GLDM - SPDR Gold MiniShares Trust

Signal Pair Analysis

MRmean-MACDhist

Best Pair

135.3%

Best CAGR

Total Months

19.4%

Avg CAGR

GLDM 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 GLDM

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	MACDhist	neg-pos	1	1.1	135.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	1.1	135.3	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MACDhist	neg-pos	2	2.1	76.2	100.0	4.7	0.0	0.0	12.4	0.0
pair	MACDhist	SLmean	neg-pos	2	2.1	76.2	100.0	4.7	0.0	0.0	12.4	0.0
pair	RSIhist	SLmean	neg-pos	4	4.3	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	SLmean	RSIhist	neg-pos	4	4.3	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	RSIhist	MRmean	neg-pos	4	4.3	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	MRmean	RSIhist	neg-pos	4	4.3	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	SLmean	MRmean	neg-pos	2	2.1	55.9	100.0	2.5	0.0	0.0	18.2	0.0
pair	MRmean	SLmean	neg-pos	2	2.1	55.9	100.0	2.5	0.0	0.0	18.2	0.0
pair	RSmean	RSIhist	neg-pos	3	3.2	41.9	66.7	2.3	0.0	0.0	15.7	0.0
pair	RSIhist	RSmean	neg-pos	3	3.2	41.9	66.7	2.3	0.0	0.0	15.7	0.0
pair	LWTI	RSIhist	pos-neg	4	4.3	37.9	75.0	1.7	0.0	7.1	20.1	-5.3
pair	RSIhist	LWTI	pos-neg	4	4.3	37.9	75.0	1.7	0.0	7.1	20.1	-5.3
pair	RSmean	MACD	pos-neg	13	13.8	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	RSmean	pos-neg	13	13.8	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	RSIhist	neg-pos	15	16.0	36.2	66.7	2.2	6.1	9.3	14.7	-3.9
pair	RSIhist	MACD	neg-pos	15	16.0	36.2	66.7	2.2	6.1	9.3	14.7	-3.9
pair	MRmean	MACD	pos-neg	13	13.8	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	MRmean	pos-neg	13	13.8	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	RSmean	MACD	neg-pos	3	3.2	35.6	100.0	2.9	0.0	0.0	10.9	0.0
pair	MACD	RSmean	neg-pos	3	3.2	35.6	100.0	2.9	0.0	0.0	10.9	0.0
pair	MACD	SLmean	pos-neg	12	12.8	34.9	66.7	2.1	5.4	9.0	15.2	-3.9
pair	SLmean	MACD	pos-neg	12	12.8	34.9	66.7	2.1	5.4	9.0	15.2	-3.9
pair	RSIhist	MACDhist	pos-pos	32	34.0	32.6	68.8	1.8	2.7	3.0	16.2	-11.0
pair	MACDhist	RSIhist	pos-pos	32	34.0	32.6	68.8	1.8	2.7	3.0	16.2	-11.0
pair	MACD	MACDhist	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	MACDhist	MACD	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	RSmean	MACDhist	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	MACDhist	RSmean	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	MACDhist	LWTI	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	LWTI	MACDhist	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	MACDhist	RSI	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
single	MACDhist	MACDhist	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	RSI	MACDhist	pos-pos	37	39.4	31.7	67.6	1.8	2.8	2.6	16.2	-12.3
pair	MACD	RSI	neg-pos	19	20.2	31.1	63.2	2.1	6.2	8.0	13.7	-3.9
pair	RSI	MACD	neg-pos	19	20.2	31.1	63.2	2.1	6.2	8.0	13.7	-3.9
pair	MACDhist	MRmean	pos-pos	36	38.3	29.6	66.7	1.7	2.6	2.4	16.2	-12.3
pair	MRmean	MACDhist	pos-pos	36	38.3	29.6	66.7	1.7	2.6	2.4	16.2	-12.3
pair	MACDhist	SLmean	pos-pos	35	37.2	29.5	65.7	1.7	2.6	2.4	16.4	-12.3
pair	SLmean	MACDhist	pos-pos	35	37.2	29.5	65.7	1.7	2.6	2.4	16.4	-12.3
pair	RSIhist	RSI	pos-pos	56	59.6	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
single	RSIhist	RSIhist	pos-pos	56	59.6	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
pair	RSI	RSIhist	pos-pos	56	59.6	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
pair	LWTI	RSIhist	pos-pos	52	55.3	27.5	63.5	1.6	3.0	2.3	15.6	-11.8
pair	RSIhist	LWTI	pos-pos	52	55.3	27.5	63.5	1.6	3.0	2.3	15.6	-11.8
pair	RSmean	RSIhist	pos-pos	53	56.4	27.5	64.2	1.6	2.9	2.5	15.9	-11.0
pair	RSIhist	RSmean	pos-pos	53	56.4	27.5	64.2	1.6	2.9	2.5	15.9	-11.0
pair	RSI	MRmean	neg-pos	20	21.3	26.3	60.0	1.9	7.1	6.5	12.9	-4.0
pair	MRmean	RSI	neg-pos	20	21.3	26.3	60.0	1.9	7.1	6.5	12.9	-4.0
pair	RSIhist	MACDhist	pos-neg	5	5.3	26.1	60.0	1.4	3.0	5.5	18.0	-4.7
