FLOT - iShares Floating Rate Bond ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

16.5%

Best CAGR

Total Months

2.7%

Avg CAGR

FLOT 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 FLOT

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	RSI	pos-neg	3	1.7	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSI	RSmean	pos-neg	3	1.7	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	MACD	RSI	pos-neg	3	1.7	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSI	MACD	pos-neg	3	1.7	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	SLmean	LWTI	neg-neg	1	0.6	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	neg-neg	1	0.6	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	neg-neg	1	0.6	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	neg-neg	1	0.6	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	LWTI	neg-neg	2	1.1	6.8	100.0	12.0	0.0	0.0	0.5	0.0
pair	LWTI	MRmean	neg-neg	2	1.1	6.8	100.0	12.0	0.0	0.0	0.5	0.0
pair	RSIhist	LWTI	neg-neg	2	1.1	6.8	100.0	12.0	0.0	0.0	0.5	0.0
pair	LWTI	RSIhist	neg-neg	2	1.1	6.8	100.0	12.0	0.0	0.0	0.5	0.0
pair	SLmean	RSmean	pos-neg	2	1.1	6.3	100.0	4.9	0.0	0.0	1.3	0.0
pair	RSmean	SLmean	pos-neg	2	1.1	6.3	100.0	4.9	0.0	0.0	1.3	0.0
pair	RSmean	MRmean	pos-neg	2	1.1	6.3	100.0	4.9	0.0	0.0	1.3	0.0
pair	MRmean	RSmean	pos-neg	2	1.1	6.3	100.0	4.9	0.0	0.0	1.3	0.0
pair	SLmean	MRmean	neg-pos	1	0.6	5.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	neg-pos	1	0.6	5.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	neg-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	MACDhist	LWTI	neg-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	LWTI	MACD	pos-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	MACD	LWTI	pos-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	RSmean	LWTI	pos-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	LWTI	RSmean	pos-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
single	LWTI	LWTI	neg-neg	5	2.8	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	RSI	MRmean	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	SLmean	RSI	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	RSI	SLmean	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	RSI	RSIhist	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	MRmean	RSI	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
single	RSI	RSI	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	MACDhist	RSI	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	RSI	MACDhist	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	RSIhist	RSI	neg-neg	11	6.2	4.5	54.5	1.2	3.8	2.2	3.6	-2.0
pair	RSI	LWTI	pos-neg	4	2.2	4.2	100.0	4.2	0.0	0.0	1.0	0.0
pair	LWTI	RSI	pos-neg	4	2.2	4.2	100.0	4.2	0.0	0.0	1.0	0.0
pair	LWTI	SLmean	pos-neg	4	2.2	4.2	100.0	4.2	0.0	0.0	1.0	0.0
pair	SLmean	LWTI	pos-neg	4	2.2	4.2	100.0	4.2	0.0	0.0	1.0	0.0
pair	LWTI	RSI	neg-pos	10	5.6	4.1	50.0	1.1	3.5	2.0	3.8	-2.0
pair	RSI	LWTI	neg-pos	10	5.6	4.1	50.0	1.1	3.5	2.0	3.8	-2.0
pair	LWTI	RSIhist	pos-neg	3	1.7	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	RSIhist	LWTI	pos-neg	3	1.7	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	LWTI	MRmean	pos-neg	3	1.7	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	MRmean	LWTI	pos-neg	3	1.7	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	MACD	RSmean	neg-pos	3	1.7	3.4	66.7	2.0	0.0	0.0	1.7	0.0
pair	RSmean	MACD	neg-pos	3	1.7	3.4	66.7	2.0	0.0	0.0	1.7	0.0
pair	SLmean	MACDhist	neg-pos	2	1.1	3.4	50.0	1.3	0.0	0.0	2.5	0.0
pair	MACDhist	SLmean	neg-pos	2	1.1	3.4	50.0	1.3	0.0	0.0	2.5	0.0
pair	SLmean	RSIhist	pos-neg	15	8.4	3.3	86.7	3.7	536.0	194.5	0.9	-0.0
pair	RSIhist	SLmean	pos-neg	15	8.4	3.3	86.7	3.7	536.0	194.5	0.9	-0.0
