GLDM - SPDR Gold MiniShares Trust

Signal Pair Analysis

MRmean-RSIhist

Best Pair

63.4%

Best CAGR

Total Months

15.5%

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	RSIhist	MRmean	neg-pos	4	4.0	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	MRmean	RSIhist	neg-pos	4	4.0	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	RSIhist	SLmean	neg-pos	4	4.0	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	SLmean	RSIhist	neg-pos	4	4.0	63.4	75.0	3.3	0.0	0.0	15.3	0.0
pair	MRmean	MACDhist	neg-pos	2	2.0	61.9	100.0	3.1	0.0	0.0	15.9	0.0
pair	MACDhist	MRmean	neg-pos	2	2.0	61.9	100.0	3.1	0.0	0.0	15.9	0.0
pair	SLmean	MRmean	neg-pos	2	2.0	55.9	100.0	2.5	0.0	0.0	18.2	0.0
pair	MRmean	SLmean	neg-pos	2	2.0	55.9	100.0	2.5	0.0	0.0	18.2	0.0
pair	RSmean	RSIhist	neg-pos	3	3.0	41.9	66.7	2.3	0.0	0.0	15.7	0.0
pair	RSIhist	RSmean	neg-pos	3	3.0	41.9	66.7	2.3	0.0	0.0	15.7	0.0
pair	LWTI	RSIhist	pos-neg	4	4.0	37.9	75.0	1.7	0.0	7.1	20.1	-5.3
pair	RSIhist	LWTI	pos-neg	4	4.0	37.9	75.0	1.7	0.0	7.1	20.1	-5.3
pair	MRmean	MACD	pos-neg	13	13.0	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	MRmean	pos-neg	13	13.0	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	RSmean	MACD	pos-neg	13	13.0	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	RSmean	pos-neg	13	13.0	36.2	69.2	2.2	5.5	9.3	14.6	-3.9
pair	MACD	RSIhist	neg-pos	15	15.0	36.2	66.7	2.2	6.1	9.3	14.7	-3.9
pair	RSIhist	MACD	neg-pos	15	15.0	36.2	66.7	2.2	6.1	9.3	14.7	-3.9
pair	RSmean	MACD	neg-pos	3	3.0	35.6	100.0	2.9	0.0	0.0	10.9	0.0
pair	MACD	RSmean	neg-pos	3	3.0	35.6	100.0	2.9	0.0	0.0	10.9	0.0
pair	MACD	SLmean	pos-neg	12	12.0	34.9	66.7	2.1	5.4	9.0	15.2	-3.9
pair	SLmean	MACD	pos-neg	12	12.0	34.9	66.7	2.1	5.4	9.0	15.2	-3.9
pair	RSIhist	MACDhist	pos-pos	32	32.0	32.6	68.8	1.8	2.7	3.0	16.2	-11.0
pair	MACDhist	RSIhist	pos-pos	32	32.0	32.6	68.8	1.8	2.7	3.0	16.2	-11.0
pair	RSI	MACD	neg-pos	19	19.0	31.1	63.2	2.1	6.2	8.0	13.7	-3.9
pair	MACD	RSI	neg-pos	19	19.0	31.1	63.2	2.1	6.2	8.0	13.7	-3.9
pair	RSIhist	RSI	pos-pos	56	56.0	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
single	RSIhist	RSIhist	pos-pos	56	56.0	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
pair	RSI	RSIhist	pos-pos	56	56.0	28.2	64.3	1.7	3.0	2.6	15.8	-11.0
pair	MACDhist	SLmean	pos-pos	36	36.0	27.9	63.9	1.6	2.6	2.0	16.3	-13.6
pair	SLmean	MACDhist	pos-pos	36	36.0	27.9	63.9	1.6	2.6	2.0	16.3	-13.6
pair	RSmean	RSIhist	pos-pos	53	53.0	27.5	64.2	1.6	2.9	2.5	15.9	-11.0
pair	RSIhist	LWTI	pos-pos	52	52.0	27.5	63.5	1.6	3.0	2.3	15.6	-11.8
pair	RSIhist	RSmean	pos-pos	53	53.0	27.5	64.2	1.6	2.9	2.5	15.9	-11.0
pair	LWTI	RSIhist	pos-pos	52	52.0	27.5	63.5	1.6	3.0	2.3	15.6	-11.8
pair	RSIhist	SLmean	pos-pos	52	52.0	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	MRmean	RSIhist	pos-pos	52	52.0	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	SLmean	RSIhist	pos-pos	52	52.0	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	RSIhist	MRmean	pos-pos	52	52.0	25.8	63.5	1.5	2.7	2.4	15.8	-11.0
pair	RSmean	RSI	neg-pos	9	9.0	25.5	66.7	2.1	11.5	9.2	11.3	-2.8
pair	RSI	RSmean	neg-pos	9	9.0	25.5	66.7	2.1	11.5	9.2	11.3	-2.8
pair	MACD	RSIhist	pos-pos	41	41.0	25.4	63.4	1.5	2.5	2.3	16.3	-11.0
pair	RSIhist	MACD	pos-pos	41	41.0	25.4	63.4	1.5	2.5	2.3	16.3	-11.0
pair	RSI	MRmean	neg-pos	23	23.0	24.8	60.9	1.6	3.5	3.8	14.7	-6.5
pair	MRmean	RSI	neg-pos	23	23.0	24.8	60.9	1.6	3.5	3.8	14.7	-6.5
pair	MACDhist	MACD	neg-neg	25	25.0	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	MACD	MACDhist	neg-neg	25	25.0	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	MACD	LWTI	neg-pos	25	25.0	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
single	MACD	MACD	neg-neg	25	25.0	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	LWTI	MACD	neg-pos	25	25.0	24.3	60.0	1.8	5.7	6.2	12.9	-3.9
