ITA - iShares US Aerospace & Defense ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

174.7%

Best CAGR

Total Months

20.3%

Avg CAGR

ITA 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 ITA

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	174.7	100.0	15.8	0.0	0.0	6.7	0.0
pair	RSI	MACDhist	neg-pos	2	0.8	174.7	100.0	15.8	0.0	0.0	6.7	0.0
pair	RSI	MACD	pos-neg	11	4.6	95.4	90.9	2.6	0.0	6.6	27.8	-14.4
pair	MACD	RSI	pos-neg	11	4.6	95.4	90.9	2.6	0.0	6.6	27.8	-14.4
pair	RSI	LWTI	neg-pos	14	5.9	89.3	92.9	3.5	0.0	0.0	19.0	0.0
pair	LWTI	RSI	neg-pos	14	5.9	89.3	92.9	3.5	0.0	0.0	19.0	0.0
pair	RSI	RSIhist	neg-pos	7	2.9	81.0	85.7	4.8	0.0	32.6	12.8	-2.5
pair	RSIhist	RSI	neg-pos	7	2.9	81.0	85.7	4.8	0.0	32.6	12.8	-2.5
pair	RSI	MRmean	pos-neg	4	1.7	77.5	75.0	3.5	0.0	0.0	17.3	0.0
pair	MRmean	RSI	pos-neg	4	1.7	77.5	75.0	3.5	0.0	0.0	17.3	0.0
pair	RSIhist	MRmean	neg-pos	6	2.5	73.3	100.0	8.2	0.0	0.0	6.9	0.0
pair	MRmean	RSIhist	neg-pos	6	2.5	73.3	100.0	8.2	0.0	0.0	6.9	0.0
pair	MACD	MACDhist	neg-pos	7	2.9	61.8	71.4	2.6	3.6	136.7	19.4	-0.5
pair	MACDhist	MACD	neg-pos	7	2.9	61.8	71.4	2.6	3.6	136.7	19.4	-0.5
pair	RSmean	RSIhist	neg-pos	6	2.5	58.4	100.0	6.1	0.0	0.0	7.7	0.0
pair	RSIhist	RSmean	neg-pos	6	2.5	58.4	100.0	6.1	0.0	0.0	7.7	0.0
pair	MRmean	SLmean	neg-pos	5	2.1	58.3	80.0	2.6	0.0	11.8	18.8	-4.9
pair	SLmean	MRmean	neg-pos	5	2.1	58.3	80.0	2.6	0.0	11.8	18.8	-4.9
pair	SLmean	RSI	pos-neg	8	3.3	55.8	75.0	2.7	7.8	11.3	17.1	-4.9
pair	RSI	SLmean	pos-neg	8	3.3	55.8	75.0	2.7	7.8	11.3	17.1	-4.9
pair	RSmean	RSI	pos-neg	30	12.6	48.5	73.3	1.4	2.1	1.4	31.1	-36.0
pair	RSI	RSmean	pos-neg	30	12.6	48.5	73.3	1.4	2.1	1.4	31.1	-36.0
pair	MACDhist	LWTI	pos-neg	3	1.3	46.7	66.7	1.4	0.0	0.0	29.3	0.0
pair	LWTI	MACDhist	pos-neg	3	1.3	46.7	66.7	1.4	0.0	0.0	29.3	0.0
pair	MRmean	MACDhist	neg-pos	6	2.5	45.9	66.7	2.0	3.1	7.7	20.2	-6.0
pair	MACDhist	MRmean	neg-pos	6	2.5	45.9	66.7	2.0	3.1	7.7	20.2	-6.0
pair	MACD	RSIhist	neg-pos	24	10.0	44.7	79.2	2.5	4.6	7.2	15.3	-6.2
pair	RSIhist	MACD	neg-pos	24	10.0	44.7	79.2	2.5	4.6	7.2	15.3	-6.2
pair	LWTI	RSIhist	pos-neg	11	4.6	44.2	72.7	2.0	5.4	7.1	19.5	-6.2
pair	RSIhist	LWTI	pos-neg	11	4.6	44.2	72.7	2.0	5.4	7.1	19.5	-6.2
single	RSI	RSI	neg-neg	34	14.2	42.6	73.5	1.4	1.9	1.2	29.5	-36.0
pair	SLmean	MACDhist	neg-pos	17	7.1	40.8	70.6	1.9	3.2	3.5	19.3	-11.8
pair	MACDhist	SLmean	neg-pos	17	7.1	40.8	70.6	1.9	3.2	3.5	19.3	-11.8
pair	SLmean	RSI	neg-neg	26	10.9	38.7	73.1	1.2	1.7	1.1	32.6	-36.0
pair	RSI	SLmean	neg-neg	26	10.9	38.7	73.1	1.2	1.7	1.1	32.6	-36.0
pair	MRmean	RSI	neg-neg	30	12.6	38.5	73.3	1.2	1.8	1.1	30.8	-36.0
pair	RSI	MRmean	neg-neg	30	12.6	38.5	73.3	1.2	1.8	1.1	30.8	-36.0
pair	MACDhist	RSI	neg-neg	32	13.4	36.9	71.9	1.2	1.7	1.0	30.0	-36.0
pair	RSI	MACDhist	neg-neg	32	13.4	36.9	71.9	1.2	1.7	1.0	30.0	-36.0
pair	RSI	RSIhist	neg-neg	27	11.3	34.0	70.4	1.1	1.6	0.9	32.4	-36.0
pair	RSIhist	RSI	neg-neg	27	11.3	34.0	70.4	1.1	1.6	0.9	32.4	-36.0
pair	RSIhist	MACDhist	neg-pos	29	12.1	33.7	86.2	2.7	3.7	5.7	10.9	-6.0
pair	MACDhist	RSIhist	neg-pos	29	12.1	33.7	86.2	2.7	3.7	5.7	10.9	-6.0
pair	SLmean	LWTI	pos-neg	12	5.0	33.0	66.7	1.5	5.2	4.0	20.3	-8.2
pair	LWTI	SLmean	pos-neg	12	5.0	33.0	66.7	1.5	5.2	4.0	20.3	-8.2
pair	RSI	RSmean	neg-pos	17	7.1	32.0	82.4	2.8	4.5	7.5	10.1	-4.3
pair	RSmean	RSI	neg-pos	17	7.1	32.0	82.4	2.8	4.5	7.5	10.1	-4.3
pair	MRmean	LWTI	pos-neg	8	3.3	31.2	62.5	1.3	4.1	5.0	22.4	-6.2
pair	LWTI	MRmean	pos-neg	8	3.3	31.2	62.5	1.3	4.1	5.0	22.4	-6.2
pair	MRmean	SLmean	pos-neg	14	5.9	30.4	64.3	1.5	2.7	4.9	19.1	-6.2
pair	SLmean	MRmean	pos-neg	14	5.9	30.4	64.3	1.5	2.7	4.9	19.1	-6.2
pair	MACD	RSmean	neg-neg	12	5.0	30.3	91.7	3.4	0.0	0.0	8.0	0.0
pair	RSmean	MACD	neg-neg	12	5.0	30.3	91.7	3.4	0.0	0.0	8.0	0.0
pair	RSIhist	MACDhist	pos-neg	30	12.6	27.8	63.3	1.6	3.1	2.2	16.8	-12.7
pair	MACDhist	RSIhist	pos-neg	30	12.6	27.8	63.3	1.6	3.1	2.2	16.8	-12.7
pair	MACDhist	RSmean	neg-pos	3	1.3	27.4	66.7	2.1	0.0	0.0	12.0	0.0
pair	RSmean	MACDhist	neg-pos	3	1.3	27.4	66.7	2.1	0.0	0.0	12.0	0.0
pair	RSmean	MRmean	neg-neg	13	5.4	26.9	84.6	3.0	7.8	40.7	8.2	-0.7
pair	SLmean	RSmean	neg-neg	13	5.4	26.9	84.6	3.0	7.8	40.7	8.2	-0.7
pair	RSmean	SLmean	neg-neg	13	5.4	26.9	84.6	3.0	7.8	40.7	8.2	-0.7
pair	MRmean	RSmean	neg-neg	13	5.4	26.9	84.6	3.0	7.8	40.7	8.2	-0.7
pair	RSmean	LWTI	neg-pos	21	8.8	26.3	81.0	2.5	4.6	6.2	9.8	-4.3
pair	LWTI	RSmean	neg-pos	21	8.8	26.3	81.0	2.5	4.6	6.2	9.8	-4.3
single	RSmean	RSmean	neg-neg	21	8.8	26.3	81.0	2.5	4.6	6.2	9.8	-4.3
