IHE - iShares U.S. Pharmaceuticals ETF

Signal Pair Analysis

SLmean-RSIhist

Best Pair

90.1%

Best CAGR

Total Months

12.6%

Avg CAGR

IHE 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 IHE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSIhist	SLmean	neg-pos	2	0.8	90.1	100.0	6.7	0.0	0.0	9.8	0.0
pair	SLmean	RSIhist	neg-pos	2	0.8	90.1	100.0	6.7	0.0	0.0	9.8	0.0
pair	MACDhist	LWTI	pos-neg	2	0.8	78.3	100.0	8.0	0.0	0.0	7.4	0.0
pair	LWTI	MACDhist	pos-neg	2	0.8	78.3	100.0	8.0	0.0	0.0	7.4	0.0
pair	RSmean	RSIhist	neg-pos	4	1.7	42.9	100.0	10.8	0.0	0.0	3.4	0.0
pair	RSIhist	RSmean	neg-pos	4	1.7	42.9	100.0	10.8	0.0	0.0	3.4	0.0
pair	RSI	RSIhist	neg-pos	4	1.7	36.6	75.0	2.6	0.0	0.0	12.2	0.0
pair	RSIhist	RSI	neg-pos	4	1.7	36.6	75.0	2.6	0.0	0.0	12.2	0.0
pair	MRmean	MACD	neg-pos	40	16.9	33.7	75.0	2.4	4.2	3.4	12.5	-9.9
pair	MACD	MRmean	neg-pos	40	16.9	33.7	75.0	2.4	4.2	3.4	12.5	-9.9
pair	MRmean	LWTI	neg-pos	48	20.3	32.0	75.0	2.2	4.1	4.9	13.2	-6.5
pair	LWTI	MRmean	neg-pos	48	20.3	32.0	75.0	2.2	4.1	4.9	13.2	-6.5
pair	MRmean	RSI	neg-pos	32	13.5	30.6	75.0	2.5	4.8	6.3	10.9	-4.9
pair	RSI	MRmean	neg-pos	32	13.5	30.6	75.0	2.5	4.8	6.3	10.9	-4.9
pair	SLmean	RSmean	pos-neg	6	2.5	29.2	83.3	4.8	0.0	362.1	5.4	-0.1
pair	RSmean	SLmean	pos-neg	6	2.5	29.2	83.3	4.8	0.0	362.1	5.4	-0.1
pair	RSI	SLmean	pos-neg	9	3.8	29.0	66.7	1.7	8.4	5.1	15.5	-5.6
pair	SLmean	RSI	pos-neg	9	3.8	29.0	66.7	1.7	8.4	5.1	15.5	-5.6
pair	MACD	MACDhist	neg-pos	3	1.3	28.1	66.7	1.5	0.0	8.3	17.5	-3.4
pair	MACDhist	MACD	neg-pos	3	1.3	28.1	66.7	1.5	0.0	8.3	17.5	-3.4
pair	RSI	LWTI	neg-pos	20	8.4	27.9	70.0	1.5	4.0	4.3	17.6	-6.5
pair	LWTI	RSI	neg-pos	20	8.4	27.9	70.0	1.5	4.0	4.3	17.6	-6.5
pair	MRmean	RSI	pos-neg	5	2.1	27.2	80.0	1.7	0.0	4.9	15.2	-5.5
pair	RSI	MRmean	pos-neg	5	2.1	27.2	80.0	1.7	0.0	4.9	15.2	-5.5
pair	MACDhist	MRmean	neg-pos	4	1.7	26.7	75.0	1.2	0.0	4.1	20.4	-6.5
pair	MRmean	MACDhist	neg-pos	4	1.7	26.7	75.0	1.2	0.0	4.1	20.4	-6.5
pair	MACD	RSIhist	neg-pos	9	3.8	26.2	66.7	1.6	5.5	7.7	15.3	-3.4
pair	RSIhist	MACD	neg-pos	9	3.8	26.2	66.7	1.6	5.5	7.7	15.3	-3.4
pair	RSmean	MRmean	neg-pos	54	22.8	26.0	72.2	1.4	2.0	1.2	17.4	-21.9
pair	MRmean	RSmean	neg-pos	54	22.8	26.0	72.2	1.4	2.0	1.2	17.4	-21.9
pair	LWTI	RSIhist	pos-neg	9	3.8	24.6	66.7	1.5	5.1	5.7	15.8	-4.3
pair	RSIhist	LWTI	pos-neg	9	3.8	24.6	66.7	1.5	5.1	5.7	15.8	-4.3
pair	MRmean	SLmean	neg-neg	62	26.2	24.1	72.6	1.4	1.8	1.2	16.1	-19.8
pair	SLmean	MRmean	neg-neg	62	26.2	24.1	72.6	1.4	1.8	1.2	16.1	-19.8
pair	MRmean	RSIhist	neg-neg	69	29.1	23.1	69.6	1.4	1.9	0.9	16.1	-25.7
pair	RSIhist	MRmean	neg-neg	69	29.1	23.1	69.6	1.4	1.9	0.9	16.1	-25.7
single	MRmean	MRmean	neg-neg	72	30.4	22.7	69.4	1.4	1.9	0.9	15.8	-25.7
pair	MACDhist	MRmean	neg-neg	68	28.7	22.5	69.1	1.4	1.8	0.9	15.7	-25.7
pair	MRmean	MACDhist	neg-neg	68	28.7	22.5	69.1	1.4	1.8	0.9	15.7	-25.7
pair	MACD	RSI	pos-neg	23	9.7	22.0	69.6	1.4	2.9	1.7	14.6	-12.8
pair	RSI	MACD	pos-neg	23	9.7	22.0	69.6	1.4	2.9	1.7	14.6	-12.8
pair	SLmean	RSmean	neg-pos	62	26.2	21.6	72.6	1.2	1.6	1.2	17.9	-18.5
pair	RSmean	SLmean	neg-pos	62	26.2	21.6	72.6	1.2	1.6	1.2	17.9	-18.5
pair	SLmean	MACDhist	neg-neg	64	27.0	20.6	70.3	1.2	1.6	0.9	16.5	-22.0
pair	MACDhist	SLmean	neg-neg	64	27.0	20.6	70.3	1.2	1.6	0.9	16.5	-22.0
pair	RSI	MACDhist	neg-neg	44	18.6	20.5	68.2	1.1	1.6	1.0	18.1	-21.2
pair	MACDhist	RSI	neg-neg	44	18.6	20.5	68.2	1.1	1.6	1.0	18.1	-21.2
pair	RSmean	RSI	pos-neg	43	18.1	20.4	67.4	1.1	1.6	1.0	18.5	-21.2
pair	RSI	RSmean	pos-neg	43	18.1	20.4	67.4	1.1	1.6	1.0	18.5	-21.2
pair	MACD	SLmean	neg-pos	50	21.1	20.2	70.0	1.3	2.0	1.8	15.1	-11.1
pair	SLmean	MACD	neg-pos	50	21.1	20.2	70.0	1.3	2.0	1.8	15.1	-11.1
pair	SLmean	RSI	neg-pos	44	18.6	19.0	70.5	1.3	1.8	1.7	14.8	-11.1
pair	RSI	SLmean	neg-pos	44	18.6	19.0	70.5	1.3	1.8	1.7	14.8	-11.1
pair	SLmean	LWTI	neg-pos	60	25.3	18.1	68.3	1.2	1.9	1.5	15.5	-11.7
pair	LWTI	SLmean	neg-pos	60	25.3	18.1	68.3	1.2	1.9	1.5	15.5	-11.7
single	RSI	RSI	neg-neg	45	19.0	17.8	66.7	1.0	1.5	0.8	18.4	-21.2
single	SLmean	SLmean	neg-neg	80	33.8	17.3	68.8	1.0	1.4	0.8	16.8	-22.0
pair	RSI	MRmean	neg-neg	40	16.9	16.7	65.0	0.9	1.4	0.8	18.9	-21.9
pair	MRmean	RSI	neg-neg	40	16.9	16.7	65.0	0.9	1.4	0.8	18.9	-21.9
pair	RSI	RSIhist	neg-neg	41	17.3	16.2	65.9	0.9	1.3	0.8	19.0	-21.2
pair	RSIhist	RSI	neg-neg	41	17.3	16.2	65.9	0.9	1.3	0.8	19.0	-21.2
pair	RSIhist	SLmean	neg-neg	78	32.9	15.9	67.9	1.0	1.3	0.7	16.8	-22.0
pair	SLmean	RSIhist	neg-neg	78	32.9	15.9	67.9	1.0	1.3	0.7	16.8	-22.0