pair	MACDhist	RSIhist	pos-neg	5	5.3	26.1	60.0	1.4	3.0	5.5	18.0	-4.7
pair	MRmean	RSIhist	pos-pos	52	55.3	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	RSIhist	MRmean	pos-pos	52	55.3	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	RSIhist	SLmean	pos-pos	52	55.3	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	SLmean	RSIhist	pos-pos	52	55.3	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	RSI	RSmean	neg-pos	9	9.6	25.5	66.7	2.1	11.5	9.2	11.3	-2.8
pair	RSmean	RSI	neg-pos	9	9.6	25.5	66.7	2.1	11.5	9.2	11.3	-2.8
pair	RSIhist	MACD	pos-pos	41	43.6	25.4	63.4	1.5	2.5	2.3	16.3	-11.0
pair	MACD	RSIhist	pos-pos	41	43.6	25.4	63.4	1.5	2.5	2.3	16.3	-11.0
pair	MACDhist	MACD	neg-neg	25	26.6	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	MACD	MACDhist	neg-neg	25	26.6	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	MACD	LWTI	neg-pos	25	26.6	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	LWTI	MACD	neg-pos	25	26.6	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
single	MACD	MACD	neg-neg	25	26.6	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	SLmean	RSI	neg-pos	22	23.4	22.8	59.1	1.6	3.4	3.1	13.6	-7.3
pair	RSI	SLmean	neg-pos	22	23.4	22.8	59.1	1.6	3.4	3.1	13.6	-7.3
pair	MACDhist	RSIhist	neg-pos	24	25.5	22.6	58.3	1.4	3.5	2.7	15.3	-8.3
pair	RSIhist	MACDhist	neg-pos	24	25.5	22.6	58.3	1.4	3.5	2.7	15.3	-8.3
pair	MRmean	MACD	neg-pos	18	19.1	22.0	55.6	1.4	6.4	2.0	14.6	-11.1
pair	MACD	MRmean	neg-pos	18	19.1	22.0	55.6	1.4	6.4	2.0	14.6	-11.1
pair	RSI	LWTI	pos-pos	77	81.9	20.3	58.4	1.3	2.4	1.4	15.5	-14.7
pair	MRmean	SLmean	pos-neg	4	4.3	20.3	75.0	1.0	0.0	3.2	19.6	-6.3
pair	LWTI	RSI	pos-pos	77	81.9	20.3	58.4	1.3	2.4	1.4	15.5	-14.7
pair	SLmean	MRmean	pos-neg	4	4.3	20.3	75.0	1.0	0.0	3.2	19.6	-6.3
pair	LWTI	RSmean	neg-neg	1	1.1	20.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	1.1	20.2	100.0	0.0	0.0	0.0	-	0.0
single	RSI	RSI	pos-pos	84	89.4	19.8	58.3	1.2	2.4	1.4	15.5	-13.7
pair	MRmean	RSmean	neg-pos	15	16.0	19.5	46.7	1.2	5.8	1.6	15.4	-11.9
pair	RSmean	MRmean	neg-pos	15	16.0	19.5	46.7	1.2	5.8	1.6	15.4	-11.9
pair	RSI	RSmean	pos-pos	75	79.8	19.2	57.3	1.2	2.3	1.1	16.0	-17.7
pair	RSmean	RSI	pos-pos	75	79.8	19.2	57.3	1.2	2.3	1.1	16.0	-17.7
pair	LWTI	SLmean	pos-pos	59	62.8	19.1	57.6	1.2	2.2	0.8	16.3	-24.6
pair	SLmean	LWTI	pos-pos	59	62.8	19.1	57.6	1.2	2.2	0.8	16.3	-24.6
pair	SLmean	RSmean	pos-pos	61	64.9	19.1	57.4	1.1	2.2	0.9	16.4	-22.3
pair	RSmean	SLmean	pos-pos	61	64.9	19.1	57.4	1.1	2.2	0.9	16.4	-22.3
pair	SLmean	RSI	pos-pos	62	66.0	18.8	58.1	1.1	2.1	0.8	16.3	-22.2
single	SLmean	SLmean	pos-pos	62	66.0	18.8	58.1	1.1	2.1	0.8	16.3	-22.2
pair	RSI	SLmean	pos-pos	62	66.0	18.8	58.1	1.1	2.1	0.8	16.3	-22.2
pair	RSmean	LWTI	pos-pos	73	77.7	18.5	56.2	1.1	2.3	0.9	16.0	-20.6
pair	LWTI	RSmean	pos-pos	73	77.7	18.5	56.2	1.1	2.3	0.9	16.0	-20.6
pair	MRmean	LWTI	neg-pos	26	27.7	18.4	53.8	1.4	6.1	1.6	12.8	-11.1
pair	LWTI	MRmean	neg-pos	26	27.7	18.4	53.8	1.4	6.1	1.6	12.8	-11.1
single	LWTI	LWTI	pos-pos	87	92.6	18.2	56.3	1.2	2.4	1.2	15.3	-15.8
single	RSmean	RSmean	pos-pos	79	84.0	18.2	55.7	1.1	2.3	0.8	16.1	-23.7
pair	LWTI	MRmean	pos-pos	61	64.9	18.1	57.4	1.1	2.0	0.7	16.3	-28.1
pair	MRmean	LWTI	pos-pos	61	64.9	18.1	57.4	1.1	2.0	0.7	16.3	-28.1
single	MRmean	MRmean	neg-neg	30	31.9	18.1	53.3	1.4	5.4	1.6	13.0	-11.1
pair	RSmean	SLmean	neg-neg	14	14.9	18.0	57.1	1.6	6.7	6.5	10.9	-2.8
pair	SLmean	RSmean	neg-neg	14	14.9	18.0	57.1	1.6	6.7	6.5	10.9	-2.8
pair		benchmark___benchmark_	benchmark-benchmark	94	100.0	18.0	56.4	1.2	2.3	1.0	15.3	-17.7
pair	benchmark___benchmark_		benchmark-benchmark	94	100.0	18.0	56.4	1.2	2.3	1.0	15.3	-17.7
single	MRmean	MRmean	pos-pos	64	68.1	17.9	57.8	1.1	2.0	0.7	16.3	-25.8
pair	RSmean	MRmean	pos-pos	64	68.1	17.9	57.8	1.1	2.0	0.7	16.3	-25.8
pair	MRmean	RSI	pos-pos	64	68.1	17.9	57.8	1.1	2.0	0.7	16.3	-25.8
pair	RSI	MRmean	pos-pos	64	68.1	17.9	57.8	1.1	2.0	0.7	16.3	-25.8
