INDA - iShares MSCI India ETF

Signal Pair Analysis

MACD-LWTI

Best Pair

62.1%

Best CAGR

Total Months

7.8%

Avg CAGR

INDA 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 INDA

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACD	LWTI	neg-neg	15	8.8	62.1	80.0	3.1	4.9	11.1	16.5	-5.6
pair	LWTI	MACD	neg-neg	15	8.8	62.1	80.0	3.1	4.9	11.1	16.5	-5.6
pair	MACDhist	MACD	neg-pos	2	1.2	56.4	50.0	2.0	0.0	0.0	23.0	0.0
pair	MACD	MACDhist	neg-pos	2	1.2	56.4	50.0	2.0	0.0	0.0	23.0	0.0
pair	SLmean	RSI	pos-neg	6	3.5	55.1	66.7	2.7	11.5	29.8	17.0	-1.8
pair	RSI	SLmean	pos-neg	6	3.5	55.1	66.7	2.7	11.5	29.8	17.0	-1.8
pair	MACD	RSmean	pos-neg	27	15.9	35.7	66.7	1.6	2.7	1.5	20.7	-23.2
pair	RSmean	MACD	pos-neg	27	15.9	35.7	66.7	1.6	2.7	1.5	20.7	-23.2
pair	MACD	SLmean	pos-neg	15	8.8	35.4	60.0	1.8	3.7	6.3	17.9	-5.6
pair	SLmean	MACD	pos-neg	15	8.8	35.4	60.0	1.8	3.7	6.3	17.9	-5.6
pair	MACD	RSIhist	neg-neg	18	10.6	33.7	61.1	1.2	2.4	2.1	27.7	-16.3
pair	RSIhist	MACD	neg-neg	18	10.6	33.7	61.1	1.2	2.4	2.1	27.7	-16.3
pair	MACDhist	LWTI	pos-neg	3	1.8	32.0	33.3	1.6	41.4	40.1	18.5	-0.8
pair	LWTI	MACDhist	pos-neg	3	1.8	32.0	33.3	1.6	41.4	40.1	18.5	-0.8
pair	MRmean	SLmean	neg-pos	10	5.9	29.5	60.0	1.6	3.5	5.7	16.6	-5.2
pair	SLmean	MRmean	neg-pos	10	5.9	29.5	60.0	1.6	3.5	5.7	16.6	-5.2
pair	LWTI	RSI	neg-neg	13	7.6	28.0	69.2	1.3	2.5	1.9	19.9	-15.0
pair	RSI	LWTI	neg-neg	13	7.6	28.0	69.2	1.3	2.5	1.9	19.9	-15.0
pair	MACD	MRmean	neg-neg	26	15.3	27.2	65.4	1.1	1.9	1.7	24.2	-16.3
pair	MRmean	MACD	neg-neg	26	15.3	27.2	65.4	1.1	1.9	1.7	24.2	-16.3
pair	RSI	MACD	neg-neg	25	14.7	26.8	64.0	1.1	1.9	1.4	24.2	-18.8
pair	MACD	RSI	neg-neg	25	14.7	26.8	64.0	1.1	1.9	1.4	24.2	-18.8
pair	SLmean	LWTI	pos-neg	17	10.0	24.4	64.7	1.4	2.4	2.6	17.0	-9.5
pair	LWTI	SLmean	pos-neg	17	10.0	24.4	64.7	1.4	2.4	2.6	17.0	-9.5
single	MACD	MACD	neg-neg	39	22.9	22.2	61.5	1.0	1.8	0.9	22.1	-25.0
pair	SLmean	MACDhist	neg-pos	9	5.3	22.1	55.6	1.5	3.6	3.5	13.5	-6.3
pair	MACDhist	SLmean	neg-pos	9	5.3	22.1	55.6	1.5	3.6	3.5	13.5	-6.3
pair	MACD	MACDhist	neg-neg	37	21.8	20.6	62.2	0.9	1.7	0.8	22.3	-25.0
pair	MACDhist	MACD	neg-neg	37	21.8	20.6	62.2	0.9	1.7	0.8	22.3	-25.0
pair	RSI	RSmean	pos-neg	33	19.4	19.6	66.7	0.8	0.9	0.8	25.9	-25.1
pair	RSmean	RSI	pos-neg	33	19.4	19.6	66.7	0.8	0.9	0.8	25.9	-25.1
pair	RSIhist	LWTI	pos-neg	16	9.4	17.1	62.5	1.1	1.8	1.6	15.8	-10.8
pair	LWTI	RSIhist	pos-neg	16	9.4	17.1	62.5	1.1	1.8	1.6	15.8	-10.8
pair	LWTI	MRmean	neg-neg	20	11.8	16.5	60.0	1.0	1.8	1.1	17.5	-15.0
pair	MRmean	LWTI	neg-neg	20	11.8	16.5	60.0	1.0	1.8	1.1	17.5	-15.0
pair	RSmean	LWTI	pos-neg	33	19.4	16.1	60.6	0.9	1.8	1.1	17.2	-15.0
pair	LWTI	RSmean	pos-neg	33	19.4	16.1	60.6	0.9	1.8	1.1	17.2	-15.0
single	LWTI	LWTI	neg-neg	33	19.4	16.1	60.6	0.9	1.8	1.1	17.2	-15.0
pair	RSI	MRmean	neg-neg	38	22.4	16.0	63.2	0.7	0.8	0.6	27.1	-25.1
pair	MRmean	RSI	neg-neg	38	22.4	16.0	63.2	0.7	0.8	0.6	27.1	-25.1
pair	RSIhist	RSI	neg-neg	34	20.0	15.5	61.8	0.7	0.8	0.6	28.6	-25.1
pair	RSI	RSIhist	neg-neg	34	20.0	15.5	61.8	0.7	0.8	0.6	28.6	-25.1
pair	MRmean	LWTI	pos-neg	13	7.6	15.4	61.5	0.9	1.7	1.4	17.4	-10.8
pair	LWTI	MRmean	pos-neg	13	7.6	15.4	61.5	0.9	1.7	1.4	17.4	-10.8
pair	RSIhist	LWTI	neg-neg	17	10.0	15.1	58.8	0.8	1.7	1.2	18.9	-12.7
pair	LWTI	RSIhist	neg-neg	17	10.0	15.1	58.8	0.8	1.7	1.2	18.9	-12.7
pair	MRmean	RSmean	neg-pos	53	31.2	14.8	60.4	0.7	0.8	0.6	22.0	-25.1
pair	RSmean	MRmean	neg-pos	53	31.2	14.8	60.4	0.7	0.8	0.6	22.0	-25.1
pair	SLmean	MACD	neg-neg	24	14.1	14.6	62.5	0.7	1.4	0.7	24.6	-20.7
pair	MACD	SLmean	neg-neg	24	14.1	14.6	62.5	0.7	1.4	0.7	24.6	-20.7
pair	LWTI	MACDhist	neg-neg	30	17.6	14.6	63.3	0.9	1.7	1.0	17.4	-15.0
pair	MACDhist	LWTI	neg-neg	30	17.6	14.6	63.3	0.9	1.7	1.0	17.4	-15.0
pair	MACD	RSI	neg-pos	14	8.2	14.4	57.1	0.8	1.4	1.1	18.4	-13.2
pair	RSI	MACD	neg-pos	14	8.2	14.4	57.1	0.8	1.4	1.1	18.4	-13.2
pair	MRmean	RSIhist	neg-pos	8	4.7	13.7	75.0	1.0	0.7	1.8	14.2	-7.9
pair	RSIhist	MRmean	neg-pos	8	4.7	13.7	75.0	1.0	0.7	1.8	14.2	-7.9
pair	MACDhist	RSI	neg-neg	42	24.7	13.4	61.9	0.6	0.8	0.5	26.2	-25.1
pair	RSI	MACDhist	neg-neg	42	24.7	13.4	61.9	0.6	0.8	0.5	26.2	-25.1
single	RSI	RSI	neg-neg	42	24.7	13.4	61.9	0.6	0.8	0.5	26.2	-25.1
