GLD - SPDR Gold Trust

Signal Pair Analysis

RSmean-RSI

Best Pair

34.5%

Best CAGR

Total Months

9.5%

Avg CAGR

GLD 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 GLD

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSmean	neg-pos	5	2.0	34.5	60.0	2.7	22.0	450.5	11.2	-0.1
pair	RSmean	RSI	neg-pos	5	2.0	34.5	60.0	2.7	22.0	450.5	11.2	-0.1
pair	RSmean	MACD	neg-pos	3	1.2	34.1	66.7	2.7	0.0	0.0	11.2	0.0
pair	MACD	RSmean	neg-pos	3	1.2	34.1	66.7	2.7	0.0	0.0	11.2	0.0
pair	RSIhist	SLmean	neg-pos	13	5.1	27.9	61.5	1.9	11.1	7.7	13.7	-3.6
pair	SLmean	RSIhist	neg-pos	13	5.1	27.9	61.5	1.9	11.1	7.7	13.7	-3.6
pair	MRmean	SLmean	pos-neg	22	8.6	21.6	68.2	1.3	1.9	2.0	15.8	-10.9
pair	SLmean	MRmean	pos-neg	22	8.6	21.6	68.2	1.3	1.9	2.0	15.8	-10.9
pair	MACDhist	MACD	pos-pos	116	45.5	19.3	59.5	1.1	2.0	0.9	17.3	-21.9
pair	MACD	MACDhist	pos-pos	116	45.5	19.3	59.5	1.1	2.0	0.9	17.3	-21.9
pair	MACDhist	RSIhist	pos-pos	98	38.4	19.0	56.1	1.1	2.2	0.7	16.7	-26.4
pair	RSIhist	MACDhist	pos-pos	98	38.4	19.0	56.1	1.1	2.2	0.7	16.7	-26.4
pair	LWTI	MACDhist	pos-pos	120	47.1	18.7	59.2	1.1	1.9	0.8	17.5	-22.9
pair	MACDhist	LWTI	pos-pos	120	47.1	18.7	59.2	1.1	1.9	0.8	17.5	-22.9
pair	RSIhist	MACD	pos-pos	101	39.6	18.3	56.4	1.1	2.3	1.1	16.6	-16.3
pair	MACD	RSIhist	pos-pos	101	39.6	18.3	56.4	1.1	2.3	1.1	16.6	-16.3
pair	RSIhist	RSI	pos-pos	123	48.2	17.9	54.5	1.1	2.3	1.1	16.3	-16.3
pair	RSI	RSIhist	pos-pos	123	48.2	17.9	54.5	1.1	2.3	1.1	16.3	-16.3
pair	RSI	MACDhist	pos-pos	122	47.8	17.9	58.2	1.1	1.9	0.8	17.1	-24.0
pair	MACDhist	RSI	pos-pos	122	47.8	17.9	58.2	1.1	1.9	0.8	17.1	-24.0
pair	RSIhist	LWTI	pos-pos	114	44.7	17.6	54.4	1.0	2.2	0.7	17.1	-25.1
pair	LWTI	RSIhist	pos-pos	114	44.7	17.6	54.4	1.0	2.2	0.7	17.1	-25.1
pair	MRmean	RSI	neg-pos	28	11.0	17.2	57.1	1.1	2.0	1.4	15.7	-12.1
pair	RSI	MRmean	neg-pos	28	11.0	17.2	57.1	1.1	2.0	1.4	15.7	-12.1
pair	SLmean	MACDhist	neg-pos	28	11.0	16.6	60.7	1.0	1.7	1.4	16.4	-11.5
pair	MACDhist	SLmean	neg-pos	28	11.0	16.6	60.7	1.0	1.7	1.4	16.4	-11.5
pair	MRmean	RSIhist	pos-pos	121	47.5	16.5	53.7	1.0	2.1	0.8	16.6	-21.2
pair	RSIhist	MRmean	pos-pos	121	47.5	16.5	53.7	1.0	2.1	0.8	16.6	-21.2
pair	RSIhist	RSmean	neg-pos	5	2.0	16.4	60.0	0.9	1.2	2.7	19.0	-6.2
pair	RSmean	RSIhist	neg-pos	5	2.0	16.4	60.0	0.9	1.2	2.7	19.0	-6.2
pair	MACDhist	MRmean	pos-pos	119	46.7	16.4	57.1	1.0	1.7	0.6	17.3	-29.8
pair	MRmean	MACDhist	pos-pos	119	46.7	16.4	57.1	1.0	1.7	0.6	17.3	-29.8
pair	RSI	SLmean	neg-pos	47	18.4	15.7	61.7	1.0	1.7	0.7	15.2	-21.8
pair	SLmean	RSI	neg-pos	47	18.4	15.7	61.7	1.0	1.7	0.7	15.2	-21.8
pair	MACDhist	RSmean	pos-pos	134	52.5	15.6	56.7	0.9	1.7	0.5	17.2	-32.3
pair	RSmean	MACDhist	pos-pos	134	52.5	15.6	56.7	0.9	1.7	0.5	17.2	-32.3
single	MACDhist	MACDhist	pos-pos	134	52.5	15.6	56.7	0.9	1.7	0.5	17.2	-32.3
pair	MACD	RSI	neg-pos	25	9.8	15.6	48.0	1.0	2.3	1.8	15.4	-8.6
pair	RSI	MACD	neg-pos	25	9.8	15.6	48.0	1.0	2.3	1.8	15.4	-8.6
single	RSIhist	RSIhist	pos-pos	136	53.3	15.4	52.9	0.9	2.0	0.5	16.7	-34.6
pair	RSmean	RSIhist	pos-pos	131	51.4	15.4	52.7	0.9	2.0	0.5	16.7	-30.5
pair	RSIhist	RSmean	pos-pos	131	51.4	15.4	52.7	0.9	2.0	0.5	16.7	-30.5
pair	MACDhist	SLmean	pos-pos	106	41.6	15.3	55.7	0.9	1.6	0.4	17.4	-35.1
pair	SLmean	MACDhist	pos-pos	106	41.6	15.3	55.7	0.9	1.6	0.4	17.4	-35.1
pair	MACDhist	MACD	neg-neg	56	22.0	15.0	53.6	1.0	2.5	0.9	15.3	-16.7
pair	MACD	MACDhist	neg-neg	56	22.0	15.0	53.6	1.0	2.5	0.9	15.3	-16.7
pair	LWTI	RSI	pos-pos	179	70.2	14.7	56.4	0.9	1.5	0.4	17.3	-36.4
pair	RSI	LWTI	pos-pos	179	70.2	14.7	56.4	0.9	1.5	0.4	17.3	-36.4
single	RSI	RSI	pos-pos	195	76.5	14.5	55.9	0.9	1.5	0.5	16.9	-32.5
pair	RSI	MACD	pos-pos	170	66.7	14.4	57.1	0.9	1.4	0.4	17.2	-32.4
pair	MRmean	LWTI	pos-pos	158	62.0	14.4	56.3	0.8	1.4	0.4	17.6	-34.1
pair	LWTI	MRmean	pos-pos	158	62.0	14.4	56.3	0.8	1.4	0.4	17.6	-34.1
pair	MACD	RSI	pos-pos	170	66.7	14.4	57.1	0.9	1.4	0.4	17.2	-32.4
pair	MACD	SLmean	neg-neg	44	17.3	14.3	56.8	1.0	2.2	1.0	13.7	-13.7
pair	SLmean	MACD	neg-neg	44	17.3	14.3	56.8	1.0	2.2	1.0	13.7	-13.7
pair	MACD	SLmean	pos-pos	126	49.4	14.2	55.6	0.8	1.4	0.5	17.7	-29.4
pair	SLmean	RSI	pos-pos	148	58.0	14.2	54.1	0.8	1.4	0.5	17.4	-29.4
pair	SLmean	MACD	pos-pos	126	49.4	14.2	55.6	0.8	1.4	0.5	17.7	-29.4
pair	SLmean	RSIhist	pos-pos	123	48.2	14.2	52.0	0.9	1.9	0.4	17.1	-32.7
pair	RSIhist	SLmean	pos-pos	123	48.2	14.2	52.0	0.9	1.9	0.4	17.1	-32.7
pair	MACDhist	LWTI	neg-neg	35	13.7	14.2	60.0	0.9	1.5	1.0	16.6	-13.7