pair	MRmean	RSmean	pos-pos	64	68.1	17.9	57.8	1.1	2.0	0.7	16.3	-25.8
pair	MRmean	SLmean	pos-pos	60	63.8	17.7	56.7	1.1	2.0	0.6	16.3	-27.7
pair	SLmean	MRmean	pos-pos	60	63.8	17.7	56.7	1.1	2.0	0.6	16.3	-27.7
pair	MACD	SLmean	neg-pos	19	20.2	17.2	52.6	1.1	3.0	1.5	15.4	-11.1
pair	SLmean	MACD	neg-pos	19	20.2	17.2	52.6	1.1	3.0	1.5	15.4	-11.1
pair	MACDhist	RSmean	neg-neg	15	16.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
single	RSmean	RSmean	neg-neg	15	16.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	RSmean	MACDhist	neg-neg	15	16.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	MRmean	RSmean	neg-neg	15	16.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	RSmean	MRmean	neg-neg	15	16.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	MACD	RSI	pos-pos	65	69.1	16.7	56.9	1.1	1.9	1.3	16.1	-13.3
pair	RSI	MACD	pos-pos	65	69.1	16.7	56.9	1.1	1.9	1.3	16.1	-13.3
pair	RSmean	LWTI	neg-pos	14	14.9	16.5	57.1	1.4	6.2	6.0	11.0	-2.8
pair	LWTI	RSmean	neg-pos	14	14.9	16.5	57.1	1.4	6.2	6.0	11.0	-2.8
pair	SLmean	LWTI	neg-neg	4	4.3	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	LWTI	SLmean	neg-neg	4	4.3	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	LWTI	MRmean	neg-neg	4	4.3	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	MRmean	LWTI	neg-neg	4	4.3	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
single	SLmean	SLmean	neg-neg	32	34.0	16.4	53.1	1.2	3.2	1.5	13.4	-11.1
pair	SLmean	LWTI	neg-pos	28	29.8	16.3	53.6	1.2	3.1	1.5	13.3	-11.1
pair	LWTI	SLmean	neg-pos	28	29.8	16.3	53.6	1.2	3.1	1.5	13.3	-11.1
single	MACD	MACD	pos-pos	69	73.4	15.8	55.1	1.0	1.9	0.9	16.1	-17.4
pair	MRmean	SLmean	neg-neg	28	29.8	15.8	50.0	1.2	4.8	1.4	12.8	-11.1
pair	SLmean	MRmean	neg-neg	28	29.8	15.8	50.0	1.2	4.8	1.4	12.8	-11.1
pair	MACD	LWTI	pos-pos	62	66.0	15.8	54.8	1.0	1.9	1.0	16.2	-15.8
pair	LWTI	MACD	pos-pos	62	66.0	15.8	54.8	1.0	1.9	1.0	16.2	-15.8
pair	MRmean	MACDhist	neg-neg	29	30.9	15.3	51.7	1.2	4.7	1.4	12.6	-11.1
pair	MACDhist	MRmean	neg-neg	29	30.9	15.3	51.7	1.2	4.7	1.4	12.6	-11.1
pair	MACD	SLmean	pos-pos	50	53.2	15.2	56.0	0.9	1.7	0.7	16.5	-21.9
pair	SLmean	MACD	pos-pos	50	53.2	15.2	56.0	0.9	1.7	0.7	16.5	-21.9
pair	MACD	SLmean	neg-neg	13	13.8	15.2	53.8	1.4	5.7	5.5	10.5	-2.8
pair	SLmean	MACD	neg-neg	13	13.8	15.2	53.8	1.4	5.7	5.5	10.5	-2.8
pair	MACD	LWTI	pos-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	LWTI	MACD	pos-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	LWTI	MACDhist	neg-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	MACDhist	LWTI	neg-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
single	LWTI	LWTI	neg-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	RSI	LWTI	pos-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	RSmean	SLmean	neg-pos	18	19.1	15.1	50.0	1.0	2.7	1.1	15.4	-13.4
pair	SLmean	RSmean	neg-pos	18	19.1	15.1	50.0	1.0	2.7	1.1	15.4	-13.4
pair	LWTI	RSI	pos-neg	7	7.4	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	MACD	RSmean	pos-pos	66	70.2	14.9	53.0	0.9	1.9	0.6	16.3	-23.4
pair	RSmean	MACD	pos-pos	66	70.2	14.9	53.0	0.9	1.9	0.6	16.3	-23.4
pair	RSmean	LWTI	pos-neg	6	6.4	14.2	50.0	0.8	1.8	2.7	18.1	-5.3
pair	LWTI	RSmean	pos-neg	6	6.4	14.2	50.0	0.8	1.8	2.7	18.1	-5.3
pair	MACD	MRmean	pos-pos	51	54.3	13.6	54.9	0.8	1.5	0.5	16.7	-25.5
pair	MRmean	MACD	pos-pos	51	54.3	13.6	54.9	0.8	1.5	0.5	16.7	-25.5
pair	SLmean	MACDhist	neg-neg	30	31.9	13.2	50.0	1.0	2.6	1.2	13.3	-11.1
pair	MACDhist	SLmean	neg-neg	30	31.9	13.2	50.0	1.0	2.6	1.2	13.3	-11.1
pair	LWTI	MRmean	pos-neg	3	3.2	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	MRmean	LWTI	pos-neg	3	3.2	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	LWTI	SLmean	pos-neg	3	3.2	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	SLmean	LWTI	pos-neg	3	3.2	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	MACD	RSmean	neg-neg	12	12.8	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	MRmean	MACD	neg-neg	12	12.8	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	MACD	MRmean	neg-neg	12	12.8	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	RSmean	MACD	neg-neg	12	12.8	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	MRmean	RSIhist	neg-neg	26	27.7	12.4	50.0	1.0	3.9	1.1	12.3	-11.1
