharpe -0.98 \| Sortino 0.00 \| Calmar 0.0 Vol 33% \| MDD 0.0% Months 2M (1%)	CAGR 3.3% \| Win 50% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -46.4% Months 60M (25%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 19.9% \| Win 67% Sharpe 1.15 \| Sortino 2.08 \| Calmar 1.2 Vol 17% \| MDD -17.2% Months 129M (55%)	CAGR 11.1% \| Win 62% Sharpe 0.62 \| Sortino 0.92 \| Calmar 0.7 Vol 20% \| MDD -16.0% Months 45M (19%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 107.5% \| Win 71% Sharpe 3.01 \| Sortino 14.51 \| Calmar 34.6 Vol 26% \| MDD -3.1% Months 7M (3%)	CAGR -6.9% \| Win 47% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 29% \| MDD -46.4% Months 55M (23%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 16.8% \| Win 66% Sharpe 0.96 \| Sortino 1.59 \| Calmar 0.6 Vol 18% \| MDD -27.4% Months 164M (70%)	CAGR 30.4% \| Win 60% Sharpe 1.54 \| Sortino 2.69 \| Calmar 2.7 Vol 18% \| MDD -11.2% Months 10M (4%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 7.2% \| Win 51% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -34.5% Months 39M (16%)	CAGR -6.4% \| Win 48% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.2 Vol 35% \| MDD -40.3% Months 23M (10%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 18.0% \| Win 66% Sharpe 1.02 \| Sortino 1.76 \| Calmar 1.1 Vol 18% \| MDD -17.1% Months 155M (66%)	CAGR 119.9% \| Win 100% Sharpe 7.27 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 4M (2%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR -0.3% \| Win 52% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 29% \| MDD -46.4% Months 62M (26%)	CAGR 4.4% \| Win 47% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.3 Vol 20% \| MDD -14.3% Months 15M (6%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
RSmean only	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 19.2% \| Win 68% Sharpe 1.15 \| Sortino 1.87 \| Calmar 1.2 Vol 17% \| MDD -16.1% Months 138M (58%)	CAGR 24.1% \| Win 57% Sharpe 1.00 \| Sortino 2.18 \| Calmar 1.8 Vol 25% \| MDD -13.5% Months 21M (9%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR -7.6% \| Win 45% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.2 Vol 28% \| MDD -48.2% Months 40M (17%)	CAGR 10.3% \| Win 57% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.3 Vol 27% \| MDD -36.7% Months 37M (16%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
MACD only	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 18.2% \| Win 67% Sharpe 1.06 \| Sortino 1.75 \| Calmar 1.1 Vol 17% \| MDD -16.1% Months 152M (64%)	CAGR 62.0% \| Win 57% Sharpe 1.85 \| Sortino 8.71 \| Calmar 9.2 Vol 28% \| MDD -6.7% Months 7M (3%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR 2.6% \| Win 49% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 21% \| MDD -24.4% Months 43M (18%)	CAGR -1.8% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 34% \| MDD -43.3% Months 34M (14%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
RSI only	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 22.6% \| Win 68% Sharpe 1.26 \| Sortino 2.09 \| Calmar 1.0 Vol 17% \| MDD -21.6% Months 114M (48%)	CAGR 13.2% \| Win 62% Sharpe 0.75 \| Sortino 1.39 \| Calmar 1.0 Vol 19% \| MDD -13.5% Months 45M (19%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR -5.8% \| Win 46% Sharpe -0.16 \| Sortino -0.32 \| Calmar -0.2 Vol 23% \| MDD -23.6% Months 13M (6%)	CAGR 2.0% \| Win 52% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 28% \| MDD -46.4% Months 64M (27%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 21.8% \| Win 67% Sharpe 1.20 \| Sortino 2.27 \| Calmar 1.3 Vol 18% \| MDD -17.2% Months 130M (55%)	CAGR 11.4% \| Win 66% Sharpe 0.70 \| Sortino 0.89 \| Calmar 1.0 Vol 18% \| MDD -11.4% Months 29M (12%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR 59.9% \| Win 67% Sharpe 2.59 \| Sortino 6.06 \| Calmar 14.1 Vol 19% \| MDD -4.2% Months 6M (2%)	CAGR -3.2% \| Win 49% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 28% \| MDD -46.4% Months 71M (30%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 17.8% \| Win 67% Sharpe 1.04 \| Sortino 1.71 \| Calmar 1.1 Vol 17% \| MDD -16.1% Months 146M (62%)	CAGR 46.5% \| Win 62% Sharpe 1.73 \| Sortino 4.53 \| Calmar 3.3 Vol 24% \| MDD -13.9% Months 13M (6%)	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)