pair	SLmean	RSI	neg-neg	36	15.2	15.2	66.7	0.8	1.2	0.8	19.2	-18.5
pair	RSI	SLmean	neg-neg	36	15.2	15.2	66.7	0.8	1.2	0.8	19.2	-18.5
pair	MACD	RSmean	neg-neg	13	5.5	15.0	69.2	1.3	1.9	3.1	10.9	-4.9
pair	RSmean	MACD	neg-neg	13	5.5	15.0	69.2	1.3	1.9	3.1	10.9	-4.9
pair	SLmean	LWTI	neg-neg	20	8.4	14.9	70.0	0.8	0.9	0.8	20.8	-18.5
pair	LWTI	SLmean	neg-neg	20	8.4	14.9	70.0	0.8	0.9	0.8	20.8	-18.5
pair	SLmean	MRmean	neg-pos	10	4.2	14.4	50.0	1.0	2.5	2.1	14.4	-6.8
pair	MRmean	SLmean	neg-pos	10	4.2	14.4	50.0	1.0	2.5	2.1	14.4	-6.8
pair	MRmean	RSIhist	neg-pos	3	1.3	14.0	66.7	1.2	0.0	0.0	11.4	0.0
pair	RSIhist	MRmean	neg-pos	3	1.3	14.0	66.7	1.2	0.0	0.0	11.4	0.0
pair	RSI	MACD	neg-neg	22	9.3	13.6	63.6	0.7	1.0	0.6	22.0	-21.2
pair	MACD	RSI	neg-neg	22	9.3	13.6	63.6	0.7	1.0	0.6	22.0	-21.2
pair	RSI	RSmean	neg-pos	22	9.3	13.5	63.6	1.3	1.8	2.5	10.6	-5.4
pair	RSmean	RSI	neg-pos	22	9.3	13.5	63.6	1.3	1.8	2.5	10.6	-5.4
pair	RSmean	MRmean	neg-neg	18	7.6	13.4	61.1	1.3	2.1	2.0	9.9	-6.8
pair	MRmean	RSmean	neg-neg	18	7.6	13.4	61.1	1.3	2.1	2.0	9.9	-6.8
pair	LWTI	MACDhist	neg-pos	73	30.8	13.0	63.0	0.9	1.4	0.8	15.1	-15.8
pair	MACDhist	LWTI	neg-pos	73	30.8	13.0	63.0	0.9	1.4	0.8	15.1	-15.8
pair	MACDhist	SLmean	pos-pos	115	48.5	12.5	62.6	0.9	1.5	0.4	14.5	-34.5
pair	MACD	SLmean	neg-neg	30	12.7	12.5	66.7	0.7	0.9	0.6	19.6	-22.0
pair	SLmean	MACD	neg-neg	30	12.7	12.5	66.7	0.7	0.9	0.6	19.6	-22.0
pair	SLmean	MACDhist	pos-pos	115	48.5	12.5	62.6	0.9	1.5	0.4	14.5	-34.5
pair	LWTI	MACD	neg-neg	23	9.7	12.4	65.2	0.7	0.9	0.5	20.8	-25.2
pair	MACD	LWTI	neg-neg	23	9.7	12.4	65.2	0.7	0.9	0.5	20.8	-25.2
pair	LWTI	RSIhist	neg-pos	92	38.8	12.4	64.1	0.8	1.2	0.7	16.0	-17.2
pair	RSIhist	LWTI	neg-pos	92	38.8	12.4	64.1	0.8	1.2	0.7	16.0	-17.2
pair	MACDhist	RSI	pos-pos	130	54.9	12.4	63.1	0.9	1.4	0.3	14.9	-38.4
pair	RSI	MACDhist	pos-pos	130	54.9	12.4	63.1	0.9	1.4	0.3	14.9	-38.4
pair	MACDhist	RSIhist	pos-pos	96	40.5	12.3	61.5	0.9	1.6	0.4	14.4	-29.5
pair	RSIhist	MACDhist	pos-pos	96	40.5	12.3	61.5	0.9	1.6	0.4	14.4	-29.5
pair	LWTI	MACD	pos-pos	179	75.5	12.0	63.1	0.8	1.3	0.4	15.1	-30.6
pair	MACD	LWTI	pos-pos	179	75.5	12.0	63.1	0.8	1.3	0.4	15.1	-30.6
single	RSIhist	RSIhist	pos-pos	119	50.2	11.9	61.3	0.9	1.6	0.6	14.2	-20.9
pair	RSmean	LWTI	pos-pos	178	75.1	11.8	62.4	0.8	1.3	0.5	15.4	-26.2
pair	LWTI	RSmean	pos-pos	178	75.1	11.8	62.4	0.8	1.3	0.5	15.4	-26.2
pair	RSIhist	MRmean	pos-pos	116	48.9	11.8	61.2	0.8	1.6	0.6	14.3	-20.9
pair	MRmean	RSIhist	pos-pos	116	48.9	11.8	61.2	0.8	1.6	0.6	14.3	-20.9
single	MACDhist	MACDhist	pos-pos	131	55.3	11.6	62.6	0.8	1.3	0.3	15.0	-42.4
single	LWTI	LWTI	pos-pos	202	85.2	11.6	62.4	0.8	1.3	0.4	15.0	-30.6
pair	MACDhist	RSmean	pos-pos	131	55.3	11.6	62.6	0.8	1.3	0.3	15.0	-42.4
pair	RSmean	MACDhist	pos-pos	131	55.3	11.6	62.6	0.8	1.3	0.3	15.0	-42.4
pair	RSmean	MACD	pos-pos	180	75.9	11.5	62.8	0.8	1.2	0.4	15.3	-28.7
pair	MACD	RSmean	pos-pos	180	75.9	11.5	62.8	0.8	1.2	0.4	15.3	-28.7
pair	MACD	RSIhist	pos-neg	81	34.2	11.3	64.2	0.7	1.1	0.7	16.5	-17.2
pair	RSIhist	MACD	pos-neg	81	34.2	11.3	64.2	0.7	1.1	0.7	16.5	-17.2
pair	MACDhist	MACD	pos-pos	128	54.0	11.2	62.5	0.8	1.3	0.3	15.0	-42.4
pair	MACD	MACDhist	pos-pos	128	54.0	11.2	62.5	0.8	1.3	0.3	15.0	-42.4
pair	RSIhist	RSmean	pos-neg	98	41.4	11.1	64.3	0.7	1.0	0.5	18.0	-22.4
pair	RSmean	RSIhist	pos-neg	98	41.4	11.1	64.3	0.7	1.0	0.5	18.0	-22.4
pair	RSI	RSIhist	pos-pos	115	48.5	11.1	60.9	0.8	1.5	0.5	14.3	-23.7
pair	RSIhist	RSI	pos-pos	115	48.5	11.1	60.9	0.8	1.5	0.5	14.3	-23.7
pair	MACDhist	MRmean	pos-pos	127	53.6	11.1	62.2	0.8	1.3	0.3	14.9	-40.4
pair	MRmean	MACDhist	pos-pos	127	53.6	11.1	62.2	0.8	1.3	0.3	14.9	-40.4
single	RSmean	RSmean	pos-pos	213	89.9	11.0	62.0	0.7	1.1	0.4	16.1	-26.3
single	MACD	MACD	pos-pos	191	80.6	11.0	62.3	0.8	1.2	0.3	15.1	-31.5
pair	LWTI	RSIhist	pos-pos	110	46.4	10.9	60.9	0.8	1.4	0.4	14.1	-24.9
pair	RSIhist	LWTI	pos-pos	110	46.4	10.9	60.9	0.8	1.4	0.4	14.1	-24.9
pair	RSIhist	SLmean	pos-pos	117	49.4	10.9	60.7	0.8	1.4	0.5	14.1	-23.6
pair	SLmean	RSIhist	pos-pos	117	49.4	10.9	60.7	0.8	1.4	0.5	14.1	-23.6
pair	RSIhist	RSmean	pos-pos	115	48.5	10.9	60.0	0.8	1.5	0.5	14.4	-22.5
pair	RSmean	RSIhist	pos-pos	115	48.5	10.9	60.0	0.8	1.5	0.5	14.4	-22.5
pair	MACDhist	LWTI	pos-pos	129	54.4	10.8	62.0	0.8	1.2	0.2	15.0	-42.4
pair	LWTI	MACDhist	pos-pos	129	54.4	10.8	62.0	0.8	1.2	0.2	15.0	-42.4
pair	benchmark___benchmark_		benchmark-benchmark	237	100.0	10.8	62.0	0.7	1.1	0.3	15.6	-32.8