pair	RSI	SLmean	pos-pos	148	58.0	14.2	54.1	0.8	1.4	0.5	17.4	-29.4
pair	LWTI	MACDhist	neg-neg	35	13.7	14.2	60.0	0.9	1.5	1.0	16.6	-13.7
pair	RSI	MRmean	pos-pos	167	65.5	14.1	55.7	0.9	1.4	0.4	17.1	-31.7
pair	MRmean	MACD	pos-pos	144	56.5	14.1	56.9	0.8	1.4	0.5	17.4	-31.6
pair	MACD	MRmean	pos-pos	144	56.5	14.1	56.9	0.8	1.4	0.5	17.4	-31.6
pair	MRmean	RSI	pos-pos	167	65.5	14.1	55.7	0.9	1.4	0.4	17.1	-31.7
pair	RSI	RSmean	pos-pos	190	74.5	14.0	55.8	0.9	1.5	0.4	17.0	-32.5
pair	RSmean	RSI	pos-pos	190	74.5	14.0	55.8	0.9	1.5	0.4	17.0	-32.5
pair	SLmean	RSmean	neg-neg	15	5.9	13.9	60.0	1.1	3.0	2.8	12.6	-4.9
pair	RSmean	SLmean	neg-neg	15	5.9	13.9	60.0	1.1	3.0	2.8	12.6	-4.9
pair	LWTI	MACD	pos-pos	167	65.5	13.8	55.7	0.8	1.4	0.3	17.6	-40.3
pair	MACD	LWTI	pos-pos	167	65.5	13.8	55.7	0.8	1.4	0.3	17.6	-40.3
single	MRmean	MRmean	pos-pos	170	66.7	13.7	55.3	0.8	1.4	0.4	17.3	-32.5
pair	MRmean	RSmean	pos-pos	170	66.7	13.7	55.3	0.8	1.4	0.4	17.3	-32.5
pair	RSmean	MRmean	pos-pos	170	66.7	13.7	55.3	0.8	1.4	0.4	17.3	-32.5
pair	LWTI	RSmean	pos-pos	191	74.9	13.4	54.5	0.8	1.4	0.3	17.5	-40.2
pair	RSmean	LWTI	pos-pos	191	74.9	13.4	54.5	0.8	1.4	0.3	17.5	-40.2
pair	SLmean	LWTI	pos-pos	141	55.3	13.1	53.9	0.8	1.3	0.3	17.8	-38.3
pair	LWTI	SLmean	pos-pos	141	55.3	13.1	53.9	0.8	1.3	0.3	17.8	-38.3
single	LWTI	LWTI	pos-pos	206	80.8	12.9	53.9	0.8	1.4	0.3	17.3	-43.9
pair	RSmean	SLmean	pos-pos	154	60.4	12.7	53.2	0.8	1.4	0.3	17.7	-38.7
single	MACD	MACD	pos-pos	181	71.0	12.7	55.2	0.8	1.3	0.3	17.5	-45.8
pair	SLmean	RSmean	pos-pos	154	60.4	12.7	53.2	0.8	1.4	0.3	17.7	-38.7
pair	LWTI	RSI	pos-neg	16	6.3	12.6	50.0	1.0	2.2	2.4	12.4	-5.4
pair	RSI	LWTI	pos-neg	16	6.3	12.6	50.0	1.0	2.2	2.4	12.4	-5.4
pair	MRmean	SLmean	pos-pos	148	58.0	12.6	53.4	0.8	1.3	0.4	17.5	-34.6
pair	SLmean	MRmean	pos-pos	148	58.0	12.6	53.4	0.8	1.3	0.4	17.5	-34.6
pair	LWTI	SLmean	neg-pos	65	25.5	12.4	53.8	0.8	1.7	0.5	16.0	-23.7
pair	SLmean	LWTI	neg-pos	65	25.5	12.4	53.8	0.8	1.7	0.5	16.0	-23.7
pair	MACD	RSmean	pos-pos	178	69.8	12.4	55.1	0.8	1.3	0.3	17.6	-45.8
pair	RSmean	MACD	pos-pos	178	69.8	12.4	55.1	0.8	1.3	0.3	17.6	-45.8
single	RSmean	RSmean	pos-pos	238	93.3	12.2	53.8	0.8	1.3	0.3	17.2	-39.4
single	SLmean	SLmean	pos-pos	156	61.2	12.0	52.6	0.7	1.3	0.3	17.7	-42.5
pair		benchmark___benchmark_	benchmark-benchmark	255	100.0	11.8	53.7	0.8	1.3	0.3	16.9	-42.9
pair	benchmark___benchmark_		benchmark-benchmark	255	100.0	11.8	53.7	0.8	1.3	0.3	16.9	-42.9
pair	MRmean	MACD	pos-neg	26	10.2	11.7	46.2	0.7	1.7	0.8	16.7	-13.9
pair	MACD	MRmean	pos-neg	26	10.2	11.7	46.2	0.7	1.7	0.8	16.7	-13.9
pair	RSIhist	MACD	neg-neg	39	15.3	11.7	56.4	0.9	1.7	0.8	13.7	-13.7
pair	MACD	RSIhist	neg-neg	39	15.3	11.7	56.4	0.9	1.7	0.8	13.7	-13.7
pair	LWTI	RSmean	neg-neg	2	0.8	11.7	100.0	4.2	0.0	0.0	2.7	0.0
pair	RSmean	LWTI	neg-neg	2	0.8	11.7	100.0	4.2	0.0	0.0	2.7	0.0
pair	RSmean	MACD	pos-neg	60	23.5	11.5	50.0	0.8	1.6	0.6	15.8	-20.0
pair	MACD	RSmean	pos-neg	60	23.5	11.5	50.0	0.8	1.6	0.6	15.8	-20.0
single	SLmean	SLmean	neg-neg	99	38.8	11.5	55.6	0.8	1.4	0.4	15.7	-28.3
pair	SLmean	RSmean	neg-pos	84	32.9	11.1	54.8	0.7	1.3	0.4	16.2	-28.3
pair	RSmean	SLmean	neg-pos	84	32.9	11.1	54.8	0.7	1.3	0.4	16.2	-28.3
pair	LWTI	MACD	neg-neg	35	13.7	10.6	54.3	0.7	1.5	0.8	15.2	-13.7
pair	MACD	LWTI	neg-neg	35	13.7	10.6	54.3	0.7	1.5	0.8	15.2	-13.7
pair	SLmean	LWTI	neg-neg	34	13.3	9.7	58.8	0.7	1.0	0.7	15.2	-13.7
pair	LWTI	SLmean	neg-neg	34	13.3	9.7	58.8	0.7	1.0	0.7	15.2	-13.7
single	MACD	MACD	neg-neg	74	29.0	9.6	50.0	0.7	1.5	0.4	15.4	-24.6
pair	RSIhist	LWTI	neg-neg	27	10.6	9.5	59.3	0.6	0.9	0.7	16.1	-13.7
pair	LWTI	RSIhist	neg-neg	27	10.6	9.5	59.3	0.6	0.9	0.7	16.1	-13.7
pair	SLmean	MACDhist	neg-neg	71	27.8	9.5	53.5	0.7	1.2	0.3	15.4	-28.3
pair	MACDhist	SLmean	neg-neg	71	27.8	9.5	53.5	0.7	1.2	0.3	15.4	-28.3
pair	SLmean	MACD	neg-pos	55	21.6	9.3	54.5	0.6	1.1	0.2	17.2	-37.4
pair	MACD	SLmean	neg-pos	55	21.6	9.3	54.5	0.6	1.1	0.2	17.2	-37.4
pair	SLmean	RSIhist	neg-neg	86	33.7	9.2	54.7	0.6	1.1	0.3	15.9	-28.3
pair	RSIhist	SLmean	neg-neg	86	33.7	9.2	54.7	0.6	1.1	0.3	15.9	-28.3
pair	MACDhist	RSI	pos-neg	73	28.6	9.1	52.1	0.6	0.9	0.5	16.5	-16.9
pair	RSI	MACDhist	pos-neg	73	28.6	9.1	52.1	0.6	0.9	0.5	16.5	-16.9
pair	MACDhist	MRmean	neg-pos	15	5.9	9.1	53.3	0.6	1.1	0.5	16.6	-17.4
pair	MRmean	MACDhist	neg-pos	15	5.9	9.1	53.3	0.6	1.1	0.5	16.6	-17.4
pair	RSI	RSIhist	pos-neg	72	28.2	9.0	58.3	0.6	0.8	0.3	17.9	-30.8
