GXC - SPDR S&P China ETF

Signal Pair Analysis

MRmean-RSIhist

Best Pair

56.0%

Best CAGR

Total Months

8.5%

Avg CAGR

GXC 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 GXC

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	13	5.7	56.0	69.2	1.8	3.2	5.5	27.5	-10.2
pair	MRmean	RSIhist	neg-pos	13	5.7	56.0	69.2	1.8	3.2	5.5	27.5	-10.2
pair	RSmean	RSIhist	neg-pos	3	1.3	52.4	100.0	3.5	0.0	0.0	12.4	0.0
pair	RSIhist	RSmean	neg-pos	3	1.3	52.4	100.0	3.5	0.0	0.0	12.4	0.0
pair	SLmean	RSmean	pos-neg	4	1.8	46.7	100.0	3.8	0.0	0.0	10.4	0.0
pair	RSmean	SLmean	pos-neg	4	1.8	46.7	100.0	3.8	0.0	0.0	10.4	0.0
pair	RSmean	MRmean	pos-neg	4	1.8	46.7	100.0	3.8	0.0	0.0	10.4	0.0
pair	MRmean	RSmean	pos-neg	4	1.8	46.7	100.0	3.8	0.0	0.0	10.4	0.0
pair	RSIhist	SLmean	neg-pos	8	3.5	42.3	50.0	1.2	2.9	4.5	33.3	-9.4
pair	SLmean	RSIhist	neg-pos	8	3.5	42.3	50.0	1.2	2.9	4.5	33.3	-9.4
pair	RSI	RSIhist	neg-pos	19	8.4	33.2	57.9	1.1	2.5	1.6	31.0	-21.0
pair	RSIhist	RSI	neg-pos	19	8.4	33.2	57.9	1.1	2.5	1.6	31.0	-21.0
pair	MACD	RSIhist	neg-pos	32	14.1	32.9	65.6	1.2	2.7	1.6	26.1	-21.0
pair	RSIhist	MACD	neg-pos	32	14.1	32.9	65.6	1.2	2.7	1.6	26.1	-21.0
pair	RSIhist	MACDhist	neg-pos	31	13.7	31.7	74.2	1.2	2.3	2.0	24.5	-15.9
pair	MACDhist	RSIhist	neg-pos	31	13.7	31.7	74.2	1.2	2.3	2.0	24.5	-15.9
pair	RSmean	RSI	neg-pos	16	7.0	27.3	68.8	0.8	1.6	0.7	37.5	-40.2
pair	RSI	RSmean	neg-pos	16	7.0	27.3	68.8	0.8	1.6	0.7	37.5	-40.2
pair	RSmean	MACD	neg-neg	14	6.2	27.1	71.4	0.8	2.0	0.7	39.5	-38.6
pair	MACD	RSmean	neg-neg	14	6.2	27.1	71.4	0.8	2.0	0.7	39.5	-38.6
pair	RSI	MACD	neg-pos	27	11.9	25.9	66.7	0.8	1.6	0.7	34.2	-39.8
pair	MACD	RSI	neg-pos	27	11.9	25.9	66.7	0.8	1.6	0.7	34.2	-39.8
pair	RSmean	MACDhist	neg-neg	19	8.4	25.2	68.4	0.8	1.3	0.6	34.3	-39.9
pair	MACDhist	RSmean	neg-neg	19	8.4	25.2	68.4	0.8	1.3	0.6	34.3	-39.9
pair	LWTI	RSmean	neg-pos	19	8.4	25.2	68.4	0.8	1.3	0.6	34.3	-39.9
pair	RSmean	LWTI	neg-pos	19	8.4	25.2	68.4	0.8	1.3	0.6	34.3	-39.9
single	RSmean	RSmean	neg-neg	19	8.4	25.2	68.4	0.8	1.3	0.6	34.3	-39.9
pair	SLmean	MACD	pos-neg	28	12.3	22.7	64.3	0.9	2.0	0.9	25.0	-26.2
pair	MACD	SLmean	pos-neg	28	12.3	22.7	64.3	0.9	2.0	0.9	25.0	-26.2
pair	RSmean	RSIhist	neg-neg	16	7.0	20.6	62.5	0.7	1.1	0.5	37.3	-40.6
pair	RSIhist	RSmean	neg-neg	16	7.0	20.6	62.5	0.7	1.1	0.5	37.3	-40.6
pair	MRmean	RSmean	neg-neg	15	6.6	20.0	60.0	0.7	1.1	0.5	38.6	-40.6
pair	RSmean	SLmean	neg-neg	15	6.6	20.0	60.0	0.7	1.1	0.5	38.6	-40.6
pair	RSmean	MRmean	neg-neg	15	6.6	20.0	60.0	0.7	1.1	0.5	38.6	-40.6
pair	SLmean	RSmean	neg-neg	15	6.6	20.0	60.0	0.7	1.1	0.5	38.6	-40.6
pair	MACD	RSmean	neg-pos	5	2.2	19.9	60.0	1.3	2.2	89.9	14.5	-0.2
pair	RSmean	MACD	neg-pos	5	2.2	19.9	60.0	1.3	2.2	89.9	14.5	-0.2
pair	RSI	SLmean	pos-neg	15	6.6	19.7	60.0	0.7	1.6	0.9	29.9	-21.6
pair	SLmean	RSI	pos-neg	15	6.6	19.7	60.0	0.7	1.6	0.9	29.9	-21.6
pair	SLmean	MACDhist	pos-neg	39	17.2	19.4	69.2	0.9	1.5	1.2	23.5	-15.9
pair	MACDhist	SLmean	pos-neg	39	17.2	19.4	69.2	0.9	1.5	1.2	23.5	-15.9
pair	SLmean	MRmean	neg-pos	12	5.3	19.0	75.0	0.8	1.1	1.4	24.1	-13.1
pair	MRmean	SLmean	neg-pos	12	5.3	19.0	75.0	0.8	1.1	1.4	24.1	-13.1
pair	LWTI	MACDhist	pos-neg	6	2.6	18.9	33.3	0.6	1.6	3.4	37.6	-5.5
pair	MACDhist	LWTI	pos-neg	6	2.6	18.9	33.3	0.6	1.6	3.4	37.6	-5.5
pair	RSIhist	LWTI	pos-neg	25	11.0	17.0	60.0	0.7	1.4	0.9	30.0	-18.6
pair	LWTI	RSIhist	pos-neg	25	11.0	17.0	60.0	0.7	1.4	0.9	30.0	-18.6
pair	MACD	MACDhist	neg-neg	64	28.2	15.9	62.5	0.6	0.9	0.2	35.8	-65.1
pair	MACDhist	MACD	neg-neg	64	28.2	15.9	62.5	0.6	0.9	0.2	35.8	-65.1
pair	RSI	RSmean	neg-neg	3	1.3	14.4	66.7	2.6	0.0	64.9	5.3	-0.2
pair	RSmean	RSI	neg-neg	3	1.3	14.4	66.7	2.6	0.0	64.9	5.3	-0.2
single	RSIhist	RSIhist	pos-pos	114	50.2	13.9	57.0	0.7	1.4	0.6	20.7	-23.9
pair	MRmean	MACDhist	pos-neg	30	13.2	13.8	66.7	0.7	1.1	1.0	24.2	-13.6
pair	MACDhist	MRmean	pos-neg	30	13.2	13.8	66.7	0.7	1.1	1.0	24.2	-13.6
pair	LWTI	MACD	neg-pos	36	15.9	13.6	61.1	0.6	1.0	0.3	31.4	-42.4
pair	MACD	LWTI	neg-pos	36	15.9	13.6	61.1	0.6	1.0	0.3	31.4	-42.4
pair	MACD	MRmean	neg-neg	57	25.1	13.1	56.1	0.5	0.8	0.2	37.0	-58.1
pair	MRmean	MACD	neg-neg	57	25.1	13.1	56.1	0.5	0.8	0.2	37.0	-58.1
pair	RSIhist	RSmean	pos-pos	111	48.9	13.0	55.9	0.7	1.3	0.5	20.9	-23.9
pair	RSmean	RSIhist	pos-pos	111	48.9	13.0	55.9	0.7	1.3	0.5	20.9	-23.9
pair	LWTI	RSIhist	pos-pos	89	39.2	13.0	56.2	0.8	1.5	0.7	17.4	-17.7
pair	RSIhist	LWTI	pos-pos	89	39.2	13.0	56.2	0.8	1.5	0.7	17.4	-17.7
