IWM - iShares Russell 2000 ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

130.6%

Best CAGR

Total Months

11.6%

Avg CAGR

IWM 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 IWM

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	4	1.3	130.6	100.0	6.3	0.0	0.0	13.8	0.0
pair	RSI	MACDhist	neg-pos	4	1.3	130.6	100.0	6.3	0.0	0.0	13.8	0.0
pair	RSI	MRmean	pos-neg	10	3.2	104.4	100.0	5.9	0.0	0.0	12.6	0.0
pair	MRmean	RSI	pos-neg	10	3.2	104.4	100.0	5.9	0.0	0.0	12.6	0.0
pair	RSIhist	RSmean	neg-pos	4	1.3	80.2	75.0	3.1	0.0	46.5	19.8	-1.7
pair	RSmean	RSIhist	neg-pos	4	1.3	80.2	75.0	3.1	0.0	46.5	19.8	-1.7
pair	RSI	RSIhist	neg-pos	11	3.6	75.7	90.9	3.4	0.0	0.0	17.4	0.0
pair	RSIhist	RSI	neg-pos	11	3.6	75.7	90.9	3.4	0.0	0.0	17.4	0.0
pair	SLmean	RSI	pos-neg	16	5.2	63.4	87.5	3.3	5.6	11.1	15.5	-5.7
pair	RSI	SLmean	pos-neg	16	5.2	63.4	87.5	3.3	5.6	11.1	15.5	-5.7
pair	RSI	LWTI	neg-pos	36	11.7	41.5	69.4	1.4	1.6	1.9	28.5	-21.5
pair	LWTI	RSI	neg-pos	36	11.7	41.5	69.4	1.4	1.6	1.9	28.5	-21.5
pair	MACD	MACDhist	neg-pos	12	3.9	39.9	75.0	2.1	4.5	6.1	16.4	-6.5
pair	MACDhist	MACD	neg-pos	12	3.9	39.9	75.0	2.1	4.5	6.1	16.4	-6.5
pair	MACDhist	LWTI	pos-neg	6	1.9	38.0	66.7	1.1	169.3	3.0	32.4	-12.6
pair	LWTI	MACDhist	pos-neg	6	1.9	38.0	66.7	1.1	169.3	3.0	32.4	-12.6
pair	MACD	SLmean	pos-neg	30	9.7	34.8	70.0	1.8	4.3	2.8	17.4	-12.4
pair	SLmean	MACD	pos-neg	30	9.7	34.8	70.0	1.8	4.3	2.8	17.4	-12.4
pair	MRmean	MACD	pos-neg	29	9.4	34.1	69.0	1.8	4.2	2.7	17.7	-12.5
pair	MACD	MRmean	pos-neg	29	9.4	34.1	69.0	1.8	4.2	2.7	17.7	-12.5
pair	MACD	RSIhist	neg-pos	28	9.1	32.6	67.9	1.7	4.1	2.7	17.9	-12.1
pair	RSIhist	MACD	neg-pos	28	9.1	32.6	67.9	1.7	4.1	2.7	17.9	-12.1
pair	MACD	RSI	neg-neg	44	14.2	27.0	68.2	1.0	1.4	0.6	27.4	-42.0
pair	RSI	MACD	neg-neg	44	14.2	27.0	68.2	1.0	1.4	0.6	27.4	-42.0
pair	RSmean	RSI	neg-neg	9	2.9	26.7	66.7	0.8	0.8	1.2	35.6	-22.4
pair	RSI	RSmean	neg-neg	9	2.9	26.7	66.7	0.8	0.8	1.2	35.6	-22.4
pair	RSmean	RSI	pos-neg	60	19.4	26.6	66.7	1.0	1.4	1.0	27.5	-26.6
pair	RSI	RSmean	pos-neg	60	19.4	26.6	66.7	1.0	1.4	1.0	27.5	-26.6
single	RSI	RSI	neg-neg	69	22.3	26.6	66.7	1.0	1.3	0.6	28.4	-42.0
pair	MACD	RSI	pos-neg	25	8.1	25.9	64.0	0.9	1.1	1.2	30.6	-21.5
pair	RSI	MACD	pos-neg	25	8.1	25.9	64.0	0.9	1.1	1.2	30.6	-21.5
pair	MRmean	RSmean	pos-neg	9	2.9	24.0	66.7	1.2	3.1	3.0	19.8	-7.9
pair	RSmean	MRmean	pos-neg	9	2.9	24.0	66.7	1.2	3.1	3.0	19.8	-7.9
pair	MACDhist	RSI	neg-neg	65	21.0	22.0	64.6	0.8	1.1	0.5	28.8	-42.0
pair	RSI	MACDhist	neg-neg	65	21.0	22.0	64.6	0.8	1.1	0.5	28.8	-42.0
pair	RSmean	SLmean	pos-neg	9	2.9	20.7	66.7	1.1	2.7	4.2	19.5	-4.9
pair	SLmean	RSmean	pos-neg	9	2.9	20.7	66.7	1.1	2.7	4.2	19.5	-4.9
pair	MACD	LWTI	neg-pos	47	15.2	20.2	59.6	1.0	1.7	0.8	21.2	-24.4
pair	LWTI	MACD	neg-pos	47	15.2	20.2	59.6	1.0	1.7	0.8	21.2	-24.4
pair	MACD	RSmean	pos-neg	52	16.8	19.5	63.5	0.9	1.4	0.7	23.1	-28.0
pair	RSmean	MACD	pos-neg	52	16.8	19.5	63.5	0.9	1.4	0.7	23.1	-28.0
pair	RSI	RSIhist	neg-neg	58	18.8	19.0	62.1	0.7	1.0	0.5	29.8	-42.0
pair	RSIhist	RSI	neg-neg	58	18.8	19.0	62.1	0.7	1.0	0.5	29.8	-42.0
pair	MRmean	SLmean	neg-pos	15	4.9	18.2	73.3	1.2	2.6	1.6	14.5	-11.0
pair	SLmean	MRmean	neg-pos	15	4.9	18.2	73.3	1.2	2.6	1.6	14.5	-11.0
pair	SLmean	RSI	neg-neg	53	17.2	17.2	60.4	0.7	0.9	0.4	31.1	-43.1
pair	RSI	SLmean	neg-neg	53	17.2	17.2	60.4	0.7	0.9	0.4	31.1	-43.1
pair	MRmean	RSI	neg-neg	59	19.1	16.8	61.0	0.7	0.9	0.4	29.7	-42.0
pair	MRmean	LWTI	pos-neg	20	6.5	16.8	60.0	0.8	1.7	1.1	22.7	-14.7
pair	LWTI	MRmean	pos-neg	20	6.5	16.8	60.0	0.8	1.7	1.1	22.7	-14.7
