ITB - iShares US Home Construction ETF

Signal Pair Analysis

RSmean-MACD

Best Pair

103.7%

Best CAGR

Total Months

6.5%

Avg CAGR

ITB 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 ITB

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MACD	neg-pos	7	2.9	103.7	85.7	3.7	0.0	57.3	20.2	-1.8
pair	MACD	RSmean	neg-pos	7	2.9	103.7	85.7	3.7	0.0	57.3	20.2	-1.8
pair	RSmean	MACDhist	neg-pos	5	2.1	89.7	60.0	2.0	4.9	15.1	35.6	-5.9
pair	MACDhist	RSmean	neg-pos	5	2.1	89.7	60.0	2.0	4.9	15.1	35.6	-5.9
pair	RSI	MACD	pos-neg	21	8.8	70.5	71.4	1.9	4.3	5.5	32.0	-12.9
pair	MACD	RSI	pos-neg	21	8.8	70.5	71.4	1.9	4.3	5.5	32.0	-12.9
pair	MRmean	RSmean	pos-neg	8	3.3	58.3	75.0	2.1	4.9	9.8	23.9	-5.9
pair	RSmean	MRmean	pos-neg	8	3.3	58.3	75.0	2.1	4.9	9.8	23.9	-5.9
pair	RSmean	SLmean	pos-neg	8	3.3	58.3	75.0	2.1	4.9	9.8	23.9	-5.9
pair	SLmean	RSmean	pos-neg	8	3.3	58.3	75.0	2.1	4.9	9.8	23.9	-5.9
pair	MACDhist	LWTI	pos-neg	10	4.2	37.1	60.0	1.0	2.4	2.5	36.1	-15.1
pair	LWTI	MACDhist	pos-neg	10	4.2	37.1	60.0	1.0	2.4	2.5	36.1	-15.1
pair	RSI	RSmean	neg-pos	11	4.6	35.3	72.7	1.4	2.7	2.5	24.7	-14.3
pair	RSmean	RSI	neg-pos	11	4.6	35.3	72.7	1.4	2.7	2.5	24.7	-14.3
pair	MRmean	MACDhist	neg-pos	12	5.0	34.9	58.3	1.0	1.7	1.5	37.2	-23.7
pair	MACDhist	MRmean	neg-pos	12	5.0	34.9	58.3	1.0	1.7	1.5	37.2	-23.7
pair	MACD	MRmean	neg-pos	43	18.0	29.9	62.8	1.1	2.1	1.4	28.6	-21.5
pair	MRmean	MACD	neg-pos	43	18.0	29.9	62.8	1.1	2.1	1.4	28.6	-21.5
pair	RSIhist	RSmean	neg-neg	16	6.7	28.3	75.0	1.2	1.7	2.6	24.1	-11.0
pair	RSmean	RSIhist	neg-neg	16	6.7	28.3	75.0	1.2	1.7	2.6	24.1	-11.0
pair	LWTI	MACD	pos-neg	25	10.5	28.1	64.0	1.2	3.0	1.9	23.6	-14.6
pair	MACD	LWTI	pos-neg	25	10.5	28.1	64.0	1.2	3.0	1.9	23.6	-14.6
pair	SLmean	RSIhist	pos-neg	29	12.1	27.5	75.9	1.1	1.8	1.4	25.0	-20.4
pair	RSIhist	SLmean	pos-neg	29	12.1	27.5	75.9	1.1	1.8	1.4	25.0	-20.4
pair	RSI	LWTI	pos-neg	19	7.9	25.0	63.2	1.1	2.5	2.0	22.2	-12.8
pair	LWTI	RSI	pos-neg	19	7.9	25.0	63.2	1.1	2.5	2.0	22.2	-12.8
pair	MRmean	SLmean	neg-pos	13	5.4	23.5	69.2	0.9	1.5	2.9	29.2	-8.3
pair	SLmean	MRmean	neg-pos	13	5.4	23.5	69.2	0.9	1.5	2.9	29.2	-8.3
pair	LWTI	RSmean	neg-pos	23	9.6	22.7	69.6	0.9	1.5	1.1	26.1	-19.8
pair	RSmean	LWTI	neg-pos	23	9.6	22.7	69.6	0.9	1.5	1.1	26.1	-19.8
single	RSmean	RSmean	neg-neg	23	9.6	22.7	69.6	0.9	1.5	1.1	26.1	-19.8
pair	MACDhist	MACD	pos-neg	78	32.6	18.8	60.3	0.8	1.5	0.9	26.5	-21.5
pair	MACD	MACDhist	pos-neg	78	32.6	18.8	60.3	0.8	1.5	0.9	26.5	-21.5
pair	MACD	SLmean	pos-pos	119	49.8	17.1	62.2	0.8	1.3	0.4	23.9	-39.5
pair	SLmean	MACD	pos-pos	119	49.8	17.1	62.2	0.8	1.3	0.4	23.9	-39.5
pair	SLmean	LWTI	pos-pos	118	49.4	16.7	62.7	0.8	1.2	0.5	23.4	-36.8
pair	LWTI	SLmean	pos-pos	118	49.4	16.7	62.7	0.8	1.2	0.5	23.4	-36.8
pair	MACDhist	RSIhist	pos-pos	93	38.9	15.2	60.2	0.7	1.2	0.5	25.1	-32.6
pair	RSIhist	MACDhist	pos-pos	93	38.9	15.2	60.2	0.7	1.2	0.5	25.1	-32.6
pair	MACD	RSIhist	pos-pos	91	38.1	14.8	58.2	0.7	1.2	0.4	23.5	-37.9
pair	RSIhist	MACD	pos-pos	91	38.1	14.8	58.2	0.7	1.2	0.4	23.5	-37.9
single	MACD	MACD	pos-pos	168	70.3	14.6	60.1	0.6	1.0	0.4	27.1	-38.9
pair	RSIhist	MACD	pos-neg	77	32.2	14.4	62.3	0.6	0.8	0.4	30.9	-40.0
pair	MACD	RSIhist	pos-neg	77	32.2	14.4	62.3	0.6	0.8	0.4	30.9	-40.0
pair	RSIhist	RSI	pos-pos	98	41.0	13.3	57.1	0.7	1.1	0.3	23.5	-37.9
pair	RSI	RSIhist	pos-pos	98	41.0	13.3	57.1	0.7	1.1	0.3	23.5	-37.9
pair	SLmean	RSI	pos-pos	124	51.9	13.3	60.5	0.7	1.1	0.3	23.3	-39.5
pair	RSI	SLmean	pos-pos	124	51.9	13.3	60.5	0.7	1.1	0.3	23.3	-39.5
pair	LWTI	MACD	pos-pos	143	59.8	12.4	59.4	0.6	0.8	0.3	27.7	-46.5
pair	MACD	LWTI	pos-pos	143	59.8	12.4	59.4	0.6	0.8	0.3	27.7	-46.5
pair	RSmean	RSI	neg-neg	12	5.0	12.1	66.7	0.5	0.8	1.0	28.1	-11.9
pair	RSI	RSmean	neg-neg	12	5.0	12.1	66.7	0.5	0.8	1.0	28.1	-11.9
pair	SLmean	LWTI	neg-neg	28	11.7	12.1	60.7	0.5	0.9	0.3	44.5	-45.4
pair	LWTI	SLmean	neg-neg	28	11.7	12.1	60.7	0.5	0.9	0.3	44.5	-45.4
pair	MACD	RSmean	pos-pos	161	67.4	11.8	59.0	0.6	0.8	0.3	27.1	-38.9
pair	RSmean	MACD	pos-pos	161	67.4	11.8	59.0	0.6	0.8	0.3	27.1	-38.9
pair	MACDhist	SLmean	pos-pos	96	40.2	11.6	59.4	0.6	1.0	0.4	23.8	-28.9
pair	SLmean	MACDhist	pos-pos	96	40.2	11.6	59.4	0.6	1.0	0.4	23.8	-28.9
single	SLmean	SLmean	pos-pos	145	60.7	11.5	61.4	0.6	0.8	0.3	25.5	-43.6
pair	MACDhist	SLmean	pos-neg	49	20.5	11.3	65.3	0.5	0.6	0.4	28.8	-31.0
pair	SLmean	MACDhist	pos-neg	49	20.5	11.3	65.3	0.5	0.6	0.4	28.8	-31.0
pair	MACDhist	MACD	pos-pos	90	37.7	11.1	60.0	0.5	0.7	0.3	27.6	-38.9
pair	MACD	MACDhist	pos-pos	90	37.7	11.1	60.0	0.5	0.7	0.3	27.6	-38.9
pair	RSIhist	RSI	neg-neg	51	21.3	11.0	58.8	0.5	0.9	0.2	38.0	-55.8
