IEZ - iShares U.S. Oil Equipment & Services ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

136.1%

Best CAGR

Total Months

4.6%

Avg CAGR

IEZ 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 IEZ

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSmean	neg-pos	7	3.0	136.1	85.7	3.5	0.0	30.8	26.5	-4.4
pair	RSmean	MACDhist	neg-pos	7	3.0	136.1	85.7	3.5	0.0	30.8	26.5	-4.4
pair	MRmean	SLmean	neg-pos	8	3.4	99.7	87.5	3.2	0.0	30.2	23.1	-3.3
pair	SLmean	MRmean	neg-pos	8	3.4	99.7	87.5	3.2	0.0	30.2	23.1	-3.3
pair	MRmean	RSIhist	neg-pos	13	5.5	87.5	84.6	2.0	1.4	4.2	34.2	-20.6
pair	RSIhist	MRmean	neg-pos	13	5.5	87.5	84.6	2.0	1.4	4.2	34.2	-20.6
pair	RSIhist	RSmean	neg-pos	10	4.2	80.9	80.0	2.4	6.1	9.3	26.2	-8.7
pair	RSmean	RSIhist	neg-pos	10	4.2	80.9	80.0	2.4	6.1	9.3	26.2	-8.7
pair	MACDhist	MRmean	neg-pos	19	8.0	79.2	63.2	1.5	5.0	7.0	46.6	-11.3
pair	MRmean	MACDhist	neg-pos	19	8.0	79.2	63.2	1.5	5.0	7.0	46.6	-11.3
pair	LWTI	RSmean	neg-neg	4	1.7	53.5	75.0	1.8	0.0	12.1	25.0	-4.4
pair	RSmean	LWTI	neg-neg	4	1.7	53.5	75.0	1.8	0.0	12.1	25.0	-4.4
pair	RSmean	MACD	neg-neg	20	8.4	47.4	65.0	1.8	5.9	4.0	23.6	-12.0
pair	MACD	RSmean	neg-neg	20	8.4	47.4	65.0	1.8	5.9	4.0	23.6	-12.0
pair	RSI	RSmean	neg-neg	15	6.3	46.5	60.0	1.6	5.7	3.9	25.3	-12.0
pair	RSmean	RSI	neg-neg	15	6.3	46.5	60.0	1.6	5.7	3.9	25.3	-12.0
pair	SLmean	RSIhist	neg-pos	12	5.1	41.1	66.7	1.1	1.3	1.4	38.1	-30.2
pair	RSIhist	SLmean	neg-pos	12	5.1	41.1	66.7	1.1	1.3	1.4	38.1	-30.2
pair	MACDhist	LWTI	pos-neg	13	5.5	40.0	69.2	1.2	1.9	2.8	31.8	-14.1
pair	LWTI	MACDhist	pos-neg	13	5.5	40.0	69.2	1.2	1.9	2.8	31.8	-14.1
pair	RSmean	MRmean	neg-neg	17	7.2	35.9	58.8	1.4	4.6	3.0	24.0	-12.0
pair	MRmean	RSmean	neg-neg	17	7.2	35.9	58.8	1.4	4.6	3.0	24.0	-12.0
pair	SLmean	RSIhist	pos-neg	10	4.2	34.5	70.0	1.2	2.0	2.7	26.5	-13.0
pair	RSIhist	SLmean	pos-neg	10	4.2	34.5	70.0	1.2	2.0	2.7	26.5	-13.0
pair	MACDhist	RSI	neg-pos	39	16.5	34.2	61.5	0.9	2.2	0.8	40.7	-40.3
pair	RSI	MACDhist	neg-pos	39	16.5	34.2	61.5	0.9	2.2	0.8	40.7	-40.3
pair	RSmean	SLmean	pos-neg	7	3.0	33.7	71.4	1.3	3.1	3.9	25.4	-8.7
pair	SLmean	RSmean	pos-neg	7	3.0	33.7	71.4	1.3	3.1	3.9	25.4	-8.7
single	RSmean	RSmean	neg-neg	23	9.7	33.6	60.9	1.3	3.7	2.5	24.3	-13.2
pair	SLmean	RSmean	neg-neg	16	6.8	33.5	56.2	1.3	4.4	2.8	24.7	-12.0
pair	RSmean	SLmean	neg-neg	16	6.8	33.5	56.2	1.3	4.4	2.8	24.7	-12.0
pair	RSmean	LWTI	neg-pos	19	8.0	29.7	57.9	1.2	3.2	2.2	24.8	-13.2
pair	LWTI	RSmean	neg-pos	19	8.0	29.7	57.9	1.2	3.2	2.2	24.8	-13.2
pair	MRmean	RSmean	pos-neg	6	2.5	27.2	66.7	1.0	2.6	3.1	27.6	-8.7
pair	RSmean	MRmean	pos-neg	6	2.5	27.2	66.7	1.0	2.6	3.1	27.6	-8.7
pair	MACD	RSI	neg-pos	35	14.8	19.8	68.6	0.8	1.1	1.0	26.0	-20.4
pair	RSI	MACD	neg-pos	35	14.8	19.8	68.6	0.8	1.1	1.0	26.0	-20.4
pair	MACDhist	SLmean	neg-pos	30	12.7	16.9	53.3	0.6	1.2	0.6	43.7	-27.4
pair	SLmean	MACDhist	neg-pos	30	12.7	16.9	53.3	0.6	1.2	0.6	43.7	-27.4
pair	SLmean	LWTI	pos-neg	33	13.9	15.7	60.6	0.6	1.1	0.5	29.9	-31.5
pair	LWTI	SLmean	pos-neg	33	13.9	15.7	60.6	0.6	1.1	0.5	29.9	-31.5
pair	MRmean	LWTI	neg-pos	52	21.9	14.9	51.9	0.5	0.9	0.3	43.7	-50.6
pair	LWTI	MRmean	neg-pos	52	21.9	14.9	51.9	0.5	0.9	0.3	43.7	-50.6
pair	RSIhist	MACDhist	pos-pos	81	34.2	12.3	63.0	0.5	0.8	0.3	30.7	-41.4
pair	RSmean	RSI	neg-pos	8	3.4	12.3	62.5	0.6	1.9	0.9	23.1	-13.2
pair	MACDhist	RSIhist	pos-pos	81	34.2	12.3	63.0	0.5	0.8	0.3	30.7	-41.4
pair	RSI	RSmean	neg-pos	8	3.4	12.3	62.5	0.6	1.9	0.9	23.1	-13.2
pair	MACD	MRmean	neg-neg	80	33.8	10.8	60.0	0.5	0.6	0.1	45.3	-74.3
pair	MRmean	MACD	neg-neg	80	33.8	10.8	60.0	0.5	0.6	0.1	45.3	-74.3
pair	MACDhist	MACD	neg-pos	54	22.8	10.3	59.3	0.5	0.8	0.2	32.0	-45.7
pair	MACD	MACDhist	neg-pos	54	22.8	10.3	59.3	0.5	0.8	0.2	32.0	-45.7
pair	MACD	SLmean	pos-neg	67	28.3	9.6	62.7	0.5	0.7	0.2	30.0	-48.7
pair	SLmean	MACD	pos-neg	67	28.3	9.6	62.7	0.5	0.7	0.2	30.0	-48.7
pair	RSIhist	MACD	neg-pos	75	31.6	9.5	61.3	0.5	0.7	0.1	31.0	-61.3
pair	MACD	RSIhist	neg-pos	75	31.6	9.5	61.3	0.5	0.7	0.1	31.0	-61.3
single	MACDhist	MACDhist	pos-pos	107	45.1	9.5	59.8	0.4	0.7	0.2	34.1	-54.2
pair	LWTI	MACD	neg-pos	72	30.4	9.3	58.3	0.4	0.7	0.2	31.6	-55.7
pair	MACD	LWTI	neg-pos	72	30.4	9.3	58.3	0.4	0.7	0.2	31.6	-55.7
pair	MACDhist	MACD	pos-pos	53	22.4	8.6	60.4	0.4	0.7	0.2	36.5	-44.5
pair	MACD	MACDhist	pos-pos	53	22.4	8.6	60.4	0.4	0.7	0.2	36.5	-44.5
pair	SLmean	RSI	pos-neg	38	16.0	7.3	60.5	0.4	0.7	0.2	32.5	-45.7
pair	RSI	SLmean	pos-neg	38	16.0	7.3	60.5	0.4	0.7	0.2	32.5	-45.7
pair	RSIhist	LWTI	pos-pos	88	37.1	6.7	61.4	0.4	0.6	0.2	29.9	-39.5
pair	LWTI	RSIhist	pos-pos	88	37.1	6.7	61.4	0.4	0.6	0.2	29.9	-39.5
pair	SLmean	MACDhist	pos-pos	77	32.5	6.7	62.3	0.4	0.6	0.2	29.9	-42.6
