INDA - iShares MSCI India ETF

Signal Pair Analysis

MACD-MACDhist

Best Pair

56.4%

Best CAGR

Total Months

7.4%

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	MACDhist	MACD	neg-pos	2	1.1	56.4	50.0	2.0	0.0	0.0	23.0	0.0
pair	MACD	MACDhist	neg-pos	2	1.1	56.4	50.0	2.0	0.0	0.0	23.0	0.0
pair	MACD	LWTI	neg-neg	17	9.8	53.5	76.5	2.8	5.0	9.5	16.1	-5.6
pair	LWTI	MACD	neg-neg	17	9.8	53.5	76.5	2.8	5.0	9.5	16.1	-5.6
pair	SLmean	RSI	pos-neg	7	4.0	47.7	71.4	2.5	10.2	25.8	16.0	-1.8
pair	RSI	SLmean	pos-neg	7	4.0	47.7	71.4	2.5	10.2	25.8	16.0	-1.8
pair	MACD	SLmean	pos-neg	16	9.2	33.7	62.5	1.8	3.5	6.0	17.3	-5.6
pair	SLmean	MACD	pos-neg	16	9.2	33.7	62.5	1.8	3.5	6.0	17.3	-5.6
pair	MACD	RSmean	pos-neg	29	16.7	33.1	65.5	1.5	2.6	1.4	20.1	-23.2
pair	RSmean	MACD	pos-neg	29	16.7	33.1	65.5	1.5	2.6	1.4	20.1	-23.2
pair	MACDhist	LWTI	pos-neg	3	1.7	32.0	33.3	1.6	41.4	40.1	18.5	-0.8
pair	LWTI	MACDhist	pos-neg	3	1.7	32.0	33.3	1.6	41.4	40.1	18.5	-0.8
pair	MACD	RSIhist	neg-neg	20	11.5	30.1	60.0	1.1	2.1	1.9	26.4	-16.3
pair	RSIhist	MACD	neg-neg	20	11.5	30.1	60.0	1.1	2.1	1.9	26.4	-16.3
pair	MRmean	SLmean	neg-pos	11	6.3	27.7	63.6	1.6	3.2	5.3	15.8	-5.2
pair	SLmean	MRmean	neg-pos	11	6.3	27.7	63.6	1.6	3.2	5.3	15.8	-5.2
pair	MACD	MRmean	neg-neg	28	16.1	25.2	64.3	1.1	1.8	1.6	23.4	-16.3
pair	MRmean	MACD	neg-neg	28	16.1	25.2	64.3	1.1	1.8	1.6	23.4	-16.3
pair	RSI	MACD	neg-neg	27	15.5	24.8	63.0	1.1	1.8	1.3	23.4	-18.8
pair	MACD	RSI	neg-neg	27	15.5	24.8	63.0	1.1	1.8	1.3	23.4	-18.8
pair	LWTI	RSI	neg-neg	15	8.6	24.2	66.7	1.3	2.1	1.6	18.6	-15.0
pair	RSI	LWTI	neg-neg	15	8.6	24.2	66.7	1.3	2.1	1.6	18.6	-15.0
pair	SLmean	LWTI	pos-neg	18	10.3	23.6	66.7	1.4	2.4	2.5	16.5	-9.5
pair	LWTI	SLmean	pos-neg	18	10.3	23.6	66.7	1.4	2.4	2.5	16.5	-9.5
pair	SLmean	MACDhist	neg-pos	9	5.2	22.1	55.6	1.5	3.6	3.5	13.5	-6.3
pair	MACDhist	SLmean	neg-pos	9	5.2	22.1	55.6	1.5	3.6	3.5	13.5	-6.3
single	MACD	MACD	neg-neg	41	23.6	21.2	61.0	1.0	1.7	0.8	21.6	-25.0
pair	MACD	MACDhist	neg-neg	39	22.4	19.6	61.5	0.9	1.6	0.8	21.8	-25.0
pair	MACDhist	MACD	neg-neg	39	22.4	19.6	61.5	0.9	1.6	0.8	21.8	-25.0
pair	RSI	RSmean	pos-neg	37	21.3	17.4	64.9	0.8	0.8	0.7	24.6	-25.1
pair	RSmean	RSI	pos-neg	37	21.3	17.4	64.9	0.8	0.8	0.7	24.6	-25.1
pair	RSIhist	LWTI	pos-neg	16	9.2	17.1	62.5	1.1	1.8	1.6	15.8	-10.8
pair	LWTI	RSIhist	pos-neg	16	9.2	17.1	62.5	1.1	1.8	1.6	15.8	-10.8
pair	MRmean	LWTI	pos-neg	13	7.5	15.4	61.5	0.9	1.7	1.4	17.4	-10.8
pair	LWTI	MRmean	pos-neg	13	7.5	15.4	61.5	0.9	1.7	1.4	17.4	-10.8
pair	RSmean	LWTI	pos-neg	35	20.1	15.2	60.0	0.9	1.7	1.0	16.7	-15.0
pair	LWTI	RSmean	pos-neg	35	20.1	15.2	60.0	0.9	1.7	1.0	16.7	-15.0
single	LWTI	LWTI	neg-neg	35	20.1	15.2	60.0	0.9	1.7	1.0	16.7	-15.0
pair	LWTI	MRmean	neg-neg	22	12.6	15.1	59.1	0.9	1.6	1.0	16.7	-15.0
pair	MRmean	LWTI	neg-neg	22	12.6	15.1	59.1	0.9	1.6	1.0	16.7	-15.0
pair	RSI	MRmean	neg-neg	42	24.1	14.4	61.9	0.7	0.8	0.6	25.8	-25.1