pair	RSI	RSIhist	neg-neg	51	21.3	11.0	58.8	0.5	0.9	0.2	38.0	-55.8
pair	RSIhist	RSmean	neg-pos	7	2.9	10.7	57.1	0.5	0.8	1.8	32.0	-5.9
pair	RSmean	RSIhist	neg-pos	7	2.9	10.7	57.1	0.5	0.8	1.8	32.0	-5.9
pair	SLmean	MRmean	pos-pos	132	55.2	10.4	60.6	0.5	0.7	0.2	25.2	-42.6
pair	MRmean	SLmean	pos-pos	132	55.2	10.4	60.6	0.5	0.7	0.2	25.2	-42.6
pair	RSI	LWTI	neg-pos	46	19.2	10.2	60.9	0.5	0.8	0.3	34.6	-39.3
pair	LWTI	RSI	neg-pos	46	19.2	10.2	60.9	0.5	0.8	0.3	34.6	-39.3
pair	MRmean	RSI	neg-neg	64	26.8	10.1	59.4	0.4	0.9	0.1	40.3	-71.3
pair	RSI	MRmean	neg-neg	64	26.8	10.1	59.4	0.4	0.9	0.1	40.3	-71.3
pair	RSI	MACDhist	pos-pos	97	40.6	9.9	58.8	0.5	0.6	0.2	27.3	-38.9
pair	MACDhist	RSI	pos-pos	97	40.6	9.9	58.8	0.5	0.6	0.2	27.3	-38.9
pair	MRmean	MACD	pos-pos	125	52.3	9.8	59.2	0.5	0.7	0.2	26.5	-38.9
pair	MACD	MRmean	pos-pos	125	52.3	9.8	59.2	0.5	0.7	0.2	26.5	-38.9
pair	RSmean	SLmean	pos-pos	137	57.3	9.3	60.6	0.5	0.7	0.2	25.6	-43.6
pair	SLmean	RSmean	pos-pos	137	57.3	9.3	60.6	0.5	0.7	0.2	25.6	-43.6
pair	RSIhist	MRmean	neg-neg	73	30.5	9.0	60.3	0.4	0.8	0.2	34.0	-57.4
pair	RSI	MRmean	pos-pos	132	55.2	9.0	58.3	0.5	0.6	0.2	26.3	-38.9
pair	MRmean	RSIhist	neg-neg	73	30.5	9.0	60.3	0.4	0.8	0.2	34.0	-57.4
pair	MRmean	RSI	pos-pos	132	55.2	9.0	58.3	0.5	0.6	0.2	26.3	-38.9
pair	SLmean	MACD	neg-pos	49	20.5	8.8	55.1	0.4	0.6	0.2	33.8	-40.3
pair	MACD	SLmean	neg-pos	49	20.5	8.8	55.1	0.4	0.6	0.2	33.8	-40.3
pair	MACDhist	RSmean	neg-neg	18	7.5	8.7	72.2	0.5	0.8	0.4	22.6	-19.8
pair	RSmean	MACDhist	neg-neg	18	7.5	8.7	72.2	0.5	0.8	0.4	22.6	-19.8
pair	RSIhist	MACDhist	neg-neg	80	33.5	8.6	62.5	0.4	0.8	0.1	32.0	-57.4
single	MACDhist	MACDhist	pos-pos	123	51.5	8.6	57.7	0.4	0.6	0.2	28.5	-40.5
pair	MACDhist	RSIhist	neg-neg	80	33.5	8.6	62.5	0.4	0.8	0.1	32.0	-57.4
pair	RSIhist	MRmean	pos-pos	113	47.3	8.3	58.4	0.4	0.6	0.2	26.2	-33.1
pair	MRmean	RSIhist	pos-pos	113	47.3	8.3	58.4	0.4	0.6	0.2	26.2	-33.1
pair	RSIhist	LWTI	pos-pos	99	41.4	8.3	58.6	0.5	0.7	0.3	24.6	-32.6
pair	LWTI	RSIhist	pos-pos	99	41.4	8.3	58.6	0.5	0.7	0.3	24.6	-32.6
pair	RSI	MACD	pos-pos	147	61.5	8.3	58.5	0.4	0.6	0.2	25.9	-39.1
pair	MACD	RSI	pos-pos	147	61.5	8.3	58.5	0.4	0.6	0.2	25.9	-39.1
pair	SLmean	RSIhist	pos-pos	116	48.5	7.9	57.8	0.4	0.6	0.2	25.7	-43.6
pair	RSIhist	SLmean	pos-pos	116	48.5	7.9	57.8	0.4	0.6	0.2	25.7	-43.6
pair	MRmean	LWTI	neg-neg	37	15.5	7.4	59.5	0.4	0.7	0.2	40.8	-47.3
pair	LWTI	MRmean	neg-neg	37	15.5	7.4	59.5	0.4	0.7	0.2	40.8	-47.3
pair	RSmean	MRmean	neg-neg	15	6.3	7.1	66.7	0.4	0.6	0.4	27.1	-19.8
pair	MRmean	RSmean	neg-neg	15	6.3	7.1	66.7	0.4	0.6	0.4	27.1	-19.8
pair	RSmean	SLmean	neg-neg	15	6.3	7.1	66.7	0.4	0.6	0.4	27.1	-19.8
pair	SLmean	RSmean	neg-neg	15	6.3	7.1	66.7	0.4	0.6	0.4	27.1	-19.8
single	RSI	RSI	pos-pos	157	65.7	6.9	58.0	0.4	0.6	0.2	25.7	-39.1
pair	LWTI	MACDhist	pos-pos	113	47.3	6.4	57.5	0.4	0.5	0.1	27.8	-41.3
pair	MACDhist	LWTI	pos-pos	113	47.3	6.4	57.5	0.4	0.5	0.1	27.8	-41.3
single	RSIhist	RSIhist	pos-pos	129	54.0	6.3	57.4	0.4	0.5	0.1	29.1	-53.3
pair	LWTI	MRmean	pos-pos	132	55.2	6.3	58.3	0.4	0.5	0.2	26.6	-38.9
pair	MRmean	LWTI	pos-pos	132	55.2	6.3	58.3	0.4	0.5	0.2	26.6	-38.9
pair	MACDhist	MRmean	pos-pos	111	46.4	6.1	57.7	0.4	0.5	0.2	27.5	-38.9
pair	MRmean	MACDhist	pos-pos	111	46.4	6.1	57.7	0.4	0.5	0.2	27.5	-38.9
pair	RSIhist	RSmean	pos-pos	122	51.0	6.1	57.4	0.3	0.5	0.1	29.1	-44.5
pair	RSmean	RSIhist	pos-pos	122	51.0	6.1	57.4	0.3	0.5	0.1	29.1	-44.5
pair	RSmean	MACDhist	pos-pos	118	49.4	6.1	57.6	0.4	0.5	0.1	28.1	-46.6
pair	MACDhist	RSmean	pos-pos	118	49.4	6.1	57.6	0.4	0.5	0.1	28.1	-46.6
single	MRmean	MRmean	neg-neg	89	37.2	6.1	58.4	0.3	0.6	0.1	36.1	-73.8
single	LWTI	LWTI	pos-pos	184	77.0	6.0	58.2	0.3	0.5	0.1	28.4	-54.6
pair	RSmean	MRmean	neg-pos	74	31.0	5.9	56.8	0.3	0.6	0.1	37.8	-64.5
pair	MRmean	RSmean	neg-pos	74	31.0	5.9	56.8	0.3	0.6	0.1	37.8	-64.5
pair	MACDhist	LWTI	neg-pos	71	29.7	5.3	59.2	0.3	0.6	0.1	29.5	-44.4
pair	LWTI	MACDhist	neg-pos	71	29.7	5.3	59.2	0.3	0.6	0.1	29.5	-44.4
pair	LWTI	MRmean	neg-pos	52	21.8	5.1	57.7	0.3	0.6	0.1	32.8	-45.6
pair	MRmean	LWTI	neg-pos	52	21.8	5.1	57.7	0.3	0.6	0.1	32.8	-45.6
pair	RSI	RSmean	pos-pos	146	61.1	5.0	56.8	0.3	0.4	0.1	25.8	-39.1
pair	RSmean	RSI	pos-pos	146	61.1	5.0	56.8	0.3	0.4	0.1	25.8	-39.1
pair		benchmark___benchmark_	benchmark-benchmark	239	100.0	4.9	58.2	0.3	0.5	0.1	31.1	-81.9
pair	benchmark___benchmark_		benchmark-benchmark	239	100.0	4.9	58.2	0.3	0.5	0.1	31.1	-81.9
pair	RSI	LWTI	pos-pos	138	57.7	4.6	57.2	0.3	0.4	0.1	26.1	-46.5
pair	LWTI	RSI	pos-pos	138	57.7	4.6	57.2	0.3	0.4	0.1	26.1	-46.5