pair	RSIhist	MRmean	neg-neg	26	27.7	12.4	50.0	1.0	3.9	1.1	12.3	-11.1
pair	RSI	MACDhist	pos-neg	47	50.0	11.3	51.1	0.8	1.7	0.8	14.8	-13.7
pair	MACDhist	RSI	pos-neg	47	50.0	11.3	51.1	0.8	1.7	0.8	14.8	-13.7
pair	RSIhist	RSmean	neg-neg	12	12.8	11.2	58.3	1.2	4.2	4.0	9.3	-2.8
pair	RSmean	RSIhist	neg-neg	12	12.8	11.2	58.3	1.2	4.2	4.0	9.3	-2.8
pair	RSIhist	SLmean	neg-neg	28	29.8	10.9	50.0	0.9	2.2	1.0	12.8	-11.1
pair	SLmean	RSIhist	neg-neg	28	29.8	10.9	50.0	0.9	2.2	1.0	12.8	-11.1
single	MACDhist	MACDhist	neg-neg	57	60.6	9.8	49.1	0.7	1.6	0.6	14.4	-17.7
pair	LWTI	MACDhist	neg-pos	50	53.2	9.1	48.0	0.7	1.6	0.6	14.2	-15.8
pair	MACDhist	LWTI	neg-pos	50	53.2	9.1	48.0	0.7	1.6	0.6	14.2	-15.8
pair	RSIhist	MACD	neg-neg	10	10.6	8.2	50.0	0.9	3.1	3.0	8.8	-2.8
pair	MACD	RSIhist	neg-neg	10	10.6	8.2	50.0	0.9	3.1	3.0	8.8	-2.8
pair	RSmean	MACDhist	pos-neg	42	44.7	7.5	45.2	0.5	1.3	0.3	15.6	-23.7
pair	MACDhist	RSmean	pos-neg	42	44.7	7.5	45.2	0.5	1.3	0.3	15.6	-23.7
pair	SLmean	MACDhist	pos-neg	27	28.7	6.2	48.1	0.5	1.0	0.3	15.7	-17.6
pair	MACDhist	SLmean	pos-neg	27	28.7	6.2	48.1	0.5	1.0	0.3	15.7	-17.6
pair	LWTI	RSIhist	neg-pos	35	37.2	5.7	45.7	0.5	1.0	0.5	14.4	-11.1
pair	RSIhist	LWTI	neg-pos	35	37.2	5.7	45.7	0.5	1.0	0.5	14.4	-11.1
pair	RSI	MACD	neg-neg	6	6.4	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	MACD	RSI	neg-neg	6	6.4	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	RSmean	RSI	neg-neg	6	6.4	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	RSI	RSmean	neg-neg	6	6.4	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	RSIhist	RSI	pos-neg	28	29.8	4.7	46.4	0.4	0.8	0.5	14.5	-10.2
pair	RSI	RSIhist	pos-neg	28	29.8	4.7	46.4	0.4	0.8	0.5	14.5	-10.2
pair	MACDhist	MRmean	pos-neg	28	29.8	4.4	46.4	0.3	0.7	0.2	16.1	-23.3
pair	MRmean	MACDhist	pos-neg	28	29.8	4.4	46.4	0.3	0.7	0.2	16.1	-23.3
single	RSIhist	RSIhist	neg-neg	38	40.4	4.4	44.7	0.4	0.8	0.4	14.0	-11.1
single	RSI	RSI	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSIhist	RSI	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	LWTI	neg-pos	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	LWTI	RSI	neg-pos	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	MACDhist	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	SLmean	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	SLmean	RSI	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	MRmean	RSI	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	MRmean	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	MACDhist	RSI	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	RSIhist	neg-neg	10	10.6	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	MACD	RSIhist	pos-neg	28	29.8	3.0	42.9	0.3	0.6	0.3	15.5	-11.1
pair	RSIhist	MACD	pos-neg	28	29.8	3.0	42.9	0.3	0.6	0.3	15.5	-11.1
pair	MACDhist	RSIhist	neg-neg	33	35.1	1.4	42.4	0.2	0.3	0.1	13.4	-11.1
pair	RSIhist	MACDhist	neg-neg	33	35.1	1.4	42.4	0.2	0.3	0.1	13.4	-11.1
pair	RSI	RSmean	pos-neg	4	4.3	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSmean	RSI	pos-neg	4	4.3	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	MACD	RSI	pos-neg	4	4.3	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSI	MACD	pos-neg	4	4.3	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSmean	SLmean	pos-neg	1	1.1	1.3	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	1.1	1.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSIhist	pos-neg	26	27.7	1.3	38.5	0.2	0.4	0.1	15.8	-17.5
pair	RSIhist	RSmean	pos-neg	26	27.7	1.3	38.5	0.2	0.4	0.1	15.8	-17.5
pair	MACD	MACDhist	pos-neg	32	34.0	-0.3	40.6	0.1	0.1	-0.0	15.0	-17.4
pair	MACDhist	MACD	pos-neg	32	34.0	-0.3	40.6	0.1	0.1	-0.0	15.0	-17.4