pair		benchmark___benchmark_	benchmark-benchmark	237	100.0	10.8	62.0	0.7	1.1	0.3	15.6	-32.8
pair	MACD	RSIhist	pos-pos	110	46.4	10.8	60.9	0.8	1.4	0.4	14.1	-28.2
pair	RSIhist	MACD	pos-pos	110	46.4	10.8	60.9	0.8	1.4	0.4	14.1	-28.2
pair	MACDhist	MACD	pos-neg	63	26.6	10.5	61.9	0.7	1.1	0.7	15.5	-15.8
pair	MACD	MACDhist	pos-neg	63	26.6	10.5	61.9	0.7	1.1	0.7	15.5	-15.8
pair	LWTI	RSI	neg-neg	25	10.5	10.4	64.0	0.6	0.8	0.5	19.2	-21.2
pair	RSI	LWTI	neg-neg	25	10.5	10.4	64.0	0.6	0.8	0.5	19.2	-21.2
single	MACD	MACD	neg-neg	46	19.4	10.2	60.9	0.6	0.9	0.3	17.8	-32.8
pair	MRmean	MACD	pos-neg	14	5.9	10.2	57.1	0.7	1.4	1.1	15.2	-9.0
pair	MRmean	MACD	neg-neg	32	13.5	10.2	62.5	0.6	0.8	0.4	19.0	-25.7
pair	MACD	MRmean	neg-neg	32	13.5	10.2	62.5	0.6	0.8	0.4	19.0	-25.7
pair	MACD	MRmean	pos-neg	14	5.9	10.2	57.1	0.7	1.4	1.1	15.2	-9.0
pair	RSmean	MACDhist	pos-neg	82	34.6	10.0	61.0	0.6	1.0	0.4	17.8	-26.3
pair	MACDhist	RSmean	pos-neg	82	34.6	10.0	61.0	0.6	1.0	0.4	17.8	-26.3
pair	RSIhist	MACDhist	neg-pos	23	9.7	9.9	60.9	0.8	1.5	1.6	13.7	-6.2
pair	RSI	LWTI	pos-pos	182	76.8	9.9	61.5	0.7	1.1	0.3	14.6	-38.0
pair	LWTI	RSI	pos-pos	182	76.8	9.9	61.5	0.7	1.1	0.3	14.6	-38.0
pair	RSIhist	MACDhist	neg-neg	83	35.0	9.9	61.4	0.6	0.9	0.3	17.2	-29.3
pair	MACDhist	RSIhist	neg-neg	83	35.0	9.9	61.4	0.6	0.9	0.3	17.2	-29.3
pair	MACDhist	RSIhist	neg-pos	23	9.7	9.9	60.9	0.8	1.5	1.6	13.7	-6.2
single	MACDhist	MACDhist	neg-neg	106	44.7	9.9	61.3	0.7	1.0	0.3	16.5	-32.8
single	RSIhist	RSIhist	neg-neg	118	49.8	9.8	62.7	0.6	0.9	0.3	17.0	-29.3
pair	MACD	RSI	pos-pos	168	70.9	9.6	61.3	0.7	1.0	0.2	15.2	-42.0
pair	RSI	MACD	pos-pos	168	70.9	9.6	61.3	0.7	1.0	0.2	15.2	-42.0
pair	RSIhist	MACDhist	pos-neg	35	14.8	9.5	65.7	0.6	0.9	0.4	16.8	-23.4
pair	MACDhist	RSIhist	pos-neg	35	14.8	9.5	65.7	0.6	0.9	0.4	16.8	-23.4
single	RSmean	RSmean	neg-neg	24	10.1	9.5	62.5	0.9	1.2	0.9	11.1	-10.5
pair	RSmean	LWTI	neg-pos	24	10.1	9.5	62.5	0.9	1.2	0.9	11.1	-10.5
pair	LWTI	RSmean	neg-pos	24	10.1	9.5	62.5	0.9	1.2	0.9	11.1	-10.5
pair	MACDhist	RSmean	neg-neg	24	10.1	9.5	62.5	0.9	1.2	0.9	11.1	-10.5
pair	RSmean	MACDhist	neg-neg	24	10.1	9.5	62.5	0.9	1.2	0.9	11.1	-10.5
single	RSI	RSI	pos-pos	192	81.0	9.2	60.9	0.7	1.0	0.2	14.9	-38.5
pair	MACDhist	MACD	neg-neg	43	18.1	9.0	60.5	0.6	0.8	0.3	18.0	-32.8
pair	MACD	MACDhist	neg-neg	43	18.1	9.0	60.5	0.6	0.8	0.3	18.0	-32.8
pair	LWTI	SLmean	pos-pos	142	59.9	8.9	59.9	0.7	1.0	0.2	14.8	-40.5
pair	SLmean	LWTI	pos-pos	142	59.9	8.9	59.9	0.7	1.0	0.2	14.8	-40.5
pair	RSmean	RSI	pos-pos	170	71.7	8.7	60.6	0.6	1.0	0.2	15.4	-39.5
pair	RSI	RSmean	pos-pos	170	71.7	8.7	60.6	0.6	1.0	0.2	15.4	-39.5
pair	RSmean	MACD	pos-neg	33	13.9	8.3	57.6	0.5	0.8	0.3	20.0	-26.3
pair	MACD	RSmean	pos-neg	33	13.9	8.3	57.6	0.5	0.8	0.3	20.0	-26.3
pair	MRmean	LWTI	pos-neg	11	4.6	8.3	63.6	0.5	1.4	0.7	19.0	-12.6
pair	LWTI	MRmean	pos-neg	11	4.6	8.3	63.6	0.5	1.4	0.7	19.0	-12.6
pair	LWTI	MACD	neg-pos	23	9.7	8.0	56.5	0.6	1.2	0.5	14.5	-16.3
pair	MACD	LWTI	neg-pos	23	9.7	8.0	56.5	0.6	1.2	0.5	14.5	-16.3
pair	MACD	SLmean	pos-pos	141	59.5	7.9	59.6	0.6	0.9	0.1	15.1	-51.4
pair	SLmean	MACD	pos-pos	141	59.5	7.9	59.6	0.6	0.9	0.1	15.1	-51.4
single	SLmean	SLmean	pos-pos	157	66.2	7.7	58.6	0.6	0.9	0.2	15.0	-46.5
pair	MRmean	SLmean	pos-pos	147	62.0	7.2	59.2	0.5	0.9	0.1	15.1	-54.2
pair	SLmean	MRmean	pos-pos	147	62.0	7.2	59.2	0.5	0.9	0.1	15.1	-54.2
pair	MACD	RSI	neg-pos	24	10.1	7.1	58.3	0.6	1.0	0.4	13.1	-16.4
pair	RSI	MACD	neg-pos	24	10.1	7.1	58.3	0.6	1.0	0.4	13.1	-16.4
pair	SLmean	RSmean	pos-pos	151	63.7	6.9	57.6	0.5	0.8	0.1	15.2	-51.5
pair	RSmean	SLmean	pos-pos	151	63.7	6.9	57.6	0.5	0.8	0.1	15.2	-51.5
single	LWTI	LWTI	neg-neg	35	14.8	6.7	60.0	0.4	0.6	0.3	19.2	-25.2
pair	RSmean	LWTI	pos-neg	35	14.8	6.7	60.0	0.4	0.6	0.3	19.2	-25.2
pair	LWTI	RSmean	pos-neg	35	14.8	6.7	60.0	0.4	0.6	0.3	19.2	-25.2
pair	RSIhist	MACD	neg-neg	37	15.6	6.6	59.5	0.4	0.6	0.2	18.4	-29.3
pair	MACD	RSIhist	neg-neg	37	15.6	6.6	59.5	0.4	0.6	0.2	18.4	-29.3
pair	RSI	RSIhist	pos-neg	77	32.5	6.6	61.0	0.5	0.7	0.2	15.9	-29.8
pair	RSIhist	RSI	pos-neg	77	32.5	6.6	61.0	0.5	0.7	0.2	15.9	-29.8
pair	SLmean	RSI	pos-pos	148	62.4	6.5	58.1	0.5	0.8	0.1	14.9	-52.2
pair	RSI	SLmean	pos-pos	148	62.4	6.5	58.1	0.5	0.8	0.1	14.9	-52.2
pair	MRmean	RSmean	pos-pos	159	67.1	6.3	58.5	0.5	0.8	0.1	15.5	-53.5
pair	RSmean	MRmean	pos-pos	159	67.1	6.3	58.5	0.5	0.8	0.1	15.5	-53.5
single	MRmean	MRmean	pos-pos	165	69.6	6.0	58.8	0.5	0.7	0.1	15.4	-54.6