pair	MACDhist	SLmean	pos-pos	77	32.5	6.7	62.3	0.4	0.6	0.2	29.9	-42.6
pair	RSI	RSIhist	neg-pos	45	19.0	6.2	57.8	0.3	0.6	0.1	34.3	-57.4
pair	RSIhist	RSI	neg-pos	45	19.0	6.2	57.8	0.3	0.6	0.1	34.3	-57.4
single	MACD	MACD	neg-neg	147	62.0	6.1	59.9	0.4	0.5	0.1	38.6	-87.7
pair	MRmean	RSI	neg-neg	94	39.7	5.8	57.4	0.4	0.5	0.1	48.5	-74.3
pair	LWTI	MACDhist	pos-pos	94	39.7	5.8	58.5	0.3	0.6	0.1	34.5	-59.3
pair	RSI	MRmean	neg-neg	94	39.7	5.8	57.4	0.4	0.5	0.1	48.5	-74.3
pair	MACDhist	LWTI	pos-pos	94	39.7	5.8	58.5	0.3	0.6	0.1	34.5	-59.3
pair	RSmean	RSIhist	neg-neg	13	5.5	5.8	46.2	0.4	1.0	0.5	21.2	-12.0
pair	RSIhist	RSmean	neg-neg	13	5.5	5.8	46.2	0.4	1.0	0.5	21.2	-12.0
single	RSIhist	RSIhist	pos-pos	122	51.5	5.5	59.8	0.3	0.5	0.1	30.1	-61.3
single	MRmean	MRmean	neg-neg	110	46.4	5.3	57.3	0.4	0.5	0.1	46.1	-75.1
pair	RSIhist	RSI	pos-pos	77	32.5	5.0	61.0	0.3	0.5	0.1	27.6	-40.5
pair	RSI	RSIhist	pos-pos	77	32.5	5.0	61.0	0.3	0.5	0.1	27.6	-40.5
single	SLmean	SLmean	pos-pos	120	50.6	4.5	60.0	0.3	0.5	0.1	28.9	-55.4
pair	MACDhist	RSmean	neg-neg	16	6.8	4.1	50.0	0.3	0.6	0.3	19.7	-13.2
pair	RSmean	MACDhist	neg-neg	16	6.8	4.1	50.0	0.3	0.6	0.3	19.7	-13.2
pair	MACDhist	RSmean	pos-pos	100	42.2	3.7	58.0	0.3	0.5	0.1	34.2	-61.5
pair	RSmean	MACDhist	pos-pos	100	42.2	3.7	58.0	0.3	0.5	0.1	34.2	-61.5
pair	MACDhist	MACD	neg-neg	93	39.2	3.7	60.2	0.3	0.4	0.0	42.2	-81.5
pair	MACD	MACDhist	neg-neg	93	39.2	3.7	60.2	0.3	0.4	0.0	42.2	-81.5
pair	RSI	LWTI	neg-pos	53	22.4	3.5	50.9	0.3	0.5	0.1	44.2	-62.2
pair	LWTI	RSI	neg-pos	53	22.4	3.5	50.9	0.3	0.5	0.1	44.2	-62.2
pair	SLmean	RSI	pos-pos	82	34.6	3.3	59.8	0.3	0.4	0.1	27.2	-44.5
pair	RSI	SLmean	pos-pos	82	34.6	3.3	59.8	0.3	0.4	0.1	27.2	-44.5
pair	SLmean	MACD	neg-neg	80	33.8	3.2	57.5	0.3	0.4	0.0	44.8	-77.3
pair	MACD	SLmean	neg-neg	80	33.8	3.2	57.5	0.3	0.4	0.0	44.8	-77.3
pair	LWTI	MACD	neg-neg	75	31.6	3.1	61.3	0.3	0.4	0.0	44.6	-80.9
pair	MACD	LWTI	neg-neg	75	31.6	3.1	61.3	0.3	0.4	0.0	44.6	-80.9
pair	SLmean	RSmean	pos-pos	113	47.7	3.0	59.3	0.2	0.4	0.1	29.1	-60.5
pair	RSmean	SLmean	pos-pos	113	47.7	3.0	59.3	0.2	0.4	0.1	29.1	-60.5
pair	RSIhist	MACD	neg-neg	72	30.4	2.7	58.3	0.3	0.4	0.0	45.5	-79.1
pair	MACD	RSIhist	neg-neg	72	30.4	2.7	58.3	0.3	0.4	0.0	45.5	-79.1
pair	RSIhist	LWTI	pos-neg	34	14.3	2.3	55.9	0.2	0.3	0.1	30.9	-44.1
pair	LWTI	RSIhist	pos-neg	34	14.3	2.3	55.9	0.2	0.3	0.1	30.9	-44.1
pair	SLmean	RSIhist	pos-pos	110	46.4	2.2	59.1	0.2	0.3	0.0	29.1	-49.6
pair	RSIhist	SLmean	pos-pos	110	46.4	2.2	59.1	0.2	0.3	0.0	29.1	-49.6
pair	MACD	RSI	neg-neg	112	47.3	2.1	57.1	0.3	0.4	0.0	41.9	-87.0
pair	RSI	MACD	neg-neg	112	47.3	2.1	57.1	0.3	0.4	0.0	41.9	-87.0
pair	MRmean	RSI	neg-pos	16	6.8	2.1	56.2	0.2	0.5	0.1	28.6	-21.6
pair	RSI	MRmean	neg-pos	16	6.8	2.1	56.2	0.2	0.5	0.1	28.6	-21.6
single	RSI	RSI	neg-neg	130	54.9	1.5	56.2	0.3	0.4	0.0	44.4	-88.3
pair	MACDhist	RSIhist	pos-neg	26	11.0	1.2	50.0	0.2	0.5	0.0	43.8	-38.9
pair	RSIhist	MACDhist	pos-neg	26	11.0	1.2	50.0	0.2	0.5	0.0	43.8	-38.9
pair	SLmean	MACDhist	pos-neg	43	18.1	0.8	55.8	0.2	0.3	0.0	27.3	-45.3
pair	MACDhist	SLmean	pos-neg	43	18.1	0.8	55.8	0.2	0.3	0.0	27.3	-45.3
pair	RSmean	MACD	pos-neg	127	53.6	0.7	59.1	0.2	0.3	0.0	40.4	-89.7
pair	MRmean	MACD	pos-neg	67	28.3	0.7	59.7	0.2	0.3	0.0	28.8	-59.3
pair	MACD	MRmean	pos-neg	67	28.3	0.7	59.7	0.2	0.3	0.0	28.8	-59.3
pair	MACD	RSmean	pos-neg	127	53.6	0.7	59.1	0.2	0.3	0.0	40.4	-89.7
pair	LWTI	SLmean	pos-pos	87	36.7	0.6	59.8	0.2	0.2	0.0	28.6	-54.3
pair	SLmean	LWTI	pos-pos	87	36.7	0.6	59.8	0.2	0.2	0.0	28.6	-54.3
pair	MRmean	RSmean	neg-pos	93	39.2	0.5	57.0	0.3	0.4	0.0	49.1	-78.7
pair	RSmean	RSIhist	pos-pos	112	47.3	0.5	58.0	0.2	0.2	0.0	30.1	-63.5
pair	RSIhist	RSmean	pos-pos	112	47.3	0.5	58.0	0.2	0.2	0.0	30.1	-63.5
pair	RSmean	MRmean	neg-pos	93	39.2	0.5	57.0	0.3	0.4	0.0	49.1	-78.7
pair	RSI	LWTI	neg-neg	77	32.5	0.1	59.7	0.2	0.3	0.0	44.8	-80.9
pair	SLmean	MRmean	neg-neg	102	43.0	0.1	54.9	0.3	0.3	0.0	47.2	-79.6
pair	MRmean	SLmean	neg-neg	102	43.0	0.1	54.9	0.3	0.3	0.0	47.2	-79.6
pair	LWTI	RSI	neg-neg	77	32.5	0.1	59.7	0.2	0.3	0.0	44.8	-80.9
pair	MRmean	SLmean	pos-pos	112	47.3	-0.2	58.0	0.1	0.2	-0.0	28.9	-62.7
pair	SLmean	MRmean	pos-pos	112	47.3	-0.2	58.0	0.1	0.2	-0.0	28.9	-62.7
pair	MACD	RSIhist	pos-pos	47	19.8	-0.6	57.4	0.1	0.2	-0.0	28.7	-37.5
pair	RSIhist	MACD	pos-pos	47	19.8	-0.6	57.4	0.1	0.2	-0.0	28.7	-37.5
single	LWTI	LWTI	pos-pos	152	64.1	-0.8	55.3	0.1	0.2	-0.0	35.1	-78.1
pair	RSI	SLmean	neg-neg	92	38.8	-0.8	54.3	0.2	0.3	-0.0	48.6	-79.5
pair	SLmean	RSI	neg-neg	92	38.8	-0.8	54.3	0.2	0.3	-0.0	48.6	-79.5
pair	RSIhist	RSI	neg-neg	85	35.9	-0.9	55.3	0.2	0.3	-0.0	49.1	-81.1