pair	LWTI	RSIhist	neg-neg	3	3.2	-9.6	33.3	-1.2	-1.5	-14.2	8.4	-0.7
pair	RSIhist	LWTI	neg-neg	3	3.2	-9.6	33.3	-1.2	-1.5	-14.2	8.4	-0.7
pair	MRmean	RSIhist	pos-neg	12	12.8	-11.1	33.3	-0.6	-1.2	-0.6	16.8	-19.0
pair	RSIhist	MRmean	pos-neg	12	12.8	-11.1	33.3	-0.6	-1.2	-0.6	16.8	-19.0
pair	RSIhist	SLmean	pos-neg	10	10.6	-11.9	30.0	-0.7	-1.4	-0.8	16.7	-14.0
pair	SLmean	RSIhist	pos-neg	10	10.6	-11.9	30.0	-0.7	-1.4	-0.8	16.7	-14.0

All Contingency Tables for GLDM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 57% Sharpe 1.09 \| Sortino 2.03 \| Calmar 0.6 Vol 16% \| MDD -27.7% Months 60M (64%)	CAGR 20.3% \| Win 75% Sharpe 1.03 \| Sortino 0.00 \| Calmar 3.2 Vol 20% \| MDD -6.3% Months 4M (4%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 55.9% \| Win 100% Sharpe 2.52 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)	CAGR 15.8% \| Win 50% Sharpe 1.21 \| Sortino 4.81 \| Calmar 1.4 Vol 13% \| MDD -11.1% Months 28M (30%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
SLmean only	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)	-	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 19.5% \| Win 47% Sharpe 1.23 \| Sortino 5.75 \| Calmar 1.6 Vol 15% \| MDD -11.9% Months 15M (16%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
RSmean only	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 55% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 51M (54%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (14%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 22.0% \| Win 56% Sharpe 1.45 \| Sortino 6.37 \| Calmar 2.0 Vol 15% \| MDD -11.1% Months 18M (19%)	CAGR 12.5% \| Win 50% Sharpe 1.15 \| Sortino 4.80 \| Calmar 4.5 Vol 11% \| MDD -2.8% Months 12M (13%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
MACD only	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)	-	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 26.3% \| Win 60% Sharpe 1.89 \| Sortino 7.13 \| Calmar 6.5 Vol 13% \| MDD -4.0% Months 20M (21%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
RSI only	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 29.6% \| Win 67% Sharpe 1.69 \| Sortino 2.63 \| Calmar 2.4 Vol 16% \| MDD -12.3% Months 36M (38%)	CAGR 4.4% \| Win 46% Sharpe 0.34 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -23.3% Months 28M (30%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 135.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 15.3% \| Win 52% Sharpe 1.20 \| Sortino 4.68 \| Calmar 1.4 Vol 13% \| MDD -11.1% Months 29M (31%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 25.8% \| Win 64% Sharpe 1.54 \| Sortino 2.73 \| Calmar 2.3 Vol 16% \| MDD -11.0% Months 52M (55%)	CAGR -11.1% \| Win 33% Sharpe -0.62 \| Sortino -1.24 \| Calmar -0.6 Vol 17% \| MDD -19.0% Months 12M (13%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 63.4% \| Win 75% Sharpe 3.32 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 4M (4%)	CAGR 12.4% \| Win 50% Sharpe 1.01 \| Sortino 3.91 \| Calmar 1.1 Vol 12% \| MDD -11.1% Months 26M (28%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 18.1% \| Win 57% Sharpe 1.11 \| Sortino 2.03 \| Calmar 0.6 Vol 16% \| MDD -28.1% Months 61M (65%)	CAGR 13.1% \| Win 67% Sharpe 0.69 \| Sortino 0.00 \| Calmar 2.5 Vol 20% \| MDD -5.3% Months 3M (3%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 18.4% \| Win 54% Sharpe 1.39 \| Sortino 6.14 \| Calmar 1.7 Vol 13% \| MDD -11.1% Months 26M (28%)	CAGR 16.5% \| Win 50% Sharpe 0.99 \| Sortino 2.53 \| Calmar 24.4 Vol 17% \| MDD -0.7% Months 4M (4%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 19.1% \| Win 57% Sharpe 1.15 \| Sortino 2.16 \| Calmar 0.9 Vol 16% \| MDD -22.3% Months 61M (65%)	CAGR 1.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 15.1% \| Win 50% Sharpe 0.99 \| Sortino 2.67 \| Calmar 1.1 Vol 15% \| MDD -13.4% Months 18M (19%)	CAGR 18.0% \| Win 57% Sharpe 1.57 \| Sortino 6.68 \| Calmar 6.5 Vol 11% \| MDD -2.8% Months 14M (15%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
