IHI - iShares U.S. Medical Devices ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

217.3%

Best CAGR

Total Months

15.5%

Avg CAGR

IHI 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 IHI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	2	0.8	217.3	100.0	10.2	0.0	0.0	11.9	0.0
pair	RSI	MACDhist	neg-pos	2	0.8	217.3	100.0	10.2	0.0	0.0	11.9	0.0
pair	RSI	MRmean	pos-neg	4	1.6	96.5	100.0	14.1	0.0	0.0	4.9	0.0
pair	MRmean	RSI	pos-neg	4	1.6	96.5	100.0	14.1	0.0	0.0	4.9	0.0
pair	MRmean	MACDhist	neg-pos	5	2.0	66.6	80.0	2.0	0.0	0.0	27.7	0.0
pair	MACDhist	MRmean	neg-pos	5	2.0	66.6	80.0	2.0	0.0	0.0	27.7	0.0
pair	RSI	RSIhist	neg-pos	5	2.0	45.0	80.0	2.0	0.0	6.6	20.0	-6.8
pair	RSIhist	RSI	neg-pos	5	2.0	45.0	80.0	2.0	0.0	6.6	20.0	-6.8
pair	MRmean	RSmean	pos-neg	5	2.0	37.5	60.0	1.7	134.3	11.2	19.9	-3.3
pair	RSmean	MRmean	pos-neg	5	2.0	37.5	60.0	1.7	134.3	11.2	19.9	-3.3
pair	SLmean	RSI	pos-neg	11	4.5	35.9	72.7	1.9	2.9	5.3	17.6	-6.8
pair	RSI	SLmean	pos-neg	11	4.5	35.9	72.7	1.9	2.9	5.3	17.6	-6.8
pair	MACD	RSI	neg-neg	24	9.8	35.7	79.2	1.8	2.4	3.1	18.5	-11.6
pair	RSI	MACD	neg-neg	24	9.8	35.7	79.2	1.8	2.4	3.1	18.5	-11.6
pair	MACD	LWTI	neg-neg	18	7.3	35.7	83.3	1.8	2.9	3.1	18.5	-11.6
pair	LWTI	MACD	neg-neg	18	7.3	35.7	83.3	1.8	2.9	3.1	18.5	-11.6
pair	RSmean	MACD	neg-pos	9	3.7	29.8	77.8	1.8	108.6	8.9	15.0	-3.3
pair	MACD	RSmean	neg-pos	9	3.7	29.8	77.8	1.8	108.6	8.9	15.0	-3.3
pair	RSI	RSmean	neg-pos	16	6.5	27.8	81.2	2.0	23.2	7.3	12.8	-3.8
pair	RSmean	RSI	neg-pos	16	6.5	27.8	81.2	2.0	23.2	7.3	12.8	-3.8
pair	LWTI	RSI	neg-neg	23	9.4	26.1	73.9	1.3	2.0	2.2	18.8	-12.0
pair	RSI	LWTI	neg-neg	23	9.4	26.1	73.9	1.3	2.0	2.2	18.8	-12.0
pair	RSIhist	SLmean	neg-pos	4	1.6	25.1	100.0	4.6	0.0	0.0	4.9	0.0
pair	SLmean	RSIhist	neg-pos	4	1.6	25.1	100.0	4.6	0.0	0.0	4.9	0.0
pair	RSmean	MACDhist	neg-neg	18	7.3	25.0	83.3	2.2	4.7	6.5	10.3	-3.8
pair	MACDhist	RSmean	neg-neg	18	7.3	25.0	83.3	2.2	4.7	6.5	10.3	-3.8
pair	RSIhist	MACD	neg-neg	28	11.4	24.9	71.4	1.4	1.9	2.1	16.6	-11.6
pair	MACD	RSIhist	neg-neg	28	11.4	24.9	71.4	1.4	1.9	2.1	16.6	-11.6
pair	MRmean	MACD	neg-neg	30	12.2	24.9	76.7	1.4	1.8	2.1	16.7	-11.6
pair	MACD	MRmean	neg-neg	30	12.2	24.9	76.7	1.4	1.8	2.1	16.7	-11.6
pair	SLmean	LWTI	neg-neg	13	5.3	24.6	76.9	1.2	1.8	2.1	20.5	-11.6
pair	LWTI	SLmean	neg-neg	13	5.3	24.6	76.9	1.2	1.8	2.1	20.5	-11.6
pair	MACD	RSmean	pos-neg	39	15.9	24.5	71.8	1.4	1.9	1.9	16.2	-13.2
pair	RSmean	MACD	pos-neg	39	15.9	24.5	71.8	1.4	1.9	1.9	16.2	-13.2
pair	MACD	MACDhist	neg-pos	5	2.0	24.5	60.0	1.4	1.8	2001.6	17.0	-0.0
pair	MACDhist	MACD	neg-pos	5	2.0	24.5	60.0	1.4	1.8	2001.6	17.0	-0.0
pair	RSIhist	RSmean	neg-neg	15	6.1	24.1	80.0	2.0	4.5	6.3	11.2	-3.8
pair	RSmean	RSIhist	neg-neg	15	6.1	24.1	80.0	2.0	4.5	6.3	11.2	-3.8
pair	MACD	SLmean	pos-neg	24	9.8	23.5	70.8	1.6	2.4	2.6	14.1	-9.1
pair	SLmean	MACD	pos-neg	24	9.8	23.5	70.8	1.6	2.4	2.6	14.1	-9.1
single	MACD	MACD	neg-neg	51	20.8	22.7	72.5	1.4	1.9	1.7	14.9	-13.2
pair	MACDhist	MACD	neg-neg	46	18.8	22.5	73.9	1.4	1.9	1.7	14.9	-13.2
pair	MACD	MACDhist	neg-neg	46	18.8	22.5	73.9	1.4	1.9	1.7	14.9	-13.2
pair	SLmean	RSmean	neg-neg	17	6.9	22.4	82.4	2.0	4.2	5.8	10.3	-3.8
pair	RSmean	SLmean	neg-neg	17	6.9	22.4	82.4	2.0	4.2	5.8	10.3	-3.8
pair	RSmean	LWTI	neg-pos	21	8.6	22.3	76.2	1.7	5.8	5.8	12.3	-3.8
pair	LWTI	RSmean	neg-pos	21	8.6	22.3	76.2	1.7	5.8	5.8	12.3	-3.8
single	RSmean	RSmean	neg-neg	21	8.6	22.3	76.2	1.7	5.8	5.8	12.3	-3.8
pair	MACD	SLmean	neg-neg	27	11.0	21.9	74.1	1.3	1.6	1.9	15.9	-11.6
pair	SLmean	MACD	neg-neg	27	11.0	21.9	74.1	1.3	1.6	1.9	15.9	-11.6
pair	RSmean	SLmean	pos-neg	4	1.6	21.8	50.0	1.0	85.4	3.4	21.0	-6.5
pair	SLmean	RSmean	pos-neg	4	1.6	21.8	50.0	1.0	85.4	3.4	21.0	-6.5
pair	RSIhist	LWTI	neg-neg	18	7.3	21.3	72.2	1.1	1.6	1.8	18.9	-12.0
pair	LWTI	RSIhist	neg-neg	18	7.3	21.3	72.2	1.1	1.6	1.8	18.9	-12.0
pair	RSIhist	SLmean	pos-neg	33	13.5	20.7	72.7	1.2	1.9	1.0	17.0	-21.1
pair	SLmean	RSIhist	pos-neg	33	13.5	20.7	72.7	1.2	1.9	1.0	17.0	-21.1
pair	RSIhist	MACD	neg-pos	23	9.4	20.0	73.9	1.5	1.9	2.9	12.9	-6.8
pair	MACD	RSIhist	neg-pos	23	9.4	20.0	73.9	1.5	1.9	2.9	12.9	-6.8
pair	MRmean	MACD	pos-neg	21	8.6	19.6	66.7	1.5	2.3	1.9	12.4	-10.0
pair	MACD	MRmean	pos-neg	21	8.6	19.6	66.7	1.5	2.3	1.9	12.4	-10.0
pair	SLmean	MACDhist	neg-pos	18	7.3	18.7	55.6	0.9	2.0	1.4	22.3	-13.7
pair	MACDhist	SLmean	neg-pos	18	7.3	18.7	55.6	0.9	2.0	1.4	22.3	-13.7
pair	RSI	RSmean	pos-neg	34	13.9	18.2	67.6	0.8	1.4	1.3	23.7	-13.6
pair	RSmean	RSI	pos-neg	34	13.9	18.2	67.6	0.8	1.4	1.3	23.7	-13.6
