IGV - iShares Expanded Tech-Software Sector ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

308.8%

Best CAGR

Total Months

16.2%

Avg CAGR

IGV 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 IGV

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.3	308.8	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.3	308.8	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	neg-pos	6	2.0	128.2	66.7	3.4	33.0	59.4	26.2	-2.2
pair	SLmean	MRmean	neg-pos	6	2.0	128.2	66.7	3.4	33.0	59.4	26.2	-2.2
pair	MACDhist	LWTI	pos-neg	1	0.3	104.5	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.3	104.5	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	4	1.3	86.6	75.0	3.0	0.0	0.0	21.9	0.0
pair	RSI	MACDhist	neg-pos	4	1.3	86.6	75.0	3.0	0.0	0.0	21.9	0.0
pair	SLmean	RSI	pos-neg	14	4.6	68.4	78.6	2.1	2.4	4.5	26.9	-15.3
pair	RSI	SLmean	pos-neg	14	4.6	68.4	78.6	2.1	2.4	4.5	26.9	-15.3
pair	MACD	MACDhist	neg-pos	6	2.0	61.0	83.3	4.8	0.0	45.6	10.1	-1.3
pair	MACDhist	MACD	neg-pos	6	2.0	61.0	83.3	4.8	0.0	45.6	10.1	-1.3
pair	SLmean	RSIhist	pos-neg	35	11.6	48.5	74.3	1.9	3.3	4.5	21.9	-10.7
pair	RSIhist	SLmean	pos-neg	35	11.6	48.5	74.3	1.9	3.3	4.5	21.9	-10.7
pair	RSI	MRmean	pos-neg	9	3.0	46.9	88.9	1.6	0.0	0.0	26.5	0.0
pair	MRmean	RSI	pos-neg	9	3.0	46.9	88.9	1.6	0.0	0.0	26.5	0.0
pair	RSI	RSIhist	neg-pos	17	5.6	45.4	70.6	1.5	2.3	2.9	27.6	-15.6
pair	RSIhist	RSI	neg-pos	17	5.6	45.4	70.6	1.5	2.3	2.9	27.6	-15.6
pair	MACD	SLmean	pos-neg	27	8.9	44.9	70.4	1.9	2.7	2.9	21.0	-15.3
pair	SLmean	MACD	pos-neg	27	8.9	44.9	70.4	1.9	2.7	2.9	21.0	-15.3
pair	MRmean	RSIhist	neg-pos	8	2.6	43.7	50.0	1.3	3.6	7.9	30.7	-5.5
pair	RSIhist	MRmean	neg-pos	8	2.6	43.7	50.0	1.3	3.6	7.9	30.7	-5.5
pair	LWTI	MRmean	neg-neg	20	6.6	41.7	60.0	1.4	3.7	2.7	27.3	-15.3
pair	MRmean	LWTI	neg-neg	20	6.6	41.7	60.0	1.4	3.7	2.7	27.3	-15.3
pair	RSIhist	LWTI	neg-neg	14	4.6	41.2	64.3	1.3	4.0	2.7	29.4	-15.3
pair	LWTI	RSIhist	neg-neg	14	4.6	41.2	64.3	1.3	4.0	2.7	29.4	-15.3
pair	LWTI	RSI	neg-neg	27	8.9	40.8	66.7	1.4	2.7	2.6	27.3	-15.6
pair	RSI	LWTI	neg-neg	27	8.9	40.8	66.7	1.4	2.7	2.6	27.3	-15.6
pair	MRmean	RSmean	pos-neg	8	2.6	40.6	62.5	1.9	6.0	11.0	18.4	-3.7
pair	RSmean	MRmean	pos-neg	8	2.6	40.6	62.5	1.9	6.0	11.0	18.4	-3.7
pair	RSmean	SLmean	pos-neg	8	2.6	40.6	62.5	1.9	6.0	11.0	18.4	-3.7
pair	SLmean	RSmean	pos-neg	8	2.6	40.6	62.5	1.9	6.0	11.0	18.4	-3.7
pair	MACD	RSIhist	neg-pos	31	10.2	39.0	67.7	1.6	2.5	2.5	21.9	-15.6
pair	RSIhist	MACD	neg-pos	31	10.2	39.0	67.7	1.6	2.5	2.5	21.9	-15.6
pair	MACD	LWTI	neg-neg	27	8.9	38.0	66.7	1.3	2.5	2.4	26.8	-15.6
pair	LWTI	MACD	neg-neg	27	8.9	38.0	66.7	1.3	2.5	2.4	26.8	-15.6
pair	MRmean	MACD	pos-neg	23	7.6	37.4	73.9	1.8	2.0	13.9	18.8	-2.7
pair	MACD	MRmean	pos-neg	23	7.6	37.4	73.9	1.8	2.0	13.9	18.8	-2.7
pair	MACDhist	MRmean	neg-pos	13	4.3	35.7	61.5	1.6	4.6	6.9	20.2	-5.2
pair	MRmean	MACDhist	neg-pos	13	4.3	35.7	61.5	1.6	4.6	6.9	20.2	-5.2
pair	SLmean	LWTI	pos-neg	18	5.9	33.9	61.1	1.1	2.0	2.2	29.4	-15.3
pair	LWTI	SLmean	pos-neg	18	5.9	33.9	61.1	1.1	2.0	2.2	29.4	-15.3
single	LWTI	LWTI	neg-neg	34	11.2	32.3	61.8	1.2	2.3	2.1	27.6	-15.6
pair	MACD	RSI	neg-pos	14	4.6	31.6	64.3	2.3	10.0	11.7	12.6	-2.7
pair	RSI	MACD	neg-pos	14	4.6	31.6	64.3	2.3	10.0	11.7	12.6	-2.7
pair	MACDhist	LWTI	neg-neg	33	10.9	30.5	60.6	1.1	2.2	2.0	27.9	-15.6
pair	LWTI	SLmean	neg-neg	16	5.3	30.5	62.5	1.1	3.1	2.0	26.3	-15.3
pair	LWTI	MACDhist	neg-neg	33	10.9	30.5	60.6	1.1	2.2	2.0	27.9	-15.6
pair	SLmean	LWTI	neg-neg	16	5.3	30.5	62.5	1.1	3.1	2.0	26.3	-15.3
pair	MACD	RSmean	pos-neg	43	14.2	30.3	62.8	1.2	2.1	1.8	25.4	-16.5
pair	RSmean	MACD	pos-neg	43	14.2	30.3	62.8	1.2	2.1	1.8	25.4	-16.5
pair	LWTI	RSmean	pos-neg	33	10.9	27.8	60.6	1.0	2.1	1.8	27.3	-15.6
pair	RSmean	LWTI	pos-neg	33	10.9	27.8	60.6	1.0	2.1	1.8	27.3	-15.6
pair	SLmean	RSIhist	neg-pos	8	2.6	27.4	62.5	1.2	2.1	7.9	23.1	-3.5
pair	RSIhist	SLmean	neg-pos	8	2.6	27.4	62.5	1.2	2.1	7.9	23.1	-3.5
pair	RSIhist	LWTI	pos-neg	20	6.6	26.4	60.0	1.0	1.7	1.7	26.9	-15.6
pair	LWTI	RSIhist	pos-neg	20	6.6	26.4	60.0	1.0	1.7	1.7	26.9	-15.6
pair	RSI	RSmean	pos-neg	49	16.2	25.6	59.2	0.9	1.4	0.7	30.9	-34.4
pair	RSmean	RSI	pos-neg	49	16.2	25.6	59.2	0.9	1.4	0.7	30.9	-34.4
pair	MRmean	RSIhist	pos-neg	52	17.2	24.4	67.3	1.1	2.1	0.8	22.9	-30.1
pair	RSIhist	MRmean	pos-neg	52	17.2	24.4	67.3	1.1	2.1	0.8	22.9	-30.1
pair	RSIhist	MACDhist	pos-neg	49	16.2	23.5	65.3	1.1	2.2	1.1	21.5	-21.5
pair	MACDhist	RSIhist	pos-neg	49	16.2	23.5	65.3	1.1	2.2	1.1	21.5	-21.5
pair	MACDhist	SLmean	pos-neg	54	17.8	22.4	61.1	1.0	1.7	1.4	22.5	-15.5