pair	MRmean	LWTI	neg-neg	24	10.1	6.0	58.3	0.4	0.5	0.3	19.7	-21.4
pair	LWTI	MRmean	neg-neg	24	10.1	6.0	58.3	0.4	0.5	0.3	19.7	-21.4
pair	LWTI	MRmean	pos-pos	154	65.0	5.9	58.4	0.5	0.7	0.1	15.2	-50.1
pair	MRmean	LWTI	pos-pos	154	65.0	5.9	58.4	0.5	0.7	0.1	15.2	-50.1
pair	MACD	SLmean	pos-neg	16	6.8	5.9	50.0	0.5	1.3	0.4	14.2	-13.9
pair	SLmean	MACD	pos-neg	16	6.8	5.9	50.0	0.5	1.3	0.4	14.2	-13.9
pair	MACD	MRmean	pos-pos	151	63.7	5.6	58.9	0.4	0.7	0.1	15.5	-58.7
pair	MRmean	MACD	pos-pos	151	63.7	5.6	58.9	0.4	0.7	0.1	15.5	-58.7
pair	MRmean	RSI	pos-pos	160	67.5	5.4	58.1	0.4	0.7	0.1	15.4	-53.6
pair	RSI	MRmean	pos-pos	160	67.5	5.4	58.1	0.4	0.7	0.1	15.4	-53.6
pair	SLmean	MACDhist	neg-pos	16	6.8	5.0	62.5	0.3	0.5	0.4	18.3	-12.2
pair	MACDhist	SLmean	neg-pos	16	6.8	5.0	62.5	0.3	0.5	0.4	18.3	-12.2
pair	RSmean	RSIhist	neg-neg	20	8.4	3.9	55.0	0.4	0.6	0.3	11.5	-12.8
pair	RSIhist	RSmean	neg-neg	20	8.4	3.9	55.0	0.4	0.6	0.3	11.5	-12.8
pair	SLmean	RSmean	neg-neg	18	7.6	3.7	55.6	0.3	0.5	0.3	12.2	-13.6
pair	RSmean	SLmean	neg-neg	18	7.6	3.7	55.6	0.3	0.5	0.3	12.2	-13.6
pair	RSmean	MACD	neg-pos	11	4.6	3.5	54.5	0.3	0.4	0.5	11.7	-6.9
pair	MACD	RSmean	neg-pos	11	4.6	3.5	54.5	0.3	0.4	0.5	11.7	-6.9
pair	MACDhist	LWTI	neg-neg	33	13.9	3.4	57.6	0.3	0.4	0.1	19.4	-25.2
pair	LWTI	MACDhist	neg-neg	33	13.9	3.4	57.6	0.3	0.4	0.1	19.4	-25.2
pair	RSI	MACDhist	pos-neg	62	26.2	3.0	56.5	0.3	0.4	0.1	15.0	-20.9
pair	MACDhist	RSI	pos-neg	62	26.2	3.0	56.5	0.3	0.4	0.1	15.0	-20.9
pair	LWTI	RSIhist	neg-neg	26	11.0	1.1	57.7	0.2	0.2	0.1	20.3	-21.2
pair	RSIhist	LWTI	neg-neg	26	11.0	1.1	57.7	0.2	0.2	0.1	20.3	-21.2
pair	SLmean	RSIhist	pos-neg	40	16.9	-1.1	52.5	0.0	0.0	-0.0	17.2	-36.3
pair	RSIhist	SLmean	pos-neg	40	16.9	-1.1	52.5	0.0	0.0	-0.0	17.2	-36.3
pair	RSmean	MRmean	pos-neg	6	2.5	-1.2	66.7	-0.0	-0.7	-0.2	14.9	-5.5
pair	MRmean	RSmean	pos-neg	6	2.5	-1.2	66.7	-0.0	-0.7	-0.2	14.9	-5.5
pair	LWTI	RSI	pos-neg	10	4.2	-2.0	50.0	-0.0	-0.0	-0.2	20.0	-12.2
pair	RSI	LWTI	pos-neg	10	4.2	-2.0	50.0	-0.0	-0.0	-0.2	20.0	-12.2
pair	SLmean	LWTI	pos-neg	15	6.3	-3.3	46.7	-0.1	-0.2	-0.2	17.2	-13.8
pair	LWTI	SLmean	pos-neg	15	6.3	-3.3	46.7	-0.1	-0.2	-0.2	17.2	-13.8
pair	MACD	LWTI	pos-neg	12	5.1	-3.4	50.0	-0.1	-0.2	-0.2	16.1	-15.1
pair	LWTI	MACD	pos-neg	12	5.1	-3.4	50.0	-0.1	-0.2	-0.2	16.1	-15.1
pair	MRmean	SLmean	pos-neg	18	7.6	-3.4	55.6	-0.1	-0.2	-0.3	18.4	-11.2
pair	SLmean	MRmean	pos-neg	18	7.6	-3.4	55.6	-0.1	-0.2	-0.3	18.4	-11.2
pair	MACDhist	SLmean	pos-neg	42	17.7	-4.5	47.6	-0.2	-0.3	-0.2	15.8	-27.9
pair	SLmean	MACDhist	pos-neg	42	17.7	-4.5	47.6	-0.2	-0.3	-0.2	15.8	-27.9
pair	MRmean	RSIhist	pos-neg	49	20.7	-6.5	53.1	-0.3	-0.5	-0.1	17.4	-51.9
pair	RSIhist	MRmean	pos-neg	49	20.7	-6.5	53.1	-0.3	-0.5	-0.1	17.4	-51.9
pair	MACDhist	MRmean	pos-neg	38	16.0	-9.4	47.4	-0.5	-0.8	-0.3	16.5	-36.0
pair	MRmean	MACDhist	pos-neg	38	16.0	-9.4	47.4	-0.5	-0.8	-0.3	16.5	-36.0
pair	RSmean	RSI	neg-neg	2	0.8	-26.0	50.0	-1.9	0.0	-4.7	15.2	-5.5
pair	RSI	RSmean	neg-neg	2	0.8	-26.0	50.0	-1.9	0.0	-4.7	15.2	-5.5
pair	RSI	MACDhist	neg-pos	1	0.4	-55.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.4	-55.5	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for IHE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 59% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.1 Vol 15% \| MDD -54.2% Months 147M (62%)	CAGR -3.4% \| Win 56% Sharpe -0.10 \| Sortino -0.18 \| Calmar -0.3 Vol 18% \| MDD -11.2% Months 18M (8%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 14.4% \| Win 50% Sharpe 1.00 \| Sortino 2.53 \| Calmar 2.1 Vol 14% \| MDD -6.8% Months 10M (4%)	CAGR 24.1% \| Win 73% Sharpe 1.43 \| Sortino 1.79 \| Calmar 1.2 Vol 16% \| MDD -19.8% Months 62M (26%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
SLmean only	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 58% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.1 Vol 16% \| MDD -53.5% Months 159M (67%)	CAGR -1.2% \| Win 67% Sharpe -0.02 \| Sortino -0.68 \| Calmar -0.2 Vol 15% \| MDD -5.5% Months 6M (2%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 26.0% \| Win 72% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.2 Vol 17% \| MDD -21.9% Months 54M (23%)	CAGR 13.4% \| Win 61% Sharpe 1.32 \| Sortino 2.13 \| Calmar 2.0 Vol 10% \| MDD -6.8% Months 18M (8%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