pair	RSI	MRmean	neg-neg	59	19.1	16.8	61.0	0.7	0.9	0.4	29.7	-42.0
pair	LWTI	RSmean	neg-pos	25	8.1	16.5	60.0	0.9	1.9	1.0	20.1	-16.8
pair	RSmean	LWTI	neg-pos	25	8.1	16.5	60.0	0.9	1.9	1.0	20.1	-16.8
pair	MRmean	SLmean	pos-neg	22	7.1	14.1	63.6	0.8	1.4	1.2	19.3	-11.7
pair	SLmean	MRmean	pos-neg	22	7.1	14.1	63.6	0.8	1.4	1.2	19.3	-11.7
single	MACD	MACD	neg-neg	71	23.0	14.0	59.2	0.7	1.0	0.3	24.4	-43.1
pair	RSmean	LWTI	pos-neg	49	15.9	13.3	61.2	0.6	1.2	0.4	24.4	-32.8
pair	LWTI	RSmean	pos-neg	49	15.9	13.3	61.2	0.6	1.2	0.4	24.4	-32.8
pair	RSIhist	MACDhist	neg-pos	43	13.9	12.3	62.8	0.8	1.5	0.8	16.4	-14.7
pair	MACDhist	RSIhist	neg-pos	43	13.9	12.3	62.8	0.8	1.5	0.8	16.4	-14.7
pair	RSI	LWTI	neg-neg	33	10.7	12.2	63.6	0.6	0.8	0.3	28.3	-42.0
pair	LWTI	RSI	neg-neg	33	10.7	12.2	63.6	0.6	0.8	0.3	28.3	-42.0
pair	SLmean	LWTI	pos-neg	30	9.7	11.5	60.0	0.6	1.4	0.9	20.5	-12.6
pair	LWTI	SLmean	pos-neg	30	9.7	11.5	60.0	0.6	1.4	0.9	20.5	-12.6
pair	MRmean	RSIhist	pos-pos	163	52.8	11.0	62.0	0.7	1.4	0.5	15.9	-21.8
pair	RSIhist	MRmean	pos-pos	163	52.8	11.0	62.0	0.7	1.4	0.5	15.9	-21.8
pair	MACDhist	SLmean	pos-neg	76	24.6	10.8	64.5	0.8	1.4	0.8	15.4	-14.0
pair	SLmean	MACDhist	pos-neg	76	24.6	10.8	64.5	0.8	1.4	0.8	15.4	-14.0
pair	SLmean	RSIhist	pos-pos	164	53.1	10.4	61.6	0.7	1.3	0.5	15.8	-21.8
pair	RSIhist	SLmean	pos-pos	164	53.1	10.4	61.6	0.7	1.3	0.5	15.8	-21.8
pair	RSIhist	LWTI	pos-pos	143	46.3	10.3	62.2	0.7	1.3	0.5	14.8	-21.0
pair	LWTI	RSIhist	pos-pos	143	46.3	10.3	62.2	0.7	1.3	0.5	14.8	-21.0
single	RSIhist	RSIhist	pos-pos	168	54.4	10.0	61.3	0.7	1.3	0.4	16.0	-24.1
pair	SLmean	MACDhist	neg-pos	23	7.4	9.7	60.9	0.5	0.9	0.5	22.5	-19.1
single	SLmean	SLmean	pos-pos	207	67.0	9.7	62.8	0.7	1.2	0.3	15.9	-27.5
pair	MACDhist	SLmean	neg-pos	23	7.4	9.7	60.9	0.5	0.9	0.5	22.5	-19.1
pair	MACDhist	LWTI	neg-pos	109	35.3	9.6	62.4	0.5	0.8	0.3	21.3	-31.7
pair	LWTI	MACDhist	neg-pos	109	35.3	9.6	62.4	0.5	0.8	0.3	21.3	-31.7
pair	MRmean	MACDhist	pos-pos	150	48.5	9.6	62.0	0.6	1.1	0.4	16.6	-23.2
single	MRmean	MRmean	pos-pos	214	69.3	9.6	62.1	0.6	1.1	0.4	16.3	-26.7
pair	MACDhist	MRmean	pos-neg	64	20.7	9.6	62.5	0.7	1.2	0.5	15.9	-20.6
pair	MRmean	MACDhist	pos-neg	64	20.7	9.6	62.5	0.7	1.2	0.5	15.9	-20.6
pair	MACDhist	MRmean	pos-pos	150	48.5	9.6	62.0	0.6	1.1	0.4	16.6	-23.2
pair	SLmean	LWTI	pos-pos	177	57.3	9.4	63.3	0.7	1.1	0.5	15.0	-21.2
pair	LWTI	SLmean	pos-pos	177	57.3	9.4	63.3	0.7	1.1	0.5	15.0	-21.2
pair	MACDhist	MACD	neg-neg	59	19.1	9.3	55.9	0.5	0.7	0.2	25.7	-43.3
pair	MACD	MACDhist	neg-neg	59	19.1	9.3	55.9	0.5	0.7	0.2	25.7	-43.3
single	MACDhist	MACDhist	pos-pos	154	49.8	9.2	61.7	0.6	1.0	0.3	17.2	-31.5
pair	RSmean	SLmean	pos-pos	198	64.1	9.2	62.6	0.6	1.1	0.3	15.7	-36.2
pair	SLmean	RSmean	pos-pos	198	64.1	9.2	62.6	0.6	1.1	0.3	15.7	-36.2
pair	MACDhist	RSIhist	pos-pos	125	40.5	9.2	60.8	0.6	1.2	0.4	16.0	-21.0
pair	RSIhist	MACDhist	pos-pos	125	40.5	9.2	60.8	0.6	1.2	0.4	16.0	-21.0
pair	RSmean	MACDhist	pos-pos	154	49.8	9.2	61.7	0.6	1.0	0.3	17.2	-31.5
pair	MACDhist	RSmean	pos-pos	154	49.8	9.2	61.7	0.6	1.0	0.3	17.2	-31.5
pair	RSIhist	RSmean	pos-neg	117	37.9	9.1	63.2	0.5	0.7	0.3	24.0	-27.7
pair	RSmean	RSIhist	pos-neg	117	37.9	9.1	63.2	0.5	0.7	0.3	24.0	-27.7
pair	SLmean	MACDhist	pos-pos	131	42.4	9.1	61.8	0.6	1.1	0.4	16.2	-24.6
pair	MACDhist	SLmean	pos-pos	131	42.4	9.1	61.8	0.6	1.1	0.4	16.2	-24.6
pair	SLmean	MRmean	pos-pos	192	62.1	9.1	62.0	0.6	1.1	0.3	16.0	-26.7
pair	MRmean	SLmean	pos-pos	192	62.1	9.1	62.0	0.6	1.1	0.3	16.0	-26.7