pair	SLmean	MACDhist	pos-neg	54	17.8	22.4	61.1	1.0	1.7	1.4	22.5	-15.5
pair	MRmean	RSmean	neg-pos	65	21.5	22.3	55.4	0.8	1.4	0.7	29.8	-34.4
pair	RSmean	MRmean	neg-pos	65	21.5	22.3	55.4	0.8	1.4	0.7	29.8	-34.4
pair	RSI	RSIhist	pos-neg	78	25.7	22.2	65.4	1.0	1.7	0.8	23.4	-28.5
pair	RSIhist	RSI	pos-neg	78	25.7	22.2	65.4	1.0	1.7	0.8	23.4	-28.5
pair	RSIhist	MACD	pos-neg	98	32.3	21.7	63.3	0.9	1.4	0.6	25.5	-37.5
pair	MACD	RSIhist	pos-neg	98	32.3	21.7	63.3	0.9	1.4	0.6	25.5	-37.5
pair	RSmean	RSIhist	neg-pos	5	1.7	21.3	60.0	0.8	1.6	8.1	27.6	-2.6
pair	RSIhist	RSmean	neg-pos	5	1.7	21.3	60.0	0.8	1.6	8.1	27.6	-2.6
pair	RSmean	RSIhist	pos-neg	106	35.0	20.5	61.3	0.8	1.4	0.5	27.2	-41.4
pair	RSIhist	RSmean	pos-neg	106	35.0	20.5	61.3	0.8	1.4	0.5	27.2	-41.4
pair	MACD	RSI	pos-neg	20	6.6	19.9	55.0	0.7	1.0	0.8	33.2	-26.3
pair	RSI	MACD	pos-neg	20	6.6	19.9	55.0	0.7	1.0	0.8	33.2	-26.3
pair	MRmean	LWTI	pos-neg	14	4.6	19.8	64.3	0.8	1.2	1.8	28.7	-10.9
pair	MACD	RSmean	neg-pos	9	3.0	19.8	66.7	1.6	3.1	5.4	12.1	-3.7
pair	RSmean	RSI	neg-pos	9	3.0	19.8	66.7	1.6	3.1	5.4	12.1	-3.7
pair	RSI	RSmean	neg-pos	9	3.0	19.8	66.7	1.6	3.1	5.4	12.1	-3.7
pair	LWTI	MRmean	pos-neg	14	4.6	19.8	64.3	0.8	1.2	1.8	28.7	-10.9
pair	RSmean	MACD	neg-pos	9	3.0	19.8	66.7	1.6	3.1	5.4	12.1	-3.7
pair	MRmean	MACD	neg-pos	46	15.2	18.7	58.7	0.8	1.1	0.6	28.5	-34.2
pair	MACD	MRmean	neg-pos	46	15.2	18.7	58.7	0.8	1.1	0.6	28.5	-34.2
pair	MRmean	RSI	neg-pos	26	8.6	17.8	61.5	0.8	1.2	0.8	24.9	-20.9
pair	RSI	MRmean	neg-pos	26	8.6	17.8	61.5	0.8	1.2	0.8	24.9	-20.9
pair	MRmean	MACDhist	pos-neg	50	16.5	17.7	62.0	0.9	1.3	1.1	21.5	-15.5
pair	MACDhist	MRmean	pos-neg	50	16.5	17.7	62.0	0.9	1.3	1.1	21.5	-15.5
pair	RSmean	MACDhist	pos-neg	95	31.4	16.1	56.8	0.7	1.1	0.3	27.7	-46.5
pair	MACDhist	RSmean	pos-neg	95	31.4	16.1	56.8	0.7	1.1	0.3	27.7	-46.5
pair	RSIhist	MACDhist	neg-pos	42	13.9	15.5	57.1	0.8	1.3	1.0	22.0	-15.6
pair	MACDhist	RSIhist	neg-pos	42	13.9	15.5	57.1	0.8	1.3	1.0	22.0	-15.6
single	SLmean	SLmean	pos-pos	207	68.3	14.3	58.9	0.8	1.4	0.6	18.8	-23.3
pair	MACDhist	RSI	pos-neg	58	19.1	13.7	58.6	0.7	1.1	0.4	22.6	-37.4
pair	RSI	MACDhist	pos-neg	58	19.1	13.7	58.6	0.7	1.1	0.4	22.6	-37.4
pair	RSmean	SLmean	pos-pos	199	65.7	13.4	58.8	0.8	1.3	0.5	18.8	-26.0
pair	SLmean	RSmean	pos-pos	199	65.7	13.4	58.8	0.8	1.3	0.5	18.8	-26.0
single	RSmean	RSmean	pos-pos	281	92.7	13.1	58.0	0.7	1.1	0.3	21.8	-48.7
pair	SLmean	LWTI	pos-pos	189	62.4	12.6	58.7	0.8	1.3	0.5	17.5	-24.3
pair	LWTI	SLmean	pos-pos	189	62.4	12.6	58.7	0.8	1.3	0.5	17.5	-24.3
pair	SLmean	RSmean	neg-pos	82	27.1	12.4	56.1	0.6	0.9	0.3	27.9	-39.7
pair	MACD	LWTI	pos-neg	7	2.3	12.4	42.9	0.5	1.2	0.8	32.2	-15.1
pair	RSmean	SLmean	neg-pos	82	27.1	12.4	56.1	0.6	0.9	0.3	27.9	-39.7
pair	LWTI	MACD	pos-neg	7	2.3	12.4	42.9	0.5	1.2	0.8	32.2	-15.1
pair	MACDhist	MACD	pos-neg	66	21.8	12.2	57.6	0.6	0.8	0.3	26.8	-40.0
pair	MACD	MACDhist	pos-neg	66	21.8	12.2	57.6	0.6	0.8	0.3	26.8	-40.0
pair	MRmean	SLmean	pos-pos	201	66.3	12.0	58.7	0.7	1.2	0.4	18.2	-32.3
pair	SLmean	MRmean	pos-pos	201	66.3	12.0	58.7	0.7	1.2	0.4	18.2	-32.3
pair	RSmean	MACDhist	pos-pos	186	61.4	11.6	58.6	0.7	1.2	0.4	18.1	-26.3
pair	MACDhist	SLmean	pos-pos	153	50.5	11.6	58.2	0.7	1.2	0.5	17.3	-24.8
pair	SLmean	MACDhist	pos-pos	153	50.5	11.6	58.2	0.7	1.2	0.5	17.3	-24.8
pair	MACDhist	RSmean	pos-pos	186	61.4	11.6	58.6	0.7	1.2	0.4	18.1	-26.3
single	MRmean	MRmean	pos-pos	224	73.9	11.4	58.9	0.7	1.1	0.4	18.7	-27.1
single	MACDhist	MACDhist	pos-pos	187	61.7	11.4	58.3	0.7	1.2	0.4	18.0	-26.3
pair	MACD	SLmean	neg-pos	67	22.1	11.3	58.2	0.5	0.8	0.3	26.5	-43.4
pair	SLmean	MACD	neg-pos	67	22.1	11.3	58.2	0.5	0.8	0.3	26.5	-43.4
pair	LWTI	RSmean	pos-pos	248	81.8	11.3	57.7	0.6	1.0	0.2	20.9	-45.7
pair	RSmean	LWTI	pos-pos	248	81.8	11.3	57.7	0.6	1.0	0.2	20.9	-45.7
pair	LWTI	RSI	pos-pos	234	77.2	11.2	58.5	0.7	1.1	0.3	18.8	-31.7
pair	SLmean	RSI	pos-pos	193	63.7	11.2	57.5	0.7	1.2	0.4	17.8	-25.7
pair	RSI	SLmean	pos-pos	193	63.7	11.2	57.5	0.7	1.2	0.4	17.8	-25.7
pair	RSI	LWTI	pos-pos	234	77.2	11.2	58.5	0.7	1.1	0.3	18.8	-31.7
single	RSIhist	RSIhist	neg-neg	123	40.6	11.1	60.2	0.5	0.7	0.2	30.6	-50.9
single	RSI	RSI	pos-pos	241	79.5	11.0	58.1	0.6	1.1	0.3	19.1	-33.5
pair	LWTI	MACDhist	pos-pos	186	61.4	11.0	58.1	0.7	1.1	0.4	18.0	-26.3
pair	MACDhist	LWTI	pos-pos	186	61.4	11.0	58.1	0.7	1.1	0.4	18.0	-26.3
pair	LWTI	MRmean	pos-pos	210	69.3	10.9	58.6	0.7	1.1	0.4	17.9	-28.1
pair	MRmean	LWTI	pos-pos	210	69.3	10.9	58.6	0.7	1.1	0.4	17.9	-28.1
single	MACD	MACD	pos-pos	247	81.5	10.6	57.5	0.6	0.9	0.2	20.8	-42.2
