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	1.6	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSI	RSmean	pos-neg	3	1.6	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	MACD	RSI	pos-neg	3	1.6	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSI	MACD	pos-neg	3	1.6	16.5	100.0	3.5	0.0	0.0	4.5	0.0
pair	SLmean	LWTI	neg-neg	1	0.5	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	neg-neg	1	0.5	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	neg-neg	1	0.5	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	neg-neg	1	0.5	8.2	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	LWTI	neg-neg	2	1.1	6.8	100.0	11.9	0.0	0.0	0.6	0.0
pair	LWTI	MRmean	neg-neg	2	1.1	6.8	100.0	11.9	0.0	0.0	0.6	0.0
pair	RSIhist	LWTI	neg-neg	2	1.1	6.8	100.0	11.9	0.0	0.0	0.6	0.0
pair	LWTI	RSIhist	neg-neg	2	1.1	6.8	100.0	11.9	0.0	0.0	0.6	0.0
pair	SLmean	RSmean	pos-neg	2	1.1	6.4	100.0	5.0	0.0	0.0	1.2	0.0
pair	RSmean	SLmean	pos-neg	2	1.1	6.4	100.0	5.0	0.0	0.0	1.2	0.0
pair	RSmean	MRmean	pos-neg	2	1.1	6.4	100.0	5.0	0.0	0.0	1.2	0.0
pair	MRmean	RSmean	pos-neg	2	1.1	6.4	100.0	5.0	0.0	0.0	1.2	0.0
pair	SLmean	MRmean	neg-pos	1	0.5	5.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	neg-pos	1	0.5	5.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	neg-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	MACDhist	LWTI	neg-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	LWTI	MACD	pos-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	MACD	LWTI	pos-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	RSmean	LWTI	pos-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	LWTI	RSmean	pos-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
single	LWTI	LWTI	neg-neg	5	2.7	5.0	100.0	5.0	0.0	0.0	1.0	0.0
pair	RSI	MRmean	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	SLmean	RSI	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	RSI	SLmean	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	RSI	RSIhist	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	MRmean	RSI	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
single	RSI	RSI	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	MACDhist	RSI	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	RSI	MACDhist	neg-neg	11	6.0	4.5	54.5	1.2	3.9	2.2	3.6	-2.0
pair	RSIhist	RSI	neg-neg	11	6.0	4.5	54.5	1.2	3.9	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	5.4	4.1	50.0	1.1	3.5	2.0	3.8	-2.0
pair	RSI	LWTI	neg-pos	10	5.4	4.1	50.0	1.1	3.5	2.0	3.8	-2.0
pair	LWTI	RSIhist	pos-neg	3	1.6	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	RSIhist	LWTI	pos-neg	3	1.6	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	LWTI	MRmean	pos-neg	3	1.6	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	MRmean	LWTI	pos-neg	3	1.6	3.9	100.0	3.2	0.0	0.0	1.2	0.0
pair	MACD	RSmean	neg-pos	3	1.6	3.4	66.7	2.0	0.0	0.0	1.7	0.0
pair	RSmean	MACD	neg-pos	3	1.6	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	8.2	3.3	86.7	3.7	20350.2	190.6	0.9	-0.0
pair	RSIhist	SLmean	pos-neg	15	8.2	3.3	86.7	3.7	20350.2	190.6	0.9	-0.0
pair	MACDhist	MRmean	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACD	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSmean	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	MACD	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSIhist	MACDhist	pos-pos	80	43.5	3.2	92.5	1.6	0.6	0.8	1.9	-4.2
pair	MACDhist	RSI	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	RSIhist	pos-pos	80	43.5	3.2	92.5	1.6	0.6	0.8	1.9	-4.2