pair	MRmean	RSmean	pos-pos	205	66.3	9.0	62.0	0.6	1.1	0.3	16.2	-25.9
pair	RSmean	MRmean	pos-pos	205	66.3	9.0	62.0	0.6	1.1	0.3	16.2	-25.9
pair	LWTI	MRmean	pos-pos	194	62.8	8.9	62.4	0.6	1.1	0.3	15.6	-26.7
pair	MRmean	LWTI	pos-pos	194	62.8	8.9	62.4	0.6	1.1	0.3	15.6	-26.7
single	RSmean	RSmean	pos-pos	281	90.9	8.9	61.9	0.5	0.8	0.2	19.6	-39.5
pair	RSIhist	MACDhist	pos-neg	29	9.4	8.8	65.5	0.5	0.8	0.5	21.9	-19.1
single	LWTI	LWTI	pos-pos	257	83.2	8.8	61.9	0.6	0.8	0.3	18.6	-32.3
pair	MACDhist	RSIhist	pos-neg	29	9.4	8.8	65.5	0.5	0.8	0.5	21.9	-19.1
pair	RSIhist	RSmean	pos-pos	164	53.1	8.7	61.0	0.6	1.1	0.3	15.9	-30.1
pair	RSmean	RSIhist	pos-pos	164	53.1	8.7	61.0	0.6	1.1	0.3	15.9	-30.1
pair	LWTI	RSIhist	pos-neg	25	8.1	8.7	56.0	0.5	1.2	0.6	22.2	-14.7
pair	RSIhist	LWTI	pos-neg	25	8.1	8.7	56.0	0.5	1.2	0.6	22.2	-14.7
pair	RSmean	MRmean	neg-pos	76	24.6	8.5	61.8	0.4	0.7	0.3	26.8	-26.6
pair	MRmean	RSmean	neg-pos	76	24.6	8.5	61.8	0.4	0.7	0.3	26.8	-26.6
pair	RSmean	MACDhist	pos-neg	127	41.1	8.5	62.2	0.5	0.7	0.2	22.3	-38.3
pair	MACDhist	RSmean	pos-neg	127	41.1	8.5	62.2	0.5	0.7	0.2	22.3	-38.3
pair	MACD	SLmean	neg-pos	61	19.7	8.4	62.3	0.5	0.6	0.4	25.6	-21.5
pair	SLmean	MACD	neg-pos	61	19.7	8.4	62.3	0.5	0.6	0.4	25.6	-21.5
pair	MRmean	LWTI	neg-pos	63	20.4	8.4	60.3	0.5	0.7	0.3	26.0	-24.2
pair	LWTI	MRmean	neg-pos	63	20.4	8.4	60.3	0.5	0.7	0.3	26.0	-24.2
pair	LWTI	MACD	pos-neg	28	9.1	8.3	57.1	0.5	0.9	0.6	22.6	-13.7
pair	MACD	LWTI	pos-neg	28	9.1	8.3	57.1	0.5	0.9	0.6	22.6	-13.7
pair		benchmark___benchmark_	benchmark-benchmark	309	100.0	8.2	61.2	0.5	0.7	0.2	20.0	-52.5
pair	benchmark___benchmark_		benchmark-benchmark	309	100.0	8.2	61.2	0.5	0.7	0.2	20.0	-52.5
pair	MACDhist	LWTI	pos-pos	148	47.9	8.1	61.5	0.6	0.9	0.3	16.4	-26.7
pair	LWTI	MACDhist	pos-pos	148	47.9	8.1	61.5	0.6	0.9	0.3	16.4	-26.7
pair	RSmean	LWTI	pos-pos	232	75.1	8.0	62.1	0.5	0.7	0.2	18.5	-34.7
pair	LWTI	RSmean	pos-pos	232	75.1	8.0	62.1	0.5	0.7	0.2	18.5	-34.7
pair	RSmean	SLmean	neg-pos	83	26.9	8.0	60.2	0.4	0.7	0.3	26.8	-28.3
pair	SLmean	RSmean	neg-pos	83	26.9	8.0	60.2	0.4	0.7	0.3	26.8	-28.3
pair	MACD	MRmean	neg-pos	53	17.2	8.0	64.2	0.4	0.6	0.2	25.7	-32.0
pair	MRmean	MACD	neg-pos	53	17.2	8.0	64.2	0.4	0.6	0.2	25.7	-32.0
pair	RSIhist	MACD	pos-neg	98	31.7	7.4	64.3	0.4	0.6	0.2	22.2	-33.3
pair	MACD	RSIhist	pos-neg	98	31.7	7.4	64.3	0.4	0.6	0.2	22.2	-33.3
pair	LWTI	SLmean	neg-pos	80	25.9	7.3	58.8	0.4	0.6	0.3	24.9	-28.7
pair	SLmean	LWTI	neg-pos	80	25.9	7.3	58.8	0.4	0.6	0.3	24.9	-28.7
single	MACDhist	MACDhist	neg-neg	155	50.2	7.3	60.6	0.4	0.6	0.1	22.5	-51.6
pair	SLmean	RSIhist	pos-neg	43	13.9	7.2	67.4	0.5	0.8	0.3	16.5	-26.8
pair	RSIhist	SLmean	pos-neg	43	13.9	7.2	67.4	0.5	0.8	0.3	16.5	-26.8
pair	MACDhist	RSI	pos-pos	150	48.5	7.0	60.7	0.5	0.8	0.2	16.9	-31.5
pair	RSI	MACDhist	pos-pos	150	48.5	7.0	60.7	0.5	0.8	0.2	16.9	-31.5
pair	RSIhist	LWTI	neg-pos	114	36.9	6.9	61.4	0.4	0.6	0.3	22.6	-26.6
pair	LWTI	RSIhist	neg-pos	114	36.9	6.9	61.4	0.4	0.6	0.3	22.6	-26.6
pair	MACD	MACDhist	pos-pos	142	46.0	6.9	60.6	0.5	0.8	0.2	17.2	-31.5
pair	MACDhist	MACD	pos-pos	142	46.0	6.9	60.6	0.5	0.8	0.2	17.2	-31.5
pair	RSIhist	MRmean	neg-neg	90	29.1	6.8	60.0	0.4	0.6	0.2	26.9	-42.0
pair	MRmean	RSIhist	neg-neg	90	29.1	6.8	60.0	0.4	0.6	0.2	26.9	-42.0
pair	MACD	RSmean	pos-pos	229	74.1	6.6	61.6	0.4	0.6	0.2	18.7	-36.6
pair	RSmean	MACD	pos-pos	229	74.1	6.6	61.6	0.4	0.6	0.2	18.7	-36.6
single	MACD	MACD	pos-pos	238	77.0	6.6	61.8	0.4	0.7	0.2	18.5	-36.6
pair	RSIhist	RSI	pos-pos	157	50.8	6.5	59.2	0.5	0.9	0.2	15.5	-33.6