single	MRmean	MRmean	pos-pos	150	62.8	4.3	58.0	0.3	0.4	0.1	27.8	-38.9
pair	RSI	MACDhist	neg-pos	26	10.9	4.1	53.8	0.3	0.5	0.1	33.2	-29.3
pair	MACDhist	RSI	neg-pos	26	10.9	4.1	53.8	0.3	0.5	0.1	33.2	-29.3
pair	RSmean	LWTI	pos-pos	161	67.4	3.8	56.5	0.3	0.4	0.1	28.7	-46.6
pair	LWTI	RSmean	pos-pos	161	67.4	3.8	56.5	0.3	0.4	0.1	28.7	-46.6
pair	SLmean	MRmean	neg-neg	76	31.8	3.3	56.6	0.3	0.5	0.1	37.3	-70.5
pair	MRmean	SLmean	neg-neg	76	31.8	3.3	56.6	0.3	0.5	0.1	37.3	-70.5
pair	LWTI	RSIhist	neg-pos	85	35.6	3.3	57.6	0.3	0.4	0.1	32.4	-47.1
pair	RSIhist	LWTI	neg-pos	85	35.6	3.3	57.6	0.3	0.4	0.1	32.4	-47.1
single	RSIhist	RSIhist	neg-neg	110	46.0	3.3	59.1	0.3	0.4	0.1	33.4	-57.4
single	RSmean	RSmean	pos-pos	216	90.4	3.2	56.9	0.3	0.4	0.0	31.6	-75.5
pair	RSIhist	LWTI	neg-neg	25	10.5	3.2	64.0	0.3	0.5	0.1	37.4	-39.3
pair	LWTI	RSIhist	neg-neg	25	10.5	3.2	64.0	0.3	0.5	0.1	37.4	-39.3
pair	MACDhist	RSI	pos-neg	60	25.1	2.3	56.7	0.2	0.3	0.1	23.0	-25.5
pair	RSI	MACDhist	pos-neg	60	25.1	2.3	56.7	0.2	0.3	0.1	23.0	-25.5
pair	MACDhist	MACD	neg-pos	33	13.8	2.2	51.5	0.2	0.4	0.1	31.1	-40.5
pair	MACD	MACDhist	neg-pos	33	13.8	2.2	51.5	0.2	0.4	0.1	31.1	-40.5
pair	MRmean	MACDhist	neg-neg	77	32.2	2.2	58.4	0.2	0.4	0.0	36.1	-73.8
pair	MACDhist	MRmean	neg-neg	77	32.2	2.2	58.4	0.2	0.4	0.0	36.1	-73.8
pair	RSmean	MRmean	pos-pos	142	59.4	1.8	57.0	0.2	0.3	0.1	28.0	-38.9
pair	MRmean	RSmean	pos-pos	142	59.4	1.8	57.0	0.2	0.3	0.1	28.0	-38.9
pair	SLmean	RSI	pos-neg	21	8.8	1.5	66.7	0.2	0.3	0.0	36.8	-43.6
pair	RSI	SLmean	pos-neg	21	8.8	1.5	66.7	0.2	0.3	0.0	36.8	-43.6
pair	RSmean	LWTI	pos-neg	55	23.0	1.4	58.2	0.2	0.4	0.0	39.2	-63.6
pair	LWTI	RSmean	pos-neg	55	23.0	1.4	58.2	0.2	0.4	0.0	39.2	-63.6
single	LWTI	LWTI	neg-neg	55	23.0	1.4	58.2	0.2	0.4	0.0	39.2	-63.6
single	RSI	RSI	neg-neg	82	34.3	1.3	58.5	0.2	0.4	0.0	39.7	-80.2
pair	SLmean	RSI	neg-neg	61	25.5	1.2	55.7	0.2	0.5	0.0	40.9	-67.6
pair	RSI	SLmean	neg-neg	61	25.5	1.2	55.7	0.2	0.5	0.0	40.9	-67.6
single	MACDhist	MACDhist	neg-neg	116	48.5	1.1	58.6	0.2	0.3	0.0	33.8	-81.9
pair	RSIhist	LWTI	pos-neg	30	12.6	-0.0	53.3	0.2	0.3	-0.0	41.2	-42.6
pair	LWTI	RSIhist	pos-neg	30	12.6	-0.0	53.3	0.2	0.3	-0.0	41.2	-42.6
pair	MACDhist	RSI	neg-neg	56	23.4	-0.0	60.7	0.2	0.4	-0.0	42.6	-80.2
pair	RSI	MACDhist	neg-neg	56	23.4	-0.0	60.7	0.2	0.4	-0.0	42.6	-80.2
pair	RSmean	MACDhist	pos-neg	98	41.0	-0.2	56.1	0.2	0.3	-0.0	35.5	-75.5
pair	MACDhist	RSmean	pos-neg	98	41.0	-0.2	56.1	0.2	0.3	-0.0	35.5	-75.5
pair	RSI	RSmean	pos-neg	70	29.3	-0.5	57.1	0.2	0.3	-0.0	41.5	-75.5
pair	RSmean	RSI	pos-neg	70	29.3	-0.5	57.1	0.2	0.3	-0.0	41.5	-75.5
pair	RSmean	RSIhist	pos-neg	94	39.3	-0.5	56.4	0.2	0.3	-0.0	34.8	-53.4
pair	RSIhist	RSmean	pos-neg	94	39.3	-0.5	56.4	0.2	0.3	-0.0	34.8	-53.4
pair	MRmean	MACDhist	pos-neg	39	16.3	-0.9	59.0	0.1	0.1	-0.0	29.1	-19.2
pair	MACDhist	MRmean	pos-neg	39	16.3	-0.9	59.0	0.1	0.1	-0.0	29.1	-19.2
pair	MACDhist	SLmean	neg-pos	27	11.3	-1.4	51.9	0.2	0.2	-0.0	41.6	-52.1
pair	SLmean	MACDhist	neg-pos	27	11.3	-1.4	51.9	0.2	0.2	-0.0	41.6	-52.1
pair	RSmean	MACD	neg-neg	16	6.7	-1.7	62.5	0.1	0.1	-0.1	26.2	-19.8
pair	MACD	RSmean	neg-neg	16	6.7	-1.7	62.5	0.1	0.1	-0.1	26.2	-19.8
pair	RSIhist	RSI	pos-neg	59	24.7	-3.0	59.3	0.1	0.1	-0.1	29.0	-52.9
pair	RSI	RSIhist	pos-neg	59	24.7	-3.0	59.3	0.1	0.1	-0.1	29.0	-52.9
pair	RSI	MRmean	neg-pos	25	10.5	-3.5	56.0	-0.1	-0.1	-0.1	22.3	-32.2
pair	MRmean	RSI	neg-pos	25	10.5	-3.5	56.0	-0.1	-0.1	-0.1	22.3	-32.2
pair	RSIhist	SLmean	neg-neg	81	33.9	-4.2	53.1	0.1	0.1	-0.1	35.9	-60.1
pair	SLmean	RSIhist	neg-neg	81	33.9	-4.2	53.1	0.1	0.1	-0.1	35.9	-60.1
single	SLmean	SLmean	neg-neg	94	39.3	-4.5	53.2	0.1	0.1	-0.1	38.2	-70.5
pair	LWTI	MACDhist	neg-neg	45	18.8	-5.2	57.8	0.1	0.1	-0.1	39.9	-63.6
pair	MACDhist	LWTI	neg-neg	45	18.8	-5.2	57.8	0.1	0.1	-0.1	39.9	-63.6
pair	MACDhist	SLmean	neg-neg	67	28.0	-5.7	53.7	0.0	0.0	-0.1	37.1	-70.5
pair	SLmean	MACDhist	neg-neg	67	28.0	-5.7	53.7	0.0	0.0	-0.1	37.1	-70.5
pair	RSIhist	SLmean	neg-pos	13	5.4	-6.2	53.8	0.1	0.3	-0.2	52.2	-34.5
pair	SLmean	RSIhist	neg-pos	13	5.4	-6.2	53.8	0.1	0.3	-0.2	52.2	-34.5
pair	MRmean	RSIhist	neg-pos	16	6.7	-6.3	50.0	0.1	0.1	-0.1	45.9	-41.9
pair	RSIhist	MRmean	neg-pos	16	6.7	-6.3	50.0	0.1	0.1	-0.1	45.9	-41.9
pair	SLmean	RSmean	neg-pos	79	33.1	-6.6	50.6	0.0	0.1	-0.1	40.1	-59.9
pair	RSmean	SLmean	neg-pos	79	33.1	-6.6	50.6	0.0	0.1	-0.1	40.1	-59.9
pair	MRmean	RSIhist	pos-neg	37	15.5	-7.1	56.8	-0.1	-0.1	-0.2	32.6	-43.2
pair	RSIhist	MRmean	pos-neg	37	15.5	-7.1	56.8	-0.1	-0.1	-0.2	32.6	-43.2
pair	LWTI	SLmean	pos-neg	27	11.3	-8.5	55.6	-0.1	-0.1	-0.2	33.3	-43.6