pair	RSmean	RSI	pos-pos	232	76.6	10.6	57.8	0.6	1.0	0.3	19.3	-33.5
pair	RSI	RSmean	pos-pos	232	76.6	10.6	57.8	0.6	1.0	0.3	19.3	-33.5
pair	RSmean	MRmean	pos-pos	216	71.3	10.5	58.8	0.6	1.0	0.3	18.7	-29.7
pair	MRmean	RSmean	pos-pos	216	71.3	10.5	58.8	0.6	1.0	0.3	18.7	-29.7
pair	LWTI	MACD	pos-pos	240	79.2	10.5	57.9	0.6	0.9	0.2	20.4	-43.1
pair	MACD	LWTI	pos-pos	240	79.2	10.5	57.9	0.6	0.9	0.2	20.4	-43.1
pair	MACD	RSmean	pos-pos	238	78.5	10.3	57.1	0.6	0.9	0.2	21.0	-44.6
pair	RSmean	MACD	pos-pos	238	78.5	10.3	57.1	0.6	0.9	0.2	21.0	-44.6
pair	MACD	SLmean	pos-pos	180	59.4	10.3	57.2	0.6	1.1	0.4	18.2	-28.3
pair	SLmean	MACD	pos-pos	180	59.4	10.3	57.2	0.6	1.1	0.4	18.2	-28.3
pair	RSI	MRmean	pos-pos	215	71.0	10.2	57.7	0.6	1.0	0.4	18.3	-27.1
pair	MRmean	RSI	pos-pos	215	71.0	10.2	57.7	0.6	1.0	0.4	18.3	-27.1
pair	SLmean	RSI	neg-pos	48	15.8	10.2	60.4	0.5	0.9	0.3	23.6	-31.9
pair	RSI	SLmean	neg-pos	48	15.8	10.2	60.4	0.5	0.9	0.3	23.6	-31.9
pair	MACDhist	SLmean	neg-pos	34	11.2	10.2	58.8	0.6	1.1	0.4	21.4	-24.3
pair	SLmean	MACDhist	neg-pos	34	11.2	10.2	58.8	0.6	1.1	0.4	21.4	-24.3
pair	MACDhist	RSI	pos-pos	183	60.4	10.1	57.9	0.6	1.1	0.4	17.9	-26.3
pair	RSI	MACDhist	pos-pos	183	60.4	10.1	57.9	0.6	1.1	0.4	17.9	-26.3
pair	MACD	MACDhist	pos-pos	181	59.7	10.0	57.5	0.6	1.1	0.4	18.1	-26.3
pair	MACDhist	MACD	pos-pos	181	59.7	10.0	57.5	0.6	1.1	0.4	18.1	-26.3
pair		benchmark___benchmark_	benchmark-benchmark	303	100.0	10.0	57.8	0.5	0.8	0.2	23.9	-55.1
pair	benchmark___benchmark_		benchmark-benchmark	303	100.0	10.0	57.8	0.5	0.8	0.2	23.9	-55.1
pair	RSI	MACD	pos-pos	227	74.9	9.8	57.7	0.6	1.0	0.3	19.4	-36.7
pair	MACD	RSI	pos-pos	227	74.9	9.8	57.7	0.6	1.0	0.3	19.4	-36.7
pair	MACDhist	MRmean	pos-pos	174	57.4	9.7	58.0	0.6	1.0	0.4	17.8	-22.7
pair	MRmean	MACDhist	pos-pos	174	57.4	9.7	58.0	0.6	1.0	0.4	17.8	-22.7
single	RSIhist	RSIhist	pos-pos	180	59.4	9.2	56.1	0.6	1.0	0.3	17.9	-25.9
pair	RSmean	RSIhist	pos-pos	175	57.8	8.9	56.0	0.6	0.9	0.3	17.7	-25.9
pair	RSIhist	RSmean	pos-pos	175	57.8	8.9	56.0	0.6	0.9	0.3	17.7	-25.9
pair	MACD	MRmean	pos-pos	201	66.3	8.8	57.2	0.6	0.9	0.3	18.6	-33.1
pair	MRmean	MACD	pos-pos	201	66.3	8.8	57.2	0.6	0.9	0.3	18.6	-33.1
pair	RSIhist	SLmean	pos-pos	172	56.8	8.4	55.8	0.6	0.9	0.3	17.7	-25.9
pair	SLmean	RSIhist	pos-pos	172	56.8	8.4	55.8	0.6	0.9	0.3	17.7	-25.9
pair	RSIhist	MRmean	pos-pos	172	56.8	7.8	56.4	0.5	0.8	0.3	17.2	-25.9
pair	MRmean	RSIhist	pos-pos	172	56.8	7.8	56.4	0.5	0.8	0.3	17.2	-25.9
pair	LWTI	RSIhist	neg-pos	109	36.0	7.7	59.6	0.4	0.6	0.1	30.8	-50.9
pair	RSIhist	LWTI	neg-pos	109	36.0	7.7	59.6	0.4	0.6	0.1	30.8	-50.9
single	MACDhist	MACDhist	neg-neg	116	38.3	7.7	56.9	0.4	0.6	0.1	31.1	-55.1
single	LWTI	LWTI	pos-pos	269	88.8	7.4	57.2	0.4	0.6	0.1	23.3	-55.1
pair	MACDhist	RSIhist	pos-pos	138	45.5	7.3	55.8	0.5	0.8	0.3	16.6	-23.2
pair	RSIhist	MACDhist	pos-pos	138	45.5	7.3	55.8	0.5	0.8	0.3	16.6	-23.2
single	MACD	MACD	neg-neg	56	18.5	7.2	58.9	0.4	0.5	0.1	34.6	-55.1
pair	LWTI	RSIhist	pos-pos	160	52.8	7.2	55.6	0.5	0.8	0.3	16.5	-25.7
pair	RSIhist	LWTI	pos-pos	160	52.8	7.2	55.6	0.5	0.8	0.3	16.5	-25.7
pair	SLmean	MRmean	pos-neg	23	7.6	6.7	60.9	0.4	0.8	0.3	22.8	-24.3
pair	MRmean	SLmean	pos-neg	23	7.6	6.7	60.9	0.4	0.8	0.3	22.8	-24.3
single	RSI	RSI	neg-neg	62	20.5	6.1	56.5	0.3	0.5	0.1	37.2	-55.1
pair	RSIhist	RSI	pos-pos	163	53.8	6.0	54.6	0.4	0.7	0.2	16.4	-25.9
pair	RSI	RSIhist	pos-pos	163	53.8	6.0	54.6	0.4	0.7	0.2	16.4	-25.9
single	MRmean	MRmean	neg-neg	79	26.1	5.8	54.4	0.3	0.5	0.1	34.7	-55.1
pair	LWTI	RSI	pos-neg	7	2.3	3.9	42.9	0.2	0.5	0.3	29.7	-13.3
pair	RSI	LWTI	pos-neg	7	2.3	3.9	42.9	0.2	0.5	0.3	29.7	-13.3
pair	MACD	RSIhist	pos-pos	149	49.2	3.8	53.7	0.3	0.5	0.1	16.7	-25.9
pair	RSIhist	MACD	pos-pos	149	49.2	3.8	53.7	0.3	0.5	0.1	16.7	-25.9
pair	RSIhist	MACDhist	neg-neg	74	24.4	3.6	56.8	0.3	0.4	0.1	35.4	-55.6
pair	MACDhist	RSIhist	neg-neg	74	24.4	3.6	56.8	0.3	0.4	0.1	35.4	-55.6
pair	MRmean	RSIhist	neg-neg	71	23.4	2.3	54.9	0.2	0.4	0.0	35.2	-50.9
pair	RSIhist	MRmean	neg-neg	71	23.4	2.3	54.9	0.2	0.4	0.0	35.2	-50.9
pair	MACD	MACDhist	neg-neg	50	16.5	2.1	56.0	0.2	0.4	0.0	36.3	-55.1
pair	MACDhist	MACD	neg-neg	50	16.5	2.1	56.0	0.2	0.4	0.0	36.3	-55.1
pair	MACDhist	RSI	neg-neg	58	19.1	2.1	55.2	0.2	0.4	0.0	38.0	-55.1
pair	RSI	MACDhist	neg-neg	58	19.1	2.1	55.2	0.2	0.4	0.0	38.0	-55.1
single	SLmean	SLmean	neg-neg	96	31.7	1.1	55.2	0.2	0.3	0.0	32.2	-55.1
pair	MRmean	MACDhist	neg-neg	66	21.8	0.8	53.0	0.2	0.3	0.0	36.9	-55.1
pair	MACDhist	MRmean	neg-neg	66	21.8	0.8	53.0	0.2	0.3	0.0	36.9	-55.1