pair	RSmean	MACDhist	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACDhist	RSmean	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACDhist	RSI	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	RSI	MACDhist	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACDhist	LWTI	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
single	MACDhist	MACDhist	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACDhist	MACD	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACD	MACDhist	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	LWTI	MACDhist	pos-pos	40	40.0	24.0	65.0	1.3	1.8	1.0	17.5	-23.7
pair	MACDhist	RSIhist	neg-pos	24	24.0	22.6	58.3	1.4	3.5	2.7	15.3	-8.3
pair	RSIhist	MACDhist	neg-pos	24	24.0	22.6	58.3	1.4	3.5	2.7	15.3	-8.3
pair	MACDhist	MRmean	pos-pos	38	38.0	22.3	63.2	1.2	1.7	0.9	17.7	-23.7
pair	MRmean	MACDhist	pos-pos	38	38.0	22.3	63.2	1.2	1.7	0.9	17.7	-23.7
pair	MRmean	MACD	neg-pos	21	21.0	21.1	57.1	1.3	3.4	1.9	16.2	-11.1
pair	MACD	MRmean	neg-pos	21	21.0	21.1	57.1	1.3	3.4	1.9	16.2	-11.1
pair	LWTI	RSmean	neg-neg	1	1.0	20.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	1.0	20.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	neg-pos	18	18.0	18.8	50.0	1.1	3.1	1.6	17.1	-11.9
pair	MRmean	RSmean	neg-pos	18	18.0	18.8	50.0	1.1	3.1	1.6	17.1	-11.9
pair	LWTI	MRmean	neg-pos	29	29.0	18.1	55.2	1.2	3.3	1.6	14.3	-11.1
pair	MRmean	LWTI	neg-pos	29	29.0	18.1	55.2	1.2	3.3	1.6	14.3	-11.1
pair	RSmean	SLmean	neg-neg	14	14.0	18.0	57.1	1.6	6.7	6.5	10.9	-2.8
pair	SLmean	RSmean	neg-neg	14	14.0	18.0	57.1	1.6	6.7	6.5	10.9	-2.8
single	MRmean	MRmean	neg-neg	33	33.0	17.9	54.5	1.2	3.3	1.6	14.3	-11.1
pair	RSmean	MRmean	neg-neg	15	15.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	MRmean	RSmean	neg-neg	15	15.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	RSmean	MACDhist	neg-neg	15	15.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	MACDhist	RSmean	neg-neg	15	15.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
single	RSmean	RSmean	neg-neg	15	15.0	16.8	60.0	1.5	6.3	6.0	10.6	-2.8
pair	LWTI	RSmean	neg-pos	14	14.0	16.5	57.1	1.4	6.2	6.0	11.0	-2.8
pair	MRmean	LWTI	neg-neg	4	4.0	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	LWTI	MRmean	neg-neg	4	4.0	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	SLmean	RSmean	pos-pos	63	63.0	16.5	55.6	1.0	1.9	0.7	16.6	-22.3
pair	RSmean	SLmean	pos-pos	63	63.0	16.5	55.6	1.0	1.9	0.7	16.6	-22.3
pair	SLmean	LWTI	neg-neg	4	4.0	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	LWTI	SLmean	neg-neg	4	4.0	16.5	50.0	1.0	2.5	24.4	16.6	-0.7
pair	RSmean	LWTI	neg-pos	14	14.0	16.5	57.1	1.4	6.2	6.0	11.0	-2.8
pair	LWTI	SLmean	pos-pos	61	61.0	16.4	55.7	1.0	1.9	0.7	16.5	-24.6
pair	SLmean	LWTI	pos-pos	61	61.0	16.4	55.7	1.0	1.9	0.7	16.5	-24.6
pair	SLmean	RSI	pos-pos	64	64.0	16.3	56.2	1.0	1.9	0.7	16.5	-22.2
single	SLmean	SLmean	pos-pos	64	64.0	16.3	56.2	1.0	1.9	0.7	16.5	-22.2
pair	RSI	SLmean	pos-pos	64	64.0	16.3	56.2	1.0	1.9	0.7	16.5	-22.2
pair	SLmean	MRmean	neg-neg	31	31.0	15.8	51.6	1.1	3.0	1.4	14.2	-11.1
pair	MRmean	SLmean	neg-neg	31	31.0	15.8	51.6	1.1	3.0	1.4	14.2	-11.1
single	RSI	RSI	pos-pos	90	90.0	15.7	56.7	1.0	1.6	0.6	16.6	-26.2
pair	RSI	LWTI	pos-pos	83	83.0	15.7	56.6	1.0	1.6	0.6	16.8	-26.2
pair	LWTI	RSI	pos-pos	83	83.0	15.7	56.6	1.0	1.6	0.6	16.8	-26.2
pair	MRmean	MACDhist	neg-neg	31	31.0	15.5	51.6	1.1	2.9	1.4	14.3	-11.1
pair	MACDhist	MRmean	neg-neg	31	31.0	15.5	51.6	1.1	2.9	1.4	14.3	-11.1
pair	MRmean	SLmean	pos-pos	62	62.0	15.2	54.8	0.9	1.8	0.6	16.5	-27.7
pair	SLmean	MRmean	pos-pos	62	62.0	15.2	54.8	0.9	1.8	0.6	16.5	-27.7
pair	MACD	SLmean	neg-neg	13	13.0	15.2	53.8	1.4	5.7	5.5	10.5	-2.8
pair	SLmean	MACD	neg-neg	13	13.0	15.2	53.8	1.4	5.7	5.5	10.5	-2.8
pair	MACD	LWTI	pos-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	LWTI	MACD	pos-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	RSI	LWTI	pos-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	MACDhist	LWTI	neg-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