SLmean neg	CAGR 7.9% \| Win 53% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 25% \| MDD -35.5% Months 57M (24%)	CAGR -17.5% \| Win 45% Sharpe -0.41 \| Sortino -0.62 \| Calmar -0.4 Vol 33% \| MDD -45.5% Months 20M (8%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 173M (73%)	CAGR 12.2% \| Win 57% Sharpe 0.55 \| Sortino 0.86 \| Calmar 0.3 Vol 28% \| MDD -44.0% Months 44M (19%)	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)
RSmean neg	CAGR 14.3% \| Win 60% Sharpe 0.61 \| Sortino 0.82 \| Calmar 1.2 Vol 27% \| MDD -11.6% Months 5M (2%)	CAGR 25.1% \| Win 57% Sharpe 1.32 \| Sortino 1.82 \| Calmar 8.1 Vol 18% \| MDD -3.1% Months 14M (6%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)
MACD only	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 13.6% \| Win 64% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 18% \| MDD -26.2% Months 181M (77%)	CAGR 6.9% \| Win 53% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.2 Vol 34% \| MDD -40.3% Months 36M (15%)	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)
RSmean neg	CAGR 28.0% \| Win 57% Sharpe 1.43 \| Sortino 2.14 \| Calmar 2.4 Vol 19% \| MDD -11.6% Months 14M (6%)	CAGR 7.3% \| Win 60% Sharpe 0.38 \| Sortino 0.47 \| Calmar 3.3 Vol 26% \| MDD -2.2% Months 5M (2%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)
RSI only	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 18.6% \| Win 66% Sharpe 1.04 \| Sortino 1.75 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 126M (53%)	CAGR 4.6% \| Win 56% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -52.1% Months 91M (39%)	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)
RSmean neg	CAGR 172.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 16.8% \| Win 56% Sharpe 0.89 \| Sortino 1.23 \| Calmar 1.5 Vol 20% \| MDD -11.6% Months 18M (8%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 21.1% \| Win 66% Sharpe 1.16 \| Sortino 2.22 \| Calmar 1.2 Vol 18% \| MDD -17.2% Months 131M (56%)	CAGR 0.6% \| Win 55% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -49.6% Months 86M (36%)	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)
RSmean neg	CAGR 100.2% \| Win 80% Sharpe 4.80 \| Sortino 0.00 \| Calmar 109.3 Vol 15% \| MDD -0.9% Months 5M (2%)	CAGR 2.4% \| Win 50% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.2 Vol 19% \| MDD -11.6% Months 14M (6%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 63% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.3 Vol 20% \| MDD -41.8% Months 186M (79%)	CAGR 2.8% \| Win 52% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -40.2% Months 31M (13%)	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)
RSmean neg	CAGR 23.0% \| Win 59% Sharpe 1.10 \| Sortino 1.51 \| Calmar 2.0 Vol 21% \| MDD -11.6% Months 17M (7%)	CAGR 15.0% \| Win 50% Sharpe 0.88 \| Sortino 0.00 \| Calmar 0.0 Vol 17% \| MDD 0.0% Months 2M (1%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 15.7% \| Win 64% Sharpe 0.91 \| Sortino 1.44 \| Calmar 0.6 Vol 18% \| MDD -24.9% Months 169M (72%)	CAGR -32.2% \| Win 33% Sharpe -0.70 \| Sortino -1.40 \| Calmar -0.9 Vol 43% \| MDD -36.0% Months 9M (4%)	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)
MACD neg	CAGR 7.7% \| Win 54% Sharpe 0.46 \| Sortino 0.70 \| Calmar 0.3 Vol 21% \| MDD -26.2% Months 26M (11%)	CAGR 21.6% \| Win 59% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.7 Vol 30% \| MDD -31.8% Months 32M (14%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)
RSI only	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 16.6% \| Win 66% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.6 Vol 18% \| MDD -27.2% Months 115M (49%)	CAGR 5.7% \| Win 57% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -48.4% Months 63M (27%)	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)
MACD neg	CAGR 49.5% \| Win 67% Sharpe 2.08 \| Sortino 6.50 \| Calmar 4.1 Vol 21% \| MDD -12.0% Months 12M (5%)	CAGR 7.6% \| Win 54% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 46M (20%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 21.8% \| Win 69% Sharpe 1.29 \| Sortino 2.36 \| Calmar 1.4 Vol 16% \| MDD -15.5% Months 110M (47%)	CAGR -0.8% \| Win 53% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 24% \| MDD -48.0% Months 68M (29%)	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)