pair	RSIhist	RSI	pos-neg	72	28.2	9.0	58.3	0.6	0.8	0.3	17.9	-30.8
pair	MACD	LWTI	neg-pos	39	15.3	8.8	46.2	0.6	1.4	0.4	15.8	-22.4
pair	LWTI	MACD	neg-pos	39	15.3	8.8	46.2	0.6	1.4	0.4	15.8	-22.4
pair	MRmean	SLmean	neg-neg	77	30.2	8.7	51.9	0.6	1.2	0.3	15.7	-28.0
pair	SLmean	MRmean	neg-neg	77	30.2	8.7	51.9	0.6	1.2	0.3	15.7	-28.0
pair	MRmean	MACD	neg-neg	48	18.8	8.6	52.1	0.6	1.3	0.5	14.8	-16.9
pair	MACD	MRmean	neg-neg	48	18.8	8.6	52.1	0.6	1.3	0.5	14.8	-16.9
pair	RSIhist	MACDhist	neg-neg	83	32.5	8.3	53.0	0.6	0.9	0.3	16.7	-30.4
pair	MACDhist	RSIhist	neg-neg	83	32.5	8.3	53.0	0.6	0.9	0.3	16.7	-30.4
pair	RSmean	MRmean	neg-pos	68	26.7	8.3	50.0	0.6	1.1	0.3	17.0	-28.0
pair	MRmean	RSmean	neg-pos	68	26.7	8.3	50.0	0.6	1.1	0.3	17.0	-28.0
pair	RSIhist	RSmean	pos-neg	107	42.0	8.3	55.1	0.5	0.8	0.2	17.7	-32.8
pair	RSmean	RSIhist	pos-neg	107	42.0	8.3	55.1	0.5	0.8	0.2	17.7	-32.8
pair	MRmean	RSIhist	neg-neg	70	27.5	8.2	51.4	0.6	1.1	0.3	16.0	-28.0
pair	RSIhist	MRmean	neg-neg	70	27.5	8.2	51.4	0.6	1.1	0.3	16.0	-28.0
single	MRmean	MRmean	neg-neg	85	33.3	8.1	50.6	0.6	1.1	0.3	16.2	-30.6
pair	MRmean	LWTI	neg-neg	37	14.5	8.1	56.8	0.6	0.9	0.6	16.5	-13.7
pair	LWTI	MRmean	neg-neg	37	14.5	8.1	56.8	0.6	0.9	0.6	16.5	-13.7
pair	MRmean	LWTI	neg-pos	48	18.8	8.0	45.8	0.6	1.3	0.3	16.2	-26.2
pair	LWTI	MRmean	neg-pos	48	18.8	8.0	45.8	0.6	1.3	0.3	16.2	-26.2
pair	MACDhist	MRmean	neg-neg	70	27.5	7.9	50.0	0.6	1.1	0.3	16.3	-28.0
pair	MRmean	MACDhist	neg-neg	70	27.5	7.9	50.0	0.6	1.1	0.3	16.3	-28.0
pair	RSmean	MACDhist	pos-neg	104	40.8	7.9	50.0	0.5	0.9	0.2	17.2	-32.4
pair	MACDhist	RSmean	pos-neg	104	40.8	7.9	50.0	0.5	0.9	0.2	17.2	-32.4
single	RSIhist	RSIhist	neg-neg	119	46.7	7.8	54.6	0.5	0.8	0.2	17.1	-32.8
single	MACDhist	MACDhist	neg-neg	121	47.5	7.8	50.4	0.5	0.9	0.2	16.6	-34.8
pair	SLmean	RSI	neg-neg	52	20.4	7.8	50.0	0.6	1.1	0.4	16.1	-18.7
pair	RSI	SLmean	neg-neg	52	20.4	7.8	50.0	0.6	1.1	0.4	16.1	-18.7
pair	MACDhist	MRmean	pos-neg	51	20.0	7.6	51.0	0.5	0.8	0.4	17.3	-19.1
pair	MRmean	MACDhist	pos-neg	51	20.0	7.6	51.0	0.5	0.8	0.4	17.3	-19.1
single	LWTI	LWTI	neg-neg	49	19.2	7.5	53.1	0.5	0.9	0.5	15.5	-13.7
pair	RSIhist	MACD	neg-pos	35	13.7	7.4	42.9	0.5	1.1	0.2	17.3	-32.0
pair	MACD	RSIhist	neg-pos	35	13.7	7.4	42.9	0.5	1.1	0.2	17.3	-32.0
pair	MRmean	MACD	neg-pos	37	14.5	7.4	48.6	0.5	0.9	0.2	18.1	-29.3
pair	MACD	MRmean	neg-pos	37	14.5	7.4	48.6	0.5	0.9	0.2	18.1	-29.3
pair	RSIhist	MRmean	neg-pos	15	5.9	7.3	46.7	0.5	1.1	0.4	18.1	-20.1
pair	MRmean	RSIhist	neg-pos	15	5.9	7.3	46.7	0.5	1.1	0.4	18.1	-20.1
pair	LWTI	RSmean	pos-neg	47	18.4	7.3	51.1	0.5	0.9	0.5	15.8	-13.7
pair	RSmean	LWTI	pos-neg	47	18.4	7.3	51.1	0.5	0.9	0.5	15.8	-13.7
pair	RSIhist	LWTI	neg-pos	92	36.1	7.3	53.3	0.5	0.8	0.2	17.5	-36.5
pair	LWTI	RSIhist	neg-pos	92	36.1	7.3	53.3	0.5	0.8	0.2	17.5	-36.5
single	RSmean	RSmean	neg-neg	17	6.7	7.2	52.9	0.6	1.1	1.1	13.3	-6.2
pair	RSmean	MACDhist	neg-neg	17	6.7	7.2	52.9	0.6	1.1	1.1	13.3	-6.2
pair	MACDhist	RSmean	neg-neg	17	6.7	7.2	52.9	0.6	1.1	1.1	13.3	-6.2
pair	MRmean	RSIhist	pos-neg	49	19.2	7.2	59.2	0.5	0.6	0.2	18.8	-29.8
pair	MRmean	RSmean	neg-neg	17	6.7	7.2	52.9	0.6	1.1	1.1	13.3	-6.2
pair	RSmean	MRmean	neg-neg	17	6.7	7.2	52.9	0.6	1.1	1.1	13.3	-6.2
pair	RSIhist	MRmean	pos-neg	49	19.2	7.2	59.2	0.5	0.6	0.2	18.8	-29.8
pair	RSIhist	MACDhist	pos-neg	36	14.1	6.8	58.3	0.5	0.7	0.4	18.3	-18.6
pair	MACDhist	RSIhist	pos-neg	36	14.1	6.8	58.3	0.5	0.7	0.4	18.3	-18.6
pair	MACD	RSI	neg-neg	49	19.2	6.7	51.0	0.5	1.1	0.3	15.5	-24.6
pair	RSI	MACD	neg-neg	49	19.2	6.7	51.0	0.5	1.1	0.3	15.5	-24.6
pair	RSmean	LWTI	neg-pos	15	5.9	6.6	46.7	0.5	1.1	1.1	14.2	-6.2
pair	MACDhist	RSIhist	neg-pos	38	14.9	6.6	44.7	0.5	1.2	0.2	16.8	-26.5
pair	RSIhist	MACDhist	neg-pos	38	14.9	6.6	44.7	0.5	1.2	0.2	16.8	-26.5
pair	LWTI	RSmean	neg-pos	15	5.9	6.6	46.7	0.5	1.1	1.1	14.2	-6.2
pair	MACD	RSIhist	pos-neg	80	31.4	6.0	53.8	0.4	0.6	0.1	18.6	-44.6
pair	RSIhist	MACD	pos-neg	80	31.4	6.0	53.8	0.4	0.6	0.1	18.6	-44.6
pair	RSI	RSIhist	neg-neg	47	18.4	6.0	48.9	0.4	0.8	0.3	16.0	-18.7
pair	RSIhist	RSI	neg-neg	47	18.4	6.0	48.9	0.4	0.8	0.3	16.0	-18.7
pair	MACDhist	RSI	neg-neg	48	18.8	5.8	47.9	0.4	0.9	0.3	17.0	-21.5
pair	RSI	MACDhist	neg-neg	48	18.8	5.8	47.9	0.4	0.9	0.3	17.0	-21.5
pair	MRmean	LWTI	pos-neg	12	4.7	5.4	41.7	0.5	1.0	1.0	12.4	-5.4
pair	LWTI	MRmean	pos-neg	12	4.7	5.4	41.7	0.5	1.0	1.0	12.4	-5.4
pair	MACDhist	LWTI	neg-pos	86	33.7	5.3	46.5	0.4	0.7	0.1	16.7	-35.5
