IEI - iShares 3-7 Year Treasury Bond ETF

Signal Pair Analysis

RSmean-RSIhist

Best Pair

26.7%

Best CAGR

Total Months

3.8%

Avg CAGR

IEI 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 IEI

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	RSmean	neg-pos	8	3.5	26.7	100.0	6.5	0.0	0.0	3.7	0.0
pair	RSmean	RSIhist	neg-pos	8	3.5	26.7	100.0	6.5	0.0	0.0	3.7	0.0
pair	RSmean	MRmean	pos-neg	4	1.7	21.3	100.0	9.8	0.0	0.0	2.0	0.0
pair	MRmean	RSmean	pos-neg	4	1.7	21.3	100.0	9.8	0.0	0.0	2.0	0.0
pair	MACDhist	RSmean	neg-pos	3	1.3	20.6	100.0	7.8	0.0	0.0	2.4	0.0
pair	RSmean	MACDhist	neg-pos	3	1.3	20.6	100.0	7.8	0.0	0.0	2.4	0.0
pair	RSI	RSmean	neg-neg	5	2.2	20.0	100.0	4.7	0.0	0.0	3.9	0.0
pair	RSmean	RSI	neg-neg	5	2.2	20.0	100.0	4.7	0.0	0.0	3.9	0.0
pair	RSmean	SLmean	pos-neg	5	2.2	19.2	100.0	8.5	0.0	0.0	2.1	0.0
pair	SLmean	RSmean	pos-neg	5	2.2	19.2	100.0	8.5	0.0	0.0	2.1	0.0
pair	LWTI	RSmean	neg-neg	4	1.7	16.9	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSmean	LWTI	neg-neg	4	1.7	16.9	100.0	3.5	0.0	0.0	4.5	0.0
pair	RSmean	MACD	neg-neg	17	7.4	15.6	94.1	3.6	0.0	17.9	4.1	-0.9
pair	MACD	RSmean	neg-neg	17	7.4	15.6	94.1	3.6	0.0	17.9	4.1	-0.9
single	RSmean	RSmean	neg-neg	22	9.6	13.8	90.9	3.2	12.4	10.6	4.1	-1.3
pair	RSmean	LWTI	neg-pos	18	7.9	13.2	88.9	3.0	11.8	10.1	4.1	-1.3
pair	LWTI	RSmean	neg-pos	18	7.9	13.2	88.9	3.0	11.8	10.1	4.1	-1.3
pair	RSmean	MACDhist	neg-neg	19	8.3	12.8	89.5	2.9	11.6	9.8	4.3	-1.3
pair	MACDhist	RSmean	neg-neg	19	8.3	12.8	89.5	2.9	11.6	9.8	4.3	-1.3
pair	SLmean	RSmean	neg-neg	17	7.4	12.3	88.2	2.6	11.1	9.5	4.5	-1.3
pair	RSmean	SLmean	neg-neg	17	7.4	12.3	88.2	2.6	11.1	9.5	4.5	-1.3
pair	RSmean	MRmean	neg-neg	18	7.9	12.2	88.9	2.7	11.1	9.4	4.4	-1.3
pair	MRmean	RSmean	neg-neg	18	7.9	12.2	88.9	2.7	11.1	9.4	4.4	-1.3
pair	RSmean	RSI	neg-pos	17	7.4	12.1	88.2	2.8	10.9	9.3	4.2	-1.3
pair	RSI	RSmean	neg-pos	17	7.4	12.1	88.2	2.8	10.9	9.3	4.2	-1.3
pair	SLmean	RSIhist	neg-pos	12	5.2	10.7	66.7	1.9	5.7	8.2	5.4	-1.3
pair	RSIhist	SLmean	neg-pos	12	5.2	10.7	66.7	1.9	5.7	8.2	5.4	-1.3
pair	MACD	LWTI	neg-pos	39	17.0	8.4	74.4	1.7	3.7	2.3	4.9	-3.7
pair	LWTI	MACD	neg-pos	39	17.0	8.4	74.4	1.7	3.7	2.3	4.9	-3.7
pair	SLmean	MACD	neg-neg	33	14.4	8.3	72.7	1.7	2.8	2.4	4.7	-3.4
pair	MACD	SLmean	neg-neg	33	14.4	8.3	72.7	1.7	2.8	2.4	4.7	-3.4
pair	MACD	RSI	neg-pos	31	13.5	8.1	74.2	1.6	4.0	2.2	5.1	-3.6
pair	RSI	MACD	neg-pos	31	13.5	8.1	74.2	1.6	4.0	2.2	5.1	-3.6
pair	RSmean	MACD	neg-pos	5	2.2	7.9	80.0	1.9	0.0	6.1	4.1	-1.3
pair	MACD	RSmean	neg-pos	5	2.2	7.9	80.0	1.9	0.0	6.1	4.1	-1.3
pair	MRmean	RSIhist	neg-pos	11	4.8	7.5	54.5	1.1	2.6	3.4	6.6	-2.2
pair	RSIhist	MRmean	neg-pos	11	4.8	7.5	54.5	1.1	2.6	3.4	6.6	-2.2
pair	RSmean	RSIhist	neg-neg	14	6.1	7.1	85.7	2.2	6.5	5.4	3.2	-1.3
pair	RSIhist	RSmean	neg-neg	14	6.1	7.1	85.7	2.2	6.5	5.4	3.2	-1.3
pair	RSIhist	MACD	neg-pos	29	12.7	6.5	62.1	1.1	2.7	1.9	6.0	-3.4
pair	MACD	RSIhist	neg-pos	29	12.7	6.5	62.1	1.1	2.7	1.9	6.0	-3.4
pair	RSI	LWTI	neg-pos	13	5.7	6.4	61.5	1.5	3.9	2.5	4.1	-2.5
pair	LWTI	RSI	neg-pos	13	5.7	6.4	61.5	1.5	3.9	2.5	4.1	-2.5
pair	MACD	MACDhist	neg-neg	45	19.7	6.0	66.7	1.1	1.9	1.0	5.3	-6.0
pair	MACDhist	MACD	neg-neg	45	19.7	6.0	66.7	1.1	1.9	1.0	5.3	-6.0
pair	MRmean	MACD	pos-neg	25	10.9	5.7	68.0	1.1	3.3	1.6	5.1	-3.5
pair	MACDhist	RSI	neg-pos	10	4.4	5.7	60.0	1.2	2.8	3.1	4.7	-1.9
pair	MACD	MRmean	pos-neg	25	10.9	5.7	68.0	1.1	3.3	1.6	5.1	-3.5
pair	RSI	MACDhist	neg-pos	10	4.4	5.7	60.0	1.2	2.8	3.1	4.7	-1.9
pair	MRmean	LWTI	neg-pos	41	17.9	5.6	70.7	1.5	3.6	1.9	3.6	-2.9
pair	LWTI	MRmean	neg-pos	41	17.9	5.6	70.7	1.5	3.6	1.9	3.6	-2.9
single	MACD	MACD	neg-neg	60	26.2	5.5	65.0	1.1	1.9	0.9	5.2	-6.0
pair	MACDhist	RSIhist	neg-pos	35	15.3	5.5	54.3	1.0	2.0	1.5	5.5	-3.8
pair	RSIhist	MACDhist	neg-pos	35	15.3	5.5	54.3	1.0	2.0	1.5	5.5	-3.8
pair	MACD	MRmean	neg-neg	35	15.3	5.4	62.9	1.0	1.6	0.9	5.3	-6.0
pair	MRmean	MACD	neg-neg	35	15.3	5.4	62.9	1.0	1.6	0.9	5.3	-6.0
pair	MACDhist	LWTI	neg-pos	89	38.9	4.8	65.2	1.2	2.3	1.2	3.9	-4.2
pair	LWTI	MACDhist	neg-pos	89	38.9	4.8	65.2	1.2	2.3	1.2	3.9	-4.2
pair	MACD	RSIhist	neg-neg	31	13.5	4.6	67.7	1.0	1.3	0.8	4.4	-6.0
pair	RSIhist	MACD	neg-neg	31	13.5	4.6	67.7	1.0	1.3	0.8	4.4	-6.0
pair	RSI	MRmean	pos-neg	6	2.6	4.4	66.7	1.0	6.6	2.1	4.5	-2.1
pair	MRmean	RSI	pos-neg	6	2.6	4.4	66.7	1.0	6.6	2.1	4.5	-2.1
pair	MACDhist	MRmean	neg-pos	6	2.6	4.4	50.0	0.9	2.0	2.4	4.9	-1.9
pair	MRmean	MACDhist	neg-pos	6	2.6	4.4	50.0	0.9	2.0	2.4	4.9	-1.9