single	LWTI	LWTI	neg-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	LWTI	RSI	pos-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	LWTI	MACDhist	neg-neg	7	7.0	15.1	57.1	0.9	1.9	2.8	16.5	-5.3
pair	RSmean	RSI	pos-pos	81	81.0	14.6	55.6	0.9	1.5	0.6	17.2	-26.2
pair	RSI	RSmean	pos-pos	81	81.0	14.6	55.6	0.9	1.5	0.6	17.2	-26.2
pair	benchmark___benchmark_		benchmark-benchmark	100	100.0	14.4	55.0	0.9	1.6	0.6	16.3	-26.2
pair		benchmark___benchmark_	benchmark-benchmark	100	100.0	14.4	55.0	0.9	1.6	0.6	16.3	-26.2
single	LWTI	LWTI	pos-pos	93	93.0	14.3	54.8	0.9	1.6	0.6	16.4	-26.2
pair	RSI	SLmean	neg-pos	26	26.0	14.3	57.7	0.8	1.2	1.2	17.4	-11.7
pair	SLmean	RSI	neg-pos	26	26.0	14.3	57.7	0.8	1.2	1.2	17.4	-11.7
pair	LWTI	RSmean	pos-neg	6	6.0	14.2	50.0	0.8	1.8	2.7	18.1	-5.3
pair	RSmean	LWTI	pos-neg	6	6.0	14.2	50.0	0.8	1.8	2.7	18.1	-5.3
pair	LWTI	RSmean	pos-pos	79	79.0	14.0	54.4	0.8	1.5	0.5	17.2	-26.2
pair	RSmean	LWTI	pos-pos	79	79.0	14.0	54.4	0.8	1.5	0.5	17.2	-26.2
single	RSmean	RSmean	pos-pos	85	85.0	14.0	54.1	0.8	1.5	0.5	17.2	-26.2
pair	MACDhist	SLmean	neg-neg	32	32.0	13.5	50.0	0.9	2.2	1.2	14.8	-11.1
pair	SLmean	MACDhist	neg-neg	32	32.0	13.5	50.0	0.9	2.2	1.2	14.8	-11.1
pair	SLmean	LWTI	pos-neg	3	3.0	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	LWTI	SLmean	pos-neg	3	3.0	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	LWTI	MRmean	pos-neg	3	3.0	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	MRmean	LWTI	pos-neg	3	3.0	13.1	66.7	0.7	0.0	2.5	20.0	-5.3
pair	RSIhist	MRmean	neg-neg	29	29.0	12.7	51.7	0.9	2.4	1.1	13.9	-11.1
pair	MRmean	RSIhist	neg-neg	29	29.0	12.7	51.7	0.9	2.4	1.1	13.9	-11.1
pair	RSI	MRmean	pos-pos	67	67.0	12.7	55.2	0.8	1.3	0.4	17.3	-28.9
pair	MRmean	RSI	pos-pos	67	67.0	12.7	55.2	0.8	1.3	0.4	17.3	-28.9
pair	MRmean	RSmean	pos-pos	67	67.0	12.7	55.2	0.8	1.3	0.4	17.3	-28.9
pair	RSmean	MRmean	pos-pos	67	67.0	12.7	55.2	0.8	1.3	0.4	17.3	-28.9
single	MRmean	MRmean	pos-pos	67	67.0	12.7	55.2	0.8	1.3	0.4	17.3	-28.9
pair	MRmean	LWTI	pos-pos	64	64.0	12.7	54.7	0.8	1.3	0.4	17.3	-28.9
pair	LWTI	MRmean	pos-pos	64	64.0	12.7	54.7	0.8	1.3	0.4	17.3	-28.9
pair	MACD	RSmean	neg-neg	12	12.0	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	MRmean	MACD	neg-neg	12	12.0	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	MACD	MRmean	neg-neg	12	12.0	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	RSmean	MACD	neg-neg	12	12.0	12.5	50.0	1.1	4.8	4.5	10.7	-2.8
pair	SLmean	MACD	pos-pos	52	52.0	12.4	53.8	0.8	1.4	0.6	16.7	-21.9
pair	MACD	SLmean	pos-pos	52	52.0	12.4	53.8	0.8	1.4	0.6	16.7	-21.9
pair	RSI	MACD	pos-pos	71	71.0	11.9	54.9	0.7	1.2	0.5	17.3	-26.2
pair	MACD	RSI	pos-pos	71	71.0	11.9	54.9	0.7	1.2	0.5	17.3	-26.2
single	MACD	MACD	pos-pos	75	75.0	11.3	53.3	0.7	1.2	0.4	17.3	-26.2
pair	RSmean	RSIhist	neg-neg	12	12.0	11.2	58.3	1.2	4.2	4.0	9.3	-2.8
pair	RSIhist	RSmean	neg-neg	12	12.0	11.2	58.3	1.2	4.2	4.0	9.3	-2.8
single	SLmean	SLmean	neg-neg	36	36.0	11.1	52.8	0.7	1.2	0.9	16.2	-11.7
pair	MACD	LWTI	pos-pos	68	68.0	10.9	52.9	0.7	1.2	0.4	17.5	-26.2
pair	LWTI	MACD	pos-pos	68	68.0	10.9	52.9	0.7	1.2	0.4	17.5	-26.2
pair	SLmean	LWTI	neg-pos	32	32.0	10.5	53.1	0.7	1.1	0.9	16.4	-11.7
pair	LWTI	SLmean	neg-pos	32	32.0	10.5	53.1	0.7	1.1	0.9	16.4	-11.7
pair	MACD	RSmean	pos-pos	72	72.0	10.4	51.4	0.7	1.2	0.4	17.5	-26.2
pair	RSmean	MACD	pos-pos	72	72.0	10.4	51.4	0.7	1.2	0.4	17.5	-26.2
pair	RSI	MACDhist	pos-neg	50	50.0	9.4	50.0	0.7	1.3	0.7	15.9	-13.7
pair	MACDhist	RSI	pos-neg	50	50.0	9.4	50.0	0.7	1.3	0.7	15.9	-13.7
pair	MACD	SLmean	neg-pos	23	23.0	8.9	52.2	0.5	0.9	0.8	18.9	-11.7
pair	SLmean	MACD	neg-pos	23	23.0	8.9	52.2	0.5	0.9	0.8	18.9	-11.7
single	MACDhist	MACDhist	neg-neg	60	60.0	8.4	48.3	0.6	1.3	0.5	15.4	-17.7
pair	RSIhist	MACD	neg-neg	10	10.0	8.2	50.0	0.9	3.1	3.0	8.8	-2.8