pair	RSmean	MACDhist	neg-neg	18	7.5	26.2	83.3	2.4	5.2	6.1	9.8	-4.3
pair	MACDhist	RSmean	neg-neg	18	7.5	26.2	83.3	2.4	5.2	6.1	9.8	-4.3
pair	RSmean	SLmean	pos-neg	8	3.3	25.5	75.0	1.9	4.2	6.0	12.6	-4.3
pair	SLmean	RSmean	pos-neg	8	3.3	25.5	75.0	1.9	4.2	6.0	12.6	-4.3
pair	MRmean	RSmean	pos-neg	8	3.3	25.5	75.0	1.9	4.2	6.0	12.6	-4.3
pair	RSmean	MRmean	pos-neg	8	3.3	25.5	75.0	1.9	4.2	6.0	12.6	-4.3
pair	MRmean	LWTI	neg-pos	41	17.2	25.2	75.6	1.0	0.9	0.9	25.3	-28.0
pair	LWTI	MRmean	neg-pos	41	17.2	25.2	75.6	1.0	0.9	0.9	25.3	-28.0
pair	SLmean	LWTI	neg-pos	54	22.6	24.7	72.2	1.1	1.1	0.9	23.7	-28.0
pair	LWTI	SLmean	neg-pos	54	22.6	24.7	72.2	1.1	1.1	0.9	23.7	-28.0
pair	MACD	RSI	neg-neg	23	9.6	22.6	65.2	0.8	1.2	0.9	29.7	-25.3
pair	RSI	MACD	neg-neg	23	9.6	22.6	65.2	0.8	1.2	0.9	29.7	-25.3
pair	MACD	LWTI	neg-neg	22	9.2	21.8	59.1	0.8	1.4	1.0	31.9	-21.4
pair	LWTI	MACD	neg-neg	22	9.2	21.8	59.1	0.8	1.4	1.0	31.9	-21.4
pair	RSmean	MACD	neg-pos	9	3.8	21.3	66.7	1.6	3.2	5.0	12.2	-4.3
pair	MACD	RSmean	neg-pos	9	3.8	21.3	66.7	1.6	3.2	5.0	12.2	-4.3
pair	MACD	MRmean	neg-neg	30	12.6	20.9	70.0	0.9	1.2	0.8	25.9	-25.3
pair	MRmean	MACD	neg-neg	30	12.6	20.9	70.0	0.9	1.2	0.8	25.9	-25.3
pair	MACD	SLmean	neg-neg	26	10.9	18.6	69.2	0.8	1.0	0.7	27.2	-25.3
pair	SLmean	MACD	neg-neg	26	10.9	18.6	69.2	0.8	1.0	0.7	27.2	-25.3
single	MACD	MACD	neg-neg	52	21.8	17.0	67.3	0.8	1.0	0.4	24.2	-42.6
pair	RSI	LWTI	neg-neg	20	8.4	16.9	60.0	0.6	1.0	0.5	34.4	-36.0
pair	LWTI	RSI	neg-neg	20	8.4	16.9	60.0	0.6	1.0	0.5	34.4	-36.0
single	SLmean	SLmean	neg-neg	67	28.0	15.7	67.2	0.7	0.8	0.3	28.2	-44.6
pair	SLmean	RSIhist	neg-neg	63	26.4	15.7	66.7	0.7	0.8	0.3	28.8	-44.6
pair	RSIhist	SLmean	neg-neg	63	26.4	15.7	66.7	0.7	0.8	0.3	28.8	-44.6
pair	SLmean	RSIhist	pos-pos	132	55.2	15.5	64.4	1.0	1.4	0.6	15.6	-27.0
pair	RSIhist	SLmean	pos-pos	132	55.2	15.5	64.4	1.0	1.4	0.6	15.6	-27.0
single	RSIhist	RSIhist	pos-pos	136	56.9	15.5	64.7	1.0	1.4	0.6	15.7	-27.0
single	MRmean	MRmean	neg-neg	58	24.3	15.5	69.0	0.6	0.8	0.3	29.5	-44.6
pair	RSIhist	RSmean	neg-neg	15	6.3	15.4	73.3	1.6	2.8	3.6	9.5	-4.3
pair	RSmean	RSIhist	neg-neg	15	6.3	15.4	73.3	1.6	2.8	3.6	9.5	-4.3
pair	RSIhist	SLmean	neg-pos	4	1.7	15.3	75.0	0.8	0.0	2.2	20.3	-7.0
pair	SLmean	RSIhist	neg-pos	4	1.7	15.3	75.0	0.8	0.0	2.2	20.3	-7.0
pair	MACD	SLmean	pos-neg	26	10.9	15.3	65.4	0.8	1.0	0.6	21.3	-25.2
pair	SLmean	MACD	pos-neg	26	10.9	15.3	65.4	0.8	1.0	0.6	21.3	-25.2
pair	LWTI	RSIhist	neg-pos	89	37.2	14.7	65.2	0.8	0.8	0.5	21.5	-28.0
pair	RSIhist	LWTI	neg-pos	89	37.2	14.7	65.2	0.8	0.8	0.5	21.5	-28.0
pair	MACD	RSIhist	pos-neg	75	31.4	14.6	64.0	0.7	0.8	0.5	23.3	-28.0
pair	RSIhist	MACD	pos-neg	75	31.4	14.6	64.0	0.7	0.8	0.5	23.3	-28.0
single	MACDhist	MACDhist	pos-pos	137	57.3	14.5	59.9	0.9	1.4	0.6	16.7	-22.8
pair	RSmean	MACDhist	pos-pos	134	56.1	14.2	59.7	0.9	1.3	0.6	16.8	-22.8
pair	MACDhist	RSmean	pos-pos	134	56.1	14.2	59.7	0.9	1.3	0.6	16.8	-22.8
pair	SLmean	MACD	neg-pos	41	17.2	13.9	65.9	0.6	0.7	0.5	29.2	-31.0
pair	MACDhist	LWTI	neg-pos	80	33.5	13.9	72.5	0.7	0.7	0.5	20.7	-28.0
pair	MACD	SLmean	neg-pos	41	17.2	13.9	65.9	0.6	0.7	0.5	29.2	-31.0
single	LWTI	LWTI	pos-pos	214	89.5	13.9	64.5	0.8	1.0	0.4	18.1	-37.0
pair	LWTI	MACDhist	neg-pos	80	33.5	13.9	72.5	0.7	0.7	0.5	20.7	-28.0
pair	LWTI	MACD	pos-pos	184	77.0	13.9	63.0	0.8	1.0	0.4	18.3	-37.0
pair	MACD	LWTI	pos-pos	184	77.0	13.9	63.0	0.8	1.0	0.4	18.3	-37.0
pair	MACDhist	LWTI	pos-pos	134	56.1	13.8	59.7	0.9	1.3	0.6	16.4	-24.8
pair	LWTI	MACDhist	pos-pos	134	56.1	13.8	59.7	0.9	1.3	0.6	16.4	-24.8
pair	RSmean	RSIhist	pos-pos	130	54.4	13.8	63.1	0.9	1.3	0.4	15.8	-32.5
pair	RSIhist	RSmean	pos-pos	130	54.4	13.8	63.1	0.9	1.3	0.4	15.8	-32.5
pair	LWTI	MACD	neg-pos	30	12.6	13.5	73.3	0.8	0.8	0.6	16.9	-23.2
pair	MACD	LWTI	neg-pos	30	12.6	13.5	73.3	0.8	0.8	0.6	16.9	-23.2
pair	SLmean	MACDhist	pos-neg	52	21.8	13.5	71.2	0.9	1.0	0.5	16.0	-25.2
pair	MACDhist	SLmean	pos-neg	52	21.8	13.5	71.2	0.9	1.0	0.5	16.0	-25.2
pair	RSIhist	MRmean	pos-pos	130	54.4	13.3	63.1	0.9	1.2	0.5	15.7	-27.0
pair	MRmean	RSIhist	pos-pos	130	54.4	13.3	63.1	0.9	1.2	0.5	15.7	-27.0
pair	MACD	RSmean	pos-neg	40	16.7	13.2	60.0	0.6	0.9	0.3	27.3	-42.6
pair	RSmean	MACD	pos-neg	40	16.7	13.2	60.0	0.6	0.9	0.3	27.3	-42.6
pair	LWTI	RSIhist	pos-pos	125	52.3	13.2	64.0	0.9	1.2	0.4	15.2	-35.3
pair	RSIhist	LWTI	pos-pos	125	52.3	13.2	64.0	0.9	1.2	0.4	15.2	-35.3
pair	MACDhist	MRmean	pos-pos	131	54.8	13.2	59.5	0.8	1.2	0.5	16.5	-26.8
pair	MRmean	MACDhist	pos-pos	131	54.8	13.2	59.5	0.8	1.2	0.5	16.5	-26.8