pair	MRmean	RSI	neg-neg	53	17.5	0.4	50.9	0.2	0.3	0.0	38.8	-55.1
pair	RSI	MRmean	neg-neg	53	17.5	0.4	50.9	0.2	0.3	0.0	38.8	-55.1
pair	MACD	RSI	neg-neg	42	13.9	0.1	57.1	0.2	0.3	0.0	39.3	-55.1
pair	RSI	MACD	neg-neg	42	13.9	0.1	57.1	0.2	0.3	0.0	39.3	-55.1
pair	MACDhist	LWTI	neg-pos	83	27.4	-0.2	55.4	0.2	0.2	-0.0	32.2	-55.1
pair	LWTI	MACDhist	neg-pos	83	27.4	-0.2	55.4	0.2	0.2	-0.0	32.2	-55.1
pair	SLmean	MRmean	neg-neg	73	24.1	-0.6	53.4	0.2	0.2	-0.0	34.8	-55.1
pair	MRmean	SLmean	neg-neg	73	24.1	-0.6	53.4	0.2	0.2	-0.0	34.8	-55.1
pair	RSIhist	SLmean	neg-neg	88	29.0	-1.0	54.5	0.1	0.2	-0.0	33.0	-50.9
pair	SLmean	RSIhist	neg-neg	88	29.0	-1.0	54.5	0.1	0.2	-0.0	33.0	-50.9
pair	SLmean	MACDhist	neg-neg	62	20.5	-3.6	53.2	0.1	0.1	-0.1	37.0	-55.3
pair	MACDhist	SLmean	neg-neg	62	20.5	-3.6	53.2	0.1	0.1	-0.1	37.0	-55.3
pair	SLmean	LWTI	neg-pos	80	26.4	-3.9	53.8	0.1	0.1	-0.1	33.3	-55.1
pair	LWTI	SLmean	neg-pos	80	26.4	-3.9	53.8	0.1	0.1	-0.1	33.3	-55.1
pair	MRmean	LWTI	neg-pos	59	19.5	-4.1	52.5	0.1	0.1	-0.1	36.7	-55.1
pair	LWTI	MRmean	neg-pos	59	19.5	-4.1	52.5	0.1	0.1	-0.1	36.7	-55.1
pair	RSIhist	RSI	neg-neg	45	14.9	-5.8	51.1	0.1	0.1	-0.1	40.1	-50.9
pair	RSI	RSIhist	neg-neg	45	14.9	-5.8	51.1	0.1	0.1	-0.1	40.1	-50.9
pair	RSI	SLmean	neg-neg	48	15.8	-7.3	50.0	0.0	0.0	-0.1	39.2	-55.1
pair	SLmean	RSI	neg-neg	48	15.8	-7.3	50.0	0.0	0.0	-0.1	39.2	-55.1
pair	MACD	MRmean	neg-neg	33	10.9	-9.8	48.5	-0.0	-0.1	-0.2	42.1	-55.1
pair	MRmean	MACD	neg-neg	33	10.9	-9.8	48.5	-0.0	-0.1	-0.2	42.1	-55.1
pair	RSI	LWTI	neg-pos	35	11.6	-14.7	48.6	-0.1	-0.2	-0.3	42.9	-55.1
pair	LWTI	RSI	neg-pos	35	11.6	-14.7	48.6	-0.1	-0.2	-0.3	42.9	-55.1
pair	LWTI	MACD	neg-pos	29	9.6	-15.3	51.7	-0.2	-0.3	-0.3	40.0	-55.1
pair	MACD	LWTI	neg-pos	29	9.6	-15.3	51.7	-0.2	-0.3	-0.3	40.0	-55.1
pair	SLmean	MACD	neg-neg	29	9.6	-19.1	48.3	-0.3	-0.5	-0.3	42.8	-55.1
pair	MACD	SLmean	neg-neg	29	9.6	-19.1	48.3	-0.3	-0.5	-0.3	42.8	-55.1
pair	RSIhist	MACD	neg-neg	25	8.3	-22.3	48.0	-0.3	-0.6	-0.4	44.9	-50.9
pair	MACD	RSIhist	neg-neg	25	8.3	-22.3	48.0	-0.3	-0.6	-0.4	44.9	-50.9
pair	MACDhist	RSmean	neg-neg	21	6.9	-23.2	57.1	-0.4	-0.6	-0.5	43.1	-48.9
pair	RSmean	MACDhist	neg-neg	21	6.9	-23.2	57.1	-0.4	-0.6	-0.5	43.1	-48.9
single	RSmean	RSmean	neg-neg	22	7.3	-23.4	54.5	-0.4	-0.6	-0.5	42.1	-48.9
pair	RSmean	MACDhist	neg-pos	1	0.3	-27.3	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.3	-27.3	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-pos	21	6.9	-29.2	52.4	-0.6	-0.9	-0.6	41.7	-48.9
pair	RSmean	LWTI	neg-pos	21	6.9	-29.2	52.4	-0.6	-0.9	-0.6	41.7	-48.9
pair	RSIhist	RSmean	neg-neg	17	5.6	-33.0	52.9	-0.6	-1.0	-0.8	45.6	-44.1
pair	RSmean	RSIhist	neg-neg	17	5.6	-33.0	52.9	-0.6	-1.0	-0.8	45.6	-44.1
pair	MACD	RSmean	neg-neg	13	4.3	-43.8	46.2	-0.8	-2.1	-0.9	53.5	-48.9
pair	RSmean	MACD	neg-neg	13	4.3	-43.8	46.2	-0.8	-2.1	-0.9	53.5	-48.9
pair	RSmean	RSI	neg-neg	13	4.3	-43.8	46.2	-0.8	-2.1	-0.9	53.5	-48.9
pair	RSI	RSmean	neg-neg	13	4.3	-43.8	46.2	-0.8	-2.1	-0.9	53.5	-48.9
pair	RSmean	SLmean	neg-neg	14	4.6	-45.8	50.0	-1.0	-2.4	-0.9	49.5	-48.9
pair	SLmean	RSmean	neg-neg	14	4.6	-45.8	50.0	-1.0	-2.4	-0.9	49.5	-48.9
pair	RSmean	MRmean	neg-neg	14	4.6	-45.8	50.0	-1.0	-2.4	-0.9	49.5	-48.9
pair	MRmean	RSmean	neg-neg	14	4.6	-45.8	50.0	-1.0	-2.4	-0.9	49.5	-48.9

All Contingency Tables for IGV

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.0% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -32.3% Months 201M (66%)	CAGR 6.7% \| Win 61% Sharpe 0.40 \| Sortino 0.75 \| Calmar 0.3 Vol 23% \| MDD -24.3% Months 23M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 128.2% \| Win 67% Sharpe 3.37 \| Sortino 32.96 \| Calmar 59.4 Vol 26% \| MDD -2.2% Months 6M (2%)	CAGR -0.6% \| Win 53% Sharpe 0.16 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -55.1% Months 73M (24%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
SLmean only	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 59% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.4 Vol 19% \| MDD -29.7% Months 216M (71%)	CAGR 40.6% \| Win 62% Sharpe 1.95 \| Sortino 5.97 \| Calmar 11.0 Vol 18% \| MDD -3.7% Months 8M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 22.3% \| Win 55% Sharpe 0.83 \| Sortino 1.39 \| Calmar 0.6 Vol 30% \| MDD -34.4% Months 65M (22%)	CAGR -45.8% \| Win 50% Sharpe -0.97 \| Sortino -2.38 \| Calmar -0.9 Vol 50% \| MDD -48.9% Months 14M (5%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