pair	MACD	RSIhist	neg-pos	21	12.4	13.2	61.9	0.8	1.3	0.8	16.2	-16.6
pair	RSIhist	MACD	neg-pos	21	12.4	13.2	61.9	0.8	1.3	0.8	16.2	-16.6
pair	MRmean	MACD	pos-neg	13	7.6	12.9	53.8	0.8	1.4	1.3	17.9	-9.8
pair	MACD	MRmean	pos-neg	13	7.6	12.9	53.8	0.8	1.4	1.3	17.9	-9.8
pair	MRmean	MACDhist	neg-neg	64	37.6	10.3	59.4	0.6	0.7	0.4	22.7	-25.1
pair	MACDhist	MRmean	neg-neg	64	37.6	10.3	59.4	0.6	0.7	0.4	22.7	-25.1
pair	SLmean	MACDhist	pos-neg	49	28.8	10.0	65.3	0.7	1.1	1.0	15.2	-9.8
pair	MACDhist	SLmean	pos-neg	49	28.8	10.0	65.3	0.7	1.1	1.0	15.2	-9.8
single	MRmean	MRmean	neg-neg	67	39.4	9.9	58.2	0.5	0.7	0.4	22.3	-25.1
pair	MRmean	RSIhist	neg-neg	59	34.7	9.4	55.9	0.5	0.7	0.4	23.3	-25.1
pair	RSIhist	MRmean	neg-neg	59	34.7	9.4	55.9	0.5	0.7	0.4	23.3	-25.1
pair	RSI	LWTI	pos-neg	20	11.8	8.9	55.0	0.6	1.1	0.5	15.4	-17.0
pair	LWTI	RSI	pos-neg	20	11.8	8.9	55.0	0.6	1.1	0.5	15.4	-17.0
pair	RSIhist	RSmean	pos-pos	87	51.2	8.7	62.1	0.7	1.1	0.4	14.6	-21.2
pair	RSmean	RSIhist	pos-pos	87	51.2	8.7	62.1	0.7	1.1	0.4	14.6	-21.2
pair	MACDhist	RSIhist	pos-pos	48	28.2	8.4	60.4	0.6	1.1	0.6	15.0	-15.4
pair	RSIhist	MACDhist	pos-pos	48	28.2	8.4	60.4	0.6	1.1	0.6	15.0	-15.4
pair	SLmean	RSIhist	pos-pos	83	48.8	8.4	61.4	0.6	1.0	0.4	14.5	-21.1
pair	RSIhist	SLmean	pos-pos	83	48.8	8.4	61.4	0.6	1.0	0.4	14.5	-21.1
pair	RSIhist	RSI	pos-pos	83	48.8	8.2	62.7	0.6	1.0	0.4	14.9	-21.1
pair	RSI	RSIhist	pos-pos	83	48.8	8.2	62.7	0.6	1.0	0.4	14.9	-21.1
single	RSIhist	RSIhist	pos-pos	91	53.5	7.9	62.6	0.6	1.0	0.4	14.6	-21.1
pair	LWTI	SLmean	neg-neg	16	9.4	7.8	56.2	0.5	1.0	0.5	17.7	-15.0
pair	SLmean	LWTI	neg-neg	16	9.4	7.8	56.2	0.5	1.0	0.5	17.7	-15.0
pair	SLmean	RSI	neg-neg	36	21.2	7.7	61.1	0.4	0.5	0.3	27.3	-25.1
pair	RSI	SLmean	neg-neg	36	21.2	7.7	61.1	0.4	0.5	0.3	27.3	-25.1
pair	RSI	LWTI	neg-pos	29	17.1	7.4	58.6	0.4	0.5	0.3	28.8	-25.1
pair	RSIhist	MRmean	pos-pos	83	48.8	7.4	61.4	0.6	0.9	0.3	14.8	-21.1
pair	MRmean	RSIhist	pos-pos	83	48.8	7.4	61.4	0.6	0.9	0.3	14.8	-21.1
pair	LWTI	RSI	neg-pos	29	17.1	7.4	58.6	0.4	0.5	0.3	28.8	-25.1
pair	RSIhist	MACDhist	neg-pos	43	25.3	7.4	65.1	0.6	0.8	0.4	14.3	-16.6
pair	MACDhist	RSIhist	neg-pos	43	25.3	7.4	65.1	0.6	0.8	0.4	14.3	-16.6
pair	MRmean	LWTI	neg-pos	47	27.6	7.2	57.4	0.4	0.5	0.3	24.2	-25.1
pair	LWTI	MRmean	neg-pos	47	27.6	7.2	57.4	0.4	0.5	0.3	24.2	-25.1
pair	MACDhist	RSmean	pos-neg	94	55.3	7.1	60.6	0.5	0.6	0.2	19.9	-31.4
pair	RSmean	MACDhist	pos-neg	94	55.3	7.1	60.6	0.5	0.6	0.2	19.9	-31.4
pair	RSmean	SLmean	pos-pos	100	58.8	7.0	60.0	0.5	0.9	0.2	15.2	-29.1
pair	SLmean	RSmean	pos-pos	100	58.8	7.0	60.0	0.5	0.9	0.2	15.2	-29.1
pair	MACDhist	MRmean	pos-pos	58	34.1	6.9	56.9	0.5	0.9	0.3	15.2	-20.0
single	RSmean	RSmean	pos-pos	155	91.2	6.9	58.7	0.5	0.6	0.2	18.1	-32.3
pair	MRmean	MACDhist	pos-pos	58	34.1	6.9	56.9	0.5	0.9	0.3	15.2	-20.0
single	SLmean	SLmean	pos-pos	101	59.4	6.9	60.4	0.5	0.8	0.2	15.2	-29.0
pair	RSmean	SLmean	neg-pos	55	32.4	6.8	56.4	0.4	0.5	0.2	22.6	-30.1
pair	MRmean	SLmean	neg-neg	57	33.5	6.8	57.9	0.4	0.5	0.3	23.2	-25.1
pair	SLmean	MRmean	neg-neg	57	33.5	6.8	57.9	0.4	0.5	0.3	23.2	-25.1
pair	SLmean	RSmean	neg-pos	55	32.4	6.8	56.4	0.4	0.5	0.2	22.6	-30.1
pair	MACDhist	RSmean	pos-pos	61	35.9	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	RSI	MACDhist	pos-pos	61	35.9	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
single	MACDhist	MACDhist	pos-pos	61	35.9	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	MACDhist	RSI	pos-pos	61	35.9	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	RSmean	MACDhist	pos-pos	61	35.9	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	RSIhist	MACD	pos-pos	70	41.2	6.4	62.9	0.5	0.8	0.3	14.2	-21.1
pair	MACD	RSIhist	pos-pos	70	41.2	6.4	62.9	0.5	0.8	0.3	14.2	-21.1
pair	RSIhist	LWTI	pos-pos	75	44.1	6.1	62.7	0.5	0.8	0.3	14.4	-21.1
pair	LWTI	RSIhist	pos-pos	75	44.1	6.1	62.7	0.5	0.8	0.3	14.4	-21.1
pair		benchmark___benchmark_	benchmark-benchmark	170	100.0	5.7	58.2	0.4	0.6	0.2	18.5	-34.0
pair	benchmark___benchmark_		benchmark-benchmark	170	100.0	5.7	58.2	0.4	0.6	0.2	18.5	-34.0
pair	MACDhist	LWTI	pos-pos	58	34.1	5.4	56.9	0.4	0.8	0.3	14.9	-16.9
pair	LWTI	MACDhist	pos-pos	58	34.1	5.4	56.9	0.4	0.8	0.3	14.9	-16.9
