GREK - Global X MSCI Greece ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

74.7%

Best CAGR

Total Months

6.0%

Avg CAGR

GREK 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 GREK

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	RSI	neg-neg	7	3.9	74.7	71.4	1.1	1.5	2.2	82.1	-33.2
pair	RSI	RSmean	neg-neg	7	3.9	74.7	71.4	1.1	1.5	2.2	82.1	-33.2
pair	RSI	MRmean	pos-neg	13	7.3	55.7	76.9	1.8	2.0	19.7	26.3	-2.8
pair	MRmean	RSI	pos-neg	13	7.3	55.7	76.9	1.8	2.0	19.7	26.3	-2.8
pair	RSI	LWTI	pos-neg	6	3.4	50.5	83.3	1.7	0.0	5.7	26.4	-8.9
pair	LWTI	RSI	pos-neg	6	3.4	50.5	83.3	1.7	0.0	5.7	26.4	-8.9
pair	SLmean	RSmean	neg-neg	15	8.4	36.8	53.3	0.8	1.4	0.7	61.2	-49.5
pair	RSmean	SLmean	neg-neg	15	8.4	36.8	53.3	0.8	1.4	0.7	61.2	-49.5
pair	MACD	SLmean	neg-neg	49	27.5	33.4	55.1	0.9	1.6	0.7	45.2	-49.5
pair	SLmean	MACD	neg-neg	49	27.5	33.4	55.1	0.9	1.6	0.7	45.2	-49.5
pair	MACD	RSI	neg-neg	58	32.6	31.2	60.3	0.9	1.4	0.6	41.9	-49.4
pair	RSI	MACD	neg-neg	58	32.6	31.2	60.3	0.9	1.4	0.6	41.9	-49.4
pair	MRmean	LWTI	pos-neg	13	7.3	30.5	76.9	1.1	1.6	3.4	27.3	-8.9
pair	LWTI	MRmean	pos-neg	13	7.3	30.5	76.9	1.1	1.6	3.4	27.3	-8.9
pair	LWTI	MACD	neg-pos	44	24.7	30.2	61.4	0.8	1.3	0.6	42.3	-49.5
pair	MACD	LWTI	neg-pos	44	24.7	30.2	61.4	0.8	1.3	0.6	42.3	-49.5
pair	RSI	RSIhist	neg-pos	22	12.4	29.5	72.7	1.2	1.2	2.0	25.3	-14.6
pair	RSIhist	RSI	neg-pos	22	12.4	29.5	72.7	1.2	1.2	2.0	25.3	-14.6
pair	MACD	MACDhist	neg-pos	26	14.6	27.4	65.4	1.3	2.9	2.1	20.8	-13.3
pair	MACDhist	MACD	neg-pos	26	14.6	27.4	65.4	1.3	2.9	2.1	20.8	-13.3
pair	RSmean	MRmean	neg-neg	13	7.3	27.0	53.8	0.7	1.2	0.6	64.7	-49.5
pair	MRmean	RSmean	neg-neg	13	7.3	27.0	53.8	0.7	1.2	0.6	64.7	-49.5
pair	RSIhist	MACD	neg-neg	46	25.8	26.9	54.3	0.7	1.4	0.5	47.0	-49.5
pair	MACD	RSIhist	neg-neg	46	25.8	26.9	54.3	0.7	1.4	0.5	47.0	-49.5
pair	RSIhist	RSmean	neg-neg	15	8.4	26.7	53.3	0.7	1.2	0.5	62.7	-49.5
pair	RSmean	RSIhist	neg-neg	15	8.4	26.7	53.3	0.7	1.2	0.5	62.7	-49.5
pair	RSmean	MACDhist	neg-neg	14	7.9	26.6	50.0	0.7	1.3	0.5	65.1	-49.5
pair	MACDhist	RSmean	neg-neg	14	7.9	26.6	50.0	0.7	1.3	0.5	65.1	-49.5
pair	MACD	RSmean	neg-neg	14	7.9	26.6	50.0	0.7	1.3	0.5	65.1	-49.5
pair	RSmean	MACD	neg-neg	14	7.9	26.6	50.0	0.7	1.3	0.5	65.1	-49.5
pair	RSI	LWTI	neg-pos	25	14.0	25.6	68.0	0.7	1.0	0.7	51.4	-36.7
pair	LWTI	RSI	neg-pos	25	14.0	25.6	68.0	0.7	1.0	0.7	51.4	-36.7
pair	LWTI	RSIhist	pos-neg	23	12.9	24.7	73.9	1.0	1.1	1.7	26.6	-14.6
pair	RSIhist	LWTI	pos-neg	23	12.9	24.7	73.9	1.0	1.1	1.7	26.6	-14.6
pair	MRmean	MACD	pos-neg	37	20.8	23.6	67.6	0.9	1.2	0.8	28.4	-30.1
pair	MACD	MRmean	pos-neg	37	20.8	23.6	67.6	0.9	1.2	0.8	28.4	-30.1
pair	RSIhist	MACDhist	neg-pos	25	14.0	22.4	68.0	0.8	1.0	0.9	32.3	-25.0
pair	MACDhist	RSIhist	neg-pos	25	14.0	22.4	68.0	0.8	1.0	0.9	32.3	-25.0
single	MACD	MACD	neg-neg	88	49.4	21.4	59.1	0.7	1.1	0.4	38.5	-49.5
pair	MACD	RSmean	pos-neg	74	41.6	20.4	60.8	0.7	1.2	0.4	31.7	-49.4
pair	RSmean	MACD	pos-neg	74	41.6	20.4	60.8	0.7	1.2	0.4	31.7	-49.4
pair	MRmean	MACD	neg-neg	51	28.7	19.7	52.9	0.6	1.1	0.4	44.7	-49.5
pair	MACD	MRmean	neg-neg	51	28.7	19.7	52.9	0.6	1.1	0.4	44.7	-49.5
pair	SLmean	RSI	pos-neg	18	10.1	18.9	66.7	0.8	0.9	0.7	27.3	-29.2
pair	MACDhist	MACD	neg-neg	62	34.8	18.9	56.5	0.6	1.1	0.4	44.0	-49.8
pair	RSI	SLmean	pos-neg	18	10.1	18.9	66.7	0.8	0.9	0.7	27.3	-29.2
pair	MACD	MACDhist	neg-neg	62	34.8	18.9	56.5	0.6	1.1	0.4	44.0	-49.8
single	RSmean	RSmean	neg-neg	18	10.1	16.3	50.0	0.5	0.9	0.3	57.5	-49.5
pair	LWTI	RSmean	neg-pos	18	10.1	16.3	50.0	0.5	0.9	0.3	57.5	-49.5
pair	RSmean	LWTI	neg-pos	18	10.1	16.3	50.0	0.5	0.9	0.3	57.5	-49.5
pair	MRmean	RSIhist	pos-neg	28	15.7	16.2	64.3	0.7	0.8	0.8	29.7	-21.7
pair	RSIhist	MRmean	pos-neg	28	15.7	16.2	64.3	0.7	0.8	0.8	29.7	-21.7
pair	RSIhist	MACD	neg-pos	42	23.6	15.6	64.3	0.7	0.8	0.5	26.5	-29.8
pair	MACD	RSIhist	neg-pos	42	23.6	15.6	64.3	0.7	0.8	0.5	26.5	-29.8
pair	MRmean	RSmean	pos-pos	107	60.1	14.5	63.6	0.7	0.9	0.4	24.9	-36.7
pair	RSmean	MRmean	pos-pos	107	60.1	14.5	63.6	0.7	0.9	0.4	24.9	-36.7
pair	SLmean	MRmean	pos-pos	92	51.7	13.9	65.2	0.7	1.0	0.5	23.9	-30.4
pair	MRmean	SLmean	pos-pos	92	51.7	13.9	65.2	0.7	1.0	0.5	23.9	-30.4
pair	RSmean	RSIhist	pos-pos	92	51.7	13.8	63.0	0.7	0.9	0.5	24.3	-28.5
pair	RSIhist	RSmean	pos-pos	92	51.7	13.8	63.0	0.7	0.9	0.5	24.3	-28.5
pair	MACDhist	MRmean	pos-pos	82	46.1	13.6	63.4	0.7	1.0	0.3	23.0	-38.4
pair	MRmean	MACDhist	pos-pos	82	46.1	13.6	63.4	0.7	1.0	0.3	23.0	-38.4
single	MRmean	MRmean	pos-pos	112	62.9	13.4	62.5	0.6	0.9	0.4	25.3	-36.7