pair	RSI	MACD	pos-neg	24	10.6	12.5	54.2	0.6	0.7	0.9	29.4	-14.0
pair	MACD	RSI	pos-neg	24	10.6	12.5	54.2	0.6	0.7	0.9	29.4	-14.0
pair	MACDhist	LWTI	neg-pos	57	25.1	12.2	59.6	0.5	0.8	0.2	29.7	-48.2
pair	LWTI	MACDhist	neg-pos	57	25.1	12.2	59.6	0.5	0.8	0.2	29.7	-48.2
pair	SLmean	RSIhist	pos-pos	106	46.7	12.0	57.5	0.7	1.2	0.5	19.6	-26.2
pair	RSIhist	SLmean	pos-pos	106	46.7	12.0	57.5	0.7	1.2	0.5	19.6	-26.2
pair	RSIhist	RSI	pos-pos	95	41.9	10.3	56.8	0.6	1.1	0.4	18.0	-23.9
pair	RSI	RSIhist	pos-pos	95	41.9	10.3	56.8	0.6	1.1	0.4	18.0	-23.9
single	MACD	MACD	neg-neg	81	35.7	10.2	56.8	0.5	0.8	0.2	34.1	-65.1
pair	LWTI	SLmean	pos-neg	23	10.1	9.9	60.9	0.5	1.0	0.5	28.4	-21.4
pair	SLmean	LWTI	pos-neg	23	10.1	9.9	60.9	0.5	1.0	0.5	28.4	-21.4
pair	MACDhist	MRmean	neg-pos	16	7.0	9.7	50.0	0.5	0.8	0.4	27.6	-22.1
pair	MRmean	MACDhist	neg-pos	16	7.0	9.7	50.0	0.5	0.8	0.4	27.6	-22.1
pair	MRmean	RSIhist	pos-pos	101	44.5	9.3	55.4	0.6	1.0	0.2	19.5	-37.8
pair	RSIhist	MRmean	pos-pos	101	44.5	9.3	55.4	0.6	1.0	0.2	19.5	-37.8
pair	RSI	MACDhist	neg-neg	64	28.2	8.5	56.2	0.4	0.6	0.2	33.5	-45.2
pair	MACDhist	RSI	neg-neg	64	28.2	8.5	56.2	0.4	0.6	0.2	33.5	-45.2
pair	LWTI	RSI	neg-neg	50	22.0	8.0	50.0	0.4	0.6	0.2	35.4	-42.5
single	SLmean	SLmean	pos-pos	127	55.9	8.0	56.7	0.5	0.8	0.2	19.7	-37.5
pair	RSI	LWTI	neg-neg	50	22.0	8.0	50.0	0.4	0.6	0.2	35.4	-42.5
pair	LWTI	MRmean	neg-neg	46	20.3	7.9	52.2	0.4	0.6	0.2	35.1	-42.5
pair	MRmean	LWTI	neg-neg	46	20.3	7.9	52.2	0.4	0.6	0.2	35.1	-42.5
pair	MACDhist	RSIhist	pos-pos	83	36.6	7.8	50.6	0.5	1.0	0.3	19.0	-27.2
pair	RSIhist	MACDhist	pos-pos	83	36.6	7.8	50.6	0.5	1.0	0.3	19.0	-27.2
single	MACDhist	MACDhist	neg-neg	112	49.3	7.7	57.1	0.4	0.6	0.1	31.5	-65.1
pair	SLmean	LWTI	pos-pos	104	45.8	7.5	55.8	0.5	0.8	0.2	17.4	-30.3
pair	MACD	LWTI	neg-neg	45	19.8	7.5	53.3	0.4	0.6	0.2	36.5	-37.3
pair	LWTI	MACD	neg-neg	45	19.8	7.5	53.3	0.4	0.6	0.2	36.5	-37.3
pair	LWTI	SLmean	pos-pos	104	45.8	7.5	55.8	0.5	0.8	0.2	17.4	-30.3
pair	MACD	RSIhist	pos-pos	82	36.1	7.2	53.7	0.5	0.8	0.2	18.0	-29.3
pair	MRmean	RSI	neg-neg	68	30.0	7.2	52.9	0.4	0.5	0.2	33.0	-45.2
pair	RSIhist	MACD	pos-pos	82	36.1	7.2	53.7	0.5	0.8	0.2	18.0	-29.3
pair	RSI	MRmean	neg-neg	68	30.0	7.2	52.9	0.4	0.5	0.2	33.0	-45.2
pair	RSmean	MACD	pos-neg	67	29.5	6.9	53.7	0.4	0.6	0.1	33.1	-52.2
pair	MRmean	SLmean	pos-pos	115	50.7	6.9	54.8	0.4	0.8	0.2	19.3	-39.5
pair	MACD	RSmean	pos-neg	67	29.5	6.9	53.7	0.4	0.6	0.1	33.1	-52.2
pair	RSmean	SLmean	pos-pos	123	54.2	6.9	55.3	0.4	0.7	0.2	19.9	-38.5
pair	SLmean	RSmean	pos-pos	123	54.2	6.9	55.3	0.4	0.7	0.2	19.9	-38.5
pair	SLmean	MRmean	pos-pos	115	50.7	6.9	54.8	0.4	0.8	0.2	19.3	-39.5
pair	MACDhist	RSI	pos-neg	48	21.1	6.6	58.3	0.4	0.6	0.1	29.1	-43.8
pair	RSI	MACDhist	pos-neg	48	21.1	6.6	58.3	0.4	0.6	0.1	29.1	-43.8
pair	RSI	SLmean	pos-pos	112	49.3	6.5	56.2	0.4	0.7	0.2	18.1	-25.7
pair	SLmean	RSI	pos-pos	112	49.3	6.5	56.2	0.4	0.7	0.2	18.1	-25.7
pair	LWTI	RSI	pos-pos	138	60.8	6.3	54.3	0.4	0.6	0.2	21.8	-39.8
pair	RSI	LWTI	pos-pos	138	60.8	6.3	54.3	0.4	0.6	0.2	21.8	-39.8
single	MRmean	MRmean	neg-neg	98	43.2	6.2	53.1	0.3	0.5	0.1	32.9	-61.8
pair	LWTI	MRmean	pos-pos	114	50.2	6.1	55.3	0.4	0.7	0.2	18.0	-29.9
pair	MRmean	LWTI	pos-pos	114	50.2	6.1	55.3	0.4	0.7	0.2	18.0	-29.9
single	RSI	RSI	neg-neg	78	34.4	5.9	52.6	0.3	0.5	0.1	32.7	-45.2
single	LWTI	LWTI	pos-pos	166	73.1	5.6	54.8	0.3	0.5	0.1	22.8	-47.6
pair	RSI	RSmean	pos-neg	75	33.0	5.6	52.0	0.3	0.5	0.1	33.3	-45.2
pair	RSmean	RSI	pos-neg	75	33.0	5.6	52.0	0.3	0.5	0.1	33.3	-45.2
pair	MRmean	MACDhist	neg-neg	82	36.1	5.5	53.7	0.3	0.5	0.1	34.0	-65.9
pair	MACDhist	MRmean	neg-neg	82	36.1	5.5	53.7	0.3	0.5	0.1	34.0	-65.9
pair	MACD	MACDhist	pos-pos	98	43.2	5.4	54.1	0.4	0.6	0.2	18.1	-34.1
pair	MACDhist	MACD	pos-pos	98	43.2	5.4	54.1	0.4	0.6	0.2	18.1	-34.1
pair	MRmean	RSI	pos-pos	119	52.4	5.4	55.5	0.4	0.6	0.2	18.4	-26.0
pair	RSI	MRmean	pos-pos	119	52.4	5.4	55.5	0.4	0.6	0.2	18.4	-26.0
pair	benchmark___benchmark_		benchmark-benchmark	227	100.0	5.4	54.2	0.3	0.5	0.1	26.1	-65.1
pair		benchmark___benchmark_	benchmark-benchmark	227	100.0	5.4	54.2	0.3	0.5	0.1	26.1	-65.1
single	RSI	RSI	pos-pos	149	65.6	5.1	55.0	0.3	0.5	0.1	22.0	-39.8
pair	MACD	MRmean	pos-pos	105	46.3	5.0	54.3	0.4	0.6	0.2	17.8	-26.0
pair	MRmean	MACD	pos-pos	105	46.3	5.0	54.3	0.4	0.6	0.2	17.8	-26.0
single	MRmean	MRmean	pos-pos	129	56.8	4.7	55.0	0.3	0.6	0.1	19.6	-44.8