pair	MACDhist	MRmean	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACD	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSmean	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	MACD	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSIhist	MACDhist	pos-pos	80	44.9	3.2	92.5	1.6	0.6	0.8	1.9	-4.2
pair	MACDhist	RSI	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	RSIhist	pos-pos	80	44.9	3.2	92.5	1.6	0.6	0.8	1.9	-4.2
pair	MACDhist	RSmean	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSI	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	LWTI	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
single	MACDhist	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	LWTI	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MRmean	MACDhist	pos-pos	88	49.4	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	SLmean	MACDhist	pos-pos	86	48.3	3.1	91.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	SLmean	pos-pos	86	48.3	3.1	91.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	RSIhist	pos-neg	8	4.5	2.9	75.0	2.5	5.2	169.1	1.1	-0.0
pair	RSIhist	MACDhist	pos-neg	8	4.5	2.9	75.0	2.5	5.2	169.1	1.1	-0.0
pair	SLmean	MACD	pos-pos	118	66.3	2.8	88.1	1.7	0.7	0.7	1.6	-4.2
pair	MACD	SLmean	pos-pos	118	66.3	2.8	88.1	1.7	0.7	0.7	1.6	-4.2
single	SLmean	SLmean	pos-pos	130	73.0	2.7	87.7	1.7	0.8	0.6	1.6	-4.2
pair	RSmean	SLmean	pos-pos	128	71.9	2.7	87.5	1.7	0.7	0.6	1.6	-4.2
pair	SLmean	RSmean	pos-pos	128	71.9	2.7	87.5	1.7	0.7	0.6	1.6	-4.2
pair	SLmean	LWTI	pos-pos	126	70.8	2.7	87.3	1.6	0.8	0.6	1.6	-4.2
pair	LWTI	SLmean	pos-pos	126	70.8	2.7	87.3	1.6	0.8	0.6	1.6	-4.2
pair	SLmean	RSI	pos-pos	130	73.0	2.7	87.7	1.7	0.8	0.6	1.6	-4.2
pair	RSI	SLmean	pos-pos	130	73.0	2.7	87.7	1.7	0.8	0.6	1.6	-4.2
pair	SLmean	MRmean	pos-pos	129	72.5	2.7	87.6	1.7	0.8	0.6	1.6	-4.2
pair	MRmean	SLmean	pos-pos	129	72.5	2.7	87.6	1.7	0.8	0.6	1.6	-4.2
pair	MACD	RSIhist	pos-pos	108	60.7	2.6	87.0	1.5	0.7	0.6	1.7	-4.3
pair	RSIhist	MACD	pos-pos	108	60.7	2.6	87.0	1.5	0.7	0.6	1.7	-4.3
pair	SLmean	RSIhist	pos-pos	115	64.6	2.6	87.8	1.6	0.7	0.6	1.7	-4.3
pair	RSIhist	SLmean	pos-pos	115	64.6	2.6	87.8	1.6	0.7	0.6	1.7	-4.3
pair	RSIhist	MRmean	pos-pos	121	68.0	2.6	86.8	1.6	0.7	0.6	1.6	-4.3
pair	MRmean	RSIhist	pos-pos	121	68.0	2.6	86.8	1.6	0.7	0.6	1.6	-4.3
pair	MRmean	RSmean	neg-pos	15	8.4	2.6	60.0	0.9	2.6	2.0	2.7	-1.3
pair	RSmean	MRmean	neg-pos	15	8.4	2.6	60.0	0.9	2.6	2.0	2.7	-1.3
pair	RSmean	RSIhist	pos-pos	120	67.4	2.6	86.7	1.6	0.7	0.6	1.6	-4.3
pair	RSIhist	RSmean	pos-pos	120	67.4	2.6	86.7	1.6	0.7	0.6	1.6	-4.3
pair	MACD	MRmean	pos-pos	137	77.0	2.5	83.9	1.6	0.8	0.6	1.6	-4.2
pair	MRmean	MACD	pos-pos	137	77.0	2.5	83.9	1.6	0.8	0.6	1.6	-4.2
pair	RSIhist	RSI	pos-pos	124	69.7	2.5	86.3	1.5	0.7	0.6	1.6	-4.3
pair	RSI	RSIhist	pos-pos	124	69.7	2.5	86.3	1.5	0.7	0.6	1.6	-4.3
single	RSIhist	RSIhist	pos-pos	124	69.7	2.5	86.3	1.5	0.7	0.6	1.6	-4.3
pair	LWTI	RSIhist	pos-pos	121	68.0	2.5	86.0	1.5	0.7	0.6	1.6	-4.3
pair	RSIhist	LWTI	pos-pos	121	68.0	2.5	86.0	1.5	0.7	0.6	1.6	-4.3
pair	MRmean	LWTI	pos-pos	147	82.6	2.4	83.7	1.6	0.8	0.6	1.5	-4.2
pair	LWTI	MRmean	pos-pos	147	82.6	2.4	83.7	1.6	0.8	0.6	1.5	-4.2
pair	MRmean	RSI	pos-pos	150	84.3	2.4	84.0	1.6	0.8	0.6	1.5	-4.2
pair	RSmean	MRmean	pos-pos	148	83.1	2.4	83.8	1.6	0.8	0.6	1.5	-4.2
pair	MRmean	RSmean	pos-pos	148	83.1	2.4	83.8	1.6	0.8	0.6	1.5	-4.2
pair	RSI	MRmean	pos-pos	150	84.3	2.4	84.0	1.6	0.8	0.6	1.5	-4.2
pair	RSmean	MACD	pos-pos	150	84.3	2.4	81.3	1.4	0.9	0.6	1.7	-4.2
single	MRmean	MRmean	pos-pos	150	84.3	2.4	84.0	1.6	0.8	0.6	1.5	-4.2
pair	MACD	RSmean	pos-pos	150	84.3	2.4	81.3	1.4	0.9	0.6	1.7	-4.2
single	RSmean	RSmean	pos-pos	163	91.6	2.4	81.6	1.4	0.9	0.6	1.6	-4.2
single	MACD	MACD	pos-pos	153	86.0	2.4	81.0	1.4	0.9	0.6	1.7	-4.2