pair	RSI	RSIhist	neg-neg	85	35.9	-0.9	55.3	0.2	0.3	-0.0	49.1	-81.1
pair		benchmark___benchmark_	benchmark-benchmark	237	100.0	-1.4	56.5	0.2	0.2	-0.0	38.1	-91.3
pair	benchmark___benchmark_		benchmark-benchmark	237	100.0	-1.4	56.5	0.2	0.2	-0.0	38.1	-91.3
pair	MACD	SLmean	pos-pos	53	22.4	-1.5	56.6	0.1	0.1	-0.0	27.6	-42.2
pair	SLmean	MACD	pos-pos	53	22.4	-1.5	56.6	0.1	0.1	-0.0	27.6	-42.2
pair	MRmean	RSIhist	pos-pos	109	46.0	-1.5	56.9	0.1	0.1	-0.0	29.0	-62.6
pair	RSIhist	MRmean	pos-pos	109	46.0	-1.5	56.9	0.1	0.1	-0.0	29.0	-62.6
pair	MACDhist	MRmean	pos-pos	88	37.1	-1.6	59.1	0.1	0.1	-0.0	30.1	-56.2
pair	MRmean	MACDhist	pos-pos	88	37.1	-1.6	59.1	0.1	0.1	-0.0	30.1	-56.2
pair	LWTI	MRmean	pos-neg	27	11.4	-1.9	51.9	0.1	0.1	-0.1	29.6	-41.1
pair	MRmean	LWTI	pos-neg	27	11.4	-1.9	51.9	0.1	0.1	-0.1	29.6	-41.1
pair	RSI	MACD	pos-neg	18	7.6	-2.3	50.0	0.2	0.4	-0.1	59.0	-23.6
pair	MACD	RSI	pos-neg	18	7.6	-2.3	50.0	0.2	0.4	-0.1	59.0	-23.6
single	LWTI	LWTI	neg-neg	85	35.9	-2.4	58.8	0.2	0.2	-0.0	43.2	-80.9
pair	RSIhist	MRmean	neg-neg	97	40.9	-2.5	53.6	0.2	0.3	-0.0	47.2	-83.0
pair	MRmean	RSIhist	neg-neg	97	40.9	-2.5	53.6	0.2	0.3	-0.0	47.2	-83.0
pair	RSI	MACDhist	pos-pos	68	28.7	-2.6	58.8	0.1	0.1	-0.1	29.4	-55.1
pair	MRmean	LWTI	neg-neg	58	24.5	-2.6	62.1	0.2	0.2	-0.0	48.4	-70.5
pair	LWTI	MRmean	neg-neg	58	24.5	-2.6	62.1	0.2	0.2	-0.0	48.4	-70.5
pair	SLmean	LWTI	neg-pos	65	27.4	-2.6	49.2	0.1	0.2	-0.0	42.5	-73.0
pair	LWTI	SLmean	neg-pos	65	27.4	-2.6	49.2	0.1	0.2	-0.0	42.5	-73.0
pair	MACDhist	RSI	pos-pos	68	28.7	-2.6	58.8	0.1	0.1	-0.1	29.4	-55.1
pair	RSI	LWTI	pos-pos	99	41.8	-3.0	57.6	0.1	0.1	-0.1	29.3	-64.2
pair	LWTI	RSI	pos-pos	99	41.8	-3.0	57.6	0.1	0.1	-0.1	29.3	-64.2
pair	RSI	RSmean	pos-neg	115	48.5	-3.3	55.7	0.2	0.2	-0.0	46.3	-90.1
pair	RSmean	RSI	pos-neg	115	48.5	-3.3	55.7	0.2	0.2	-0.0	46.3	-90.1
single	RSmean	RSmean	pos-pos	214	90.3	-4.5	56.1	0.1	0.1	-0.1	39.2	-93.9
pair	LWTI	RSmean	pos-pos	133	56.1	-4.5	54.9	0.1	0.1	-0.1	36.3	-84.5
pair	RSmean	LWTI	pos-pos	133	56.1	-4.5	54.9	0.1	0.1	-0.1	36.3	-84.5
pair	LWTI	RSmean	pos-neg	81	34.2	-4.6	58.0	0.1	0.2	-0.1	43.9	-81.2
pair	RSmean	LWTI	pos-neg	81	34.2	-4.6	58.0	0.1	0.2	-0.1	43.9	-81.2
single	RSI	RSI	pos-pos	107	45.1	-4.7	57.0	-0.0	-0.0	-0.1	28.7	-72.5
pair	LWTI	RSIhist	neg-neg	51	21.5	-5.4	60.8	0.2	0.2	-0.1	50.0	-74.3
pair	RSIhist	LWTI	neg-neg	51	21.5	-5.4	60.8	0.2	0.2	-0.1	50.0	-74.3
pair	MRmean	MACDhist	neg-neg	91	38.4	-5.8	56.0	0.1	0.1	-0.1	45.6	-75.0
pair	MACDhist	MRmean	neg-neg	91	38.4	-5.8	56.0	0.1	0.1	-0.1	45.6	-75.0
pair	RSI	MRmean	pos-pos	91	38.4	-5.9	57.1	-0.1	-0.1	-0.1	28.9	-67.2
pair	MRmean	RSI	pos-pos	91	38.4	-5.9	57.1	-0.1	-0.1	-0.1	28.9	-67.2
pair	RSI	RSmean	pos-pos	99	41.8	-6.0	56.6	-0.1	-0.1	-0.1	29.2	-73.1
pair	RSmean	RSI	pos-pos	99	41.8	-6.0	56.6	-0.1	-0.1	-0.1	29.2	-73.1
pair	MACDhist	RSIhist	neg-pos	41	17.3	-6.7	53.7	-0.1	-0.1	-0.1	28.8	-53.6
pair	RSIhist	MACDhist	neg-pos	41	17.3	-6.7	53.7	-0.1	-0.1	-0.1	28.8	-53.6
single	MRmean	MRmean	pos-pos	127	53.6	-6.8	55.9	-0.1	-0.1	-0.1	29.5	-75.7
single	SLmean	SLmean	neg-neg	117	49.4	-7.1	53.0	0.1	0.1	-0.1	45.8	-88.6
pair	LWTI	MRmean	pos-pos	100	42.2	-8.0	57.0	-0.1	-0.2	-0.1	29.6	-72.0
pair	MRmean	LWTI	pos-pos	100	42.2	-8.0	57.0	-0.1	-0.2	-0.1	29.6	-72.0
pair	MRmean	MACD	neg-pos	30	12.7	-8.1	50.0	0.1	0.1	-0.3	48.6	-30.2
pair	MACD	MRmean	neg-pos	30	12.7	-8.1	50.0	0.1	0.1	-0.3	48.6	-30.2
single	RSIhist	RSIhist	neg-neg	115	48.5	-8.1	53.0	0.1	0.1	-0.1	45.2	-88.3
pair	RSmean	MRmean	pos-pos	121	51.1	-8.2	55.4	-0.1	-0.2	-0.1	29.6	-78.5
pair	MRmean	RSmean	pos-pos	121	51.1	-8.2	55.4	-0.1	-0.2	-0.1	29.6	-78.5
pair	RSI	MACDhist	pos-neg	39	16.5	-8.3	53.8	-0.2	-0.2	-0.1	27.8	-55.6
pair	MACDhist	RSI	pos-neg	39	16.5	-8.3	53.8	-0.2	-0.2	-0.1	27.8	-55.6
pair	LWTI	MACDhist	neg-neg	72	30.4	-8.6	56.9	0.1	0.1	-0.1	44.9	-81.8
pair	MACDhist	LWTI	neg-neg	72	30.4	-8.6	56.9	0.1	0.1	-0.1	44.9	-81.8
pair	MRmean	RSI	pos-neg	36	15.2	-9.0	52.8	-0.1	-0.3	-0.2	31.2	-56.9
pair	RSI	MRmean	pos-neg	36	15.2	-9.0	52.8	-0.1	-0.3	-0.2	31.2	-56.9
pair	MACD	LWTI	pos-pos	80	33.8	-9.0	52.5	-0.1	-0.1	-0.1	38.0	-68.2
pair	LWTI	MACD	pos-pos	80	33.8	-9.0	52.5	-0.1	-0.1	-0.1	38.0	-68.2
single	MACDhist	MACDhist	neg-neg	130	54.9	-9.5	53.8	-0.0	-0.0	-0.1	41.1	-88.4
pair	RSIhist	RSmean	pos-neg	102	43.0	-9.8	53.9	0.0	0.1	-0.1	47.4	-90.4
pair	RSmean	RSIhist	pos-neg	102	43.0	-9.8	53.9	0.0	0.1	-0.1	47.4	-90.4
pair	RSI	MACDhist	neg-neg	91	38.4	-10.0	53.8	0.0	0.0	-0.1	45.7	-83.3
pair	MACDhist	RSI	neg-neg	91	38.4	-10.0	53.8	0.0	0.0	-0.1	45.7	-83.3
pair	LWTI	RSIhist	neg-pos	64	27.0	-10.2	46.9	-0.1	-0.1	-0.1	41.3	-75.2