pair	MRmean	LWTI	neg-pos	52	22.9	4.7	53.8	0.3	0.5	0.1	31.1	-43.1
pair	LWTI	MRmean	neg-pos	52	22.9	4.7	53.8	0.3	0.5	0.1	31.1	-43.1
single	LWTI	LWTI	neg-neg	61	26.9	4.6	52.5	0.3	0.5	0.1	33.7	-45.6
pair	RSmean	LWTI	pos-neg	61	26.9	4.6	52.5	0.3	0.5	0.1	33.7	-45.6
pair	LWTI	RSmean	pos-neg	61	26.9	4.6	52.5	0.3	0.5	0.1	33.7	-45.6
pair	SLmean	MRmean	neg-neg	86	37.9	4.5	50.0	0.3	0.5	0.1	34.0	-63.2
pair	MRmean	SLmean	neg-neg	86	37.9	4.5	50.0	0.3	0.5	0.1	34.0	-63.2
pair	MACDhist	RSmean	pos-neg	93	41.0	4.4	54.8	0.3	0.4	0.1	31.1	-52.2
pair	MACDhist	RSI	pos-pos	101	44.5	4.4	53.5	0.3	0.5	0.1	17.9	-34.1
pair	RSI	MACDhist	pos-pos	101	44.5	4.4	53.5	0.3	0.5	0.1	17.9	-34.1
pair	RSmean	MACDhist	pos-neg	93	41.0	4.4	54.8	0.3	0.4	0.1	31.1	-52.2
pair	MACD	SLmean	pos-pos	99	43.6	4.1	54.5	0.3	0.5	0.2	18.0	-25.7
pair	SLmean	MACD	pos-pos	99	43.6	4.1	54.5	0.3	0.5	0.2	18.0	-25.7
pair	MACD	SLmean	neg-neg	53	23.3	4.1	52.8	0.3	0.5	0.1	38.2	-64.6
pair	SLmean	MACD	neg-neg	53	23.3	4.1	52.8	0.3	0.5	0.1	38.2	-64.6
pair	RSmean	MRmean	neg-pos	83	36.6	3.9	51.8	0.3	0.4	0.1	32.0	-46.7
pair	MRmean	RSmean	neg-pos	83	36.6	3.9	51.8	0.3	0.4	0.1	32.0	-46.7
pair	MRmean	RSI	neg-pos	30	13.2	3.8	53.3	0.3	0.5	0.1	33.2	-46.5
pair	RSI	MRmean	neg-pos	30	13.2	3.8	53.3	0.3	0.5	0.1	33.2	-46.5
pair	MACD	MRmean	pos-neg	24	10.6	3.7	58.3	0.3	0.6	0.1	26.5	-33.1
pair	MRmean	MACD	pos-neg	24	10.6	3.7	58.3	0.3	0.6	0.1	26.5	-33.1
single	RSmean	RSmean	pos-pos	208	91.6	3.7	52.9	0.3	0.4	0.1	25.3	-56.1
pair	MRmean	RSmean	pos-pos	125	55.1	3.6	53.6	0.3	0.5	0.1	19.8	-45.9
pair	RSmean	MRmean	pos-pos	125	55.1	3.6	53.6	0.3	0.5	0.1	19.8	-45.9
pair	MACD	LWTI	pos-pos	130	57.3	3.5	53.1	0.3	0.4	0.1	19.9	-38.1
pair	LWTI	MACD	pos-pos	130	57.3	3.5	53.1	0.3	0.4	0.1	19.9	-38.1
pair	LWTI	RSmean	pos-pos	147	64.8	3.3	53.1	0.3	0.4	0.1	20.9	-38.1
pair	RSmean	LWTI	pos-pos	147	64.8	3.3	53.1	0.3	0.4	0.1	20.9	-38.1
pair	MACDhist	SLmean	pos-pos	88	38.8	3.3	51.1	0.3	0.5	0.1	17.8	-30.1
pair	SLmean	MACDhist	pos-pos	88	38.8	3.3	51.1	0.3	0.5	0.1	17.8	-30.1
pair	RSmean	MACDhist	pos-pos	115	50.7	3.2	51.3	0.3	0.4	0.1	19.5	-43.9
pair	MACDhist	RSmean	pos-pos	115	50.7	3.2	51.3	0.3	0.4	0.1	19.5	-43.9
pair	MACDhist	LWTI	neg-neg	55	24.2	3.2	54.5	0.3	0.4	0.1	33.6	-45.6
pair	LWTI	MACDhist	neg-neg	55	24.2	3.2	54.5	0.3	0.4	0.1	33.6	-45.6
single	MACDhist	MACDhist	pos-pos	115	50.7	3.2	51.3	0.3	0.4	0.1	19.5	-43.9
pair	MACD	RSI	neg-neg	54	23.8	3.1	51.9	0.3	0.4	0.1	34.2	-42.5
pair	RSI	MACD	neg-neg	54	23.8	3.1	51.9	0.3	0.4	0.1	34.2	-42.5
pair	MACDhist	SLmean	neg-pos	27	11.9	2.9	51.9	0.2	0.4	0.1	24.6	-29.1
pair	SLmean	MACDhist	neg-pos	27	11.9	2.9	51.9	0.2	0.4	0.1	24.6	-29.1
pair	SLmean	RSI	neg-neg	63	27.8	2.8	50.8	0.2	0.4	0.1	33.5	-46.7
pair	RSI	SLmean	neg-neg	63	27.8	2.8	50.8	0.2	0.4	0.1	33.5	-46.7
single	MACD	MACD	pos-pos	146	64.3	2.8	52.7	0.2	0.3	0.1	20.4	-38.9
pair	RSI	RSmean	pos-pos	133	58.6	2.7	53.4	0.2	0.4	0.1	19.5	-36.6
pair	RSmean	RSI	pos-pos	133	58.6	2.7	53.4	0.2	0.4	0.1	19.5	-36.6
pair	LWTI	SLmean	neg-pos	62	27.3	2.5	53.2	0.2	0.4	0.1	29.9	-49.0
pair	SLmean	LWTI	neg-pos	62	27.3	2.5	53.2	0.2	0.4	0.1	29.9	-49.0
pair	MACDhist	LWTI	pos-pos	109	48.0	2.4	52.3	0.2	0.3	0.1	18.3	-40.9
pair	LWTI	MACDhist	pos-pos	109	48.0	2.4	52.3	0.2	0.3	0.1	18.3	-40.9
pair	LWTI	RSI	neg-pos	28	12.3	2.3	57.1	0.2	0.3	0.1	27.7	-25.1
pair	RSI	LWTI	neg-pos	28	12.3	2.3	57.1	0.2	0.3	0.1	27.7	-25.1
pair	RSmean	MACD	pos-pos	141	62.1	2.2	52.5	0.2	0.3	0.1	20.6	-38.9
pair	MACD	RSmean	pos-pos	141	62.1	2.2	52.5	0.2	0.3	0.1	20.6	-38.9
single	SLmean	SLmean	neg-neg	100	44.1	2.1	51.0	0.2	0.3	0.0	32.6	-64.6
pair	MACDhist	MRmean	pos-pos	99	43.6	2.1	51.5	0.2	0.3	0.1	18.0	-36.3
pair	MRmean	MACDhist	pos-pos	99	43.6	2.1	51.5	0.2	0.3	0.1	18.0	-36.3
pair	SLmean	MACDhist	neg-neg	73	32.2	1.9	50.7	0.2	0.3	0.0	35.2	-69.6
pair	MACDhist	SLmean	neg-neg	73	32.2	1.9	50.7	0.2	0.3	0.0	35.2	-69.6
pair	LWTI	SLmean	neg-neg	38	16.7	1.6	47.4	0.2	0.3	0.0	36.9	-36.0
pair	SLmean	LWTI	neg-neg	38	16.7	1.6	47.4	0.2	0.3	0.0	36.9	-36.0
pair	MACD	RSI	pos-pos	122	53.7	1.0	52.5	0.1	0.2	0.0	18.2	-37.7
pair	RSI	MACD	pos-pos	122	53.7	1.0	52.5	0.1	0.2	0.0	18.2	-37.7
pair	SLmean	RSI	neg-pos	37	16.3	0.9	51.4	0.2	0.3	0.0	31.4	-49.9
pair	RSI	SLmean	neg-pos	37	16.3	0.9	51.4	0.2	0.3	0.0	31.4	-49.9
pair	MRmean	RSIhist	neg-neg	85	37.4	0.1	50.6	0.2	0.3	0.0	33.5	-62.2
pair	RSIhist	MRmean	neg-neg	85	37.4	0.1	50.6	0.2	0.3	0.0	33.5	-62.2
pair	MACD	SLmean	neg-pos	47	20.7	-0.0	48.9	0.1	0.2	-0.0	25.0	-28.7