RSmean only	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 16% \| MDD -58.7% Months 151M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.71 \| Sortino 1.45 \| Calmar 1.1 Vol 15% \| MDD -9.0% Months 14M (6%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 33.7% \| Win 75% Sharpe 2.42 \| Sortino 4.24 \| Calmar 3.4 Vol 12% \| MDD -9.9% Months 40M (17%)	CAGR 10.2% \| Win 62% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -25.7% Months 32M (14%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
MACD only	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 58% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.1 Vol 15% \| MDD -53.6% Months 160M (68%)	CAGR 27.2% \| Win 80% Sharpe 1.66 \| Sortino 0.00 \| Calmar 4.9 Vol 15% \| MDD -5.5% Months 5M (2%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 30.6% \| Win 75% Sharpe 2.54 \| Sortino 4.83 \| Calmar 6.3 Vol 11% \| MDD -4.9% Months 32M (14%)	CAGR 16.7% \| Win 65% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.8 Vol 19% \| MDD -21.9% Months 40M (17%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
RSI only	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 62% Sharpe 0.79 \| Sortino 1.27 \| Calmar 0.3 Vol 15% \| MDD -40.4% Months 127M (54%)	CAGR -9.4% \| Win 47% Sharpe -0.51 \| Sortino -0.81 \| Calmar -0.3 Vol 16% \| MDD -36.0% Months 38M (16%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 26.7% \| Win 75% Sharpe 1.25 \| Sortino 0.00 \| Calmar 4.1 Vol 20% \| MDD -6.5% Months 4M (2%)	CAGR 22.5% \| Win 69% Sharpe 1.38 \| Sortino 1.84 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 68M (29%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.8% \| Win 61% Sharpe 0.85 \| Sortino 1.55 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 116M (49%)	CAGR -6.5% \| Win 53% Sharpe -0.30 \| Sortino -0.45 \| Calmar -0.1 Vol 17% \| MDD -51.9% Months 49M (21%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 14.0% \| Win 67% Sharpe 1.19 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (1%)	CAGR 23.1% \| Win 70% Sharpe 1.39 \| Sortino 1.85 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 69M (29%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 58% Sharpe 0.45 \| Sortino 0.71 \| Calmar 0.1 Vol 15% \| MDD -50.1% Months 154M (65%)	CAGR 8.3% \| Win 64% Sharpe 0.51 \| Sortino 1.40 \| Calmar 0.7 Vol 19% \| MDD -12.6% Months 11M (5%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 32.0% \| Win 75% Sharpe 2.18 \| Sortino 4.10 \| Calmar 4.9 Vol 13% \| MDD -6.5% Months 48M (20%)	CAGR 6.0% \| Win 58% Sharpe 0.39 \| Sortino 0.52 \| Calmar 0.3 Vol 20% \| MDD -21.4% Months 24M (10%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.9% \| Win 58% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.1 Vol 15% \| MDD -51.5% Months 151M (64%)	CAGR 29.2% \| Win 83% Sharpe 4.82 \| Sortino 0.00 \| Calmar 362.1 Vol 5% \| MDD -0.1% Months 6M (2%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 21.6% \| Win 73% Sharpe 1.19 \| Sortino 1.62 \| Calmar 1.2 Vol 18% \| MDD -18.5% Months 62M (26%)	CAGR 3.7% \| Win 56% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.3 Vol 12% \| MDD -13.6% Months 18M (8%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
RSmean only	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 60% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.2 Vol 15% \| MDD -51.4% Months 141M (60%)	CAGR 5.9% \| Win 50% Sharpe 0.47 \| Sortino 1.26 \| Calmar 0.4 Vol 14% \| MDD -13.9% Months 16M (7%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 20.2% \| Win 70% Sharpe 1.30 \| Sortino 2.05 \| Calmar 1.8 Vol 15% \| MDD -11.1% Months 50M (21%)	CAGR 12.5% \| Win 67% Sharpe 0.70 \| Sortino 0.89 \| Calmar 0.6 Vol 20% \| MDD -22.0% Months 30M (13%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
MACD only	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.1 Vol 15% \| MDD -52.2% Months 148M (62%)	CAGR 29.0% \| Win 67% Sharpe 1.73 \| Sortino 8.45 \| Calmar 5.1 Vol 16% \| MDD -5.6% Months 9M (4%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 19.0% \| Win 70% Sharpe 1.26 \| Sortino 1.76 \| Calmar 1.7 Vol 15% \| MDD -11.1% Months 44M (19%)	CAGR 15.2% \| Win 67% Sharpe 0.83 \| Sortino 1.18 \| Calmar 0.8 Vol 19% \| MDD -18.5% Months 36M (15%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