pair	RSI	RSIhist	pos-pos	157	50.8	6.5	59.2	0.5	0.9	0.2	15.5	-33.6
pair	LWTI	MACD	pos-pos	210	68.0	6.4	62.4	0.4	0.6	0.2	18.0	-32.3
pair	MACD	LWTI	pos-pos	210	68.0	6.4	62.4	0.4	0.6	0.2	18.0	-32.3
pair	MRmean	RSI	pos-pos	204	66.0	6.3	60.3	0.5	0.8	0.2	16.0	-31.3
pair	RSI	MRmean	pos-pos	204	66.0	6.3	60.3	0.5	0.8	0.2	16.0	-31.3
pair	MACD	RSmean	neg-pos	9	2.9	6.3	66.7	0.5	0.7	0.8	13.2	-7.9
pair	RSmean	MACD	neg-pos	9	2.9	6.3	66.7	0.5	0.7	0.8	13.2	-7.9
pair	MRmean	MACD	pos-pos	185	59.9	6.2	61.1	0.5	0.8	0.2	15.9	-35.7
pair	MACD	MRmean	pos-pos	185	59.9	6.2	61.1	0.5	0.8	0.2	15.9	-35.7
single	RSIhist	RSIhist	neg-neg	141	45.6	6.1	61.0	0.4	0.5	0.1	23.9	-43.2
pair	MACD	MACDhist	pos-neg	96	31.1	6.1	63.5	0.4	0.5	0.2	20.4	-31.5
pair	SLmean	RSI	pos-pos	191	61.8	6.1	60.7	0.5	0.8	0.2	15.5	-33.6
pair	RSI	SLmean	pos-pos	191	61.8	6.1	60.7	0.5	0.8	0.2	15.5	-33.6
pair	MACDhist	MACD	pos-neg	96	31.1	6.1	63.5	0.4	0.5	0.2	20.4	-31.5
pair	SLmean	MACD	pos-pos	177	57.3	6.0	61.6	0.5	0.8	0.2	15.4	-36.2
pair	MACD	SLmean	pos-pos	177	57.3	6.0	61.6	0.5	0.8	0.2	15.4	-36.2
pair	RSIhist	MACD	pos-pos	140	45.3	6.0	60.0	0.5	0.8	0.2	15.5	-38.3
pair	MACD	RSIhist	pos-pos	140	45.3	6.0	60.0	0.5	0.8	0.2	15.5	-38.3
pair	MRmean	MACDhist	neg-neg	91	29.4	5.8	59.3	0.3	0.5	0.1	26.3	-42.2
pair	MACDhist	MRmean	neg-neg	91	29.4	5.8	59.3	0.3	0.5	0.1	26.3	-42.2
single	LWTI	LWTI	neg-neg	52	16.8	5.7	57.7	0.3	0.5	0.1	26.0	-46.9
pair	SLmean	RSIhist	neg-neg	98	31.7	5.7	58.2	0.3	0.5	0.1	26.6	-45.2
pair	RSIhist	SLmean	neg-neg	98	31.7	5.7	58.2	0.3	0.5	0.1	26.6	-45.2
pair	RSIhist	MACDhist	neg-neg	112	36.2	5.5	59.8	0.3	0.5	0.1	24.5	-43.2
pair	MACDhist	RSIhist	neg-neg	112	36.2	5.5	59.8	0.3	0.5	0.1	24.5	-43.2
single	MRmean	MRmean	neg-neg	95	30.7	5.3	58.9	0.3	0.5	0.1	26.6	-42.0
single	SLmean	SLmean	neg-neg	102	33.0	5.3	57.8	0.3	0.5	0.1	26.6	-45.2
pair	MRmean	RSIhist	pos-neg	51	16.5	5.1	62.7	0.4	0.6	0.2	17.7	-23.3
pair	RSIhist	MRmean	pos-neg	51	16.5	5.1	62.7	0.4	0.6	0.2	17.7	-23.3
pair	RSI	RSmean	pos-pos	221	71.5	4.5	60.6	0.3	0.6	0.1	16.7	-37.9
pair	RSmean	RSI	pos-pos	221	71.5	4.5	60.6	0.3	0.6	0.1	16.7	-37.9
pair	RSI	MACD	pos-pos	213	68.9	4.5	61.5	0.3	0.6	0.1	16.5	-41.3
pair	MACD	RSI	pos-pos	213	68.9	4.5	61.5	0.3	0.6	0.1	16.5	-41.3
pair	LWTI	RSI	pos-pos	221	71.5	4.2	60.6	0.3	0.5	0.1	16.1	-33.8
pair	RSI	LWTI	pos-pos	221	71.5	4.2	60.6	0.3	0.5	0.1	16.1	-33.8
pair	SLmean	MACDhist	neg-neg	79	25.6	4.1	57.0	0.3	0.4	0.1	27.8	-46.7
pair	MACDhist	SLmean	neg-neg	79	25.6	4.1	57.0	0.3	0.4	0.1	27.8	-46.7
single	RSI	RSI	pos-pos	240	77.7	3.5	59.6	0.3	0.5	0.1	16.6	-36.9
pair	RSIhist	MACD	neg-neg	43	13.9	3.3	53.5	0.3	0.4	0.1	27.7	-42.0
pair	MACD	RSIhist	neg-neg	43	13.9	3.3	53.5	0.3	0.4	0.1	27.7	-42.0
pair	RSIhist	LWTI	neg-neg	27	8.7	3.0	59.3	0.2	0.3	0.1	29.5	-42.0
pair	LWTI	RSIhist	neg-neg	27	8.7	3.0	59.3	0.2	0.3	0.1	29.5	-42.0
pair	MRmean	SLmean	neg-neg	80	25.9	3.0	56.2	0.2	0.4	0.1	28.3	-43.7
pair	SLmean	MRmean	neg-neg	80	25.9	3.0	56.2	0.2	0.4	0.1	28.3	-43.7
pair	MACD	LWTI	neg-neg	24	7.8	2.7	58.3	0.2	0.3	0.1	30.0	-42.0
pair	LWTI	MACD	neg-neg	24	7.8	2.7	58.3	0.2	0.3	0.1	30.0	-42.0
single	RSmean	RSmean	neg-neg	28	9.1	2.1	53.6	0.2	0.3	0.1	24.0	-25.9
pair	MACDhist	LWTI	neg-neg	46	14.9	2.1	56.5	0.2	0.3	0.0	25.3	-46.9
pair	RSmean	MACDhist	neg-neg	28	9.1	2.1	53.6	0.2	0.3	0.1	24.0	-25.9
pair	MACDhist	RSmean	neg-neg	28	9.1	2.1	53.6	0.2	0.3	0.1	24.0	-25.9
pair	LWTI	MACDhist	neg-neg	46	14.9	2.1	56.5	0.2	0.3	0.0	25.3	-46.9
pair	MACD	MRmean	neg-neg	42	13.6	1.9	52.4	0.2	0.3	0.0	27.9	-43.3