pair	MACDhist	RSmean	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	RSI	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	LWTI	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
single	MACDhist	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	LWTI	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	MRmean	MACDhist	pos-pos	88	47.8	3.2	90.9	1.7	0.6	0.7	1.8	-4.2
pair	SLmean	MACDhist	pos-pos	86	46.7	3.1	91.9	1.7	0.6	0.7	1.8	-4.2
pair	MACDhist	SLmean	pos-pos	86	46.7	3.1	91.9	1.7	0.6	0.7	1.8	-4.2
pair	SLmean	MACD	pos-pos	124	67.4	2.9	88.7	1.8	0.8	0.7	1.6	-4.2
pair	MACDhist	RSIhist	pos-neg	8	4.3	2.9	75.0	2.5	5.3	165.8	1.1	-0.0
pair	MACD	SLmean	pos-pos	124	67.4	2.9	88.7	1.8	0.8	0.7	1.6	-4.2
pair	RSIhist	MACDhist	pos-neg	8	4.3	2.9	75.0	2.5	5.3	165.8	1.1	-0.0
single	SLmean	SLmean	pos-pos	136	73.9	2.8	88.2	1.8	0.8	0.7	1.6	-4.2
pair	SLmean	MRmean	pos-pos	135	73.4	2.8	88.1	1.8	0.8	0.7	1.6	-4.2
pair	MRmean	SLmean	pos-pos	135	73.4	2.8	88.1	1.8	0.8	0.7	1.6	-4.2
pair	SLmean	RSI	pos-pos	136	73.9	2.8	88.2	1.8	0.8	0.7	1.6	-4.2
pair	RSI	SLmean	pos-pos	136	73.9	2.8	88.2	1.8	0.8	0.7	1.6	-4.2
pair	LWTI	SLmean	pos-pos	132	71.7	2.7	87.9	1.7	0.8	0.7	1.6	-4.2
pair	SLmean	LWTI	pos-pos	132	71.7	2.7	87.9	1.7	0.8	0.7	1.6	-4.2
pair	RSIhist	SLmean	pos-pos	121	65.8	2.7	88.4	1.7	0.7	0.6	1.6	-4.3
pair	SLmean	RSIhist	pos-pos	121	65.8	2.7	88.4	1.7	0.7	0.6	1.6	-4.3
pair	MACD	RSIhist	pos-pos	114	62.0	2.7	87.7	1.6	0.7	0.6	1.7	-4.3
pair	RSIhist	MACD	pos-pos	114	62.0	2.7	87.7	1.6	0.7	0.6	1.7	-4.3
pair	RSmean	SLmean	pos-pos	134	72.8	2.7	88.1	1.7	0.8	0.6	1.6	-4.2
pair	SLmean	RSmean	pos-pos	134	72.8	2.7	88.1	1.7	0.8	0.6	1.6	-4.2
pair	RSIhist	MRmean	pos-pos	127	69.0	2.6	87.4	1.6	0.7	0.6	1.6	-4.3
pair	MRmean	RSIhist	pos-pos	127	69.0	2.6	87.4	1.6	0.7	0.6	1.6	-4.3
pair	RSIhist	RSI	pos-pos	130	70.7	2.6	86.9	1.6	0.8	0.6	1.6	-4.3
pair	RSI	RSIhist	pos-pos	130	70.7	2.6	86.9	1.6	0.8	0.6	1.6	-4.3
pair	RSmean	RSIhist	pos-pos	126	68.5	2.6	87.3	1.6	0.7	0.6	1.6	-4.3
pair	RSIhist	RSmean	pos-pos	126	68.5	2.6	87.3	1.6	0.7	0.6	1.6	-4.3
single	RSIhist	RSIhist	pos-pos	130	70.7	2.6	86.9	1.6	0.8	0.6	1.6	-4.3
pair	MRmean	RSmean	neg-pos	15	8.2	2.5	60.0	0.9	2.6	2.0	2.7	-1.3
pair	MRmean	RSI	pos-pos	156	84.8	2.5	84.6	1.6	0.8	0.6	1.5	-4.2
pair	RSI	MRmean	pos-pos	156	84.8	2.5	84.6	1.6	0.8	0.6	1.5	-4.2
pair	MACD	MRmean	pos-pos	143	77.7	2.5	84.6	1.6	0.8	0.6	1.5	-4.2
pair	MRmean	MACD	pos-pos	143	77.7	2.5	84.6	1.6	0.8	0.6	1.5	-4.2
pair	LWTI	RSIhist	pos-pos	127	69.0	2.5	86.6	1.6	0.7	0.6	1.6	-4.3
single	MRmean	MRmean	pos-pos	156	84.8	2.5	84.6	1.6	0.8	0.6	1.5	-4.2
single	MACD	MACD	pos-pos	159	86.4	2.5	81.8	1.5	0.9	0.6	1.7	-4.2
pair	MACD	RSmean	pos-pos	156	84.8	2.5	82.1	1.5	0.9	0.6	1.7	-4.2
pair	RSmean	MRmean	neg-pos	15	8.2	2.5	60.0	0.9	2.6	2.0	2.7	-1.3
pair	RSmean	MACD	pos-pos	156	84.8	2.5	82.1	1.5	0.9	0.6	1.7	-4.2
pair	RSIhist	LWTI	pos-pos	127	69.0	2.5	86.6	1.6	0.7	0.6	1.6	-4.3
pair	MRmean	RSmean	pos-pos	154	83.7	2.4	84.4	1.6	0.8	0.6	1.5	-4.2
pair	LWTI	MRmean	pos-pos	153	83.2	2.4	84.3	1.6	0.8	0.6	1.5	-4.2
pair	MRmean	LWTI	pos-pos	153	83.2	2.4	84.3	1.6	0.8	0.6	1.5	-4.2
pair	RSmean	MRmean	pos-pos	154	83.7	2.4	84.4	1.6	0.8	0.6	1.5	-4.2
single	RSmean	RSmean	pos-pos	169	91.8	2.4	82.2	1.5	0.9	0.6	1.6	-4.2
pair	MACD	LWTI	pos-pos	154	83.7	2.4	81.2	1.4	0.9	0.6	1.7	-4.2
pair	LWTI	MACD	pos-pos	154	83.7	2.4	81.2	1.4	0.9	0.6	1.7	-4.2
pair	LWTI	RSmean	pos-pos	164	89.1	2.4	81.7	1.4	0.9	0.6	1.6	-4.2
pair	RSmean	LWTI	pos-pos	164	89.1	2.4	81.7	1.4	0.9	0.6	1.6	-4.2
pair	benchmark___benchmark_		benchmark-benchmark	184	100.0	2.3	79.9	1.4	1.0	0.6	1.7	-4.2
pair		benchmark___benchmark_	benchmark-benchmark	184	100.0	2.3	79.9	1.4	1.0	0.6	1.7	-4.2