pair	MACD	LWTI	neg-neg	44	24.7	13.1	56.8	0.5	0.9	0.3	34.6	-49.4
pair	LWTI	MACD	neg-neg	44	24.7	13.1	56.8	0.5	0.9	0.3	34.6	-49.4
pair	MRmean	MACDhist	pos-neg	30	16.9	13.0	60.0	0.6	0.8	0.4	31.3	-35.0
pair	MACDhist	MRmean	pos-neg	30	16.9	13.0	60.0	0.6	0.8	0.4	31.3	-35.0
pair	SLmean	RSIhist	pos-pos	86	48.3	12.9	64.0	0.6	0.9	0.4	24.7	-33.3
pair	RSIhist	SLmean	pos-pos	86	48.3	12.9	64.0	0.6	0.9	0.4	24.7	-33.3
pair	RSmean	SLmean	pos-pos	97	54.5	12.6	63.9	0.6	0.9	0.4	24.2	-35.4
pair	SLmean	RSmean	pos-pos	97	54.5	12.6	63.9	0.6	0.9	0.4	24.2	-35.4
pair	RSIhist	MRmean	pos-pos	84	47.2	12.5	61.9	0.6	0.9	0.4	23.9	-28.5
pair	MRmean	RSIhist	pos-pos	84	47.2	12.5	61.9	0.6	0.9	0.4	23.9	-28.5
single	RSIhist	RSIhist	pos-pos	95	53.4	12.4	62.1	0.6	0.9	0.4	24.0	-28.5
pair	SLmean	LWTI	pos-neg	20	11.2	12.3	65.0	0.6	0.7	0.4	27.9	-29.2
pair	LWTI	SLmean	pos-neg	20	11.2	12.3	65.0	0.6	0.7	0.4	27.9	-29.2
pair	MACDhist	SLmean	pos-pos	70	39.3	12.0	64.3	0.7	1.1	0.5	20.8	-24.3
pair	SLmean	MACDhist	pos-pos	70	39.3	12.0	64.3	0.7	1.1	0.5	20.8	-24.3
pair	MRmean	RSIhist	neg-pos	11	6.2	11.6	63.6	0.6	0.6	0.7	26.3	-17.0
pair	RSIhist	MRmean	neg-pos	11	6.2	11.6	63.6	0.6	0.6	0.7	26.3	-17.0
pair	SLmean	MACD	pos-pos	61	34.3	11.5	62.3	0.6	1.0	0.3	22.2	-39.0
pair	MACD	SLmean	pos-pos	61	34.3	11.5	62.3	0.6	1.0	0.3	22.2	-39.0
pair	MRmean	LWTI	pos-pos	99	55.6	11.3	60.6	0.6	0.8	0.3	25.2	-36.6
pair	LWTI	MRmean	pos-pos	99	55.6	11.3	60.6	0.6	0.8	0.3	25.2	-36.6
pair	MRmean	SLmean	pos-neg	20	11.2	11.0	50.0	0.5	0.7	0.4	32.0	-26.2
pair	SLmean	MRmean	pos-neg	20	11.2	11.0	50.0	0.5	0.7	0.4	32.0	-26.2
single	SLmean	SLmean	pos-pos	100	56.2	10.0	63.0	0.5	0.7	0.2	24.4	-41.9
pair	LWTI	MACDhist	pos-neg	11	6.2	9.9	63.6	0.6	1.0	1.1	17.5	-8.9
pair	RSIhist	MACD	pos-pos	53	29.8	9.9	60.4	0.5	0.9	0.3	22.1	-38.8
pair	MACD	RSIhist	pos-pos	53	29.8	9.9	60.4	0.5	0.9	0.3	22.1	-38.8
pair	MACDhist	LWTI	pos-neg	11	6.2	9.9	63.6	0.6	1.0	1.1	17.5	-8.9
pair	LWTI	MACDhist	neg-pos	46	25.8	9.7	56.5	0.4	0.7	0.2	42.7	-49.5
pair	MACDhist	LWTI	neg-pos	46	25.8	9.7	56.5	0.4	0.7	0.2	42.7	-49.5
pair	SLmean	LWTI	pos-pos	80	44.9	9.5	62.5	0.5	0.8	0.3	23.6	-30.1
pair	LWTI	SLmean	pos-pos	80	44.9	9.5	62.5	0.5	0.8	0.3	23.6	-30.1
pair	MACDhist	RSmean	pos-pos	89	50.0	9.4	62.9	0.5	0.6	0.2	24.3	-57.3
pair	RSmean	MACDhist	pos-pos	89	50.0	9.4	62.9	0.5	0.6	0.2	24.3	-57.3
pair	RSmean	RSI	pos-pos	98	55.1	9.1	62.2	0.5	0.7	0.2	24.5	-53.1
pair	RSI	RSmean	pos-pos	98	55.1	9.1	62.2	0.5	0.7	0.2	24.5	-53.1
pair	MACDhist	RSIhist	pos-pos	70	39.3	9.0	60.0	0.5	0.9	0.3	20.5	-30.3
pair	MACDhist	RSI	pos-pos	75	42.1	9.0	62.7	0.5	0.7	0.2	22.8	-39.0
pair	RSI	MACDhist	pos-pos	75	42.1	9.0	62.7	0.5	0.7	0.2	22.8	-39.0
pair	RSIhist	MACDhist	pos-pos	70	39.3	9.0	60.0	0.5	0.9	0.3	20.5	-30.3
pair	RSI	MRmean	pos-pos	99	55.6	8.8	60.6	0.5	0.7	0.2	25.1	-53.1
pair	MRmean	RSI	pos-pos	99	55.6	8.8	60.6	0.5	0.7	0.2	25.1	-53.1
single	LWTI	LWTI	pos-pos	128	71.9	8.7	60.2	0.4	0.6	0.1	32.2	-59.0
pair	MRmean	MACD	pos-pos	75	42.1	8.7	60.0	0.5	0.7	0.2	23.8	-54.7
pair	MACD	MRmean	pos-pos	75	42.1	8.7	60.0	0.5	0.7	0.2	23.8	-54.7
pair	LWTI	RSIhist	pos-pos	72	40.4	8.7	58.3	0.5	0.7	0.3	23.3	-32.0
pair	RSIhist	LWTI	pos-pos	72	40.4	8.7	58.3	0.5	0.7	0.3	23.3	-32.0
pair	LWTI	RSIhist	neg-pos	56	31.5	8.6	62.5	0.4	0.6	0.2	41.1	-54.6
pair	RSIhist	LWTI	neg-pos	56	31.5	8.6	62.5	0.4	0.6	0.2	41.1	-54.6
single	MACDhist	MACDhist	pos-pos	93	52.2	8.3	62.4	0.5	0.6	0.1	23.9	-57.2
pair	SLmean	RSI	pos-pos	82	46.1	8.2	62.2	0.5	0.7	0.2	23.9	-36.0
pair	RSI	SLmean	pos-pos	82	46.1	8.2	62.2	0.5	0.7	0.2	23.9	-36.0
pair	LWTI	MACDhist	pos-pos	82	46.1	8.1	62.2	0.4	0.6	0.1	24.7	-55.9
pair	MACDhist	LWTI	pos-pos	82	46.1	8.1	62.2	0.4	0.6	0.1	24.7	-55.9
pair	RSI	MACD	pos-pos	79	44.4	8.0	60.8	0.5	0.6	0.1	23.6	-57.1
pair	MACD	RSI	pos-pos	79	44.4	8.0	60.8	0.5	0.6	0.1	23.6	-57.1
pair	MACD	SLmean	pos-neg	39	21.9	7.8	64.1	0.4	0.5	0.2	27.8	-44.2
pair	SLmean	MACD	pos-neg	39	21.9	7.8	64.1	0.4	0.5	0.2	27.8	-44.2
pair	RSIhist	RSI	pos-pos	73	41.0	7.7	58.9	0.4	0.7	0.2	23.7	-32.2
pair	RSI	RSIhist	pos-pos	73	41.0	7.7	58.9	0.4	0.7	0.2	23.7	-32.2
pair	SLmean	RSIhist	neg-pos	9	5.1	7.7	44.4	0.5	1.6	0.9	17.2	-8.9
pair	RSIhist	SLmean	neg-pos	9	5.1	7.7	44.4	0.5	1.6	0.9	17.2	-8.9
pair	RSmean	LWTI	pos-pos	110	61.8	7.5	61.8	0.4	0.5	0.1	26.2	-59.2
pair	LWTI	RSmean	pos-pos	110	61.8	7.5	61.8	0.4	0.5	0.1	26.2	-59.2
pair	SLmean	LWTI	neg-pos	48	27.0	7.3	56.2	0.4	0.6	0.1	43.1	-57.8
pair	LWTI	SLmean	neg-pos	48	27.0	7.3	56.2	0.4	0.6	0.1	43.1	-57.8
single	RSI	RSI	pos-pos	109	61.2	7.0	59.6	0.4	0.6	0.1	25.6	-53.1