pair	RSIhist	LWTI	pos-pos	101	44.1	4.3	56.4	1.1	1.9	1.1	4.0	-3.8
pair	LWTI	RSIhist	pos-pos	101	44.1	4.3	56.4	1.1	1.9	1.1	4.0	-3.8
pair	RSIhist	RSI	pos-pos	101	44.1	4.2	55.4	1.1	1.9	1.1	4.0	-3.8
single	LWTI	LWTI	pos-pos	185	80.8	4.2	61.6	1.1	2.0	1.0	3.7	-4.1
pair	LWTI	SLmean	pos-pos	121	52.8	4.2	59.5	1.1	1.9	1.2	3.8	-3.5
pair	SLmean	LWTI	pos-pos	121	52.8	4.2	59.5	1.1	1.9	1.2	3.8	-3.5
pair	RSI	MRmean	neg-pos	42	18.3	4.2	69.0	1.2	2.8	1.2	3.4	-3.5
pair	MACDhist	MACD	neg-pos	15	6.6	4.2	60.0	0.8	1.9	1.6	4.9	-2.7
pair	RSI	RSIhist	pos-pos	101	44.1	4.2	55.4	1.1	1.9	1.1	4.0	-3.8
pair	MACD	MACDhist	neg-pos	15	6.6	4.2	60.0	0.8	1.9	1.6	4.9	-2.7
pair	SLmean	LWTI	neg-pos	64	27.9	4.2	65.6	1.2	2.3	0.7	3.6	-5.8
pair	MRmean	RSI	neg-pos	42	18.3	4.2	69.0	1.2	2.8	1.2	3.4	-3.5
pair	LWTI	SLmean	neg-pos	64	27.9	4.2	65.6	1.2	2.3	0.7	3.6	-5.8
pair	RSIhist	LWTI	neg-pos	84	36.7	4.0	67.9	1.2	2.2	1.2	3.3	-3.3
pair	LWTI	RSI	pos-pos	172	75.1	4.0	61.6	1.1	1.9	0.9	3.7	-4.5
pair	RSI	LWTI	pos-pos	172	75.1	4.0	61.6	1.1	1.9	0.9	3.7	-4.5
pair	LWTI	RSIhist	neg-pos	84	36.7	4.0	67.9	1.2	2.2	1.2	3.3	-3.3
single	RSIhist	RSIhist	pos-pos	114	49.8	4.0	55.3	1.0	1.8	1.1	4.1	-3.8
pair	LWTI	MRmean	pos-pos	144	62.9	3.8	59.0	1.0	1.7	0.9	3.7	-4.3
pair	MRmean	LWTI	pos-pos	144	62.9	3.8	59.0	1.0	1.7	0.9	3.7	-4.3
pair	MACDhist	RSI	pos-neg	106	46.3	3.8	62.3	1.0	2.0	0.8	3.8	-5.1
pair	RSI	MACDhist	pos-neg	106	46.3	3.8	62.3	1.0	2.0	0.8	3.8	-5.1
pair	RSIhist	MRmean	pos-pos	103	45.0	3.7	55.3	1.0	1.7	1.0	3.8	-3.8
pair	MRmean	RSIhist	pos-pos	103	45.0	3.7	55.3	1.0	1.7	1.0	3.8	-3.8
pair	SLmean	MRmean	pos-pos	131	57.2	3.6	57.3	0.9	1.7	0.8	3.8	-4.3
pair	MRmean	SLmean	pos-pos	131	57.2	3.6	57.3	0.9	1.7	0.8	3.8	-4.3
pair	LWTI	MACDhist	pos-pos	96	41.9	3.6	58.3	1.0	1.7	1.1	3.5	-3.2
pair	MACDhist	LWTI	pos-pos	96	41.9	3.6	58.3	1.0	1.7	1.1	3.5	-3.2
pair	SLmean	RSI	neg-pos	63	27.5	3.5	65.1	1.0	2.0	0.6	3.5	-5.5
single	RSI	RSI	pos-pos	193	84.3	3.5	60.1	1.0	1.7	0.5	3.6	-7.0
pair	RSI	SLmean	pos-pos	130	56.8	3.5	57.7	0.9	1.6	0.9	3.7	-3.8
pair	SLmean	RSI	pos-pos	130	56.8	3.5	57.7	0.9	1.6	0.9	3.7	-3.8
pair	RSI	SLmean	neg-pos	63	27.5	3.5	65.1	1.0	2.0	0.6	3.5	-5.5
single	MRmean	MRmean	pos-pos	157	68.6	3.4	58.0	0.9	1.6	0.9	3.7	-3.9
single	MACDhist	MACDhist	pos-pos	97	42.4	3.4	57.7	1.0	1.6	0.9	3.5	-3.6
pair	MACDhist	RSIhist	pos-pos	79	34.5	3.4	55.7	1.0	1.9	1.1	3.4	-3.1
pair	MRmean	MACDhist	pos-neg	66	28.8	3.4	57.6	0.8	1.6	0.9	4.1	-3.8
pair	MACDhist	MRmean	pos-neg	66	28.8	3.4	57.6	0.8	1.6	0.9	4.1	-3.8
pair	SLmean	MACDhist	pos-pos	80	34.9	3.4	56.2	1.0	1.8	1.1	3.5	-3.1
pair	MACDhist	RSIhist	pos-neg	18	7.9	3.4	66.7	0.8	1.1	1.6	4.2	-2.2
pair	RSIhist	MACDhist	pos-neg	18	7.9	3.4	66.7	0.8	1.1	1.6	4.2	-2.2
pair	RSIhist	MACDhist	pos-pos	79	34.5	3.4	55.7	1.0	1.9	1.1	3.4	-3.1
pair	MACDhist	SLmean	pos-pos	80	34.9	3.4	56.2	1.0	1.8	1.1	3.5	-3.1
pair	MRmean	RSI	pos-pos	151	65.9	3.3	57.6	0.9	1.6	0.7	3.7	-4.7
pair	SLmean	RSIhist	pos-pos	102	44.5	3.3	53.9	0.8	1.4	0.7	3.9	-4.8
pair	RSIhist	SLmean	pos-pos	102	44.5	3.3	53.9	0.8	1.4	0.7	3.9	-4.8
pair	MRmean	SLmean	neg-neg	65	28.4	3.3	61.5	0.8	1.2	0.3	4.3	-10.1
pair	RSI	MRmean	pos-pos	151	65.9	3.3	57.6	0.9	1.6	0.7	3.7	-4.7
pair	MACDhist	MRmean	pos-pos	91	39.7	3.3	58.2	1.0	1.6	1.0	3.4	-3.2
pair	MRmean	MACDhist	pos-pos	91	39.7	3.3	58.2	1.0	1.6	1.0	3.4	-3.2
pair	SLmean	MRmean	neg-neg	65	28.4	3.3	61.5	0.8	1.2	0.3	4.3	-10.1
pair	MACD	SLmean	pos-pos	111	48.5	3.2	56.8	1.0	1.6	1.1	3.3	-3.0
pair	MACDhist	MACD	pos-pos	82	35.8	3.2	57.3	1.0	1.6	1.0	3.2	-3.2
pair	MACD	MACDhist	pos-pos	82	35.8	3.2	57.3	1.0	1.6	1.0	3.2	-3.2
pair	LWTI	RSmean	pos-pos	167	72.9	3.2	58.7	0.9	1.6	0.8	3.6	-4.1
pair	RSmean	LWTI	pos-pos	167	72.9	3.2	58.7	0.9	1.6	0.8	3.6	-4.1
pair	RSIhist	MACD	pos-pos	85	37.1	3.2	52.9	1.0	1.7	0.9	3.3	-3.5
pair	MACD	RSIhist	pos-pos	85	37.1	3.2	52.9	1.0	1.7	0.9	3.3	-3.5
pair	SLmean	MACD	pos-pos	111	48.5	3.2	56.8	1.0	1.6	1.1	3.3	-3.0
pair	MACD	LWTI	pos-pos	146	63.8	3.1	58.2	0.9	1.6	0.8	3.3	-4.1
pair	RSI	MACDhist	pos-pos	87	38.0	3.1	57.5	0.9	1.5	0.9	3.4	-3.4
pair	MACDhist	RSI	pos-pos	87	38.0	3.1	57.5	0.9	1.5	0.9	3.4	-3.4
pair	LWTI	MACD	pos-pos	146	63.8	3.1	58.2	0.9	1.6	0.8	3.3	-4.1
pair	MACDhist	SLmean	neg-neg	74	32.3	3.1	60.8	0.8	1.2	0.3	4.1	-10.7
pair	SLmean	MACDhist	neg-neg	74	32.3	3.1	60.8	0.8	1.2	0.3	4.1	-10.7
single	SLmean	SLmean	pos-pos	138	60.3	3.0	56.5	0.8	1.3	0.4	3.9	-7.8
pair	SLmean	MACDhist	neg-pos	17	7.4	3.0	64.7	0.8	1.1	0.7	3.7	-4.5