pair	SLmean	MACD	neg-pos	47	20.7	-0.0	48.9	0.1	0.2	-0.0	25.0	-28.7
pair	MACDhist	RSIhist	neg-neg	81	35.7	-0.3	50.6	0.2	0.2	-0.0	33.8	-68.1
pair	RSIhist	MACDhist	neg-neg	81	35.7	-0.3	50.6	0.2	0.2	-0.0	33.8	-68.1
pair	SLmean	RSmean	neg-pos	85	37.4	-0.7	49.4	0.1	0.2	-0.0	31.6	-49.8
pair	RSmean	SLmean	neg-pos	85	37.4	-0.7	49.4	0.1	0.2	-0.0	31.6	-49.8
pair	SLmean	RSIhist	neg-neg	92	40.5	-0.8	51.1	0.1	0.2	-0.0	32.5	-64.6
pair	RSIhist	SLmean	neg-neg	92	40.5	-0.8	51.1	0.1	0.2	-0.0	32.5	-64.6
pair	RSIhist	RSI	neg-neg	59	26.0	-1.7	50.8	0.1	0.2	-0.0	33.2	-45.2
pair	RSI	RSIhist	neg-neg	59	26.0	-1.7	50.8	0.1	0.2	-0.0	33.2	-45.2
pair	RSIhist	LWTI	neg-pos	77	33.9	-2.3	53.2	0.1	0.1	-0.0	27.8	-61.3
pair	LWTI	RSIhist	neg-pos	77	33.9	-2.3	53.2	0.1	0.1	-0.0	27.8	-61.3
pair	MACD	MACDhist	pos-neg	48	21.1	-2.4	50.0	0.0	0.0	-0.1	24.7	-30.2
pair	MACDhist	MACD	pos-neg	48	21.1	-2.4	50.0	0.0	0.0	-0.1	24.7	-30.2
pair	RSIhist	MACD	neg-neg	49	21.6	-2.5	51.0	0.1	0.2	-0.0	38.4	-66.2
pair	MACD	RSIhist	neg-neg	49	21.6	-2.5	51.0	0.1	0.2	-0.0	38.4	-66.2
single	RSIhist	RSIhist	neg-neg	113	49.8	-2.6	51.3	0.1	0.1	-0.0	30.6	-72.2
pair	RSIhist	MACD	pos-neg	64	28.2	-2.6	51.6	0.0	0.0	-0.1	23.2	-39.9
pair	MACD	RSIhist	pos-neg	64	28.2	-2.6	51.6	0.0	0.0	-0.1	23.2	-39.9
pair	MACD	MRmean	neg-pos	41	18.1	-2.7	48.8	0.0	0.0	-0.1	26.2	-27.8
pair	MRmean	MACD	neg-pos	41	18.1	-2.7	48.8	0.0	0.0	-0.1	26.2	-27.8
pair	RSI	MRmean	pos-neg	10	4.4	-2.8	50.0	0.1	0.1	-0.1	32.1	-28.9
pair	MRmean	RSI	pos-neg	10	4.4	-2.8	50.0	0.1	0.1	-0.1	32.1	-28.9
pair	MACD	LWTI	pos-neg	16	7.0	-3.1	50.0	-0.0	-0.0	-0.1	24.9	-21.5
pair	LWTI	MACD	pos-neg	16	7.0	-3.1	50.0	-0.0	-0.0	-0.1	24.9	-21.5
pair	LWTI	RSIhist	neg-neg	36	15.9	-3.2	47.2	0.1	0.1	-0.1	36.3	-42.5
pair	RSIhist	LWTI	neg-neg	36	15.9	-3.2	47.2	0.1	0.1	-0.1	36.3	-42.5
pair	RSIhist	RSI	pos-neg	54	23.8	-3.6	51.9	0.0	0.0	-0.1	27.8	-60.8
pair	RSI	RSIhist	pos-neg	54	23.8	-3.6	51.9	0.0	0.0	-0.1	27.8	-60.8
pair	MRmean	LWTI	pos-neg	15	6.6	-4.8	53.3	-0.0	-0.1	-0.1	29.8	-31.0
pair	LWTI	MRmean	pos-neg	15	6.6	-4.8	53.3	-0.0	-0.1	-0.1	29.8	-31.0
pair	RSI	MACDhist	neg-pos	14	6.2	-5.1	35.7	-0.1	-0.1	-0.2	29.3	-31.9
pair	MACDhist	RSI	neg-pos	14	6.2	-5.1	35.7	-0.1	-0.1	-0.2	29.3	-31.9
pair	RSmean	RSIhist	pos-neg	97	42.7	-5.9	49.5	-0.1	-0.1	-0.1	29.4	-61.2
pair	RSIhist	RSmean	pos-neg	97	42.7	-5.9	49.5	-0.1	-0.1	-0.1	29.4	-61.2
pair	MACDhist	RSIhist	pos-neg	32	14.1	-8.0	53.1	-0.3	-0.4	-0.2	20.7	-42.0
pair	RSIhist	MACDhist	pos-neg	32	14.1	-8.0	53.1	-0.3	-0.4	-0.2	20.7	-42.0
pair	MACDhist	MACD	neg-pos	17	7.5	-8.9	35.3	-0.2	-0.5	-0.3	26.9	-24.9
pair	MACD	MACDhist	neg-pos	17	7.5	-8.9	35.3	-0.2	-0.5	-0.3	26.9	-24.9
pair	LWTI	RSI	pos-neg	11	4.8	-9.3	63.6	-0.3	-0.7	-0.5	25.2	-18.8
pair	RSI	LWTI	pos-neg	11	4.8	-9.3	63.6	-0.3	-0.7	-0.5	25.2	-18.8
pair	SLmean	RSIhist	pos-neg	21	9.3	-10.1	52.4	-0.4	-0.6	-0.3	20.3	-34.0
pair	RSIhist	SLmean	pos-neg	21	9.3	-10.1	52.4	-0.4	-0.6	-0.3	20.3	-34.0
pair	MRmean	RSIhist	pos-neg	28	12.3	-10.3	53.6	-0.5	-0.6	-0.4	19.6	-27.3
pair	RSIhist	MRmean	pos-neg	28	12.3	-10.3	53.6	-0.5	-0.6	-0.4	19.6	-27.3
pair	MRmean	SLmean	pos-neg	14	6.2	-11.3	57.1	-0.4	-0.6	-0.9	21.8	-13.1
pair	SLmean	MRmean	pos-neg	14	6.2	-11.3	57.1	-0.4	-0.6	-0.9	21.8	-13.1

All Contingency Tables for GXC

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 55% Sharpe 0.44 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -39.5% Months 115M (51%)	CAGR -11.3% \| Win 57% Sharpe -0.44 \| Sortino -0.61 \| Calmar -0.9 Vol 22% \| MDD -13.1% Months 14M (6%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 19.0% \| Win 75% Sharpe 0.84 \| Sortino 1.05 \| Calmar 1.5 Vol 24% \| MDD -13.1% Months 12M (5%)	CAGR 4.5% \| Win 50% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 34% \| MDD -63.2% Months 86M (38%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
SLmean only	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -45.9% Months 125M (55%)	CAGR 46.7% \| Win 100% Sharpe 3.78 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 4M (2%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 3.9% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 32% \| MDD -46.7% Months 83M (37%)	CAGR 20.0% \| Win 60% Sharpe 0.65 \| Sortino 1.15 \| Calmar 0.5 Vol 39% \| MDD -40.6% Months 15M (7%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