pair	SLmean	LWTI	pos-neg	27	11.3	-8.5	55.6	-0.1	-0.1	-0.2	33.3	-43.6
pair	LWTI	RSI	neg-neg	36	15.1	-9.2	55.6	0.0	0.0	-0.1	45.8	-63.6
pair	RSI	LWTI	neg-neg	36	15.1	-9.2	55.6	0.0	0.0	-0.1	45.8	-63.6
pair	RSIhist	MACDhist	pos-neg	30	12.6	-9.6	50.0	-0.1	-0.1	-0.2	37.2	-54.4
pair	MACDhist	RSIhist	pos-neg	30	12.6	-9.6	50.0	-0.1	-0.1	-0.2	37.2	-54.4
pair	MRmean	LWTI	pos-neg	18	7.5	-9.8	55.6	-0.1	-0.1	-0.5	36.5	-18.3
pair	LWTI	MRmean	pos-neg	18	7.5	-9.8	55.6	-0.1	-0.1	-0.5	36.5	-18.3
pair	LWTI	SLmean	neg-pos	66	27.6	-10.8	50.0	-0.1	-0.2	-0.2	35.4	-65.4
pair	SLmean	LWTI	neg-pos	66	27.6	-10.8	50.0	-0.1	-0.2	-0.2	35.4	-65.4
pair	MACD	SLmean	pos-neg	26	10.9	-10.9	57.7	-0.2	-0.2	-0.2	32.0	-43.6
pair	SLmean	MACD	pos-neg	26	10.9	-10.9	57.7	-0.2	-0.2	-0.2	32.0	-43.6
pair	RSIhist	MACD	neg-pos	38	15.9	-11.5	55.3	-0.1	-0.2	-0.2	39.5	-53.3
pair	MACD	RSIhist	neg-pos	38	15.9	-11.5	55.3	-0.1	-0.2	-0.2	39.5	-53.3
pair	MACD	RSI	neg-pos	10	4.2	-11.8	50.0	-0.5	-0.7	-0.5	21.5	-25.3
pair	RSI	MACD	neg-pos	10	4.2	-11.8	50.0	-0.5	-0.7	-0.5	21.5	-25.3
pair	MRmean	MACD	neg-neg	46	19.2	-12.2	54.3	-0.1	-0.2	-0.2	41.7	-73.8
pair	MACD	MRmean	neg-neg	46	19.2	-12.2	54.3	-0.1	-0.2	-0.2	41.7	-73.8
pair	RSI	RSIhist	neg-pos	31	13.0	-13.0	58.1	-0.1	-0.2	-0.2	42.6	-53.3
pair	RSIhist	RSI	neg-pos	31	13.0	-13.0	58.1	-0.1	-0.2	-0.2	42.6	-53.3
pair	RSIhist	MACDhist	neg-pos	36	15.1	-13.6	50.0	-0.2	-0.3	-0.3	37.5	-53.3
pair	MACDhist	RSIhist	neg-pos	36	15.1	-13.6	50.0	-0.2	-0.3	-0.3	37.5	-53.3
pair	MACD	LWTI	neg-pos	41	17.2	-13.7	53.7	-0.3	-0.6	-0.2	30.4	-54.6
pair	LWTI	MACD	neg-pos	41	17.2	-13.7	53.7	-0.3	-0.6	-0.2	30.4	-54.6
pair	RSI	SLmean	neg-pos	33	13.8	-14.2	48.5	-0.3	-0.4	-0.2	33.0	-59.6
pair	SLmean	RSI	neg-pos	33	13.8	-14.2	48.5	-0.3	-0.4	-0.2	33.0	-59.6
single	MACD	MACD	neg-neg	71	29.7	-14.9	53.5	-0.2	-0.4	-0.2	38.8	-81.9
pair	RSI	MACD	neg-neg	61	25.5	-15.4	54.1	-0.2	-0.3	-0.2	41.0	-80.2
pair	MACD	RSI	neg-neg	61	25.5	-15.4	54.1	-0.2	-0.3	-0.2	41.0	-80.2
pair	LWTI	MACD	neg-neg	30	12.6	-16.5	53.3	-0.1	-0.2	-0.3	48.5	-63.6
pair	MACD	LWTI	neg-neg	30	12.6	-16.5	53.3	-0.1	-0.2	-0.3	48.5	-63.6
pair	SLmean	MACD	neg-neg	45	18.8	-17.1	51.1	-0.2	-0.5	-0.2	42.6	-70.5
pair	MACD	SLmean	neg-neg	45	18.8	-17.1	51.1	-0.2	-0.5	-0.2	42.6	-70.5
pair	RSmean	MACD	pos-neg	55	23.0	-18.4	50.9	-0.3	-0.5	-0.2	41.9	-75.5
pair	MACD	RSmean	pos-neg	55	23.0	-18.4	50.9	-0.3	-0.5	-0.2	41.9	-75.5
pair	MACD	RSIhist	neg-neg	33	13.8	-18.6	51.5	-0.3	-0.7	-0.3	38.5	-57.4
pair	RSIhist	MACD	neg-neg	33	13.8	-18.6	51.5	-0.3	-0.7	-0.3	38.5	-57.4
pair	MACD	MRmean	pos-neg	25	10.5	-19.6	52.0	-0.5	-0.5	-0.5	33.4	-37.5
pair	MRmean	MACD	pos-neg	25	10.5	-19.6	52.0	-0.5	-0.5	-0.5	33.4	-37.5
pair	MRmean	RSI	pos-neg	18	7.5	-24.7	55.6	-0.6	-0.6	-1.0	37.1	-23.8
pair	RSI	MRmean	pos-neg	18	7.5	-24.7	55.6	-0.6	-0.6	-1.0	37.1	-23.8
pair	MACD	MACDhist	neg-neg	38	15.9	-27.4	55.3	-0.5	-1.0	-0.3	44.5	-81.9
pair	MACDhist	MACD	neg-neg	38	15.9	-27.4	55.3	-0.5	-1.0	-0.3	44.5	-81.9
pair	SLmean	MRmean	pos-neg	18	7.5	-31.5	38.9	-0.7	-0.9	-0.6	41.7	-54.5
pair	MRmean	SLmean	pos-neg	18	7.5	-31.5	38.9	-0.7	-0.9	-0.6	41.7	-54.5

All Contingency Tables for ITB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 61% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 25% \| MDD -42.6% Months 132M (55%)	CAGR -31.5% \| Win 39% Sharpe -0.68 \| Sortino -0.90 \| Calmar -0.6 Vol 42% \| MDD -54.5% Months 18M (8%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 23.5% \| Win 69% Sharpe 0.86 \| Sortino 1.52 \| Calmar 2.8 Vol 29% \| MDD -8.3% Months 13M (5%)	CAGR 3.3% \| Win 57% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.0 Vol 37% \| MDD -70.5% Months 76M (32%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
SLmean only	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 57% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -38.9% Months 142M (59%)	CAGR 58.3% \| Win 75% Sharpe 2.06 \| Sortino 4.89 \| Calmar 9.8 Vol 24% \| MDD -5.9% Months 8M (3%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 5.9% \| Win 57% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -64.5% Months 74M (31%)	CAGR 7.1% \| Win 67% Sharpe 0.38 \| Sortino 0.63 \| Calmar 0.4 Vol 27% \| MDD -19.8% Months 15M (6%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
RSmean only	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 59% Sharpe 0.49 \| Sortino 0.67 \| Calmar 0.3 Vol 26% \| MDD -38.9% Months 125M (52%)	CAGR -19.6% \| Win 52% Sharpe -0.47 \| Sortino -0.54 \| Calmar -0.5 Vol 33% \| MDD -37.5% Months 25M (10%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 29.9% \| Win 63% Sharpe 1.06 \| Sortino 2.13 \| Calmar 1.4 Vol 29% \| MDD -21.5% Months 43M (18%)	CAGR -12.2% \| Win 54% Sharpe -0.11 \| Sortino -0.24 \| Calmar -0.2 Vol 42% \| MDD -73.8% Months 46M (19%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