pair	SLmean	MACDhist	pos-neg	50	19.6	5.3	46.0	0.4	0.6	0.2	18.4	-23.5
pair	MACDhist	SLmean	pos-neg	50	19.6	5.3	46.0	0.4	0.6	0.2	18.4	-23.5
pair	LWTI	MACDhist	neg-pos	86	33.7	5.3	46.5	0.4	0.7	0.1	16.7	-35.5
pair	LWTI	RSIhist	pos-neg	22	8.6	5.0	45.5	0.4	0.9	0.3	15.1	-15.7
pair	RSIhist	LWTI	pos-neg	22	8.6	5.0	45.5	0.4	0.9	0.3	15.1	-15.7
pair	RSI	LWTI	neg-neg	33	12.9	5.0	54.5	0.4	0.6	0.4	17.0	-13.7
pair	LWTI	RSI	neg-neg	33	12.9	5.0	54.5	0.4	0.6	0.4	17.0	-13.7
pair	RSmean	RSI	pos-neg	48	18.8	4.9	45.8	0.4	0.7	0.2	17.7	-24.5
pair	RSI	RSmean	pos-neg	48	18.8	4.9	45.8	0.4	0.7	0.2	17.7	-24.5
pair	SLmean	RSIhist	pos-neg	33	12.9	4.3	54.5	0.3	0.4	0.2	20.1	-25.0
pair	RSIhist	SLmean	pos-neg	33	12.9	4.3	54.5	0.3	0.4	0.2	20.1	-25.0
pair	MRmean	RSI	neg-neg	57	22.4	3.8	47.4	0.3	0.6	0.2	16.5	-21.6
pair	RSI	MRmean	neg-neg	57	22.4	3.8	47.4	0.3	0.6	0.2	16.5	-21.6
pair	RSmean	RSIhist	neg-neg	12	4.7	3.5	50.0	0.4	0.8	0.7	11.0	-4.9
pair	RSIhist	RSmean	neg-neg	12	4.7	3.5	50.0	0.4	0.8	0.7	11.0	-4.9
single	RSI	RSI	neg-neg	60	23.5	3.4	46.7	0.3	0.6	0.1	16.9	-28.9
pair	SLmean	MACD	pos-neg	30	11.8	3.2	40.0	0.3	0.6	0.1	17.7	-28.6
pair	MACD	SLmean	pos-neg	30	11.8	3.2	40.0	0.3	0.6	0.1	17.7	-28.6
pair	LWTI	SLmean	pos-neg	15	5.9	2.5	40.0	0.2	0.5	0.2	16.7	-12.9
pair	SLmean	LWTI	pos-neg	15	5.9	2.5	40.0	0.2	0.5	0.2	16.7	-12.9
pair	RSmean	MACD	neg-neg	14	5.5	2.1	50.0	0.2	0.5	0.3	13.7	-6.2
pair	MACD	RSmean	neg-neg	14	5.5	2.1	50.0	0.2	0.5	0.3	13.7	-6.2
pair	MACDhist	MACD	pos-neg	65	25.5	1.9	47.7	0.2	0.3	0.1	17.7	-37.8
pair	MACD	MACDhist	pos-neg	65	25.5	1.9	47.7	0.2	0.3	0.1	17.7	-37.8
pair	SLmean	MRmean	neg-pos	8	3.1	1.8	37.5	0.2	0.4	0.1	22.3	-15.2
pair	MRmean	SLmean	neg-pos	8	3.1	1.8	37.5	0.2	0.4	0.1	22.3	-15.2
pair	LWTI	RSI	neg-pos	27	10.6	1.5	37.0	0.2	0.5	0.1	17.1	-20.1
pair	RSI	LWTI	neg-pos	27	10.6	1.5	37.0	0.2	0.5	0.1	17.1	-20.1
pair	MACD	LWTI	pos-neg	14	5.5	0.0	50.0	0.1	0.1	0.0	16.7	-5.4
pair	LWTI	MACD	pos-neg	14	5.5	0.0	50.0	0.1	0.1	0.0	16.7	-5.4
pair	RSI	RSmean	neg-neg	12	4.7	-2.5	50.0	-0.1	-0.3	-0.4	13.6	-6.2
pair	RSmean	RSI	neg-neg	12	4.7	-2.5	50.0	-0.1	-0.3	-0.4	13.6	-6.2
pair	MRmean	RSI	pos-neg	3	1.2	-4.7	33.3	-0.1	-0.4	-0.8	27.8	-5.9
pair	RSI	MRmean	pos-neg	3	1.2	-4.7	33.3	-0.1	-0.4	-0.8	27.8	-5.9
pair	RSIhist	RSI	neg-pos	13	5.1	-5.4	38.5	-0.2	-0.5	-0.2	20.4	-27.6
pair	RSI	RSIhist	neg-pos	13	5.1	-5.4	38.5	-0.2	-0.5	-0.2	20.4	-27.6
pair	MACDhist	MACD	neg-pos	18	7.1	-5.6	38.9	-0.3	-0.5	-0.3	15.3	-17.6
pair	MACD	MACDhist	neg-pos	18	7.1	-5.6	38.9	-0.3	-0.5	-0.3	15.3	-17.6
pair	RSI	MACDhist	neg-pos	12	4.7	-5.7	41.7	-0.3	-0.5	-0.4	16.8	-15.8
pair	MACDhist	RSI	neg-pos	12	4.7	-5.7	41.7	-0.3	-0.5	-0.4	16.8	-15.8
pair	LWTI	MACDhist	pos-neg	14	5.5	-7.7	35.7	-0.6	-0.9	-0.5	11.8	-15.0
pair	MACDhist	LWTI	pos-neg	14	5.5	-7.7	35.7	-0.6	-0.9	-0.5	11.8	-15.0
pair	MACD	RSI	pos-neg	11	4.3	-10.3	27.3	-0.4	-0.8	-0.4	22.6	-25.9
pair	RSI	MACD	pos-neg	11	4.3	-10.3	27.3	-0.4	-0.8	-0.4	22.6	-25.9
pair	RSI	SLmean	pos-neg	8	3.1	-21.3	25.0	-1.0	-3.8	-0.9	20.9	-23.1
pair	SLmean	RSI	pos-neg	8	3.1	-21.3	25.0	-1.0	-3.8	-0.9	20.9	-23.1
pair	SLmean	RSmean	pos-neg	2	0.8	-32.1	0.0	-2.5	-2.5	-419.3	14.9	-0.1
pair	RSmean	SLmean	pos-neg	2	0.8	-32.1	0.0	-2.5	-2.5	-419.3	14.9	-0.1

All Contingency Tables for GLD

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 53% Sharpe 0.77 \| Sortino 1.32 \| Calmar 0.4 Vol 18% \| MDD -34.6% Months 148M (58%)	CAGR 21.6% \| Win 68% Sharpe 1.33 \| Sortino 1.95 \| Calmar 2.0 Vol 16% \| MDD -10.9% Months 22M (9%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 1.8% \| Win 38% Sharpe 0.17 \| Sortino 0.42 \| Calmar 0.1 Vol 22% \| MDD -15.2% Months 8M (3%)	CAGR 8.7% \| Win 52% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 77M (30%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
SLmean only	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)	-	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 8.3% \| Win 50% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 68M (27%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
RSmean only	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 57% Sharpe 0.85 \| Sortino 1.39 \| Calmar 0.4 Vol 17% \| MDD -31.6% Months 144M (56%)	CAGR 11.7% \| Win 46% Sharpe 0.74 \| Sortino 1.71 \| Calmar 0.8 Vol 17% \| MDD -13.9% Months 26M (10%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 7.4% \| Win 49% Sharpe 0.48 \| Sortino 0.91 \| Calmar 0.3 Vol 18% \| MDD -29.3% Months 37M (14%)	CAGR 8.6% \| Win 52% Sharpe 0.63 \| Sortino 1.29 \| Calmar 0.5 Vol 15% \| MDD -16.9% Months 48M (19%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