pair	benchmark___benchmark_		benchmark-benchmark	178	100.0	6.5	58.4	0.4	0.5	0.1	33.4	-74.1
pair		benchmark___benchmark_	benchmark-benchmark	178	100.0	6.5	58.4	0.4	0.5	0.1	33.4	-74.1
pair	RSIhist	MACDhist	pos-neg	23	12.9	6.1	69.6	0.3	0.4	0.1	32.7	-46.8
pair	MACDhist	RSIhist	pos-neg	23	12.9	6.1	69.6	0.3	0.4	0.1	32.7	-46.8
pair	RSI	MACDhist	neg-neg	51	28.7	6.0	54.9	0.3	0.6	0.1	47.3	-64.7
pair	MACDhist	RSI	neg-neg	51	28.7	6.0	54.9	0.3	0.6	0.1	47.3	-64.7
single	RSI	RSI	neg-neg	69	38.8	5.8	56.5	0.3	0.6	0.1	43.1	-64.5
pair	RSI	RSIhist	pos-neg	36	20.2	5.6	61.1	0.3	0.5	0.2	29.6	-31.0
pair	RSIhist	RSI	pos-neg	36	20.2	5.6	61.1	0.3	0.5	0.2	29.6	-31.0
pair	MACDhist	SLmean	pos-neg	30	16.9	5.5	60.0	0.3	0.4	0.1	31.7	-39.0
pair	SLmean	MACDhist	pos-neg	30	16.9	5.5	60.0	0.3	0.4	0.1	31.7	-39.0
single	RSmean	RSmean	pos-pos	160	89.9	5.5	59.4	0.3	0.5	0.1	29.7	-74.2
pair	RSI	MACDhist	neg-pos	18	10.1	5.4	61.1	0.3	0.3	0.2	28.7	-32.0
pair	MACDhist	RSI	neg-pos	18	10.1	5.4	61.1	0.3	0.3	0.2	28.7	-32.0
pair	RSI	LWTI	pos-pos	103	57.9	4.9	58.3	0.3	0.5	0.1	25.6	-53.0
pair	LWTI	RSI	pos-pos	103	57.9	4.9	58.3	0.3	0.5	0.1	25.6	-53.0
single	MACDhist	MACDhist	neg-neg	85	47.8	4.7	54.1	0.3	0.5	0.1	41.5	-73.3
pair	RSI	MACD	neg-pos	30	16.9	4.4	56.7	0.3	0.5	0.1	30.7	-30.1
pair	MACD	RSI	neg-pos	30	16.9	4.4	56.7	0.3	0.5	0.1	30.7	-30.1
pair	MACDhist	SLmean	neg-neg	55	30.9	4.2	50.9	0.3	0.6	0.1	46.2	-64.5
pair	SLmean	MACDhist	neg-neg	55	30.9	4.2	50.9	0.3	0.6	0.1	46.2	-64.5
pair	RSI	SLmean	neg-pos	27	15.2	3.5	51.9	0.3	0.4	0.1	30.9	-34.8
pair	SLmean	RSI	neg-pos	27	15.2	3.5	51.9	0.3	0.4	0.1	30.9	-34.8
pair	MACDhist	RSI	pos-neg	34	19.1	2.7	52.9	0.2	0.4	0.1	31.4	-32.2
pair	RSI	MACDhist	pos-neg	34	19.1	2.7	52.9	0.2	0.4	0.1	31.4	-32.2
single	SLmean	SLmean	neg-neg	78	43.8	2.2	52.6	0.3	0.4	0.0	42.3	-69.5
pair	MACDhist	MACD	pos-pos	67	37.6	1.6	61.2	0.2	0.2	0.0	24.9	-53.1
pair	MACD	MACDhist	pos-pos	67	37.6	1.6	61.2	0.2	0.2	0.0	24.9	-53.1
pair	RSI	SLmean	neg-neg	51	28.7	1.6	52.9	0.3	0.5	0.0	47.6	-56.5
pair	SLmean	RSI	neg-neg	51	28.7	1.6	52.9	0.3	0.5	0.0	47.6	-56.5
pair	SLmean	RSIhist	neg-neg	69	38.8	1.5	53.6	0.3	0.4	0.0	44.7	-72.2
pair	RSIhist	SLmean	neg-neg	69	38.8	1.5	53.6	0.3	0.4	0.0	44.7	-72.2
single	LWTI	LWTI	neg-neg	50	28.1	1.3	54.0	0.2	0.4	0.0	36.5	-51.1
pair	RSmean	LWTI	pos-neg	50	28.1	1.3	54.0	0.2	0.4	0.0	36.5	-51.1
pair	LWTI	RSmean	pos-neg	50	28.1	1.3	54.0	0.2	0.4	0.0	36.5	-51.1
pair	RSmean	MACDhist	pos-neg	71	39.9	0.8	54.9	0.2	0.3	0.0	35.5	-73.3
pair	MACDhist	RSmean	pos-neg	71	39.9	0.8	54.9	0.2	0.3	0.0	35.5	-73.3
pair	MACDhist	MRmean	neg-neg	55	30.9	0.4	50.9	0.2	0.4	0.0	46.4	-64.5
pair	MRmean	MACDhist	neg-neg	55	30.9	0.4	50.9	0.2	0.4	0.0	46.4	-64.5
single	RSIhist	RSIhist	neg-neg	83	46.6	0.2	54.2	0.2	0.3	0.0	41.7	-73.1
pair	RSmean	RSI	pos-neg	62	34.8	0.0	54.8	0.2	0.3	0.0	36.7	-64.5
pair	RSI	RSmean	pos-neg	62	34.8	0.0	54.8	0.2	0.3	0.0	36.7	-64.5
pair	LWTI	MRmean	neg-pos	29	16.3	-0.1	58.6	0.2	0.4	-0.0	49.8	-49.5
pair	MRmean	LWTI	neg-pos	29	16.3	-0.1	58.6	0.2	0.4	-0.0	49.8	-49.5
pair	MRmean	SLmean	neg-neg	58	32.6	-0.6	53.4	0.2	0.4	-0.0	45.6	-58.7
pair	SLmean	MRmean	neg-neg	58	32.6	-0.6	53.4	0.2	0.4	-0.0	45.6	-58.7
pair	MACDhist	LWTI	neg-neg	39	21.9	-1.0	51.3	0.2	0.3	-0.0	40.5	-51.1
pair	LWTI	MACDhist	neg-neg	39	21.9	-1.0	51.3	0.2	0.3	-0.0	40.5	-51.1
pair	MACD	LWTI	pos-pos	84	47.2	-1.2	59.5	0.1	0.1	-0.0	25.1	-72.3
pair	LWTI	MACD	pos-pos	84	47.2	-1.2	59.5	0.1	0.1	-0.0	25.1	-72.3
pair	RSIhist	MACDhist	neg-neg	60	33.7	-1.9	48.3	0.2	0.3	-0.0	44.9	-65.8
pair	MACDhist	RSIhist	neg-neg	60	33.7	-1.9	48.3	0.2	0.3	-0.0	44.9	-65.8
pair	MACDhist	SLmean	neg-pos	23	12.9	-2.4	56.5	0.1	0.1	-0.1	31.9	-46.8
pair	SLmean	MACDhist	neg-pos	23	12.9	-2.4	56.5	0.1	0.1	-0.1	31.9	-46.8
pair	RSI	MRmean	neg-neg	56	31.5	-3.2	51.8	0.1	0.3	-0.1	46.0	-64.9
pair	MRmean	RSI	neg-neg	56	31.5	-3.2	51.8	0.1	0.3	-0.1	46.0	-64.9
pair	RSI	RSIhist	neg-neg	47	26.4	-3.7	48.9	0.2	0.3	-0.1	49.3	-61.0
pair	RSIhist	RSI	neg-neg	47	26.4	-3.7	48.9	0.2	0.3	-0.1	49.3	-61.0
pair	RSI	LWTI	neg-neg	44	24.7	-4.0	50.0	0.1	0.1	-0.1	37.7	-51.1
pair	LWTI	RSI	neg-neg	44	24.7	-4.0	50.0	0.1	0.1	-0.1	37.7	-51.1
single	MRmean	MRmean	neg-neg	66	37.1	-4.2	51.5	0.1	0.2	-0.1	43.9	-64.9
pair	SLmean	RSmean	neg-pos	63	35.4	-4.6	52.4	0.1	0.1	-0.1	36.7	-69.6
pair	RSmean	SLmean	neg-pos	63	35.4	-4.6	52.4	0.1	0.1	-0.1	36.7	-69.6
pair	RSmean	RSIhist	pos-neg	68	38.2	-4.8	54.4	0.0	0.1	-0.1	35.8	-73.2
pair	RSIhist	RSmean	pos-neg	68	38.2	-4.8	54.4	0.0	0.1	-0.1	35.8	-73.2
pair	SLmean	LWTI	neg-neg	30	16.9	-5.4	46.7	0.1	0.1	-0.1	41.7	-40.2