single	MACDhist	MACDhist	neg-neg	109	64.1	5.2	59.6	0.3	0.5	0.2	20.3	-31.4
pair	MACDhist	MACD	pos-pos	59	34.7	5.2	55.9	0.4	0.7	0.3	14.8	-17.3
pair	MACD	MACDhist	pos-pos	59	34.7	5.2	55.9	0.4	0.7	0.3	14.8	-17.3
pair	RSI	RSIhist	neg-pos	8	4.7	5.0	62.5	0.5	0.5	0.6	11.8	-8.1
pair	RSIhist	RSI	neg-pos	8	4.7	5.0	62.5	0.5	0.5	0.6	11.8	-8.1
pair	SLmean	MRmean	pos-pos	91	53.5	4.7	60.4	0.4	0.6	0.2	15.0	-27.8
pair	MRmean	SLmean	pos-pos	91	53.5	4.7	60.4	0.4	0.6	0.2	15.0	-27.8
pair	LWTI	RSmean	pos-pos	122	71.8	4.6	58.2	0.3	0.4	0.1	18.4	-32.3
pair	RSmean	LWTI	pos-pos	122	71.8	4.6	58.2	0.3	0.4	0.1	18.4	-32.3
pair	RSIhist	RSmean	pos-neg	68	40.0	4.6	54.4	0.3	0.4	0.1	21.9	-30.1
pair	RSmean	RSIhist	pos-neg	68	40.0	4.6	54.4	0.3	0.4	0.1	21.9	-30.1
pair	SLmean	RSI	pos-pos	95	55.9	4.5	60.0	0.4	0.6	0.1	14.9	-30.0
pair	RSI	SLmean	pos-pos	95	55.9	4.5	60.0	0.4	0.6	0.1	14.9	-30.0
pair	MACDhist	SLmean	pos-pos	52	30.6	4.1	55.8	0.3	0.6	0.2	15.3	-23.3
pair	SLmean	MACDhist	pos-pos	52	30.6	4.1	55.8	0.3	0.6	0.2	15.3	-23.3
pair	RSIhist	SLmean	neg-neg	61	35.9	4.0	52.5	0.3	0.4	0.1	23.4	-30.1
pair	SLmean	RSIhist	neg-neg	61	35.9	4.0	52.5	0.3	0.4	0.1	23.4	-30.1
single	SLmean	SLmean	neg-neg	69	40.6	3.9	55.1	0.3	0.4	0.1	22.7	-30.1
pair	RSIhist	MACDhist	neg-neg	66	38.8	3.8	56.1	0.3	0.4	0.1	23.5	-30.1
pair	MACDhist	RSIhist	neg-neg	66	38.8	3.8	56.1	0.3	0.4	0.1	23.5	-30.1
pair	RSI	RSmean	pos-pos	122	71.8	3.7	56.6	0.3	0.5	0.1	15.3	-24.7
pair	RSmean	RSI	pos-pos	122	71.8	3.7	56.6	0.3	0.5	0.1	15.3	-24.7
pair	SLmean	LWTI	pos-pos	84	49.4	3.7	59.5	0.3	0.5	0.1	14.7	-33.5
pair	LWTI	SLmean	pos-pos	84	49.4	3.7	59.5	0.3	0.5	0.1	14.7	-33.5
pair	LWTI	MACD	pos-pos	113	66.5	3.5	59.3	0.3	0.3	0.1	17.7	-33.8
pair	MACD	LWTI	pos-pos	113	66.5	3.5	59.3	0.3	0.3	0.1	17.7	-33.8
pair	RSI	MRmean	pos-pos	99	58.2	3.5	58.6	0.3	0.5	0.1	15.7	-25.4
pair	MRmean	RSI	pos-pos	99	58.2	3.5	58.6	0.3	0.5	0.1	15.7	-25.4
single	LWTI	LWTI	pos-pos	137	80.6	3.3	57.7	0.3	0.4	0.1	18.8	-33.8
single	RSI	RSI	pos-pos	128	75.3	3.3	57.0	0.3	0.5	0.1	15.2	-24.7
pair	SLmean	RSIhist	neg-pos	8	4.7	3.3	75.0	0.3	1.3	0.4	17.0	-8.6
pair	RSIhist	SLmean	neg-pos	8	4.7	3.3	75.0	0.3	1.3	0.4	17.0	-8.6
single	RSIhist	RSIhist	neg-neg	79	46.5	3.2	53.2	0.2	0.3	0.1	22.3	-30.1
pair	MRmean	RSmean	pos-pos	102	60.0	3.1	57.8	0.3	0.4	0.1	15.7	-25.5
pair	RSmean	MRmean	pos-pos	102	60.0	3.1	57.8	0.3	0.4	0.1	15.7	-25.5
single	MRmean	MRmean	pos-pos	103	60.6	3.0	58.3	0.3	0.4	0.1	15.6	-25.4
pair	SLmean	LWTI	neg-pos	53	31.2	2.7	54.7	0.2	0.3	0.1	24.1	-30.1
pair	LWTI	SLmean	neg-pos	53	31.2	2.7	54.7	0.2	0.3	0.1	24.1	-30.1
pair	MACD	SLmean	pos-pos	86	50.6	2.6	60.5	0.2	0.4	0.1	14.4	-33.9
pair	SLmean	MACD	pos-pos	86	50.6	2.6	60.5	0.2	0.4	0.1	14.4	-33.9
pair	MACD	LWTI	neg-pos	24	14.1	2.5	50.0	0.2	0.4	0.1	24.0	-25.0
pair	LWTI	MACD	neg-pos	24	14.1	2.5	50.0	0.2	0.4	0.1	24.0	-25.0
pair	RSI	MRmean	neg-pos	29	17.1	2.4	51.7	0.2	0.4	0.1	13.9	-17.9
pair	MRmean	RSI	neg-pos	29	17.1	2.4	51.7	0.2	0.4	0.1	13.9	-17.9
pair	RSI	LWTI	pos-pos	108	63.5	2.3	57.4	0.2	0.3	0.1	15.3	-22.8
pair	LWTI	RSI	pos-pos	108	63.5	2.3	57.4	0.2	0.3	0.1	15.3	-22.8
pair	MACD	RSI	pos-pos	114	67.1	2.0	57.0	0.2	0.3	0.1	14.9	-24.7
pair	RSI	MACD	pos-pos	114	67.1	2.0	57.0	0.2	0.3	0.1	14.9	-24.7
pair	LWTI	MACDhist	neg-pos	79	46.5	1.8	58.2	0.2	0.2	0.1	21.3	-31.4
pair	MACDhist	LWTI	neg-pos	79	46.5	1.8	58.2	0.2	0.2	0.1	21.3	-31.4
pair	MACD	MRmean	pos-pos	90	52.9	1.7	58.9	0.2	0.3	0.1	15.3	-28.3
pair	MRmean	MACD	pos-pos	90	52.9	1.7	58.9	0.2	0.3	0.1	15.3	-28.3
pair	MACD	RSmean	pos-pos	128	75.3	1.7	57.0	0.2	0.2	0.1	17.2	-35.9
pair	RSmean	MACD	pos-pos	128	75.3	1.7	57.0	0.2	0.2	0.1	17.2	-35.9
pair	RSmean	SLmean	pos-neg	1	0.6	1.7	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.6	1.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.6	1.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	1	0.6	1.7	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	SLmean	neg-neg	60	35.3	1.4	55.0	0.2	0.2	0.1	23.8	-30.1
pair	SLmean	MACDhist	neg-neg	60	35.3	1.4	55.0	0.2	0.2	0.1	23.8	-30.1
pair	MRmean	LWTI	pos-pos	90	52.9	1.4	57.8	0.2	0.3	0.1	15.4	-27.9
pair	LWTI	MRmean	pos-pos	90	52.9	1.4	57.8	0.2	0.3	0.1	15.4	-27.9