pair	MRmean	RSI	neg-neg	42	24.1	14.4	61.9	0.7	0.8	0.6	25.8	-25.1
pair	MACD	RSI	neg-pos	14	8.0	14.4	57.1	0.8	1.4	1.1	18.4	-13.2
pair	RSI	MACD	neg-pos	14	8.0	14.4	57.1	0.8	1.4	1.1	18.4	-13.2
pair	RSIhist	RSI	neg-neg	38	21.8	13.9	60.5	0.6	0.8	0.6	27.1	-25.1
pair	RSI	RSIhist	neg-neg	38	21.8	13.9	60.5	0.6	0.8	0.6	27.1	-25.1
pair	LWTI	MACDhist	neg-neg	32	18.4	13.8	62.5	0.8	1.6	0.9	16.8	-15.0
pair	MACDhist	LWTI	neg-neg	32	18.4	13.8	62.5	0.8	1.6	0.9	16.8	-15.0
pair	SLmean	MACD	neg-neg	25	14.4	13.8	60.0	0.7	1.2	0.7	24.1	-20.7
pair	MACD	SLmean	neg-neg	25	14.4	13.8	60.0	0.7	1.2	0.7	24.1	-20.7
pair	MRmean	RSIhist	neg-pos	8	4.6	13.7	75.0	1.0	0.7	1.8	14.2	-7.9
pair	RSIhist	MRmean	neg-pos	8	4.6	13.7	75.0	1.0	0.7	1.8	14.2	-7.9
pair	MRmean	RSmean	neg-pos	57	32.8	13.7	59.6	0.7	0.8	0.6	21.3	-25.1
pair	RSmean	MRmean	neg-pos	57	32.8	13.7	59.6	0.7	0.8	0.6	21.3	-25.1
pair	RSIhist	LWTI	neg-neg	19	10.9	13.6	57.9	0.8	1.5	1.1	17.9	-12.7
pair	LWTI	RSIhist	neg-neg	19	10.9	13.6	57.9	0.8	1.5	1.1	17.9	-12.7
pair	RSIhist	MACD	neg-pos	21	12.1	13.2	61.9	0.8	1.3	0.8	16.2	-16.6
pair	MACD	RSIhist	neg-pos	21	12.1	13.2	61.9	0.8	1.3	0.8	16.2	-16.6
pair	MRmean	MACD	pos-neg	13	7.5	12.9	53.8	0.8	1.4	1.3	17.9	-9.8
pair	MACD	MRmean	pos-neg	13	7.5	12.9	53.8	0.8	1.4	1.3	17.9	-9.8
pair	RSI	MACDhist	neg-neg	46	26.4	12.3	60.9	0.6	0.7	0.5	25.1	-25.1
single	RSI	RSI	neg-neg	46	26.4	12.3	60.9	0.6	0.7	0.5	25.1	-25.1
pair	MACDhist	RSI	neg-neg	46	26.4	12.3	60.9	0.6	0.7	0.5	25.1	-25.1
pair	SLmean	MACDhist	pos-neg	50	28.7	10.0	66.0	0.7	1.1	1.0	15.0	-9.8
pair	MACDhist	SLmean	pos-neg	50	28.7	10.0	66.0	0.7	1.1	1.0	15.0	-9.8
pair	MRmean	MACDhist	neg-neg	68	39.1	9.8	58.8	0.5	0.7	0.4	22.1	-25.1
pair	MACDhist	MRmean	neg-neg	68	39.1	9.8	58.8	0.5	0.7	0.4	22.1	-25.1
single	MRmean	MRmean	neg-neg	71	40.8	9.4	57.7	0.5	0.7	0.4	21.7	-25.1
pair	RSI	LWTI	pos-neg	20	11.5	8.9	55.0	0.6	1.1	0.5	15.4	-17.0
pair	LWTI	RSI	pos-neg	20	11.5	8.9	55.0	0.6	1.1	0.5	15.4	-17.0
pair	MRmean	RSIhist	neg-neg	63	36.2	8.8	55.6	0.5	0.6	0.3	22.6	-25.1
pair	RSIhist	MRmean	neg-neg	63	36.2	8.8	55.6	0.5	0.6	0.3	22.6	-25.1
pair	RSIhist	RSmean	pos-pos	87	50.0	8.7	62.1	0.7	1.1	0.4	14.6	-21.2
pair	RSmean	RSIhist	pos-pos	87	50.0	8.7	62.1	0.7	1.1	0.4	14.6	-21.2
pair	MACDhist	RSIhist	pos-pos	48	27.6	8.4	60.4	0.6	1.1	0.6	15.0	-15.4
pair	RSIhist	MACDhist	pos-pos	48	27.6	8.4	60.4	0.6	1.1	0.6	15.0	-15.4
pair	SLmean	RSIhist	pos-pos	83	47.7	8.4	61.4	0.6	1.0	0.4	14.5	-21.1
pair	RSIhist	SLmean	pos-pos	83	47.7	8.4	61.4	0.6	1.0	0.4	14.5	-21.1
pair	RSIhist	RSI	pos-pos	83	47.7	8.2	62.7	0.6	1.0	0.4	14.9	-21.1
pair	RSI	RSIhist	pos-pos	83	47.7	8.2	62.7	0.6	1.0	0.4	14.9	-21.1
single	RSIhist	RSIhist	pos-pos	91	52.3	7.9	62.6	0.6	1.0	0.4	14.6	-21.1
pair	RSIhist	MACDhist	neg-pos	43	24.7	7.4	65.1	0.6	0.8	0.4	14.3	-16.6
pair	RSIhist	MRmean	pos-pos	83	47.7	7.4	61.4	0.6	0.9	0.3	14.8	-21.1
pair	MRmean	RSIhist	pos-pos	83	47.7	7.4	61.4	0.6	0.9	0.3	14.8	-21.1