MACD neg	CAGR 30.1% \| Win 58% Sharpe 1.23 \| Sortino 2.70 \| Calmar 1.7 Vol 24% \| MDD -17.9% Months 26M (11%)	CAGR 4.3% \| Win 56% Sharpe 0.29 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -33.9% Months 32M (14%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 16.0% \| Win 65% Sharpe 0.86 \| Sortino 1.33 \| Calmar 0.4 Vol 19% \| MDD -37.9% Months 170M (72%)	CAGR -39.8% \| Win 25% Sharpe -1.89 \| Sortino -2.47 \| Calmar -1.4 Vol 25% \| MDD -28.6% Months 8M (3%)	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)
MACD neg	CAGR 9.5% \| Win 55% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.4 Vol 22% \| MDD -22.0% Months 33M (14%)	CAGR 23.0% \| Win 60% Sharpe 0.83 \| Sortino 1.16 \| Calmar 0.8 Vol 31% \| MDD -30.3% Months 25M (11%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 18.0% \| Win 66% Sharpe 1.03 \| Sortino 1.69 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 124M (52%)	CAGR 8.8% \| Win 58% Sharpe 0.54 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -28.8% Months 71M (30%)	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)
RSI neg	CAGR 89.8% \| Win 67% Sharpe 2.26 \| Sortino 0.00 \| Calmar 21.2 Vol 30% \| MDD -4.2% Months 3M (1%)	CAGR 2.2% \| Win 53% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 33% \| MDD -41.6% Months 38M (16%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 20.6% \| Win 68% Sharpe 1.19 \| Sortino 2.10 \| Calmar 1.1 Vol 17% \| MDD -17.9% Months 126M (53%)	CAGR 4.4% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -25.1% Months 69M (29%)	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)
RSI neg	CAGR 63.5% \| Win 60% Sharpe 2.02 \| Sortino 9.13 \| Calmar 15.0 Vol 26% \| MDD -4.2% Months 10M (4%)	CAGR -6.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.2 Vol 34% \| MDD -43.3% Months 31M (13%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 14.1% \| Win 63% Sharpe 0.82 \| Sortino 1.29 \| Calmar 0.5 Vol 18% \| MDD -27.4% Months 189M (80%)	CAGR 30.3% \| Win 67% Sharpe 1.47 \| Sortino 1.87 \| Calmar 3.9 Vol 19% \| MDD -7.7% Months 6M (2%)	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)
RSI neg	CAGR 25.9% \| Win 64% Sharpe 0.83 \| Sortino 1.26 \| Calmar 1.0 Vol 34% \| MDD -25.3% Months 14M (6%)	CAGR -1.7% \| Win 48% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 33% \| MDD -40.3% Months 27M (11%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 25.9% \| Win 70% Sharpe 1.49 \| Sortino 2.79 \| Calmar 1.7 Vol 16% \| MDD -15.5% Months 105M (44%)	CAGR -7.5% \| Win 46% Sharpe -0.22 \| Sortino -0.37 \| Calmar -0.2 Vol 23% \| MDD -34.9% Months 22M (9%)	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)
MACDhist neg	CAGR 15.0% \| Win 55% Sharpe 0.73 \| Sortino 1.54 \| Calmar 0.8 Vol 22% \| MDD -17.9% Months 31M (13%)	CAGR 3.3% \| Win 56% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 26% \| MDD -46.4% Months 78M (33%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)
RSIhist only	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 17.5% \| Win 65% Sharpe 0.99 \| Sortino 1.67 \| Calmar 0.6 Vol 18% \| MDD -27.2% Months 124M (52%)	CAGR 127.1% \| Win 100% Sharpe 7.05 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)
MACDhist neg	CAGR 10.9% \| Win 60% Sharpe 0.58 \| Sortino 0.85 \| Calmar 0.3 Vol 22% \| MDD -37.1% Months 79M (34%)	CAGR -4.4% \| Win 47% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -40.3% Months 30M (13%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 19.8% \| Win 67% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.0 Vol 17% \| MDD -19.2% Months 122M (52%)	CAGR 58.8% \| Win 64% Sharpe 2.07 \| Sortino 5.45 \| Calmar 5.6 Vol 24% \| MDD -10.6% Months 14M (6%)	CAGR 23.3% \| Win 67% Sharpe 1.26 \| Sortino 2.42 \| Calmar 1.3 Vol 18% \| MDD -17.9% Months 136M (58%)
RSIhist neg	CAGR 7.9% \| Win 57% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 23% \| MDD -36.7% Months 81M (34%)	CAGR -24.5% \| Win 42% Sharpe -0.70 \| Sortino -1.04 \| Calmar -0.6 Vol 32% \| MDD -42.9% Months 19M (8%)	CAGR 0.8% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -49.6% Months 100M (42%)