single	LWTI	LWTI	pos-pos	179	97.3	2.2	79.3	1.3	0.9	0.5	1.7	-4.2
single	RSI	RSI	pos-pos	173	94.0	2.2	81.5	1.5	0.9	0.5	1.5	-4.2
pair	RSI	RSmean	pos-pos	166	90.2	2.2	81.9	1.5	0.8	0.5	1.5	-4.2
pair	RSmean	RSI	pos-pos	166	90.2	2.2	81.9	1.5	0.8	0.5	1.5	-4.2
pair	MACD	RSI	pos-pos	156	84.8	2.2	81.4	1.5	0.8	0.5	1.5	-4.2
pair	RSI	MACD	pos-pos	156	84.8	2.2	81.4	1.5	0.8	0.5	1.5	-4.2
pair	MACD	MRmean	neg-pos	16	8.7	2.2	56.2	0.8	2.5	1.7	2.7	-1.3
pair	MRmean	MACD	neg-pos	16	8.7	2.2	56.2	0.8	2.5	1.7	2.7	-1.3
pair	SLmean	MACDhist	pos-neg	50	27.2	2.1	82.0	2.6	8.0	9.0	0.8	-0.2
pair	MACDhist	SLmean	pos-neg	50	27.2	2.1	82.0	2.6	8.0	9.0	0.8	-0.2
pair	LWTI	RSI	pos-pos	169	91.8	2.1	81.1	1.4	0.8	0.5	1.5	-4.2
pair	RSI	LWTI	pos-pos	169	91.8	2.1	81.1	1.4	0.8	0.5	1.5	-4.2
pair	MACD	SLmean	pos-neg	12	6.5	2.0	83.3	2.4	6.6	8.2	0.8	-0.2
pair	SLmean	MACD	pos-neg	12	6.5	2.0	83.3	2.4	6.6	8.2	0.8	-0.2
pair	RSmean	RSI	neg-pos	7	3.8	1.9	71.4	1.4	3.7	4.9	1.4	-0.4
pair	RSI	RSmean	neg-pos	7	3.8	1.9	71.4	1.4	3.7	4.9	1.4	-0.4
pair	RSmean	RSIhist	pos-neg	43	23.4	1.9	67.4	1.1	2.6	1.4	1.7	-1.4
pair	RSIhist	RSmean	pos-neg	43	23.4	1.9	67.4	1.1	2.6	1.4	1.7	-1.4
pair	MACD	RSmean	pos-neg	13	7.1	1.9	84.6	2.5	6.5	8.1	0.8	-0.2
pair	RSmean	MACD	pos-neg	13	7.1	1.9	84.6	2.5	6.5	8.1	0.8	-0.2
pair	MACD	MRmean	pos-neg	13	7.1	1.9	84.6	2.5	6.5	8.1	0.8	-0.2
pair	MRmean	MACD	pos-neg	13	7.1	1.9	84.6	2.5	6.5	8.1	0.8	-0.2
pair	RSIhist	MACD	pos-neg	45	24.5	1.9	66.7	1.1	2.8	1.4	1.7	-1.4
pair	MACD	RSIhist	pos-neg	45	24.5	1.9	66.7	1.1	2.8	1.4	1.7	-1.4
pair	MRmean	RSIhist	pos-neg	29	15.8	1.8	72.4	1.9	5.5	3.4	0.9	-0.5
pair	RSIhist	MRmean	pos-neg	29	15.8	1.8	72.4	1.9	5.5	3.4	0.9	-0.5
pair	RSI	MACD	neg-pos	17	9.2	1.7	82.4	1.9	3.4	4.2	0.9	-0.4
pair	MACD	RSI	neg-pos	17	9.2	1.7	82.4	1.9	3.4	4.2	0.9	-0.4
pair	MACD	MACDhist	pos-neg	71	38.6	1.7	70.4	1.2	2.8	1.2	1.4	-1.4
pair	MACDhist	MACD	pos-neg	71	38.6	1.7	70.4	1.2	2.8	1.2	1.4	-1.4
single	RSIhist	RSIhist	neg-neg	54	29.3	1.7	63.0	0.9	1.9	0.8	1.8	-2.0
pair	RSmean	MACDhist	pos-neg	81	44.0	1.7	72.8	1.3	2.8	1.1	1.3	-1.4
pair	MACDhist	RSmean	pos-neg	81	44.0	1.7	72.8	1.3	2.8	1.1	1.3	-1.4
pair	MACDhist	MRmean	pos-neg	68	37.0	1.6	76.5	2.1	6.0	3.4	0.8	-0.5
pair	MRmean	RSIhist	neg-neg	25	13.6	1.6	52.0	0.7	1.6	0.8	2.5	-2.0
pair	RSIhist	MRmean	neg-neg	25	13.6	1.6	52.0	0.7	1.6	0.8	2.5	-2.0
pair	MRmean	MACDhist	pos-neg	68	37.0	1.6	76.5	2.1	6.0	3.4	0.8	-0.5
pair	MACD	RSIhist	neg-pos	16	8.7	1.6	81.2	1.8	3.3	6.8	0.9	-0.2
pair	RSIhist	MACD	neg-pos	16	8.7	1.6	81.2	1.8	3.3	6.8	0.9	-0.2
single	MACDhist	MACDhist	neg-neg	96	52.2	1.6	69.8	1.1	2.0	0.8	1.4	-2.0
pair	RSIhist	MACDhist	neg-pos	50	27.2	1.6	78.0	2.1	4.0	6.8	0.7	-0.2
pair	MACDhist	RSIhist	neg-pos	50	27.2	1.6	78.0	2.1	4.0	6.8	0.7	-0.2
single	MRmean	MRmean	neg-neg	28	15.2	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	LWTI	RSIhist	neg-pos	52	28.3	1.5	61.5	0.8	1.7	0.7	1.9	-2.0
pair	MRmean	MACDhist	neg-neg	28	15.2	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	MACDhist	MRmean	neg-neg	28	15.2	1.5	53.6	0.6	1.5	0.7	2.4	-2.0
pair	MACDhist	RSIhist	neg-neg	46	25.0	1.5	60.9	0.8	1.6	0.7	1.9	-2.0
pair	RSIhist	MACDhist	neg-neg	46	25.0	1.5	60.9	0.8	1.6	0.7	1.9	-2.0
pair	RSIhist	LWTI	neg-pos	52	28.3	1.5	61.5	0.8	1.7	0.7	1.9	-2.0
pair	MACDhist	LWTI	neg-pos	91	49.5	1.4	68.1	0.9	1.7	0.7	1.4	-2.0
pair	LWTI	MACDhist	neg-pos	91	49.5	1.4	68.1	0.9	1.7	0.7	1.4	-2.0
pair	SLmean	MRmean	neg-neg	27	14.7	1.3	51.9	0.6	1.4	0.7	2.5	-2.0
pair	MRmean	SLmean	neg-neg	27	14.7	1.3	51.9	0.6	1.4	0.7	2.5	-2.0
pair	RSmean	SLmean	neg-pos	35	19.0	1.3	60.0	0.7	1.9	1.0	1.9	-1.4