pair	MACDhist	SLmean	neg-pos	17	7.4	3.0	64.7	0.8	1.1	0.7	3.7	-4.5
pair		benchmark___benchmark_	benchmark-benchmark	229	100.0	3.0	58.5	0.8	1.2	0.2	3.9	-13.6
pair	benchmark___benchmark_		benchmark-benchmark	229	100.0	3.0	58.5	0.8	1.2	0.2	3.9	-13.6
single	SLmean	SLmean	neg-neg	91	39.7	3.0	61.5	0.8	1.2	0.3	4.0	-11.0
pair	MACD	MRmean	pos-pos	132	57.6	2.9	56.1	0.9	1.5	0.7	3.4	-3.9
pair	MRmean	MACD	pos-pos	132	57.6	2.9	56.1	0.9	1.5	0.7	3.4	-3.9
pair	MACDhist	RSmean	pos-pos	94	41.0	2.9	56.4	0.8	1.4	0.8	3.5	-3.6
pair	MACD	RSI	neg-neg	29	12.7	2.9	55.2	0.6	0.9	0.5	5.3	-6.0
pair	RSI	MACD	neg-neg	29	12.7	2.9	55.2	0.6	0.9	0.5	5.3	-6.0
pair	RSmean	MACDhist	pos-pos	94	41.0	2.9	56.4	0.8	1.4	0.8	3.5	-3.6
pair	MRmean	RSmean	pos-pos	153	66.8	2.9	56.9	0.8	1.4	0.5	3.7	-5.8
pair	RSmean	MRmean	pos-pos	153	66.8	2.9	56.9	0.8	1.4	0.5	3.7	-5.8
pair	RSIhist	RSI	neg-pos	13	5.7	2.8	53.8	0.6	1.1	0.8	5.3	-3.3
pair	RSI	RSIhist	neg-pos	13	5.7	2.8	53.8	0.6	1.1	0.8	5.3	-3.3
single	MACDhist	MACDhist	neg-neg	132	57.6	2.8	59.1	0.7	1.1	0.2	4.2	-13.0
pair	RSIhist	MRmean	pos-neg	54	23.6	2.8	63.0	0.8	1.4	0.9	3.5	-3.0
pair	MRmean	RSIhist	pos-neg	54	23.6	2.8	63.0	0.8	1.4	0.9	3.5	-3.0
pair	RSI	RSIhist	pos-neg	92	40.2	2.8	65.2	0.9	1.5	0.7	3.2	-4.1
pair	RSIhist	RSI	pos-neg	92	40.2	2.8	65.2	0.9	1.5	0.7	3.2	-4.1
pair	RSI	RSmean	pos-pos	176	76.9	2.7	57.4	0.8	1.3	0.4	3.5	-7.0
pair	RSmean	RSI	pos-pos	176	76.9	2.7	57.4	0.8	1.3	0.4	3.5	-7.0
pair	MACD	RSI	pos-pos	162	70.7	2.6	57.4	0.8	1.4	0.5	3.2	-5.6
pair	RSI	MACD	pos-pos	162	70.7	2.6	57.4	0.8	1.4	0.5	3.2	-5.6
pair	RSmean	RSIhist	pos-pos	106	46.3	2.5	51.9	0.7	1.1	0.3	3.8	-7.2
pair	RSIhist	RSmean	pos-pos	106	46.3	2.5	51.9	0.7	1.1	0.3	3.8	-7.2
pair	RSmean	SLmean	pos-pos	133	58.1	2.4	54.9	0.6	1.0	0.2	3.8	-9.9
pair	SLmean	RSmean	pos-pos	133	58.1	2.4	54.9	0.6	1.0	0.2	3.8	-9.9
pair	SLmean	MACDhist	pos-neg	58	25.3	2.4	56.9	0.6	0.9	0.4	4.4	-6.5
pair	MACDhist	SLmean	pos-neg	58	25.3	2.4	56.9	0.6	0.9	0.4	4.4	-6.5
pair	SLmean	MRmean	pos-neg	26	11.4	2.3	61.5	0.7	1.1	0.6	3.3	-3.9
pair	MRmean	SLmean	pos-neg	26	11.4	2.3	61.5	0.7	1.1	0.6	3.3	-3.9
single	MRmean	MRmean	neg-neg	72	31.4	2.3	59.7	0.5	0.8	0.2	4.4	-12.5
pair	SLmean	RSIhist	pos-neg	36	15.7	2.2	63.9	0.6	0.9	0.7	3.7	-3.2
pair	RSIhist	SLmean	pos-neg	36	15.7	2.2	63.9	0.6	0.9	0.7	3.7	-3.2
pair	MACD	SLmean	pos-neg	27	11.8	2.2	55.6	0.4	0.9	0.3	5.6	-7.6
pair	SLmean	MACD	pos-neg	27	11.8	2.2	55.6	0.4	0.9	0.3	5.6	-7.6
pair	MRmean	MACDhist	neg-neg	66	28.8	2.1	60.6	0.5	0.7	0.2	4.4	-12.5
pair	MACDhist	MRmean	neg-neg	66	28.8	2.1	60.6	0.5	0.7	0.2	4.4	-12.5
single	MACD	MACD	pos-pos	169	73.8	2.1	56.2	0.6	1.0	0.2	3.4	-10.8
single	RSIhist	RSIhist	neg-neg	115	50.2	2.0	61.7	0.6	0.8	0.1	3.7	-13.3
pair	RSI	SLmean	neg-neg	28	12.2	2.0	53.6	0.4	0.6	0.3	5.2	-7.2
pair	RSmean	MACD	pos-pos	164	71.6	2.0	55.5	0.6	0.9	0.2	3.4	-10.8
pair	MACD	RSmean	pos-pos	164	71.6	2.0	55.5	0.6	0.9	0.2	3.4	-10.8
pair	SLmean	RSI	neg-neg	28	12.2	2.0	53.6	0.4	0.6	0.3	5.2	-7.2
single	RSmean	RSmean	pos-pos	207	90.4	1.9	55.1	0.5	0.8	0.1	3.8	-15.2
pair	SLmean	RSIhist	neg-neg	79	34.5	1.9	60.8	0.5	0.7	0.2	3.7	-11.0
pair	RSIhist	SLmean	neg-neg	79	34.5	1.9	60.8	0.5	0.7	0.2	3.7	-11.0
pair	RSmean	MACD	pos-neg	43	18.8	1.8	53.5	0.4	0.7	0.2	5.2	-7.7
pair	MACD	RSmean	pos-neg	43	18.8	1.8	53.5	0.4	0.7	0.2	5.2	-7.7
pair	RSIhist	MACDhist	neg-neg	97	42.4	1.8	60.8	0.5	0.7	0.1	3.7	-13.3
pair	MACDhist	RSIhist	neg-neg	97	42.4	1.8	60.8	0.5	0.7	0.1	3.7	-13.3
pair	RSIhist	LWTI	pos-neg	13	5.7	1.7	46.2	0.3	0.8	0.8	5.1	-2.2
pair	LWTI	RSIhist	pos-neg	13	5.7	1.7	46.2	0.3	0.8	0.8	5.1	-2.2
pair	MRmean	RSIhist	neg-neg	61	26.6	1.4	60.7	0.4	0.5	0.1	3.9	-12.5
pair	RSIhist	MRmean	neg-neg	61	26.6	1.4	60.7	0.4	0.5	0.1	3.9	-12.5
pair	RSmean	RSIhist	pos-neg	101	44.1	1.3	58.4	0.4	0.5	0.1	3.8	-13.3
pair	RSIhist	RSmean	pos-neg	101	44.1	1.3	58.4	0.4	0.5	0.1	3.8	-13.3
pair	RSmean	MACDhist	pos-neg	113	49.3	1.2	54.0	0.3	0.5	0.1	4.1	-14.6
pair	MACDhist	RSmean	pos-neg	113	49.3	1.2	54.0	0.3	0.5	0.1	4.1	-14.6
pair	RSIhist	MACD	pos-neg	84	36.7	1.1	59.5	0.3	0.5	0.1	3.4	-9.3
pair	MACD	RSIhist	pos-neg	84	36.7	1.1	59.5	0.3	0.5	0.1	3.4	-9.3
pair	MACDhist	MACD	pos-neg	87	38.0	1.1	55.2	0.3	0.5	0.1	3.5	-11.2
pair	MACD	MACDhist	pos-neg	87	38.0	1.1	55.2	0.3	0.5	0.1	3.5	-11.2
pair	SLmean	RSmean	neg-pos	74	32.3	1.0	55.4	0.3	0.4	0.1	3.7	-11.1
pair	RSmean	SLmean	neg-pos	74	32.3	1.0	55.4	0.3	0.4	0.1	3.7	-11.1
single	RSI	RSI	neg-neg	36	15.7	0.5	50.0	0.1	0.2	0.1	5.3	-9.7