pair	MACD	RSIhist	neg-neg	10	10.0	8.2	50.0	0.9	3.1	3.0	8.8	-2.8
pair	MRmean	MACD	pos-pos	54	54.0	7.7	51.9	0.5	0.8	0.3	17.7	-28.9
pair	MACD	MRmean	pos-pos	54	54.0	7.7	51.9	0.5	0.8	0.3	17.7	-28.9
pair	LWTI	MACDhist	neg-pos	53	53.0	7.6	47.2	0.6	1.2	0.5	15.4	-15.8
pair	MACDhist	LWTI	neg-pos	53	53.0	7.6	47.2	0.6	1.2	0.5	15.4	-15.8
pair	RSmean	SLmean	neg-pos	22	22.0	7.0	50.0	0.5	0.8	0.5	19.0	-13.4
pair	SLmean	RSmean	neg-pos	22	22.0	7.0	50.0	0.5	0.8	0.5	19.0	-13.4
pair	SLmean	RSIhist	neg-neg	32	32.0	5.9	50.0	0.4	0.7	0.5	16.0	-11.7
pair	RSIhist	SLmean	neg-neg	32	32.0	5.9	50.0	0.4	0.7	0.5	16.0	-11.7
pair	RSmean	MACDhist	pos-neg	45	45.0	5.7	44.4	0.4	0.9	0.2	16.7	-23.7
pair	MACDhist	RSmean	pos-neg	45	45.0	5.7	44.4	0.4	0.9	0.2	16.7	-23.7
pair	RSI	MACD	neg-neg	6	6.0	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	MACD	RSI	neg-neg	6	6.0	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	RSmean	RSI	neg-neg	6	6.0	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	RSI	RSmean	neg-neg	6	6.0	4.8	50.0	0.5	1.8	1.7	9.5	-2.8
pair	MRmean	RSI	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	MRmean	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
single	RSI	RSI	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSIhist	RSI	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	MACDhist	RSI	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	MACDhist	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	RSIhist	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	LWTI	neg-pos	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	LWTI	RSI	neg-pos	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	SLmean	RSI	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	RSI	SLmean	neg-neg	10	10.0	3.4	40.0	0.3	1.4	0.5	13.1	-7.4
pair	SLmean	MACDhist	pos-neg	28	28.0	2.9	46.4	0.2	0.5	0.1	16.2	-20.8
pair	MACDhist	SLmean	pos-neg	28	28.0	2.9	46.4	0.2	0.5	0.1	16.2	-20.8
pair	SLmean	RSmean	pos-neg	1	1.0	1.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	pos-neg	29	29.0	1.3	44.8	0.2	0.3	0.1	16.5	-26.2
pair	MRmean	MACDhist	pos-neg	29	29.0	1.3	44.8	0.2	0.3	0.1	16.5	-26.2
pair	RSmean	SLmean	pos-neg	1	1.0	1.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	pos-neg	4	4.0	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSI	RSmean	pos-neg	4	4.0	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSI	MACD	pos-neg	4	4.0	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	MACD	RSI	pos-neg	4	4.0	1.3	25.0	0.1	1.1	0.3	19.1	-4.6
pair	RSIhist	MACDhist	neg-neg	36	36.0	-0.1	41.7	0.1	0.1	-0.0	15.1	-12.8
pair	MACDhist	RSIhist	neg-neg	36	36.0	-0.1	41.7	0.1	0.1	-0.0	15.1	-12.8
pair	RSIhist	LWTI	neg-pos	41	41.0	-0.4	43.9	0.1	0.1	-0.0	16.6	-17.1
pair	LWTI	RSIhist	neg-pos	41	41.0	-0.4	43.9	0.1	0.1	-0.0	16.6	-17.1
single	RSIhist	RSIhist	neg-neg	44	44.0	-1.0	43.2	0.0	0.0	-0.1	16.2	-17.1
pair	MACD	MACDhist	pos-neg	35	35.0	-1.7	40.0	-0.0	-0.1	-0.1	16.5	-17.4
pair	MACDhist	MACD	pos-neg	35	35.0	-1.7	40.0	-0.0	-0.1	-0.1	16.5	-17.4
pair	RSI	RSIhist	pos-neg	34	34.0	-2.3	44.1	-0.1	-0.1	-0.1	17.1	-17.1
pair	RSIhist	RSI	pos-neg	34	34.0	-2.3	44.1	-0.1	-0.1	-0.1	17.1	-17.1
pair	MACD	RSIhist	pos-neg	34	34.0	-3.6	41.2	-0.1	-0.2	-0.2	17.8	-17.1
pair	RSIhist	MACD	pos-neg	34	34.0	-3.6	41.2	-0.1	-0.2	-0.2	17.8	-17.1
pair	MACDhist	RSIhist	pos-neg	8	8.0	-5.1	50.0	-0.1	-0.2	-0.3	21.5	-14.3
pair	RSIhist	MACDhist	pos-neg	8	8.0	-5.1	50.0	-0.1	-0.2	-0.3	21.5	-14.3
pair	RSmean	RSIhist	pos-neg	32	32.0	-5.3	37.5	-0.2	-0.4	-0.3	18.1	-17.5
pair	RSIhist	RSmean	pos-neg	32	32.0	-5.3	37.5	-0.2	-0.4	-0.3	18.1	-17.5
pair	MACDhist	SLmean	neg-pos	4	4.0	-6.1	75.0	-0.1	0.0	-0.5	28.1	-11.7
pair	SLmean	MACDhist	neg-pos	4	4.0	-6.1	75.0	-0.1	0.0	-0.5	28.1	-11.7
pair	LWTI	RSIhist	neg-neg	3	3.0	-9.6	33.3	-1.2	-1.5	-14.2	8.4	-0.7
pair	RSIhist	LWTI	neg-neg	3	3.0	-9.6	33.3	-1.2	-1.5	-14.2	8.4	-0.7