RSI only	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.5% \| Win 63% Sharpe 0.89 \| Sortino 1.49 \| Calmar 0.4 Vol 14% \| MDD -34.5% Months 115M (48%)	CAGR -4.5% \| Win 48% Sharpe -0.22 \| Sortino -0.33 \| Calmar -0.2 Vol 16% \| MDD -27.9% Months 42M (18%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 5.0% \| Win 62% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.4 Vol 18% \| MDD -12.2% Months 16M (7%)	CAGR 20.6% \| Win 70% Sharpe 1.23 \| Sortino 1.64 \| Calmar 0.9 Vol 16% \| MDD -22.0% Months 64M (27%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.9% \| Win 61% Sharpe 0.80 \| Sortino 1.45 \| Calmar 0.5 Vol 14% \| MDD -23.6% Months 117M (49%)	CAGR -1.1% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 17% \| MDD -36.3% Months 40M (17%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 90.1% \| Win 100% Sharpe 6.72 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR 15.9% \| Win 68% Sharpe 0.96 \| Sortino 1.34 \| Calmar 0.7 Vol 17% \| MDD -22.0% Months 78M (33%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.9% \| Win 60% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.2 Vol 15% \| MDD -40.5% Months 142M (60%)	CAGR -3.3% \| Win 47% Sharpe -0.11 \| Sortino -0.25 \| Calmar -0.2 Vol 17% \| MDD -13.8% Months 15M (6%)	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)
SLmean neg	CAGR 18.1% \| Win 68% Sharpe 1.16 \| Sortino 1.92 \| Calmar 1.5 Vol 16% \| MDD -11.7% Months 60M (25%)	CAGR 14.9% \| Win 70% Sharpe 0.77 \| Sortino 0.87 \| Calmar 0.8 Vol 21% \| MDD -18.5% Months 20M (8%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 11.5% \| Win 63% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.4 Vol 15% \| MDD -28.7% Months 180M (76%)	CAGR 8.3% \| Win 58% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 20% \| MDD -26.3% Months 33M (14%)	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)
RSmean neg	CAGR 3.5% \| Win 55% Sharpe 0.35 \| Sortino 0.44 \| Calmar 0.5 Vol 12% \| MDD -6.9% Months 11M (5%)	CAGR 15.0% \| Win 69% Sharpe 1.33 \| Sortino 1.91 \| Calmar 3.1 Vol 11% \| MDD -4.9% Months 13M (6%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)
MACD only	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 61% Sharpe 0.62 \| Sortino 0.98 \| Calmar 0.2 Vol 15% \| MDD -39.5% Months 170M (72%)	CAGR 20.4% \| Win 67% Sharpe 1.10 \| Sortino 1.60 \| Calmar 1.0 Vol 18% \| MDD -21.2% Months 43M (18%)	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)
RSmean neg	CAGR 13.5% \| Win 64% Sharpe 1.26 \| Sortino 1.79 \| Calmar 2.5 Vol 11% \| MDD -5.4% Months 22M (9%)	CAGR -26.0% \| Win 50% Sharpe -1.92 \| Sortino 0.00 \| Calmar -4.7 Vol 15% \| MDD -5.5% Months 2M (1%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)
RSI only	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 10.0% \| Win 61% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 82M (35%)	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)
RSmean neg	-	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 60% Sharpe 0.80 \| Sortino 1.46 \| Calmar 0.5 Vol 14% \| MDD -22.5% Months 115M (48%)	CAGR 11.1% \| Win 64% Sharpe 0.68 \| Sortino 0.98 \| Calmar 0.5 Vol 18% \| MDD -22.4% Months 98M (41%)	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)
RSmean neg	CAGR 42.9% \| Win 100% Sharpe 10.80 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 4M (2%)	CAGR 3.9% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.3 Vol 12% \| MDD -12.8% Months 20M (8%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.8% \| Win 62% Sharpe 0.80 \| Sortino 1.31 \| Calmar 0.5 Vol 15% \| MDD -26.2% Months 178M (75%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)
RSmean neg	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)	-	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.6% \| Win 61% Sharpe 0.68 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -42.0% Months 168M (71%)	CAGR 22.0% \| Win 70% Sharpe 1.44 \| Sortino 2.88 \| Calmar 1.7 Vol 15% \| MDD -12.8% Months 23M (10%)	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)
MACD neg	CAGR 7.1% \| Win 58% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.4 Vol 13% \| MDD -16.4% Months 24M (10%)	CAGR 13.6% \| Win 64% Sharpe 0.69 \| Sortino 0.98 \| Calmar 0.6 Vol 22% \| MDD -21.2% Months 22M (9%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)
RSI only	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.2% \| Win 62% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 128M (54%)	CAGR 10.5% \| Win 62% Sharpe 0.72 \| Sortino 1.07 \| Calmar 0.7 Vol 16% \| MDD -15.8% Months 63M (27%)	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)
