GNMA - iShares GNMA Bond ETF

Signal Pair Analysis

SLmean-RSmean

Best Pair

16.4%

Best CAGR

Total Months

1.2%

Avg CAGR

GNMA 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 GNMA

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	SLmean	pos-neg	2	1.2	16.4	100.0	20.7	0.0	0.0	0.7	0.0
pair	SLmean	RSmean	pos-neg	2	1.2	16.4	100.0	20.7	0.0	0.0	0.7	0.0
pair	RSI	MRmean	pos-neg	6	3.6	11.3	66.7	2.0	7.7	16.9	5.5	-0.7
pair	MRmean	RSI	pos-neg	6	3.6	11.3	66.7	2.0	7.7	16.9	5.5	-0.7
pair	RSmean	RSIhist	neg-pos	3	1.8	7.4	66.7	1.8	0.0	10.2	4.0	-0.7
pair	RSIhist	RSmean	neg-pos	3	1.8	7.4	66.7	1.8	0.0	10.2	4.0	-0.7
pair	MRmean	RSmean	pos-neg	5	3.0	7.1	80.0	3.0	0.0	184.5	2.3	-0.0
pair	RSmean	MRmean	pos-neg	5	3.0	7.1	80.0	3.0	0.0	184.5	2.3	-0.0
pair	RSIhist	SLmean	neg-pos	12	7.1	5.5	58.3	1.0	1.3	1.3	5.7	-4.1
pair	SLmean	RSIhist	neg-pos	12	7.1	5.5	58.3	1.0	1.3	1.3	5.7	-4.1
pair	RSI	LWTI	neg-pos	16	9.5	3.8	50.0	0.5	1.1	0.5	7.3	-7.4
pair	LWTI	RSI	neg-pos	16	9.5	3.8	50.0	0.5	1.1	0.5	7.3	-7.4
pair	MACDhist	MRmean	pos-pos	69	41.1	3.5	63.8	0.9	1.3	0.9	3.7	-3.7
pair	MRmean	MACDhist	pos-pos	69	41.1	3.5	63.8	0.9	1.3	0.9	3.7	-3.7
pair	MRmean	RSIhist	pos-pos	81	48.2	3.5	63.0	1.0	1.4	0.9	3.5	-3.7
pair	RSIhist	MRmean	pos-pos	81	48.2	3.5	63.0	1.0	1.4	0.9	3.5	-3.7
pair	RSIhist	LWTI	pos-pos	75	44.6	3.3	64.0	0.9	1.1	0.8	3.8	-4.4
pair	LWTI	RSIhist	pos-pos	75	44.6	3.3	64.0	0.9	1.1	0.8	3.8	-4.4
pair	MACDhist	MACD	pos-pos	62	36.9	3.2	66.1	1.1	1.4	1.1	3.0	-2.9
pair	MACD	MACDhist	pos-pos	62	36.9	3.2	66.1	1.1	1.4	1.1	3.0	-2.9
pair	RSIhist	MACD	pos-pos	65	38.7	3.2	64.6	1.1	1.4	1.1	2.9	-2.9
pair	MACD	RSIhist	pos-pos	65	38.7	3.2	64.6	1.1	1.4	1.1	2.9	-2.9
pair	MACDhist	RSIhist	pos-pos	64	38.1	3.1	62.5	0.8	1.0	0.7	4.1	-4.7
pair	RSIhist	MACDhist	pos-pos	64	38.1	3.1	62.5	0.8	1.0	0.7	4.1	-4.7
pair	MACDhist	SLmean	pos-pos	61	36.3	3.1	62.3	0.8	1.2	0.7	3.8	-4.5
pair	SLmean	MACDhist	pos-pos	61	36.3	3.1	62.3	0.8	1.2	0.7	3.8	-4.5
pair	MACD	RSmean	neg-neg	15	8.9	3.0	60.0	0.8	3.9	1.2	3.8	-2.4
pair	RSmean	MACD	neg-neg	15	8.9	3.0	60.0	0.8	3.9	1.2	3.8	-2.4
pair	RSIhist	SLmean	pos-neg	12	7.1	2.9	58.3	1.0	1.8	6.2	2.9	-0.5
pair	SLmean	RSIhist	pos-neg	12	7.1	2.9	58.3	1.0	1.8	6.2	2.9	-0.5
pair	MRmean	MACD	pos-neg	18	10.7	2.9	50.0	0.6	1.2	0.8	5.3	-3.7
pair	MACD	MRmean	pos-neg	18	10.7	2.9	50.0	0.6	1.2	0.8	5.3	-3.7
pair	RSI	RSmean	neg-pos	15	8.9	2.9	60.0	0.8	2.1	1.2	3.6	-2.4
pair	RSmean	RSI	neg-pos	15	8.9	2.9	60.0	0.8	2.1	1.2	3.6	-2.4
pair	SLmean	LWTI	pos-pos	75	44.6	2.9	61.3	0.8	1.2	0.6	3.6	-4.5
pair	LWTI	SLmean	pos-pos	75	44.6	2.9	61.3	0.8	1.2	0.6	3.6	-4.5
pair	MRmean	LWTI	pos-pos	91	54.2	2.8	60.4	0.8	1.2	0.8	3.4	-3.7
pair	LWTI	MRmean	pos-pos	91	54.2	2.8	60.4	0.8	1.2	0.8	3.4	-3.7
pair	RSI	MACDhist	pos-pos	67	39.9	2.8	64.2	0.8	1.1	0.6	3.4	-4.9
pair	MACDhist	RSI	pos-pos	67	39.9	2.8	64.2	0.8	1.1	0.6	3.4	-4.9
pair	LWTI	MACDhist	pos-pos	75	44.6	2.8	62.7	0.7	0.9	0.5	4.0	-6.1
pair	MACDhist	LWTI	pos-pos	75	44.6	2.8	62.7	0.7	0.9	0.5	4.0	-6.1
pair	RSIhist	RSI	pos-pos	75	44.6	2.8	62.7	0.9	1.2	0.6	3.3	-5.1
pair	RSI	RSIhist	pos-pos	75	44.6	2.8	62.7	0.9	1.2	0.6	3.3	-5.1
single	RSmean	RSmean	neg-neg	18	10.7	2.7	61.1	0.8	2.2	1.1	3.4	-2.4
single	MACDhist	MACDhist	pos-pos	76	45.2	2.7	61.8	0.7	0.9	0.4	3.9	-6.3
pair	MACD	SLmean	pos-pos	72	42.9	2.7	62.5	1.0	1.3	0.7	2.8	-4.2
pair	SLmean	MACD	pos-pos	72	42.9	2.7	62.5	1.0	1.3	0.7	2.8	-4.2
pair	RSmean	MACDhist	neg-pos	3	1.8	2.7	66.7	0.8	0.0	3.6	3.2	-0.7
pair	MACDhist	RSmean	neg-pos	3	1.8	2.7	66.7	0.8	0.0	3.6	3.2	-0.7
pair	RSmean	MACDhist	neg-neg	15	8.9	2.7	60.0	0.8	2.0	1.1	3.6	-2.4
pair	MACDhist	RSmean	neg-neg	15	8.9	2.7	60.0	0.8	2.0	1.1	3.6	-2.4
pair	LWTI	RSmean	neg-pos	18	10.7	2.7	61.1	0.8	2.2	1.1	3.4	-2.4
pair	RSmean	LWTI	neg-pos	18	10.7	2.7	61.1	0.8	2.2	1.1	3.4	-2.4
pair	MACDhist	RSmean	pos-pos	73	43.5	2.7	61.6	0.7	0.9	0.5	4.0	-5.6
pair	RSmean	MACDhist	pos-pos	73	43.5	2.7	61.6	0.7	0.9	0.5	4.0	-5.6
pair	SLmean	MRmean	pos-neg	16	9.5	2.5	56.2	0.9	1.6	1.3	2.8	-1.9
pair	MRmean	SLmean	pos-neg	16	9.5	2.5	56.2	0.9	1.6	1.3	2.8	-1.9
pair	LWTI	MACD	neg-pos	33	19.6	2.5	51.5	0.4	0.9	0.3	6.1	-8.8
pair	MACD	LWTI	neg-pos	33	19.6	2.5	51.5	0.4	0.9	0.3	6.1	-8.8
pair	MRmean	MACD	pos-pos	82	48.8	2.4	61.0	0.9	1.2	0.7	2.8	-3.4
pair	MACD	MRmean	pos-pos	82	48.8	2.4	61.0	0.9	1.2	0.7	2.8	-3.4
pair	SLmean	MRmean	pos-pos	84	50.0	2.4	59.5	0.7	1.1	0.5	3.4	-4.5