RSmean only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 105M (46%)	CAGR 3.7% \| Win 58% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 26% \| MDD -33.1% Months 24M (11%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR -2.7% \| Win 49% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 26% \| MDD -27.8% Months 41M (18%)	CAGR 13.1% \| Win 56% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.2 Vol 37% \| MDD -58.1% Months 57M (25%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
MACD only	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 56% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 119M (52%)	CAGR -2.8% \| Win 50% Sharpe 0.05 \| Sortino 0.15 \| Calmar -0.1 Vol 32% \| MDD -28.9% Months 10M (4%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 3.8% \| Win 53% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -46.5% Months 30M (13%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.2 Vol 33% \| MDD -45.2% Months 68M (30%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
RSI only	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 52% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 18% \| MDD -36.3% Months 99M (44%)	CAGR 13.8% \| Win 67% Sharpe 0.65 \| Sortino 1.10 \| Calmar 1.0 Vol 24% \| MDD -13.6% Months 30M (13%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 9.7% \| Win 50% Sharpe 0.46 \| Sortino 0.81 \| Calmar 0.4 Vol 28% \| MDD -22.1% Months 16M (7%)	CAGR 5.5% \| Win 54% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 34% \| MDD -65.9% Months 82M (36%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 55% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.2 Vol 20% \| MDD -37.8% Months 101M (44%)	CAGR -10.3% \| Win 54% Sharpe -0.45 \| Sortino -0.58 \| Calmar -0.4 Vol 20% \| MDD -27.3% Months 28M (12%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 56.0% \| Win 69% Sharpe 1.77 \| Sortino 3.16 \| Calmar 5.5 Vol 28% \| MDD -10.2% Months 13M (6%)	CAGR 0.1% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 34% \| MDD -62.2% Months 85M (37%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 55% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -29.9% Months 114M (50%)	CAGR -4.8% \| Win 53% Sharpe -0.03 \| Sortino -0.08 \| Calmar -0.2 Vol 30% \| MDD -31.0% Months 15M (7%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 4.7% \| Win 54% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 31% \| MDD -43.1% Months 52M (23%)	CAGR 7.9% \| Win 52% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.2 Vol 35% \| MDD -42.5% Months 46M (20%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.9% \| Win 55% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 20% \| MDD -38.5% Months 123M (54%)	CAGR 46.7% \| Win 100% Sharpe 3.78 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 4M (2%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR -0.7% \| Win 49% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 32% \| MDD -49.8% Months 85M (37%)	CAGR 20.0% \| Win 60% Sharpe 0.65 \| Sortino 1.15 \| Calmar 0.5 Vol 39% \| MDD -40.6% Months 15M (7%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
RSmean only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.2 Vol 18% \| MDD -25.7% Months 99M (44%)	CAGR 22.7% \| Win 64% Sharpe 0.94 \| Sortino 2.05 \| Calmar 0.9 Vol 25% \| MDD -26.2% Months 28M (12%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR -0.0% \| Win 49% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -28.7% Months 47M (21%)	CAGR 4.1% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 38% \| MDD -64.6% Months 53M (23%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
MACD only	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 56% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.3 Vol 18% \| MDD -25.7% Months 112M (49%)	CAGR 19.7% \| Win 60% Sharpe 0.74 \| Sortino 1.58 \| Calmar 0.9 Vol 30% \| MDD -21.6% Months 15M (7%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.0 Vol 31% \| MDD -49.9% Months 37M (16%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -46.7% Months 63M (28%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