pair	SLmean	RSmean	neg-pos	35	19.0	1.3	60.0	0.7	1.9	1.0	1.9	-1.4
pair	MACDhist	RSI	pos-neg	85	46.2	1.2	71.8	1.4	2.0	0.8	0.8	-1.4
pair	RSI	MACDhist	pos-neg	85	46.2	1.2	71.8	1.4	2.0	0.8	0.8	-1.4
pair	MACDhist	MACD	neg-neg	25	13.6	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACD	LWTI	neg-pos	25	13.6	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
single	MACD	MACD	neg-neg	25	13.6	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACD	MACDhist	neg-neg	25	13.6	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	LWTI	MACD	neg-pos	25	13.6	1.2	68.0	0.8	1.3	0.6	1.6	-2.0
pair	MACD	SLmean	neg-pos	35	19.0	1.2	57.1	0.7	1.8	0.9	1.9	-1.4
pair	SLmean	MACD	neg-pos	35	19.0	1.2	57.1	0.7	1.8	0.9	1.9	-1.4
pair	MACDhist	RSmean	neg-neg	15	8.2	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	RSmean	MACDhist	neg-neg	15	8.2	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	SLmean	RSIhist	neg-neg	39	21.2	1.1	53.8	0.5	1.2	0.6	2.1	-2.0
pair	RSIhist	SLmean	neg-neg	39	21.2	1.1	53.8	0.5	1.2	0.6	2.1	-2.0
pair	MRmean	LWTI	neg-pos	26	14.1	1.1	50.0	0.5	1.1	0.5	2.5	-2.0
pair	LWTI	MRmean	neg-pos	26	14.1	1.1	50.0	0.5	1.1	0.5	2.5	-2.0
single	RSmean	RSmean	neg-neg	15	8.2	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	RSmean	RSIhist	neg-neg	11	6.0	1.1	45.5	0.5	1.0	0.6	2.3	-2.0
pair	RSmean	LWTI	neg-pos	15	8.2	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	LWTI	RSmean	neg-pos	15	8.2	1.1	53.3	0.5	1.1	0.5	2.1	-2.0
pair	RSIhist	RSmean	neg-neg	11	6.0	1.1	45.5	0.5	1.0	0.6	2.3	-2.0
pair	RSIhist	RSI	pos-neg	43	23.4	1.0	65.1	1.0	1.5	0.7	1.0	-1.4
pair	RSIhist	RSmean	neg-pos	4	2.2	1.0	75.0	0.8	0.0	0.0	1.3	0.0
pair	RSmean	RSIhist	neg-pos	4	2.2	1.0	75.0	0.8	0.0	0.0	1.3	0.0
pair	RSI	RSIhist	pos-neg	43	23.4	1.0	65.1	1.0	1.5	0.7	1.0	-1.4
single	SLmean	SLmean	neg-neg	48	26.1	1.0	56.2	0.6	1.2	0.5	1.9	-2.0
pair	MACDhist	SLmean	neg-neg	46	25.0	0.9	56.5	0.5	1.1	0.5	1.9	-2.0
pair	SLmean	MACDhist	neg-neg	46	25.0	0.9	56.5	0.5	1.1	0.5	1.9	-2.0
pair	LWTI	SLmean	neg-pos	47	25.5	0.9	55.3	0.5	1.0	0.4	1.9	-2.0
pair	SLmean	LWTI	neg-pos	47	25.5	0.9	55.3	0.5	1.0	0.4	1.9	-2.0
pair	MRmean	SLmean	pos-neg	21	11.4	0.7	61.9	0.9	2.1	1.2	0.7	-0.6
pair	SLmean	MRmean	pos-neg	21	11.4	0.7	61.9	0.9	2.1	1.2	0.7	-0.6
pair	SLmean	RSIhist	neg-pos	9	4.9	0.7	66.7	1.0	1.0	15.7	0.8	-0.0
pair	RSIhist	SLmean	neg-pos	9	4.9	0.7	66.7	1.0	1.0	15.7	0.8	-0.0
pair	RSIhist	MACD	neg-neg	9	4.9	0.6	44.4	0.2	0.5	0.3	2.5	-2.0
pair	MACD	RSIhist	neg-neg	9	4.9	0.6	44.4	0.2	0.5	0.3	2.5	-2.0
pair	MACD	SLmean	neg-neg	13	7.1	0.6	53.8	0.3	0.6	0.3	2.1	-2.0
pair	SLmean	MACD	neg-neg	13	7.1	0.6	53.8	0.3	0.6	0.3	2.1	-2.0
pair	MACD	MRmean	neg-neg	12	6.5	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MRmean	MACD	neg-neg	12	6.5	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	RSmean	MACD	neg-neg	12	6.5	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MACD	RSmean	neg-neg	12	6.5	0.5	50.0	0.2	0.5	0.2	2.2	-2.0
pair	MRmean	RSmean	neg-neg	13	7.1	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	MRmean	neg-neg	13	7.1	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	MACD	RSI	neg-neg	8	4.3	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	RSI	MACD	neg-neg	8	4.3	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	SLmean	RSmean	neg-neg	13	7.1	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	SLmean	neg-neg	13	7.1	0.3	46.2	0.1	0.3	0.1	2.1	-2.0
pair	RSmean	RSI	neg-neg	8	4.3	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	RSI	RSmean	neg-neg	8	4.3	0.3	37.5	0.1	0.3	0.1	2.6	-2.0
pair	MRmean	RSIhist	neg-pos	3	1.6	0.2	66.7	0.2	0.0	0.0	1.5	0.0