pair	LWTI	SLmean	neg-neg	30	16.9	-5.4	46.7	0.1	0.1	-0.1	41.7	-40.2
pair	MACD	RSmean	pos-pos	86	48.3	-5.8	58.1	-0.1	-0.1	-0.1	27.6	-83.0
pair	RSmean	MACD	pos-pos	86	48.3	-5.8	58.1	-0.1	-0.1	-0.1	27.6	-83.0
pair	SLmean	RSIhist	pos-neg	14	7.9	-6.0	57.1	-0.2	-0.2	-0.3	22.7	-20.9
pair	RSIhist	SLmean	pos-neg	14	7.9	-6.0	57.1	-0.2	-0.2	-0.3	22.7	-20.9
single	MACD	MACD	pos-pos	90	50.6	-6.2	57.8	-0.1	-0.1	-0.1	27.0	-84.0
pair	MRmean	RSIhist	neg-neg	55	30.9	-7.0	49.1	0.1	0.1	-0.1	46.8	-66.1
pair	RSIhist	MRmean	neg-neg	55	30.9	-7.0	49.1	0.1	0.1	-0.1	46.8	-66.1
pair	LWTI	MRmean	neg-neg	37	20.8	-7.3	45.9	-0.0	-0.0	-0.1	39.3	-51.1
pair	MRmean	LWTI	neg-neg	37	20.8	-7.3	45.9	-0.0	-0.0	-0.1	39.3	-51.1
pair	RSmean	MRmean	pos-neg	5	2.8	-7.5	40.0	-0.1	-0.1	-1.2	36.3	-6.1
pair	MRmean	RSmean	pos-neg	5	2.8	-7.5	40.0	-0.1	-0.1	-1.2	36.3	-6.1
pair	RSI	MRmean	neg-pos	10	5.6	-9.2	50.0	-0.2	-0.5	-0.6	31.8	-14.5
pair	MRmean	RSI	neg-pos	10	5.6	-9.2	50.0	-0.2	-0.5	-0.6	31.8	-14.5
pair	RSmean	RSI	neg-pos	11	6.2	-10.2	36.4	-0.1	-0.4	-0.7	35.6	-14.5
pair	RSI	RSmean	neg-pos	11	6.2	-10.2	36.4	-0.1	-0.4	-0.7	35.6	-14.5
pair	RSmean	MRmean	neg-pos	53	29.8	-10.6	50.9	-0.1	-0.2	-0.2	37.5	-65.0
pair	MRmean	RSmean	neg-pos	53	29.8	-10.6	50.9	-0.1	-0.2	-0.2	37.5	-65.0
pair	MACDhist	RSmean	neg-pos	4	2.2	-13.6	50.0	-1.7	-2.2	-2.2	8.5	-6.1
pair	RSmean	MACDhist	neg-pos	4	2.2	-13.6	50.0	-1.7	-2.2	-2.2	8.5	-6.1
pair	MACD	RSmean	neg-pos	4	2.2	-13.6	50.0	-1.7	-2.2	-2.2	8.5	-6.1
pair	RSmean	MACD	neg-pos	4	2.2	-13.6	50.0	-1.7	-2.2	-2.2	8.5	-6.1
pair	LWTI	RSIhist	neg-neg	27	15.2	-15.1	37.0	-0.2	-0.3	-0.4	43.3	-41.1
pair	RSIhist	LWTI	neg-neg	27	15.2	-15.1	37.0	-0.2	-0.3	-0.4	43.3	-41.1
pair	MACDhist	MRmean	neg-pos	11	6.2	-24.1	54.5	-0.8	-0.7	-0.8	28.9	-32.0
pair	MRmean	MACDhist	neg-pos	11	6.2	-24.1	54.5	-0.8	-0.7	-0.8	28.9	-32.0
pair	RSIhist	RSmean	neg-pos	3	1.7	-24.2	33.3	-2.7	-10.9	-5.5	10.1	-4.4
pair	RSmean	RSIhist	neg-pos	3	1.7	-24.2	33.3	-2.7	-10.9	-5.5	10.1	-4.4
pair	RSIhist	MACD	pos-neg	37	20.8	-25.2	54.1	-0.7	-0.8	-0.3	32.2	-73.3
pair	MACD	RSIhist	pos-neg	37	20.8	-25.2	54.1	-0.7	-0.8	-0.3	32.2	-73.3
pair	MACDhist	MACD	pos-neg	23	12.9	-25.7	47.8	-0.7	-1.0	-0.4	32.4	-65.4
pair	MACD	MACDhist	pos-neg	23	12.9	-25.7	47.8	-0.7	-1.0	-0.4	32.4	-65.4
pair	MRmean	SLmean	neg-pos	8	4.5	-26.3	37.5	-0.9	-1.1	-1.1	29.5	-25.0
pair	SLmean	MRmean	neg-pos	8	4.5	-26.3	37.5	-0.9	-1.1	-1.1	29.5	-25.0
pair	MACD	SLmean	neg-pos	29	16.3	-34.8	48.3	-1.1	-1.3	-0.5	33.6	-73.5
pair	SLmean	MACD	neg-pos	29	16.3	-34.8	48.3	-1.1	-1.3	-0.5	33.6	-73.5
pair	SLmean	RSmean	pos-neg	3	1.7	-48.5	33.3	-2.7	-3.2	-11.0	23.2	-4.4
pair	RSmean	SLmean	pos-neg	3	1.7	-48.5	33.3	-2.7	-3.2	-11.0	23.2	-4.4
pair	MACD	LWTI	pos-neg	6	3.4	-54.8	33.3	-1.5	-2.3	-1.8	46.3	-30.7
pair	LWTI	MACD	pos-neg	6	3.4	-54.8	33.3	-1.5	-2.3	-1.8	46.3	-30.7
pair	MRmean	MACD	neg-pos	15	8.4	-55.1	46.7	-2.1	-2.8	-0.9	34.0	-60.0
pair	MACD	MRmean	neg-pos	15	8.4	-55.1	46.7	-2.1	-2.8	-0.9	34.0	-60.0
pair	MACD	RSI	pos-neg	11	6.2	-65.9	36.4	-2.8	-3.5	-1.1	35.1	-57.8
pair	RSI	MACD	pos-neg	11	6.2	-65.9	36.4	-2.8	-3.5	-1.1	35.1	-57.8

All Contingency Tables for GREK

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.9% \| Win 65% Sharpe 0.67 \| Sortino 0.99 \| Calmar 0.5 Vol 24% \| MDD -30.4% Months 92M (52%)	CAGR 11.0% \| Win 50% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.4 Vol 32% \| MDD -26.2% Months 20M (11%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -26.3% \| Win 38% Sharpe -0.89 \| Sortino -1.12 \| Calmar -1.1 Vol 30% \| MDD -25.0% Months 8M (4%)	CAGR -0.6% \| Win 53% Sharpe 0.21 \| Sortino 0.37 \| Calmar -0.0 Vol 46% \| MDD -58.7% Months 58M (33%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
SLmean only	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.5% \| Win 64% Sharpe 0.67 \| Sortino 0.93 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 107M (60%)	CAGR -7.5% \| Win 40% Sharpe -0.07 \| Sortino -0.14 \| Calmar -1.2 Vol 36% \| MDD -6.1% Months 5M (3%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -10.6% \| Win 51% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.2 Vol 38% \| MDD -65.0% Months 53M (30%)	CAGR 27.0% \| Win 54% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.5 Vol 65% \| MDD -49.5% Months 13M (7%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