RSI only	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 51% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 18% \| MDD -30.1% Months 88M (39%)	CAGR 19.4% \| Win 69% Sharpe 0.88 \| Sortino 1.48 \| Calmar 1.2 Vol 24% \| MDD -15.9% Months 39M (17%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR 2.9% \| Win 52% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 25% \| MDD -29.1% Months 27M (12%)	CAGR 1.9% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 35% \| MDD -69.6% Months 73M (32%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.0% \| Win 57% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.5 Vol 20% \| MDD -26.2% Months 106M (47%)	CAGR -10.1% \| Win 52% Sharpe -0.42 \| Sortino -0.55 \| Calmar -0.3 Vol 20% \| MDD -34.0% Months 21M (9%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR 42.3% \| Win 50% Sharpe 1.21 \| Sortino 2.90 \| Calmar 4.5 Vol 33% \| MDD -9.4% Months 8M (4%)	CAGR -0.8% \| Win 51% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 32% \| MDD -64.6% Months 92M (40%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.5% \| Win 56% Sharpe 0.50 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -30.3% Months 104M (46%)	CAGR 9.9% \| Win 61% Sharpe 0.47 \| Sortino 1.00 \| Calmar 0.5 Vol 28% \| MDD -21.4% Months 23M (10%)	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)
SLmean neg	CAGR 2.5% \| Win 53% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 30% \| MDD -49.0% Months 62M (27%)	CAGR 1.6% \| Win 47% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.0 Vol 37% \| MDD -36.0% Months 38M (17%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.2% \| Win 52% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -38.9% Months 141M (62%)	CAGR 6.9% \| Win 54% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 33% \| MDD -52.2% Months 67M (30%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)
RSmean neg	CAGR 19.9% \| Win 60% Sharpe 1.32 \| Sortino 2.22 \| Calmar 89.9 Vol 14% \| MDD -0.2% Months 5M (2%)	CAGR 27.1% \| Win 71% Sharpe 0.80 \| Sortino 1.96 \| Calmar 0.7 Vol 40% \| MDD -38.6% Months 14M (6%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)
MACD only	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 53% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 20% \| MDD -36.6% Months 133M (59%)	CAGR 5.6% \| Win 52% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 75M (33%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)
RSmean neg	CAGR 27.3% \| Win 69% Sharpe 0.82 \| Sortino 1.64 \| Calmar 0.7 Vol 38% \| MDD -40.2% Months 16M (7%)	CAGR 14.4% \| Win 67% Sharpe 2.58 \| Sortino 0.00 \| Calmar 64.9 Vol 5% \| MDD -0.2% Months 3M (1%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)
RSI only	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 4.4% \| Win 55% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 31% \| MDD -52.2% Months 93M (41%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)
RSmean neg	-	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 13.0% \| Win 56% Sharpe 0.69 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -23.9% Months 111M (49%)	CAGR -5.9% \| Win 50% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 29% \| MDD -61.2% Months 97M (43%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)
RSmean neg	CAGR 52.4% \| Win 100% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 20.6% \| Win 62% Sharpe 0.68 \| Sortino 1.15 \| Calmar 0.5 Vol 37% \| MDD -40.6% Months 16M (7%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 53% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 21% \| MDD -38.1% Months 147M (65%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)
RSmean neg	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)	-	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.0% \| Win 52% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 18% \| MDD -37.7% Months 122M (54%)	CAGR 12.5% \| Win 54% Sharpe 0.55 \| Sortino 0.73 \| Calmar 0.9 Vol 29% \| MDD -14.0% Months 24M (11%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)
MACD neg	CAGR 25.9% \| Win 67% Sharpe 0.84 \| Sortino 1.64 \| Calmar 0.7 Vol 34% \| MDD -39.8% Months 27M (12%)	CAGR 3.1% \| Win 52% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 34% \| MDD -42.5% Months 54M (24%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)
RSI only	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.4% \| Win 54% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -34.1% Months 98M (43%)	CAGR -2.4% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 25% \| MDD -30.2% Months 48M (21%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)