pair	MACDhist	RSIhist	neg-pos	43	24.7	7.4	65.1	0.6	0.8	0.4	14.3	-16.6
pair	LWTI	SLmean	neg-neg	17	9.8	7.0	52.9	0.5	0.9	0.5	17.2	-15.0
pair	RSmean	SLmean	pos-pos	101	58.0	7.0	60.4	0.5	0.9	0.2	15.2	-29.1
pair	SLmean	LWTI	neg-neg	17	9.8	7.0	52.9	0.5	0.9	0.5	17.2	-15.0
single	SLmean	SLmean	pos-pos	102	58.6	7.0	60.8	0.5	0.8	0.2	15.1	-29.0
pair	SLmean	RSmean	pos-pos	101	58.0	7.0	60.4	0.5	0.9	0.2	15.2	-29.1
pair	RSI	LWTI	neg-pos	31	17.8	6.9	58.1	0.4	0.5	0.3	27.8	-25.1
pair	LWTI	RSI	neg-pos	31	17.8	6.9	58.1	0.4	0.5	0.3	27.8	-25.1
pair	LWTI	MRmean	neg-pos	49	28.2	6.9	57.1	0.4	0.5	0.3	23.8	-25.1
pair	MRmean	LWTI	neg-pos	49	28.2	6.9	57.1	0.4	0.5	0.3	23.8	-25.1
pair	RSmean	MACDhist	pos-neg	98	56.3	6.9	60.2	0.4	0.6	0.2	19.5	-31.4
pair	MACDhist	RSmean	pos-neg	98	56.3	6.9	60.2	0.4	0.6	0.2	19.5	-31.4
pair	SLmean	RSI	neg-neg	39	22.4	6.9	59.0	0.4	0.5	0.3	26.3	-25.1
pair	RSI	SLmean	neg-neg	39	22.4	6.9	59.0	0.4	0.5	0.3	26.3	-25.1
pair	MRmean	MACDhist	pos-pos	58	33.3	6.9	56.9	0.5	0.9	0.3	15.2	-20.0
pair	MACDhist	MRmean	pos-pos	58	33.3	6.9	56.9	0.5	0.9	0.3	15.2	-20.0
single	RSmean	RSmean	pos-pos	159	91.4	6.8	58.5	0.5	0.6	0.2	17.9	-32.3
pair	MACDhist	RSmean	pos-pos	61	35.1	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	RSI	MACDhist	pos-pos	61	35.1	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
single	MACDhist	MACDhist	pos-pos	61	35.1	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	RSmean	MACDhist	pos-pos	61	35.1	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	MACDhist	RSI	pos-pos	61	35.1	6.6	55.7	0.5	0.9	0.4	15.0	-17.3
pair	MACD	RSIhist	pos-pos	70	40.2	6.4	62.9	0.5	0.8	0.3	14.2	-21.1
pair	RSIhist	MACD	pos-pos	70	40.2	6.4	62.9	0.5	0.8	0.3	14.2	-21.1
pair	SLmean	MRmean	neg-neg	60	34.5	6.3	56.7	0.4	0.5	0.2	22.7	-25.1
pair	MRmean	SLmean	neg-neg	60	34.5	6.3	56.7	0.4	0.5	0.2	22.7	-25.1
pair	SLmean	RSmean	neg-pos	58	33.3	6.3	55.2	0.4	0.5	0.2	22.0	-30.1
pair	RSmean	SLmean	neg-pos	58	33.3	6.3	55.2	0.4	0.5	0.2	22.0	-30.1
pair	RSIhist	LWTI	pos-pos	75	43.1	6.1	62.7	0.5	0.8	0.3	14.4	-21.1
pair	LWTI	RSIhist	pos-pos	75	43.1	6.1	62.7	0.5	0.8	0.3	14.4	-21.1
pair		benchmark___benchmark_	benchmark-benchmark	174	100.0	5.6	58.0	0.4	0.5	0.2	18.3	-34.0
pair	benchmark___benchmark_		benchmark-benchmark	174	100.0	5.6	58.0	0.4	0.5	0.2	18.3	-34.0
pair	MACDhist	LWTI	pos-pos	58	33.3	5.4	56.9	0.4	0.8	0.3	14.9	-16.9
pair	LWTI	MACDhist	pos-pos	58	33.3	5.4	56.9	0.4	0.8	0.3	14.9	-16.9
pair	MACD	MACDhist	pos-pos	59	33.9	5.2	55.9	0.4	0.7	0.3	14.8	-17.3
pair	MACDhist	MACD	pos-pos	59	33.9	5.2	55.9	0.4	0.7	0.3	14.8	-17.3
single	MACDhist	MACDhist	neg-neg	113	64.9	5.0	59.3	0.3	0.5	0.2	19.9	-31.4
pair	RSI	RSIhist	neg-pos	8	4.6	5.0	62.5	0.5	0.5	0.6	11.8	-8.1
pair	RSIhist	RSI	neg-pos	8	4.6	5.0	62.5	0.5	0.5	0.6	11.8	-8.1
pair	SLmean	MRmean	pos-pos	91	52.3	4.7	60.4	0.4	0.6	0.2	15.0	-27.8
pair	MRmean	SLmean	pos-pos	91	52.3	4.7	60.4	0.4	0.6	0.2	15.0	-27.8