pair	RSIhist	LWTI	neg-pos	64	27.0	-10.2	46.9	-0.1	-0.1	-0.1	41.3	-75.2
pair	MACDhist	LWTI	neg-pos	58	24.5	-10.6	50.0	-0.1	-0.2	-0.1	36.1	-69.5
pair	LWTI	MACDhist	neg-pos	58	24.5	-10.6	50.0	-0.1	-0.2	-0.1	36.1	-69.5
pair	MACDhist	RSIhist	neg-neg	89	37.6	-10.7	53.9	0.0	0.0	-0.1	45.8	-85.6
pair	RSIhist	MACDhist	neg-neg	89	37.6	-10.7	53.9	0.0	0.0	-0.1	45.8	-85.6
pair	MACDhist	RSmean	pos-neg	114	48.1	-11.2	54.4	-0.0	-0.0	-0.1	43.3	-89.1
pair	RSmean	MACDhist	pos-neg	114	48.1	-11.2	54.4	-0.0	-0.0	-0.1	43.3	-89.1
pair	RSIhist	SLmean	neg-neg	105	44.3	-11.4	51.4	-0.0	-0.0	-0.1	46.6	-90.1
pair	SLmean	RSIhist	neg-neg	105	44.3	-11.4	51.4	-0.0	-0.0	-0.1	46.6	-90.1
pair	RSmean	MACD	pos-pos	87	36.7	-11.7	51.7	-0.1	-0.2	-0.2	37.5	-73.9
pair	MACD	RSmean	pos-pos	87	36.7	-11.7	51.7	-0.1	-0.2	-0.2	37.5	-73.9
pair	RSmean	SLmean	neg-pos	101	42.6	-12.3	52.5	-0.0	-0.0	-0.1	48.2	-91.5
pair	SLmean	RSmean	neg-pos	101	42.6	-12.3	52.5	-0.0	-0.0	-0.1	48.2	-91.5
pair	LWTI	SLmean	neg-neg	52	21.9	-12.4	57.7	0.0	0.0	-0.2	50.0	-73.5
pair	SLmean	LWTI	neg-neg	52	21.9	-12.4	57.7	0.0	0.0	-0.2	50.0	-73.5
single	MACD	MACD	pos-pos	90	38.0	-12.4	51.1	-0.2	-0.2	-0.2	37.1	-72.6
pair	MACDhist	SLmean	neg-neg	87	36.7	-14.1	52.9	-0.1	-0.1	-0.2	46.5	-87.9
pair	SLmean	MACDhist	neg-neg	87	36.7	-14.1	52.9	-0.1	-0.1	-0.2	46.5	-87.9
pair	MRmean	MACD	pos-pos	60	25.3	-14.4	51.7	-0.4	-0.5	-0.2	30.2	-61.8
pair	MACD	MRmean	pos-pos	60	25.3	-14.4	51.7	-0.4	-0.5	-0.2	30.2	-61.8
pair	RSI	MACD	pos-pos	72	30.4	-14.8	51.4	-0.4	-0.6	-0.2	29.7	-68.0
pair	MACD	RSI	pos-pos	72	30.4	-14.8	51.4	-0.4	-0.6	-0.2	29.7	-68.0
pair	MRmean	MACDhist	pos-neg	39	16.5	-17.5	48.7	-0.5	-0.7	-0.3	28.0	-62.0
pair	MACDhist	MRmean	pos-neg	39	16.5	-17.5	48.7	-0.5	-0.7	-0.3	28.0	-62.0
pair	RSIhist	MACD	pos-neg	43	18.1	-23.7	44.2	-0.4	-0.6	-0.3	44.7	-71.9
pair	MACD	RSIhist	pos-neg	43	18.1	-23.7	44.2	-0.4	-0.6	-0.3	44.7	-71.9
pair	LWTI	RSI	pos-neg	8	3.4	-23.8	50.0	-1.2	-1.3	-1.4	21.0	-17.2
pair	RSI	LWTI	pos-neg	8	3.4	-23.8	50.0	-1.2	-1.3	-1.4	21.0	-17.2
pair	RSIhist	RSI	pos-neg	30	12.7	-25.8	46.7	-0.8	-1.1	-0.4	30.9	-66.0
pair	RSI	RSIhist	pos-neg	30	12.7	-25.8	46.7	-0.8	-1.1	-0.4	30.9	-66.0
pair	SLmean	MACD	neg-pos	37	15.6	-25.9	43.2	-0.4	-0.6	-0.4	47.7	-71.7
pair	MACD	SLmean	neg-pos	37	15.6	-25.9	43.2	-0.4	-0.6	-0.4	47.7	-71.7
pair	RSI	SLmean	neg-pos	25	10.5	-26.9	48.0	-0.8	-1.1	-0.4	32.8	-64.9
pair	SLmean	RSI	neg-pos	25	10.5	-26.9	48.0	-0.8	-1.1	-0.4	32.8	-64.9
pair	RSmean	MACD	neg-pos	3	1.3	-30.8	33.3	-1.4	-3.7	-2.3	24.6	-13.2
pair	MACD	RSmean	neg-pos	3	1.3	-30.8	33.3	-1.4	-3.7	-2.3	24.6	-13.2
pair	RSIhist	MRmean	pos-neg	18	7.6	-33.1	50.0	-1.1	-1.2	-0.6	31.2	-55.5
pair	MRmean	RSIhist	pos-neg	18	7.6	-33.1	50.0	-1.1	-1.2	-0.6	31.2	-55.5
pair	MACD	LWTI	pos-neg	10	4.2	-35.4	40.0	-1.4	-1.4	-1.4	28.7	-25.1
pair	LWTI	MACD	pos-neg	10	4.2	-35.4	40.0	-1.4	-1.4	-1.4	28.7	-25.1
pair	MACDhist	MACD	pos-neg	37	15.6	-35.6	37.8	-1.0	-1.3	-0.5	36.7	-70.2
pair	MACD	MACDhist	pos-neg	37	15.6	-35.6	37.8	-1.0	-1.3	-0.5	36.7	-70.2
pair	SLmean	MRmean	pos-neg	15	6.3	-44.1	40.0	-1.7	-1.8	-0.8	31.0	-54.1
pair	MRmean	SLmean	pos-neg	15	6.3	-44.1	40.0	-1.7	-1.8	-0.8	31.0	-54.1

All Contingency Tables for IEZ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -0.2% \| Win 58% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 112M (47%)	CAGR -44.1% \| Win 40% Sharpe -1.67 \| Sortino -1.83 \| Calmar -0.8 Vol 31% \| MDD -54.1% Months 15M (6%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 99.7% \| Win 88% Sharpe 3.17 \| Sortino 0.00 \| Calmar 30.2 Vol 23% \| MDD -3.3% Months 8M (3%)	CAGR 0.1% \| Win 55% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.0 Vol 47% \| MDD -79.6% Months 102M (43%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
SLmean only	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -8.2% \| Win 55% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 30% \| MDD -78.5% Months 121M (51%)	CAGR 27.2% \| Win 67% Sharpe 0.99 \| Sortino 2.62 \| Calmar 3.1 Vol 28% \| MDD -8.7% Months 6M (2%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 0.5% \| Win 57% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 49% \| MDD -78.7% Months 93M (39%)	CAGR 35.9% \| Win 59% Sharpe 1.40 \| Sortino 4.61 \| Calmar 3.0 Vol 24% \| MDD -12.0% Months 17M (7%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
RSmean only	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -14.4% \| Win 52% Sharpe -0.36 \| Sortino -0.49 \| Calmar -0.2 Vol 30% \| MDD -61.8% Months 60M (25%)	CAGR 0.7% \| Win 60% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 29% \| MDD -59.3% Months 67M (28%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR -8.1% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.3 Vol 49% \| MDD -30.2% Months 30M (13%)	CAGR 10.8% \| Win 60% Sharpe 0.48 \| Sortino 0.59 \| Calmar 0.1 Vol 45% \| MDD -74.3% Months 80M (34%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