MACD neg	CAGR -8.9% \| Win 35% Sharpe -0.22 \| Sortino -0.47 \| Calmar -0.4 Vol 27% \| MDD -24.9% Months 17M (8%)	CAGR 15.9% \| Win 62% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.2 Vol 36% \| MDD -65.1% Months 64M (28%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.2% \| Win 54% Sharpe 0.47 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 82M (36%)	CAGR -2.6% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 23% \| MDD -39.9% Months 64M (28%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)
MACD neg	CAGR 32.9% \| Win 66% Sharpe 1.23 \| Sortino 2.74 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 32M (14%)	CAGR -2.5% \| Win 51% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -66.2% Months 49M (22%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.5% \| Win 53% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 20% \| MDD -38.1% Months 130M (57%)	CAGR -3.1% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -21.5% Months 16M (7%)	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)
MACD neg	CAGR 13.6% \| Win 61% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.3 Vol 31% \| MDD -42.4% Months 36M (16%)	CAGR 7.5% \| Win 53% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.2 Vol 36% \| MDD -37.3% Months 45M (20%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.4% \| Win 54% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -34.1% Months 101M (44%)	CAGR 6.6% \| Win 58% Sharpe 0.36 \| Sortino 0.63 \| Calmar 0.1 Vol 29% \| MDD -43.8% Months 48M (21%)	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)
RSI neg	CAGR -5.1% \| Win 36% Sharpe -0.05 \| Sortino -0.10 \| Calmar -0.2 Vol 29% \| MDD -31.9% Months 14M (6%)	CAGR 8.5% \| Win 56% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 34% \| MDD -45.2% Months 64M (28%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.3% \| Win 57% Sharpe 0.64 \| Sortino 1.12 \| Calmar 0.4 Vol 18% \| MDD -23.9% Months 95M (42%)	CAGR -3.6% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 28% \| MDD -60.8% Months 54M (24%)	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)
RSI neg	CAGR 33.2% \| Win 58% Sharpe 1.08 \| Sortino 2.51 \| Calmar 1.6 Vol 31% \| MDD -21.0% Months 19M (8%)	CAGR -1.7% \| Win 51% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 33% \| MDD -45.2% Months 59M (26%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.3% \| Win 54% Sharpe 0.39 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -39.8% Months 138M (61%)	CAGR -9.3% \| Win 64% Sharpe -0.27 \| Sortino -0.69 \| Calmar -0.5 Vol 25% \| MDD -18.8% Months 11M (5%)	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)
RSI neg	CAGR 2.3% \| Win 57% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 28% \| MDD -25.1% Months 28M (12%)	CAGR 8.0% \| Win 50% Sharpe 0.39 \| Sortino 0.62 \| Calmar 0.2 Vol 35% \| MDD -42.5% Months 50M (22%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 7.8% \| Win 51% Sharpe 0.49 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -27.2% Months 83M (37%)	CAGR -8.0% \| Win 53% Sharpe -0.30 \| Sortino -0.41 \| Calmar -0.2 Vol 21% \| MDD -42.0% Months 32M (14%)	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)
MACDhist neg	CAGR 31.7% \| Win 74% Sharpe 1.25 \| Sortino 2.33 \| Calmar 2.0 Vol 24% \| MDD -15.9% Months 31M (14%)	CAGR -0.3% \| Win 51% Sharpe 0.16 \| Sortino 0.24 \| Calmar -0.0 Vol 34% \| MDD -68.1% Months 81M (36%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)
RSIhist only	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.4% \| Win 52% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.1 Vol 18% \| MDD -40.9% Months 109M (48%)	CAGR 18.9% \| Win 33% Sharpe 0.61 \| Sortino 1.64 \| Calmar 3.4 Vol 38% \| MDD -5.5% Months 6M (3%)	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)
MACDhist neg	CAGR 12.2% \| Win 60% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.3 Vol 30% \| MDD -48.2% Months 57M (25%)	CAGR 3.2% \| Win 55% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 55M (24%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.0% \| Win 56% Sharpe 0.79 \| Sortino 1.54 \| Calmar 0.7 Vol 17% \| MDD -17.7% Months 89M (39%)	CAGR 17.0% \| Win 60% Sharpe 0.66 \| Sortino 1.45 \| Calmar 0.9 Vol 30% \| MDD -18.6% Months 25M (11%)	CAGR 13.9% \| Win 57% Sharpe 0.73 \| Sortino 1.41 \| Calmar 0.6 Vol 21% \| MDD -23.9% Months 114M (50%)