pair	MACD	LWTI	pos-pos	148	83.1	2.3	80.4	1.4	0.9	0.6	1.7	-4.2
pair	LWTI	MACD	pos-pos	148	83.1	2.3	80.4	1.4	0.9	0.6	1.7	-4.2
pair	benchmark___benchmark_		benchmark-benchmark	178	100.0	2.3	79.2	1.3	0.9	0.5	1.7	-4.2
pair		benchmark___benchmark_	benchmark-benchmark	178	100.0	2.3	79.2	1.3	0.9	0.5	1.7	-4.2
pair	LWTI	RSmean	pos-pos	158	88.8	2.3	81.0	1.4	0.9	0.5	1.7	-4.2
pair	RSmean	LWTI	pos-pos	158	88.8	2.3	81.0	1.4	0.9	0.5	1.7	-4.2
single	LWTI	LWTI	pos-pos	173	97.2	2.2	78.6	1.3	0.9	0.5	1.7	-4.2
pair	RSI	MACD	pos-pos	150	84.3	2.2	80.7	1.4	0.8	0.5	1.5	-4.2
pair	MACD	MRmean	neg-pos	16	9.0	2.2	56.2	0.8	2.5	1.7	2.7	-1.3
pair	MRmean	MACD	neg-pos	16	9.0	2.2	56.2	0.8	2.5	1.7	2.7	-1.3
pair	MACD	RSI	pos-pos	150	84.3	2.2	80.7	1.4	0.8	0.5	1.5	-4.2
pair	RSI	LWTI	pos-pos	163	91.6	2.1	80.4	1.4	0.8	0.5	1.5	-4.2
pair	RSI	RSmean	pos-pos	160	89.9	2.1	81.2	1.4	0.8	0.5	1.5	-4.2
pair	RSmean	RSI	pos-pos	160	89.9	2.1	81.2	1.4	0.8	0.5	1.5	-4.2
pair	LWTI	RSI	pos-pos	163	91.6	2.1	80.4	1.4	0.8	0.5	1.5	-4.2
single	RSI	RSI	pos-pos	167	93.8	2.1	80.8	1.4	0.8	0.5	1.5	-4.2
pair	MACD	SLmean	pos-neg	12	6.7	2.0	83.3	2.4	6.7	8.3	0.8	-0.2
pair	SLmean	MACD	pos-neg	12	6.7	2.0	83.3	2.4	6.7	8.3	0.8	-0.2
pair	RSmean	RSI	neg-pos	7	3.9	1.9	71.4	1.4	3.6	4.8	1.4	-0.4
pair	RSI	RSmean	neg-pos	7	3.9	1.9	71.4	1.4	3.6	4.8	1.4	-0.4
pair	SLmean	MACDhist	pos-neg	44	24.7	1.9	79.5	2.2	7.0	8.0	0.8	-0.2
pair	MACDhist	SLmean	pos-neg	44	24.7	1.9	79.5	2.2	7.0	8.0	0.8	-0.2
pair	RSmean	RSIhist	pos-neg	43	24.2	1.9	67.4	1.1	2.6	1.4	1.7	-1.4
pair	RSIhist	RSmean	pos-neg	43	24.2	1.9	67.4	1.1	2.6	1.4	1.7	-1.4
pair	MACD	RSmean	pos-neg	13	7.3	1.9	84.6	2.5	6.6	8.2	0.8	-0.2
pair	RSmean	MACD	pos-neg	13	7.3	1.9	84.6	2.5	6.6	8.2	0.8	-0.2
pair	MACD	MRmean	pos-neg	13	7.3	1.9	84.6	2.5	6.6	8.2	0.8	-0.2
pair	MRmean	MACD	pos-neg	13	7.3	1.9	84.6	2.5	6.6	8.2	0.8	-0.2
pair	RSIhist	MACD	pos-neg	45	25.3	1.9	66.7	1.1	2.8	1.4	1.7	-1.4
pair	MACD	RSIhist	pos-neg	45	25.3	1.9	66.7	1.1	2.8	1.4	1.7	-1.4
pair	MRmean	RSIhist	pos-neg	29	16.3	1.8	72.4	1.9	5.4	3.3	0.9	-0.5
pair	RSIhist	MRmean	pos-neg	29	16.3	1.8	72.4	1.9	5.4	3.3	0.9	-0.5
single	RSIhist	RSIhist	neg-neg	54	30.3	1.7	63.0	0.9	1.9	0.8	1.8	-2.0
pair	MACD	RSI	neg-pos	17	9.6	1.7	82.4	1.9	3.4	4.2	0.9	-0.4
pair	RSI	MACD	neg-pos	17	9.6	1.7	82.4	1.9	3.4	4.2	0.9	-0.4
pair	RSIhist	MRmean	neg-neg	25	14.0	1.6	52.0	0.7	1.6	0.8	2.5	-2.0
pair	MACD	RSIhist	neg-pos	16	9.0	1.6	81.2	1.8	3.2	6.8	0.9	-0.2
pair	RSIhist	MACD	neg-pos	16	9.0	1.6	81.2	1.8	3.2	6.8	0.9	-0.2
pair	MRmean	RSIhist	neg-neg	25	14.0	1.6	52.0	0.7	1.6	0.8	2.5	-2.0
pair	MRmean	MACDhist	neg-neg	28	15.7	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	MACDhist	MRmean	neg-neg	28	15.7	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	MACD	MACDhist	pos-neg	65	36.5	1.5	67.7	1.0	2.4	1.0	1.4	-1.4
pair	MACDhist	RSmean	pos-neg	75	42.1	1.5	70.7	1.1	2.5	1.0	1.4	-1.4
pair	RSmean	MACDhist	pos-neg	75	42.1	1.5	70.7	1.1	2.5	1.0	1.4	-1.4
pair	RSIhist	LWTI	neg-pos	52	29.2	1.5	61.5	0.8	1.7	0.7	1.9	-2.0
single	MRmean	MRmean	neg-neg	28	15.7	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	MACDhist	RSIhist	neg-neg	46	25.8	1.5	60.9	0.8	1.6	0.7	1.9	-2.0
pair	LWTI	RSIhist	neg-pos	52	29.2	1.5	61.5	0.8	1.7	0.7	1.9	-2.0
pair	MACDhist	MACD	pos-neg	65	36.5	1.5	67.7	1.0	2.4	1.0	1.4	-1.4
pair	RSIhist	MACDhist	neg-neg	46	25.8	1.5	60.9	0.8	1.6	0.7	1.9	-2.0
pair	MRmean	SLmean	neg-neg	27	15.2	1.4	51.9	0.6	1.4	0.7	2.5	-2.0
pair	SLmean	MRmean	neg-neg	27	15.2	1.4	51.9	0.6	1.4	0.7	2.5	-2.0
pair	MACDhist	MRmean	pos-neg	62	34.8	1.4	74.2	1.8	5.1	2.9	0.8	-0.5
pair	MRmean	MACDhist	pos-neg	62	34.8	1.4	74.2	1.8	5.1	2.9	0.8	-0.5
single	MACDhist	MACDhist	neg-neg	90	50.6	1.4	67.8	0.9	1.8	0.7	1.5	-2.0
pair	RSmean	SLmean	neg-pos	35	19.7	1.3	60.0	0.7	1.9	1.0	1.9	-1.4