MACD only	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -5.9% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 29% \| MDD -67.2% Months 91M (38%)	CAGR -9.0% \| Win 53% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 31% \| MDD -56.9% Months 36M (15%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.48 \| Calmar 0.1 Vol 29% \| MDD -21.6% Months 16M (7%)	CAGR 5.8% \| Win 57% Sharpe 0.38 \| Sortino 0.49 \| Calmar 0.1 Vol 48% \| MDD -74.3% Months 94M (40%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
RSI only	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.6% \| Win 59% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 30% \| MDD -56.2% Months 88M (37%)	CAGR -17.5% \| Win 49% Sharpe -0.54 \| Sortino -0.74 \| Calmar -0.3 Vol 28% \| MDD -62.0% Months 39M (16%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 79.2% \| Win 63% Sharpe 1.48 \| Sortino 5.05 \| Calmar 7.0 Vol 47% \| MDD -11.3% Months 19M (8%)	CAGR -5.8% \| Win 56% Sharpe 0.12 \| Sortino 0.15 \| Calmar -0.1 Vol 46% \| MDD -75.0% Months 91M (38%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -1.5% \| Win 57% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 29% \| MDD -62.6% Months 109M (46%)	CAGR -33.1% \| Win 50% Sharpe -1.11 \| Sortino -1.18 \| Calmar -0.6 Vol 31% \| MDD -55.5% Months 18M (8%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 87.5% \| Win 85% Sharpe 2.05 \| Sortino 1.43 \| Calmar 4.2 Vol 34% \| MDD -20.6% Months 13M (6%)	CAGR -2.5% \| Win 54% Sharpe 0.20 \| Sortino 0.27 \| Calmar -0.0 Vol 47% \| MDD -83.0% Months 97M (41%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -8.0% \| Win 57% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 30% \| MDD -72.0% Months 100M (42%)	CAGR -1.9% \| Win 52% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.0 Vol 30% \| MDD -41.1% Months 27M (11%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 14.9% \| Win 52% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.3 Vol 44% \| MDD -50.6% Months 52M (22%)	CAGR -2.6% \| Win 62% Sharpe 0.22 \| Sortino 0.25 \| Calmar -0.0 Vol 48% \| MDD -70.5% Months 58M (24%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.0 Vol 29% \| MDD -60.5% Months 113M (48%)	CAGR 33.7% \| Win 71% Sharpe 1.26 \| Sortino 3.07 \| Calmar 3.9 Vol 25% \| MDD -8.7% Months 7M (3%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR -12.3% \| Win 52% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 48% \| MDD -91.5% Months 101M (43%)	CAGR 33.5% \| Win 56% Sharpe 1.29 \| Sortino 4.38 \| Calmar 2.8 Vol 25% \| MDD -12.0% Months 16M (7%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
RSmean only	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -1.5% \| Win 57% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -42.2% Months 53M (22%)	CAGR 9.6% \| Win 63% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 30% \| MDD -48.7% Months 67M (28%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR -25.9% \| Win 43% Sharpe -0.39 \| Sortino -0.62 \| Calmar -0.4 Vol 48% \| MDD -71.7% Months 37M (16%)	CAGR 3.2% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.0 Vol 45% \| MDD -77.3% Months 80M (34%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
MACD only	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 60% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 27% \| MDD -44.5% Months 82M (35%)	CAGR 7.3% \| Win 60% Sharpe 0.38 \| Sortino 0.66 \| Calmar 0.2 Vol 32% \| MDD -45.7% Months 38M (16%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR -26.9% \| Win 48% Sharpe -0.78 \| Sortino -1.08 \| Calmar -0.4 Vol 33% \| MDD -64.9% Months 25M (10%)	CAGR -0.8% \| Win 54% Sharpe 0.24 \| Sortino 0.33 \| Calmar -0.0 Vol 49% \| MDD -79.5% Months 92M (39%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