single	MACD	MACD	pos-pos	131	77.1	1.2	57.3	0.2	0.2	0.0	17.2	-38.7
pair	MACDhist	MRmean	neg-pos	3	1.8	0.6	33.3	0.1	0.2	0.2	12.4	-3.7
pair	MRmean	MACDhist	neg-pos	3	1.8	0.6	33.3	0.1	0.2	0.2	12.4	-3.7
pair	RSIhist	SLmean	pos-neg	18	10.6	0.5	55.6	0.1	0.2	0.0	18.2	-21.1
pair	SLmean	RSIhist	pos-neg	18	10.6	0.5	55.6	0.1	0.2	0.0	18.2	-21.1
pair	MACDhist	RSI	pos-neg	67	39.4	0.3	58.2	0.1	0.1	0.0	15.5	-21.6
pair	RSI	MACDhist	pos-neg	67	39.4	0.3	58.2	0.1	0.1	0.0	15.5	-21.6
pair	MACD	MRmean	neg-pos	41	24.1	0.2	53.7	0.1	0.1	0.0	20.9	-28.8
pair	MRmean	MACD	neg-pos	41	24.1	0.2	53.7	0.1	0.1	0.0	20.9	-28.8
pair	LWTI	RSIhist	neg-pos	62	36.5	0.1	51.6	0.1	0.2	0.0	23.2	-30.1
pair	MACDhist	RSIhist	pos-neg	13	7.6	0.1	38.5	0.1	0.1	0.0	15.3	-10.0
pair	RSIhist	MACDhist	pos-neg	13	7.6	0.1	38.5	0.1	0.1	0.0	15.3	-10.0
pair	RSIhist	LWTI	neg-pos	62	36.5	0.1	51.6	0.1	0.2	0.0	23.2	-30.1
pair	RSI	SLmean	neg-pos	33	19.4	-0.1	48.5	0.1	0.1	-0.0	16.5	-29.8
pair	SLmean	RSI	neg-pos	33	19.4	-0.1	48.5	0.1	0.1	-0.0	16.5	-29.8
pair	SLmean	MACD	neg-pos	45	26.5	-1.4	51.1	0.1	0.1	-0.0	21.7	-35.8
pair	MACD	SLmean	neg-pos	45	26.5	-1.4	51.1	0.1	0.1	-0.0	21.7	-35.8
pair	MACDhist	MRmean	pos-neg	45	26.5	-1.7	60.0	-0.0	-0.0	-0.1	16.2	-18.8
pair	MRmean	MACDhist	pos-neg	45	26.5	-1.7	60.0	-0.0	-0.0	-0.1	16.2	-18.8
pair	MACD	MACDhist	pos-neg	72	42.4	-2.0	58.3	-0.0	-0.0	-0.1	19.0	-39.6
pair	MACDhist	MACD	pos-neg	72	42.4	-2.0	58.3	-0.0	-0.0	-0.1	19.0	-39.6
pair	RSmean	MACD	neg-neg	12	7.1	-3.4	50.0	-0.0	-0.1	-0.2	24.6	-16.3
pair	MACD	RSmean	neg-neg	12	7.1	-3.4	50.0	-0.0	-0.1	-0.2	24.6	-16.3
pair	RSI	MACD	pos-neg	17	10.0	-3.8	58.8	0.0	0.0	-0.1	29.0	-28.2
pair	MACD	RSI	pos-neg	17	10.0	-3.8	58.8	0.0	0.0	-0.1	29.0	-28.2
pair	MACD	RSIhist	pos-neg	61	35.9	-4.4	50.8	-0.1	-0.1	-0.1	20.1	-37.1
pair	RSIhist	MACD	pos-neg	61	35.9	-4.4	50.8	-0.1	-0.1	-0.1	20.1	-37.1
pair	RSI	RSIhist	pos-neg	45	26.5	-5.3	46.7	-0.3	-0.4	-0.2	15.7	-25.8
pair	RSIhist	RSI	pos-neg	45	26.5	-5.3	46.7	-0.3	-0.4	-0.2	15.7	-25.8
pair	RSI	RSmean	neg-pos	6	3.5	-5.5	66.7	-0.3	-0.4	-0.7	14.8	-7.9
pair	RSmean	RSI	neg-pos	6	3.5	-5.5	66.7	-0.3	-0.4	-0.7	14.8	-7.9
pair	RSIhist	RSmean	neg-neg	11	6.5	-5.5	45.5	-0.1	-0.2	-0.3	25.3	-16.3
pair	RSmean	RSIhist	neg-neg	11	6.5	-5.5	45.5	-0.1	-0.2	-0.3	25.3	-16.3
pair	MACDhist	RSmean	neg-neg	15	8.8	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	MACDhist	neg-neg	15	8.8	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	LWTI	neg-pos	15	8.8	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	LWTI	RSmean	neg-pos	15	8.8	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
single	RSmean	RSmean	neg-neg	15	8.8	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	RSI	neg-neg	9	5.3	-6.6	44.4	-0.1	-0.3	-0.4	27.9	-16.3
pair	RSI	RSmean	neg-neg	9	5.3	-6.6	44.4	-0.1	-0.3	-0.4	27.9	-16.3
pair	RSmean	MRmean	neg-neg	14	8.2	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	MRmean	RSmean	neg-neg	14	8.2	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	SLmean	RSmean	neg-neg	14	8.2	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	RSmean	SLmean	neg-neg	14	8.2	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	RSmean	RSIhist	neg-pos	4	2.4	-8.0	75.0	-0.4	0.0	-1.0	17.5	-7.9
pair	RSIhist	RSmean	neg-pos	4	2.4	-8.0	75.0	-0.4	0.0	-1.0	17.5	-7.9
pair	RSI	MRmean	pos-neg	4	2.4	-8.2	50.0	-0.5	-0.7	-4.5	15.8	-1.8
pair	MRmean	RSI	pos-neg	4	2.4	-8.2	50.0	-0.5	-0.7	-4.5	15.8	-1.8
pair	SLmean	MRmean	pos-neg	12	7.1	-8.8	41.7	-0.3	-0.6	-0.5	20.4	-16.7
pair	MRmean	SLmean	pos-neg	12	7.1	-8.8	41.7	-0.3	-0.6	-0.5	20.4	-16.7
pair	MACD	LWTI	pos-neg	18	10.6	-12.1	44.4	-0.9	-1.4	-0.7	13.3	-18.5
pair	LWTI	MACD	pos-neg	18	10.6	-12.1	44.4	-0.9	-1.4	-0.7	13.3	-18.5
pair	MRmean	RSIhist	pos-neg	20	11.8	-13.2	45.0	-0.7	-1.0	-0.5	18.4	-26.3
pair	RSIhist	MRmean	pos-neg	20	11.8	-13.2	45.0	-0.7	-1.0	-0.5	18.4	-26.3
pair	MACD	RSmean	neg-pos	3	1.8	-16.5	66.7	-1.0	0.0	-2.3	17.4	-7.0
pair	RSmean	MACD	neg-pos	3	1.8	-16.5	66.7	-1.0	0.0	-2.3	17.4	-7.0