pair	RSIhist	MACDhist	neg-pos	44	24.7	1.3	75.0	1.7	3.1	5.4	0.7	-0.2
pair	MACDhist	RSIhist	neg-pos	44	24.7	1.3	75.0	1.7	3.1	5.4	0.7	-0.2
pair	SLmean	RSmean	neg-pos	35	19.7	1.3	60.0	0.7	1.9	1.0	1.9	-1.4
single	MACD	MACD	neg-neg	25	14.0	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACD	SLmean	neg-pos	35	19.7	1.2	57.1	0.7	1.8	0.9	1.9	-1.4
pair	SLmean	MACD	neg-pos	35	19.7	1.2	57.1	0.7	1.8	0.9	1.9	-1.4
pair	MACD	MACDhist	neg-neg	25	14.0	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACDhist	MACD	neg-neg	25	14.0	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	LWTI	MACDhist	neg-pos	85	47.8	1.2	65.9	0.8	1.5	0.6	1.5	-2.0
pair	LWTI	MACD	neg-pos	25	14.0	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACD	LWTI	neg-pos	25	14.0	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACDhist	LWTI	neg-pos	85	47.8	1.2	65.9	0.8	1.5	0.6	1.5	-2.0
pair	MACDhist	RSmean	neg-neg	15	8.4	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	RSmean	MACDhist	neg-neg	15	8.4	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
single	RSmean	RSmean	neg-neg	15	8.4	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	LWTI	RSmean	neg-pos	15	8.4	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	SLmean	RSIhist	neg-neg	39	21.9	1.1	53.8	0.5	1.2	0.6	2.1	-2.0
pair	RSIhist	SLmean	neg-neg	39	21.9	1.1	53.8	0.5	1.2	0.6	2.1	-2.0
pair	MRmean	LWTI	neg-pos	26	14.6	1.1	50.0	0.5	1.1	0.5	2.5	-2.0
pair	LWTI	MRmean	neg-pos	26	14.6	1.1	50.0	0.5	1.1	0.5	2.5	-2.0
pair	RSIhist	RSmean	neg-neg	11	6.2	1.1	45.5	0.5	1.0	0.6	2.3	-2.0
pair	RSmean	RSIhist	neg-neg	11	6.2	1.1	45.5	0.5	1.0	0.6	2.3	-2.0
pair	RSmean	LWTI	neg-pos	15	8.4	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
single	SLmean	SLmean	neg-neg	48	27.0	1.0	56.2	0.6	1.2	0.5	1.9	-2.0
pair	RSI	MACDhist	pos-neg	79	44.4	1.0	69.6	1.1	1.6	0.7	0.8	-1.4
pair	MACDhist	RSI	pos-neg	79	44.4	1.0	69.6	1.1	1.6	0.7	0.8	-1.4
pair	RSI	RSIhist	pos-neg	43	24.2	1.0	65.1	1.0	1.5	0.7	1.0	-1.4
pair	RSIhist	RSI	pos-neg	43	24.2	1.0	65.1	1.0	1.5	0.7	1.0	-1.4
pair	RSIhist	RSmean	neg-pos	4	2.2	0.9	75.0	0.8	0.0	0.0	1.3	0.0
pair	RSmean	RSIhist	neg-pos	4	2.2	0.9	75.0	0.8	0.0	0.0	1.3	0.0
pair	MACDhist	SLmean	neg-neg	46	25.8	0.9	56.5	0.5	1.1	0.5	1.9	-2.0
pair	SLmean	MACDhist	neg-neg	46	25.8	0.9	56.5	0.5	1.1	0.5	1.9	-2.0
pair	LWTI	SLmean	neg-pos	47	26.4	0.9	55.3	0.5	1.0	0.4	1.9	-2.0
pair	SLmean	LWTI	neg-pos	47	26.4	0.9	55.3	0.5	1.0	0.4	1.9	-2.0
pair	SLmean	RSIhist	neg-pos	9	5.1	0.8	66.7	1.0	1.0	16.1	0.8	-0.0
pair	RSIhist	SLmean	neg-pos	9	5.1	0.8	66.7	1.0	1.0	16.1	0.8	-0.0
pair	MRmean	SLmean	pos-neg	21	11.8	0.7	61.9	0.9	2.1	1.1	0.7	-0.6
pair	SLmean	MRmean	pos-neg	21	11.8	0.7	61.9	0.9	2.1	1.1	0.7	-0.6
pair	RSIhist	MACD	neg-neg	9	5.1	0.6	44.4	0.2	0.5	0.3	2.5	-2.0
pair	MACD	RSIhist	neg-neg	9	5.1	0.6	44.4	0.2	0.5	0.3	2.5	-2.0
pair	MACD	SLmean	neg-neg	13	7.3	0.6	53.8	0.3	0.6	0.3	2.1	-2.0
pair	SLmean	MACD	neg-neg	13	7.3	0.6	53.8	0.3	0.6	0.3	2.1	-2.0
pair	MACD	MRmean	neg-neg	12	6.7	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MRmean	MACD	neg-neg	12	6.7	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	RSmean	MACD	neg-neg	12	6.7	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MACD	RSmean	neg-neg	12	6.7	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MRmean	RSmean	neg-neg	13	7.3	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	MRmean	neg-neg	13	7.3	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	MACD	RSI	neg-neg	8	4.5	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	RSI	MACD	neg-neg	8	4.5	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	SLmean	RSmean	neg-neg	13	7.3	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	SLmean	neg-neg	13	7.3	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	RSI	neg-neg	8	4.5	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	RSI	RSmean	neg-neg	8	4.5	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	MRmean	RSIhist	neg-pos	3	1.7	0.2	66.7	0.1	0.0	0.0	1.5	0.0