pair	MRmean	MACD	neg-neg	42	13.6	1.9	52.4	0.2	0.3	0.0	27.9	-43.3
pair	SLmean	MACD	neg-neg	41	13.3	0.8	51.2	0.2	0.3	0.0	28.2	-43.4
pair	MACD	SLmean	neg-neg	41	13.3	0.8	51.2	0.2	0.3	0.0	28.2	-43.4
pair	RSmean	MACD	neg-neg	19	6.1	0.1	47.4	0.1	0.2	0.0	28.1	-25.5
pair	MACD	RSmean	neg-neg	19	6.1	0.1	47.4	0.1	0.2	0.0	28.1	-25.5
pair	LWTI	MRmean	neg-neg	32	10.4	-0.7	56.2	0.1	0.2	-0.0	28.1	-42.0
pair	MRmean	LWTI	neg-neg	32	10.4	-0.7	56.2	0.1	0.2	-0.0	28.1	-42.0
pair	LWTI	SLmean	neg-neg	22	7.1	-1.8	54.5	0.1	0.2	-0.0	32.5	-42.0
pair	SLmean	LWTI	neg-neg	22	7.1	-1.8	54.5	0.1	0.2	-0.0	32.5	-42.0
pair	RSIhist	RSI	pos-neg	83	26.9	-2.0	60.2	-0.0	-0.0	-0.1	18.5	-35.2
pair	RSI	RSIhist	pos-neg	83	26.9	-2.0	60.2	-0.0	-0.0	-0.1	18.5	-35.2
pair	RSI	MACDhist	pos-neg	90	29.1	-2.2	57.8	-0.1	-0.1	-0.1	16.1	-33.8
pair	MACDhist	RSI	pos-neg	90	29.1	-2.2	57.8	-0.1	-0.1	-0.1	16.1	-33.8
pair	SLmean	RSIhist	neg-pos	4	1.3	-3.5	50.0	-0.0	-0.1	-0.3	29.0	-13.1
pair	RSIhist	SLmean	neg-pos	4	1.3	-3.5	50.0	-0.0	-0.1	-0.3	29.0	-13.1
pair	MACD	RSI	neg-pos	27	8.7	-4.5	44.4	-0.2	-0.4	-0.1	17.5	-34.1
pair	RSI	MACD	neg-pos	27	8.7	-4.5	44.4	-0.2	-0.4	-0.1	17.5	-34.1
pair	LWTI	RSI	pos-neg	19	6.1	-4.7	47.4	-0.1	-0.3	-0.2	21.9	-24.9
pair	RSI	LWTI	pos-neg	19	6.1	-4.7	47.4	-0.1	-0.3	-0.2	21.9	-24.9
pair	RSmean	SLmean	neg-neg	19	6.1	-5.7	47.4	-0.1	-0.1	-0.2	26.1	-23.3
pair	SLmean	RSmean	neg-neg	19	6.1	-5.7	47.4	-0.1	-0.1	-0.2	26.1	-23.3
pair	MACDhist	MRmean	neg-pos	4	1.3	-5.8	50.0	-0.0	-0.1	-0.3	37.7	-17.2
pair	MRmean	MACDhist	neg-pos	4	1.3	-5.8	50.0	-0.0	-0.1	-0.3	37.7	-17.2
pair	SLmean	RSI	neg-pos	49	15.9	-6.2	55.1	-0.2	-0.4	-0.2	20.3	-38.0
pair	RSI	SLmean	neg-pos	49	15.9	-6.2	55.1	-0.2	-0.4	-0.2	20.3	-38.0
pair	MRmean	RSmean	neg-neg	19	6.1	-6.9	47.4	-0.1	-0.2	-0.3	25.9	-23.3
pair	RSmean	MRmean	neg-neg	19	6.1	-6.9	47.4	-0.1	-0.2	-0.3	25.9	-23.3
pair	RSIhist	RSmean	neg-neg	24	7.8	-7.2	50.0	-0.2	-0.2	-0.3	23.9	-25.9
pair	RSmean	RSIhist	neg-neg	24	7.8	-7.2	50.0	-0.2	-0.2	-0.3	23.9	-25.9
pair	RSmean	RSI	neg-pos	19	6.1	-7.9	47.4	-0.4	-0.7	-0.3	16.2	-25.8
pair	RSI	RSmean	neg-pos	19	6.1	-7.9	47.4	-0.4	-0.7	-0.3	16.2	-25.8
pair	RSI	MRmean	neg-pos	36	11.7	-11.2	55.6	-0.5	-0.9	-0.3	19.6	-36.1
pair	MRmean	RSI	neg-pos	36	11.7	-11.2	55.6	-0.5	-0.9	-0.3	19.6	-36.1
pair	MRmean	RSIhist	neg-pos	5	1.6	-18.6	40.0	-0.9	-6.5	-1.7	19.9	-11.0
pair	RSIhist	MRmean	neg-pos	5	1.6	-18.6	40.0	-0.9	-6.5	-1.7	19.9	-11.0
pair	RSmean	LWTI	neg-neg	3	1.0	-66.1	0.0	-2.5	-2.5	-19.0	38.4	-3.5
pair	LWTI	RSmean	neg-neg	3	1.0	-66.1	0.0	-2.5	-2.5	-19.0	38.4	-3.5

All Contingency Tables for IWM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.62 \| Sortino 1.10 \| Calmar 0.3 Vol 16% \| MDD -26.7% Months 192M (62%)	CAGR 14.1% \| Win 64% Sharpe 0.78 \| Sortino 1.42 \| Calmar 1.2 Vol 19% \| MDD -11.7% Months 22M (7%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 18.2% \| Win 73% Sharpe 1.23 \| Sortino 2.62 \| Calmar 1.7 Vol 14% \| MDD -11.0% Months 15M (5%)	CAGR 3.0% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -43.7% Months 80M (26%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
SLmean only	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 62% Sharpe 0.61 \| Sortino 1.07 \| Calmar 0.3 Vol 16% \| MDD -25.9% Months 205M (66%)	CAGR 24.0% \| Win 67% Sharpe 1.18 \| Sortino 3.08 \| Calmar 3.0 Vol 20% \| MDD -7.9% Months 9M (3%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 8.5% \| Win 62% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.3 Vol 27% \| MDD -26.6% Months 76M (25%)	CAGR -6.9% \| Win 47% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.3 Vol 26% \| MDD -23.3% Months 19M (6%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