pair	MRmean	SLmean	pos-pos	84	50.0	2.4	59.5	0.7	1.1	0.5	3.4	-4.5
single	LWTI	LWTI	pos-pos	126	75.0	2.4	59.5	0.6	1.0	0.3	3.9	-7.2
single	MRmean	MRmean	pos-pos	100	59.5	2.4	59.0	0.7	1.1	0.7	3.3	-3.7
pair	MACD	LWTI	pos-pos	93	55.4	2.4	62.4	0.9	1.2	0.7	2.7	-3.6
pair	LWTI	MACD	pos-pos	93	55.4	2.4	62.4	0.9	1.2	0.7	2.7	-3.6
pair	RSmean	LWTI	pos-pos	108	64.3	2.3	59.3	0.6	0.9	0.4	3.9	-6.5
pair	LWTI	RSmean	pos-pos	108	64.3	2.3	59.3	0.6	0.9	0.4	3.9	-6.5
pair	MACD	RSI	pos-pos	104	61.9	2.2	59.6	0.8	1.2	0.4	2.7	-5.3
pair	RSI	MACD	pos-pos	104	61.9	2.2	59.6	0.8	1.2	0.4	2.7	-5.3
pair	SLmean	RSI	pos-pos	82	48.8	2.2	59.8	0.7	1.0	0.4	3.2	-5.0
pair	RSI	SLmean	pos-pos	82	48.8	2.2	59.8	0.7	1.0	0.4	3.2	-5.0
pair	RSmean	MRmean	pos-pos	95	56.5	2.2	57.9	0.7	1.0	0.6	3.4	-3.7
single	RSIhist	RSIhist	pos-pos	90	53.6	2.2	58.9	0.5	0.7	0.3	4.2	-6.8
pair	LWTI	RSI	pos-pos	110	65.5	2.2	60.9	0.7	1.0	0.4	3.1	-6.0
pair	RSI	LWTI	pos-pos	110	65.5	2.2	60.9	0.7	1.0	0.4	3.1	-6.0
pair	MRmean	RSmean	pos-pos	95	56.5	2.2	57.9	0.7	1.0	0.6	3.4	-3.7
pair	RSmean	RSIhist	pos-pos	87	51.8	2.0	58.6	0.5	0.6	0.3	4.2	-6.1
pair	RSIhist	RSmean	pos-pos	87	51.8	2.0	58.6	0.5	0.6	0.3	4.2	-6.1
single	RSI	RSI	pos-pos	128	76.2	1.9	57.8	0.6	0.9	0.2	3.0	-7.6
pair	MRmean	RSI	pos-pos	94	56.0	1.9	58.5	0.6	0.9	0.3	3.1	-5.8
pair	RSI	MRmean	pos-pos	94	56.0	1.9	58.5	0.6	0.9	0.3	3.1	-5.8
pair	SLmean	MACD	neg-neg	38	22.6	1.9	50.0	0.3	0.5	0.2	7.1	-8.2
pair	MACD	SLmean	neg-neg	38	22.6	1.9	50.0	0.3	0.5	0.2	7.1	-8.2
pair	RSmean	RSI	neg-neg	3	1.8	1.9	66.7	0.6	0.0	2.5	3.2	-0.7
pair	RSI	RSmean	neg-neg	3	1.8	1.9	66.7	0.6	0.0	2.5	3.2	-0.7
pair	MACDhist	RSI	neg-pos	9	5.4	1.8	44.4	0.3	0.5	0.3	7.1	-5.7
pair	RSI	MACDhist	neg-pos	9	5.4	1.8	44.4	0.3	0.5	0.3	7.1	-5.7
pair	MACDhist	LWTI	neg-pos	51	30.4	1.8	54.9	0.5	1.1	0.3	3.7	-5.1
pair	LWTI	MACDhist	neg-pos	51	30.4	1.8	54.9	0.5	1.1	0.3	3.7	-5.1
single	MACD	MACD	pos-pos	112	66.7	1.8	58.9	0.7	0.9	0.2	2.7	-7.9
single	SLmean	SLmean	pos-pos	90	53.6	1.8	58.9	0.5	0.6	0.2	3.8	-8.6
pair	RSIhist	RSmean	neg-neg	15	8.9	1.8	60.0	0.5	1.3	0.7	3.4	-2.4
pair	RSmean	RSIhist	neg-neg	15	8.9	1.8	60.0	0.5	1.3	0.7	3.4	-2.4
pair	MACD	RSmean	pos-pos	109	64.9	1.8	58.7	0.7	0.9	0.2	2.8	-7.9
pair	RSmean	MACD	pos-pos	109	64.9	1.8	58.7	0.7	0.9	0.2	2.8	-7.9
pair	MRmean	RSI	neg-pos	34	20.2	1.8	55.9	0.6	1.2	0.7	2.8	-2.4
pair	RSI	MRmean	neg-pos	34	20.2	1.8	55.9	0.6	1.2	0.7	2.8	-2.4
pair	RSI	RSmean	pos-pos	113	67.3	1.7	57.5	0.6	0.8	0.2	3.0	-7.6
pair	RSmean	RSI	pos-pos	113	67.3	1.7	57.5	0.6	0.8	0.2	3.0	-7.6
pair	MACD	RSIhist	neg-neg	31	18.5	1.7	51.6	0.3	0.4	0.2	7.3	-7.9
pair	RSIhist	MACD	neg-neg	31	18.5	1.7	51.6	0.3	0.4	0.2	7.3	-7.9
pair	RSIhist	SLmean	pos-pos	78	46.4	1.7	59.0	0.4	0.6	0.2	4.0	-8.6
pair	SLmean	RSIhist	pos-pos	78	46.4	1.7	59.0	0.4	0.6	0.2	4.0	-8.6
pair	LWTI	SLmean	neg-pos	51	30.4	1.6	56.9	0.4	0.7	0.2	4.3	-7.8
pair	SLmean	LWTI	neg-pos	51	30.4	1.6	56.9	0.4	0.7	0.2	4.3	-7.8
pair	SLmean	RSmean	pos-pos	88	52.4	1.5	58.0	0.4	0.5	0.2	3.8	-8.6
pair	RSmean	SLmean	pos-pos	88	52.4	1.5	58.0	0.4	0.5	0.2	3.8	-8.6
pair		benchmark___benchmark_	benchmark-benchmark	168	100.0	1.5	55.4	0.3	0.5	0.1	4.5	-15.8
pair	benchmark___benchmark_		benchmark-benchmark	168	100.0	1.5	55.4	0.3	0.5	0.1	4.5	-15.8
pair	RSmean	MACD	neg-pos	3	1.8	1.4	66.7	2.5	0.0	35.2	0.6	-0.0
pair	MACD	RSmean	neg-pos	3	1.8	1.4	66.7	2.5	0.0	35.2	0.6	-0.0
pair	MRmean	RSIhist	neg-neg	59	35.1	1.4	54.2	0.3	0.4	0.1	5.5	-11.1
pair	RSIhist	MRmean	neg-neg	59	35.1	1.4	54.2	0.3	0.4	0.1	5.5	-11.1
pair	LWTI	MRmean	neg-pos	35	20.8	1.3	57.1	0.3	0.5	0.2	4.8	-7.3
pair	MRmean	LWTI	neg-pos	35	20.8	1.3	57.1	0.3	0.5	0.2	4.8	-7.3
single	RSmean	RSmean	pos-pos	150	89.3	1.3	54.7	0.3	0.4	0.1	4.7	-15.2
pair	RSI	SLmean	neg-pos	46	27.4	1.2	54.3	0.5	0.9	0.3	2.7	-4.6
pair	SLmean	RSI	neg-pos	46	27.4	1.2	54.3	0.5	0.9	0.3	2.7	-4.6
pair	MRmean	RSmean	neg-neg	13	7.7	1.1	53.8	0.3	1.5	0.4	3.8	-2.6
pair	RSmean	MRmean	neg-neg	13	7.7	1.1	53.8	0.3	1.5	0.4	3.8	-2.6
pair	RSmean	SLmean	neg-neg	16	9.5	1.1	56.2	0.3	0.9	0.5	3.4	-2.4
pair	SLmean	MACDhist	neg-neg	63	37.5	1.1	49.2	0.2	0.3	0.1	5.4	-12.3
pair	MACDhist	SLmean	neg-neg	63	37.5	1.1	49.2	0.2	0.3	0.1	5.4	-12.3
pair	SLmean	RSmean	neg-neg	16	9.5	1.1	56.2	0.3	0.9	0.5	3.4	-2.4
pair	SLmean	RSmean	neg-pos	62	36.9	1.0	50.0	0.2	0.3	0.1	5.7	-12.2
pair	RSIhist	RSI	neg-neg	25	14.9	1.0	52.0	0.2	0.3	0.1	7.9	-8.9
pair	RSI	RSIhist	neg-neg	25	14.9	1.0	52.0	0.2	0.3	0.1	7.9	-8.9