pair	RSmean	RSIhist	neg-pos	6	2.4	18.0	66.7	1.1	70.2	2.8	15.9	-6.5
pair	RSIhist	RSmean	neg-pos	6	2.4	18.0	66.7	1.1	70.2	2.8	15.9	-6.5
pair	RSmean	MRmean	neg-neg	16	6.5	17.9	81.2	1.8	3.4	4.7	9.5	-3.8
pair	MRmean	RSmean	neg-neg	16	6.5	17.9	81.2	1.8	3.4	4.7	9.5	-3.8
pair	LWTI	MACDhist	neg-neg	26	10.6	17.4	69.2	0.9	1.6	1.4	18.7	-12.0
pair	MACDhist	LWTI	neg-neg	26	10.6	17.4	69.2	0.9	1.6	1.4	18.7	-12.0
pair	RSmean	MACD	neg-neg	12	4.9	16.9	75.0	1.6	3.3	4.4	10.3	-3.8
pair	MACD	RSmean	neg-neg	12	4.9	16.9	75.0	1.6	3.3	4.4	10.3	-3.8
single	RSI	RSI	neg-neg	39	15.9	16.6	66.7	0.8	1.3	0.8	22.4	-22.3
pair	LWTI	MACD	neg-pos	33	13.5	16.1	66.7	1.2	2.0	2.4	12.6	-6.8
pair	MACD	LWTI	neg-pos	33	13.5	16.1	66.7	1.2	2.0	2.4	12.6	-6.8
pair	MRmean	MACDhist	pos-neg	43	17.6	15.1	65.1	0.9	1.6	0.7	16.6	-20.8
pair	MACDhist	MRmean	pos-neg	43	17.6	15.1	65.1	0.9	1.6	0.7	16.6	-20.8
pair	MRmean	LWTI	neg-neg	19	7.8	14.8	68.4	0.8	1.3	1.2	19.6	-12.0
pair	LWTI	MRmean	neg-neg	19	7.8	14.8	68.4	0.8	1.3	1.2	19.6	-12.0
pair	SLmean	MACDhist	pos-neg	44	18.0	14.2	65.9	0.9	1.6	0.9	15.7	-15.9
pair	MRmean	RSIhist	pos-neg	45	18.4	14.2	62.2	0.8	1.5	0.7	19.0	-19.1
pair	RSIhist	MRmean	pos-neg	45	18.4	14.2	62.2	0.8	1.5	0.7	19.0	-19.1
pair	MACDhist	SLmean	pos-neg	44	18.0	14.2	65.9	0.9	1.6	0.9	15.7	-15.9
pair	MRmean	RSI	neg-pos	33	13.5	14.0	75.8	0.7	0.6	0.5	22.2	-29.2
pair	RSI	MRmean	neg-pos	33	13.5	14.0	75.8	0.7	0.6	0.5	22.2	-29.2
pair	RSIhist	MACDhist	pos-neg	34	13.9	13.6	61.8	0.7	1.4	1.1	20.3	-12.8
pair	MACDhist	RSIhist	pos-neg	34	13.9	13.6	61.8	0.7	1.4	1.1	20.3	-12.8
pair	RSI	RSIhist	pos-neg	75	30.6	13.5	66.7	0.7	0.9	0.3	20.7	-41.5
pair	RSIhist	RSI	pos-neg	75	30.6	13.5	66.7	0.7	0.9	0.3	20.7	-41.5
single	RSIhist	RSIhist	neg-neg	109	44.5	13.3	66.1	0.7	1.0	0.3	21.3	-38.9
pair	MACDhist	RSIhist	neg-neg	75	30.6	13.2	68.0	0.7	0.8	0.3	21.8	-38.9
pair	RSIhist	MACDhist	neg-neg	75	30.6	13.2	68.0	0.7	0.8	0.3	21.8	-38.9
pair	RSIhist	RSI	neg-neg	34	13.9	12.9	64.7	0.7	1.0	0.6	22.8	-22.3
pair	RSI	RSIhist	neg-neg	34	13.9	12.9	64.7	0.7	1.0	0.6	22.8	-22.3
pair	RSIhist	MRmean	neg-neg	64	26.1	12.7	68.8	0.6	0.8	0.3	22.9	-38.9
pair	MRmean	RSIhist	neg-neg	64	26.1	12.7	68.8	0.6	0.8	0.3	22.9	-38.9
single	LWTI	LWTI	neg-neg	30	12.2	12.2	63.3	0.7	1.3	0.7	19.1	-18.7
pair	RSmean	LWTI	pos-neg	30	12.2	12.2	63.3	0.7	1.3	0.7	19.1	-18.7
pair	LWTI	RSmean	pos-neg	30	12.2	12.2	63.3	0.7	1.3	0.7	19.1	-18.7
pair	RSI	MACD	neg-pos	27	11.0	12.1	66.7	1.1	1.6	1.4	10.4	-8.4
pair	MACD	RSI	neg-pos	27	11.0	12.1	66.7	1.1	1.6	1.4	10.4	-8.4
pair	MRmean	SLmean	neg-neg	61	24.9	12.0	70.5	0.6	0.7	0.3	22.9	-38.9
pair	SLmean	MRmean	neg-neg	61	24.9	12.0	70.5	0.6	0.7	0.3	22.9	-38.9
pair	LWTI	RSIhist	neg-pos	91	37.1	11.8	64.8	0.6	0.8	0.3	21.8	-44.2
pair	RSIhist	LWTI	neg-pos	91	37.1	11.8	64.8	0.6	0.8	0.3	21.8	-44.2
single	MRmean	MRmean	neg-neg	68	27.8	11.8	69.1	0.6	0.8	0.3	22.5	-38.9
pair	RSmean	RSIhist	pos-neg	94	38.4	11.7	63.8	0.6	0.9	0.3	22.5	-38.9
pair	RSIhist	RSmean	pos-neg	94	38.4	11.7	63.8	0.6	0.9	0.3	22.5	-38.9
pair	RSI	SLmean	neg-pos	52	21.2	11.6	65.4	0.6	0.7	0.3	21.6	-41.5
pair	SLmean	RSI	neg-pos	52	21.2	11.6	65.4	0.6	0.7	0.3	21.6	-41.5
pair	RSI	MACDhist	pos-neg	69	28.2	11.4	68.1	0.7	0.8	0.4	19.0	-27.5
pair	MACDhist	RSI	pos-neg	69	28.2	11.4	68.1	0.7	0.8	0.4	19.0	-27.5
single	SLmean	SLmean	neg-neg	80	32.7	11.0	65.0	0.6	0.8	0.3	22.4	-41.0
single	MACDhist	MACDhist	neg-neg	106	43.3	11.0	67.0	0.6	0.8	0.2	19.9	-43.7
pair	SLmean	LWTI	pos-pos	148	60.4	10.8	64.9	0.8	1.2	0.4	14.2	-27.5
pair	LWTI	SLmean	pos-pos	148	60.4	10.8	64.9	0.8	1.2	0.4	14.2	-27.5
pair	LWTI	MACDhist	pos-pos	135	55.1	10.7	63.0	0.8	1.2	0.5	15.2	-20.7
pair	MACDhist	LWTI	pos-pos	135	55.1	10.7	63.0	0.8	1.2	0.5	15.2	-20.7
pair	LWTI	MRmean	neg-pos	49	20.0	10.7	69.4	0.6	0.6	0.3	23.7	-40.0
pair	MRmean	LWTI	neg-pos	49	20.0	10.7	69.4	0.6	0.6	0.3	23.7	-40.0
pair	LWTI	RSI	pos-pos	199	81.2	10.6	64.8	0.7	0.9	0.3	16.3	-32.2
pair	RSI	LWTI	pos-pos	199	81.2	10.6	64.8	0.7	0.9	0.3	16.3	-32.2
pair	MACDhist	RSI	neg-neg	37	15.1	10.5	64.9	0.6	0.9	0.5	21.7	-22.3
pair	RSI	MACDhist	neg-neg	37	15.1	10.5	64.9	0.6	0.9	0.5	21.7	-22.3
pair	RSIhist	SLmean	neg-neg	76	31.0	10.3	63.2	0.6	0.7	0.2	22.9	-41.0
pair	SLmean	RSIhist	neg-neg	76	31.0	10.3	63.2	0.6	0.7	0.2	22.9	-41.0
pair	benchmark___benchmark_		benchmark-benchmark	245	100.0	10.3	64.1	0.7	0.9	0.2	17.5	-43.7
pair		benchmark___benchmark_	benchmark-benchmark	245	100.0	10.3	64.1	0.7	0.9	0.2	17.5	-43.7