pair	RSmean	SLmean	neg-pos	54	22.6	13.1	63.0	0.6	0.7	0.3	31.3	-44.6
pair	SLmean	RSmean	neg-pos	54	22.6	13.1	63.0	0.6	0.7	0.3	31.3	-44.6
pair	RSI	MACDhist	pos-pos	135	56.5	13.0	59.3	0.8	1.2	0.6	16.5	-22.8
pair	MACDhist	RSI	pos-pos	135	56.5	13.0	59.3	0.8	1.2	0.6	16.5	-22.8
pair		benchmark___benchmark_	benchmark-benchmark	239	100.0	12.9	63.6	0.7	0.9	0.2	20.2	-53.8
pair	benchmark___benchmark_		benchmark-benchmark	239	100.0	12.9	63.6	0.7	0.9	0.2	20.2	-53.8
pair	RSIhist	RSI	pos-pos	129	54.0	12.7	63.6	0.8	1.2	0.4	15.5	-31.7
pair	RSI	RSIhist	pos-pos	129	54.0	12.7	63.6	0.8	1.2	0.4	15.5	-31.7
pair	LWTI	RSmean	pos-pos	193	80.8	12.6	62.7	0.7	0.9	0.3	18.7	-37.0
pair	RSmean	LWTI	pos-pos	193	80.8	12.6	62.7	0.7	0.9	0.3	18.7	-37.0
pair	RSI	MACD	neg-pos	29	12.1	12.6	69.0	0.7	0.8	0.5	19.1	-28.0
pair	MACD	RSI	neg-pos	29	12.1	12.6	69.0	0.7	0.8	0.5	19.1	-28.0
pair	MRmean	MACDhist	neg-neg	52	21.8	12.4	69.2	0.5	0.7	0.3	30.4	-44.6
pair	MACDhist	MRmean	neg-neg	52	21.8	12.4	69.2	0.5	0.7	0.3	30.4	-44.6
pair	MRmean	RSmean	neg-pos	45	18.8	12.4	64.4	0.5	0.7	0.3	33.3	-44.6
pair	RSmean	MRmean	neg-pos	45	18.8	12.4	64.4	0.5	0.7	0.3	33.3	-44.6
pair	MACD	MACDhist	pos-pos	130	54.4	12.3	59.2	0.8	1.2	0.5	16.4	-24.8
pair	MACDhist	MACD	pos-pos	130	54.4	12.3	59.2	0.8	1.2	0.5	16.4	-24.8
pair	MACD	MRmean	pos-pos	159	66.5	12.2	61.6	0.8	1.2	0.5	15.3	-24.8
pair	MRmean	MACD	pos-pos	159	66.5	12.2	61.6	0.8	1.2	0.5	15.3	-24.8
single	MRmean	MRmean	pos-pos	181	75.7	12.1	61.9	0.8	1.1	0.5	16.2	-27.1
pair	SLmean	MRmean	neg-neg	53	22.2	12.1	67.9	0.5	0.6	0.3	30.3	-44.6
pair	MRmean	SLmean	neg-neg	53	22.2	12.1	67.9	0.5	0.6	0.3	30.3	-44.6
single	SLmean	SLmean	pos-pos	172	72.0	11.9	62.2	0.8	1.1	0.4	16.0	-31.0
pair	MRmean	MACD	pos-neg	22	9.2	11.8	63.6	0.6	0.8	0.4	22.1	-27.1
pair	MACD	MRmean	pos-neg	22	9.2	11.8	63.6	0.6	0.8	0.4	22.1	-27.1
single	MACD	MACD	pos-pos	187	78.2	11.8	62.6	0.7	0.8	0.3	19.0	-37.0
single	RSmean	RSmean	pos-pos	218	91.2	11.7	61.9	0.6	0.8	0.2	20.9	-53.8
pair	MRmean	RSmean	pos-pos	173	72.4	11.5	61.3	0.8	1.0	0.4	16.3	-27.1
pair	RSmean	MRmean	pos-pos	173	72.4	11.5	61.3	0.8	1.0	0.4	16.3	-27.1
pair	MACD	RSmean	pos-pos	178	74.5	11.4	62.4	0.7	0.8	0.3	19.3	-37.0
pair	RSmean	MACD	pos-pos	178	74.5	11.4	62.4	0.7	0.8	0.3	19.3	-37.0
pair	SLmean	MACD	pos-pos	146	61.1	11.3	61.6	0.8	1.1	0.3	15.0	-35.9
pair	MACD	SLmean	pos-pos	146	61.1	11.3	61.6	0.8	1.1	0.3	15.0	-35.9
pair	MRmean	LWTI	pos-pos	173	72.4	11.3	61.8	0.8	1.0	0.5	15.9	-25.2
pair	LWTI	MRmean	pos-pos	173	72.4	11.3	61.8	0.8	1.0	0.5	15.9	-25.2
pair	MACD	MACDhist	neg-neg	45	18.8	11.2	66.7	0.6	0.7	0.3	24.7	-42.6
pair	MACDhist	MACD	neg-neg	45	18.8	11.2	66.7	0.6	0.7	0.3	24.7	-42.6
pair	RSmean	SLmean	pos-pos	164	68.6	11.2	61.6	0.7	1.0	0.3	16.2	-33.5
pair	SLmean	RSmean	pos-pos	164	68.6	11.2	61.6	0.7	1.0	0.3	16.2	-33.5
pair	SLmean	MACDhist	pos-pos	120	50.2	11.1	58.3	0.7	1.1	0.3	16.1	-37.6
pair	MACDhist	SLmean	pos-pos	120	50.2	11.1	58.3	0.7	1.1	0.3	16.1	-37.6
pair	RSIhist	MACDhist	pos-pos	107	44.8	11.0	58.9	0.7	1.0	0.3	16.6	-35.4
pair	MACDhist	RSIhist	pos-pos	107	44.8	11.0	58.9	0.7	1.0	0.3	16.6	-35.4
pair	MRmean	RSI	pos-pos	177	74.1	11.0	61.6	0.7	1.0	0.4	16.1	-29.8
pair	RSI	MRmean	pos-pos	177	74.1	11.0	61.6	0.7	1.0	0.4	16.1	-29.8
single	MACDhist	MACDhist	neg-neg	102	42.7	10.9	68.6	0.6	0.6	0.2	24.2	-53.8
pair	MRmean	SLmean	pos-pos	167	69.9	10.7	61.7	0.7	1.0	0.4	15.9	-27.4
pair	SLmean	MRmean	pos-pos	167	69.9	10.7	61.7	0.7	1.0	0.4	15.9	-27.4
pair	MACD	MACDhist	pos-neg	57	23.8	10.6	70.2	0.6	0.5	0.4	24.0	-28.0
pair	MACDhist	MACD	pos-neg	57	23.8	10.6	70.2	0.6	0.5	0.4	24.0	-28.0
pair	SLmean	LWTI	pos-pos	160	66.9	10.4	61.9	0.7	0.9	0.3	15.7	-35.9
pair	LWTI	SLmean	pos-pos	160	66.9	10.4	61.9	0.7	0.9	0.3	15.7	-35.9
pair	RSIhist	MRmean	neg-neg	52	21.8	10.2	65.4	0.5	0.6	0.2	30.9	-44.6
pair	MRmean	RSIhist	neg-neg	52	21.8	10.2	65.4	0.5	0.6	0.2	30.9	-44.6
pair	SLmean	RSI	pos-pos	164	68.6	10.1	61.6	0.7	0.9	0.3	15.9	-32.3
pair	RSI	SLmean	pos-pos	164	68.6	10.1	61.6	0.7	0.9	0.3	15.9	-32.3
pair	MACD	MRmean	neg-pos	28	11.7	10.0	67.9	0.5	0.5	0.4	33.3	-28.0
pair	MRmean	MACD	neg-pos	28	11.7	10.0	67.9	0.5	0.5	0.4	33.3	-28.0
pair	RSIhist	MACD	pos-pos	112	46.9	10.0	61.6	0.7	0.9	0.3	15.4	-35.3
pair	MACD	RSIhist	pos-pos	112	46.9	10.0	61.6	0.7	0.9	0.3	15.4	-35.3
pair	RSI	LWTI	pos-pos	200	83.7	9.9	62.5	0.6	0.7	0.2	17.6	-48.9
pair	LWTI	RSI	pos-pos	200	83.7	9.9	62.5	0.6	0.7	0.2	17.6	-48.9
single	RSIhist	RSIhist	neg-neg	103	43.1	9.6	62.1	0.5	0.6	0.2	25.0	-52.3
pair	MRmean	MACDhist	pos-neg	50	20.9	9.3	68.0	0.7	0.7	0.3	15.5	-27.1