single	SLmean	SLmean	neg-neg	78	46.4	1.0	51.3	0.2	0.3	0.1	5.3	-12.2
pair	LWTI	RSIhist	neg-pos	51	30.4	1.0	52.9	0.3	0.6	0.1	3.9	-6.7
pair	MACDhist	SLmean	neg-pos	15	8.9	1.0	60.0	0.2	0.3	0.2	4.6	-5.9
pair	SLmean	MACDhist	neg-pos	15	8.9	1.0	60.0	0.2	0.3	0.2	4.6	-5.9
pair	RSmean	SLmean	neg-pos	62	36.9	1.0	50.0	0.2	0.3	0.1	5.7	-12.2
pair	RSIhist	LWTI	neg-pos	51	30.4	1.0	52.9	0.3	0.6	0.1	3.9	-6.7
pair	RSI	MACD	neg-neg	32	19.0	0.9	46.9	0.1	0.2	0.1	8.3	-10.6
pair	MACD	RSI	neg-neg	32	19.0	0.9	46.9	0.1	0.2	0.1	8.3	-10.6
single	MACD	MACD	neg-neg	56	33.3	0.8	48.2	0.1	0.2	0.1	6.9	-11.7
pair	MACDhist	MACD	neg-neg	42	25.0	0.8	50.0	0.1	0.2	0.1	6.9	-10.7
pair	MACDhist	MACD	neg-pos	14	8.3	0.8	42.9	0.1	0.2	0.1	6.9	-5.7
pair	MACD	MACDhist	neg-pos	14	8.3	0.8	42.9	0.1	0.2	0.1	6.9	-5.7
pair	MACDhist	RSI	pos-neg	61	36.3	0.8	50.8	0.3	0.6	0.2	2.6	-3.9
pair	RSI	MACDhist	pos-neg	61	36.3	0.8	50.8	0.3	0.6	0.2	2.6	-3.9
pair	MACD	MACDhist	neg-neg	42	25.0	0.8	50.0	0.1	0.2	0.1	6.9	-10.7
pair	SLmean	RSI	neg-neg	32	19.0	0.8	46.9	0.1	0.2	0.1	7.6	-8.9
pair	RSI	SLmean	neg-neg	32	19.0	0.8	46.9	0.1	0.2	0.1	7.6	-8.9
pair	MRmean	SLmean	neg-neg	62	36.9	0.7	50.0	0.1	0.2	0.1	5.7	-11.1
pair	SLmean	MRmean	neg-neg	62	36.9	0.7	50.0	0.1	0.2	0.1	5.7	-11.1
pair	RSIhist	MACDhist	neg-neg	66	39.3	0.7	50.0	0.2	0.2	0.1	5.2	-11.8
pair	MACDhist	RSIhist	neg-neg	66	39.3	0.7	50.0	0.2	0.2	0.1	5.2	-11.8
single	RSIhist	RSIhist	neg-neg	78	46.4	0.7	51.3	0.2	0.2	0.1	4.9	-11.8
pair	MACD	RSI	neg-pos	24	14.3	0.6	50.0	0.2	0.4	0.1	4.4	-6.4
pair	RSI	MACD	neg-pos	24	14.3	0.6	50.0	0.2	0.4	0.1	4.4	-6.4
pair	MACDhist	RSIhist	pos-neg	12	7.1	0.6	58.3	0.2	0.2	0.3	3.1	-1.9
pair	RSIhist	MACDhist	pos-neg	12	7.1	0.6	58.3	0.2	0.2	0.3	3.1	-1.9
pair	MRmean	MACDhist	neg-neg	61	36.3	0.6	50.8	0.1	0.2	0.0	5.9	-14.1
pair	MACDhist	MRmean	neg-neg	61	36.3	0.6	50.8	0.1	0.2	0.0	5.9	-14.1
single	MACDhist	MACDhist	neg-neg	92	54.8	0.5	50.0	0.1	0.2	0.0	5.0	-14.8
pair	RSI	RSIhist	pos-neg	53	31.5	0.5	50.9	0.2	0.4	0.1	2.6	-3.9
pair	RSIhist	RSI	pos-neg	53	31.5	0.5	50.9	0.2	0.4	0.1	2.6	-3.9
pair	MACD	MRmean	neg-pos	30	17.9	0.4	53.3	0.2	0.2	0.1	2.6	-5.0
pair	RSmean	RSIhist	pos-neg	63	37.5	0.4	49.2	0.1	0.1	0.0	5.2	-11.8
pair	RSIhist	RSmean	pos-neg	63	37.5	0.4	49.2	0.1	0.1	0.0	5.2	-11.8
pair	MRmean	MACD	neg-pos	30	17.9	0.4	53.3	0.2	0.2	0.1	2.6	-5.0
pair	RSIhist	SLmean	neg-neg	66	39.3	0.3	50.0	0.1	0.1	0.0	5.2	-12.2
pair	SLmean	RSIhist	neg-neg	66	39.3	0.3	50.0	0.1	0.1	0.0	5.2	-12.2
pair	MRmean	MACDhist	pos-neg	31	18.5	0.2	48.4	0.1	0.1	0.1	2.3	-2.6
pair	MACDhist	MRmean	pos-neg	31	18.5	0.2	48.4	0.1	0.1	0.1	2.3	-2.6
pair	MACD	MACDhist	pos-neg	50	29.8	0.2	50.0	0.1	0.1	0.0	2.4	-5.7
pair	MACDhist	MACD	pos-neg	50	29.8	0.2	50.0	0.1	0.1	0.0	2.4	-5.7
single	RSI	RSI	neg-neg	40	23.8	0.2	47.5	0.1	0.1	0.0	7.6	-13.0
pair	SLmean	MACD	neg-pos	40	23.8	0.2	52.5	0.1	0.1	0.0	2.6	-6.2
pair	MACD	SLmean	neg-pos	40	23.8	0.2	52.5	0.1	0.1	0.0	2.6	-6.2
pair	RSI	RSmean	pos-neg	37	22.0	0.1	45.9	0.1	0.1	0.0	7.9	-12.3
pair	RSmean	RSI	pos-neg	37	22.0	0.1	45.9	0.1	0.1	0.0	7.9	-12.3
single	MRmean	MRmean	neg-neg	68	40.5	0.0	50.0	0.0	0.1	0.0	5.9	-14.7
pair	RSIhist	LWTI	neg-neg	27	16.1	-0.0	48.1	0.0	0.0	-0.0	6.5	-10.7
pair	RSIhist	MACD	pos-neg	47	28.0	-0.0	51.1	0.0	0.0	-0.0	2.4	-5.7
pair	MACD	RSIhist	pos-neg	47	28.0	-0.0	51.1	0.0	0.0	-0.0	2.4	-5.7
pair	LWTI	RSIhist	neg-neg	27	16.1	-0.0	48.1	0.0	0.0	-0.0	6.5	-10.7
pair	MACD	RSmean	pos-neg	41	24.4	-0.0	43.9	0.0	0.1	-0.0	7.7	-10.5
pair	RSmean	MACDhist	pos-neg	77	45.8	0.0	48.1	0.0	0.0	0.0	5.2	-14.8
pair	MACDhist	RSmean	pos-neg	77	45.8	0.0	48.1	0.0	0.0	0.0	5.2	-14.8
pair	RSmean	MACD	pos-neg	41	24.4	-0.0	43.9	0.0	0.1	-0.0	7.7	-10.5
pair	RSIhist	MACDhist	neg-pos	26	15.5	-0.1	50.0	-0.0	-0.0	-0.0	4.5	-5.3
pair	LWTI	SLmean	neg-neg	27	16.1	-0.1	40.7	0.0	0.0	-0.0	6.8	-10.7
pair	SLmean	LWTI	neg-neg	27	16.1	-0.1	40.7	0.0	0.0	-0.0	6.8	-10.7
pair	MACDhist	RSIhist	neg-pos	26	15.5	-0.1	50.0	-0.0	-0.0	-0.0	4.5	-5.3
pair	RSI	LWTI	pos-neg	18	10.7	-0.1	38.9	-0.0	-0.0	-0.0	2.6	-2.0
pair	LWTI	RSI	pos-neg	18	10.7	-0.1	38.9	-0.0	-0.0	-0.0	2.6	-2.0
pair	MRmean	RSmean	neg-pos	55	32.7	-0.2	49.1	0.0	0.0	-0.0	6.3	-14.1
pair	RSmean	MRmean	neg-pos	55	32.7	-0.2	49.1	0.0	0.0	-0.0	6.3	-14.1
pair	MRmean	MACD	neg-neg	38	22.6	-0.2	47.4	0.0	0.0	-0.0	7.6	-10.7
pair	MACD	MRmean	neg-neg	38	22.6	-0.2	47.4	0.0	0.0	-0.0	7.6	-10.7
pair	RSI	MACDhist	neg-neg	31	18.5	-0.3	48.4	0.0	0.0	-0.0	7.8	-12.0