pair	SLmean	MRmean	neg-pos	7	2.9	10.1	57.1	0.6	1.0	1.5	19.6	-6.8
pair	MRmean	SLmean	neg-pos	7	2.9	10.1	57.1	0.6	1.0	1.5	19.6	-6.8
single	LWTI	LWTI	pos-pos	215	87.8	10.1	64.2	0.7	0.9	0.2	17.3	-43.3
pair	MRmean	RSmean	neg-pos	52	21.2	10.0	65.4	0.5	0.7	0.3	25.2	-38.9
pair	SLmean	MRmean	pos-pos	158	64.5	10.0	63.9	0.7	1.1	0.3	14.4	-36.6
pair	MRmean	SLmean	pos-pos	158	64.5	10.0	63.9	0.7	1.1	0.3	14.4	-36.6
pair	RSmean	MRmean	neg-pos	52	21.2	10.0	65.4	0.5	0.7	0.3	25.2	-38.9
single	SLmean	SLmean	pos-pos	165	67.3	10.0	63.6	0.7	1.1	0.3	14.6	-36.1
pair	MACDhist	RSmean	pos-pos	136	55.5	9.9	62.5	0.7	1.1	0.4	15.3	-26.7
pair	RSmean	MACDhist	pos-pos	136	55.5	9.9	62.5	0.7	1.1	0.4	15.3	-26.7
pair	LWTI	MRmean	pos-pos	166	67.8	9.9	62.7	0.7	1.1	0.4	15.0	-24.8
pair	MRmean	LWTI	pos-pos	166	67.8	9.9	62.7	0.7	1.1	0.4	15.0	-24.8
pair	RSI	MRmean	neg-neg	35	14.3	9.9	62.9	0.5	0.8	0.4	23.0	-22.3
pair	MRmean	RSI	neg-neg	35	14.3	9.9	62.9	0.5	0.8	0.4	23.0	-22.3
single	MRmean	MRmean	pos-pos	177	72.2	9.8	62.1	0.7	1.1	0.3	15.2	-29.0
single	MACDhist	MACDhist	pos-pos	139	56.7	9.8	61.9	0.7	1.1	0.4	15.4	-26.7
pair	SLmean	RSI	neg-neg	28	11.4	9.8	64.3	0.5	0.8	0.4	24.1	-22.3
pair	RSI	SLmean	neg-neg	28	11.4	9.8	64.3	0.5	0.8	0.4	24.1	-22.3
pair	SLmean	RSmean	pos-pos	161	65.7	9.8	64.0	0.7	1.1	0.3	14.5	-31.6
pair	RSmean	SLmean	pos-pos	161	65.7	9.8	64.0	0.7	1.1	0.3	14.5	-31.6
pair	MACD	RSIhist	pos-neg	81	33.1	9.6	64.2	0.5	0.7	0.2	22.7	-44.2
pair	RSIhist	MACD	pos-neg	81	33.1	9.6	64.2	0.5	0.7	0.2	22.7	-44.2
single	RSmean	RSmean	pos-pos	224	91.4	9.3	62.9	0.6	0.8	0.2	17.9	-45.0
pair	MACD	MACDhist	pos-pos	134	54.7	9.3	61.9	0.7	1.1	0.3	15.4	-26.7
pair	MACDhist	MACD	pos-pos	134	54.7	9.3	61.9	0.7	1.1	0.3	15.4	-26.7
single	RSI	RSI	pos-pos	206	84.1	9.2	63.6	0.6	0.8	0.3	16.4	-33.5
pair	LWTI	MACDhist	neg-pos	80	32.7	9.1	66.2	0.5	0.6	0.2	20.4	-39.4
pair	MACDhist	LWTI	neg-pos	80	32.7	9.1	66.2	0.5	0.6	0.2	20.4	-39.4
pair	MRmean	RSmean	pos-pos	172	70.2	9.1	62.2	0.7	1.0	0.3	15.1	-29.0
pair	RSmean	MRmean	pos-pos	172	70.2	9.1	62.2	0.7	1.0	0.3	15.1	-29.0
pair	MACD	LWTI	pos-pos	182	74.3	9.0	63.7	0.6	0.8	0.2	18.0	-47.2
pair	LWTI	MACD	pos-pos	182	74.3	9.0	63.7	0.6	0.8	0.2	18.0	-47.2
pair	MACDhist	SLmean	neg-neg	62	25.3	8.9	67.7	0.5	0.6	0.2	22.5	-38.9
pair	SLmean	MACDhist	neg-neg	62	25.3	8.9	67.7	0.5	0.6	0.2	22.5	-38.9
pair	MACD	RSI	pos-pos	179	73.1	8.8	63.1	0.6	0.8	0.2	17.2	-36.9
pair	RSI	MACD	pos-pos	179	73.1	8.8	63.1	0.6	0.8	0.2	17.2	-36.9
pair	RSIhist	LWTI	pos-pos	124	50.6	8.8	63.7	0.7	1.1	0.4	13.1	-23.1
pair	LWTI	RSIhist	pos-pos	124	50.6	8.8	63.7	0.7	1.1	0.4	13.1	-23.1
pair	LWTI	RSmean	pos-pos	194	79.2	8.8	62.9	0.6	0.8	0.2	17.7	-44.6
pair	RSmean	LWTI	pos-pos	194	79.2	8.8	62.9	0.6	0.8	0.2	17.7	-44.6
pair	RSIhist	MACDhist	pos-pos	105	42.9	8.6	61.9	0.7	1.1	0.4	13.6	-21.5
pair	MACDhist	RSIhist	pos-pos	105	42.9	8.6	61.9	0.7	1.1	0.4	13.6	-21.5
pair	SLmean	MACDhist	pos-pos	121	49.4	8.6	62.8	0.7	1.0	0.3	14.2	-31.4
pair	MACDhist	SLmean	pos-pos	121	49.4	8.6	62.8	0.7	1.0	0.3	14.2	-31.4
pair	MACD	MRmean	pos-pos	156	63.7	8.5	61.5	0.6	1.0	0.3	15.5	-32.4
pair	MRmean	MACD	pos-pos	156	63.7	8.5	61.5	0.6	1.0	0.3	15.5	-32.4
pair	LWTI	SLmean	neg-pos	67	27.3	8.5	62.7	0.5	0.6	0.2	22.8	-44.2
pair	SLmean	LWTI	neg-pos	67	27.3	8.5	62.7	0.5	0.6	0.2	22.8	-44.2
pair	RSI	SLmean	pos-pos	154	62.9	8.4	63.0	0.6	1.0	0.2	14.3	-36.6
pair	SLmean	RSI	pos-pos	154	62.9	8.4	63.0	0.6	1.0	0.2	14.3	-36.6
pair	MRmean	MACDhist	neg-neg	63	25.7	8.4	68.3	0.5	0.6	0.2	22.0	-38.9
pair	MACDhist	MRmean	neg-neg	63	25.7	8.4	68.3	0.5	0.6	0.2	22.0	-38.9
pair	RSmean	MACDhist	pos-neg	88	35.9	8.4	63.6	0.5	0.6	0.2	21.3	-45.0
pair	MACDhist	RSmean	pos-neg	88	35.9	8.4	63.6	0.5	0.6	0.2	21.3	-45.0
pair	RSIhist	MRmean	pos-pos	132	53.9	8.3	62.1	0.7	1.0	0.3	13.7	-27.4
pair	MRmean	RSIhist	pos-pos	132	53.9	8.3	62.1	0.7	1.0	0.3	13.7	-27.4
pair	MRmean	RSI	pos-pos	173	70.6	8.3	61.3	0.6	1.0	0.3	15.1	-29.0
pair	RSI	MRmean	pos-pos	173	70.6	8.3	61.3	0.6	1.0	0.3	15.1	-29.0
pair	MACDhist	RSI	pos-pos	137	55.9	8.1	61.3	0.6	0.9	0.3	15.0	-26.7
pair	RSI	MACDhist	pos-pos	137	55.9	8.1	61.3	0.6	0.9	0.3	15.0	-26.7
pair	RSmean	SLmean	neg-pos	63	25.7	8.1	60.3	0.4	0.6	0.2	24.7	-41.0
pair	SLmean	RSmean	neg-pos	63	25.7	8.1	60.3	0.4	0.6	0.2	24.7	-41.0
pair	MRmean	MACDhist	pos-pos	134	54.7	8.1	61.2	0.6	1.0	0.3	14.8	-26.7
pair	MACDhist	MRmean	pos-pos	134	54.7	8.1	61.2	0.6	1.0	0.3	14.8	-26.7
single	RSIhist	RSIhist	pos-pos	136	55.5	8.0	62.5	0.6	1.0	0.2	13.7	-32.4
pair	MACD	SLmean	pos-pos	141	57.6	7.9	62.4	0.6	0.9	0.2	14.7	-42.3