RSmean only	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.2% \| Win 61% Sharpe 0.46 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 185M (60%)	CAGR 34.1% \| Win 69% Sharpe 1.76 \| Sortino 4.20 \| Calmar 2.7 Vol 18% \| MDD -12.5% Months 29M (9%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 8.0% \| Win 64% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.3 Vol 26% \| MDD -32.0% Months 53M (17%)	CAGR 1.9% \| Win 52% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 28% \| MDD -43.3% Months 42M (14%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 60% Sharpe 0.46 \| Sortino 0.80 \| Calmar 0.2 Vol 16% \| MDD -31.3% Months 204M (66%)	CAGR 104.4% \| Win 100% Sharpe 5.88 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 10M (3%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR -11.2% \| Win 56% Sharpe -0.50 \| Sortino -0.86 \| Calmar -0.3 Vol 20% \| MDD -36.1% Months 36M (12%)	CAGR 16.8% \| Win 61% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.4 Vol 30% \| MDD -42.0% Months 59M (19%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -23.2% Months 150M (48%)	CAGR 9.6% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.5 Vol 16% \| MDD -20.6% Months 64M (21%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR -5.8% \| Win 50% Sharpe -0.02 \| Sortino -0.07 \| Calmar -0.3 Vol 38% \| MDD -17.2% Months 4M (1%)	CAGR 5.8% \| Win 59% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -42.2% Months 91M (29%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.74 \| Sortino 1.39 \| Calmar 0.5 Vol 16% \| MDD -21.8% Months 163M (53%)	CAGR 5.1% \| Win 63% Sharpe 0.37 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -23.3% Months 51M (16%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR -18.6% \| Win 40% Sharpe -0.94 \| Sortino -6.49 \| Calmar -1.7 Vol 20% \| MDD -11.0% Months 5M (2%)	CAGR 6.8% \| Win 60% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.2 Vol 27% \| MDD -42.0% Months 90M (29%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.3 Vol 16% \| MDD -26.7% Months 194M (63%)	CAGR 16.8% \| Win 60% Sharpe 0.79 \| Sortino 1.70 \| Calmar 1.1 Vol 23% \| MDD -14.7% Months 20M (6%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 8.4% \| Win 60% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.3 Vol 26% \| MDD -24.2% Months 63M (20%)	CAGR -0.7% \| Win 56% Sharpe 0.11 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -42.0% Months 32M (10%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.2% \| Win 63% Sharpe 0.64 \| Sortino 1.11 \| Calmar 0.3 Vol 16% \| MDD -36.2% Months 198M (64%)	CAGR 20.7% \| Win 67% Sharpe 1.06 \| Sortino 2.71 \| Calmar 4.2 Vol 20% \| MDD -4.9% Months 9M (3%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR 8.0% \| Win 60% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.3 Vol 27% \| MDD -28.3% Months 83M (27%)	CAGR -5.7% \| Win 47% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.2 Vol 26% \| MDD -23.3% Months 19M (6%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