pair	MACDhist	RSI	neg-neg	31	18.5	-0.3	48.4	0.0	0.0	-0.0	7.8	-12.0
pair	MACD	RSIhist	neg-pos	25	14.9	-0.4	44.0	-0.0	-0.0	-0.1	6.5	-6.2
pair	RSIhist	MACD	neg-pos	25	14.9	-0.4	44.0	-0.0	-0.0	-0.1	6.5	-6.2
pair	LWTI	MACD	pos-neg	19	11.3	-0.7	42.1	-0.2	-0.3	-0.2	3.0	-4.6
pair	MACD	LWTI	pos-neg	19	11.3	-0.7	42.1	-0.2	-0.3	-0.2	3.0	-4.6
pair	MACDhist	SLmean	pos-neg	29	17.3	-0.9	51.7	-0.2	-0.2	-0.1	3.9	-7.5
pair	SLmean	MACDhist	pos-neg	29	17.3	-0.9	51.7	-0.2	-0.2	-0.1	3.9	-7.5
pair	MRmean	LWTI	neg-neg	33	19.6	-1.2	42.4	-0.1	-0.2	-0.1	6.9	-13.8
pair	MACDhist	LWTI	neg-neg	41	24.4	-1.2	43.9	-0.2	-0.2	-0.1	6.2	-13.8
single	LWTI	LWTI	neg-neg	42	25.0	-1.2	42.9	-0.2	-0.2	-0.1	6.1	-13.8
pair	LWTI	MRmean	neg-neg	33	19.6	-1.2	42.4	-0.1	-0.2	-0.1	6.9	-13.8
pair	RSmean	LWTI	pos-neg	42	25.0	-1.2	42.9	-0.2	-0.2	-0.1	6.1	-13.8
pair	LWTI	RSmean	pos-neg	42	25.0	-1.2	42.9	-0.2	-0.2	-0.1	6.1	-13.8
pair	LWTI	MACDhist	neg-neg	41	24.4	-1.2	43.9	-0.2	-0.2	-0.1	6.2	-13.8
pair	RSIhist	RSI	neg-pos	15	8.9	-1.2	40.0	-0.1	-0.2	-0.2	7.4	-6.2
pair	RSI	RSIhist	neg-pos	15	8.9	-1.2	40.0	-0.1	-0.2	-0.2	7.4	-6.2
pair	LWTI	MRmean	pos-neg	9	5.4	-1.3	44.4	-0.6	-2.8	-1.1	2.0	-1.1
pair	MRmean	LWTI	pos-neg	9	5.4	-1.3	44.4	-0.6	-2.8	-1.1	2.0	-1.1
pair	LWTI	MACD	neg-neg	23	13.7	-1.6	43.5	-0.2	-0.3	-0.2	7.9	-10.2
pair	MACD	LWTI	neg-neg	23	13.7	-1.6	43.5	-0.2	-0.3	-0.2	7.9	-10.2
pair	SLmean	MACD	pos-neg	18	10.7	-1.6	44.4	-0.2	-0.4	-0.2	6.6	-8.1
pair	MACD	SLmean	pos-neg	18	10.7	-1.6	44.4	-0.2	-0.4	-0.2	6.6	-8.1
pair	RSI	MRmean	neg-neg	34	20.2	-1.6	44.1	-0.2	-0.3	-0.1	7.9	-12.7
pair	MRmean	RSI	neg-neg	34	20.2	-1.6	44.1	-0.2	-0.3	-0.1	7.9	-12.7
pair	MRmean	RSIhist	pos-neg	19	11.3	-1.7	42.1	-0.8	-1.1	-0.7	2.1	-2.3
pair	RSIhist	MRmean	pos-neg	19	11.3	-1.7	42.1	-0.8	-1.1	-0.7	2.1	-2.3
pair	RSI	SLmean	pos-neg	8	4.8	-2.0	50.0	-0.2	-0.4	-0.3	8.1	-7.3
pair	SLmean	RSI	pos-neg	8	4.8	-2.0	50.0	-0.2	-0.4	-0.3	8.1	-7.3
pair	RSI	LWTI	neg-neg	24	14.3	-2.1	45.8	-0.2	-0.4	-0.2	7.9	-12.0
pair	LWTI	RSI	neg-neg	24	14.3	-2.1	45.8	-0.2	-0.4	-0.2	7.9	-12.0
pair	MACD	RSI	pos-neg	8	4.8	-2.4	50.0	-0.7	-0.9	-0.9	3.6	-2.7
pair	RSI	MACD	pos-neg	8	4.8	-2.4	50.0	-0.7	-0.9	-0.9	3.6	-2.7
pair	LWTI	MACDhist	pos-neg	1	0.6	-2.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.6	-2.7	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	pos-neg	15	8.9	-3.3	46.7	-0.7	-0.8	-0.5	4.9	-7.3
pair	SLmean	LWTI	pos-neg	15	8.9	-3.3	46.7	-0.7	-0.8	-0.5	4.9	-7.3
pair	RSIhist	LWTI	pos-neg	15	8.9	-3.4	33.3	-0.6	-0.9	-0.6	5.6	-5.6
pair	LWTI	RSIhist	pos-neg	15	8.9	-3.4	33.3	-0.6	-0.9	-0.6	5.6	-5.6
pair	MACDhist	MRmean	neg-pos	7	4.2	-4.6	42.9	-0.8	-1.0	-0.8	5.9	-5.9
pair	MRmean	MACDhist	neg-pos	7	4.2	-4.6	42.9	-0.8	-1.0	-0.8	5.9	-5.9
pair	MRmean	SLmean	neg-pos	6	3.6	-6.3	50.0	-0.8	-1.6	-0.9	7.7	-7.0
pair	SLmean	MRmean	neg-pos	6	3.6	-6.3	50.0	-0.8	-1.6	-0.9	7.7	-7.0
pair	MRmean	RSIhist	neg-pos	9	5.4	-8.7	22.2	-1.1	-1.9	-1.5	7.8	-5.9
pair	RSIhist	MRmean	neg-pos	9	5.4	-8.7	22.2	-1.1	-1.9	-1.5	7.8	-5.9

All Contingency Tables for GNMA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 60% Sharpe 0.72 \| Sortino 1.07 \| Calmar 0.5 Vol 3% \| MDD -4.5% Months 84M (50%)	CAGR 2.5% \| Win 56% Sharpe 0.88 \| Sortino 1.55 \| Calmar 1.3 Vol 3% \| MDD -1.9% Months 16M (10%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -6.3% \| Win 50% Sharpe -0.81 \| Sortino -1.56 \| Calmar -0.9 Vol 8% \| MDD -7.0% Months 6M (4%)	CAGR 0.7% \| Win 50% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 6% \| MDD -11.1% Months 62M (37%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
SLmean only	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 58% Sharpe 0.66 \| Sortino 1.02 \| Calmar 0.6 Vol 3% \| MDD -3.7% Months 95M (56%)	CAGR 7.1% \| Win 80% Sharpe 3.05 \| Sortino 0.00 \| Calmar 184.5 Vol 2% \| MDD -0.0% Months 5M (3%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -0.2% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 6% \| MDD -14.1% Months 55M (33%)	CAGR 1.1% \| Win 54% Sharpe 0.30 \| Sortino 1.46 \| Calmar 0.4 Vol 4% \| MDD -2.6% Months 13M (8%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