pair	RSIhist	MRmean	neg-pos	3	1.6	0.2	66.7	0.2	0.0	0.0	1.5	0.0
pair	RSI	SLmean	neg-pos	37	20.1	0.0	56.8	0.1	0.1	0.0	0.9	-1.4
pair	SLmean	RSI	neg-pos	37	20.1	0.0	56.8	0.1	0.1	0.0	0.9	-1.4
pair	MRmean	RSI	neg-pos	17	9.2	-0.4	52.9	-0.4	-0.5	-0.3	1.1	-1.5
pair	RSI	MRmean	neg-pos	17	9.2	-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 2.8% \| Win 88% Sharpe 1.76 \| Sortino 0.77 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 135M (73%)	CAGR 0.7% \| Win 62% Sharpe 0.89 \| Sortino 2.09 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 21M (11%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 5.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.3% \| Win 52% Sharpe 0.55 \| 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 (15%)
SLmean only	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (26%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.62 \| Sortino 0.83 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 154M (84%)	CAGR 6.4% \| Win 100% Sharpe 4.96 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 2.5% \| 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 (15%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| 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 85% Sharpe 1.63 \| Sortino 0.83 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 143M (78%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.49 \| Calmar 8.1 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
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 (6%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)
MACD only	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)	-	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR -0.4% \| Win 53% Sharpe -0.38 \| Sortino -0.47 \| Calmar -0.3 Vol 1% \| MDD -1.5% Months 17M (9%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (15%)
RSI only	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (48%)	CAGR 1.6% \| Win 76% Sharpe 2.12 \| Sortino 6.00 \| Calmar 3.4 Vol 1% \| MDD -0.5% Months 68M (37%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	-	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 87% Sharpe 1.65 \| Sortino 0.74 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 127M (69%)	CAGR 1.8% \| Win 72% Sharpe 1.88 \| Sortino 5.49 \| Calmar 3.4 Vol 1% \| MDD -0.5% Months 29M (16%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 0.2% \| Win 67% Sharpe 0.16 \| 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 (15%)
RSIhist only	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.63 \| Sortino 0.84 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 153M (83%)	CAGR 3.9% \| Win 100% Sharpe 3.21 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 1.1% \| Win 50% Sharpe 0.45 \| Sortino 1.12 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 26M (14%)	CAGR 6.8% \| Win 100% Sharpe 11.90 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| 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 (15%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 1.74 \| Sortino 0.76 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 134M (73%)	CAGR 6.4% \| Win 100% Sharpe 4.96 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
SLmean neg	CAGR 1.3% \| Win 60% Sharpe 0.72 \| Sortino 1.89 \| Calmar 1.0 Vol 2% \| MDD -1.4% Months 35M (19%)	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 (26%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 89% Sharpe 1.76 \| Sortino 0.75 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 124M (67%)	CAGR 2.0% \| Win 83% Sharpe 2.40 \| Sortino 6.57 \| Calmar 8.2 Vol 1% \| MDD -0.2% Months 12M (6%)	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