All Contingency Tables for INDA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -27.8% Months 91M (54%)	CAGR -8.8% \| Win 42% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.5 Vol 20% \| MDD -16.7% Months 12M (7%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 29.5% \| Win 60% Sharpe 1.65 \| Sortino 3.45 \| Calmar 5.7 Vol 17% \| MDD -5.2% Months 10M (6%)	CAGR 6.8% \| Win 58% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 57M (34%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
SLmean only	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 102M (60%)	CAGR 1.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 14.8% \| Win 60% Sharpe 0.74 \| Sortino 0.85 \| Calmar 0.6 Vol 22% \| MDD -25.1% Months 53M (31%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
RSmean only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 59% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -28.3% Months 90M (53%)	CAGR 12.9% \| Win 54% Sharpe 0.76 \| Sortino 1.44 \| Calmar 1.3 Vol 18% \| MDD -9.8% Months 13M (8%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 0.2% \| Win 54% Sharpe 0.12 \| Sortino 0.13 \| Calmar 0.0 Vol 21% \| MDD -28.8% Months 41M (24%)	CAGR 27.2% \| Win 65% Sharpe 1.12 \| Sortino 1.95 \| Calmar 1.7 Vol 24% \| MDD -16.3% Months 26M (15%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 59% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 99M (58%)	CAGR -8.2% \| Win 50% Sharpe -0.48 \| Sortino -0.68 \| Calmar -4.5 Vol 16% \| MDD -1.8% Months 4M (2%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 2.4% \| Win 52% Sharpe 0.24 \| Sortino 0.41 \| Calmar 0.1 Vol 14% \| MDD -17.9% Months 29M (17%)	CAGR 16.0% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.6 Vol 27% \| MDD -25.1% Months 38M (22%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 57% Sharpe 0.51 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -20.0% Months 58M (34%)	CAGR -1.7% \| Win 60% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -18.8% Months 45M (26%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 0.6% \| Win 33% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.2 Vol 12% \| MDD -3.7% Months 3M (2%)	CAGR 10.3% \| Win 59% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.4 Vol 23% \| MDD -25.1% Months 64M (38%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.4% \| Win 61% Sharpe 0.56 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -21.1% Months 83M (49%)	CAGR -13.2% \| Win 45% Sharpe -0.67 \| Sortino -1.03 \| Calmar -0.5 Vol 18% \| MDD -26.3% Months 20M (12%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 13.7% \| Win 75% Sharpe 0.98 \| Sortino 0.74 \| Calmar 1.7 Vol 14% \| MDD -7.9% Months 8M (5%)	CAGR 9.4% \| Win 56% Sharpe 0.51 \| Sortino 0.66 \| Calmar 0.4 Vol 23% \| MDD -25.1% Months 59M (35%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 58% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 15% \| MDD -27.9% Months 90M (53%)	CAGR 15.4% \| Win 62% Sharpe 0.91 \| Sortino 1.69 \| Calmar 1.4 Vol 17% \| MDD -10.8% Months 13M (8%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 7.2% \| Win 57% Sharpe 0.41 \| Sortino 0.51 \| Calmar 0.3 Vol 24% \| MDD -25.1% Months 47M (28%)	CAGR 16.5% \| Win 60% Sharpe 0.96 \| Sortino 1.78 \| Calmar 1.1 Vol 18% \| MDD -15.0% Months 20M (12%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.0% \| Win 60% Sharpe 0.52 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -29.1% Months 100M (59%)	CAGR 1.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR 6.8% \| Win 56% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 23% \| MDD -30.1% Months 55M (32%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