MACD only	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 58% Sharpe 0.46 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -38.9% Months 132M (55%)	CAGR -24.7% \| Win 56% Sharpe -0.56 \| Sortino -0.64 \| Calmar -1.0 Vol 37% \| MDD -23.8% Months 18M (8%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR -3.5% \| Win 56% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 22% \| MDD -32.2% Months 25M (10%)	CAGR 10.1% \| Win 59% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.1 Vol 40% \| MDD -71.3% Months 64M (27%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
RSI only	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 58% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.2 Vol 28% \| MDD -38.9% Months 111M (46%)	CAGR -0.9% \| Win 59% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 29% \| MDD -19.2% Months 39M (16%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 34.9% \| Win 58% Sharpe 0.98 \| Sortino 1.72 \| Calmar 1.5 Vol 37% \| MDD -23.7% Months 12M (5%)	CAGR 2.2% \| Win 58% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.0 Vol 36% \| MDD -73.8% Months 77M (32%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 26% \| MDD -33.1% Months 113M (47%)	CAGR -7.1% \| Win 57% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.2 Vol 33% \| MDD -43.2% Months 37M (16%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR -6.3% \| Win 50% Sharpe 0.07 \| Sortino 0.14 \| Calmar -0.2 Vol 46% \| MDD -41.9% Months 16M (7%)	CAGR 9.0% \| Win 60% Sharpe 0.42 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -57.4% Months 73M (30%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 58% Sharpe 0.37 \| Sortino 0.49 \| Calmar 0.2 Vol 27% \| MDD -38.9% Months 132M (55%)	CAGR -9.8% \| Win 56% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.5 Vol 36% \| MDD -18.3% Months 18M (8%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 5.1% \| Win 58% Sharpe 0.31 \| Sortino 0.58 \| Calmar 0.1 Vol 33% \| MDD -45.6% Months 52M (22%)	CAGR 7.4% \| Win 60% Sharpe 0.37 \| Sortino 0.70 \| Calmar 0.2 Vol 41% \| MDD -47.3% Months 37M (16%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 61% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 26% \| MDD -43.6% Months 137M (57%)	CAGR 58.3% \| Win 75% Sharpe 2.06 \| Sortino 4.89 \| Calmar 9.8 Vol 24% \| MDD -5.9% Months 8M (3%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR -6.6% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 40% \| MDD -59.9% Months 79M (33%)	CAGR 7.1% \| Win 67% Sharpe 0.38 \| Sortino 0.63 \| Calmar 0.4 Vol 27% \| MDD -19.8% Months 15M (6%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
RSmean only	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 17.1% \| Win 62% Sharpe 0.79 \| Sortino 1.29 \| Calmar 0.4 Vol 24% \| MDD -39.5% Months 119M (50%)	CAGR -10.9% \| Win 58% Sharpe -0.19 \| Sortino -0.20 \| Calmar -0.2 Vol 32% \| MDD -43.6% Months 26M (11%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR 8.8% \| Win 55% Sharpe 0.42 \| Sortino 0.59 \| Calmar 0.2 Vol 34% \| MDD -40.3% Months 49M (20%)	CAGR -17.1% \| Win 51% Sharpe -0.23 \| Sortino -0.52 \| Calmar -0.2 Vol 43% \| MDD -70.5% Months 45M (19%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
MACD only	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.3% \| Win 60% Sharpe 0.66 \| Sortino 1.05 \| Calmar 0.3 Vol 23% \| MDD -39.5% Months 124M (52%)	CAGR 1.5% \| Win 67% Sharpe 0.23 \| Sortino 0.26 \| Calmar 0.0 Vol 37% \| MDD -43.6% Months 21M (9%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR -14.2% \| Win 48% Sharpe -0.29 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -59.6% Months 33M (14%)	CAGR 1.2% \| Win 56% Sharpe 0.23 \| Sortino 0.47 \| Calmar 0.0 Vol 41% \| MDD -67.6% Months 61M (26%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