RSmean only	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 19% \| MDD -33.1% Months 201M (66%)	CAGR 37.4% \| Win 74% Sharpe 1.80 \| Sortino 2.01 \| Calmar 13.9 Vol 19% \| MDD -2.7% Months 23M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 18.7% \| Win 59% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.5 Vol 28% \| MDD -34.2% Months 46M (15%)	CAGR -9.8% \| Win 48% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 42% \| MDD -55.1% Months 33M (11%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
MACD only	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 58% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -27.1% Months 215M (71%)	CAGR 46.9% \| Win 89% Sharpe 1.59 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 9M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 17.8% \| Win 62% Sharpe 0.78 \| Sortino 1.16 \| Calmar 0.9 Vol 25% \| MDD -20.9% Months 26M (9%)	CAGR 0.4% \| Win 51% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -55.1% Months 53M (18%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
RSI only	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 58% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -22.7% Months 174M (57%)	CAGR 17.7% \| Win 62% Sharpe 0.87 \| Sortino 1.34 \| Calmar 1.1 Vol 22% \| MDD -15.5% Months 50M (16%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 35.7% \| Win 62% Sharpe 1.62 \| Sortino 4.61 \| Calmar 6.9 Vol 20% \| MDD -5.2% Months 13M (4%)	CAGR 0.8% \| Win 53% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -55.1% Months 66M (22%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 56% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.3 Vol 17% \| MDD -25.9% Months 172M (57%)	CAGR 24.4% \| Win 67% Sharpe 1.07 \| Sortino 2.07 \| Calmar 0.8 Vol 23% \| MDD -30.1% Months 52M (17%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 43.7% \| Win 50% Sharpe 1.33 \| Sortino 3.61 \| Calmar 7.9 Vol 31% \| MDD -5.5% Months 8M (3%)	CAGR 2.3% \| Win 55% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.0 Vol 35% \| MDD -50.9% Months 71M (23%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.9% \| Win 59% Sharpe 0.67 \| Sortino 1.10 \| Calmar 0.4 Vol 18% \| MDD -28.1% Months 210M (69%)	CAGR 19.8% \| Win 64% Sharpe 0.77 \| Sortino 1.20 \| Calmar 1.8 Vol 29% \| MDD -10.9% Months 14M (5%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR -4.1% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 37% \| MDD -55.1% Months 59M (20%)	CAGR 41.7% \| Win 60% Sharpe 1.42 \| Sortino 3.69 \| Calmar 2.7 Vol 27% \| MDD -15.3% Months 20M (7%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 13.4% \| Win 59% Sharpe 0.77 \| Sortino 1.28 \| Calmar 0.5 Vol 19% \| MDD -26.0% Months 199M (66%)	CAGR 40.6% \| Win 62% Sharpe 1.95 \| Sortino 5.97 \| Calmar 11.0 Vol 18% \| MDD -3.7% Months 8M (3%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR 12.4% \| Win 56% Sharpe 0.56 \| Sortino 0.94 \| Calmar 0.3 Vol 28% \| MDD -39.7% Months 82M (27%)	CAGR -45.8% \| Win 50% Sharpe -0.97 \| Sortino -2.38 \| Calmar -0.9 Vol 50% \| MDD -48.9% Months 14M (5%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
RSmean only	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.3% \| Win 57% Sharpe 0.63 \| Sortino 1.07 \| Calmar 0.4 Vol 18% \| MDD -28.3% Months 180M (59%)	CAGR 44.9% \| Win 70% Sharpe 1.90 \| Sortino 2.71 \| Calmar 2.9 Vol 21% \| MDD -15.3% Months 27M (9%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR 11.3% \| Win 58% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.3 Vol 26% \| MDD -43.4% Months 67M (22%)	CAGR -19.1% \| Win 48% Sharpe -0.28 \| Sortino -0.51 \| Calmar -0.3 Vol 43% \| MDD -55.1% Months 29M (10%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
MACD only	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.2% \| Win 57% Sharpe 0.69 \| Sortino 1.16 \| Calmar 0.4 Vol 18% \| MDD -25.7% Months 193M (64%)	CAGR 68.4% \| Win 79% Sharpe 2.10 \| Sortino 2.38 \| Calmar 4.5 Vol 27% \| MDD -15.3% Months 14M (5%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.87 \| Calmar 0.3 Vol 24% \| MDD -31.9% Months 48M (16%)	CAGR -7.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 39% \| MDD -55.1% Months 48M (16%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