MACD neg	CAGR 28.1% \| Win 67% Sharpe 1.49 \| Sortino 0.00 \| Calmar 8.3 Vol 18% \| MDD -3.4% Months 3M (1%)	CAGR 9.0% \| Win 60% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 43M (18%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.8% \| Win 61% Sharpe 0.80 \| Sortino 1.40 \| Calmar 0.4 Vol 14% \| MDD -28.2% Months 110M (46%)	CAGR 11.3% \| Win 64% Sharpe 0.73 \| Sortino 1.06 \| Calmar 0.7 Vol 16% \| MDD -17.2% Months 81M (34%)	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)
MACD neg	CAGR 26.2% \| Win 67% Sharpe 1.60 \| Sortino 5.45 \| Calmar 7.7 Vol 15% \| MDD -3.4% Months 9M (4%)	CAGR 6.6% \| Win 60% Sharpe 0.44 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 37M (16%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 12.0% \| Win 63% Sharpe 0.83 \| Sortino 1.30 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 179M (76%)	CAGR -3.4% \| Win 50% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.2 Vol 16% \| MDD -15.1% Months 12M (5%)	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)
MACD neg	CAGR 8.0% \| Win 56% Sharpe 0.60 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -16.3% Months 23M (10%)	CAGR 12.4% \| Win 65% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.5 Vol 21% \| MDD -25.2% Months 23M (10%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.4% \| Win 63% Sharpe 0.86 \| Sortino 1.39 \| Calmar 0.3 Vol 15% \| MDD -38.4% Months 130M (55%)	CAGR 3.0% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 15% \| MDD -20.9% Months 62M (26%)	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)
RSI neg	CAGR -55.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 20.5% \| Win 68% Sharpe 1.12 \| Sortino 1.61 \| Calmar 1.0 Vol 18% \| MDD -21.2% Months 44M (19%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.1% \| Win 61% Sharpe 0.81 \| Sortino 1.46 \| Calmar 0.5 Vol 14% \| MDD -23.7% Months 115M (48%)	CAGR 6.6% \| Win 61% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 16% \| MDD -29.8% Months 77M (32%)	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)
RSI neg	CAGR 36.6% \| Win 75% Sharpe 2.63 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 16.2% \| Win 66% Sharpe 0.89 \| Sortino 1.33 \| Calmar 0.8 Vol 19% \| MDD -21.2% Months 41M (17%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.9% \| Win 62% Sharpe 0.72 \| Sortino 1.10 \| Calmar 0.3 Vol 15% \| MDD -38.0% Months 182M (77%)	CAGR -2.0% \| Win 50% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.2 Vol 20% \| MDD -12.2% Months 10M (4%)	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)
RSI neg	CAGR 27.9% \| Win 70% Sharpe 1.49 \| Sortino 3.96 \| Calmar 4.3 Vol 18% \| MDD -6.5% Months 20M (8%)	CAGR 10.4% \| Win 64% Sharpe 0.61 \| Sortino 0.77 \| Calmar 0.5 Vol 19% \| MDD -21.2% Months 25M (10%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.3% \| Win 62% Sharpe 0.89 \| Sortino 1.58 \| Calmar 0.4 Vol 14% \| MDD -29.5% Months 96M (40%)	CAGR 9.5% \| Win 66% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.4 Vol 17% \| MDD -23.4% Months 35M (15%)	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)
MACDhist neg	CAGR 9.9% \| Win 61% Sharpe 0.75 \| Sortino 1.47 \| Calmar 1.6 Vol 14% \| MDD -6.2% Months 23M (10%)	CAGR 9.9% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 83M (35%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)
RSIhist only	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.8% \| Win 62% Sharpe 0.76 \| Sortino 1.23 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 129M (54%)	CAGR 78.3% \| Win 100% Sharpe 7.98 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)
MACDhist neg	CAGR 13.0% \| Win 63% Sharpe 0.89 \| Sortino 1.36 \| Calmar 0.8 Vol 15% \| MDD -15.8% Months 73M (31%)	CAGR 3.4% \| Win 58% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -25.2% Months 33M (14%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.9% \| Win 61% Sharpe 0.81 \| Sortino 1.42 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 110M (46%)	CAGR 24.6% \| Win 67% Sharpe 1.47 \| Sortino 5.07 \| Calmar 5.7 Vol 16% \| MDD -4.3% Months 9M (4%)	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.6 Vol 14% \| MDD -20.9% Months 119M (50%)