RSmean only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 60% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -33.9% Months 86M (51%)	CAGR 35.4% \| Win 60% Sharpe 1.80 \| Sortino 3.67 \| Calmar 6.3 Vol 18% \| MDD -5.6% Months 15M (9%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR -1.4% \| Win 51% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 22% \| MDD -35.8% Months 45M (26%)	CAGR 14.6% \| Win 62% Sharpe 0.68 \| Sortino 1.36 \| Calmar 0.7 Vol 25% \| MDD -20.7% Months 24M (14%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.5% \| Win 60% Sharpe 0.37 \| Sortino 0.59 \| Calmar 0.1 Vol 15% \| MDD -30.0% Months 95M (56%)	CAGR 55.1% \| Win 67% Sharpe 2.69 \| Sortino 11.49 \| Calmar 29.8 Vol 17% \| MDD -1.8% Months 6M (4%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR -0.1% \| Win 48% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 16% \| MDD -29.8% Months 33M (19%)	CAGR 7.7% \| Win 61% Sharpe 0.41 \| Sortino 0.51 \| Calmar 0.3 Vol 27% \| MDD -25.1% Months 36M (21%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.1% \| Win 56% Sharpe 0.34 \| Sortino 0.59 \| Calmar 0.2 Vol 15% \| MDD -23.3% Months 52M (31%)	CAGR 10.0% \| Win 65% Sharpe 0.71 \| Sortino 1.06 \| Calmar 1.0 Vol 15% \| MDD -9.8% Months 49M (29%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR 22.1% \| Win 56% Sharpe 1.54 \| Sortino 3.63 \| Calmar 3.5 Vol 14% \| MDD -6.3% Months 9M (5%)	CAGR 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.0 Vol 24% \| MDD -30.1% Months 60M (35%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 1.04 \| Calmar 0.4 Vol 14% \| MDD -21.1% Months 83M (49%)	CAGR 0.5% \| Win 56% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 18% \| MDD -21.1% Months 18M (11%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR 3.3% \| Win 75% Sharpe 0.27 \| Sortino 1.27 \| Calmar 0.4 Vol 17% \| MDD -8.6% Months 8M (5%)	CAGR 4.0% \| Win 52% Sharpe 0.29 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 61M (36%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.7% \| Win 60% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 15% \| MDD -33.5% Months 84M (49%)	CAGR 24.4% \| Win 65% Sharpe 1.38 \| Sortino 2.43 \| Calmar 2.6 Vol 17% \| MDD -9.5% Months 17M (10%)	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)
SLmean neg	CAGR 2.7% \| Win 55% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 24% \| MDD -30.1% Months 53M (31%)	CAGR 7.8% \| Win 56% Sharpe 0.51 \| Sortino 0.98 \| Calmar 0.5 Vol 18% \| MDD -15.0% Months 16M (9%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.7% \| Win 57% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -35.9% Months 128M (75%)	CAGR 35.7% \| Win 67% Sharpe 1.59 \| Sortino 2.72 \| Calmar 1.5 Vol 21% \| MDD -23.2% Months 27M (16%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)
RSmean neg	CAGR -16.5% \| Win 67% Sharpe -0.96 \| Sortino 0.00 \| Calmar -2.3 Vol 17% \| MDD -7.0% Months 3M (2%)	CAGR -3.4% \| Win 50% Sharpe -0.03 \| Sortino -0.06 \| Calmar -0.2 Vol 25% \| MDD -16.3% Months 12M (7%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 57% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.2 Vol 15% \| MDD -24.7% Months 122M (72%)	CAGR 19.6% \| Win 67% Sharpe 0.83 \| Sortino 0.86 \| Calmar 0.8 Vol 26% \| MDD -25.1% Months 33M (19%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)
RSmean neg	CAGR -5.5% \| Win 67% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 6M (4%)	CAGR -6.6% \| Win 44% Sharpe -0.12 \| Sortino -0.26 \| Calmar -0.4 Vol 28% \| MDD -16.3% Months 9M (5%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 94M (55%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)
RSmean neg	-	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 62% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 15% \| MDD -21.2% Months 87M (51%)	CAGR 4.6% \| Win 54% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.2 Vol 22% \| MDD -30.1% Months 68M (40%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)
RSmean neg	CAGR -8.0% \| Win 75% Sharpe -0.41 \| Sortino 0.00 \| Calmar -1.0 Vol 18% \| MDD -7.9% Months 4M (2%)	CAGR -5.5% \| Win 46% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.3 Vol 25% \| MDD -16.3% Months 11M (6%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 58% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -32.3% Months 122M (72%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)
RSmean neg	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)	-	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.0% \| Win 57% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 114M (67%)	CAGR -3.8% \| Win 59% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 29% \| MDD -28.2% Months 17M (10%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)