MACD only	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 56% Sharpe 0.86 \| Sortino 1.44 \| Calmar 0.4 Vol 17% \| MDD -31.7% Months 167M (66%)	CAGR -4.7% \| Win 33% Sharpe -0.08 \| Sortino -0.41 \| Calmar -0.8 Vol 28% \| MDD -5.9% Months 3M (1%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 17.2% \| Win 57% Sharpe 1.09 \| Sortino 2.02 \| Calmar 1.4 Vol 16% \| MDD -12.1% Months 28M (11%)	CAGR 3.8% \| Win 47% Sharpe 0.31 \| Sortino 0.61 \| Calmar 0.2 Vol 16% \| MDD -21.6% Months 57M (22%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
RSI only	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 57% Sharpe 0.97 \| Sortino 1.74 \| Calmar 0.6 Vol 17% \| MDD -29.8% Months 119M (47%)	CAGR 7.6% \| Win 51% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.4 Vol 17% \| MDD -19.1% Months 51M (20%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 9.1% \| Win 53% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.5 Vol 17% \| MDD -17.4% Months 15M (6%)	CAGR 7.9% \| Win 50% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 70M (28%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 16.5% \| Win 54% Sharpe 1.00 \| Sortino 2.14 \| Calmar 0.8 Vol 17% \| MDD -21.2% Months 121M (48%)	CAGR 7.2% \| Win 59% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 19% \| MDD -29.8% Months 49M (19%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 7.3% \| Win 47% Sharpe 0.47 \| Sortino 1.07 \| Calmar 0.4 Vol 18% \| MDD -20.1% Months 15M (6%)	CAGR 8.2% \| Win 51% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 70M (28%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 14.4% \| Win 56% Sharpe 0.85 \| Sortino 1.45 \| Calmar 0.4 Vol 18% \| MDD -34.1% Months 158M (62%)	CAGR 5.4% \| Win 42% Sharpe 0.48 \| Sortino 0.97 \| Calmar 1.0 Vol 12% \| MDD -5.4% Months 12M (5%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 8.0% \| Win 46% Sharpe 0.56 \| Sortino 1.29 \| Calmar 0.3 Vol 16% \| MDD -26.2% Months 48M (19%)	CAGR 8.1% \| Win 57% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.6 Vol 16% \| MDD -13.7% Months 37M (14%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.7% \| Win 53% Sharpe 0.77 \| Sortino 1.35 \| Calmar 0.3 Vol 18% \| MDD -38.7% Months 154M (60%)	CAGR -32.1% \| Win 0% Sharpe -2.51 \| Sortino -2.51 \| Calmar -419.3 Vol 15% \| MDD -0.1% Months 2M (1%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 11.1% \| Win 55% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 84M (33%)	CAGR 13.9% \| Win 60% Sharpe 1.09 \| Sortino 3.02 \| Calmar 2.8 Vol 13% \| MDD -4.9% Months 15M (6%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
RSmean only	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 14.2% \| Win 56% Sharpe 0.84 \| Sortino 1.39 \| Calmar 0.5 Vol 18% \| MDD -29.4% Months 126M (49%)	CAGR 3.2% \| Win 40% Sharpe 0.26 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -28.6% Months 30M (12%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 9.3% \| Win 55% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.2 Vol 17% \| MDD -37.4% Months 55M (22%)	CAGR 14.3% \| Win 57% Sharpe 1.04 \| Sortino 2.17 \| Calmar 1.0 Vol 14% \| MDD -13.7% Months 44M (17%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
MACD only	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 14.2% \| Win 54% Sharpe 0.85 \| Sortino 1.45 \| Calmar 0.5 Vol 17% \| MDD -29.4% Months 148M (58%)	CAGR -21.3% \| Win 25% Sharpe -1.04 \| Sortino -3.75 \| Calmar -0.9 Vol 21% \| MDD -23.1% Months 8M (3%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 15.7% \| Win 62% Sharpe 1.04 \| Sortino 1.74 \| Calmar 0.7 Vol 15% \| MDD -21.8% Months 47M (18%)	CAGR 7.8% \| Win 50% Sharpe 0.55 \| Sortino 1.05 \| Calmar 0.4 Vol 16% \| MDD -18.7% Months 52M (20%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