pair	MACDhist	MRmean	pos-neg	50	20.9	9.3	68.0	0.7	0.7	0.3	15.5	-27.1
pair	RSIhist	MRmean	pos-neg	51	21.3	9.1	58.8	0.6	0.8	0.4	17.4	-22.0
pair	MRmean	RSIhist	pos-neg	51	21.3	9.1	58.8	0.6	0.8	0.4	17.4	-22.0
pair	RSmean	RSIhist	pos-neg	88	36.8	8.7	60.2	0.5	0.6	0.2	26.8	-51.8
pair	RSIhist	RSmean	pos-neg	88	36.8	8.7	60.2	0.5	0.6	0.2	26.8	-51.8
single	RSI	RSI	pos-pos	205	85.8	8.6	62.0	0.6	0.7	0.2	18.0	-46.1
pair	MACDhist	SLmean	neg-neg	50	20.9	8.2	66.0	0.4	0.5	0.2	30.7	-44.6
pair	SLmean	MACDhist	neg-neg	50	20.9	8.2	66.0	0.4	0.5	0.2	30.7	-44.6
pair	MACD	RSI	pos-pos	176	73.6	8.0	60.8	0.5	0.6	0.2	17.8	-48.9
pair	RSI	MACD	pos-pos	176	73.6	8.0	60.8	0.5	0.6	0.2	17.8	-48.9
pair	MACDhist	RSmean	pos-neg	84	35.1	7.9	65.5	0.4	0.5	0.1	26.3	-53.8
pair	RSmean	MACDhist	pos-neg	84	35.1	7.9	65.5	0.4	0.5	0.1	26.3	-53.8
pair	RSmean	RSI	pos-pos	188	78.7	6.7	60.1	0.5	0.5	0.1	18.5	-47.7
pair	RSI	RSmean	pos-pos	188	78.7	6.7	60.1	0.5	0.5	0.1	18.5	-47.7
pair	RSmean	LWTI	pos-neg	25	10.5	5.3	56.0	0.3	0.6	0.1	33.6	-44.6
pair	LWTI	RSmean	pos-neg	25	10.5	5.3	56.0	0.3	0.6	0.1	33.6	-44.6
single	LWTI	LWTI	neg-neg	25	10.5	5.3	56.0	0.3	0.6	0.1	33.6	-44.6
pair	RSI	RSmean	neg-neg	4	1.7	4.9	75.0	0.8	0.0	0.0	6.4	0.0
pair	RSmean	RSI	neg-neg	4	1.7	4.9	75.0	0.8	0.0	0.0	6.4	0.0
pair	SLmean	RSI	neg-pos	41	17.2	3.1	63.4	0.3	0.3	0.1	24.9	-29.2
pair	RSI	SLmean	neg-pos	41	17.2	3.1	63.4	0.3	0.3	0.1	24.9	-29.2
pair	RSIhist	MACDhist	neg-neg	73	30.5	2.9	61.6	0.2	0.3	0.1	27.6	-52.3
pair	MACDhist	RSIhist	neg-neg	73	30.5	2.9	61.6	0.2	0.3	0.1	27.6	-52.3
pair	RSIhist	RSI	pos-neg	76	31.8	2.1	59.2	0.2	0.2	0.1	21.6	-35.0
pair	RSI	RSIhist	pos-neg	76	31.8	2.1	59.2	0.2	0.2	0.1	21.6	-35.0
pair	RSI	MACDhist	pos-neg	70	29.3	0.7	67.1	0.1	0.1	0.0	20.6	-40.3
pair	MACDhist	RSI	pos-neg	70	29.3	0.7	67.1	0.1	0.1	0.0	20.6	-40.3
pair	RSIhist	SLmean	pos-neg	40	16.7	0.7	55.0	0.1	0.2	0.0	17.3	-22.0
pair	SLmean	RSIhist	pos-neg	40	16.7	0.7	55.0	0.1	0.2	0.0	17.3	-22.0
pair	MACDhist	LWTI	neg-neg	22	9.2	0.6	54.5	0.2	0.3	0.0	34.6	-44.6
pair	LWTI	MACDhist	neg-neg	22	9.2	0.6	54.5	0.2	0.3	0.0	34.6	-44.6
pair	MACD	RSIhist	neg-neg	28	11.7	-2.5	57.1	0.1	0.1	-0.1	29.2	-40.8
pair	RSIhist	MACD	neg-neg	28	11.7	-2.5	57.1	0.1	0.1	-0.1	29.2	-40.8
pair	RSI	MRmean	neg-pos	28	11.7	-4.9	64.3	-0.0	-0.0	-0.1	27.3	-42.5
pair	MRmean	RSI	neg-pos	28	11.7	-4.9	64.3	-0.0	-0.0	-0.1	27.3	-42.5
pair	LWTI	MRmean	neg-neg	17	7.1	-5.1	52.9	0.0	0.1	-0.1	38.2	-44.6
pair	MRmean	LWTI	neg-neg	17	7.1	-5.1	52.9	0.0	0.1	-0.1	38.2	-44.6
pair	LWTI	SLmean	neg-neg	13	5.4	-15.1	46.2	-0.2	-0.4	-0.3	42.7	-44.6
pair	SLmean	LWTI	neg-neg	13	5.4	-15.1	46.2	-0.2	-0.4	-0.3	42.7	-44.6
pair	LWTI	RSIhist	neg-neg	14	5.9	-17.8	42.9	-0.3	-0.6	-0.4	41.2	-44.6
pair	RSIhist	LWTI	neg-neg	14	5.9	-17.8	42.9	-0.3	-0.6	-0.4	41.2	-44.6
pair	LWTI	RSI	pos-neg	5	2.1	-30.8	40.0	-1.1	-2.2	-3.3	30.4	-9.4
pair	RSI	LWTI	pos-neg	5	2.1	-30.8	40.0	-1.1	-2.2	-3.3	30.4	-9.4
pair	MACD	LWTI	pos-neg	3	1.3	-63.8	33.3	-2.5	-34.8	-2.5	37.0	-25.8
pair	LWTI	MACD	pos-neg	3	1.3	-63.8	33.3	-2.5	-34.8	-2.5	37.0	-25.8

All Contingency Tables for ITA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.7% \| Win 62% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -27.4% Months 167M (70%)	CAGR 30.4% \| Win 64% Sharpe 1.49 \| Sortino 2.68 \| Calmar 4.9 Vol 19% \| MDD -6.2% Months 14M (6%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 58.3% \| Win 80% Sharpe 2.57 \| Sortino 0.00 \| Calmar 11.8 Vol 19% \| MDD -4.9% Months 5M (2%)	CAGR 12.1% \| Win 68% Sharpe 0.53 \| Sortino 0.64 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 53M (22%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
SLmean only	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 61% Sharpe 0.75 \| Sortino 1.04 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 173M (72%)	CAGR 25.5% \| Win 75% Sharpe 1.87 \| Sortino 4.25 \| Calmar 5.9 Vol 13% \| MDD -4.3% Months 8M (3%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 12.4% \| Win 64% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.3 Vol 33% \| MDD -44.6% Months 45M (19%)	CAGR 26.9% \| Win 85% Sharpe 2.97 \| Sortino 7.77 \| Calmar 40.7 Vol 8% \| MDD -0.7% Months 13M (5%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