RSI only	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 62% Sharpe 0.37 \| Sortino 0.55 \| Calmar 0.2 Vol 30% \| MDD -42.6% Months 77M (32%)	CAGR 0.8% \| Win 56% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -45.3% Months 43M (18%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR 16.9% \| Win 53% Sharpe 0.56 \| Sortino 1.21 \| Calmar 0.6 Vol 44% \| MDD -27.4% Months 30M (13%)	CAGR -14.1% \| Win 53% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 46% \| MDD -87.9% Months 87M (37%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 59% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.0 Vol 29% \| MDD -49.6% Months 110M (46%)	CAGR 34.5% \| Win 70% Sharpe 1.25 \| Sortino 1.98 \| Calmar 2.7 Vol 26% \| MDD -13.0% Months 10M (4%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR 41.1% \| Win 67% Sharpe 1.09 \| Sortino 1.34 \| Calmar 1.4 Vol 38% \| MDD -30.2% Months 12M (5%)	CAGR -11.4% \| Win 51% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 47% \| MDD -90.1% Months 105M (44%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 0.6% \| Win 60% Sharpe 0.16 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -54.3% Months 87M (37%)	CAGR 15.7% \| Win 61% Sharpe 0.63 \| Sortino 1.12 \| Calmar 0.5 Vol 30% \| MDD -31.5% Months 33M (14%)	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)
SLmean neg	CAGR -2.6% \| Win 49% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 42% \| MDD -73.0% Months 65M (27%)	CAGR -12.4% \| Win 58% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.2 Vol 50% \| MDD -73.5% Months 52M (22%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -11.7% \| Win 52% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.2 Vol 38% \| MDD -73.9% Months 87M (37%)	CAGR 0.7% \| Win 59% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.0 Vol 40% \| MDD -89.7% Months 127M (54%)	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)
RSmean neg	CAGR -30.8% \| Win 33% Sharpe -1.40 \| Sortino -3.68 \| Calmar -2.3 Vol 25% \| MDD -13.2% Months 3M (1%)	CAGR 47.4% \| Win 65% Sharpe 1.78 \| Sortino 5.87 \| Calmar 4.0 Vol 24% \| MDD -12.0% Months 20M (8%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)
MACD only	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.0% \| Win 57% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 29% \| MDD -73.1% Months 99M (42%)	CAGR -3.3% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar -0.0 Vol 46% \| MDD -90.1% Months 115M (48%)	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)
RSmean neg	CAGR 12.3% \| Win 62% Sharpe 0.60 \| Sortino 1.91 \| Calmar 0.9 Vol 23% \| MDD -13.2% Months 8M (3%)	CAGR 46.5% \| Win 60% Sharpe 1.65 \| Sortino 5.67 \| Calmar 3.9 Vol 25% \| MDD -12.0% Months 15M (6%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)
RSI only	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 58% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 34% \| MDD -61.5% Months 100M (42%)	CAGR -11.2% \| Win 54% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 43% \| MDD -89.1% Months 114M (48%)	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)
RSmean neg	CAGR 136.1% \| Win 86% Sharpe 3.47 \| Sortino 0.00 \| Calmar 30.8 Vol 26% \| MDD -4.4% Months 7M (3%)	CAGR 4.1% \| Win 50% Sharpe 0.30 \| Sortino 0.64 \| Calmar 0.3 Vol 20% \| MDD -13.2% Months 16M (7%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 0.5% \| Win 58% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 30% \| MDD -63.5% Months 112M (47%)	CAGR -9.8% \| Win 54% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 47% \| MDD -90.4% Months 102M (43%)	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)
RSmean neg	CAGR 80.9% \| Win 80% Sharpe 2.43 \| Sortino 6.09 \| Calmar 9.3 Vol 26% \| MDD -8.7% Months 10M (4%)	CAGR 5.8% \| Win 46% Sharpe 0.36 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -12.0% Months 13M (6%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -4.5% \| Win 55% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 36% \| MDD -84.5% Months 133M (56%)	CAGR -4.6% \| Win 58% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.1 Vol 44% \| MDD -81.2% Months 81M (34%)	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)
RSmean neg	CAGR 29.7% \| Win 58% Sharpe 1.17 \| Sortino 3.17 \| Calmar 2.3 Vol 25% \| MDD -13.2% Months 19M (8%)	CAGR 53.5% \| Win 75% Sharpe 1.83 \| Sortino 0.00 \| Calmar 12.1 Vol 25% \| MDD -4.4% Months 4M (2%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -14.8% \| Win 51% Sharpe -0.38 \| Sortino -0.55 \| Calmar -0.2 Vol 30% \| MDD -68.0% Months 72M (30%)	CAGR -2.3% \| Win 50% Sharpe 0.24 \| Sortino 0.37 \| Calmar -0.1 Vol 59% \| MDD -23.6% Months 18M (8%)	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)
MACD neg	CAGR 19.8% \| Win 69% Sharpe 0.83 \| Sortino 1.10 \| Calmar 1.0 Vol 26% \| MDD -20.4% Months 35M (15%)	CAGR 2.1% \| Win 57% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.0 Vol 42% \| MDD -87.0% Months 112M (47%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)