pair	MRmean	SLmean	pos-neg	5	5.0	-13.9	60.0	-0.5	-0.9	-0.9	26.8	-15.3
pair	SLmean	MRmean	pos-neg	5	5.0	-13.9	60.0	-0.5	-0.9	-0.9	26.8	-15.3
pair	RSIhist	SLmean	pos-neg	12	12.0	-17.4	25.0	-1.1	-2.1	-1.0	16.1	-17.0
pair	SLmean	RSIhist	pos-neg	12	12.0	-17.4	25.0	-1.1	-2.1	-1.0	16.1	-17.0
pair	MRmean	RSIhist	pos-neg	15	15.0	-23.0	26.7	-1.3	-2.1	-0.7	18.3	-31.0
pair	RSIhist	MRmean	pos-neg	15	15.0	-23.0	26.7	-1.3	-2.1	-0.7	18.3	-31.0

All Contingency Tables for GLDM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 15.2% \| Win 55% Sharpe 0.94 \| Sortino 1.75 \| Calmar 0.5 Vol 16% \| MDD -27.7% Months 62M (62%)	CAGR -13.9% \| Win 60% Sharpe -0.45 \| Sortino -0.90 \| Calmar -0.9 Vol 27% \| MDD -15.3% Months 5M (5%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
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 52% Sharpe 1.10 \| Sortino 2.98 \| Calmar 1.4 Vol 14% \| MDD -11.1% Months 31M (31%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
SLmean only	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)	-	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 18.8% \| Win 50% Sharpe 1.10 \| Sortino 3.14 \| Calmar 1.6 Vol 17% \| MDD -11.9% Months 18M (18%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
RSmean only	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 52% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -28.9% Months 54M (54%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (13%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 21.1% \| Win 57% Sharpe 1.27 \| Sortino 3.44 \| Calmar 1.9 Vol 16% \| MDD -11.1% Months 21M (21%)	CAGR 12.5% \| Win 50% Sharpe 1.15 \| Sortino 4.80 \| Calmar 4.5 Vol 11% \| MDD -2.8% Months 12M (12%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
MACD only	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)	-	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 24.8% \| Win 61% Sharpe 1.59 \| Sortino 3.54 \| Calmar 3.8 Vol 15% \| MDD -6.5% Months 23M (23%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
RSI only	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 22.3% \| Win 63% Sharpe 1.23 \| Sortino 1.68 \| Calmar 0.9 Vol 18% \| MDD -23.7% Months 38M (38%)	CAGR 1.3% \| Win 45% Sharpe 0.16 \| Sortino 0.32 \| Calmar 0.0 Vol 16% \| MDD -26.2% Months 29M (29%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 61.9% \| Win 100% Sharpe 3.13 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 2M (2%)	CAGR 15.5% \| Win 52% Sharpe 1.08 \| Sortino 2.93 \| Calmar 1.4 Vol 14% \| MDD -11.1% Months 31M (31%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)

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 (52%)	CAGR -23.0% \| Win 27% Sharpe -1.33 \| Sortino -2.11 \| Calmar -0.7 Vol 18% \| MDD -31.0% Months 15M (15%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
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 12.7% \| Win 52% Sharpe 0.93 \| Sortino 2.44 \| Calmar 1.1 Vol 14% \| MDD -11.1% Months 29M (29%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 64M (64%)	CAGR 13.1% \| Win 67% Sharpe 0.69 \| Sortino 0.00 \| Calmar 2.5 Vol 20% \| MDD -5.3% Months 3M (3%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 18.1% \| Win 55% Sharpe 1.24 \| Sortino 3.29 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 29M (29%)	CAGR 16.5% \| Win 50% Sharpe 0.99 \| Sortino 2.53 \| Calmar 24.4 Vol 17% \| MDD -0.7% Months 4M (4%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 16.5% \| Win 56% Sharpe 1.01 \| Sortino 1.89 \| Calmar 0.7 Vol 17% \| MDD -22.3% Months 63M (63%)	CAGR 1.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
SLmean neg	CAGR 7.0% \| Win 50% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.5 Vol 19% \| MDD -13.4% Months 22M (22%)	CAGR 18.0% \| Win 57% Sharpe 1.57 \| Sortino 6.68 \| Calmar 6.5 Vol 11% \| MDD -2.8% Months 14M (14%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