RSI only	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 15.3% \| Win 56% Sharpe 0.91 \| Sortino 1.65 \| Calmar 0.4 Vol 17% \| MDD -35.1% Months 106M (42%)	CAGR 5.3% \| Win 46% Sharpe 0.37 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -23.5% Months 50M (20%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 16.6% \| Win 61% Sharpe 1.02 \| Sortino 1.73 \| Calmar 1.4 Vol 16% \| MDD -11.5% Months 28M (11%)	CAGR 9.5% \| Win 54% Sharpe 0.67 \| Sortino 1.24 \| Calmar 0.3 Vol 15% \| MDD -28.3% Months 71M (28%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.2% \| Win 52% Sharpe 0.86 \| Sortino 1.86 \| Calmar 0.4 Vol 17% \| MDD -32.7% Months 123M (48%)	CAGR 4.3% \| Win 55% Sharpe 0.31 \| Sortino 0.40 \| Calmar 0.2 Vol 20% \| MDD -25.0% Months 33M (13%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 27.9% \| Win 62% Sharpe 1.88 \| Sortino 11.08 \| Calmar 7.7 Vol 14% \| MDD -3.6% Months 13M (5%)	CAGR 9.2% \| Win 55% Sharpe 0.63 \| Sortino 1.15 \| Calmar 0.3 Vol 16% \| MDD -28.3% Months 86M (34%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 13.1% \| Win 54% Sharpe 0.78 \| Sortino 1.33 \| Calmar 0.3 Vol 18% \| MDD -38.3% Months 141M (55%)	CAGR 2.5% \| Win 40% Sharpe 0.22 \| Sortino 0.53 \| Calmar 0.2 Vol 17% \| MDD -12.9% Months 15M (6%)	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)
SLmean neg	CAGR 12.4% \| Win 54% Sharpe 0.81 \| Sortino 1.73 \| Calmar 0.5 Vol 16% \| MDD -23.7% Months 65M (26%)	CAGR 9.7% \| Win 59% Sharpe 0.69 \| Sortino 0.97 \| Calmar 0.7 Vol 15% \| MDD -13.7% Months 34M (13%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 12.4% \| Win 55% Sharpe 0.75 \| Sortino 1.28 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 178M (70%)	CAGR 11.5% \| Win 50% Sharpe 0.77 \| Sortino 1.65 \| Calmar 0.6 Vol 16% \| MDD -20.0% Months 60M (24%)	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)
RSmean neg	CAGR 34.1% \| Win 67% Sharpe 2.69 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (1%)	CAGR 2.1% \| Win 50% Sharpe 0.22 \| Sortino 0.46 \| Calmar 0.3 Vol 14% \| MDD -6.2% Months 14M (6%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)
MACD only	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 56% Sharpe 0.86 \| Sortino 1.47 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 190M (74%)	CAGR 4.9% \| Win 46% Sharpe 0.36 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -24.5% Months 48M (19%)	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)
RSmean neg	CAGR 34.5% \| Win 60% Sharpe 2.73 \| Sortino 21.99 \| Calmar 450.5 Vol 11% \| MDD -0.1% Months 5M (2%)	CAGR -2.5% \| Win 50% Sharpe -0.13 \| Sortino -0.28 \| Calmar -0.4 Vol 14% \| MDD -6.2% Months 12M (5%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)
RSI only	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.9% \| Win 50% Sharpe 0.53 \| Sortino 0.92 \| Calmar 0.2 Vol 17% \| MDD -32.4% Months 104M (41%)	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)
RSmean neg	-	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.05 \| Calmar 0.5 Vol 17% \| MDD -30.5% Months 131M (51%)	CAGR 8.3% \| Win 55% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 107M (42%)	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)
RSmean neg	CAGR 16.4% \| Win 60% Sharpe 0.88 \| Sortino 1.24 \| Calmar 2.7 Vol 19% \| MDD -6.2% Months 5M (2%)	CAGR 3.5% \| Win 50% Sharpe 0.36 \| Sortino 0.78 \| Calmar 0.7 Vol 11% \| MDD -4.9% Months 12M (5%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 13.4% \| Win 55% Sharpe 0.81 \| Sortino 1.44 \| Calmar 0.3 Vol 18% \| MDD -40.2% Months 191M (75%)	CAGR 7.3% \| Win 51% Sharpe 0.52 \| Sortino 0.89 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 47M (18%)	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)
RSmean neg	CAGR 6.6% \| Win 47% Sharpe 0.51 \| Sortino 1.05 \| Calmar 1.1 Vol 14% \| MDD -6.2% Months 15M (6%)	CAGR 11.7% \| Win 100% Sharpe 4.15 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 14.4% \| Win 57% Sharpe 0.87 \| Sortino 1.45 \| Calmar 0.4 Vol 17% \| MDD -32.4% Months 170M (67%)	CAGR -10.3% \| Win 27% Sharpe -0.38 \| Sortino -0.76 \| Calmar -0.4 Vol 23% \| MDD -25.9% Months 11M (4%)	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)
MACD neg	CAGR 15.6% \| Win 48% Sharpe 1.02 \| Sortino 2.33 \| Calmar 1.8 Vol 15% \| MDD -8.6% Months 25M (10%)	CAGR 6.7% \| Win 51% Sharpe 0.50 \| Sortino 1.07 \| Calmar 0.3 Vol 16% \| MDD -24.6% Months 49M (19%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)
RSI only	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 19.3% \| Win 60% Sharpe 1.11 \| Sortino 2.00 \| Calmar 0.9 Vol 17% \| MDD -21.9% Months 116M (46%)	CAGR 1.9% \| Win 48% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.0 Vol 18% \| MDD -37.8% Months 65M (26%)	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)