pair	RSIhist	MRmean	neg-pos	3	1.7	0.2	66.7	0.1	0.0	0.0	1.5	0.0
pair	RSI	SLmean	neg-pos	37	20.8	0.0	56.8	0.1	0.1	0.0	0.9	-1.4
pair	SLmean	RSI	neg-pos	37	20.8	0.0	56.8	0.1	0.1	0.0	0.9	-1.4
pair	MRmean	RSI	neg-pos	17	9.6	-0.4	52.9	-0.4	-0.5	-0.3	1.1	-1.5
pair	RSI	MRmean	neg-pos	17	9.6	-0.4	52.9	-0.4	-0.5	-0.3	1.1	-1.5

All Contingency Tables for FLOT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 88% Sharpe 1.68 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 129M (72%)	CAGR 0.7% \| Win 62% Sharpe 0.88 \| Sortino 2.07 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 21M (12%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 5.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.4% \| Win 52% Sharpe 0.56 \| Sortino 1.38 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 27M (15%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
SLmean only	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.55 \| Sortino 0.81 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 148M (83%)	CAGR 6.3% \| Win 100% Sharpe 4.92 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 2.6% \| Win 60% Sharpe 0.94 \| Sortino 2.57 \| Calmar 2.0 Vol 3% \| MDD -1.3% Months 15M (8%)	CAGR 0.3% \| Win 46% Sharpe 0.14 \| Sortino 0.30 \| Calmar 0.1 Vol 2% \| MDD -2.0% Months 13M (7%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 84% Sharpe 1.56 \| Sortino 0.80 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 137M (77%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.63 \| Calmar 8.2 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 2.2% \| Win 56% Sharpe 0.85 \| Sortino 2.47 \| Calmar 1.7 Vol 3% \| MDD -1.3% Months 16M (9%)	CAGR 0.5% \| Win 50% Sharpe 0.23 \| Sortino 0.49 \| Calmar 0.2 Vol 2% \| MDD -2.0% Months 12M (7%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
MACD only	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)	-	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR -0.4% \| Win 53% Sharpe -0.38 \| Sortino -0.46 \| Calmar -0.3 Vol 1% \| MDD -1.5% Months 17M (10%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
RSI only	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 74% Sharpe 1.80 \| Sortino 5.10 \| Calmar 2.9 Vol 1% \| MDD -0.5% Months 62M (35%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	-	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 87% Sharpe 1.57 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 121M (68%)	CAGR 1.8% \| Win 72% Sharpe 1.88 \| Sortino 5.41 \| Calmar 3.3 Vol 1% \| MDD -0.5% Months 29M (16%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 0.2% \| Win 67% Sharpe 0.15 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (2%)	CAGR 1.6% \| Win 52% Sharpe 0.65 \| Sortino 1.60 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 25M (14%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.55 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 147M (83%)	CAGR 3.9% \| Win 100% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 1.1% \| Win 50% Sharpe 0.45 \| Sortino 1.12 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 26M (15%)	CAGR 6.8% \| Win 100% Sharpe 12.01 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 88% Sharpe 1.66 \| Sortino 0.74 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 128M (72%)	CAGR 6.3% \| Win 100% Sharpe 4.92 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 1.3% \| Win 60% Sharpe 0.72 \| Sortino 1.89 \| Calmar 1.0 Vol 2% \| MDD -1.4% Months 35M (20%)	CAGR 0.3% \| Win 46% Sharpe 0.14 \| Sortino 0.30 \| Calmar 0.1 Vol 2% \| MDD -2.0% Months 13M (7%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 88% Sharpe 1.69 \| Sortino 0.73 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 118M (66%)	CAGR 2.0% \| Win 83% Sharpe 2.40 \| Sortino 6.71 \| Calmar 8.3 Vol 1% \| MDD -0.2% Months 12M (7%)	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 1.2% \| Win 57% Sharpe 0.66 \| Sortino 1.80 \| Calmar 0.9 Vol 2% \| MDD -1.4% Months 35M (20%)	CAGR 0.6% \| Win 54% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.3 Vol 2% \| MDD -2.0% Months 13M (7%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
MACD only	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)	-	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 0.0% \| Win 57% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 1% \| MDD -1.4% Months 37M (21%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
RSI only	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 92% Sharpe 1.69 \| Sortino 0.58 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 86M (48%)	CAGR 1.9% \| Win 80% Sharpe 2.23 \| Sortino 7.05 \| Calmar 8.0 Vol 1% \| MDD -0.2% Months 44M (25%)	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 3.4% \| Win 50% Sharpe 1.32 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 0.9% \| Win 56% Sharpe 0.50 \| Sortino 1.06 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 46M (26%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 88% Sharpe 1.58 \| Sortino 0.70 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 115M (65%)	CAGR 3.3% \| Win 87% Sharpe 3.74 \| Sortino 536.05 \| Calmar 194.5 Vol 1% \| MDD -0.0% Months 15M (8%)	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 0.8% \| Win 67% Sharpe 0.96 \| Sortino 0.99 \| Calmar 16.1 Vol 1% \| MDD -0.0% Months 9M (5%)	CAGR 1.1% \| Win 54% Sharpe 0.54 \| Sortino 1.24 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 39M (22%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 87% Sharpe 1.65 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 126M (71%)	CAGR 4.2% \| Win 100% Sharpe 4.22 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)
SLmean neg	CAGR 0.9% \| Win 55% Sharpe 0.48 \| Sortino 1.03 \| Calmar 0.4 Vol 2% \| MDD -2.0% Months 47M (26%)	CAGR 8.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.4% \| Win 81% Sharpe 1.41 \| Sortino 0.89 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.63 \| Calmar 8.2 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)
RSmean neg	CAGR 3.4% \| Win 67% Sharpe 2.04 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (2%)	CAGR 0.5% \| Win 50% Sharpe 0.23 \| Sortino 0.49 \| Calmar 0.2 Vol 2% \| MDD -2.0% Months 12M (7%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
MACD only	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.81 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 160M (90%)	CAGR 16.5% \| Win 100% Sharpe 3.46 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (2%)	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)
RSmean neg	CAGR 1.9% \| Win 71% Sharpe 1.43 \| Sortino 3.64 \| Calmar 4.8 Vol 1% \| MDD -0.4% Months 7M (4%)	CAGR 0.3% \| Win 38% Sharpe 0.13 \| Sortino 0.29 \| Calmar 0.2 Vol 3% \| MDD -2.0% Months 8M (4%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
RSI only	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.5% \| Win 71% Sharpe 1.08 \| Sortino 2.47 \| Calmar 1.0 Vol 1% \| MDD -1.4% Months 75M (42%)	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)