RSmean only	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 61% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.7 Vol 3% \| MDD -3.4% Months 82M (49%)	CAGR 2.9% \| Win 50% Sharpe 0.56 \| Sortino 1.17 \| Calmar 0.8 Vol 5% \| MDD -3.7% Months 18M (11%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR 0.4% \| Win 53% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.1 Vol 3% \| MDD -5.0% Months 30M (18%)	CAGR -0.2% \| Win 47% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 8% \| MDD -10.7% Months 38M (23%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
MACD only	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.87 \| Calmar 0.3 Vol 3% \| MDD -5.8% Months 94M (56%)	CAGR 11.3% \| Win 67% Sharpe 1.98 \| Sortino 7.65 \| Calmar 16.9 Vol 6% \| MDD -0.7% Months 6M (4%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR 1.8% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.7 Vol 3% \| MDD -2.4% Months 34M (20%)	CAGR -1.6% \| Win 44% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.1 Vol 8% \| MDD -12.7% Months 34M (20%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
RSI only	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 64% Sharpe 0.95 \| Sortino 1.33 \| Calmar 0.9 Vol 4% \| MDD -3.7% Months 69M (41%)	CAGR 0.2% \| Win 48% Sharpe 0.09 \| Sortino 0.15 \| Calmar 0.1 Vol 2% \| MDD -2.6% Months 31M (18%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -4.6% \| Win 43% Sharpe -0.78 \| Sortino -1.02 \| Calmar -0.8 Vol 6% \| MDD -5.9% Months 7M (4%)	CAGR 0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 6% \| MDD -14.1% Months 61M (36%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 63% Sharpe 0.98 \| Sortino 1.44 \| Calmar 0.9 Vol 4% \| MDD -3.7% Months 81M (48%)	CAGR -1.7% \| Win 42% Sharpe -0.83 \| Sortino -1.10 \| Calmar -0.7 Vol 2% \| MDD -2.3% Months 19M (11%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -8.7% \| Win 22% Sharpe -1.12 \| Sortino -1.95 \| Calmar -1.5 Vol 8% \| MDD -5.9% Months 9M (5%)	CAGR 1.4% \| Win 54% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 6% \| MDD -11.1% Months 59M (35%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 60% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.8 Vol 3% \| MDD -3.7% Months 91M (54%)	CAGR -1.3% \| Win 44% Sharpe -0.63 \| Sortino -2.82 \| Calmar -1.1 Vol 2% \| MDD -1.1% Months 9M (5%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR 1.3% \| Win 57% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.2 Vol 5% \| MDD -7.3% Months 35M (21%)	CAGR -1.2% \| Win 42% Sharpe -0.15 \| Sortino -0.21 \| Calmar -0.1 Vol 7% \| MDD -13.8% Months 33M (20%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.5% \| Win 58% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 88M (52%)	CAGR 16.4% \| Win 100% Sharpe 20.68 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 1.0% \| Win 50% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 6% \| MDD -12.2% Months 62M (37%)	CAGR 1.1% \| Win 56% Sharpe 0.34 \| Sortino 0.93 \| Calmar 0.5 Vol 3% \| MDD -2.4% Months 16M (10%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
RSmean only	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 62% Sharpe 0.97 \| Sortino 1.31 \| Calmar 0.6 Vol 3% \| MDD -4.2% Months 72M (43%)	CAGR -1.6% \| Win 44% Sharpe -0.21 \| Sortino -0.40 \| Calmar -0.2 Vol 7% \| MDD -8.1% Months 18M (11%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 0.2% \| Win 52% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 3% \| MDD -6.2% Months 40M (24%)	CAGR 1.9% \| Win 50% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.2 Vol 7% \| MDD -8.2% Months 38M (23%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
MACD only	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 60% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.4 Vol 3% \| MDD -5.0% Months 82M (49%)	CAGR -2.0% \| Win 50% Sharpe -0.21 \| Sortino -0.39 \| Calmar -0.3 Vol 8% \| MDD -7.3% Months 8M (5%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 1.2% \| Win 54% Sharpe 0.47 \| Sortino 0.88 \| Calmar 0.3 Vol 3% \| MDD -4.6% Months 46M (27%)	CAGR 0.8% \| Win 47% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.1 Vol 8% \| MDD -8.9% Months 32M (19%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