RSI only	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 58% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.5 Vol 17% \| MDD -24.8% Months 153M (50%)	CAGR 22.4% \| Win 61% Sharpe 1.01 \| Sortino 1.68 \| Calmar 1.4 Vol 22% \| MDD -15.5% Months 54M (18%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR 10.2% \| Win 59% Sharpe 0.56 \| Sortino 1.07 \| Calmar 0.4 Vol 21% \| MDD -24.3% Months 34M (11%)	CAGR -3.6% \| Win 53% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.1 Vol 37% \| MDD -55.3% Months 62M (20%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.3 Vol 18% \| MDD -25.9% Months 172M (57%)	CAGR 48.5% \| Win 74% Sharpe 1.94 \| Sortino 3.34 \| Calmar 4.5 Vol 22% \| MDD -10.7% Months 35M (12%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR 27.4% \| Win 62% Sharpe 1.16 \| Sortino 2.07 \| Calmar 7.9 Vol 23% \| MDD -3.5% Months 8M (3%)	CAGR -1.0% \| Win 55% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 33% \| MDD -50.9% Months 88M (29%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.6% \| Win 59% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.5 Vol 18% \| MDD -24.3% Months 189M (62%)	CAGR 33.9% \| Win 61% Sharpe 1.14 \| Sortino 1.96 \| Calmar 2.2 Vol 29% \| MDD -15.3% Months 18M (6%)	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)
SLmean neg	CAGR -3.9% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 33% \| MDD -55.1% Months 80M (26%)	CAGR 30.5% \| Win 62% Sharpe 1.14 \| Sortino 3.14 \| Calmar 2.0 Vol 26% \| MDD -15.3% Months 16M (5%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.3% \| Win 57% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.2 Vol 21% \| MDD -44.6% Months 238M (78%)	CAGR 30.3% \| Win 63% Sharpe 1.17 \| Sortino 2.07 \| Calmar 1.8 Vol 25% \| MDD -16.5% Months 43M (14%)	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)
RSmean neg	CAGR 19.8% \| Win 67% Sharpe 1.56 \| Sortino 3.13 \| Calmar 5.4 Vol 12% \| MDD -3.7% Months 9M (3%)	CAGR -43.8% \| Win 46% Sharpe -0.80 \| Sortino -2.12 \| Calmar -0.9 Vol 54% \| MDD -48.9% Months 13M (4%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)
MACD only	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.6% \| Win 58% Sharpe 0.62 \| Sortino 1.02 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 232M (77%)	CAGR 25.6% \| Win 59% Sharpe 0.90 \| Sortino 1.44 \| Calmar 0.7 Vol 31% \| MDD -34.4% Months 49M (16%)	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)
RSmean neg	CAGR 19.8% \| Win 67% Sharpe 1.56 \| Sortino 3.13 \| Calmar 5.4 Vol 12% \| MDD -3.7% Months 9M (3%)	CAGR -43.8% \| Win 46% Sharpe -0.80 \| Sortino -2.12 \| Calmar -0.9 Vol 54% \| MDD -48.9% Months 13M (4%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)
RSI only	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 59% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 186M (61%)	CAGR 16.1% \| Win 57% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 28% \| MDD -46.5% Months 95M (31%)	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)
RSmean neg	CAGR -27.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -23.2% \| Win 57% Sharpe -0.39 \| Sortino -0.61 \| Calmar -0.5 Vol 43% \| MDD -48.9% Months 21M (7%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 56% Sharpe 0.57 \| Sortino 0.94 \| Calmar 0.3 Vol 18% \| MDD -25.9% Months 175M (58%)	CAGR 20.5% \| Win 61% Sharpe 0.83 \| Sortino 1.41 \| Calmar 0.5 Vol 27% \| MDD -41.4% Months 106M (35%)	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)
RSmean neg	CAGR 21.3% \| Win 60% Sharpe 0.81 \| Sortino 1.57 \| Calmar 8.1 Vol 28% \| MDD -2.6% Months 5M (2%)	CAGR -33.0% \| Win 53% Sharpe -0.64 \| Sortino -1.01 \| Calmar -0.7 Vol 46% \| MDD -44.1% Months 17M (6%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.3% \| Win 58% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 21% \| MDD -45.7% Months 248M (82%)	CAGR 27.8% \| Win 61% Sharpe 1.04 \| Sortino 2.07 \| Calmar 1.8 Vol 27% \| MDD -15.6% Months 33M (11%)	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)
RSmean neg	CAGR -29.2% \| Win 52% Sharpe -0.61 \| Sortino -0.90 \| Calmar -0.6 Vol 42% \| MDD -48.9% Months 21M (7%)	CAGR 308.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.8% \| Win 58% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 19% \| MDD -36.7% Months 227M (75%)	CAGR 19.9% \| Win 55% Sharpe 0.71 \| Sortino 0.97 \| Calmar 0.8 Vol 33% \| MDD -26.3% Months 20M (7%)	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)
MACD neg	CAGR 31.6% \| Win 64% Sharpe 2.26 \| Sortino 9.99 \| Calmar 11.7 Vol 13% \| MDD -2.7% Months 14M (5%)	CAGR 0.1% \| Win 57% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 39% \| MDD -55.1% Months 42M (14%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)