pair	SLmean	RSI	pos-pos	95	54.6	4.5	60.0	0.4	0.6	0.1	14.9	-30.0
pair	LWTI	RSmean	pos-pos	124	71.3	4.5	58.1	0.3	0.4	0.1	18.2	-32.3
pair	RSmean	LWTI	pos-pos	124	71.3	4.5	58.1	0.3	0.4	0.1	18.2	-32.3
pair	RSI	SLmean	pos-pos	95	54.6	4.5	60.0	0.4	0.6	0.1	14.9	-30.0
pair	RSmean	RSIhist	pos-neg	72	41.4	4.4	54.2	0.3	0.4	0.1	21.3	-30.1
pair	RSIhist	RSmean	pos-neg	72	41.4	4.4	54.2	0.3	0.4	0.1	21.3	-30.1
pair	MACDhist	SLmean	pos-pos	52	29.9	4.1	55.8	0.3	0.6	0.2	15.3	-23.3
pair	SLmean	MACDhist	pos-pos	52	29.9	4.1	55.8	0.3	0.6	0.2	15.3	-23.3
pair	LWTI	SLmean	pos-pos	84	48.3	3.7	59.5	0.3	0.5	0.1	14.7	-33.5
pair	SLmean	LWTI	pos-pos	84	48.3	3.7	59.5	0.3	0.5	0.1	14.7	-33.5
pair	RSmean	RSI	pos-pos	122	70.1	3.7	56.6	0.3	0.5	0.1	15.3	-24.7
pair	RSI	RSmean	pos-pos	122	70.1	3.7	56.6	0.3	0.5	0.1	15.3	-24.7
pair	RSIhist	SLmean	neg-neg	64	36.8	3.7	51.6	0.3	0.4	0.1	22.9	-30.1
pair	SLmean	RSIhist	neg-neg	64	36.8	3.7	51.6	0.3	0.4	0.1	22.9	-30.1
single	SLmean	SLmean	neg-neg	72	41.4	3.6	54.2	0.3	0.4	0.1	22.2	-30.1
pair	RSIhist	MACDhist	neg-neg	70	40.2	3.6	55.7	0.3	0.4	0.1	22.8	-30.1
pair	MACDhist	RSIhist	neg-neg	70	40.2	3.6	55.7	0.3	0.4	0.1	22.8	-30.1
pair	RSI	MRmean	pos-pos	99	56.9	3.5	58.6	0.3	0.5	0.1	15.7	-25.4
pair	MRmean	RSI	pos-pos	99	56.9	3.5	58.6	0.3	0.5	0.1	15.7	-25.4
pair	LWTI	MACD	pos-pos	115	66.1	3.4	59.1	0.3	0.3	0.1	17.5	-33.8
pair	MACD	LWTI	pos-pos	115	66.1	3.4	59.1	0.3	0.3	0.1	17.5	-33.8
single	LWTI	LWTI	pos-pos	139	79.9	3.3	57.6	0.3	0.4	0.1	18.7	-33.8
single	RSI	RSI	pos-pos	128	73.6	3.3	57.0	0.3	0.5	0.1	15.2	-24.7
pair	SLmean	RSIhist	neg-pos	8	4.6	3.3	75.0	0.3	1.3	0.4	17.0	-8.6
pair	RSIhist	SLmean	neg-pos	8	4.6	3.3	75.0	0.3	1.3	0.4	17.0	-8.6
pair	RSmean	MRmean	pos-pos	102	58.6	3.1	57.8	0.3	0.4	0.1	15.7	-25.5
pair	MRmean	RSmean	pos-pos	102	58.6	3.1	57.8	0.3	0.4	0.1	15.7	-25.5
single	RSIhist	RSIhist	neg-neg	83	47.7	3.1	53.0	0.2	0.3	0.1	21.7	-30.1
single	MRmean	MRmean	pos-pos	103	59.2	3.0	58.3	0.3	0.4	0.1	15.6	-25.4
pair	SLmean	LWTI	neg-pos	55	31.6	2.6	54.5	0.2	0.3	0.1	23.7	-30.1
pair	LWTI	SLmean	neg-pos	55	31.6	2.6	54.5	0.2	0.3	0.1	23.7	-30.1
pair	MACD	SLmean	pos-pos	86	49.4	2.6	60.5	0.2	0.4	0.1	14.4	-33.9
pair	SLmean	MACD	pos-pos	86	49.4	2.6	60.5	0.2	0.4	0.1	14.4	-33.9
pair	MACD	LWTI	neg-pos	24	13.8	2.5	50.0	0.2	0.4	0.1	24.0	-25.0
pair	LWTI	MACD	neg-pos	24	13.8	2.5	50.0	0.2	0.4	0.1	24.0	-25.0
pair	RSI	MRmean	neg-pos	29	16.7	2.4	51.7	0.2	0.4	0.1	13.9	-17.9
pair	MRmean	RSI	neg-pos	29	16.7	2.4	51.7	0.2	0.4	0.1	13.9	-17.9
pair	RSI	LWTI	pos-pos	108	62.1	2.3	57.4	0.2	0.3	0.1	15.3	-22.8
pair	LWTI	RSI	pos-pos	108	62.1	2.3	57.4	0.2	0.3	0.1	15.3	-22.8
pair	MACD	RSI	pos-pos	114	65.5	2.0	57.0	0.2	0.3	0.1	14.9	-24.7
pair	RSI	MACD	pos-pos	114	65.5	2.0	57.0	0.2	0.3	0.1	14.9	-24.7
pair	LWTI	MACDhist	neg-pos	81	46.6	1.8	58.0	0.2	0.2	0.1	21.1	-31.4
pair	MACDhist	LWTI	neg-pos	81	46.6	1.8	58.0	0.2	0.2	0.1	21.1	-31.4