RSmean neg	-	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 87% Sharpe 1.56 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 120M (67%)	CAGR 1.9% \| Win 67% Sharpe 1.08 \| Sortino 2.61 \| Calmar 1.4 Vol 2% \| MDD -1.4% Months 43M (24%)	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)
RSmean neg	CAGR 0.9% \| Win 75% Sharpe 0.75 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 1.1% \| Win 46% Sharpe 0.48 \| Sortino 1.02 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 11M (6%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 81% Sharpe 1.37 \| Sortino 0.87 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 158M (89%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)
RSmean neg	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)	-	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.2% \| Win 81% Sharpe 1.40 \| Sortino 0.81 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 150M (84%)	CAGR 16.5% \| Win 100% Sharpe 3.46 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (2%)	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)
MACD neg	CAGR 1.7% \| Win 82% Sharpe 1.91 \| Sortino 3.36 \| Calmar 4.2 Vol 1% \| MDD -0.4% Months 17M (10%)	CAGR 0.3% \| Win 38% Sharpe 0.13 \| Sortino 0.29 \| Calmar 0.2 Vol 3% \| MDD -2.0% Months 8M (4%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)
RSI only	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.5% \| Win 68% Sharpe 1.01 \| Sortino 2.42 \| Calmar 1.0 Vol 1% \| MDD -1.4% Months 65M (36%)	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)
MACD neg	-	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.6% \| Win 87% Sharpe 1.54 \| Sortino 0.69 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 108M (61%)	CAGR 1.9% \| Win 67% Sharpe 1.12 \| Sortino 2.81 \| Calmar 1.4 Vol 2% \| MDD -1.4% Months 45M (25%)	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)
MACD neg	CAGR 1.6% \| Win 81% Sharpe 1.79 \| Sortino 3.22 \| Calmar 6.8 Vol 1% \| MDD -0.2% Months 16M (9%)	CAGR 0.6% \| Win 44% Sharpe 0.25 \| Sortino 0.52 \| Calmar 0.3 Vol 2% \| MDD -2.0% Months 9M (5%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.3% \| Win 80% Sharpe 1.36 \| Sortino 0.88 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 148M (83%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)
MACD neg	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)	-	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.0% \| Win 70% Sharpe 1.15 \| Sortino 1.64 \| Calmar 0.7 Vol 1% \| MDD -1.4% Months 79M (44%)	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)
RSI neg	-	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.0% \| Win 65% Sharpe 1.01 \| Sortino 1.47 \| Calmar 0.7 Vol 1% \| MDD -1.4% Months 43M (24%)	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)
RSI neg	-	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.1% \| Win 80% Sharpe 1.37 \| Sortino 0.81 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 163M (92%)	CAGR 4.2% \| Win 100% Sharpe 4.22 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)
RSI neg	CAGR 4.1% \| Win 50% Sharpe 1.09 \| Sortino 3.54 \| Calmar 2.0 Vol 4% \| MDD -2.0% Months 10M (6%)	CAGR 8.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.2% \| Win 92% Sharpe 1.65 \| Sortino 0.55 \| Calmar 0.8 Vol 2% \| MDD -4.2% Months 80M (45%)	CAGR 2.9% \| Win 75% Sharpe 2.54 \| Sortino 5.18 \| Calmar 169.1 Vol 1% \| MDD -0.0% Months 8M (4%)	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)
MACDhist neg	CAGR 1.3% \| Win 75% Sharpe 1.70 \| Sortino 3.14 \| Calmar 5.4 Vol 1% \| MDD -0.2% Months 44M (25%)	CAGR 1.5% \| Win 61% Sharpe 0.78 \| Sortino 1.63 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 46M (26%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	-	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)