pair	SLmean	MACD	pos-pos	141	57.6	7.9	62.4	0.6	0.9	0.2	14.7	-42.3
pair	RSmean	RSI	pos-pos	190	77.6	7.8	62.1	0.5	0.7	0.2	16.7	-38.2
pair	RSI	RSmean	pos-pos	190	77.6	7.8	62.1	0.5	0.7	0.2	16.7	-38.2
pair	MRmean	LWTI	pos-neg	11	4.5	7.8	54.5	0.5	1.1	0.6	19.2	-12.8
pair	LWTI	MRmean	pos-neg	11	4.5	7.8	54.5	0.5	1.1	0.6	19.2	-12.8
pair	MRmean	SLmean	pos-neg	19	7.8	7.7	47.4	0.5	0.9	0.4	21.0	-18.3
pair	SLmean	MRmean	pos-neg	19	7.8	7.7	47.4	0.5	0.9	0.4	21.0	-18.3
pair	RSIhist	RSmean	pos-pos	130	53.1	7.6	62.3	0.6	0.9	0.3	13.7	-27.7
pair	RSmean	RSIhist	pos-pos	130	53.1	7.6	62.3	0.6	0.9	0.3	13.7	-27.7
pair	SLmean	RSIhist	pos-pos	132	53.9	7.5	61.4	0.6	0.9	0.2	13.9	-33.0
pair	RSIhist	SLmean	pos-pos	132	53.9	7.5	61.4	0.6	0.9	0.2	13.9	-33.0
single	MACD	MACD	pos-pos	194	79.2	7.3	61.9	0.5	0.7	0.1	18.0	-47.2
pair	MACDhist	RSmean	neg-pos	3	1.2	7.2	33.3	0.4	35.1	1.1	24.1	-6.5
pair	RSmean	MACDhist	neg-pos	3	1.2	7.2	33.3	0.4	35.1	1.1	24.1	-6.5
pair	RSI	RSIhist	pos-pos	131	53.5	6.8	61.8	0.6	0.8	0.2	13.4	-27.4
pair	RSIhist	RSI	pos-pos	131	53.5	6.8	61.8	0.6	0.8	0.2	13.4	-27.4
pair	RSmean	MACD	pos-pos	185	75.5	6.3	61.1	0.4	0.6	0.1	18.2	-47.2
pair	MACD	RSmean	pos-pos	185	75.5	6.3	61.1	0.4	0.6	0.1	18.2	-47.2
pair	RSI	RSmean	neg-neg	5	2.0	6.1	60.0	0.6	1.1	5.0	10.5	-1.2
pair	RSmean	RSI	neg-neg	5	2.0	6.1	60.0	0.6	1.1	5.0	10.5	-1.2
pair	MACDhist	RSIhist	neg-pos	31	12.7	5.9	64.5	0.5	0.7	0.4	14.4	-15.0
pair	RSIhist	MACDhist	neg-pos	31	12.7	5.9	64.5	0.5	0.7	0.4	14.4	-15.0
pair	MACD	SLmean	neg-pos	53	21.6	5.8	60.4	0.3	0.5	0.1	25.1	-44.2
pair	SLmean	MACD	neg-pos	53	21.6	5.8	60.4	0.3	0.5	0.1	25.1	-44.2
pair	MACD	RSIhist	pos-pos	113	46.1	5.7	60.2	0.5	0.7	0.2	13.9	-31.1
pair	RSIhist	MACD	pos-pos	113	46.1	5.7	60.2	0.5	0.7	0.2	13.9	-31.1
pair	LWTI	RSI	neg-pos	16	6.5	4.2	56.2	0.3	0.5	0.3	27.1	-16.3
pair	RSI	LWTI	neg-pos	16	6.5	4.2	56.2	0.3	0.5	0.3	27.1	-16.3
pair	LWTI	SLmean	pos-neg	17	6.9	3.5	52.9	0.3	0.6	0.2	18.3	-18.5
pair	SLmean	LWTI	pos-neg	17	6.9	3.5	52.9	0.3	0.6	0.2	18.3	-18.5
pair	MACDhist	MACD	pos-neg	60	24.5	3.0	61.7	0.2	0.3	0.1	22.9	-39.4
pair	MACD	MACDhist	pos-neg	60	24.5	3.0	61.7	0.2	0.3	0.1	22.9	-39.4
pair	MRmean	MACD	neg-pos	38	15.5	2.5	63.2	0.2	0.3	0.1	26.2	-40.0
pair	MACD	MRmean	neg-pos	38	15.5	2.5	63.2	0.2	0.3	0.1	26.2	-40.0
pair	RSIhist	LWTI	pos-neg	12	4.9	-0.2	50.0	0.1	0.2	-0.0	19.8	-18.7
pair	LWTI	RSIhist	pos-neg	12	4.9	-0.2	50.0	0.1	0.2	-0.0	19.8	-18.7
pair	MRmean	RSIhist	neg-pos	4	1.6	-1.5	75.0	-0.0	0.0	-0.2	16.2	-6.8
pair	RSIhist	MRmean	neg-pos	4	1.6	-1.5	75.0	-0.0	0.0	-0.2	16.2	-6.8
pair	MACD	RSI	pos-neg	15	6.1	-8.6	46.7	-0.2	-0.3	-0.6	26.8	-15.0
pair	RSI	MACD	pos-neg	15	6.1	-8.6	46.7	-0.2	-0.3	-0.6	26.8	-15.0
pair	MACD	LWTI	pos-neg	12	4.9	-15.7	33.3	-0.9	-1.8	-0.9	17.7	-17.8
pair	LWTI	MACD	pos-neg	12	4.9	-15.7	33.3	-0.9	-1.8	-0.9	17.7	-17.8
pair	LWTI	MACDhist	pos-neg	4	1.6	-16.4	25.0	-0.7	-1.6	-2.2	22.4	-7.6
pair	MACDhist	LWTI	pos-neg	4	1.6	-16.4	25.0	-0.7	-1.6	-2.2	22.4	-7.6
pair	LWTI	RSI	pos-neg	7	2.9	-23.5	28.6	-1.5	-3.1	-1.4	16.8	-17.5
pair	RSI	LWTI	pos-neg	7	2.9	-23.5	28.6	-1.5	-3.1	-1.4	16.8	-17.5

All Contingency Tables for IHI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 64% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.3 Vol 14% \| MDD -36.6% Months 158M (64%)	CAGR 7.7% \| Win 47% Sharpe 0.45 \| Sortino 0.92 \| Calmar 0.4 Vol 21% \| MDD -18.3% Months 19M (8%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 10.1% \| Win 57% Sharpe 0.58 \| Sortino 1.00 \| Calmar 1.5 Vol 20% \| MDD -6.8% Months 7M (3%)	CAGR 12.0% \| Win 70% Sharpe 0.62 \| Sortino 0.74 \| Calmar 0.3 Vol 23% \| MDD -38.9% Months 61M (25%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
SLmean only	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 172M (70%)	CAGR 37.5% \| Win 60% Sharpe 1.70 \| Sortino 134.30 \| Calmar 11.2 Vol 20% \| MDD -3.3% Months 5M (2%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 10.0% \| Win 65% Sharpe 0.51 \| Sortino 0.68 \| Calmar 0.3 Vol 25% \| MDD -38.9% Months 52M (21%)	CAGR 17.9% \| Win 81% Sharpe 1.79 \| Sortino 3.44 \| Calmar 4.7 Vol 10% \| MDD -3.8% Months 16M (6%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