pair	MACD	MRmean	pos-pos	90	51.7	1.7	58.9	0.2	0.3	0.1	15.3	-28.3
pair	MRmean	MACD	pos-pos	90	51.7	1.7	58.9	0.2	0.3	0.1	15.3	-28.3
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	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	MACD	RSmean	pos-pos	130	74.7	1.6	56.9	0.2	0.2	0.0	17.1	-35.9
pair	RSmean	MACD	pos-pos	130	74.7	1.6	56.9	0.2	0.2	0.0	17.1	-35.9
pair	MRmean	LWTI	pos-pos	90	51.7	1.4	57.8	0.2	0.3	0.1	15.4	-27.9
pair	LWTI	MRmean	pos-pos	90	51.7	1.4	57.8	0.2	0.3	0.1	15.4	-27.9
pair	MACDhist	SLmean	neg-neg	63	36.2	1.2	54.0	0.2	0.2	0.0	23.2	-30.1
pair	SLmean	MACDhist	neg-neg	63	36.2	1.2	54.0	0.2	0.2	0.0	23.2	-30.1
single	MACD	MACD	pos-pos	133	76.4	1.2	57.1	0.2	0.2	0.0	17.1	-38.7
pair	RSIhist	SLmean	pos-neg	19	10.9	1.0	57.9	0.1	0.2	0.1	17.7	-21.1
pair	SLmean	RSIhist	pos-neg	19	10.9	1.0	57.9	0.1	0.2	0.1	17.7	-21.1
pair	MACDhist	MRmean	neg-pos	3	1.7	0.6	33.3	0.1	0.2	0.2	12.4	-3.7
pair	MRmean	MACDhist	neg-pos	3	1.7	0.6	33.3	0.1	0.2	0.2	12.4	-3.7
pair	MACDhist	RSI	pos-neg	67	38.5	0.3	58.2	0.1	0.1	0.0	15.5	-21.6
pair	RSI	MACDhist	pos-neg	67	38.5	0.3	58.2	0.1	0.1	0.0	15.5	-21.6
pair	LWTI	RSIhist	neg-pos	64	36.8	0.1	51.6	0.1	0.2	0.0	22.8	-30.1
pair	MRmean	MACD	neg-pos	43	24.7	0.1	53.5	0.1	0.1	0.0	20.4	-28.8
pair	MACD	MRmean	neg-pos	43	24.7	0.1	53.5	0.1	0.1	0.0	20.4	-28.8
pair	MACDhist	RSIhist	pos-neg	13	7.5	0.1	38.5	0.1	0.1	0.0	15.3	-10.0
pair	RSIhist	MACDhist	pos-neg	13	7.5	0.1	38.5	0.1	0.1	0.0	15.3	-10.0
pair	RSIhist	LWTI	neg-pos	64	36.8	0.1	51.6	0.1	0.2	0.0	22.8	-30.1
pair	RSI	SLmean	neg-pos	33	19.0	-0.1	48.5	0.1	0.1	-0.0	16.5	-29.8
pair	SLmean	RSI	neg-pos	33	19.0	-0.1	48.5	0.1	0.1	-0.0	16.5	-29.8
pair	SLmean	MACD	neg-pos	47	27.0	-1.4	51.1	0.1	0.1	-0.0	21.3	-35.8
pair	MACD	SLmean	neg-pos	47	27.0	-1.4	51.1	0.1	0.1	-0.0	21.3	-35.8
pair	MACDhist	MRmean	pos-neg	45	25.9	-1.7	60.0	-0.0	-0.0	-0.1	16.2	-18.8
pair	MRmean	MACDhist	pos-neg	45	25.9	-1.7	60.0	-0.0	-0.0	-0.1	16.2	-18.8
pair	MACD	MACDhist	pos-neg	74	42.5	-1.9	58.1	-0.0	-0.0	-0.1	18.7	-39.6
pair	MACDhist	MACD	pos-neg	74	42.5	-1.9	58.1	-0.0	-0.0	-0.1	18.7	-39.6
pair	RSmean	MACD	neg-neg	12	6.9	-3.4	50.0	-0.0	-0.1	-0.2	24.6	-16.3
pair	MACD	RSI	pos-neg	19	10.9	-3.4	57.9	0.0	0.0	-0.1	27.4	-28.2
pair	RSI	MACD	pos-neg	19	10.9	-3.4	57.9	0.0	0.0	-0.1	27.4	-28.2
pair	MACD	RSmean	neg-neg	12	6.9	-3.4	50.0	-0.0	-0.1	-0.2	24.6	-16.3
pair	MACD	RSIhist	pos-neg	63	36.2	-4.3	50.8	-0.1	-0.1	-0.1	19.8	-37.1
pair	RSIhist	MACD	pos-neg	63	36.2	-4.3	50.8	-0.1	-0.1	-0.1	19.8	-37.1
pair	RSI	RSIhist	pos-neg	45	25.9	-5.3	46.7	-0.3	-0.4	-0.2	15.7	-25.8
pair	RSIhist	RSI	pos-neg	45	25.9	-5.3	46.7	-0.3	-0.4	-0.2	15.7	-25.8
pair	RSI	RSmean	neg-pos	6	3.4	-5.5	66.7	-0.3	-0.4	-0.7	14.8	-7.9
pair	RSmean	RSI	neg-pos	6	3.4	-5.5	66.7	-0.3	-0.4	-0.7	14.8	-7.9
pair	RSIhist	RSmean	neg-neg	11	6.3	-5.5	45.5	-0.1	-0.2	-0.3	25.3	-16.3
pair	RSmean	RSIhist	neg-neg	11	6.3	-5.5	45.5	-0.1	-0.2	-0.3	25.3	-16.3