RSmean only	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 15.2% \| Win 56% Sharpe 0.94 \| Sortino 1.70 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 50M (53%)	CAGR 34.9% \| Win 67% Sharpe 2.06 \| Sortino 5.39 \| Calmar 9.0 Vol 15% \| MDD -3.9% Months 12M (13%)	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 17.2% \| Win 53% Sharpe 1.11 \| Sortino 2.97 \| Calmar 1.5 Vol 15% \| MDD -11.1% Months 19M (20%)	CAGR 15.2% \| Win 54% Sharpe 1.40 \| Sortino 5.73 \| Calmar 5.5 Vol 10% \| MDD -2.8% Months 13M (14%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
MACD only	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)	-	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 22.8% \| Win 59% Sharpe 1.59 \| Sortino 3.39 \| Calmar 3.1 Vol 14% \| MDD -7.3% Months 22M (23%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
RSI only	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 29.5% \| Win 66% Sharpe 1.67 \| Sortino 2.63 \| Calmar 2.4 Vol 16% \| MDD -12.3% Months 35M (37%)	CAGR 6.2% \| Win 48% Sharpe 0.46 \| Sortino 0.99 \| Calmar 0.4 Vol 16% \| MDD -17.6% Months 27M (29%)	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 76.2% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 2M (2%)	CAGR 13.2% \| Win 50% Sharpe 1.00 \| Sortino 2.60 \| Calmar 1.2 Vol 13% \| MDD -11.1% Months 30M (32%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 25.8% \| Win 64% Sharpe 1.54 \| Sortino 2.73 \| Calmar 2.3 Vol 16% \| MDD -11.0% Months 52M (55%)	CAGR -11.9% \| Win 30% Sharpe -0.68 \| Sortino -1.37 \| Calmar -0.8 Vol 17% \| MDD -14.0% Months 10M (11%)	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 63.4% \| Win 75% Sharpe 3.32 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 4M (4%)	CAGR 10.9% \| Win 50% Sharpe 0.87 \| Sortino 2.17 \| Calmar 1.0 Vol 13% \| MDD -11.1% Months 28M (30%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 19.1% \| Win 58% Sharpe 1.16 \| Sortino 2.17 \| Calmar 0.8 Vol 16% \| MDD -24.6% Months 59M (63%)	CAGR 13.1% \| Win 67% Sharpe 0.69 \| Sortino 0.00 \| Calmar 2.5 Vol 20% \| MDD -5.3% Months 3M (3%)	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)
SLmean neg	CAGR 16.3% \| Win 54% Sharpe 1.21 \| Sortino 3.10 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 28M (30%)	CAGR 16.5% \| Win 50% Sharpe 0.99 \| Sortino 2.53 \| Calmar 24.4 Vol 17% \| MDD -0.7% Months 4M (4%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 14.9% \| Win 53% Sharpe 0.94 \| Sortino 1.86 \| Calmar 0.6 Vol 16% \| MDD -23.4% Months 66M (70%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (14%)	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)
RSmean neg	CAGR 35.6% \| Win 100% Sharpe 2.86 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (3%)	CAGR 12.5% \| Win 50% Sharpe 1.15 \| Sortino 4.80 \| Calmar 4.5 Vol 11% \| MDD -2.8% Months 12M (13%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)
MACD only	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 19.2% \| Win 57% Sharpe 1.18 \| Sortino 2.27 \| Calmar 1.1 Vol 16% \| MDD -17.7% Months 75M (80%)	CAGR 1.3% \| Win 25% Sharpe 0.14 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -4.6% Months 4M (4%)	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)
RSmean neg	CAGR 25.5% \| Win 67% Sharpe 2.08 \| Sortino 11.51 \| Calmar 9.2 Vol 11% \| MDD -2.8% Months 9M (10%)	CAGR 4.8% \| Win 50% Sharpe 0.53 \| Sortino 1.83 \| Calmar 1.7 Vol 10% \| MDD -2.8% Months 6M (6%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)
RSI only	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 7.5% \| Win 45% Sharpe 0.54 \| Sortino 1.26 \| Calmar 0.3 Vol 16% \| MDD -23.7% Months 42M (45%)	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)