RSmean only	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 62% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.5 Vol 15% \| MDD -24.8% Months 159M (66%)	CAGR 11.8% \| Win 64% Sharpe 0.62 \| Sortino 0.77 \| Calmar 0.4 Vol 22% \| MDD -27.1% Months 22M (9%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 10.0% \| Win 68% Sharpe 0.46 \| Sortino 0.53 \| Calmar 0.4 Vol 33% \| MDD -28.0% Months 28M (12%)	CAGR 20.9% \| Win 70% Sharpe 0.86 \| Sortino 1.16 \| Calmar 0.8 Vol 26% \| MDD -25.3% Months 30M (13%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.00 \| Calmar 0.4 Vol 16% \| MDD -29.8% Months 177M (74%)	CAGR 77.5% \| Win 75% Sharpe 3.47 \| Sortino 0.00 \| Calmar 0.0 Vol 17% \| MDD 0.0% Months 4M (2%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR -4.9% \| Win 64% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 27% \| MDD -42.5% Months 28M (12%)	CAGR 38.5% \| Win 73% Sharpe 1.22 \| Sortino 1.76 \| Calmar 1.1 Vol 31% \| MDD -36.0% Months 30M (13%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
RSI only	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 60% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -26.8% Months 131M (55%)	CAGR 9.3% \| Win 68% Sharpe 0.66 \| Sortino 0.73 \| Calmar 0.3 Vol 16% \| MDD -27.1% Months 50M (21%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 45.9% \| Win 67% Sharpe 1.98 \| Sortino 3.08 \| Calmar 7.7 Vol 20% \| MDD -6.0% Months 6M (2%)	CAGR 12.4% \| Win 69% Sharpe 0.54 \| Sortino 0.65 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 52M (22%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.3% \| Win 63% Sharpe 0.88 \| Sortino 1.23 \| Calmar 0.5 Vol 16% \| MDD -27.0% Months 130M (54%)	CAGR 9.1% \| Win 59% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.4 Vol 17% \| MDD -22.0% Months 51M (21%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 73.3% \| Win 100% Sharpe 8.15 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 6M (2%)	CAGR 10.2% \| Win 65% Sharpe 0.47 \| Sortino 0.59 \| Calmar 0.2 Vol 31% \| MDD -44.6% Months 52M (22%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 62% Sharpe 0.76 \| Sortino 1.02 \| Calmar 0.4 Vol 16% \| MDD -25.2% Months 173M (72%)	CAGR 31.2% \| Win 62% Sharpe 1.32 \| Sortino 4.11 \| Calmar 5.0 Vol 22% \| MDD -6.2% Months 8M (3%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 25.2% \| Win 76% Sharpe 1.03 \| Sortino 0.93 \| Calmar 0.9 Vol 25% \| MDD -28.0% Months 41M (17%)	CAGR -5.1% \| Win 53% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.1 Vol 38% \| MDD -44.6% Months 17M (7%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.2% \| Win 62% Sharpe 0.74 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -33.5% Months 164M (69%)	CAGR 25.5% \| Win 75% Sharpe 1.87 \| Sortino 4.25 \| Calmar 5.9 Vol 13% \| MDD -4.3% Months 8M (3%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.73 \| Calmar 0.3 Vol 31% \| MDD -44.6% Months 54M (23%)	CAGR 26.9% \| Win 85% Sharpe 2.97 \| Sortino 7.77 \| Calmar 40.7 Vol 8% \| MDD -0.7% Months 13M (5%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
RSmean only	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.3% \| Win 62% Sharpe 0.79 \| Sortino 1.12 \| Calmar 0.3 Vol 15% \| MDD -35.9% Months 146M (61%)	CAGR 15.3% \| Win 65% Sharpe 0.78 \| Sortino 1.00 \| Calmar 0.6 Vol 21% \| MDD -25.2% Months 26M (11%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 13.9% \| Win 66% Sharpe 0.60 \| Sortino 0.68 \| Calmar 0.4 Vol 29% \| MDD -31.0% Months 41M (17%)	CAGR 18.6% \| Win 69% Sharpe 0.76 \| Sortino 1.01 \| Calmar 0.7 Vol 27% \| MDD -25.3% Months 26M (11%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 62% Sharpe 0.69 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -32.3% Months 164M (69%)	CAGR 55.8% \| Win 75% Sharpe 2.72 \| Sortino 7.75 \| Calmar 11.3 Vol 17% \| MDD -4.9% Months 8M (3%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 3.1% \| Win 63% Sharpe 0.26 \| Sortino 0.26 \| Calmar 0.1 Vol 25% \| MDD -29.2% Months 41M (17%)	CAGR 38.7% \| Win 73% Sharpe 1.18 \| Sortino 1.69 \| Calmar 1.1 Vol 33% \| MDD -36.0% Months 26M (11%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