pair	MACDhist	RSmean	neg-neg	15	8.6	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	MACDhist	neg-neg	15	8.6	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	LWTI	neg-pos	15	8.6	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	LWTI	RSmean	neg-pos	15	8.6	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
single	RSmean	RSmean	neg-neg	15	8.6	-6.2	53.3	-0.2	-0.3	-0.4	22.9	-16.3
pair	RSmean	RSI	neg-neg	9	5.2	-6.6	44.4	-0.1	-0.3	-0.4	27.9	-16.3
pair	RSI	RSmean	neg-neg	9	5.2	-6.6	44.4	-0.1	-0.3	-0.4	27.9	-16.3
pair	RSmean	MRmean	neg-neg	14	8.0	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	MRmean	RSmean	neg-neg	14	8.0	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	SLmean	RSmean	neg-neg	14	8.0	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	RSmean	SLmean	neg-neg	14	8.0	-6.7	50.0	-0.2	-0.4	-0.4	23.7	-16.3
pair	RSmean	RSIhist	neg-pos	4	2.3	-8.0	75.0	-0.4	0.0	-1.0	17.5	-7.9
pair	RSIhist	RSmean	neg-pos	4	2.3	-8.0	75.0	-0.4	0.0	-1.0	17.5	-7.9
pair	RSI	MRmean	pos-neg	4	2.3	-8.2	50.0	-0.5	-0.7	-4.5	15.8	-1.8
pair	MRmean	RSI	pos-neg	4	2.3	-8.2	50.0	-0.5	-0.7	-4.5	15.8	-1.8
pair	SLmean	MRmean	pos-neg	12	6.9	-8.8	41.7	-0.3	-0.6	-0.5	20.4	-16.7
pair	MRmean	SLmean	pos-neg	12	6.9	-8.8	41.7	-0.3	-0.6	-0.5	20.4	-16.7
pair	MACD	LWTI	pos-neg	18	10.3	-12.1	44.4	-0.9	-1.4	-0.7	13.3	-18.5
pair	LWTI	MACD	pos-neg	18	10.3	-12.1	44.4	-0.9	-1.4	-0.7	13.3	-18.5
pair	MRmean	RSIhist	pos-neg	20	11.5	-13.2	45.0	-0.7	-1.0	-0.5	18.4	-26.3
pair	RSIhist	MRmean	pos-neg	20	11.5	-13.2	45.0	-0.7	-1.0	-0.5	18.4	-26.3
pair	MACD	RSmean	neg-pos	3	1.7	-16.5	66.7	-1.0	0.0	-2.3	17.4	-7.0
pair	RSmean	MACD	neg-pos	3	1.7	-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 (52%)	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 (59%)
MRmean neg	CAGR 27.7% \| Win 64% Sharpe 1.63 \| Sortino 3.25 \| Calmar 5.3 Vol 16% \| MDD -5.2% Months 11M (6%)	CAGR 6.3% \| Win 57% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 60M (34%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
SLmean only	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (59%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (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 (59%)	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 (59%)
MRmean neg	CAGR 13.7% \| Win 60% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 21% \| MDD -25.1% Months 57M (33%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
RSmean only	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 (52%)	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 (59%)
MRmean neg	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.12 \| Calmar 0.0 Vol 20% \| MDD -28.8% Months 43M (25%)	CAGR 25.2% \| Win 64% Sharpe 1.08 \| Sortino 1.79 \| Calmar 1.5 Vol 23% \| MDD -16.3% Months 28M (16%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)