RSmean neg	-	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 27.5% \| Win 64% Sharpe 1.62 \| Sortino 2.88 \| Calmar 2.5 Vol 16% \| MDD -11.0% Months 53M (56%)	CAGR 1.3% \| Win 38% Sharpe 0.16 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -17.5% Months 26M (28%)	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)
RSmean neg	CAGR 41.9% \| Win 67% Sharpe 2.32 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 3M (3%)	CAGR 11.2% \| Win 58% Sharpe 1.19 \| Sortino 4.19 \| Calmar 4.0 Vol 9% \| MDD -2.8% Months 12M (13%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 18.5% \| Win 56% Sharpe 1.15 \| Sortino 2.27 \| Calmar 0.9 Vol 16% \| MDD -20.6% Months 73M (78%)	CAGR 14.2% \| Win 50% Sharpe 0.81 \| Sortino 1.82 \| Calmar 2.7 Vol 18% \| MDD -5.3% Months 6M (6%)	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)
RSmean neg	CAGR 16.5% \| Win 57% Sharpe 1.45 \| Sortino 6.20 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 14M (15%)	CAGR 20.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 16.7% \| Win 57% Sharpe 1.05 \| Sortino 1.94 \| Calmar 1.3 Vol 16% \| MDD -13.3% Months 65M (69%)	CAGR 1.3% \| Win 25% Sharpe 0.14 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -4.6% Months 4M (4%)	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)
MACD neg	CAGR 31.1% \| Win 63% Sharpe 2.07 \| Sortino 6.20 \| Calmar 8.0 Vol 14% \| MDD -3.9% Months 19M (20%)	CAGR 4.8% \| Win 50% Sharpe 0.53 \| Sortino 1.83 \| Calmar 1.7 Vol 10% \| MDD -2.8% Months 6M (6%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)
RSI only	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR -0.3% \| Win 41% Sharpe 0.06 \| Sortino 0.12 \| Calmar -0.0 Vol 15% \| MDD -17.4% Months 32M (34%)	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)
MACD neg	-	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 25.4% \| Win 63% Sharpe 1.48 \| Sortino 2.49 \| Calmar 2.3 Vol 16% \| MDD -11.0% Months 41M (44%)	CAGR 3.0% \| Win 43% Sharpe 0.27 \| Sortino 0.60 \| Calmar 0.3 Vol 16% \| MDD -11.1% Months 28M (30%)	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)
MACD neg	CAGR 36.2% \| Win 67% Sharpe 2.19 \| Sortino 6.08 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 15M (16%)	CAGR 8.2% \| Win 50% Sharpe 0.94 \| Sortino 3.13 \| Calmar 3.0 Vol 9% \| MDD -2.8% Months 10M (11%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.92 \| Calmar 1.0 Vol 16% \| MDD -15.8% Months 62M (66%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)
MACD neg	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)	-	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 11.3% \| Win 51% Sharpe 0.80 \| Sortino 1.69 \| Calmar 0.8 Vol 15% \| MDD -13.7% Months 47M (50%)	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)
RSI neg	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.7% \| Win 46% Sharpe 0.39 \| Sortino 0.76 \| Calmar 0.5 Vol 14% \| MDD -10.2% Months 28M (30%)	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)
RSI neg	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 20.3% \| Win 58% Sharpe 1.27 \| Sortino 2.39 \| Calmar 1.4 Vol 16% \| MDD -14.7% Months 77M (82%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)
RSI neg	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 32.6% \| Win 69% Sharpe 1.83 \| Sortino 2.68 \| Calmar 3.0 Vol 16% \| MDD -11.0% Months 32M (34%)	CAGR 26.1% \| Win 60% Sharpe 1.37 \| Sortino 3.05 \| Calmar 5.5 Vol 18% \| MDD -4.7% Months 5M (5%)	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)
MACDhist neg	CAGR 22.6% \| Win 58% Sharpe 1.41 \| Sortino 3.48 \| Calmar 2.7 Vol 15% \| MDD -8.3% Months 24M (26%)	CAGR 1.4% \| Win 42% Sharpe 0.17 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -11.1% Months 33M (35%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	-	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)