MACD neg	CAGR -5.6% \| Win 39% Sharpe -0.30 \| Sortino -0.49 \| Calmar -0.3 Vol 15% \| MDD -17.6% Months 18M (7%)	CAGR 15.0% \| Win 54% Sharpe 0.99 \| Sortino 2.54 \| Calmar 0.9 Vol 15% \| MDD -16.7% Months 56M (22%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 18.3% \| Win 56% Sharpe 1.10 \| Sortino 2.29 \| Calmar 1.1 Vol 17% \| MDD -16.3% Months 101M (40%)	CAGR 6.0% \| Win 54% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.1 Vol 19% \| MDD -44.6% Months 80M (31%)	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)
MACD neg	CAGR 7.4% \| Win 43% Sharpe 0.50 \| Sortino 1.15 \| Calmar 0.2 Vol 17% \| MDD -32.0% Months 35M (14%)	CAGR 11.7% \| Win 56% Sharpe 0.88 \| Sortino 1.73 \| Calmar 0.9 Vol 14% \| MDD -13.7% Months 39M (15%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.8% \| Win 56% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.3 Vol 18% \| MDD -40.3% Months 167M (66%)	CAGR 0.0% \| Win 50% Sharpe 0.08 \| Sortino 0.11 \| Calmar 0.0 Vol 17% \| MDD -5.4% Months 14M (6%)	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)
MACD neg	CAGR 8.8% \| Win 46% Sharpe 0.61 \| Sortino 1.41 \| Calmar 0.4 Vol 16% \| MDD -22.4% Months 39M (15%)	CAGR 10.6% \| Win 54% Sharpe 0.74 \| Sortino 1.46 \| Calmar 0.8 Vol 15% \| MDD -13.7% Months 35M (14%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 17.9% \| Win 58% Sharpe 1.05 \| Sortino 1.88 \| Calmar 0.7 Vol 17% \| MDD -24.0% Months 122M (48%)	CAGR 9.1% \| Win 52% Sharpe 0.61 \| Sortino 0.95 \| Calmar 0.5 Vol 16% \| MDD -16.9% Months 73M (29%)	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)
RSI neg	CAGR -5.7% \| Win 42% Sharpe -0.27 \| Sortino -0.48 \| Calmar -0.4 Vol 17% \| MDD -15.8% Months 12M (5%)	CAGR 5.8% \| Win 48% Sharpe 0.41 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -21.5% Months 48M (19%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 17.9% \| Win 55% Sharpe 1.09 \| Sortino 2.31 \| Calmar 1.1 Vol 16% \| MDD -16.3% Months 123M (48%)	CAGR 9.0% \| Win 58% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 18% \| MDD -30.8% Months 72M (28%)	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)
RSI neg	CAGR -5.4% \| Win 38% Sharpe -0.18 \| Sortino -0.53 \| Calmar -0.2 Vol 20% \| MDD -27.6% Months 13M (5%)	CAGR 6.0% \| Win 49% Sharpe 0.44 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -18.7% Months 47M (18%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 14.7% \| Win 56% Sharpe 0.88 \| Sortino 1.50 \| Calmar 0.4 Vol 17% \| MDD -36.4% Months 179M (70%)	CAGR 12.6% \| Win 50% Sharpe 1.02 \| Sortino 2.18 \| Calmar 2.4 Vol 12% \| MDD -5.4% Months 16M (6%)	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)
RSI neg	CAGR 1.5% \| Win 37% Sharpe 0.16 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -20.1% Months 27M (11%)	CAGR 5.0% \| Win 55% Sharpe 0.37 \| Sortino 0.62 \| Calmar 0.4 Vol 17% \| MDD -13.7% Months 33M (13%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 19.0% \| Win 56% Sharpe 1.13 \| Sortino 2.25 \| Calmar 0.7 Vol 17% \| MDD -26.4% Months 98M (38%)	CAGR 6.8% \| Win 58% Sharpe 0.45 \| Sortino 0.72 \| Calmar 0.4 Vol 18% \| MDD -18.6% Months 36M (14%)	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)
MACDhist neg	CAGR 6.6% \| Win 45% Sharpe 0.46 \| Sortino 1.21 \| Calmar 0.3 Vol 17% \| MDD -26.5% Months 38M (15%)	CAGR 8.3% \| Win 53% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 83M (32%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)
RSIhist only	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 18.7% \| Win 59% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.8 Vol 18% \| MDD -22.9% Months 120M (47%)	CAGR -7.7% \| Win 36% Sharpe -0.62 \| Sortino -0.86 \| Calmar -0.5 Vol 12% \| MDD -15.0% Months 14M (6%)	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)
MACDhist neg	CAGR 5.3% \| Win 46% Sharpe 0.39 \| Sortino 0.69 \| Calmar 0.1 Vol 17% \| MDD -35.5% Months 86M (34%)	CAGR 14.2% \| Win 60% Sharpe 0.89 \| Sortino 1.49 \| Calmar 1.0 Vol 17% \| MDD -13.7% Months 35M (14%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 17.6% \| Win 54% Sharpe 1.04 \| Sortino 2.19 \| Calmar 0.7 Vol 17% \| MDD -25.1% Months 114M (45%)	CAGR 5.0% \| Win 46% Sharpe 0.39 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -15.7% Months 22M (9%)	CAGR 15.4% \| Win 53% Sharpe 0.94 \| Sortino 2.03 \| Calmar 0.4 Vol 17% \| MDD -34.6% Months 136M (53%)