pair	LWTI	SLmean	neg-neg	27	11.8	0.4	51.9	0.1	0.1	0.0	5.0	-10.1
pair	LWTI	MACD	neg-neg	21	9.2	0.4	47.6	0.1	0.2	0.1	5.5	-6.0
pair	MACD	LWTI	neg-neg	21	9.2	0.4	47.6	0.1	0.2	0.1	5.5	-6.0
pair	SLmean	LWTI	neg-neg	27	11.8	0.4	51.9	0.1	0.1	0.0	5.0	-10.1
pair	MACD	SLmean	neg-pos	58	25.3	0.1	55.2	0.1	0.1	0.0	3.4	-10.5
pair	SLmean	MACD	neg-pos	58	25.3	0.1	55.2	0.1	0.1	0.0	3.4	-10.5
pair	MRmean	RSI	neg-neg	30	13.1	-0.3	46.7	-0.0	-0.0	-0.0	5.5	-9.7
pair	RSI	MRmean	neg-neg	30	13.1	-0.3	46.7	-0.0	-0.0	-0.0	5.5	-9.7
pair	RSI	LWTI	pos-neg	21	9.2	-0.6	47.6	-0.2	-0.4	-0.2	2.9	-3.4
pair	MACD	MRmean	neg-pos	37	16.2	-0.6	56.8	-0.2	-0.2	-0.1	3.3	-8.5
pair	MRmean	MACD	neg-pos	37	16.2	-0.6	56.8	-0.2	-0.2	-0.1	3.3	-8.5
pair	LWTI	RSI	pos-neg	21	9.2	-0.6	47.6	-0.2	-0.4	-0.2	2.9	-3.4
pair	RSmean	MRmean	neg-pos	54	23.6	-0.8	50.0	-0.2	-0.2	-0.1	4.1	-12.8
pair	MRmean	RSmean	neg-pos	54	23.6	-0.8	50.0	-0.2	-0.2	-0.1	4.1	-12.8
pair	RSIhist	RSI	neg-neg	23	10.0	-0.9	47.8	-0.1	-0.2	-0.1	5.4	-9.7
pair	RSI	RSIhist	neg-neg	23	10.0	-0.9	47.8	-0.1	-0.2	-0.1	5.4	-9.7
pair	MRmean	LWTI	pos-neg	13	5.7	-1.2	46.2	-0.4	-0.9	-0.6	3.1	-2.1
pair	LWTI	MRmean	pos-neg	13	5.7	-1.2	46.2	-0.4	-0.9	-0.6	3.1	-2.1
pair	LWTI	MACDhist	neg-neg	43	18.8	-1.4	46.5	-0.3	-0.4	-0.1	4.6	-12.8
pair	MACDhist	LWTI	neg-neg	43	18.8	-1.4	46.5	-0.3	-0.4	-0.1	4.6	-12.8
pair	RSI	MACDhist	neg-neg	26	11.4	-1.5	46.2	-0.2	-0.4	-0.1	5.5	-9.7
pair	MACDhist	RSI	neg-neg	26	11.4	-1.5	46.2	-0.2	-0.4	-0.1	5.5	-9.7
single	LWTI	LWTI	neg-neg	44	19.2	-1.7	45.5	-0.4	-0.5	-0.1	4.6	-12.8
pair	MRmean	LWTI	neg-neg	31	13.5	-1.9	45.2	-0.4	-0.5	-0.1	5.1	-12.5
pair	LWTI	MRmean	neg-neg	31	13.5	-1.9	45.2	-0.4	-0.5	-0.1	5.1	-12.5
pair	RSI	RSmean	pos-neg	31	13.5	-2.4	41.9	-0.5	-0.7	-0.2	5.1	-11.4
pair	RSmean	RSI	pos-neg	31	13.5	-2.4	41.9	-0.5	-0.7	-0.2	5.1	-11.4
pair	RSI	LWTI	neg-neg	23	10.0	-2.8	43.5	-0.5	-0.7	-0.3	5.8	-9.7
pair	LWTI	RSI	neg-neg	23	10.0	-2.8	43.5	-0.5	-0.7	-0.3	5.8	-9.7
pair	LWTI	RSIhist	neg-neg	31	13.5	-3.1	45.2	-0.7	-0.9	-0.2	4.4	-12.8
pair	RSIhist	LWTI	neg-neg	31	13.5	-3.1	45.2	-0.7	-0.9	-0.2	4.4	-12.8
pair	LWTI	RSmean	pos-neg	40	17.5	-3.4	40.0	-0.8	-1.1	-0.3	4.3	-12.8
pair	RSmean	LWTI	pos-neg	40	17.5	-3.4	40.0	-0.8	-1.1	-0.3	4.3	-12.8
pair	MACD	LWTI	pos-neg	23	10.0	-3.7	43.5	-1.0	-1.2	-0.4	3.5	-8.7
pair	LWTI	MACD	pos-neg	23	10.0	-3.7	43.5	-1.0	-1.2	-0.4	3.5	-8.7
pair	RSI	SLmean	pos-neg	8	3.5	-4.8	37.5	-0.8	-1.3	-0.8	5.8	-6.3
pair	SLmean	RSI	pos-neg	8	3.5	-4.8	37.5	-0.8	-1.3	-0.8	5.8	-6.3
pair	LWTI	SLmean	pos-neg	17	7.4	-5.1	35.3	-1.4	-1.8	-0.7	3.8	-7.1
pair	SLmean	LWTI	pos-neg	17	7.4	-5.1	35.3	-1.4	-1.8	-0.7	3.8	-7.1
pair	SLmean	MRmean	neg-pos	7	3.1	-7.0	42.9	-1.5	-1.6	-1.3	4.7	-5.5
pair	MRmean	SLmean	neg-pos	7	3.1	-7.0	42.9	-1.5	-1.6	-1.3	4.7	-5.5
pair	MACD	RSI	pos-neg	7	3.1	-9.0	28.6	-1.9	-2.2	-1.6	4.8	-5.6
pair	RSI	MACD	pos-neg	7	3.1	-9.0	28.6	-1.9	-2.2	-1.6	4.8	-5.6
pair	LWTI	MACDhist	pos-neg	1	0.4	-13.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.4	-13.5	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for IEI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 57% Sharpe 0.94 \| Sortino 1.67 \| Calmar 0.8 Vol 4% \| MDD -4.3% Months 131M (57%)	CAGR 2.3% \| Win 62% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.6 Vol 3% \| MDD -3.9% Months 26M (11%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -7.0% \| Win 43% Sharpe -1.53 \| Sortino -1.64 \| Calmar -1.3 Vol 5% \| MDD -5.5% Months 7M (3%)	CAGR 3.3% \| Win 62% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.3 Vol 4% \| MDD -10.1% Months 65M (28%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
SLmean only	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 57% Sharpe 0.81 \| Sortino 1.40 \| Calmar 0.5 Vol 4% \| MDD -5.8% Months 153M (67%)	CAGR 21.3% \| Win 100% Sharpe 9.77 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 4M (2%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -0.8% \| Win 50% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 4% \| MDD -12.8% Months 54M (24%)	CAGR 12.2% \| Win 89% Sharpe 2.68 \| Sortino 11.07 \| Calmar 9.4 Vol 4% \| MDD -1.3% Months 18M (8%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