RSmean only	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 54% Sharpe 0.78 \| Sortino 1.41 \| Calmar 0.6 Vol 17% \| MDD -21.9% Months 52M (52%)	CAGR 34.9% \| Win 67% Sharpe 2.06 \| Sortino 5.39 \| Calmar 9.0 Vol 15% \| MDD -3.9% Months 12M (12%)	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
SLmean neg	CAGR 8.9% \| Win 52% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.8 Vol 19% \| MDD -11.7% Months 23M (23%)	CAGR 15.2% \| Win 54% Sharpe 1.40 \| Sortino 5.73 \| Calmar 5.5 Vol 10% \| MDD -2.8% Months 13M (13%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
MACD only	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)	-	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
SLmean neg	CAGR 14.3% \| Win 58% Sharpe 0.85 \| Sortino 1.23 \| Calmar 1.2 Vol 17% \| MDD -11.7% Months 26M (26%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
RSI only	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 27.9% \| Win 64% Sharpe 1.60 \| Sortino 2.61 \| Calmar 2.0 Vol 16% \| MDD -13.6% Months 36M (36%)	CAGR 2.9% \| Win 46% Sharpe 0.25 \| Sortino 0.52 \| Calmar 0.1 Vol 16% \| MDD -20.8% Months 28M (28%)	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
SLmean neg	CAGR -6.1% \| Win 75% Sharpe -0.11 \| Sortino 0.00 \| Calmar -0.5 Vol 28% \| MDD -11.7% Months 4M (4%)	CAGR 13.5% \| Win 50% Sharpe 0.93 \| Sortino 2.19 \| Calmar 1.2 Vol 15% \| MDD -11.1% Months 32M (32%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)

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 (52%)	CAGR -17.4% \| Win 25% Sharpe -1.10 \| Sortino -2.09 \| Calmar -1.0 Vol 16% \| MDD -17.0% Months 12M (12%)	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
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 5.9% \| Win 50% Sharpe 0.44 \| Sortino 0.69 \| Calmar 0.5 Vol 16% \| MDD -11.7% Months 32M (32%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 16.4% \| Win 56% Sharpe 1.01 \| Sortino 1.88 \| Calmar 0.7 Vol 16% \| MDD -24.6% Months 61M (61%)	CAGR 13.1% \| Win 67% Sharpe 0.69 \| Sortino 0.00 \| Calmar 2.5 Vol 20% \| MDD -5.3% Months 3M (3%)	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)
SLmean neg	CAGR 10.5% \| Win 53% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.9 Vol 16% \| MDD -11.7% Months 32M (32%)	CAGR 16.5% \| Win 50% Sharpe 0.99 \| Sortino 2.53 \| Calmar 24.4 Vol 17% \| MDD -0.7% Months 4M (4%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 10.4% \| Win 51% Sharpe 0.65 \| Sortino 1.16 \| Calmar 0.4 Vol 18% \| MDD -26.2% Months 72M (72%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (13%)	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)
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 (12%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)
MACD only	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 14.6% \| Win 56% Sharpe 0.89 \| Sortino 1.53 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 81M (81%)	CAGR 1.3% \| Win 25% Sharpe 0.14 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -4.6% Months 4M (4%)	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)
RSmean neg	CAGR 25.5% \| Win 67% Sharpe 2.08 \| Sortino 11.51 \| Calmar 9.2 Vol 11% \| MDD -2.8% Months 9M (9%)	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 (15%)
RSI only	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 5.7% \| Win 44% Sharpe 0.41 \| Sortino 0.94 \| Calmar 0.2 Vol 17% \| MDD -23.7% Months 45M (45%)	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)
RSmean neg	-	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)

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 (53%)	CAGR -5.3% \| Win 38% Sharpe -0.21 \| Sortino -0.39 \| Calmar -0.3 Vol 18% \| MDD -17.5% Months 32M (32%)	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)