RSmean only	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 62% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -32.4% Months 156M (64%)	CAGR 19.6% \| Win 67% Sharpe 1.51 \| Sortino 2.30 \| Calmar 1.9 Vol 12% \| MDD -10.0% Months 21M (9%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 2.5% \| Win 63% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 26% \| MDD -40.0% Months 38M (16%)	CAGR 24.9% \| Win 77% Sharpe 1.43 \| Sortino 1.79 \| Calmar 2.1 Vol 17% \| MDD -11.6% Months 30M (12%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
MACD only	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 61% Sharpe 0.60 \| Sortino 0.97 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 173M (71%)	CAGR 96.5% \| Win 100% Sharpe 14.12 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (2%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 14.0% \| Win 76% Sharpe 0.71 \| Sortino 0.64 \| Calmar 0.5 Vol 22% \| MDD -29.2% Months 33M (14%)	CAGR 9.9% \| Win 63% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.4 Vol 23% \| MDD -22.3% Months 35M (14%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
RSI only	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 61% Sharpe 0.60 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -26.7% Months 134M (55%)	CAGR 15.1% \| Win 65% Sharpe 0.94 \| Sortino 1.56 \| Calmar 0.7 Vol 17% \| MDD -20.8% Months 43M (18%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 66.6% \| Win 80% Sharpe 1.99 \| Sortino 0.00 \| Calmar 0.0 Vol 28% \| MDD 0.0% Months 5M (2%)	CAGR 8.4% \| Win 68% Sharpe 0.48 \| Sortino 0.56 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 63M (26%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 62% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.3 Vol 14% \| MDD -27.4% Months 132M (54%)	CAGR 14.2% \| Win 62% Sharpe 0.80 \| Sortino 1.47 \| Calmar 0.7 Vol 19% \| MDD -19.1% Months 45M (18%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR -1.5% \| Win 75% Sharpe -0.03 \| Sortino 0.00 \| Calmar -0.2 Vol 16% \| MDD -6.8% Months 4M (2%)	CAGR 12.7% \| Win 69% Sharpe 0.64 \| Sortino 0.79 \| Calmar 0.3 Vol 23% \| MDD -38.9% Months 64M (26%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 63% Sharpe 0.71 \| Sortino 1.12 \| Calmar 0.4 Vol 15% \| MDD -24.8% Months 166M (68%)	CAGR 7.8% \| Win 55% Sharpe 0.48 \| Sortino 1.12 \| Calmar 0.6 Vol 19% \| MDD -12.8% Months 11M (4%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 10.7% \| Win 69% Sharpe 0.55 \| Sortino 0.64 \| Calmar 0.3 Vol 24% \| MDD -40.0% Months 49M (20%)	CAGR 14.8% \| Win 68% Sharpe 0.81 \| Sortino 1.28 \| Calmar 1.2 Vol 20% \| MDD -12.0% Months 19M (8%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 64% Sharpe 0.72 \| Sortino 1.10 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 161M (66%)	CAGR 21.8% \| Win 50% Sharpe 1.02 \| Sortino 85.41 \| Calmar 3.4 Vol 21% \| MDD -6.5% Months 4M (2%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 8.1% \| Win 60% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -41.0% Months 63M (26%)	CAGR 22.4% \| Win 82% Sharpe 2.03 \| Sortino 4.23 \| Calmar 5.9 Vol 10% \| MDD -3.8% Months 17M (7%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
RSmean only	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 62% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.2 Vol 15% \| MDD -42.3% Months 141M (58%)	CAGR 23.5% \| Win 71% Sharpe 1.58 \| Sortino 2.37 \| Calmar 2.6 Vol 14% \| MDD -9.1% Months 24M (10%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 5.8% \| Win 60% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 25% \| MDD -44.2% Months 53M (22%)	CAGR 21.9% \| Win 74% Sharpe 1.33 \| Sortino 1.55 \| Calmar 1.9 Vol 16% \| MDD -11.6% Months 27M (11%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
MACD only	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 63% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.2 Vol 14% \| MDD -36.6% Months 154M (63%)	CAGR 35.9% \| Win 73% Sharpe 1.85 \| Sortino 2.87 \| Calmar 5.3 Vol 18% \| MDD -6.8% Months 11M (4%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 11.6% \| Win 65% Sharpe 0.62 \| Sortino 0.74 \| Calmar 0.3 Vol 22% \| MDD -41.5% Months 52M (21%)	CAGR 9.8% \| Win 64% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 24% \| MDD -22.3% Months 28M (11%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