RSI only	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.6% \| Win 60% Sharpe 0.40 \| Sortino 0.66 \| Calmar 0.2 Vol 36% \| MDD -44.5% Months 53M (22%)	CAGR -35.6% \| Win 38% Sharpe -0.99 \| Sortino -1.29 \| Calmar -0.5 Vol 37% \| MDD -70.2% Months 37M (16%)	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)
MACD neg	CAGR 10.3% \| Win 59% Sharpe 0.46 \| Sortino 0.83 \| Calmar 0.2 Vol 32% \| MDD -45.7% Months 54M (23%)	CAGR 3.7% \| Win 60% Sharpe 0.32 \| Sortino 0.38 \| Calmar 0.0 Vol 42% \| MDD -81.5% Months 93M (39%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -0.6% \| Win 57% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 29% \| MDD -37.5% Months 47M (20%)	CAGR -23.7% \| Win 44% Sharpe -0.38 \| Sortino -0.58 \| Calmar -0.3 Vol 45% \| MDD -71.9% Months 43M (18%)	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)
MACD neg	CAGR 9.5% \| Win 61% Sharpe 0.45 \| Sortino 0.68 \| Calmar 0.2 Vol 31% \| MDD -61.3% Months 75M (32%)	CAGR 2.7% \| Win 58% Sharpe 0.31 \| Sortino 0.38 \| Calmar 0.0 Vol 46% \| MDD -79.1% Months 72M (30%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -9.0% \| Win 52% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 38% \| MDD -68.2% Months 80M (34%)	CAGR -35.4% \| Win 40% Sharpe -1.36 \| Sortino -1.45 \| Calmar -1.4 Vol 29% \| MDD -25.1% Months 10M (4%)	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)
MACD neg	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.72 \| Calmar 0.2 Vol 32% \| MDD -55.7% Months 72M (30%)	CAGR 3.1% \| Win 61% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.0 Vol 45% \| MDD -80.9% Months 75M (32%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -2.6% \| Win 59% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 29% \| MDD -55.1% Months 68M (29%)	CAGR -8.3% \| Win 54% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 28% \| MDD -55.6% Months 39M (16%)	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)
RSI neg	CAGR 34.2% \| Win 62% Sharpe 0.92 \| Sortino 2.17 \| Calmar 0.8 Vol 41% \| MDD -40.3% Months 39M (16%)	CAGR -10.0% \| Win 54% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.1 Vol 46% \| MDD -83.3% Months 91M (38%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 5.0% \| Win 61% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 28% \| MDD -40.5% Months 77M (32%)	CAGR -25.8% \| Win 47% Sharpe -0.80 \| Sortino -1.07 \| Calmar -0.4 Vol 31% \| MDD -66.0% Months 30M (13%)	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)
RSI neg	CAGR 6.2% \| Win 58% Sharpe 0.34 \| Sortino 0.57 \| Calmar 0.1 Vol 34% \| MDD -57.4% Months 45M (19%)	CAGR -0.9% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar -0.0 Vol 49% \| MDD -81.1% Months 85M (36%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -3.0% \| Win 58% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 29% \| MDD -64.2% Months 99M (42%)	CAGR -23.8% \| Win 50% Sharpe -1.18 \| Sortino -1.30 \| Calmar -1.4 Vol 21% \| MDD -17.2% Months 8M (3%)	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)
RSI neg	CAGR 3.5% \| Win 51% Sharpe 0.29 \| Sortino 0.50 \| Calmar 0.1 Vol 44% \| MDD -62.2% Months 53M (22%)	CAGR 0.1% \| Win 60% Sharpe 0.25 \| Sortino 0.30 \| Calmar 0.0 Vol 45% \| MDD -80.9% Months 77M (32%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.3% \| Win 63% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.3 Vol 31% \| MDD -41.4% Months 81M (34%)	CAGR 1.2% \| Win 50% Sharpe 0.22 \| Sortino 0.47 \| Calmar 0.0 Vol 44% \| MDD -38.9% Months 26M (11%)	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)
MACDhist neg	CAGR -6.7% \| Win 54% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 29% \| MDD -53.6% Months 41M (17%)	CAGR -10.7% \| Win 54% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 46% \| MDD -85.6% Months 89M (38%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)
RSIhist only	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.8% \| Win 58% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.1 Vol 34% \| MDD -59.3% Months 94M (40%)	CAGR 40.0% \| Win 69% Sharpe 1.22 \| Sortino 1.94 \| Calmar 2.8 Vol 32% \| MDD -14.1% Months 13M (6%)	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)
MACDhist neg	CAGR -10.6% \| Win 50% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.2 Vol 36% \| MDD -69.5% Months 58M (24%)	CAGR -8.6% \| Win 57% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -81.8% Months 72M (30%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.7% \| Win 61% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.2 Vol 30% \| MDD -39.5% Months 88M (37%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 31% \| MDD -44.1% Months 34M (14%)	CAGR 5.5% \| Win 60% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 30% \| MDD -61.3% Months 122M (52%)