SLmean neg	CAGR 1.2% \| Win 57% Sharpe 0.66 \| Sortino 1.80 \| Calmar 0.9 Vol 2% \| MDD -1.4% Months 35M (19%)	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 (26%)
MACD only	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)	-	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
SLmean neg	CAGR 0.0% \| Win 57% Sharpe 0.05 \| Sortino 0.07 \| Calmar 0.0 Vol 1% \| MDD -1.4% Months 37M (20%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (26%)
RSI only	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 0.59 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 86M (47%)	CAGR 2.1% \| Win 82% Sharpe 2.63 \| Sortino 8.00 \| Calmar 9.0 Vol 1% \| MDD -0.2% Months 50M (27%)	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
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 (25%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (26%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 88% Sharpe 1.67 \| Sortino 0.71 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 121M (66%)	CAGR 3.3% \| Win 87% Sharpe 3.74 \| Sortino 20350.20 \| Calmar 190.6 Vol 1% \| MDD -0.0% Months 15M (8%)	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
SLmean neg	CAGR 0.7% \| Win 67% Sharpe 0.96 \| Sortino 0.99 \| Calmar 15.7 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 (21%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (26%)
RSIhist only	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 88% Sharpe 1.73 \| Sortino 0.77 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 132M (72%)	CAGR 4.2% \| Win 100% Sharpe 4.21 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)
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 (0%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (26%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 2.5% \| Win 82% Sharpe 1.47 \| Sortino 0.91 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.49 \| Calmar 8.1 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (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 (6%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
MACD only	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.84 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 166M (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 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)
RSmean neg	CAGR 1.9% \| Win 71% Sharpe 1.43 \| Sortino 3.71 \| Calmar 4.9 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 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
RSI only	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (48%)	CAGR 1.7% \| Win 73% Sharpe 1.26 \| Sortino 2.79 \| Calmar 1.1 Vol 1% \| MDD -1.4% Months 81M (44%)	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)
RSmean neg	-	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| 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 (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 87% Sharpe 1.64 \| Sortino 0.74 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 126M (68%)	CAGR 1.9% \| Win 67% Sharpe 1.08 \| Sortino 2.62 \| Calmar 1.4 Vol 2% \| MDD -1.4% Months 43M (23%)	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)
RSmean neg	CAGR 1.0% \| Win 75% Sharpe 0.76 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 1.1% \| Win 46% Sharpe 0.48 \| Sortino 1.03 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 11M (6%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