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 (12%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.49 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 79M (79%)	CAGR 14.2% \| Win 50% Sharpe 0.81 \| Sortino 1.82 \| Calmar 2.7 Vol 18% \| MDD -5.3% Months 6M (6%)	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)
RSmean neg	CAGR 16.5% \| Win 57% Sharpe 1.45 \| Sortino 6.20 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 14M (14%)	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 (15%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 11.9% \| Win 55% Sharpe 0.74 \| Sortino 1.24 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 71M (71%)	CAGR 1.3% \| Win 25% Sharpe 0.14 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -4.6% Months 4M (4%)	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)
MACD neg	CAGR 31.1% \| Win 63% Sharpe 2.07 \| Sortino 6.20 \| Calmar 8.0 Vol 14% \| MDD -3.9% Months 19M (19%)	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 (25%)
RSI only	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR -1.7% \| Win 40% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 16% \| MDD -17.4% Months 35M (35%)	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)
MACD neg	-	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)

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 (41%)	CAGR -3.6% \| Win 41% Sharpe -0.12 \| Sortino -0.22 \| Calmar -0.2 Vol 18% \| MDD -17.1% Months 34M (34%)	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)
MACD neg	CAGR 36.2% \| Win 67% Sharpe 2.19 \| Sortino 6.08 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 15M (15%)	CAGR 8.2% \| Win 50% Sharpe 0.94 \| Sortino 3.13 \| Calmar 3.0 Vol 9% \| MDD -2.8% Months 10M (10%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.9% \| Win 53% Sharpe 0.68 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.2% Months 68M (68%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)
MACD neg	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)	-	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 9.4% \| Win 50% Sharpe 0.65 \| Sortino 1.33 \| Calmar 0.7 Vol 16% \| MDD -13.7% Months 50M (50%)	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)
RSI neg	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)

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 (56%)	CAGR -2.3% \| Win 44% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 17% \| MDD -17.1% Months 34M (34%)	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)
RSI neg	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.61 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 83M (83%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)
RSI neg	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	-	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 (32%)	CAGR -5.1% \| Win 50% Sharpe -0.14 \| Sortino -0.19 \| Calmar -0.4 Vol 22% \| MDD -14.3% Months 8M (8%)	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)
MACDhist neg	CAGR 22.6% \| Win 58% Sharpe 1.41 \| Sortino 3.48 \| Calmar 2.7 Vol 15% \| MDD -8.3% Months 24M (24%)	CAGR -0.1% \| Win 42% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.0 Vol 15% \| MDD -12.8% Months 36M (36%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)
RSIhist only	CAGR 28.2% \| Win 64% Sharpe 1.67 \| Sortino 3.00 \| Calmar 2.6 Vol 16% \| MDD -11.0% Months 56M (56%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	-	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)
MACDhist neg	CAGR 7.6% \| Win 47% Sharpe 0.55 \| Sortino 1.18 \| Calmar 0.5 Vol 15% \| MDD -15.8% Months 53M (53%)	CAGR 15.1% \| Win 57% Sharpe 0.93 \| Sortino 1.89 \| Calmar 2.8 Vol 16% \| MDD -5.3% Months 7M (7%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 (52%)	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 (56%)