MACDhist neg	CAGR 9.1% \| Win 48% Sharpe 0.68 \| Sortino 1.56 \| Calmar 0.6 Vol 14% \| MDD -15.8% Months 50M (53%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 27.5% \| Win 64% Sharpe 1.65 \| Sortino 2.97 \| Calmar 2.3 Vol 16% \| MDD -11.8% Months 52M (55%)	CAGR 37.9% \| Win 75% Sharpe 1.69 \| Sortino 0.00 \| Calmar 7.1 Vol 20% \| MDD -5.3% Months 4M (4%)	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (60%)
RSIhist neg	CAGR 5.7% \| Win 46% Sharpe 0.45 \| Sortino 0.98 \| Calmar 0.5 Vol 14% \| MDD -11.1% Months 35M (37%)	CAGR -9.6% \| Win 33% Sharpe -1.16 \| Sortino -1.51 \| Calmar -14.2 Vol 8% \| MDD -0.7% Months 3M (3%)	CAGR 4.4% \| Win 45% Sharpe 0.37 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 38M (40%)
LWTI only	CAGR 18.2% \| Win 56% Sharpe 1.18 \| Sortino 2.35 \| Calmar 1.2 Vol 15% \| MDD -15.8% Months 87M (93%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 57% Sharpe 1.09 \| Sortino 2.03 \| Calmar 0.6 Vol 16% \| MDD -27.7% Months 60M (64%)	CAGR 20.3% \| Win 75% Sharpe 1.03 \| Sortino 0.00 \| Calmar 3.2 Vol 20% \| MDD -6.3% Months 4M (4%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 55.9% \| Win 100% Sharpe 2.52 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)	CAGR 15.8% \| Win 50% Sharpe 1.21 \| Sortino 4.81 \| Calmar 1.4 Vol 13% \| MDD -11.1% Months 28M (30%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
SLmean only	CAGR 18.8% \| Win 58% Sharpe 1.15 \| Sortino 2.13 \| Calmar 0.8 Vol 16% \| MDD -22.2% Months 62M (66%)	CAGR 16.4% \| Win 53% Sharpe 1.20 \| Sortino 3.16 \| Calmar 1.5 Vol 13% \| MDD -11.1% Months 32M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)	-	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 19.5% \| Win 47% Sharpe 1.23 \| Sortino 5.75 \| Calmar 1.6 Vol 15% \| MDD -11.9% Months 15M (16%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
RSmean only	CAGR 18.2% \| Win 56% Sharpe 1.12 \| Sortino 2.26 \| Calmar 0.8 Vol 16% \| MDD -23.7% Months 79M (84%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (16%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 55% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 51M (54%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (14%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 22.0% \| Win 56% Sharpe 1.45 \| Sortino 6.37 \| Calmar 2.0 Vol 15% \| MDD -11.1% Months 18M (19%)	CAGR 12.5% \| Win 50% Sharpe 1.15 \| Sortino 4.80 \| Calmar 4.5 Vol 11% \| MDD -2.8% Months 12M (13%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
MACD only	CAGR 15.8% \| Win 55% Sharpe 0.99 \| Sortino 1.94 \| Calmar 0.9 Vol 16% \| MDD -17.4% Months 69M (73%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (27%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)	-	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 26.3% \| Win 60% Sharpe 1.89 \| Sortino 7.13 \| Calmar 6.5 Vol 13% \| MDD -4.0% Months 20M (21%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
RSI only	CAGR 19.8% \| Win 58% Sharpe 1.25 \| Sortino 2.38 \| Calmar 1.5 Vol 16% \| MDD -13.7% Months 84M (89%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 29.6% \| Win 67% Sharpe 1.69 \| Sortino 2.63 \| Calmar 2.4 Vol 16% \| MDD -12.3% Months 36M (38%)	CAGR 4.4% \| Win 46% Sharpe 0.34 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -23.3% Months 28M (30%)	CAGR 17.9% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 0.7 Vol 16% \| MDD -25.8% Months 64M (68%)
MRmean neg	CAGR 135.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 15.3% \| Win 52% Sharpe 1.20 \| Sortino 4.68 \| Calmar 1.4 Vol 13% \| MDD -11.1% Months 29M (31%)	CAGR 18.1% \| Win 53% Sharpe 1.35 \| Sortino 5.44 \| Calmar 1.6 Vol 13% \| MDD -11.1% Months 30M (32%)
MACDhist only	CAGR 31.7% \| Win 68% Sharpe 1.79 \| Sortino 2.79 \| Calmar 2.6 Vol 16% \| MDD -12.3% Months 37M (39%)	CAGR 9.8% \| Win 49% Sharpe 0.72 \| Sortino 1.65 \| Calmar 0.6 Vol 14% \| MDD -17.7% Months 57M (61%)