RSIhist only	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.4% \| Win 82% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 164M (89%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)
RSmean neg	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)	-	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 1.47 \| Sortino 0.84 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 156M (85%)	CAGR 16.5% \| Win 100% Sharpe 3.46 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (2%)	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (86%)
MACD neg	CAGR 1.7% \| Win 82% Sharpe 1.92 \| Sortino 3.39 \| Calmar 4.2 Vol 1% \| MDD -0.4% Months 17M (9%)	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 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (48%)	CAGR 1.7% \| Win 70% Sharpe 1.20 \| Sortino 2.78 \| Calmar 1.2 Vol 1% \| MDD -1.4% Months 71M (39%)	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.7% \| Win 88% Sharpe 1.63 \| Sortino 0.71 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 114M (62%)	CAGR 1.9% \| Win 67% Sharpe 1.12 \| Sortino 2.82 \| Calmar 1.4 Vol 2% \| MDD -1.4% Months 45M (24%)	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (86%)
MACD neg	CAGR 1.6% \| Win 81% Sharpe 1.79 \| Sortino 3.26 \| 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 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.4% \| Win 81% Sharpe 1.43 \| Sortino 0.90 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 154M (84%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 (48%)	CAGR 1.2% \| Win 72% Sharpe 1.41 \| Sortino 2.00 \| Calmar 0.8 Vol 1% \| MDD -1.4% Months 85M (46%)	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)
RSI neg	-	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.0% \| Win 65% Sharpe 1.01 \| Sortino 1.48 \| Calmar 0.7 Vol 1% \| MDD -1.4% Months 43M (23%)	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)
RSI neg	-	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)
RSIhist only	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.1% \| Win 81% Sharpe 1.44 \| Sortino 0.84 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 169M (92%)	CAGR 4.2% \| Win 100% Sharpe 4.21 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 4M (2%)	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)
RSI neg	CAGR 4.1% \| Win 50% Sharpe 1.09 \| Sortino 3.55 \| Calmar 2.0 Vol 4% \| MDD -2.0% Months 10M (5%)	CAGR 8.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| Calmar 2.2 Vol 4% \| MDD -2.0% Months 11M (6%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 (44%)	CAGR 2.9% \| Win 75% Sharpe 2.55 \| Sortino 5.26 \| Calmar 165.8 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 (48%)
MACDhist neg	CAGR 1.6% \| Win 78% Sharpe 2.14 \| Sortino 3.98 \| Calmar 6.8 Vol 1% \| MDD -0.2% Months 50M (27%)	CAGR 1.5% \| Win 61% Sharpe 0.78 \| Sortino 1.63 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 46M (25%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)
RSIhist only	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)	CAGR 1.7% \| Win 63% Sharpe 0.93 \| Sortino 1.90 \| Calmar 0.8 Vol 2% \| MDD -2.0% Months 54M (29%)

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 (48%)	-	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (48%)
MACDhist neg	CAGR 1.4% \| Win 68% Sharpe 0.95 \| Sortino 1.73 \| Calmar 0.7 Vol 1% \| MDD -2.0% Months 91M (50%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| 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 87% Sharpe 1.59 \| Sortino 0.74 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 127M (69%)	CAGR 3.9% \| Win 100% Sharpe 3.21 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.6% \| Win 87% Sharpe 1.62 \| Sortino 0.75 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 130M (71%)