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 (57%)	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 (59%)
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 14.4% \| Win 62% Sharpe 0.66 \| Sortino 0.77 \| Calmar 0.6 Vol 26% \| MDD -25.1% Months 42M (24%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (74%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)

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 (33%)	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 (59%)
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 9.8% \| Win 59% Sharpe 0.54 \| Sortino 0.67 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 68M (39%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)

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 (48%)	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 (59%)
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 8.8% \| Win 56% Sharpe 0.49 \| Sortino 0.63 \| Calmar 0.4 Vol 23% \| MDD -25.1% Months 63M (36%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

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 (52%)	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 (59%)
MRmean neg	CAGR 6.9% \| Win 57% Sharpe 0.40 \| Sortino 0.49 \| Calmar 0.3 Vol 24% \| MDD -25.1% Months 49M (28%)	CAGR 15.1% \| Win 59% Sharpe 0.93 \| Sortino 1.65 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 22M (13%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

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 101M (58%)	CAGR 1.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (59%)
SLmean neg	CAGR 6.3% \| Win 55% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.2 Vol 22% \| MDD -30.1% Months 58M (33%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
RSmean only	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 (49%)	CAGR 33.7% \| Win 62% Sharpe 1.77 \| Sortino 3.51 \| Calmar 6.0 Vol 17% \| MDD -5.6% Months 16M (9%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (59%)
SLmean neg	CAGR -1.4% \| Win 51% Sharpe 0.05 \| Sortino 0.05 \| Calmar -0.0 Vol 21% \| MDD -35.8% Months 47M (27%)	CAGR 13.8% \| Win 60% Sharpe 0.65 \| Sortino 1.21 \| Calmar 0.7 Vol 24% \| MDD -20.7% Months 25M (14%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)

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 (55%)	CAGR 47.7% \| Win 71% Sharpe 2.54 \| Sortino 10.21 \| Calmar 25.8 Vol 16% \| MDD -1.8% Months 7M (4%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (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 6.9% \| Win 59% Sharpe 0.39 \| Sortino 0.48 \| Calmar 0.3 Vol 26% \| MDD -25.1% Months 39M (22%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (74%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)

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 (30%)	CAGR 10.0% \| Win 66% Sharpe 0.71 \| Sortino 1.06 \| Calmar 1.0 Vol 15% \| MDD -9.8% Months 50M (29%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (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 1.2% \| Win 54% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 23% \| MDD -30.1% Months 63M (36%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)

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 (48%)	CAGR 1.0% \| Win 58% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.0 Vol 18% \| MDD -21.1% Months 19M (11%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (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 3.7% \| Win 52% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 64M (37%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

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 (48%)	CAGR 23.6% \| Win 67% Sharpe 1.37 \| Sortino 2.35 \| Calmar 2.5 Vol 16% \| MDD -9.5% Months 18M (10%)	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (59%)
SLmean neg	CAGR 2.6% \| Win 55% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 24% \| MDD -30.1% Months 55M (32%)	CAGR 7.0% \| Win 53% Sharpe 0.47 \| Sortino 0.87 \| Calmar 0.5 Vol 17% \| MDD -15.0% Months 17M (10%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (41%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.6% \| Win 57% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -35.9% Months 130M (75%)	CAGR 33.1% \| Win 66% Sharpe 1.53 \| Sortino 2.57 \| Calmar 1.4 Vol 20% \| MDD -23.2% Months 29M (17%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 133M (76%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)

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 (70%)	CAGR 17.4% \| Win 65% Sharpe 0.79 \| Sortino 0.82 \| Calmar 0.7 Vol 25% \| MDD -25.1% Months 37M (21%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (91%)
RSmean neg	CAGR -5.5% \| Win 67% Sharpe -0.32 \| Sortino -0.37 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 6M (3%)	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 (74%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)

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 (35%)	CAGR 6.9% \| Win 60% Sharpe 0.44 \| Sortino 0.55 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 98M (56%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)

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 (50%)	CAGR 4.4% \| Win 54% Sharpe 0.31 \| Sortino 0.40 \| Calmar 0.1 Vol 21% \| MDD -30.1% Months 72M (41%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.5% \| Win 58% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -32.3% Months 124M (71%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

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 (66%)	CAGR -3.4% \| Win 58% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 27% \| MDD -28.2% Months 19M (11%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)
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 24.8% \| Win 63% Sharpe 1.07 \| Sortino 1.79 \| Calmar 1.3 Vol 23% \| MDD -18.8% Months 27M (16%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (74%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)