RSI only	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.6% \| Win 63% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -31.4% Months 121M (49%)	CAGR 14.2% \| Win 66% Sharpe 0.93 \| Sortino 1.61 \| Calmar 0.9 Vol 16% \| MDD -15.9% Months 44M (18%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 18.7% \| Win 56% Sharpe 0.88 \| Sortino 1.96 \| Calmar 1.4 Vol 22% \| MDD -13.7% Months 18M (7%)	CAGR 8.9% \| Win 68% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 62M (25%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.5% \| Win 61% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 14% \| MDD -33.0% Months 132M (54%)	CAGR 20.7% \| Win 73% Sharpe 1.20 \| Sortino 1.93 \| Calmar 1.0 Vol 17% \| MDD -21.1% Months 33M (14%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 25.1% \| Win 100% Sharpe 4.62 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (2%)	CAGR 10.3% \| Win 63% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.3 Vol 23% \| MDD -41.0% Months 76M (31%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 65% Sharpe 0.80 \| Sortino 1.21 \| Calmar 0.4 Vol 14% \| MDD -27.5% Months 148M (60%)	CAGR 3.5% \| Win 53% Sharpe 0.28 \| Sortino 0.58 \| Calmar 0.2 Vol 18% \| MDD -18.5% Months 17M (7%)	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)
SLmean neg	CAGR 8.5% \| Win 63% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -44.2% Months 67M (27%)	CAGR 24.6% \| Win 77% Sharpe 1.18 \| Sortino 1.83 \| Calmar 2.1 Vol 20% \| MDD -11.6% Months 13M (5%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 6.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.2% Months 185M (76%)	CAGR 24.5% \| Win 72% Sharpe 1.45 \| Sortino 1.85 \| Calmar 1.8 Vol 16% \| MDD -13.2% Months 39M (16%)	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)
RSmean neg	CAGR 29.8% \| Win 78% Sharpe 1.82 \| Sortino 108.58 \| Calmar 8.9 Vol 15% \| MDD -3.3% Months 9M (4%)	CAGR 16.9% \| Win 75% Sharpe 1.57 \| Sortino 3.29 \| Calmar 4.4 Vol 10% \| MDD -3.8% Months 12M (5%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)
MACD only	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 62% Sharpe 0.53 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -38.2% Months 190M (78%)	CAGR 18.2% \| Win 68% Sharpe 0.83 \| Sortino 1.40 \| Calmar 1.3 Vol 24% \| MDD -13.6% Months 34M (14%)	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)
RSmean neg	CAGR 27.8% \| Win 81% Sharpe 2.00 \| Sortino 23.22 \| Calmar 7.3 Vol 13% \| MDD -3.8% Months 16M (6%)	CAGR 6.1% \| Win 60% Sharpe 0.61 \| Sortino 1.14 \| Calmar 5.0 Vol 10% \| MDD -1.2% Months 5M (2%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)
RSI only	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.9% \| Win 62% Sharpe 0.69 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 136M (56%)	CAGR 8.4% \| Win 64% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 21% \| MDD -45.0% Months 88M (36%)	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)
RSmean neg	CAGR 7.2% \| Win 33% Sharpe 0.37 \| Sortino 35.08 \| Calmar 1.1 Vol 24% \| MDD -6.5% Months 3M (1%)	CAGR 25.0% \| Win 83% Sharpe 2.23 \| Sortino 4.66 \| Calmar 6.5 Vol 10% \| MDD -3.8% Months 18M (7%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.6% \| Win 62% Sharpe 0.60 \| Sortino 0.90 \| Calmar 0.3 Vol 14% \| MDD -27.7% Months 130M (53%)	CAGR 11.7% \| Win 64% Sharpe 0.61 \| Sortino 0.86 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 94M (38%)	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)
RSmean neg	CAGR 18.0% \| Win 67% Sharpe 1.11 \| Sortino 70.16 \| Calmar 2.8 Vol 16% \| MDD -6.5% Months 6M (2%)	CAGR 24.1% \| Win 80% Sharpe 1.99 \| Sortino 4.52 \| Calmar 6.3 Vol 11% \| MDD -3.8% Months 15M (6%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 63% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -44.6% Months 194M (79%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)
RSmean neg	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)	-	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.8% \| Win 63% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -36.9% Months 179M (73%)	CAGR -8.6% \| Win 47% Sharpe -0.21 \| Sortino -0.35 \| Calmar -0.6 Vol 27% \| MDD -15.0% Months 15M (6%)	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)
MACD neg	CAGR 12.1% \| Win 67% Sharpe 1.15 \| Sortino 1.56 \| Calmar 1.4 Vol 10% \| MDD -8.4% Months 27M (11%)	CAGR 35.7% \| Win 79% Sharpe 1.76 \| Sortino 2.40 \| Calmar 3.1 Vol 18% \| MDD -11.6% Months 24M (10%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)
RSI only	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.3% \| Win 62% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 15% \| MDD -26.7% Months 134M (55%)	CAGR 3.0% \| Win 62% Sharpe 0.25 \| Sortino 0.33 \| Calmar 0.1 Vol 23% \| MDD -39.4% Months 60M (24%)	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)