RSI only	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 58% Sharpe 0.74 \| Sortino 1.08 \| Calmar 0.3 Vol 16% \| MDD -37.6% Months 120M (50%)	CAGR 13.5% \| Win 71% Sharpe 0.88 \| Sortino 1.00 \| Calmar 0.5 Vol 16% \| MDD -25.2% Months 52M (22%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 40.8% \| Win 71% Sharpe 1.89 \| Sortino 3.17 \| Calmar 3.5 Vol 19% \| MDD -11.8% Months 17M (7%)	CAGR 8.2% \| Win 66% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.2 Vol 31% \| MDD -44.6% Months 50M (21%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 15.5% \| Win 64% Sharpe 1.01 \| Sortino 1.40 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 132M (55%)	CAGR 0.7% \| Win 55% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 17% \| MDD -22.0% Months 40M (17%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 15.3% \| Win 75% Sharpe 0.78 \| Sortino 0.00 \| Calmar 2.2 Vol 20% \| MDD -7.0% Months 4M (2%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.79 \| Calmar 0.4 Vol 29% \| MDD -44.6% Months 63M (26%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 62% Sharpe 0.71 \| Sortino 0.93 \| Calmar 0.3 Vol 16% \| MDD -35.9% Months 160M (67%)	CAGR 33.0% \| Win 67% Sharpe 1.51 \| Sortino 5.22 \| Calmar 4.0 Vol 20% \| MDD -8.2% Months 12M (5%)	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)
SLmean neg	CAGR 24.7% \| Win 72% Sharpe 1.06 \| Sortino 1.05 \| Calmar 0.9 Vol 24% \| MDD -28.0% Months 54M (23%)	CAGR -15.1% \| Win 46% Sharpe -0.19 \| Sortino -0.38 \| Calmar -0.3 Vol 43% \| MDD -44.6% Months 13M (5%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 11.4% \| Win 62% Sharpe 0.66 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 178M (74%)	CAGR 13.2% \| Win 60% Sharpe 0.59 \| Sortino 0.89 \| Calmar 0.3 Vol 27% \| MDD -42.6% Months 40M (17%)	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)
RSmean neg	CAGR 21.3% \| Win 67% Sharpe 1.65 \| Sortino 3.17 \| Calmar 5.0 Vol 12% \| MDD -4.3% Months 9M (4%)	CAGR 30.3% \| Win 92% Sharpe 3.36 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 12M (5%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.7% \| Win 60% Sharpe 0.45 \| Sortino 0.53 \| Calmar 0.1 Vol 18% \| MDD -47.7% Months 188M (79%)	CAGR 48.5% \| Win 73% Sharpe 1.44 \| Sortino 2.13 \| Calmar 1.3 Vol 31% \| MDD -36.0% Months 30M (13%)	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)
RSmean neg	CAGR 32.0% \| Win 82% Sharpe 2.81 \| Sortino 4.51 \| Calmar 7.5 Vol 10% \| MDD -4.3% Months 17M (7%)	CAGR 4.9% \| Win 75% Sharpe 0.77 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 4M (2%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)
RSI only	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 60% Sharpe 0.88 \| Sortino 1.34 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 134M (56%)	CAGR 7.9% \| Win 66% Sharpe 0.42 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -53.8% Months 84M (35%)	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)
RSmean neg	CAGR 27.4% \| Win 67% Sharpe 2.07 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 26.2% \| Win 83% Sharpe 2.44 \| Sortino 5.19 \| Calmar 6.1 Vol 10% \| MDD -4.3% Months 18M (8%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 13.8% \| Win 63% Sharpe 0.90 \| Sortino 1.26 \| Calmar 0.4 Vol 16% \| MDD -32.5% Months 130M (54%)	CAGR 8.7% \| Win 60% Sharpe 0.45 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -51.8% Months 88M (37%)	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)
RSmean neg	CAGR 58.4% \| Win 100% Sharpe 6.12 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 6M (2%)	CAGR 15.4% \| Win 73% Sharpe 1.57 \| Sortino 2.84 \| Calmar 3.6 Vol 10% \| MDD -4.3% Months 15M (6%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 12.6% \| Win 63% Sharpe 0.73 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 193M (81%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)
RSmean neg	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)	-	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.0% \| Win 61% Sharpe 0.53 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -48.9% Months 176M (74%)	CAGR 95.4% \| Win 91% Sharpe 2.60 \| Sortino 0.00 \| Calmar 6.6 Vol 28% \| MDD -14.4% Months 11M (5%)	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)
MACD neg	CAGR 12.6% \| Win 69% Sharpe 0.72 \| Sortino 0.81 \| Calmar 0.5 Vol 19% \| MDD -28.0% Months 29M (12%)	CAGR 22.6% \| Win 65% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.9 Vol 30% \| MDD -25.3% Months 23M (10%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)
RSI only	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 12.3% \| Win 59% Sharpe 0.80 \| Sortino 1.19 \| Calmar 0.5 Vol 16% \| MDD -24.8% Months 130M (54%)	CAGR 10.6% \| Win 70% Sharpe 0.55 \| Sortino 0.54 \| Calmar 0.4 Vol 24% \| MDD -28.0% Months 57M (24%)	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)