RSmean only	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 56% Sharpe 0.87 \| Sortino 1.48 \| Calmar 0.7 Vol 3% \| MDD -3.9% Months 132M (58%)	CAGR 5.7% \| Win 68% Sharpe 1.11 \| Sortino 3.28 \| Calmar 1.6 Vol 5% \| MDD -3.5% Months 25M (11%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -0.6% \| Win 57% Sharpe -0.16 \| Sortino -0.18 \| Calmar -0.1 Vol 3% \| MDD -8.5% Months 37M (16%)	CAGR 5.4% \| Win 63% Sharpe 1.02 \| Sortino 1.59 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 35M (15%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
MACD only	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 58% Sharpe 0.90 \| Sortino 1.56 \| Calmar 0.7 Vol 4% \| MDD -4.7% Months 151M (66%)	CAGR 4.4% \| Win 67% Sharpe 0.97 \| Sortino 6.62 \| Calmar 2.1 Vol 4% \| MDD -2.1% Months 6M (3%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 4.2% \| Win 69% Sharpe 1.21 \| Sortino 2.79 \| Calmar 1.2 Vol 3% \| MDD -3.5% Months 42M (18%)	CAGR -0.3% \| Win 47% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 6% \| MDD -9.7% Months 30M (13%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 58% Sharpe 0.96 \| Sortino 1.57 \| Calmar 1.0 Vol 3% \| MDD -3.2% Months 91M (40%)	CAGR 3.4% \| Win 58% Sharpe 0.85 \| Sortino 1.64 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 66M (29%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 4.4% \| Win 50% Sharpe 0.90 \| Sortino 2.04 \| Calmar 2.4 Vol 5% \| MDD -1.9% Months 6M (3%)	CAGR 2.1% \| Win 61% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 66M (29%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 55% Sharpe 0.96 \| Sortino 1.70 \| Calmar 1.0 Vol 4% \| MDD -3.8% Months 103M (45%)	CAGR 2.8% \| Win 63% Sharpe 0.80 \| Sortino 1.43 \| Calmar 0.9 Vol 4% \| MDD -3.0% Months 54M (24%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 7.5% \| Win 55% Sharpe 1.14 \| Sortino 2.56 \| Calmar 3.4 Vol 7% \| MDD -2.2% Months 11M (5%)	CAGR 1.4% \| Win 61% Sharpe 0.36 \| Sortino 0.46 \| Calmar 0.1 Vol 4% \| MDD -12.5% Months 61M (27%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 59% Sharpe 1.01 \| Sortino 1.73 \| Calmar 0.9 Vol 4% \| MDD -4.3% Months 144M (63%)	CAGR -1.2% \| Win 46% Sharpe -0.39 \| Sortino -0.89 \| Calmar -0.6 Vol 3% \| MDD -2.1% Months 13M (6%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 5.6% \| Win 71% Sharpe 1.52 \| Sortino 3.64 \| Calmar 1.9 Vol 4% \| MDD -2.9% Months 41M (18%)	CAGR -1.9% \| Win 45% Sharpe -0.36 \| Sortino -0.51 \| Calmar -0.2 Vol 5% \| MDD -12.5% Months 31M (14%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.4% \| Win 55% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.2 Vol 4% \| MDD -9.9% Months 133M (58%)	CAGR 19.2% \| Win 100% Sharpe 8.46 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 5M (2%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 1.0% \| Win 55% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 4% \| MDD -11.1% Months 74M (32%)	CAGR 12.3% \| Win 88% Sharpe 2.62 \| Sortino 11.14 \| Calmar 9.5 Vol 4% \| MDD -1.3% Months 17M (7%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
RSmean only	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 57% Sharpe 0.96 \| Sortino 1.63 \| Calmar 1.1 Vol 3% \| MDD -3.0% Months 111M (48%)	CAGR 2.2% \| Win 56% Sharpe 0.41 \| Sortino 0.86 \| Calmar 0.3 Vol 6% \| MDD -7.6% Months 27M (12%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 0.1% \| Win 55% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 3% \| MDD -10.5% Months 58M (25%)	CAGR 8.3% \| Win 73% Sharpe 1.74 \| Sortino 2.75 \| Calmar 2.4 Vol 5% \| MDD -3.4% Months 33M (14%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
MACD only	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 58% Sharpe 0.94 \| Sortino 1.64 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 130M (57%)	CAGR -4.8% \| Win 38% Sharpe -0.81 \| Sortino -1.28 \| Calmar -0.8 Vol 6% \| MDD -6.3% Months 8M (4%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 3.5% \| Win 65% Sharpe 1.02 \| Sortino 1.98 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 63M (28%)	CAGR 2.0% \| Win 54% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.3 Vol 5% \| MDD -7.2% Months 28M (12%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 56% Sharpe 0.99 \| Sortino 1.76 \| Calmar 1.1 Vol 4% \| MDD -3.1% Months 80M (35%)	CAGR 2.4% \| Win 57% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.4 Vol 4% \| MDD -6.5% Months 58M (25%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 3.0% \| Win 65% Sharpe 0.81 \| Sortino 1.08 \| Calmar 0.7 Vol 4% \| MDD -4.5% Months 17M (7%)	CAGR 3.1% \| Win 