MACD neg	CAGR 14.4% \| Win 57% Sharpe 0.82 \| Sortino 1.44 \| Calmar 1.1 Vol 18% \| MDD -13.2% Months 14M (8%)	CAGR 26.8% \| Win 64% Sharpe 1.10 \| Sortino 1.94 \| Calmar 1.4 Vol 24% \| MDD -18.8% Months 25M (15%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.2% \| Win 56% Sharpe 0.42 \| Sortino 0.72 \| Calmar 0.3 Vol 15% \| MDD -17.3% Months 59M (35%)	CAGR -2.0% \| Win 58% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 19% \| MDD -39.6% Months 72M (42%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)
MACD neg	CAGR 56.4% \| Win 50% Sharpe 2.03 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 2M (1%)	CAGR 20.6% \| Win 62% Sharpe 0.95 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 37M (22%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.4% \| Win 63% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.3 Vol 14% \| MDD -21.1% Months 70M (41%)	CAGR -4.4% \| Win 51% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 20% \| MDD -37.1% Months 61M (36%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)
MACD neg	CAGR 13.2% \| Win 62% Sharpe 0.85 \| Sortino 1.27 \| Calmar 0.8 Vol 16% \| MDD -16.6% Months 21M (12%)	CAGR 33.7% \| Win 61% Sharpe 1.19 \| Sortino 2.39 \| Calmar 2.1 Vol 28% \| MDD -16.3% Months 18M (11%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.5% \| Win 59% Sharpe 0.29 \| Sortino 0.35 \| Calmar 0.1 Vol 18% \| MDD -33.8% Months 113M (66%)	CAGR -12.1% \| Win 44% Sharpe -0.91 \| Sortino -1.36 \| Calmar -0.7 Vol 13% \| MDD -18.5% Months 18M (11%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)
MACD neg	CAGR 2.5% \| Win 50% Sharpe 0.21 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -25.0% Months 24M (14%)	CAGR 62.1% \| Win 80% Sharpe 3.07 \| Sortino 4.92 \| Calmar 11.1 Vol 16% \| MDD -5.6% Months 15M (9%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 0.3% \| Win 58% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -21.6% Months 67M (39%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)
RSI neg	-	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.2% \| Win 63% Sharpe 0.60 \| Sortino 0.99 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 83M (49%)	CAGR -5.3% \| Win 47% Sharpe -0.27 \| Sortino -0.42 \| Calmar -0.2 Vol 16% \| MDD -25.8% Months 45M (26%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)
RSI neg	CAGR 5.0% \| Win 62% Sharpe 0.47 \| Sortino 0.50 \| Calmar 0.6 Vol 12% \| MDD -8.1% Months 8M (5%)	CAGR 15.5% \| Win 62% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.6 Vol 29% \| MDD -25.1% Months 34M (20%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.3% \| Win 57% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.1 Vol 15% \| MDD -22.8% Months 108M (64%)	CAGR 8.9% \| Win 55% Sharpe 0.63 \| Sortino 1.14 \| Calmar 0.5 Vol 15% \| MDD -17.0% Months 20M (12%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)
RSI neg	CAGR 7.4% \| Win 59% Sharpe 0.40 \| Sortino 0.47 \| Calmar 0.3 Vol 29% \| MDD -25.1% Months 29M (17%)	CAGR 28.0% \| Win 69% Sharpe 1.34 \| Sortino 2.47 \| Calmar 1.9 Vol 20% \| MDD -15.0% Months 13M (8%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.4% \| Win 60% Sharpe 0.61 \| Sortino 1.08 \| Calmar 0.5 Vol 15% \| MDD -15.4% Months 48M (28%)	CAGR 0.1% \| Win 38% Sharpe 0.07 \| Sortino 0.13 \| Calmar 0.0 Vol 15% \| MDD -10.0% Months 13M (8%)	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)
MACDhist neg	CAGR 7.4% \| Win 65% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.4 Vol 14% \| MDD -16.6% Months 43M (25%)	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 24% \| MDD -30.1% Months 66M (39%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.4% \| Win 57% Sharpe 0.43 \| Sortino 0.75 \| Calmar 0.3 Vol 15% \| MDD -16.9% Months 58M (34%)	CAGR 32.0% \| Win 33% Sharpe 1.58 \| Sortino 41.40 \| Calmar 40.1 Vol 18% \| MDD -0.8% Months 3M (2%)	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)