MACD neg	CAGR 61.8% \| Win 71% Sharpe 2.62 \| Sortino 3.59 \| Calmar 136.7 Vol 19% \| MDD -0.5% Months 7M (3%)	CAGR 11.2% \| Win 67% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.3 Vol 25% \| MDD -42.6% Months 45M (19%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.0% \| Win 62% Sharpe 0.70 \| Sortino 0.93 \| Calmar 0.3 Vol 15% \| MDD -35.3% Months 112M (47%)	CAGR 14.6% \| Win 64% Sharpe 0.71 \| Sortino 0.80 \| Calmar 0.5 Vol 23% \| MDD -28.0% Months 75M (31%)	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)
MACD neg	CAGR 44.7% \| Win 79% Sharpe 2.52 \| Sortino 4.57 \| Calmar 7.2 Vol 15% \| MDD -6.2% Months 24M (10%)	CAGR -2.5% \| Win 57% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 29% \| MDD -40.8% Months 28M (12%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.9% \| Win 63% Sharpe 0.81 \| Sortino 0.99 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 184M (77%)	CAGR -63.8% \| Win 33% Sharpe -2.50 \| Sortino -34.76 \| Calmar -2.5 Vol 37% \| MDD -25.8% Months 3M (1%)	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)
MACD neg	CAGR 13.5% \| Win 73% Sharpe 0.84 \| Sortino 0.78 \| Calmar 0.6 Vol 17% \| MDD -23.2% Months 30M (13%)	CAGR 21.8% \| Win 59% Sharpe 0.77 \| Sortino 1.39 \| Calmar 1.0 Vol 32% \| MDD -21.4% Months 22M (9%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 13.0% \| Win 59% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.6 Vol 16% \| MDD -22.8% Months 135M (56%)	CAGR 0.7% \| Win 67% Sharpe 0.15 \| Sortino 0.14 \| Calmar 0.0 Vol 21% \| MDD -40.3% Months 70M (29%)	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)
RSI neg	CAGR 174.7% \| Win 100% Sharpe 15.80 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 36.9% \| Win 72% Sharpe 1.21 \| Sortino 1.73 \| Calmar 1.0 Vol 30% \| MDD -36.0% Months 32M (13%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.7% \| Win 64% Sharpe 0.85 \| Sortino 1.16 \| Calmar 0.4 Vol 16% \| MDD -31.7% Months 129M (54%)	CAGR 2.1% \| Win 59% Sharpe 0.21 \| Sortino 0.23 \| Calmar 0.1 Vol 22% \| MDD -35.0% Months 76M (32%)	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)
RSI neg	CAGR 81.0% \| Win 86% Sharpe 4.82 \| Sortino 0.00 \| Calmar 32.6 Vol 13% \| MDD -2.5% Months 7M (3%)	CAGR 34.0% \| Win 70% Sharpe 1.07 \| Sortino 1.63 \| Calmar 0.9 Vol 32% \| MDD -36.0% Months 27M (11%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.9% \| Win 62% Sharpe 0.63 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -48.9% Months 200M (84%)	CAGR -30.8% \| Win 40% Sharpe -1.07 \| Sortino -2.24 \| Calmar -3.3 Vol 30% \| MDD -9.4% Months 5M (2%)	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)
RSI neg	CAGR 89.3% \| Win 93% Sharpe 3.53 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 14M (6%)	CAGR 16.9% \| Win 60% Sharpe 0.62 \| Sortino 1.02 \| Calmar 0.5 Vol 34% \| MDD -36.0% Months 20M (8%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.0% \| Win 59% Sharpe 0.71 \| Sortino 1.02 \| Calmar 0.3 Vol 17% \| MDD -35.4% Months 107M (45%)	CAGR 27.8% \| Win 63% Sharpe 1.55 \| Sortino 3.15 \| Calmar 2.2 Vol 17% \| MDD -12.7% Months 30M (13%)	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)
MACDhist neg	CAGR 33.7% \| Win 86% Sharpe 2.74 \| Sortino 3.69 \| Calmar 5.7 Vol 11% \| MDD -6.0% Months 29M (12%)	CAGR 2.9% \| Win 62% Sharpe 0.25 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 73M (30%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)
RSIhist only	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.8% \| Win 60% Sharpe 0.88 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -24.8% Months 134M (56%)	CAGR 46.7% \| Win 67% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 29% \| MDD 0.0% Months 3M (1%)	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)
MACDhist neg	CAGR 13.9% \| Win 72% Sharpe 0.74 \| Sortino 0.69 \| Calmar 0.5 Vol 21% \| MDD -28.0% Months 80M (34%)	CAGR 0.6% \| Win 55% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.0 Vol 35% \| MDD -44.6% Months 22M (9%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.2% \| Win 64% Sharpe 0.90 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -35.3% Months 125M (52%)	CAGR 44.2% \| Win 73% Sharpe 2.00 \| Sortino 5.39 \| Calmar 7.1 Vol 20% \| MDD -6.2% Months 11M (5%)	CAGR 15.5% \| Win 65% Sharpe 1.00 \| Sortino 1.39 \| Calmar 0.6 Vol 16% \| MDD -27.0% Months 136M (57%)