RSI only	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 59% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.4 Vol 24% \| MDD -28.9% Months 96M (40%)	CAGR 11.3% \| Win 65% Sharpe 0.53 \| Sortino 0.57 \| Calmar 0.4 Vol 29% \| MDD -31.0% Months 49M (20%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR -1.4% \| Win 52% Sharpe 0.18 \| Sortino 0.24 \| Calmar -0.0 Vol 42% \| MDD -52.1% Months 27M (11%)	CAGR -5.7% \| Win 54% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 37% \| MDD -70.5% Months 67M (28%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 58% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.2 Vol 26% \| MDD -43.6% Months 116M (48%)	CAGR 27.5% \| Win 76% Sharpe 1.10 \| Sortino 1.76 \| Calmar 1.4 Vol 25% \| MDD -20.4% Months 29M (12%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR -6.2% \| Win 54% Sharpe 0.11 \| Sortino 0.28 \| Calmar -0.2 Vol 52% \| MDD -34.5% Months 13M (5%)	CAGR -4.2% \| Win 53% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.1 Vol 36% \| MDD -60.1% Months 81M (34%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 16.7% \| Win 63% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.5 Vol 23% \| MDD -36.8% Months 118M (49%)	CAGR -8.5% \| Win 56% Sharpe -0.09 \| Sortino -0.11 \| Calmar -0.2 Vol 33% \| MDD -43.6% Months 27M (11%)	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)
SLmean neg	CAGR -10.8% \| Win 50% Sharpe -0.14 \| Sortino -0.22 \| Calmar -0.2 Vol 35% \| MDD -65.4% Months 66M (28%)	CAGR 12.1% \| Win 61% Sharpe 0.47 \| Sortino 0.94 \| Calmar 0.3 Vol 44% \| MDD -45.4% Months 28M (12%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 11.8% \| Win 59% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 27% \| MDD -38.9% Months 161M (67%)	CAGR -18.4% \| Win 51% Sharpe -0.27 \| Sortino -0.48 \| Calmar -0.2 Vol 42% \| MDD -75.5% Months 55M (23%)	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)
RSmean neg	CAGR 103.7% \| Win 86% Sharpe 3.71 \| Sortino 0.00 \| Calmar 57.3 Vol 20% \| MDD -1.8% Months 7M (3%)	CAGR -1.7% \| Win 62% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.1 Vol 26% \| MDD -19.8% Months 16M (7%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)
MACD only	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 57% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -39.1% Months 146M (61%)	CAGR -0.5% \| Win 57% Sharpe 0.20 \| Sortino 0.35 \| Calmar -0.0 Vol 42% \| MDD -75.5% Months 70M (29%)	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)
RSmean neg	CAGR 35.3% \| Win 73% Sharpe 1.35 \| Sortino 2.69 \| Calmar 2.5 Vol 25% \| MDD -14.3% Months 11M (5%)	CAGR 12.1% \| Win 67% Sharpe 0.54 \| Sortino 0.81 \| Calmar 1.0 Vol 28% \| MDD -11.9% Months 12M (5%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)
RSI only	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 6.1% \| Win 58% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -46.6% Months 118M (49%)	CAGR -0.2% \| Win 56% Sharpe 0.17 \| Sortino 0.27 \| Calmar -0.0 Vol 36% \| MDD -75.5% Months 98M (41%)	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)
RSmean neg	CAGR 89.7% \| Win 60% Sharpe 1.98 \| Sortino 4.93 \| Calmar 15.1 Vol 36% \| MDD -5.9% Months 5M (2%)	CAGR 8.7% \| Win 72% Sharpe 0.48 \| Sortino 0.79 \| Calmar 0.4 Vol 23% \| MDD -19.8% Months 18M (8%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.1% \| Win 57% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 29% \| MDD -44.5% Months 122M (51%)	CAGR -0.5% \| Win 56% Sharpe 0.16 \| Sortino 0.26 \| Calmar -0.0 Vol 35% \| MDD -53.4% Months 94M (39%)	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)
RSmean neg	CAGR 10.7% \| Win 57% Sharpe 0.45 \| Sortino 0.82 \| Calmar 1.8 Vol 32% \| MDD -5.9% Months 7M (3%)	CAGR 28.3% \| Win 75% Sharpe 1.16 \| Sortino 1.69 \| Calmar 2.6 Vol 24% \| MDD -11.0% Months 16M (7%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 29% \| MDD -46.6% Months 161M (67%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)
RSmean neg	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)	-	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.3% \| Win 58% Sharpe 0.44 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 147M (62%)	CAGR 70.5% \| Win 71% Sharpe 1.85 \| Sortino 4.32 \| Calmar 5.5 Vol 32% \| MDD -12.9% Months 21M (9%)	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)
MACD neg	CAGR -11.8% \| Win 50% Sharpe -0.48 \| Sortino -0.70 \| Calmar -0.5 Vol 22% \| MDD -25.3% Months 10M (4%)	CAGR -15.4% \| Win 54% Sharpe -0.20 \| Sortino -0.35 \| Calmar -0.2 Vol 41% \| MDD -80.2% Months 61M (26%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)
RSI only	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.1% \| Win 60% Sharpe 0.53 \| Sortino 0.68 \| Calmar 0.3 Vol 28% \| MDD -38.9% Months 90M (38%)	CAGR 18.8% \| Win 60% Sharpe 0.78 \| Sortino 1.48 \| Calmar 0.9 Vol 26% \| MDD -21.5% Months 78M (33%)	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)