MACDhist neg	CAGR 1.8% \| Win 58% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.1 Vol 21% \| MDD -31.4% Months 79M (46%)	CAGR 14.6% \| Win 63% Sharpe 0.87 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 30M (18%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.1% \| Win 63% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.3 Vol 14% \| MDD -21.1% Months 75M (44%)	CAGR 17.1% \| Win 62% Sharpe 1.08 \| Sortino 1.77 \| Calmar 1.6 Vol 16% \| MDD -10.8% Months 16M (9%)	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (54%)
RSIhist neg	CAGR 0.1% \| Win 52% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 23% \| MDD -30.1% Months 62M (36%)	CAGR 15.1% \| Win 59% Sharpe 0.83 \| Sortino 1.73 \| Calmar 1.2 Vol 19% \| MDD -12.7% Months 17M (10%)	CAGR 3.2% \| Win 53% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 79M (46%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 137M (81%)	CAGR 16.1% \| Win 61% Sharpe 0.95 \| Sortino 1.82 \| Calmar 1.1 Vol 17% \| MDD -15.0% Months 33M (19%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.2 Vol 15% \| MDD -27.8% Months 91M (54%)	CAGR -8.8% \| Win 42% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.5 Vol 20% \| MDD -16.7% Months 12M (7%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 29.5% \| Win 60% Sharpe 1.65 \| Sortino 3.45 \| Calmar 5.7 Vol 17% \| MDD -5.2% Months 10M (6%)	CAGR 6.8% \| Win 58% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 57M (34%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
SLmean only	CAGR 6.9% \| Win 60% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 101M (59%)	CAGR 3.9% \| Win 55% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 69M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.5% Months 102M (60%)	CAGR 1.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 14.8% \| Win 60% Sharpe 0.74 \| Sortino 0.85 \| Calmar 0.6 Vol 22% \| MDD -25.1% Months 53M (31%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
RSmean only	CAGR 6.9% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 155M (91%)	CAGR -6.2% \| Win 53% Sharpe -0.17 \| Sortino -0.33 \| Calmar -0.4 Vol 23% \| MDD -16.3% Months 15M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 59% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -28.3% Months 90M (53%)	CAGR 12.9% \| Win 54% Sharpe 0.76 \| Sortino 1.44 \| Calmar 1.3 Vol 18% \| MDD -9.8% Months 13M (8%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 0.2% \| Win 54% Sharpe 0.12 \| Sortino 0.13 \| Calmar 0.0 Vol 21% \| MDD -28.8% Months 41M (24%)	CAGR 27.2% \| Win 65% Sharpe 1.12 \| Sortino 1.95 \| Calmar 1.7 Vol 24% \| MDD -16.3% Months 26M (15%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 131M (77%)	CAGR 22.2% \| Win 62% Sharpe 1.02 \| Sortino 1.82 \| Calmar 0.9 Vol 22% \| MDD -25.0% Months 39M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 59% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 99M (58%)	CAGR -8.2% \| Win 50% Sharpe -0.48 \| Sortino -0.68 \| Calmar -4.5 Vol 16% \| MDD -1.8% Months 4M (2%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 2.4% \| Win 52% Sharpe 0.24 \| Sortino 0.41 \| Calmar 0.1 Vol 14% \| MDD -17.9% Months 29M (17%)	CAGR 16.0% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.6 Vol 27% \| MDD -25.1% Months 38M (22%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (75%)	CAGR 13.4% \| Win 62% Sharpe 0.62 \| Sortino 0.75 \| Calmar 0.5 Vol 26% \| MDD -25.1% Months 42M (25%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 57% Sharpe 0.51 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -20.0% Months 58M (34%)	CAGR -1.7% \| Win 60% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -18.8% Months 45M (26%)	CAGR 3.0% \| Win 58% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -25.4% Months 103M (61%)
MRmean neg	CAGR 0.6% \| Win 33% Sharpe 0.09 \| Sortino 0.17 \| Calmar 0.2 Vol 12% \| MDD -3.7% Months 3M (2%)	CAGR 10.3% \| Win 59% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.4 Vol 23% \| MDD -25.1% Months 64M (38%)	CAGR 9.9% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 67M (39%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (36%)	CAGR 5.2% \| Win 60% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 109M (64%)