RSIhist neg	CAGR 14.7% \| Win 65% Sharpe 0.75 \| Sortino 0.84 \| Calmar 0.5 Vol 22% \| MDD -28.0% Months 89M (37%)	CAGR -17.8% \| Win 43% Sharpe -0.28 \| Sortino -0.57 \| Calmar -0.4 Vol 41% \| MDD -44.6% Months 14M (6%)	CAGR 9.6% \| Win 62% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 25% \| MDD -52.3% Months 103M (43%)
LWTI only	CAGR 13.9% \| Win 64% Sharpe 0.81 \| Sortino 0.97 \| Calmar 0.4 Vol 18% \| MDD -37.0% Months 214M (90%)	CAGR 5.3% \| Win 56% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 34% \| MDD -44.6% Months 25M (10%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.7% \| Win 62% Sharpe 0.72 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -27.4% Months 167M (70%)	CAGR 30.4% \| Win 64% Sharpe 1.49 \| Sortino 2.68 \| Calmar 4.9 Vol 19% \| MDD -6.2% Months 14M (6%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 58.3% \| Win 80% Sharpe 2.57 \| Sortino 0.00 \| Calmar 11.8 Vol 19% \| MDD -4.9% Months 5M (2%)	CAGR 12.1% \| Win 68% Sharpe 0.53 \| Sortino 0.64 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 53M (22%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
SLmean only	CAGR 11.9% \| Win 62% Sharpe 0.78 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 172M (72%)	CAGR 15.7% \| Win 67% Sharpe 0.66 \| Sortino 0.80 \| Calmar 0.4 Vol 28% \| MDD -44.6% Months 67M (28%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 61% Sharpe 0.75 \| Sortino 1.04 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 173M (72%)	CAGR 25.5% \| Win 75% Sharpe 1.87 \| Sortino 4.25 \| Calmar 5.9 Vol 13% \| MDD -4.3% Months 8M (3%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 12.4% \| Win 64% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.3 Vol 33% \| MDD -44.6% Months 45M (19%)	CAGR 26.9% \| Win 85% Sharpe 2.97 \| Sortino 7.77 \| Calmar 40.7 Vol 8% \| MDD -0.7% Months 13M (5%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
RSmean only	CAGR 11.7% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.2 Vol 21% \| MDD -53.8% Months 218M (91%)	CAGR 26.3% \| Win 81% Sharpe 2.46 \| Sortino 4.61 \| Calmar 6.2 Vol 10% \| MDD -4.3% Months 21M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 62% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.5 Vol 15% \| MDD -24.8% Months 159M (66%)	CAGR 11.8% \| Win 64% Sharpe 0.62 \| Sortino 0.77 \| Calmar 0.4 Vol 22% \| MDD -27.1% Months 22M (9%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 10.0% \| Win 68% Sharpe 0.46 \| Sortino 0.53 \| Calmar 0.4 Vol 33% \| MDD -28.0% Months 28M (12%)	CAGR 20.9% \| Win 70% Sharpe 0.86 \| Sortino 1.16 \| Calmar 0.8 Vol 26% \| MDD -25.3% Months 30M (13%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
MACD only	CAGR 11.8% \| Win 63% Sharpe 0.69 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -37.0% Months 187M (78%)	CAGR 17.0% \| Win 67% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 24% \| MDD -42.6% Months 52M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.73 \| Sortino 1.00 \| Calmar 0.4 Vol 16% \| MDD -29.8% Months 177M (74%)	CAGR 77.5% \| Win 75% Sharpe 3.47 \| Sortino 0.00 \| Calmar 0.0 Vol 17% \| MDD 0.0% Months 4M (2%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR -4.9% \| Win 64% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 27% \| MDD -42.5% Months 28M (12%)	CAGR 38.5% \| Win 73% Sharpe 1.22 \| Sortino 1.76 \| Calmar 1.1 Vol 31% \| MDD -36.0% Months 30M (13%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
RSI only	CAGR 8.6% \| Win 62% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -46.1% Months 205M (86%)	CAGR 42.6% \| Win 74% Sharpe 1.36 \| Sortino 1.93 \| Calmar 1.2 Vol 30% \| MDD -36.0% Months 34M (14%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 60% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -26.8% Months 131M (55%)	CAGR 9.3% \| Win 68% Sharpe 0.66 \| Sortino 0.73 \| Calmar 0.3 Vol 16% \| MDD -27.1% Months 50M (21%)	CAGR 12.1% \| Win 62% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.4 Vol 16% \| MDD -27.1% Months 181M (76%)
MRmean neg	CAGR 45.9% \| Win 67% Sharpe 1.98 \| Sortino 3.08 \| Calmar 7.7 Vol 20% \| MDD -6.0% Months 6M (2%)	CAGR 12.4% \| Win 69% Sharpe 0.54 \| Sortino 0.65 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 52M (22%)	CAGR 15.5% \| Win 69% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.3 Vol 30% \| MDD -44.6% Months 58M (24%)
MACDhist only	CAGR 14.5% \| Win 60% Sharpe 0.90 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -22.8% Months 137M (57%)	CAGR 10.9% \| Win 69% Sharpe 0.55 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.8% Months 102M (43%)