MACD neg	CAGR 2.2% \| Win 52% Sharpe 0.22 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -40.5% Months 33M (14%)	CAGR -27.4% \| Win 55% Sharpe -0.49 \| Sortino -1.02 \| Calmar -0.3 Vol 44% \| MDD -81.9% Months 38M (16%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 14.8% \| Win 58% Sharpe 0.71 \| Sortino 1.19 \| Calmar 0.4 Vol 24% \| MDD -37.9% Months 91M (38%)	CAGR 14.4% \| Win 62% Sharpe 0.59 \| Sortino 0.83 \| Calmar 0.4 Vol 31% \| MDD -40.0% Months 77M (32%)	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)
MACD neg	CAGR -11.5% \| Win 55% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.2 Vol 40% \| MDD -53.3% Months 38M (16%)	CAGR -18.6% \| Win 52% Sharpe -0.34 \| Sortino -0.71 \| Calmar -0.3 Vol 38% \| MDD -57.4% Months 33M (14%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 12.4% \| Win 59% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.3 Vol 28% \| MDD -46.5% Months 143M (60%)	CAGR 28.1% \| Win 64% Sharpe 1.17 \| Sortino 2.97 \| Calmar 1.9 Vol 24% \| MDD -14.6% Months 25M (10%)	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)
MACD neg	CAGR -13.7% \| Win 54% Sharpe -0.33 \| Sortino -0.57 \| Calmar -0.3 Vol 30% \| MDD -54.6% Months 41M (17%)	CAGR -16.5% \| Win 53% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.3 Vol 48% \| MDD -63.6% Months 30M (13%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.9% \| Win 59% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.3 Vol 27% \| MDD -38.9% Months 97M (41%)	CAGR 2.3% \| Win 57% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.1 Vol 23% \| MDD -25.5% Months 60M (25%)	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)
RSI neg	CAGR 4.1% \| Win 54% Sharpe 0.28 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -29.3% Months 26M (11%)	CAGR -0.0% \| Win 61% Sharpe 0.21 \| Sortino 0.39 \| Calmar -0.0 Vol 43% \| MDD -80.2% Months 56M (23%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 13.3% \| Win 57% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -37.9% Months 98M (41%)	CAGR -3.0% \| Win 59% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -52.9% Months 59M (25%)	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)
RSI neg	CAGR -13.0% \| Win 58% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.2 Vol 43% \| MDD -53.3% Months 31M (13%)	CAGR 11.0% \| Win 59% Sharpe 0.46 \| Sortino 0.92 \| Calmar 0.2 Vol 38% \| MDD -55.8% Months 51M (21%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.6% \| Win 57% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 26% \| MDD -46.5% Months 138M (58%)	CAGR 25.0% \| Win 63% Sharpe 1.12 \| Sortino 2.52 \| Calmar 2.0 Vol 22% \| MDD -12.8% Months 19M (8%)	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)
RSI neg	CAGR 10.2% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.3 Vol 35% \| MDD -39.3% Months 46M (19%)	CAGR -9.2% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 46% \| MDD -63.6% Months 36M (15%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.2% \| Win 60% Sharpe 0.69 \| Sortino 1.16 \| Calmar 0.5 Vol 25% \| MDD -32.6% Months 93M (39%)	CAGR -9.6% \| Win 50% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.2 Vol 37% \| MDD -54.4% Months 30M (13%)	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)
MACDhist neg	CAGR -13.6% \| Win 50% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.3 Vol 38% \| MDD -53.3% Months 36M (15%)	CAGR 8.6% \| Win 62% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.1 Vol 32% \| MDD -57.4% Months 80M (34%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)
RSIhist only	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.4% \| Win 57% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.2 Vol 28% \| MDD -41.3% Months 113M (47%)	CAGR 37.1% \| Win 60% Sharpe 1.04 \| Sortino 2.40 \| Calmar 2.5 Vol 36% \| MDD -15.1% Months 10M (4%)	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)
MACDhist neg	CAGR 5.3% \| Win 59% Sharpe 0.32 \| Sortino 0.56 \| Calmar 0.1 Vol 30% \| MDD -44.4% Months 71M (30%)	CAGR -5.2% \| Win 58% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -63.6% Months 45M (19%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 8.3% \| Win 59% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.3 Vol 25% \| MDD -32.6% Months 99M (41%)	CAGR -0.0% \| Win 53% Sharpe 0.20 \| Sortino 0.30 \| Calmar -0.0 Vol 41% \| MDD -42.6% Months 30M (13%)	CAGR 6.3% \| Win 57% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -53.3% Months 129M (54%)