RSmean only	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 60% Sharpe 0.47 \| Sortino 0.67 \| Calmar 0.2 Vol 24% \| MDD -54.7% Months 75M (42%)	CAGR 23.6% \| Win 68% Sharpe 0.89 \| Sortino 1.21 \| Calmar 0.8 Vol 28% \| MDD -30.1% Months 37M (21%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -55.1% \| Win 47% Sharpe -2.10 \| Sortino -2.76 \| Calmar -0.9 Vol 34% \| MDD -60.0% Months 15M (8%)	CAGR 19.7% \| Win 53% Sharpe 0.62 \| Sortino 1.12 \| Calmar 0.4 Vol 45% \| MDD -49.5% Months 51M (29%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
MACD only	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 61% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 25% \| MDD -53.1% Months 99M (56%)	CAGR 55.7% \| Win 77% Sharpe 1.83 \| Sortino 2.04 \| Calmar 19.7 Vol 26% \| MDD -2.8% Months 13M (7%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -9.2% \| Win 50% Sharpe -0.16 \| Sortino -0.48 \| Calmar -0.6 Vol 32% \| MDD -14.5% Months 10M (6%)	CAGR -3.2% \| Win 52% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.1 Vol 46% \| MDD -64.9% Months 56M (32%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
RSI only	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 23% \| MDD -38.4% Months 82M (46%)	CAGR 13.0% \| Win 60% Sharpe 0.55 \| Sortino 0.78 \| Calmar 0.4 Vol 31% \| MDD -35.0% Months 30M (17%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -24.1% \| Win 55% Sharpe -0.80 \| Sortino -0.74 \| Calmar -0.8 Vol 29% \| MDD -32.0% Months 11M (6%)	CAGR 0.4% \| Win 51% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.0 Vol 46% \| MDD -64.5% Months 55M (31%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 62% Sharpe 0.61 \| Sortino 0.93 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 84M (47%)	CAGR 16.2% \| Win 64% Sharpe 0.66 \| Sortino 0.82 \| Calmar 0.7 Vol 30% \| MDD -21.7% Months 28M (16%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR 11.6% \| Win 64% Sharpe 0.55 \| Sortino 0.57 \| Calmar 0.7 Vol 26% \| MDD -17.0% Months 11M (6%)	CAGR -7.0% \| Win 49% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.1 Vol 47% \| MDD -66.1% Months 55M (31%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 61% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.3 Vol 25% \| MDD -36.6% Months 99M (56%)	CAGR 30.5% \| Win 77% Sharpe 1.11 \| Sortino 1.56 \| Calmar 3.4 Vol 27% \| MDD -8.9% Months 13M (7%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -0.1% \| Win 59% Sharpe 0.24 \| Sortino 0.40 \| Calmar -0.0 Vol 50% \| MDD -49.5% Months 29M (16%)	CAGR -7.3% \| Win 46% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 39% \| MDD -51.1% Months 37M (21%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.6% \| Win 64% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.4 Vol 24% \| MDD -35.4% Months 97M (54%)	CAGR -48.5% \| Win 33% Sharpe -2.70 \| Sortino -3.25 \| Calmar -11.0 Vol 23% \| MDD -4.4% Months 3M (2%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR -4.6% \| Win 52% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.1 Vol 37% \| MDD -69.6% Months 63M (35%)	CAGR 36.8% \| Win 53% Sharpe 0.81 \| Sortino 1.36 \| Calmar 0.7 Vol 61% \| MDD -49.5% Months 15M (8%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
RSmean only	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.5% \| Win 62% Sharpe 0.60 \| Sortino 1.01 \| Calmar 0.3 Vol 22% \| MDD -39.0% Months 61M (34%)	CAGR 7.8% \| Win 64% Sharpe 0.41 \| Sortino 0.52 \| Calmar 0.2 Vol 28% \| MDD -44.2% Months 39M (22%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR -34.8% \| Win 48% Sharpe -1.07 \| Sortino -1.27 \| Calmar -0.5 Vol 34% \| MDD -73.5% Months 29M (16%)	CAGR 33.4% \| Win 55% Sharpe 0.86 \| Sortino 1.58 \| Calmar 0.7 Vol 45% \| MDD -49.5% Months 49M (28%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
MACD only	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.2% \| Win 62% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 24% \| MDD -36.0% Months 82M (46%)	CAGR 18.9% \| Win 67% Sharpe 0.77 \| Sortino 0.89 \| Calmar 0.6 Vol 27% \| MDD -29.2% Months 18M (10%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -34.8% Months 27M (15%)	CAGR 1.6% \| Win 53% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.0 Vol 48% \| MDD -56.5% Months 51M (29%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