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 (34%)	CAGR -1.9% \| Win 58% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 19% \| MDD -39.6% Months 74M (42%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)
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 19.6% \| Win 62% Sharpe 0.93 \| Sortino 1.63 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 39M (22%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)

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 (40%)	CAGR -4.3% \| Win 51% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 20% \| MDD -37.1% Months 63M (36%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)
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 30.1% \| Win 60% Sharpe 1.13 \| Sortino 2.10 \| Calmar 1.8 Vol 26% \| MDD -16.3% Months 20M (12%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.4% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 18% \| MDD -33.8% Months 115M (66%)	CAGR -12.1% \| Win 44% Sharpe -0.91 \| Sortino -1.36 \| Calmar -0.7 Vol 13% \| MDD -18.5% Months 18M (10%)	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)
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 53.5% \| Win 76% Sharpe 2.78 \| Sortino 5.04 \| Calmar 9.5 Vol 16% \| MDD -5.6% Months 17M (10%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

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 (35%)	CAGR 0.3% \| Win 58% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -21.6% Months 67M (38%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (74%)
RSI neg	-	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)

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 (48%)	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 (74%)
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 13.9% \| Win 60% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.6 Vol 27% \| MDD -25.1% Months 38M (22%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

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 (62%)	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 (74%)
RSI neg	CAGR 6.9% \| Win 58% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.3 Vol 28% \| MDD -25.1% Months 31M (18%)	CAGR 24.2% \| Win 67% Sharpe 1.26 \| Sortino 2.13 \| Calmar 1.6 Vol 19% \| MDD -15.0% Months 15M (9%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

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 (35%)
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 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -30.1% Months 70M (40%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)
RSIhist only	CAGR 7.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -21.1% Months 91M (52%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)

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 (33%)	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 (35%)
MACDhist neg	CAGR 1.8% \| Win 58% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.1 Vol 21% \| MDD -31.4% Months 81M (47%)	CAGR 13.8% \| Win 62% Sharpe 0.85 \| Sortino 1.59 \| Calmar 0.9 Vol 17% \| MDD -15.0% Months 32M (18%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

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 (43%)	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 (52%)
RSIhist neg	CAGR 0.1% \| Win 52% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 23% \| MDD -30.1% Months 64M (37%)	CAGR 13.6% \| Win 58% Sharpe 0.80 \| Sortino 1.54 \| Calmar 1.1 Vol 18% \| MDD -12.7% Months 19M (11%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 83M (48%)
LWTI only	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -33.8% Months 139M (80%)	CAGR 15.2% \| Win 60% Sharpe 0.93 \| Sortino 1.72 \| Calmar 1.0 Vol 17% \| MDD -15.0% Months 35M (20%)

	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 (52%)	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 (59%)
MRmean neg	CAGR 27.7% \| Win 64% Sharpe 1.63 \| Sortino 3.25 \| Calmar 5.3 Vol 16% \| MDD -5.2% Months 11M (6%)	CAGR 6.3% \| Win 57% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 60M (34%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
SLmean only	CAGR 7.0% \| Win 61% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -29.0% Months 102M (59%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.1 Vol 22% \| MDD -30.1% Months 72M (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 (59%)	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 (59%)
MRmean neg	CAGR 13.7% \| Win 60% Sharpe 0.72 \| Sortino 0.82 \| Calmar 0.5 Vol 21% \| MDD -25.1% Months 57M (33%)	CAGR -6.7% \| Win 50% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.4 Vol 24% \| MDD -16.3% Months 14M (8%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
RSmean only	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 159M (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 (52%)	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 (59%)
MRmean neg	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.12 \| Calmar 0.0 Vol 20% \| MDD -28.8% Months 43M (25%)	CAGR 25.2% \| Win 64% Sharpe 1.08 \| Sortino 1.79 \| Calmar 1.5 Vol 23% \| MDD -16.3% Months 28M (16%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
MACD only	CAGR 1.2% \| Win 57% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 17% \| MDD -38.7% Months 133M (76%)	CAGR 21.2% \| Win 61% Sharpe 1.00 \| Sortino 1.73 \| Calmar 0.8 Vol 22% \| MDD -25.0% Months 41M (24%)

	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 (57%)	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 (59%)
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 14.4% \| Win 62% Sharpe 0.66 \| Sortino 0.77 \| Calmar 0.6 Vol 26% \| MDD -25.1% Months 42M (24%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
RSI only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 15% \| MDD -24.7% Months 128M (74%)	CAGR 12.3% \| Win 61% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 46M (26%)

	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 (33%)	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 (59%)
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 9.8% \| Win 59% Sharpe 0.54 \| Sortino 0.67 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 68M (39%)	CAGR 9.4% \| Win 58% Sharpe 0.53 \| Sortino 0.66 \| Calmar 0.4 Vol 22% \| MDD -25.1% Months 71M (41%)
MACDhist only	CAGR 6.6% \| Win 56% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -17.3% Months 61M (35%)	CAGR 5.0% \| Win 59% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.2 Vol 20% \| MDD -31.4% Months 113M (65%)