61% Sharpe 0.75 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -10.7% Months 74M (32%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 54% Sharpe 0.83 \| Sortino 1.44 \| Calmar 0.7 Vol 4% \| MDD -4.8% Months 102M (44%)	CAGR 2.2% \| Win 64% Sharpe 0.61 \| Sortino 0.86 \| Calmar 0.7 Vol 4% \| MDD -3.2% Months 36M (16%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 10.7% \| Win 67% Sharpe 1.93 \| Sortino 5.71 \| Calmar 8.2 Vol 5% \| MDD -1.3% Months 12M (5%)	CAGR 1.9% \| Win 61% Sharpe 0.53 \| Sortino 0.74 \| Calmar 0.2 Vol 4% \| MDD -11.0% Months 79M (34%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.2% \| Win 60% Sharpe 1.10 \| Sortino 1.87 \| Calmar 1.2 Vol 4% \| MDD -3.5% Months 121M (53%)	CAGR -5.1% \| Win 35% Sharpe -1.36 \| Sortino -1.80 \| Calmar -0.7 Vol 4% \| MDD -7.1% Months 17M (7%)	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)
SLmean neg	CAGR 4.2% \| Win 66% Sharpe 1.17 \| Sortino 2.34 \| Calmar 0.7 Vol 4% \| MDD -5.8% Months 64M (28%)	CAGR 0.4% \| Win 52% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 5% \| MDD -10.1% Months 27M (12%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 56% Sharpe 0.60 \| Sortino 0.91 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 164M (72%)	CAGR 1.8% \| Win 54% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.2 Vol 5% \| MDD -7.7% Months 43M (19%)	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)
RSmean neg	CAGR 7.9% \| Win 80% Sharpe 1.88 \| Sortino 0.00 \| Calmar 6.1 Vol 4% \| MDD -1.3% Months 5M (2%)	CAGR 15.6% \| Win 94% Sharpe 3.58 \| Sortino 0.00 \| Calmar 17.9 Vol 4% \| MDD -0.9% Months 17M (7%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)
MACD only	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.4 Vol 4% \| MDD -7.0% Months 176M (77%)	CAGR -2.4% \| Win 42% Sharpe -0.45 \| Sortino -0.65 \| Calmar -0.2 Vol 5% \| MDD -11.4% Months 31M (14%)	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)
RSmean neg	CAGR 12.1% \| Win 88% Sharpe 2.78 \| Sortino 10.94 \| Calmar 9.3 Vol 4% \| MDD -1.3% Months 17M (7%)	CAGR 20.0% \| Win 100% Sharpe 4.73 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (2%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.9% \| Win 56% Sharpe 0.83 \| Sortino 1.39 \| Calmar 0.8 Vol 4% \| MDD -3.6% Months 94M (41%)	CAGR 1.2% \| Win 54% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 4% \| MDD -14.6% Months 113M (49%)	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)
RSmean neg	CAGR 20.6% \| Win 100% Sharpe 7.85 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (1%)	CAGR 12.8% \| Win 90% Sharpe 2.85 \| Sortino 11.56 \| Calmar 9.8 Vol 4% \| MDD -1.3% Months 19M (8%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.5% \| Win 52% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 4% \| MDD -7.2% Months 106M (46%)	CAGR 1.3% \| Win 58% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -13.3% Months 101M (44%)	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)
RSmean neg	CAGR 26.7% \| Win 100% Sharpe 6.47 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 8M (4%)	CAGR 7.1% \| Win 86% Sharpe 2.16 \| Sortino 6.55 \| Calmar 5.4 Vol 3% \| MDD -1.3% Months 14M (6%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 59% Sharpe 0.91 \| Sortino 1.56 \| Calmar 0.8 Vol 4% \| MDD -4.1% Months 167M (73%)	CAGR -3.4% \| Win 40% Sharpe -0.79 \| Sortino -1.08 \| Calmar -0.3 Vol 4% \| MDD -12.8% Months 40M (18%)	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)
RSmean neg	CAGR 13.2% \| Win 89% Sharpe 3.04 \| Sortino 11.85 \| Calmar 10.1 Vol 4% \| MDD -1.3% Months 18M (8%)	CAGR 16.9% \| Win 100% Sharpe 3.52 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.6% \| Win 57% Sharpe 0.82 \| Sortino 1.39 \| Calmar 0.5 Vol 3% \| MDD -5.6% Months 162M (71%)	CAGR -9.0% \| Win 29% Sharpe -1.92 \| Sortino -2.21 \| Calmar -1.6 Vol 5% \| MDD -5.6% Months 7M (3%)	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)
MACD neg	CAGR 8.1% \| Win 74% Sharpe 1.56 \| Sortino 4.05 \| Calmar 2.2 Vol 5% \| MDD -3.6% Months 31M (14%)	CAGR 2.9% \| Win 55% Sharpe 0.56 \| Sortino 0.89 \| Calmar 0.5 Vol 5% \| MDD -6.0% Months 29M (13%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 57% Sharpe 1.00 \| Sortino 1.62 \| Calmar 1.0 Vol 3% \| MDD -3.2% Months 82M (36%)	CAGR 1.1% \| Win 55% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 4% \| MDD -11.2% Months 87M (38%)	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)