RSI only	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.0% \| Win 64% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 70M (39%)	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 32% \| MDD -39.0% Months 30M (17%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR -2.4% \| Win 56% Sharpe 0.09 \| Sortino 0.10 \| Calmar -0.1 Vol 32% \| MDD -46.8% Months 23M (13%)	CAGR 4.2% \| Win 51% Sharpe 0.32 \| Sortino 0.58 \| Calmar 0.1 Vol 46% \| MDD -64.5% Months 55M (31%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.9% \| Win 64% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -33.3% Months 86M (48%)	CAGR -6.0% \| Win 57% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.3 Vol 23% \| MDD -20.9% Months 14M (8%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR 7.7% \| Win 44% Sharpe 0.51 \| Sortino 1.62 \| Calmar 0.9 Vol 17% \| MDD -8.9% Months 9M (5%)	CAGR 1.5% \| Win 54% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 45% \| MDD -72.2% Months 69M (39%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.3 Vol 24% \| MDD -30.1% Months 80M (45%)	CAGR 12.3% \| Win 65% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.4 Vol 28% \| MDD -29.2% Months 20M (11%)	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)
SLmean neg	CAGR 7.3% \| Win 56% Sharpe 0.38 \| Sortino 0.56 \| Calmar 0.1 Vol 43% \| MDD -57.8% Months 48M (27%)	CAGR -5.4% \| Win 47% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.1 Vol 42% \| MDD -40.2% Months 30M (17%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -5.8% \| Win 58% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 28% \| MDD -83.0% Months 86M (48%)	CAGR 20.4% \| Win 61% Sharpe 0.74 \| Sortino 1.23 \| Calmar 0.4 Vol 32% \| MDD -49.4% Months 74M (42%)	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)
RSmean neg	CAGR -13.6% \| Win 50% Sharpe -1.69 \| Sortino -2.17 \| Calmar -2.2 Vol 8% \| MDD -6.1% Months 4M (2%)	CAGR 26.6% \| Win 50% Sharpe 0.67 \| Sortino 1.29 \| Calmar 0.5 Vol 65% \| MDD -49.5% Months 14M (8%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)
MACD only	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.1% \| Win 62% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 24% \| MDD -53.1% Months 98M (55%)	CAGR 0.0% \| Win 55% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 37% \| MDD -64.5% Months 62M (35%)	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)
RSmean neg	CAGR -10.2% \| Win 36% Sharpe -0.15 \| Sortino -0.37 \| Calmar -0.7 Vol 36% \| MDD -14.5% Months 11M (6%)	CAGR 74.7% \| Win 71% Sharpe 1.06 \| Sortino 1.54 \| Calmar 2.2 Vol 82% \| MDD -33.2% Months 7M (4%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)
RSI only	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.4% \| Win 63% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 24% \| MDD -57.3% Months 89M (50%)	CAGR 0.8% \| Win 55% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 36% \| MDD -73.3% Months 71M (40%)	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)
RSmean neg	CAGR -13.6% \| Win 50% Sharpe -1.69 \| Sortino -2.17 \| Calmar -2.2 Vol 8% \| MDD -6.1% Months 4M (2%)	CAGR 26.6% \| Win 50% Sharpe 0.67 \| Sortino 1.29 \| Calmar 0.5 Vol 65% \| MDD -49.5% Months 14M (8%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 0.94 \| Calmar 0.5 Vol 24% \| MDD -28.5% Months 92M (52%)	CAGR -4.8% \| Win 54% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 36% \| MDD -73.2% Months 68M (38%)	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)
RSmean neg	CAGR -24.2% \| Win 33% Sharpe -2.69 \| Sortino -10.91 \| Calmar -5.5 Vol 10% \| MDD -4.4% Months 3M (2%)	CAGR 26.7% \| Win 53% Sharpe 0.68 \| Sortino 1.22 \| Calmar 0.5 Vol 63% \| MDD -49.5% Months 15M (8%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.5% \| Win 62% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.1 Vol 26% \| MDD -59.2% Months 110M (62%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)
RSmean neg	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)	-	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.0% \| Win 61% Sharpe 0.45 \| Sortino 0.63 \| Calmar 0.1 Vol 24% \| MDD -57.1% Months 79M (44%)	CAGR -65.9% \| Win 36% Sharpe -2.75 \| Sortino -3.50 \| Calmar -1.1 Vol 35% \| MDD -57.8% Months 11M (6%)	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)
MACD neg	CAGR 4.4% \| Win 57% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 31% \| MDD -30.1% Months 30M (17%)	CAGR 31.2% \| Win 60% Sharpe 0.86 \| Sortino 1.38 \| Calmar 0.6 Vol 42% \| MDD -49.4% Months 58M (33%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)
RSI only	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 1.6% \| Win 61% Sharpe 0.20 \| Sortino 0.24 \| Calmar 0.0 Vol 25% \| MDD -53.1% Months 67M (38%)	CAGR -25.7% \| Win 48% Sharpe -0.74 \| Sortino -1.01 \| Calmar -0.4 Vol 32% \| MDD -65.4% Months 23M (13%)	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)