RSI only	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.0% \| Win 57% Sharpe 0.62 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 181M (60%)	CAGR 12.2% \| Win 58% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.3 Vol 27% \| MDD -40.0% Months 66M (22%)	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)
MACD neg	CAGR 61.0% \| Win 83% Sharpe 4.85 \| Sortino 0.00 \| Calmar 45.6 Vol 10% \| MDD -1.3% Months 6M (2%)	CAGR 2.1% \| Win 56% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.0 Vol 36% \| MDD -55.1% Months 50M (16%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.8% \| Win 54% Sharpe 0.31 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -25.9% Months 149M (49%)	CAGR 21.7% \| Win 63% Sharpe 0.90 \| Sortino 1.40 \| Calmar 0.6 Vol 26% \| MDD -37.5% Months 98M (32%)	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)
MACD neg	CAGR 39.0% \| Win 68% Sharpe 1.63 \| Sortino 2.52 \| Calmar 2.5 Vol 22% \| MDD -15.6% Months 31M (10%)	CAGR -22.3% \| Win 48% Sharpe -0.34 \| Sortino -0.63 \| Calmar -0.4 Vol 45% \| MDD -50.9% Months 25M (8%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.5% \| Win 58% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 20% \| MDD -43.1% Months 240M (79%)	CAGR 12.4% \| Win 43% Sharpe 0.50 \| Sortino 1.18 \| Calmar 0.8 Vol 32% \| MDD -15.1% Months 7M (2%)	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)
MACD neg	CAGR -15.3% \| Win 52% Sharpe -0.21 \| Sortino -0.31 \| Calmar -0.3 Vol 40% \| MDD -55.1% Months 29M (10%)	CAGR 38.0% \| Win 67% Sharpe 1.34 \| Sortino 2.48 \| Calmar 2.4 Vol 27% \| MDD -15.6% Months 27M (9%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.1% \| Win 58% Sharpe 0.63 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 183M (60%)	CAGR 13.7% \| Win 59% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 23% \| MDD -37.4% Months 58M (19%)	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)
RSI neg	CAGR 86.6% \| Win 75% Sharpe 3.01 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 4M (1%)	CAGR 2.1% \| Win 55% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.0 Vol 38% \| MDD -55.1% Months 58M (19%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.0% \| Win 55% Sharpe 0.44 \| Sortino 0.70 \| Calmar 0.2 Vol 16% \| MDD -25.9% Months 163M (54%)	CAGR 22.2% \| Win 65% Sharpe 0.98 \| Sortino 1.69 \| Calmar 0.8 Vol 23% \| MDD -28.5% Months 78M (26%)	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)
RSI neg	CAGR 45.4% \| Win 71% Sharpe 1.50 \| Sortino 2.32 \| Calmar 2.9 Vol 28% \| MDD -15.6% Months 17M (6%)	CAGR -5.8% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.1 Vol 40% \| MDD -50.9% Months 45M (15%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.2% \| Win 58% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.4 Vol 19% \| MDD -31.7% Months 234M (77%)	CAGR 3.9% \| Win 43% Sharpe 0.25 \| Sortino 0.52 \| Calmar 0.3 Vol 30% \| MDD -13.3% Months 7M (2%)	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)
RSI neg	CAGR -14.7% \| Win 49% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.3 Vol 43% \| MDD -55.1% Months 35M (12%)	CAGR 40.8% \| Win 67% Sharpe 1.40 \| Sortino 2.71 \| Calmar 2.6 Vol 27% \| MDD -15.6% Months 27M (9%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 7.3% \| Win 56% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.3 Vol 17% \| MDD -23.2% Months 138M (46%)	CAGR 23.5% \| Win 65% Sharpe 1.09 \| Sortino 2.17 \| Calmar 1.1 Vol 22% \| MDD -21.5% Months 49M (16%)	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)
MACDhist neg	CAGR 15.5% \| Win 57% Sharpe 0.77 \| Sortino 1.27 \| Calmar 1.0 Vol 22% \| MDD -15.6% Months 42M (14%)	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 35% \| MDD -55.6% Months 74M (24%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)
RSIhist only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.0% \| Win 58% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 186M (61%)	CAGR 104.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)
MACDhist neg	CAGR -0.2% \| Win 55% Sharpe 0.16 \| Sortino 0.22 \| Calmar -0.0 Vol 32% \| MDD -55.1% Months 83M (27%)	CAGR 30.5% \| Win 61% Sharpe 1.10 \| Sortino 2.24 \| Calmar 2.0 Vol 28% \| MDD -15.6% Months 33M (11%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 7.2% \| Win 56% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -25.7% Months 160M (53%)	CAGR 26.4% \| Win 60% Sharpe 1.00 \| Sortino 1.69 \| Calmar 1.7 Vol 27% \| MDD -15.6% Months 20M (7%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -25.9% Months 180M (59%)