MACD neg	CAGR 4.2% \| Win 60% Sharpe 0.85 \| Sortino 1.94 \| Calmar 1.6 Vol 5% \| MDD -2.7% Months 15M (7%)	CAGR 6.0% \| Win 67% Sharpe 1.12 \| Sortino 1.89 \| Calmar 1.0 Vol 5% \| MDD -6.0% Months 45M (20%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 53% Sharpe 0.96 \| Sortino 1.71 \| Calmar 0.9 Vol 3% \| MDD -3.5% Months 85M (37%)	CAGR 1.1% \| Win 60% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 3% \| MDD -9.3% Months 84M (37%)	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)
MACD neg	CAGR 6.5% \| Win 62% Sharpe 1.09 \| Sortino 2.73 \| Calmar 1.9 Vol 6% \| MDD -3.4% Months 29M (13%)	CAGR 4.6% \| Win 68% Sharpe 1.04 \| Sortino 1.34 \| Calmar 0.8 Vol 4% \| MDD -6.0% Months 31M (14%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.1% \| Win 58% Sharpe 0.94 \| Sortino 1.57 \| Calmar 0.7 Vol 3% \| MDD -4.1% Months 146M (64%)	CAGR -3.7% \| Win 44% Sharpe -1.03 \| Sortino -1.25 \| Calmar -0.4 Vol 4% \| MDD -8.7% Months 23M (10%)	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)
MACD neg	CAGR 8.4% \| Win 74% Sharpe 1.68 \| Sortino 3.69 \| Calmar 2.3 Vol 5% \| MDD -3.7% Months 39M (17%)	CAGR 0.4% \| Win 48% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.1 Vol 6% \| MDD -6.0% Months 21M (9%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.1% \| Win 57% Sharpe 0.92 \| Sortino 1.48 \| Calmar 0.9 Vol 3% \| MDD -3.4% Months 87M (38%)	CAGR 3.8% \| Win 62% Sharpe 1.00 \| Sortino 1.96 \| Calmar 0.8 Vol 4% \| MDD -5.1% Months 106M (46%)	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)
RSI neg	CAGR 5.7% \| Win 60% Sharpe 1.20 \| Sortino 2.77 \| Calmar 3.1 Vol 5% \| MDD -1.9% Months 10M (4%)	CAGR -1.5% \| Win 46% Sharpe -0.25 \| Sortino -0.36 \| Calmar -0.2 Vol 6% \| MDD -9.7% Months 26M (11%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.2% \| Win 55% Sharpe 1.05 \| Sortino 1.94 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 101M (44%)	CAGR 2.8% \| Win 65% Sharpe 0.87 \| Sortino 1.52 \| Calmar 0.7 Vol 3% \| MDD -4.1% Months 92M (40%)	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)
RSI neg	CAGR 2.8% \| Win 54% Sharpe 0.55 \| Sortino 1.13 \| Calmar 0.8 Vol 5% \| MDD -3.3% Months 13M (6%)	CAGR -0.9% \| Win 48% Sharpe -0.14 \| Sortino -0.18 \| Calmar -0.1 Vol 5% \| MDD -9.7% Months 23M (10%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.0% \| Win 62% Sharpe 1.09 \| Sortino 1.89 \| Calmar 0.9 Vol 4% \| MDD -4.5% Months 172M (75%)	CAGR -0.6% \| Win 48% Sharpe -0.20 \| Sortino -0.41 \| Calmar -0.2 Vol 3% \| MDD -3.4% Months 21M (9%)	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)
RSI neg	CAGR 6.4% \| Win 62% Sharpe 1.53 \| Sortino 3.88 \| Calmar 2.5 Vol 4% \| MDD -2.5% Months 13M (6%)	CAGR -2.8% \| Win 44% Sharpe -0.46 \| Sortino -0.69 \| Calmar -0.3 Vol 6% \| MDD -9.7% Months 23M (10%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.4% \| Win 56% Sharpe 1.00 \| Sortino 1.85 \| Calmar 1.1 Vol 3% \| MDD -3.1% Months 79M (34%)	CAGR 3.4% \| Win 67% Sharpe 0.82 \| Sortino 1.11 \| Calmar 1.5 Vol 4% \| MDD -2.2% Months 18M (8%)	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)
MACDhist neg	CAGR 5.5% \| Win 54% Sharpe 1.00 \| Sortino 1.98 \| Calmar 1.5 Vol 6% \| MDD -3.8% Months 35M (15%)	CAGR 1.8% \| Win 61% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.1 Vol 4% \| MDD -13.3% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)
RSIhist only	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.6% \| Win 58% Sharpe 1.02 \| Sortino 1.72 \| Calmar 1.1 Vol 4% \| MDD -3.2% Months 96M (42%)	CAGR -13.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)
MACDhist neg	CAGR 4.8% \| Win 65% Sharpe 1.22 \| Sortino 2.31 \| Calmar 1.2 Vol 4% \| MDD -4.2% Months 89M (39%)	CAGR -1.4% \| Win 46% Sharpe -0.29 \| Sortino -0.42 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 43M (19%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.3% \| Win 56% Sharpe 1.08 \| Sortino 1.95 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 101M (44%)	CAGR 1.7% \| Win 46% Sharpe 0.35 \| Sortino 0.81 \| Calmar 0.7 Vol 5% \| MDD -2.2% Months 13M (6%)	CAGR 4.0% \| Win 55% Sharpe 0.98 \| Sortino 1.81 \| Calmar 1.1 Vol 4% \| MDD -3.8% Months 114M (50%)