MACD neg	CAGR 27.4% \| Win 65% Sharpe 1.27 \| Sortino 2.85 \| Calmar 2.1 Vol 21% \| MDD -13.3% Months 26M (15%)	CAGR 18.9% \| Win 56% Sharpe 0.61 \| Sortino 1.07 \| Calmar 0.4 Vol 44% \| MDD -49.8% Months 62M (35%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.9% \| Win 60% Sharpe 0.54 \| Sortino 0.94 \| Calmar 0.3 Vol 22% \| MDD -38.8% Months 53M (30%)	CAGR -25.2% \| Win 54% Sharpe -0.72 \| Sortino -0.85 \| Calmar -0.3 Vol 32% \| MDD -73.3% Months 37M (21%)	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)
MACD neg	CAGR 15.6% \| Win 64% Sharpe 0.68 \| Sortino 0.85 \| Calmar 0.5 Vol 26% \| MDD -29.8% Months 42M (24%)	CAGR 26.9% \| Win 54% Sharpe 0.74 \| Sortino 1.41 \| Calmar 0.5 Vol 47% \| MDD -49.5% Months 46M (26%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -1.2% \| Win 60% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 25% \| MDD -72.3% Months 84M (47%)	CAGR -54.8% \| Win 33% Sharpe -1.46 \| Sortino -2.27 \| Calmar -1.8 Vol 46% \| MDD -30.7% Months 6M (3%)	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)
MACD neg	CAGR 30.2% \| Win 61% Sharpe 0.84 \| Sortino 1.27 \| Calmar 0.6 Vol 42% \| MDD -49.5% Months 44M (25%)	CAGR 13.1% \| Win 57% Sharpe 0.52 \| Sortino 0.95 \| Calmar 0.3 Vol 35% \| MDD -49.4% Months 44M (25%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.0% \| Win 63% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 23% \| MDD -39.0% Months 75M (42%)	CAGR 2.7% \| Win 53% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 31% \| MDD -32.2% Months 34M (19%)	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)
RSI neg	CAGR 5.4% \| Win 61% Sharpe 0.33 \| Sortino 0.35 \| Calmar 0.2 Vol 29% \| MDD -32.0% Months 18M (10%)	CAGR 6.0% \| Win 55% Sharpe 0.35 \| Sortino 0.62 \| Calmar 0.1 Vol 47% \| MDD -64.7% Months 51M (29%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 7.7% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 24% \| MDD -32.2% Months 73M (41%)	CAGR 5.6% \| Win 61% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.2 Vol 30% \| MDD -31.0% Months 36M (20%)	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)
RSI neg	CAGR 29.5% \| Win 73% Sharpe 1.16 \| Sortino 1.22 \| Calmar 2.0 Vol 25% \| MDD -14.6% Months 22M (12%)	CAGR -3.7% \| Win 49% Sharpe 0.17 \| Sortino 0.29 \| Calmar -0.1 Vol 49% \| MDD -61.0% Months 47M (26%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.9% \| Win 58% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 26% \| MDD -53.0% Months 103M (58%)	CAGR 50.5% \| Win 83% Sharpe 1.68 \| Sortino 0.00 \| Calmar 5.7 Vol 26% \| MDD -8.9% Months 6M (3%)	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)
RSI neg	CAGR 25.6% \| Win 68% Sharpe 0.70 \| Sortino 0.97 \| Calmar 0.7 Vol 51% \| MDD -36.7% Months 25M (14%)	CAGR -4.0% \| Win 50% Sharpe 0.08 \| Sortino 0.13 \| Calmar -0.1 Vol 38% \| MDD -51.1% Months 44M (25%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.0% \| Win 60% Sharpe 0.52 \| Sortino 0.88 \| Calmar 0.3 Vol 20% \| MDD -30.3% Months 70M (39%)	CAGR 6.1% \| Win 70% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 33% \| MDD -46.8% Months 23M (13%)	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)
MACDhist neg	CAGR 22.4% \| Win 68% Sharpe 0.79 \| Sortino 0.98 \| Calmar 0.9 Vol 32% \| MDD -25.0% Months 25M (14%)	CAGR -1.9% \| Win 48% Sharpe 0.17 \| Sortino 0.32 \| Calmar -0.0 Vol 45% \| MDD -65.8% Months 60M (34%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)
RSIhist only	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.1% \| Win 62% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.1 Vol 25% \| MDD -55.9% Months 82M (46%)	CAGR 9.9% \| Win 64% Sharpe 0.62 \| Sortino 0.97 \| Calmar 1.1 Vol 18% \| MDD -8.9% Months 11M (6%)	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)
MACDhist neg	CAGR 9.7% \| Win 56% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 43% \| MDD -49.5% Months 46M (26%)	CAGR -1.0% \| Win 51% Sharpe 0.17 \| Sortino 0.31 \| Calmar -0.0 Vol 40% \| MDD -51.1% Months 39M (22%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.3 Vol 23% \| MDD -32.0% Months 72M (40%)	CAGR 24.7% \| Win 74% Sharpe 0.97 \| Sortino 1.14 \| Calmar 1.7 Vol 27% \| MDD -14.6% Months 23M (13%)	CAGR 12.4% \| Win 62% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 24% \| MDD -28.5% Months 95M (53%)