LWTI only	CAGR 14.9% \| Win 63% Sharpe 0.81 \| Sortino 1.25 \| Calmar 0.4 Vol 20% \| MDD -41.8% Months 203M (86%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -40.3% Months 33M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 19.0% \| Win 67% Sharpe 1.10 \| Sortino 1.80 \| Calmar 1.2 Vol 17% \| MDD -16.1% Months 155M (66%)	CAGR 6.5% \| Win 53% Sharpe 0.38 \| Sortino 0.71 \| Calmar 0.3 Vol 23% \| MDD -18.9% Months 19M (8%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 60.5% \| Win 50% Sharpe 1.42 \| Sortino 60.73 \| Calmar 17.5 Vol 37% \| MDD -3.5% Months 4M (2%)	CAGR -1.2% \| Win 50% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -46.4% Months 58M (25%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
SLmean only	CAGR 19.9% \| Win 67% Sharpe 1.11 \| Sortino 1.92 \| Calmar 1.2 Vol 18% \| MDD -17.1% Months 159M (67%)	CAGR 0.6% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -46.4% Months 77M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 16.1% \| Win 65% Sharpe 0.93 \| Sortino 1.54 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 171M (72%)	CAGR 138.4% \| Win 100% Sharpe 7.32 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -0.0% \| Win 50% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.0 Vol 32% \| MDD -46.4% Months 46M (20%)	CAGR 7.8% \| Win 50% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.7 Vol 19% \| MDD -11.6% Months 16M (7%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
RSmean only	CAGR 12.5% \| Win 62% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -52.1% Months 217M (92%)	CAGR 22.2% \| Win 58% Sharpe 1.10 \| Sortino 1.55 \| Calmar 1.9 Vol 20% \| MDD -11.6% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 67% Sharpe 1.09 \| Sortino 1.82 \| Calmar 1.0 Vol 17% \| MDD -17.9% Months 149M (63%)	CAGR 11.0% \| Win 56% Sharpe 0.57 \| Sortino 1.03 \| Calmar 0.4 Vol 23% \| MDD -26.2% Months 25M (11%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -14.0% \| Win 41% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.3 Vol 30% \| MDD -46.3% Months 29M (12%)	CAGR 18.4% \| Win 58% Sharpe 0.74 \| Sortino 1.00 \| Calmar 0.6 Vol 28% \| MDD -31.8% Months 33M (14%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
MACD only	CAGR 12.6% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.3 Vol 20% \| MDD -49.1% Months 178M (75%)	CAGR 15.2% \| Win 57% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.3 Vol 26% \| MDD -45.3% Months 58M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 66% Sharpe 0.96 \| Sortino 1.55 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 167M (71%)	CAGR 42.4% \| Win 57% Sharpe 1.73 \| Sortino 5.33 \| Calmar 10.0 Vol 22% \| MDD -4.2% Months 7M (3%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR 3.3% \| Win 46% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 21% \| MDD -24.4% Months 28M (12%)	CAGR 0.8% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 35% \| MDD -41.6% Months 34M (14%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
RSI only	CAGR 14.6% \| Win 63% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.6 Vol 18% \| MDD -26.2% Months 195M (83%)	CAGR 7.0% \| Win 54% Sharpe 0.37 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -41.6% Months 41M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 20.4% \| Win 66% Sharpe 1.13 \| Sortino 1.95 \| Calmar 0.8 Vol 18% \| MDD -27.2% Months 125M (53%)	CAGR 10.6% \| Win 63% Sharpe 0.65 \| Sortino 0.99 \| Calmar 0.4 Vol 18% \| MDD -26.6% Months 49M (21%)	CAGR 17.5% \| Win 66% Sharpe 0.99 \| Sortino 1.66 \| Calmar 0.7 Vol 18% \| MDD -26.2% Months 174M (74%)
MRmean neg	CAGR -30.4% \| Win 50% Sharpe -0.98 \| Sortino 0.00 \| Calmar 0.0 Vol 33% \| MDD 0.0% Months 2M (1%)	CAGR 3.3% \| Win 50% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 29% \| MDD -46.4% Months 60M (25%)	CAGR 1.9% \| Win 50% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 29% \| MDD -46.4% Months 62M (26%)
MACDhist only	CAGR 19.3% \| Win 66% Sharpe 1.07 \| Sortino 1.82 \| Calmar 0.7 Vol 18% \| MDD -27.2% Months 127M (54%)	CAGR 6.5% \| Win 56% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -53.1% Months 109M (46%)