MACDhist neg	CAGR 1.2% \| Win 66% Sharpe 0.80 \| Sortino 1.49 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 85M (48%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.5% \| Win 86% Sharpe 1.51 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 121M (68%)	CAGR 3.9% \| Win 100% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.5% \| Win 86% Sharpe 1.54 \| Sortino 0.72 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 124M (70%)
RSIhist neg	CAGR 1.5% \| Win 62% Sharpe 0.82 \| Sortino 1.69 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 52M (29%)	CAGR 6.8% \| Win 100% Sharpe 12.01 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (30%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.28 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (97%)	CAGR 5.0% \| Win 100% Sharpe 5.00 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 88% Sharpe 1.68 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 129M (72%)	CAGR 0.7% \| Win 62% Sharpe 0.88 \| Sortino 2.07 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 21M (12%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 5.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 1.4% \| Win 52% Sharpe 0.56 \| Sortino 1.38 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 27M (15%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
SLmean only	CAGR 2.7% \| Win 88% Sharpe 1.70 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 130M (73%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (27%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.55 \| Sortino 0.81 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 148M (83%)	CAGR 6.3% \| Win 100% Sharpe 4.92 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 2.6% \| Win 60% Sharpe 0.94 \| Sortino 2.57 \| Calmar 2.0 Vol 3% \| MDD -1.3% Months 15M (8%)	CAGR 0.3% \| Win 46% Sharpe 0.14 \| Sortino 0.30 \| Calmar 0.1 Vol 2% \| MDD -2.0% Months 13M (7%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 163M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.07 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 84% Sharpe 1.56 \| Sortino 0.80 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 137M (77%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.63 \| Calmar 8.2 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR 2.2% \| Win 56% Sharpe 0.85 \| Sortino 2.47 \| Calmar 1.7 Vol 3% \| MDD -1.3% Months 16M (9%)	CAGR 0.5% \| Win 50% Sharpe 0.23 \| Sortino 0.49 \| Calmar 0.2 Vol 2% \| MDD -2.0% Months 12M (7%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
MACD only	CAGR 2.4% \| Win 81% Sharpe 1.42 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (86%)	CAGR 1.2% \| Win 68% Sharpe 0.78 \| Sortino 1.26 \| Calmar 0.6 Vol 2% \| MDD -2.0% Months 25M (14%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)	-	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	CAGR -0.4% \| Win 53% Sharpe -0.38 \| Sortino -0.46 \| Calmar -0.3 Vol 1% \| MDD -1.5% Months 17M (10%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
RSI only	CAGR 2.1% \| Win 81% Sharpe 1.41 \| Sortino 0.83 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 167M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.84 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 74% Sharpe 1.80 \| Sortino 5.10 \| Calmar 2.9 Vol 1% \| MDD -0.5% Months 62M (35%)	CAGR 2.4% \| Win 84% Sharpe 1.58 \| Sortino 0.82 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 150M (84%)
MRmean neg	-	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (16%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (49%)	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.75 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 90M (51%)