RSmean only	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 62% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 15% \| MDD -36.2% Months 177M (57%)	CAGR 34.8% \| Win 70% Sharpe 1.82 \| Sortino 4.29 \| Calmar 2.8 Vol 17% \| MDD -12.4% Months 30M (10%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR 8.4% \| Win 62% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.4 Vol 26% \| MDD -21.5% Months 61M (20%)	CAGR 0.8% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 28% \| MDD -43.4% Months 41M (13%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.1% \| Win 61% Sharpe 0.46 \| Sortino 0.79 \| Calmar 0.2 Vol 16% \| MDD -33.6% Months 191M (62%)	CAGR 63.4% \| Win 88% Sharpe 3.30 \| Sortino 5.61 \| Calmar 11.1 Vol 16% \| MDD -5.7% Months 16M (5%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR -6.2% \| Win 55% Sharpe -0.22 \| Sortino -0.38 \| Calmar -0.2 Vol 20% \| MDD -38.0% Months 49M (16%)	CAGR 17.2% \| Win 60% Sharpe 0.67 \| Sortino 0.93 \| Calmar 0.4 Vol 31% \| MDD -43.1% Months 53M (17%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 9.1% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -24.6% Months 131M (42%)	CAGR 10.8% \| Win 64% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.8 Vol 15% \| MDD -14.0% Months 76M (25%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR 9.7% \| Win 61% Sharpe 0.52 \| Sortino 0.94 \| Calmar 0.5 Vol 22% \| MDD -19.1% Months 23M (7%)	CAGR 4.1% \| Win 57% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 28% \| MDD -46.7% Months 79M (26%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 62% Sharpe 0.71 \| Sortino 1.34 \| Calmar 0.5 Vol 16% \| MDD -21.8% Months 164M (53%)	CAGR 7.2% \| Win 67% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 16% \| MDD -26.8% Months 43M (14%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR -3.5% \| Win 50% Sharpe -0.01 \| Sortino -0.09 \| Calmar -0.3 Vol 29% \| MDD -13.1% Months 4M (1%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 98M (32%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.4% \| Win 63% Sharpe 0.68 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -21.2% Months 177M (57%)	CAGR 11.5% \| Win 60% Sharpe 0.63 \| Sortino 1.40 \| Calmar 0.9 Vol 20% \| MDD -12.6% Months 30M (10%)	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)
SLmean neg	CAGR 7.3% \| Win 59% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.3 Vol 25% \| MDD -28.7% Months 80M (26%)	CAGR -1.8% \| Win 55% Sharpe 0.11 \| Sortino 0.16 \| Calmar -0.0 Vol 32% \| MDD -42.0% Months 22M (7%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 19% \| MDD -36.6% Months 229M (74%)	CAGR 19.5% \| Win 64% Sharpe 0.89 \| Sortino 1.44 \| Calmar 0.7 Vol 23% \| MDD -28.0% Months 52M (17%)	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)
RSmean neg	CAGR 6.3% \| Win 67% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.8 Vol 13% \| MDD -7.9% Months 9M (3%)	CAGR 0.1% \| Win 47% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -25.5% Months 19M (6%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.5% \| Win 61% Sharpe 0.35 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -37.9% Months 221M (72%)	CAGR 26.6% \| Win 67% Sharpe 1.00 \| Sortino 1.37 \| Calmar 1.0 Vol 28% \| MDD -26.6% Months 60M (19%)	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)
RSmean neg	CAGR -7.9% \| Win 47% Sharpe -0.42 \| Sortino -0.73 \| Calmar -0.3 Vol 16% \| MDD -25.8% Months 19M (6%)	CAGR 26.7% \| Win 67% Sharpe 0.84 \| Sortino 0.84 \| Calmar 1.2 Vol 36% \| MDD -22.4% Months 9M (3%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 8.5% \| Win 62% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.2 Vol 22% \| MDD -38.3% Months 127M (41%)	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)