RSI only	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 62% Sharpe 0.83 \| Sortino 1.17 \| Calmar 0.7 Vol 4% \| MDD -4.5% Months 61M (36%)	CAGR -0.9% \| Win 52% Sharpe -0.20 \| Sortino -0.23 \| Calmar -0.1 Vol 4% \| MDD -7.5% Months 29M (17%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 1.0% \| Win 60% Sharpe 0.24 \| Sortino 0.27 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 15M (9%)	CAGR 1.1% \| Win 49% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 5% \| MDD -12.3% Months 63M (38%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.7% \| Win 59% Sharpe 0.44 \| Sortino 0.56 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 78M (46%)	CAGR 2.9% \| Win 58% Sharpe 1.01 \| Sortino 1.79 \| Calmar 6.2 Vol 3% \| MDD -0.5% Months 12M (7%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 5.5% \| Win 58% Sharpe 0.97 \| Sortino 1.28 \| Calmar 1.3 Vol 6% \| MDD -4.1% Months 12M (7%)	CAGR 0.3% \| Win 50% Sharpe 0.08 \| Sortino 0.11 \| Calmar 0.0 Vol 5% \| MDD -12.2% Months 66M (39%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 61% Sharpe 0.82 \| Sortino 1.17 \| Calmar 0.6 Vol 4% \| MDD -4.5% Months 75M (45%)	CAGR -3.3% \| Win 47% Sharpe -0.67 \| Sortino -0.83 \| Calmar -0.5 Vol 5% \| MDD -7.3% Months 15M (9%)	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)
SLmean neg	CAGR 1.6% \| Win 57% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.2 Vol 4% \| MDD -7.8% Months 51M (30%)	CAGR -0.1% \| Win 41% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 7% \| MDD -10.7% Months 27M (16%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.8% \| Win 59% Sharpe 0.67 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 109M (65%)	CAGR -0.0% \| Win 44% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 8% \| MDD -10.5% Months 41M (24%)	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)
RSmean neg	CAGR 1.4% \| Win 67% Sharpe 2.45 \| Sortino 0.00 \| Calmar 35.2 Vol 1% \| MDD -0.0% Months 3M (2%)	CAGR 3.0% \| Win 60% Sharpe 0.80 \| Sortino 3.92 \| Calmar 1.2 Vol 4% \| MDD -2.4% Months 15M (9%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)
MACD only	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.7% \| Win 57% Sharpe 0.59 \| Sortino 0.83 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 113M (67%)	CAGR 0.1% \| Win 46% Sharpe 0.05 \| Sortino 0.08 \| Calmar 0.0 Vol 8% \| MDD -12.3% Months 37M (22%)	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)
RSmean neg	CAGR 2.9% \| Win 60% Sharpe 0.81 \| Sortino 2.11 \| Calmar 1.2 Vol 4% \| MDD -2.4% Months 15M (9%)	CAGR 1.9% \| Win 67% Sharpe 0.59 \| Sortino 0.00 \| Calmar 2.6 Vol 3% \| MDD -0.7% Months 3M (2%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)
RSI only	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.5 Vol 4% \| MDD -5.6% Months 73M (44%)	CAGR 0.0% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 77M (46%)	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)
RSmean neg	CAGR 2.7% \| Win 67% Sharpe 0.83 \| Sortino 0.00 \| Calmar 3.7 Vol 3% \| MDD -0.7% Months 3M (2%)	CAGR 2.7% \| Win 60% Sharpe 0.76 \| Sortino 2.00 \| Calmar 1.1 Vol 4% \| MDD -2.4% Months 15M (9%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.3 Vol 4% \| MDD -6.1% Months 87M (52%)	CAGR 0.4% \| Win 49% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 5% \| MDD -11.8% Months 63M (38%)	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)
RSmean neg	CAGR 7.4% \| Win 67% Sharpe 1.79 \| Sortino 0.00 \| Calmar 10.2 Vol 4% \| MDD -0.7% Months 3M (2%)	CAGR 1.8% \| Win 60% Sharpe 0.54 \| Sortino 1.33 \| Calmar 0.7 Vol 3% \| MDD -2.4% Months 15M (9%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 4% \| MDD -6.5% Months 108M (64%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)
RSmean neg	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)	-	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.2% \| Win 60% Sharpe 0.82 \| Sortino 1.16 \| Calmar 0.4 Vol 3% \| MDD -5.3% Months 104M (62%)	CAGR -2.4% \| Win 50% Sharpe -0.66 \| Sortino -0.88 \| Calmar -0.9 Vol 4% \| MDD -2.7% Months 8M (5%)	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)
MACD neg	CAGR 0.6% \| Win 50% Sharpe 0.16 \| Sortino 0.36 \| Calmar 0.1 Vol 4% \| MDD -6.4% Months 24M (14%)	CAGR 0.9% \| Win 47% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.1 Vol 8% \| MDD -10.6% Months 32M (19%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)
RSI only	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 66% Sharpe 1.07 \| Sortino 1.36 \| Calmar 1.1 Vol 3% \| MDD -2.9% Months 62M (37%)	CAGR 0.2% \| Win 50% Sharpe 0.09 \| Sortino 0.13 \| Calmar 0.0 Vol 2% \| MDD -5.7% Months 50M (30%)	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)