RSIhist neg	CAGR -0.4% \| Win 44% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 17% \| MDD -17.1% Months 41M (41%)	CAGR -9.6% \| Win 33% Sharpe -1.16 \| Sortino -1.51 \| Calmar -14.2 Vol 8% \| MDD -0.7% Months 3M (3%)	CAGR -1.0% \| Win 43% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 16% \| MDD -17.1% Months 44M (44%)
LWTI only	CAGR 14.3% \| Win 55% Sharpe 0.90 \| Sortino 1.59 \| Calmar 0.5 Vol 16% \| MDD -26.2% Months 93M (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 15.2% \| Win 55% Sharpe 0.94 \| Sortino 1.75 \| Calmar 0.5 Vol 16% \| MDD -27.7% Months 62M (62%)	CAGR -13.9% \| Win 60% Sharpe -0.45 \| Sortino -0.90 \| Calmar -0.9 Vol 27% \| MDD -15.3% Months 5M (5%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
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 52% Sharpe 1.10 \| Sortino 2.98 \| Calmar 1.4 Vol 14% \| MDD -11.1% Months 31M (31%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
SLmean only	CAGR 16.3% \| Win 56% Sharpe 1.00 \| Sortino 1.86 \| Calmar 0.7 Vol 16% \| MDD -22.2% Months 64M (64%)	CAGR 11.1% \| Win 53% Sharpe 0.73 \| Sortino 1.20 \| Calmar 1.0 Vol 16% \| MDD -11.7% Months 36M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)	-	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 18.8% \| Win 50% Sharpe 1.10 \| Sortino 3.14 \| Calmar 1.6 Vol 17% \| MDD -11.9% Months 18M (18%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
RSmean only	CAGR 14.0% \| Win 54% Sharpe 0.85 \| Sortino 1.52 \| Calmar 0.5 Vol 17% \| MDD -26.2% Months 85M (85%)	CAGR 16.8% \| Win 60% Sharpe 1.52 \| Sortino 6.26 \| Calmar 6.0 Vol 11% \| MDD -2.8% Months 15M (15%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 52% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -28.9% Months 54M (54%)	CAGR 36.2% \| Win 69% Sharpe 2.21 \| Sortino 5.55 \| Calmar 9.3 Vol 15% \| MDD -3.9% Months 13M (13%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 21.1% \| Win 57% Sharpe 1.27 \| Sortino 3.44 \| Calmar 1.9 Vol 16% \| MDD -11.1% Months 21M (21%)	CAGR 12.5% \| Win 50% Sharpe 1.15 \| Sortino 4.80 \| Calmar 4.5 Vol 11% \| MDD -2.8% Months 12M (12%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
MACD only	CAGR 11.3% \| Win 53% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.4 Vol 17% \| MDD -26.2% Months 75M (75%)	CAGR 24.3% \| Win 60% Sharpe 1.75 \| Sortino 5.72 \| Calmar 6.2 Vol 13% \| MDD -3.9% Months 25M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)	-	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 24.8% \| Win 61% Sharpe 1.59 \| Sortino 3.54 \| Calmar 3.8 Vol 15% \| MDD -6.5% Months 23M (23%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
RSI only	CAGR 15.7% \| Win 57% Sharpe 0.96 \| Sortino 1.64 \| Calmar 0.6 Vol 17% \| MDD -26.2% Months 90M (90%)	CAGR 3.4% \| Win 40% Sharpe 0.31 \| Sortino 1.44 \| Calmar 0.5 Vol 13% \| MDD -7.4% Months 10M (10%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 22.3% \| Win 63% Sharpe 1.23 \| Sortino 1.68 \| Calmar 0.9 Vol 18% \| MDD -23.7% Months 38M (38%)	CAGR 1.3% \| Win 45% Sharpe 0.16 \| Sortino 0.32 \| Calmar 0.0 Vol 16% \| MDD -26.2% Months 29M (29%)	CAGR 12.7% \| Win 55% Sharpe 0.78 \| Sortino 1.29 \| Calmar 0.4 Vol 17% \| MDD -28.9% Months 67M (67%)
MRmean neg	CAGR 61.9% \| Win 100% Sharpe 3.13 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 2M (2%)	CAGR 15.5% \| Win 52% Sharpe 1.08 \| Sortino 2.93 \| Calmar 1.4 Vol 14% \| MDD -11.1% Months 31M (31%)	CAGR 17.9% \| Win 55% Sharpe 1.23 \| Sortino 3.33 \| Calmar 1.6 Vol 14% \| MDD -11.1% Months 33M (33%)
MACDhist only	CAGR 24.0% \| Win 65% Sharpe 1.32 \| Sortino 1.79 \| Calmar 1.0 Vol 18% \| MDD -23.7% Months 40M (40%)	CAGR 8.4% \| Win 48% Sharpe 0.60 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -17.7% Months 60M (60%)