RSIhist neg	CAGR 7.7% \| Win 60% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 109M (36%)	CAGR 41.2% \| Win 64% Sharpe 1.32 \| Sortino 3.98 \| Calmar 2.7 Vol 29% \| MDD -15.3% Months 14M (5%)	CAGR 11.1% \| Win 60% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 31% \| MDD -50.9% Months 123M (41%)
LWTI only	CAGR 7.4% \| Win 57% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.1 Vol 23% \| MDD -55.1% Months 269M (89%)	CAGR 32.3% \| Win 62% Sharpe 1.16 \| Sortino 2.33 \| Calmar 2.1 Vol 28% \| MDD -15.6% Months 34M (11%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.0% \| Win 59% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -32.3% Months 201M (66%)	CAGR 6.7% \| Win 61% Sharpe 0.40 \| Sortino 0.75 \| Calmar 0.3 Vol 23% \| MDD -24.3% Months 23M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 128.2% \| Win 67% Sharpe 3.37 \| Sortino 32.96 \| Calmar 59.4 Vol 26% \| MDD -2.2% Months 6M (2%)	CAGR -0.6% \| Win 53% Sharpe 0.16 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -55.1% Months 73M (24%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
SLmean only	CAGR 14.3% \| Win 59% Sharpe 0.81 \| Sortino 1.37 \| Calmar 0.6 Vol 19% \| MDD -23.3% Months 207M (68%)	CAGR 1.1% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -55.1% Months 96M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 59% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.4 Vol 19% \| MDD -29.7% Months 216M (71%)	CAGR 40.6% \| Win 62% Sharpe 1.95 \| Sortino 5.97 \| Calmar 11.0 Vol 18% \| MDD -3.7% Months 8M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 22.3% \| Win 55% Sharpe 0.83 \| Sortino 1.39 \| Calmar 0.6 Vol 30% \| MDD -34.4% Months 65M (22%)	CAGR -45.8% \| Win 50% Sharpe -0.97 \| Sortino -2.38 \| Calmar -0.9 Vol 50% \| MDD -48.9% Months 14M (5%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
RSmean only	CAGR 13.1% \| Win 58% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.3 Vol 22% \| MDD -48.7% Months 281M (93%)	CAGR -23.4% \| Win 55% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.5 Vol 42% \| MDD -48.9% Months 22M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 19% \| MDD -33.1% Months 201M (66%)	CAGR 37.4% \| Win 74% Sharpe 1.80 \| Sortino 2.01 \| Calmar 13.9 Vol 19% \| MDD -2.7% Months 23M (8%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 18.7% \| Win 59% Sharpe 0.75 \| Sortino 1.06 \| Calmar 0.5 Vol 28% \| MDD -34.2% Months 46M (15%)	CAGR -9.8% \| Win 48% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 42% \| MDD -55.1% Months 33M (11%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
MACD only	CAGR 10.6% \| Win 57% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -42.2% Months 247M (82%)	CAGR 7.2% \| Win 59% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 56M (18%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 58% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -27.1% Months 215M (71%)	CAGR 46.9% \| Win 89% Sharpe 1.59 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 9M (3%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 17.8% \| Win 62% Sharpe 0.78 \| Sortino 1.16 \| Calmar 0.9 Vol 25% \| MDD -20.9% Months 26M (9%)	CAGR 0.4% \| Win 51% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -55.1% Months 53M (18%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
RSI only	CAGR 11.0% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 241M (80%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 37% \| MDD -55.1% Months 62M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 58% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -22.7% Months 174M (57%)	CAGR 17.7% \| Win 62% Sharpe 0.87 \| Sortino 1.34 \| Calmar 1.1 Vol 22% \| MDD -15.5% Months 50M (16%)	CAGR 11.4% \| Win 59% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -27.1% Months 224M (74%)
MRmean neg	CAGR 35.7% \| Win 62% Sharpe 1.62 \| Sortino 4.61 \| Calmar 6.9 Vol 20% \| MDD -5.2% Months 13M (4%)	CAGR 0.8% \| Win 53% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -55.1% Months 66M (22%)	CAGR 5.8% \| Win 54% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 35% \| MDD -55.1% Months 79M (26%)
MACDhist only	CAGR 11.4% \| Win 58% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 187M (62%)	CAGR 7.7% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 116M (38%)