RSIhist neg	CAGR 4.0% \| Win 68% Sharpe 1.20 \| Sortino 2.16 \| Calmar 1.2 Vol 3% \| MDD -3.3% Months 84M (37%)	CAGR -3.1% \| Win 45% Sharpe -0.71 \| Sortino -0.88 \| Calmar -0.2 Vol 4% \| MDD -12.8% Months 31M (14%)	CAGR 2.0% \| Win 62% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.2 Vol 4% \| MDD -13.3% Months 115M (50%)
LWTI only	CAGR 4.2% \| Win 62% Sharpe 1.12 \| Sortino 2.00 \| Calmar 1.0 Vol 4% \| MDD -4.1% Months 185M (81%)	CAGR -1.7% \| Win 46% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.1 Vol 5% \| MDD -12.8% Months 44M (19%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 57% Sharpe 0.94 \| Sortino 1.67 \| Calmar 0.8 Vol 4% \| MDD -4.3% Months 131M (57%)	CAGR 2.3% \| Win 62% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.6 Vol 3% \| MDD -3.9% Months 26M (11%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -7.0% \| Win 43% Sharpe -1.53 \| Sortino -1.64 \| Calmar -1.3 Vol 5% \| MDD -5.5% Months 7M (3%)	CAGR 3.3% \| Win 62% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.3 Vol 4% \| MDD -10.1% Months 65M (28%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
SLmean only	CAGR 3.0% \| Win 56% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 138M (60%)	CAGR 3.0% \| Win 62% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.3 Vol 4% \| MDD -11.0% Months 91M (40%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 57% Sharpe 0.81 \| Sortino 1.40 \| Calmar 0.5 Vol 4% \| MDD -5.8% Months 153M (67%)	CAGR 21.3% \| Win 100% Sharpe 9.77 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 4M (2%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -0.8% \| Win 50% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.1 Vol 4% \| MDD -12.8% Months 54M (24%)	CAGR 12.2% \| Win 89% Sharpe 2.68 \| Sortino 11.07 \| Calmar 9.4 Vol 4% \| MDD -1.3% Months 18M (8%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
RSmean only	CAGR 1.9% \| Win 55% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.1 Vol 4% \| MDD -15.2% Months 207M (90%)	CAGR 13.8% \| Win 91% Sharpe 3.20 \| Sortino 12.42 \| Calmar 10.6 Vol 4% \| MDD -1.3% Months 22M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 56% Sharpe 0.87 \| Sortino 1.48 \| Calmar 0.7 Vol 3% \| MDD -3.9% Months 132M (58%)	CAGR 5.7% \| Win 68% Sharpe 1.11 \| Sortino 3.28 \| Calmar 1.6 Vol 5% \| MDD -3.5% Months 25M (11%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR -0.6% \| Win 57% Sharpe -0.16 \| Sortino -0.18 \| Calmar -0.1 Vol 3% \| MDD -8.5% Months 37M (16%)	CAGR 5.4% \| Win 63% Sharpe 1.02 \| Sortino 1.59 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 35M (15%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
MACD only	CAGR 2.1% \| Win 56% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.2 Vol 3% \| MDD -10.8% Months 169M (74%)	CAGR 5.5% \| Win 65% Sharpe 1.07 \| Sortino 1.93 \| Calmar 0.9 Vol 5% \| MDD -6.0% Months 60M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 58% Sharpe 0.90 \| Sortino 1.56 \| Calmar 0.7 Vol 4% \| MDD -4.7% Months 151M (66%)	CAGR 4.4% \| Win 67% Sharpe 0.97 \| Sortino 6.62 \| Calmar 2.1 Vol 4% \| MDD -2.1% Months 6M (3%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 4.2% \| Win 69% Sharpe 1.21 \| Sortino 2.79 \| Calmar 1.2 Vol 3% \| MDD -3.5% Months 42M (18%)	CAGR -0.3% \| Win 47% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 6% \| MDD -9.7% Months 30M (13%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.97 \| Sortino 1.73 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 193M (84%)	CAGR 0.5% \| Win 50% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 5% \| MDD -9.7% Months 36M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 58% Sharpe 0.96 \| Sortino 1.57 \| Calmar 1.0 Vol 3% \| MDD -3.2% Months 91M (40%)	CAGR 3.4% \| Win 58% Sharpe 0.85 \| Sortino 1.64 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 66M (29%)	CAGR 3.4% \| Win 58% Sharpe 0.91 \| Sortino 1.59 \| Calmar 0.9 Vol 4% \| MDD -3.9% Months 157M (69%)
MRmean neg	CAGR 4.4% \| Win 50% Sharpe 0.90 \| Sortino 2.04 \| Calmar 2.4 Vol 5% \| MDD -1.9% Months 6M (3%)	CAGR 2.1% \| Win 61% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 66M (29%)	CAGR 2.3% \| Win 60% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 4% \| MDD -12.5% Months 72M (31%)
MACDhist only	CAGR 3.4% \| Win 58% Sharpe 0.96 \| Sortino 1.63 \| Calmar 0.9 Vol 4% \| MDD -3.6% Months 97M (42%)	CAGR 2.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.2 Vol 4% \| MDD -13.0% Months 132M (58%)