RSIhist neg	CAGR 12.4% \| Win 64% Sharpe 0.81 \| Sortino 1.19 \| Calmar 0.7 Vol 16% \| MDD -17.2% Months 92M (39%)	CAGR 1.1% \| Win 58% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 20% \| MDD -21.2% Months 26M (11%)	CAGR 9.8% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 118M (50%)
LWTI only	CAGR 11.6% \| Win 62% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.4 Vol 15% \| MDD -30.6% Months 202M (85%)	CAGR 6.7% \| Win 60% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 19% \| MDD -25.2% Months 35M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 59% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.1 Vol 15% \| MDD -54.2% Months 147M (62%)	CAGR -3.4% \| Win 56% Sharpe -0.10 \| Sortino -0.18 \| Calmar -0.3 Vol 18% \| MDD -11.2% Months 18M (8%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 14.4% \| Win 50% Sharpe 1.00 \| Sortino 2.53 \| Calmar 2.1 Vol 14% \| MDD -6.8% Months 10M (4%)	CAGR 24.1% \| Win 73% Sharpe 1.43 \| Sortino 1.79 \| Calmar 1.2 Vol 16% \| MDD -19.8% Months 62M (26%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
SLmean only	CAGR 7.7% \| Win 59% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 15% \| MDD -46.5% Months 157M (66%)	CAGR 17.3% \| Win 69% Sharpe 1.04 \| Sortino 1.44 \| Calmar 0.8 Vol 17% \| MDD -22.0% Months 80M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 58% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.1 Vol 16% \| MDD -53.5% Months 159M (67%)	CAGR -1.2% \| Win 67% Sharpe -0.02 \| Sortino -0.68 \| Calmar -0.2 Vol 15% \| MDD -5.5% Months 6M (2%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 26.0% \| Win 72% Sharpe 1.43 \| Sortino 1.96 \| Calmar 1.2 Vol 17% \| MDD -21.9% Months 54M (23%)	CAGR 13.4% \| Win 61% Sharpe 1.32 \| Sortino 2.13 \| Calmar 2.0 Vol 10% \| MDD -6.8% Months 18M (8%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
RSmean only	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.3% Months 213M (90%)	CAGR 9.5% \| Win 62% Sharpe 0.88 \| Sortino 1.21 \| Calmar 0.9 Vol 11% \| MDD -10.5% Months 24M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 16% \| MDD -58.7% Months 151M (64%)	CAGR 10.2% \| Win 57% Sharpe 0.71 \| Sortino 1.45 \| Calmar 1.1 Vol 15% \| MDD -9.0% Months 14M (6%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 33.7% \| Win 75% Sharpe 2.42 \| Sortino 4.24 \| Calmar 3.4 Vol 12% \| MDD -9.9% Months 40M (17%)	CAGR 10.2% \| Win 62% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -25.7% Months 32M (14%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
MACD only	CAGR 11.0% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 15% \| MDD -31.5% Months 191M (81%)	CAGR 10.2% \| Win 61% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -32.8% Months 46M (19%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 58% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.1 Vol 15% \| MDD -53.6% Months 160M (68%)	CAGR 27.2% \| Win 80% Sharpe 1.66 \| Sortino 0.00 \| Calmar 4.9 Vol 15% \| MDD -5.5% Months 5M (2%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 30.6% \| Win 75% Sharpe 2.54 \| Sortino 4.83 \| Calmar 6.3 Vol 11% \| MDD -4.9% Months 32M (14%)	CAGR 16.7% \| Win 65% Sharpe 0.92 \| Sortino 1.36 \| Calmar 0.8 Vol 19% \| MDD -21.9% Months 40M (17%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
RSI only	CAGR 9.2% \| Win 61% Sharpe 0.67 \| Sortino 1.04 \| Calmar 0.2 Vol 15% \| MDD -38.5% Months 192M (81%)	CAGR 17.8% \| Win 67% Sharpe 0.99 \| Sortino 1.47 \| Calmar 0.8 Vol 18% \| MDD -21.2% Months 45M (19%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 62% Sharpe 0.79 \| Sortino 1.27 \| Calmar 0.3 Vol 15% \| MDD -40.4% Months 127M (54%)	CAGR -9.4% \| Win 47% Sharpe -0.51 \| Sortino -0.81 \| Calmar -0.3 Vol 16% \| MDD -36.0% Months 38M (16%)	CAGR 6.0% \| Win 59% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.1 Vol 15% \| MDD -54.6% Months 165M (70%)
MRmean neg	CAGR 26.7% \| Win 75% Sharpe 1.25 \| Sortino 0.00 \| Calmar 4.1 Vol 20% \| MDD -6.5% Months 4M (2%)	CAGR 22.5% \| Win 69% Sharpe 1.38 \| Sortino 1.84 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 68M (29%)	CAGR 22.7% \| Win 69% Sharpe 1.38 \| Sortino 1.86 \| Calmar 0.9 Vol 16% \| MDD -25.7% Months 72M (30%)
MACDhist only	CAGR 11.6% \| Win 63% Sharpe 0.81 \| Sortino 1.31 \| Calmar 0.3 Vol 15% \| MDD -42.4% Months 131M (55%)	CAGR 9.9% \| Win 61% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -32.8% Months 106M (45%)