RSIhist neg	CAGR 1.5% \| Win 62% Sharpe 0.82 \| Sortino 1.69 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 52M (28%)	CAGR 6.8% \| Win 100% Sharpe 11.90 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| 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 (29%)
LWTI only	CAGR 2.2% \| Win 79% Sharpe 1.34 \| Sortino 0.94 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 179M (97%)	CAGR 5.0% \| Win 100% Sharpe 4.99 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 5M (3%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 88% Sharpe 1.76 \| Sortino 0.77 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 135M (73%)	CAGR 0.7% \| Win 62% Sharpe 0.89 \| Sortino 2.09 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 21M (11%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 5.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.3% \| Win 52% Sharpe 0.55 \| 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 (15%)
SLmean only	CAGR 2.8% \| Win 88% Sharpe 1.78 \| Sortino 0.78 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 136M (74%)	CAGR 1.0% \| Win 56% Sharpe 0.56 \| Sortino 1.20 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 48M (26%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 84% Sharpe 1.62 \| Sortino 0.83 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 154M (84%)	CAGR 6.4% \| Win 100% Sharpe 4.96 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR 2.5% \| 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 (15%)
RSmean only	CAGR 2.4% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 169M (92%)	CAGR 1.1% \| Win 53% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.5 Vol 2% \| MDD -2.0% Months 15M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 85% Sharpe 1.63 \| Sortino 0.83 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 143M (78%)	CAGR 1.9% \| Win 85% Sharpe 2.47 \| Sortino 6.49 \| Calmar 8.1 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
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 (6%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)
MACD only	CAGR 2.5% \| Win 82% Sharpe 1.49 \| Sortino 0.93 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 159M (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 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)	-	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	CAGR -0.4% \| Win 53% Sharpe -0.38 \| Sortino -0.47 \| Calmar -0.3 Vol 1% \| MDD -1.5% Months 17M (9%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (15%)
RSI only	CAGR 2.2% \| Win 82% Sharpe 1.48 \| Sortino 0.86 \| Calmar 0.5 Vol 2% \| MDD -4.2% Months 173M (94%)	CAGR 4.5% \| Win 55% Sharpe 1.24 \| Sortino 3.85 \| 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 (48%)	CAGR 1.6% \| Win 76% Sharpe 2.12 \| Sortino 6.00 \| Calmar 3.4 Vol 1% \| MDD -0.5% Months 68M (37%)	CAGR 2.5% \| Win 85% Sharpe 1.65 \| Sortino 0.85 \| Calmar 0.6 Vol 2% \| MDD -4.2% Months 156M (85%)
MRmean neg	-	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)	CAGR 1.5% \| Win 54% Sharpe 0.62 \| Sortino 1.51 \| Calmar 0.7 Vol 2% \| MDD -2.0% Months 28M (15%)
MACDhist only	CAGR 3.2% \| Win 91% Sharpe 1.69 \| Sortino 0.63 \| Calmar 0.7 Vol 2% \| MDD -4.2% Months 88M (48%)	CAGR 1.6% \| Win 70% Sharpe 1.08 \| Sortino 1.96 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 96M (52%)