RSIhist neg	CAGR 3.3% \| Win 58% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 32% \| MDD -47.1% Months 85M (36%)	CAGR 3.2% \| Win 64% Sharpe 0.27 \| Sortino 0.49 \| Calmar 0.1 Vol 37% \| MDD -39.3% Months 25M (10%)	CAGR 3.3% \| Win 59% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -57.4% Months 110M (46%)
LWTI only	CAGR 6.0% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -54.6% Months 184M (77%)	CAGR 1.4% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 39% \| MDD -63.6% Months 55M (23%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 61% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 25% \| MDD -42.6% Months 132M (55%)	CAGR -31.5% \| Win 39% Sharpe -0.68 \| Sortino -0.90 \| Calmar -0.6 Vol 42% \| MDD -54.5% Months 18M (8%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 23.5% \| Win 69% Sharpe 0.86 \| Sortino 1.52 \| Calmar 2.8 Vol 29% \| MDD -8.3% Months 13M (5%)	CAGR 3.3% \| Win 57% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.0 Vol 37% \| MDD -70.5% Months 76M (32%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
SLmean only	CAGR 11.5% \| Win 61% Sharpe 0.56 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -43.6% Months 145M (61%)	CAGR -4.5% \| Win 53% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 94M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 57% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -38.9% Months 142M (59%)	CAGR 58.3% \| Win 75% Sharpe 2.06 \| Sortino 4.89 \| Calmar 9.8 Vol 24% \| MDD -5.9% Months 8M (3%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 5.9% \| Win 57% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -64.5% Months 74M (31%)	CAGR 7.1% \| Win 67% Sharpe 0.38 \| Sortino 0.63 \| Calmar 0.4 Vol 27% \| MDD -19.8% Months 15M (6%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
RSmean only	CAGR 3.2% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.0 Vol 32% \| MDD -75.5% Months 216M (90%)	CAGR 22.7% \| Win 70% Sharpe 0.91 \| Sortino 1.54 \| Calmar 1.1 Vol 26% \| MDD -19.8% Months 23M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 59% Sharpe 0.49 \| Sortino 0.67 \| Calmar 0.3 Vol 26% \| MDD -38.9% Months 125M (52%)	CAGR -19.6% \| Win 52% Sharpe -0.47 \| Sortino -0.54 \| Calmar -0.5 Vol 33% \| MDD -37.5% Months 25M (10%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 29.9% \| Win 63% Sharpe 1.06 \| Sortino 2.13 \| Calmar 1.4 Vol 29% \| MDD -21.5% Months 43M (18%)	CAGR -12.2% \| Win 54% Sharpe -0.11 \| Sortino -0.24 \| Calmar -0.2 Vol 42% \| MDD -73.8% Months 46M (19%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
MACD only	CAGR 14.6% \| Win 60% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.4 Vol 27% \| MDD -38.9% Months 168M (70%)	CAGR -14.9% \| Win 54% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 39% \| MDD -81.9% Months 71M (30%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 58% Sharpe 0.46 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -38.9% Months 132M (55%)	CAGR -24.7% \| Win 56% Sharpe -0.56 \| Sortino -0.64 \| Calmar -1.0 Vol 37% \| MDD -23.8% Months 18M (8%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR -3.5% \| Win 56% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 22% \| MDD -32.2% Months 25M (10%)	CAGR 10.1% \| Win 59% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.1 Vol 40% \| MDD -71.3% Months 64M (27%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
RSI only	CAGR 6.9% \| Win 58% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 26% \| MDD -39.1% Months 157M (66%)	CAGR 1.3% \| Win 58% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.0 Vol 40% \| MDD -80.2% Months 82M (34%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 58% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.2 Vol 28% \| MDD -38.9% Months 111M (46%)	CAGR -0.9% \| Win 59% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 29% \| MDD -19.2% Months 39M (16%)	CAGR 4.3% \| Win 58% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -38.9% Months 150M (63%)
MRmean neg	CAGR 34.9% \| Win 58% Sharpe 0.98 \| Sortino 1.72 \| Calmar 1.5 Vol 37% \| MDD -23.7% Months 12M (5%)	CAGR 2.2% \| Win 58% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.0 Vol 36% \| MDD -73.8% Months 77M (32%)	CAGR 6.1% \| Win 58% Sharpe 0.34 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -73.8% Months 89M (37%)
MACDhist only	CAGR 8.6% \| Win 58% Sharpe 0.44 \| Sortino 0.62 \| Calmar 0.2 Vol 28% \| MDD -40.5% Months 123M (52%)	CAGR 1.1% \| Win 59% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -81.9% Months 116M (48%)