MACD neg	CAGR 0.8% \| Win 43% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.1 Vol 7% \| MDD -5.7% Months 14M (8%)	CAGR 0.8% \| Win 50% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.1 Vol 7% \| MDD -10.7% Months 42M (25%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 65% Sharpe 1.09 \| Sortino 1.44 \| Calmar 1.1 Vol 3% \| MDD -2.9% Months 65M (39%)	CAGR -0.0% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 2% \| MDD -5.7% Months 47M (28%)	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)
MACD neg	CAGR -0.4% \| Win 44% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 6% \| MDD -6.2% Months 25M (15%)	CAGR 1.7% \| Win 52% Sharpe 0.27 \| Sortino 0.44 \| Calmar 0.2 Vol 7% \| MDD -7.9% Months 31M (18%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.4% \| Win 62% Sharpe 0.89 \| Sortino 1.21 \| Calmar 0.7 Vol 3% \| MDD -3.6% Months 93M (55%)	CAGR -0.7% \| Win 42% Sharpe -0.23 \| Sortino -0.32 \| Calmar -0.2 Vol 3% \| MDD -4.6% Months 19M (11%)	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)
MACD neg	CAGR 2.5% \| Win 52% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.3 Vol 6% \| MDD -8.8% Months 33M (20%)	CAGR -1.6% \| Win 44% Sharpe -0.17 \| Sortino -0.27 \| Calmar -0.2 Vol 8% \| MDD -10.2% Months 23M (14%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 64% Sharpe 0.84 \| Sortino 1.08 \| Calmar 0.6 Vol 3% \| MDD -4.9% Months 67M (40%)	CAGR 0.8% \| Win 51% Sharpe 0.32 \| Sortino 0.62 \| Calmar 0.2 Vol 3% \| MDD -3.9% Months 61M (36%)	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)
RSI neg	CAGR 1.8% \| Win 44% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.3 Vol 7% \| MDD -5.7% Months 9M (5%)	CAGR -0.3% \| Win 48% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 8% \| MDD -12.0% Months 31M (18%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 63% Sharpe 0.87 \| Sortino 1.17 \| Calmar 0.6 Vol 3% \| MDD -5.1% Months 75M (45%)	CAGR 0.5% \| Win 51% Sharpe 0.20 \| Sortino 0.36 \| Calmar 0.1 Vol 3% \| MDD -3.9% Months 53M (32%)	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)
RSI neg	CAGR -1.2% \| Win 40% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 7% \| MDD -6.2% Months 15M (9%)	CAGR 1.0% \| Win 52% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.1 Vol 8% \| MDD -8.9% Months 25M (15%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.2% \| Win 61% Sharpe 0.71 \| Sortino 1.01 \| Calmar 0.4 Vol 3% \| MDD -6.0% Months 110M (66%)	CAGR -0.1% \| Win 39% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.0 Vol 3% \| MDD -2.0% Months 18M (11%)	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)
RSI neg	CAGR 3.8% \| Win 50% Sharpe 0.54 \| Sortino 1.08 \| Calmar 0.5 Vol 7% \| MDD -7.4% Months 16M (10%)	CAGR -2.1% \| Win 46% Sharpe -0.23 \| Sortino -0.36 \| Calmar -0.2 Vol 8% \| MDD -12.0% Months 24M (14%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.1% \| Win 62% Sharpe 0.77 \| Sortino 1.00 \| Calmar 0.7 Vol 4% \| MDD -4.7% Months 64M (38%)	CAGR 0.6% \| Win 58% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.3 Vol 3% \| MDD -1.9% Months 12M (7%)	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)
MACDhist neg	CAGR -0.1% \| Win 50% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 4% \| MDD -5.3% Months 26M (16%)	CAGR 0.7% \| Win 50% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 66M (39%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)
RSIhist only	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.8% \| Win 63% Sharpe 0.71 \| Sortino 0.92 \| Calmar 0.5 Vol 4% \| MDD -6.1% Months 75M (45%)	CAGR -2.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)
MACDhist neg	CAGR 1.8% \| Win 55% Sharpe 0.50 \| Sortino 1.12 \| Calmar 0.4 Vol 4% \| MDD -5.1% Months 51M (30%)	CAGR -1.2% \| Win 44% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 41M (24%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.3% \| Win 64% Sharpe 0.87 \| Sortino 1.11 \| Calmar 0.7 Vol 4% \| MDD -4.4% Months 75M (45%)	CAGR -3.4% \| Win 33% Sharpe -0.59 \| Sortino -0.91 \| Calmar -0.6 Vol 6% \| MDD -5.6% Months 15M (9%)	CAGR 2.2% \| Win 59% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 90M (54%)