MACD neg	CAGR 24.5% \| Win 60% Sharpe 1.37 \| Sortino 1.78 \| Calmar 2001.6 Vol 17% \| MDD -0.0% Months 5M (2%)	CAGR 22.5% \| Win 74% Sharpe 1.44 \| Sortino 1.86 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 46M (19%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.7% \| Win 60% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -31.1% Months 113M (46%)	CAGR 9.6% \| Win 64% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.2 Vol 23% \| MDD -44.2% Months 81M (33%)	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)
MACD neg	CAGR 20.0% \| Win 74% Sharpe 1.49 \| Sortino 1.87 \| Calmar 2.9 Vol 13% \| MDD -6.8% Months 23M (9%)	CAGR 24.9% \| Win 71% Sharpe 1.43 \| Sortino 1.86 \| Calmar 2.1 Vol 17% \| MDD -11.6% Months 28M (11%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.0% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 182M (74%)	CAGR -15.7% \| Win 33% Sharpe -0.88 \| Sortino -1.83 \| Calmar -0.9 Vol 18% \| MDD -17.8% Months 12M (5%)	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)
MACD neg	CAGR 16.1% \| Win 67% Sharpe 1.25 \| Sortino 2.01 \| Calmar 2.4 Vol 13% \| MDD -6.8% Months 33M (14%)	CAGR 35.7% \| Win 83% Sharpe 1.77 \| Sortino 2.88 \| Calmar 3.1 Vol 18% \| MDD -11.6% Months 18M (7%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.1% \| Win 61% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -26.7% Months 137M (56%)	CAGR 11.4% \| Win 68% Sharpe 0.67 \| Sortino 0.76 \| Calmar 0.4 Vol 19% \| MDD -27.5% Months 69M (28%)	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)
RSI neg	CAGR 217.3% \| Win 100% Sharpe 10.25 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 2M (1%)	CAGR 10.5% \| Win 65% Sharpe 0.57 \| Sortino 0.86 \| Calmar 0.5 Vol 22% \| MDD -22.3% Months 37M (15%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.8% \| Win 62% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -27.4% Months 131M (54%)	CAGR 13.5% \| Win 67% Sharpe 0.72 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -41.5% Months 75M (31%)	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)
RSI neg	CAGR 45.0% \| Win 80% Sharpe 1.97 \| Sortino 0.00 \| Calmar 6.6 Vol 20% \| MDD -6.8% Months 5M (2%)	CAGR 12.9% \| Win 65% Sharpe 0.65 \| Sortino 0.99 \| Calmar 0.6 Vol 23% \| MDD -22.3% Months 34M (14%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.6% \| Win 65% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -32.2% Months 199M (81%)	CAGR -23.5% \| Win 29% Sharpe -1.50 \| Sortino -3.08 \| Calmar -1.3 Vol 17% \| MDD -17.5% Months 7M (3%)	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)
RSI neg	CAGR 4.2% \| Win 56% Sharpe 0.28 \| Sortino 0.46 \| Calmar 0.3 Vol 27% \| MDD -16.3% Months 16M (6%)	CAGR 26.1% \| Win 74% Sharpe 1.34 \| Sortino 2.05 \| Calmar 2.2 Vol 19% \| MDD -12.0% Months 23M (9%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.6% \| Win 62% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -21.5% Months 105M (43%)	CAGR 13.6% \| Win 62% Sharpe 0.73 \| Sortino 1.41 \| Calmar 1.1 Vol 20% \| MDD -12.8% Months 34M (14%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)
MACDhist neg	CAGR 5.9% \| Win 64% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.4 Vol 14% \| MDD -15.0% Months 31M (13%)	CAGR 13.2% \| Win 68% Sharpe 0.69 \| Sortino 0.84 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 75M (31%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)
RSIhist only	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.7% \| Win 63% Sharpe 0.75 \| Sortino 1.19 \| Calmar 0.5 Vol 15% \| MDD -20.7% Months 135M (55%)	CAGR -16.4% \| Win 25% Sharpe -0.71 \| Sortino -1.59 \| Calmar -2.2 Vol 22% \| MDD -7.6% Months 4M (2%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)
MACDhist neg	CAGR 9.1% \| Win 66% Sharpe 0.53 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -39.4% Months 80M (33%)	CAGR 17.4% \| Win 69% Sharpe 0.95 \| Sortino 1.65 \| Calmar 1.4 Vol 19% \| MDD -12.0% Months 26M (11%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 8.8% \| Win 64% Sharpe 0.71 \| Sortino 1.05 \| Calmar 0.4 Vol 13% \| MDD -23.1% Months 124M (51%)	CAGR -0.2% \| Win 50% Sharpe 0.08 \| Sortino 0.20 \| Calmar -0.0 Vol 20% \| MDD -18.7% Months 12M (5%)	CAGR 8.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.2 Vol 14% \| MDD -32.4% Months 136M (56%)