RSIhist neg	CAGR -10.2% \| Win 47% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 41% \| MDD -75.2% Months 64M (27%)	CAGR -5.4% \| Win 61% Sharpe 0.17 \| Sortino 0.20 \| Calmar -0.1 Vol 50% \| MDD -74.3% Months 51M (22%)	CAGR -8.1% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 115M (48%)
LWTI only	CAGR -0.8% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -78.1% Months 152M (64%)	CAGR -2.4% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar -0.0 Vol 43% \| MDD -80.9% Months 85M (36%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -0.2% \| Win 58% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 112M (47%)	CAGR -44.1% \| Win 40% Sharpe -1.67 \| Sortino -1.83 \| Calmar -0.8 Vol 31% \| MDD -54.1% Months 15M (6%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 99.7% \| Win 88% Sharpe 3.17 \| Sortino 0.00 \| Calmar 30.2 Vol 23% \| MDD -3.3% Months 8M (3%)	CAGR 0.1% \| Win 55% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.0 Vol 47% \| MDD -79.6% Months 102M (43%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
SLmean only	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 120M (51%)	CAGR -7.1% \| Win 53% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -88.6% Months 117M (49%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -8.2% \| Win 55% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 30% \| MDD -78.5% Months 121M (51%)	CAGR 27.2% \| Win 67% Sharpe 0.99 \| Sortino 2.62 \| Calmar 3.1 Vol 28% \| MDD -8.7% Months 6M (2%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 0.5% \| Win 57% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 49% \| MDD -78.7% Months 93M (39%)	CAGR 35.9% \| Win 59% Sharpe 1.40 \| Sortino 4.61 \| Calmar 3.0 Vol 24% \| MDD -12.0% Months 17M (7%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
RSmean only	CAGR -4.5% \| Win 56% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 39% \| MDD -93.9% Months 214M (90%)	CAGR 33.6% \| Win 61% Sharpe 1.32 \| Sortino 3.73 \| Calmar 2.5 Vol 24% \| MDD -13.2% Months 23M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -14.4% \| Win 52% Sharpe -0.36 \| Sortino -0.49 \| Calmar -0.2 Vol 30% \| MDD -61.8% Months 60M (25%)	CAGR 0.7% \| Win 60% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 29% \| MDD -59.3% Months 67M (28%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR -8.1% \| Win 50% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.3 Vol 49% \| MDD -30.2% Months 30M (13%)	CAGR 10.8% \| Win 60% Sharpe 0.48 \| Sortino 0.59 \| Calmar 0.1 Vol 45% \| MDD -74.3% Months 80M (34%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
MACD only	CAGR -12.4% \| Win 51% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -72.6% Months 90M (38%)	CAGR 6.1% \| Win 60% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -87.7% Months 147M (62%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -5.9% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 29% \| MDD -67.2% Months 91M (38%)	CAGR -9.0% \| Win 53% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 31% \| MDD -56.9% Months 36M (15%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.48 \| Calmar 0.1 Vol 29% \| MDD -21.6% Months 16M (7%)	CAGR 5.8% \| Win 57% Sharpe 0.38 \| Sortino 0.49 \| Calmar 0.1 Vol 48% \| MDD -74.3% Months 94M (40%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
RSI only	CAGR -4.7% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -72.5% Months 107M (45%)	CAGR 1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.0 Vol 44% \| MDD -88.3% Months 130M (55%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.6% \| Win 59% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 30% \| MDD -56.2% Months 88M (37%)	CAGR -17.5% \| Win 49% Sharpe -0.54 \| Sortino -0.74 \| Calmar -0.3 Vol 28% \| MDD -62.0% Months 39M (16%)	CAGR -6.8% \| Win 56% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -75.7% Months 127M (54%)
MRmean neg	CAGR 79.2% \| Win 63% Sharpe 1.48 \| Sortino 5.05 \| Calmar 7.0 Vol 47% \| MDD -11.3% Months 19M (8%)	CAGR -5.8% \| Win 56% Sharpe 0.12 \| Sortino 0.15 \| Calmar -0.1 Vol 46% \| MDD -75.0% Months 91M (38%)	CAGR 5.3% \| Win 57% Sharpe 0.36 \| Sortino 0.48 \| Calmar 0.1 Vol 46% \| MDD -75.1% Months 110M (46%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.2 Vol 34% \| MDD -54.2% Months 107M (45%)	CAGR -9.5% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 41% \| MDD -88.4% Months 130M (55%)