RSIhist neg	CAGR 1.0% \| Win 53% Sharpe 0.28 \| Sortino 0.58 \| Calmar 0.2 Vol 4% \| MDD -6.7% Months 51M (30%)	CAGR -0.0% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 6% \| MDD -10.7% Months 27M (16%)	CAGR 0.7% \| Win 51% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 5% \| MDD -11.8% Months 78M (46%)
LWTI only	CAGR 2.4% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 126M (75%)	CAGR -1.2% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 6% \| MDD -13.8% Months 42M (25%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 60% Sharpe 0.72 \| Sortino 1.07 \| Calmar 0.5 Vol 3% \| MDD -4.5% Months 84M (50%)	CAGR 2.5% \| Win 56% Sharpe 0.88 \| Sortino 1.55 \| Calmar 1.3 Vol 3% \| MDD -1.9% Months 16M (10%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -6.3% \| Win 50% Sharpe -0.81 \| Sortino -1.56 \| Calmar -0.9 Vol 8% \| MDD -7.0% Months 6M (4%)	CAGR 0.7% \| Win 50% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 6% \| MDD -11.1% Months 62M (37%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
SLmean only	CAGR 1.8% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -8.6% Months 90M (54%)	CAGR 1.0% \| Win 51% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 5% \| MDD -12.2% Months 78M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 58% Sharpe 0.66 \| Sortino 1.02 \| Calmar 0.6 Vol 3% \| MDD -3.7% Months 95M (56%)	CAGR 7.1% \| Win 80% Sharpe 3.05 \| Sortino 0.00 \| Calmar 184.5 Vol 2% \| MDD -0.0% Months 5M (3%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -0.2% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 6% \| MDD -14.1% Months 55M (33%)	CAGR 1.1% \| Win 54% Sharpe 0.30 \| Sortino 1.46 \| Calmar 0.4 Vol 4% \| MDD -2.6% Months 13M (8%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
RSmean only	CAGR 1.3% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 5% \| MDD -15.2% Months 150M (89%)	CAGR 2.7% \| Win 61% Sharpe 0.79 \| Sortino 2.18 \| Calmar 1.1 Vol 3% \| MDD -2.4% Months 18M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 61% Sharpe 0.86 \| Sortino 1.18 \| Calmar 0.7 Vol 3% \| MDD -3.4% Months 82M (49%)	CAGR 2.9% \| Win 50% Sharpe 0.56 \| Sortino 1.17 \| Calmar 0.8 Vol 5% \| MDD -3.7% Months 18M (11%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR 0.4% \| Win 53% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.1 Vol 3% \| MDD -5.0% Months 30M (18%)	CAGR -0.2% \| Win 47% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 8% \| MDD -10.7% Months 38M (23%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
MACD only	CAGR 1.8% \| Win 59% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.2 Vol 3% \| MDD -7.9% Months 112M (67%)	CAGR 0.8% \| Win 48% Sharpe 0.14 \| Sortino 0.24 \| Calmar 0.1 Vol 7% \| MDD -11.7% Months 56M (33%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.87 \| Calmar 0.3 Vol 3% \| MDD -5.8% Months 94M (56%)	CAGR 11.3% \| Win 67% Sharpe 1.98 \| Sortino 7.65 \| Calmar 16.9 Vol 6% \| MDD -0.7% Months 6M (4%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR 1.8% \| Win 56% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.7 Vol 3% \| MDD -2.4% Months 34M (20%)	CAGR -1.6% \| Win 44% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.1 Vol 8% \| MDD -12.7% Months 34M (20%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
RSI only	CAGR 1.9% \| Win 58% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.2 Vol 3% \| MDD -7.6% Months 128M (76%)	CAGR 0.2% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar 0.0 Vol 8% \| MDD -13.0% Months 40M (24%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 64% Sharpe 0.95 \| Sortino 1.33 \| Calmar 0.9 Vol 4% \| MDD -3.7% Months 69M (41%)	CAGR 0.2% \| Win 48% Sharpe 0.09 \| Sortino 0.15 \| Calmar 0.1 Vol 2% \| MDD -2.6% Months 31M (18%)	CAGR 2.4% \| Win 59% Sharpe 0.74 \| Sortino 1.13 \| Calmar 0.7 Vol 3% \| MDD -3.7% Months 100M (60%)
MRmean neg	CAGR -4.6% \| Win 43% Sharpe -0.78 \| Sortino -1.02 \| Calmar -0.8 Vol 6% \| MDD -5.9% Months 7M (4%)	CAGR 0.6% \| Win 51% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 6% \| MDD -14.1% Months 61M (36%)	CAGR 0.0% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar 0.0 Vol 6% \| MDD -14.7% Months 68M (40%)
MACDhist only	CAGR 2.7% \| Win 62% Sharpe 0.70 \| Sortino 0.91 \| Calmar 0.4 Vol 4% \| MDD -6.3% Months 76M (45%)	CAGR 0.5% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 5% \| MDD -14.8% Months 92M (55%)