RSIhist neg	CAGR 7.3% \| Win 53% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 18% \| MDD -36.5% Months 92M (36%)	CAGR 9.5% \| Win 59% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.7 Vol 16% \| MDD -13.7% Months 27M (11%)	CAGR 7.8% \| Win 55% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -32.8% Months 119M (47%)
LWTI only	CAGR 12.9% \| Win 54% Sharpe 0.79 \| Sortino 1.42 \| Calmar 0.3 Vol 17% \| MDD -43.9% Months 206M (81%)	CAGR 7.5% \| Win 53% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.5 Vol 16% \| MDD -13.7% Months 49M (19%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 53% Sharpe 0.77 \| Sortino 1.32 \| Calmar 0.4 Vol 18% \| MDD -34.6% Months 148M (58%)	CAGR 21.6% \| Win 68% Sharpe 1.33 \| Sortino 1.95 \| Calmar 2.0 Vol 16% \| MDD -10.9% Months 22M (9%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 1.8% \| Win 38% Sharpe 0.17 \| Sortino 0.42 \| Calmar 0.1 Vol 22% \| MDD -15.2% Months 8M (3%)	CAGR 8.7% \| Win 52% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 77M (30%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
SLmean only	CAGR 12.0% \| Win 53% Sharpe 0.73 \| Sortino 1.29 \| Calmar 0.3 Vol 18% \| MDD -42.5% Months 156M (61%)	CAGR 11.5% \| Win 56% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.4 Vol 16% \| MDD -28.3% Months 99M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)	-	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 8.3% \| Win 50% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 68M (27%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
RSmean only	CAGR 12.2% \| Win 54% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.3 Vol 17% \| MDD -39.4% Months 238M (93%)	CAGR 7.2% \| Win 53% Sharpe 0.58 \| Sortino 1.12 \| Calmar 1.1 Vol 13% \| MDD -6.2% Months 17M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 57% Sharpe 0.85 \| Sortino 1.39 \| Calmar 0.4 Vol 17% \| MDD -31.6% Months 144M (56%)	CAGR 11.7% \| Win 46% Sharpe 0.74 \| Sortino 1.71 \| Calmar 0.8 Vol 17% \| MDD -13.9% Months 26M (10%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 7.4% \| Win 49% Sharpe 0.48 \| Sortino 0.91 \| Calmar 0.3 Vol 18% \| MDD -29.3% Months 37M (14%)	CAGR 8.6% \| Win 52% Sharpe 0.63 \| Sortino 1.29 \| Calmar 0.5 Vol 15% \| MDD -16.9% Months 48M (19%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
MACD only	CAGR 12.7% \| Win 55% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.3 Vol 18% \| MDD -45.8% Months 181M (71%)	CAGR 9.6% \| Win 50% Sharpe 0.68 \| Sortino 1.46 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 74M (29%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 56% Sharpe 0.86 \| Sortino 1.44 \| Calmar 0.4 Vol 17% \| MDD -31.7% Months 167M (66%)	CAGR -4.7% \| Win 33% Sharpe -0.08 \| Sortino -0.41 \| Calmar -0.8 Vol 28% \| MDD -5.9% Months 3M (1%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 17.2% \| Win 57% Sharpe 1.09 \| Sortino 2.02 \| Calmar 1.4 Vol 16% \| MDD -12.1% Months 28M (11%)	CAGR 3.8% \| Win 47% Sharpe 0.31 \| Sortino 0.61 \| Calmar 0.2 Vol 16% \| MDD -21.6% Months 57M (22%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
RSI only	CAGR 14.5% \| Win 56% Sharpe 0.89 \| Sortino 1.51 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 195M (76%)	CAGR 3.4% \| Win 47% Sharpe 0.28 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -28.9% Months 60M (24%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 57% Sharpe 0.97 \| Sortino 1.74 \| Calmar 0.6 Vol 17% \| MDD -29.8% Months 119M (47%)	CAGR 7.6% \| Win 51% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.4 Vol 17% \| MDD -19.1% Months 51M (20%)	CAGR 13.7% \| Win 55% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 17% \| MDD -32.5% Months 170M (67%)
MRmean neg	CAGR 9.1% \| Win 53% Sharpe 0.60 \| Sortino 1.06 \| Calmar 0.5 Vol 17% \| MDD -17.4% Months 15M (6%)	CAGR 7.9% \| Win 50% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 16% \| MDD -28.0% Months 70M (28%)	CAGR 8.1% \| Win 51% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 85M (33%)
MACDhist only	CAGR 15.6% \| Win 57% Sharpe 0.93 \| Sortino 1.68 \| Calmar 0.5 Vol 17% \| MDD -32.3% Months 134M (52%)	CAGR 7.8% \| Win 50% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 121M (48%)