RSIhist neg	CAGR 11.8% \| Win 65% Sharpe 0.63 \| Sortino 0.85 \| Calmar 0.3 Vol 22% \| MDD -44.2% Months 91M (37%)	CAGR 21.3% \| Win 72% Sharpe 1.12 \| Sortino 1.55 \| Calmar 1.8 Vol 19% \| MDD -12.0% Months 18M (7%)	CAGR 13.3% \| Win 66% Sharpe 0.70 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -38.9% Months 109M (44%)
LWTI only	CAGR 10.1% \| Win 64% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -43.3% Months 215M (88%)	CAGR 12.2% \| Win 63% Sharpe 0.70 \| Sortino 1.29 \| Calmar 0.7 Vol 19% \| MDD -18.7% Months 30M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 64% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.3 Vol 14% \| MDD -36.6% Months 158M (64%)	CAGR 7.7% \| Win 47% Sharpe 0.45 \| Sortino 0.92 \| Calmar 0.4 Vol 21% \| MDD -18.3% Months 19M (8%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 10.1% \| Win 57% Sharpe 0.58 \| Sortino 1.00 \| Calmar 1.5 Vol 20% \| MDD -6.8% Months 7M (3%)	CAGR 12.0% \| Win 70% Sharpe 0.62 \| Sortino 0.74 \| Calmar 0.3 Vol 23% \| MDD -38.9% Months 61M (25%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
SLmean only	CAGR 10.0% \| Win 64% Sharpe 0.73 \| Sortino 1.15 \| Calmar 0.3 Vol 15% \| MDD -36.1% Months 165M (67%)	CAGR 11.0% \| Win 65% Sharpe 0.58 \| Sortino 0.77 \| Calmar 0.3 Vol 22% \| MDD -41.0% Months 80M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 172M (70%)	CAGR 37.5% \| Win 60% Sharpe 1.70 \| Sortino 134.30 \| Calmar 11.2 Vol 20% \| MDD -3.3% Months 5M (2%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 10.0% \| Win 65% Sharpe 0.51 \| Sortino 0.68 \| Calmar 0.3 Vol 25% \| MDD -38.9% Months 52M (21%)	CAGR 17.9% \| Win 81% Sharpe 1.79 \| Sortino 3.44 \| Calmar 4.7 Vol 10% \| MDD -3.8% Months 16M (6%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
RSmean only	CAGR 9.3% \| Win 63% Sharpe 0.59 \| Sortino 0.81 \| Calmar 0.2 Vol 18% \| MDD -45.0% Months 224M (91%)	CAGR 22.3% \| Win 76% Sharpe 1.71 \| Sortino 5.84 \| Calmar 5.8 Vol 12% \| MDD -3.8% Months 21M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 62% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -32.4% Months 156M (64%)	CAGR 19.6% \| Win 67% Sharpe 1.51 \| Sortino 2.30 \| Calmar 1.9 Vol 12% \| MDD -10.0% Months 21M (9%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 2.5% \| Win 63% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 26% \| MDD -40.0% Months 38M (16%)	CAGR 24.9% \| Win 77% Sharpe 1.43 \| Sortino 1.79 \| Calmar 2.1 Vol 17% \| MDD -11.6% Months 30M (12%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
MACD only	CAGR 7.3% \| Win 62% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -47.2% Months 194M (79%)	CAGR 22.7% \| Win 72% Sharpe 1.45 \| Sortino 1.91 \| Calmar 1.7 Vol 15% \| MDD -13.2% Months 51M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 61% Sharpe 0.60 \| Sortino 0.97 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 173M (71%)	CAGR 96.5% \| Win 100% Sharpe 14.12 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (2%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 14.0% \| Win 76% Sharpe 0.71 \| Sortino 0.64 \| Calmar 0.5 Vol 22% \| MDD -29.2% Months 33M (14%)	CAGR 9.9% \| Win 63% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.4 Vol 23% \| MDD -22.3% Months 35M (14%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
RSI only	CAGR 9.2% \| Win 64% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 206M (84%)	CAGR 16.6% \| Win 67% Sharpe 0.80 \| Sortino 1.26 \| Calmar 0.7 Vol 22% \| MDD -22.3% Months 39M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 61% Sharpe 0.60 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -26.7% Months 134M (55%)	CAGR 15.1% \| Win 65% Sharpe 0.94 \| Sortino 1.56 \| Calmar 0.7 Vol 17% \| MDD -20.8% Months 43M (18%)	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 177M (72%)
MRmean neg	CAGR 66.6% \| Win 80% Sharpe 1.99 \| Sortino 0.00 \| Calmar 0.0 Vol 28% \| MDD 0.0% Months 5M (2%)	CAGR 8.4% \| Win 68% Sharpe 0.48 \| Sortino 0.56 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 63M (26%)	CAGR 11.8% \| Win 69% Sharpe 0.61 \| Sortino 0.76 \| Calmar 0.3 Vol 22% \| MDD -38.9% Months 68M (28%)
MACDhist only	CAGR 9.8% \| Win 62% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -26.7% Months 139M (57%)	CAGR 11.0% \| Win 67% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.3 Vol 20% \| MDD -43.7% Months 106M (43%)