RSIhist neg	CAGR -2.3% \| Win 53% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 28% \| MDD -61.3% Months 77M (34%)	CAGR -3.2% \| Win 47% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.1 Vol 36% \| MDD -42.5% Months 36M (16%)	CAGR -2.6% \| Win 51% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -72.2% Months 113M (50%)
LWTI only	CAGR 5.6% \| Win 55% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -47.6% Months 166M (73%)	CAGR 4.6% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 34% \| MDD -45.6% Months 61M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 55% Sharpe 0.44 \| Sortino 0.77 \| Calmar 0.2 Vol 19% \| MDD -39.5% Months 115M (51%)	CAGR -11.3% \| Win 57% Sharpe -0.44 \| Sortino -0.61 \| Calmar -0.9 Vol 22% \| MDD -13.1% Months 14M (6%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 19.0% \| Win 75% Sharpe 0.84 \| Sortino 1.05 \| Calmar 1.5 Vol 24% \| MDD -13.1% Months 12M (5%)	CAGR 4.5% \| Win 50% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 34% \| MDD -63.2% Months 86M (38%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
SLmean only	CAGR 8.0% \| Win 57% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -37.5% Months 127M (56%)	CAGR 2.1% \| Win 51% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 33% \| MDD -64.6% Months 100M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -45.9% Months 125M (55%)	CAGR 46.7% \| Win 100% Sharpe 3.78 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 4M (2%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 3.9% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 32% \| MDD -46.7% Months 83M (37%)	CAGR 20.0% \| Win 60% Sharpe 0.65 \| Sortino 1.15 \| Calmar 0.5 Vol 39% \| MDD -40.6% Months 15M (7%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
RSmean only	CAGR 3.7% \| Win 53% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 25% \| MDD -56.1% Months 208M (92%)	CAGR 25.2% \| Win 68% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.6 Vol 34% \| MDD -39.9% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 105M (46%)	CAGR 3.7% \| Win 58% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 26% \| MDD -33.1% Months 24M (11%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR -2.7% \| Win 49% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 26% \| MDD -27.8% Months 41M (18%)	CAGR 13.1% \| Win 56% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.2 Vol 37% \| MDD -58.1% Months 57M (25%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
MACD only	CAGR 2.8% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -38.9% Months 146M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.2 Vol 34% \| MDD -65.1% Months 81M (36%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 56% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 119M (52%)	CAGR -2.8% \| Win 50% Sharpe 0.05 \| Sortino 0.15 \| Calmar -0.1 Vol 32% \| MDD -28.9% Months 10M (4%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 3.8% \| Win 53% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -46.5% Months 30M (13%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.2 Vol 33% \| MDD -45.2% Months 68M (30%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
RSI only	CAGR 5.1% \| Win 55% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -39.8% Months 149M (66%)	CAGR 5.9% \| Win 53% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -45.2% Months 78M (34%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 52% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 18% \| MDD -36.3% Months 99M (44%)	CAGR 13.8% \| Win 67% Sharpe 0.65 \| Sortino 1.10 \| Calmar 1.0 Vol 24% \| MDD -13.6% Months 30M (13%)	CAGR 4.7% \| Win 55% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 20% \| MDD -44.8% Months 129M (57%)
MRmean neg	CAGR 9.7% \| Win 50% Sharpe 0.46 \| Sortino 0.81 \| Calmar 0.4 Vol 28% \| MDD -22.1% Months 16M (7%)	CAGR 5.5% \| Win 54% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 34% \| MDD -65.9% Months 82M (36%)	CAGR 6.2% \| Win 53% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -61.8% Months 98M (43%)
MACDhist only	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 20% \| MDD -43.9% Months 115M (51%)	CAGR 7.7% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 32% \| MDD -65.1% Months 112M (49%)