RSIhist neg	CAGR 8.6% \| Win 62% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 41% \| MDD -54.6% Months 56M (32%)	CAGR -15.1% \| Win 37% Sharpe -0.17 \| Sortino -0.34 \| Calmar -0.4 Vol 43% \| MDD -41.1% Months 27M (15%)	CAGR 0.2% \| Win 54% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 42% \| MDD -73.1% Months 83M (47%)
LWTI only	CAGR 8.7% \| Win 60% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -59.0% Months 128M (72%)	CAGR 1.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -51.1% Months 50M (28%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.9% \| Win 65% Sharpe 0.67 \| Sortino 0.99 \| Calmar 0.5 Vol 24% \| MDD -30.4% Months 92M (52%)	CAGR 11.0% \| Win 50% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.4 Vol 32% \| MDD -26.2% Months 20M (11%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -26.3% \| Win 38% Sharpe -0.89 \| Sortino -1.12 \| Calmar -1.1 Vol 30% \| MDD -25.0% Months 8M (4%)	CAGR -0.6% \| Win 53% Sharpe 0.21 \| Sortino 0.37 \| Calmar -0.0 Vol 46% \| MDD -58.7% Months 58M (33%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
SLmean only	CAGR 10.0% \| Win 63% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 24% \| MDD -41.9% Months 100M (56%)	CAGR 2.2% \| Win 53% Sharpe 0.26 \| Sortino 0.43 \| Calmar 0.0 Vol 42% \| MDD -69.5% Months 78M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.5% \| Win 64% Sharpe 0.67 \| Sortino 0.93 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 107M (60%)	CAGR -7.5% \| Win 40% Sharpe -0.07 \| Sortino -0.14 \| Calmar -1.2 Vol 36% \| MDD -6.1% Months 5M (3%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -10.6% \| Win 51% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.2 Vol 38% \| MDD -65.0% Months 53M (30%)	CAGR 27.0% \| Win 54% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.5 Vol 65% \| MDD -49.5% Months 13M (7%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
RSmean only	CAGR 5.5% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -74.2% Months 160M (90%)	CAGR 16.3% \| Win 50% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 57% \| MDD -49.5% Months 18M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 60% Sharpe 0.47 \| Sortino 0.67 \| Calmar 0.2 Vol 24% \| MDD -54.7% Months 75M (42%)	CAGR 23.6% \| Win 68% Sharpe 0.89 \| Sortino 1.21 \| Calmar 0.8 Vol 28% \| MDD -30.1% Months 37M (21%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -55.1% \| Win 47% Sharpe -2.10 \| Sortino -2.76 \| Calmar -0.9 Vol 34% \| MDD -60.0% Months 15M (8%)	CAGR 19.7% \| Win 53% Sharpe 0.62 \| Sortino 1.12 \| Calmar 0.4 Vol 45% \| MDD -49.5% Months 51M (29%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
MACD only	CAGR -6.2% \| Win 58% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -84.0% Months 90M (51%)	CAGR 21.4% \| Win 59% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 38% \| MDD -49.5% Months 88M (49%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 61% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 25% \| MDD -53.1% Months 99M (56%)	CAGR 55.7% \| Win 77% Sharpe 1.83 \| Sortino 2.04 \| Calmar 19.7 Vol 26% \| MDD -2.8% Months 13M (7%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -9.2% \| Win 50% Sharpe -0.16 \| Sortino -0.48 \| Calmar -0.6 Vol 32% \| MDD -14.5% Months 10M (6%)	CAGR -3.2% \| Win 52% Sharpe 0.15 \| Sortino 0.26 \| Calmar -0.1 Vol 46% \| MDD -64.9% Months 56M (32%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
RSI only	CAGR 7.0% \| Win 60% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 109M (61%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.55 \| Calmar 0.1 Vol 43% \| MDD -64.5% Months 69M (39%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 23% \| MDD -38.4% Months 82M (46%)	CAGR 13.0% \| Win 60% Sharpe 0.55 \| Sortino 0.78 \| Calmar 0.4 Vol 31% \| MDD -35.0% Months 30M (17%)	CAGR 13.4% \| Win 62% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.4 Vol 25% \| MDD -36.7% Months 112M (63%)
MRmean neg	CAGR -24.1% \| Win 55% Sharpe -0.80 \| Sortino -0.74 \| Calmar -0.8 Vol 29% \| MDD -32.0% Months 11M (6%)	CAGR 0.4% \| Win 51% Sharpe 0.23 \| Sortino 0.43 \| Calmar 0.0 Vol 46% \| MDD -64.5% Months 55M (31%)	CAGR -4.2% \| Win 52% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 44% \| MDD -64.9% Months 66M (37%)
MACDhist only	CAGR 8.3% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 24% \| MDD -57.2% Months 93M (52%)	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 42% \| MDD -73.3% Months 85M (48%)