RSmean neg	-	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 61% Sharpe 0.61 \| Sortino 1.14 \| Calmar 0.3 Vol 16% \| MDD -30.1% Months 164M (53%)	CAGR 9.1% \| Win 63% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.3 Vol 24% \| MDD -27.7% Months 117M (38%)	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)
RSmean neg	CAGR 80.2% \| Win 75% Sharpe 3.12 \| Sortino 0.00 \| Calmar 46.5 Vol 20% \| MDD -1.7% Months 4M (1%)	CAGR -7.2% \| Win 50% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.3 Vol 24% \| MDD -25.9% Months 24M (8%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.0% \| Win 62% Sharpe 0.51 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -34.7% Months 232M (75%)	CAGR 13.3% \| Win 61% Sharpe 0.63 \| Sortino 1.22 \| Calmar 0.4 Vol 24% \| MDD -32.8% Months 49M (16%)	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)
RSmean neg	CAGR 16.5% \| Win 60% Sharpe 0.86 \| Sortino 1.93 \| Calmar 1.0 Vol 20% \| MDD -16.8% Months 25M (8%)	CAGR -66.1% \| Win 0% Sharpe -2.55 \| Sortino -2.55 \| Calmar -19.0 Vol 38% \| MDD -3.5% Months 3M (1%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.5% \| Win 62% Sharpe 0.35 \| Sortino 0.56 \| Calmar 0.1 Vol 16% \| MDD -41.3% Months 213M (69%)	CAGR 25.9% \| Win 64% Sharpe 0.91 \| Sortino 1.13 \| Calmar 1.2 Vol 31% \| MDD -21.5% Months 25M (8%)	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)
MACD neg	CAGR -4.5% \| Win 44% Sharpe -0.18 \| Sortino -0.37 \| Calmar -0.1 Vol 18% \| MDD -34.1% Months 27M (9%)	CAGR 27.0% \| Win 68% Sharpe 1.02 \| Sortino 1.36 \| Calmar 0.6 Vol 27% \| MDD -42.0% Months 44M (14%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.9% \| Win 61% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -31.5% Months 142M (46%)	CAGR 6.1% \| Win 64% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.2 Vol 20% \| MDD -31.5% Months 96M (31%)	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)
MACD neg	CAGR 39.9% \| Win 75% Sharpe 2.15 \| Sortino 4.45 \| Calmar 6.1 Vol 16% \| MDD -6.5% Months 12M (4%)	CAGR 9.3% \| Win 56% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.2 Vol 26% \| MDD -43.3% Months 59M (19%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.0% \| Win 60% Sharpe 0.45 \| Sortino 0.81 \| Calmar 0.2 Vol 16% \| MDD -38.3% Months 140M (45%)	CAGR 7.4% \| Win 64% Sharpe 0.44 \| Sortino 0.61 \| Calmar 0.2 Vol 22% \| MDD -33.3% Months 98M (32%)	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)
MACD neg	CAGR 32.6% \| Win 68% Sharpe 1.68 \| Sortino 4.08 \| Calmar 2.7 Vol 18% \| MDD -12.1% Months 28M (9%)	CAGR 3.3% \| Win 54% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 28% \| MDD -42.0% Months 43M (14%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.4% \| Win 62% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -32.3% Months 210M (68%)	CAGR 8.3% \| Win 57% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.6 Vol 23% \| MDD -13.7% Months 28M (9%)	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)
MACD neg	CAGR 20.2% \| Win 60% Sharpe 0.98 \| Sortino 1.71 \| Calmar 0.8 Vol 21% \| MDD -24.4% Months 47M (15%)	CAGR 2.7% \| Win 58% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 30% \| MDD -42.0% Months 24M (8%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.0% \| Win 61% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 17% \| MDD -31.5% Months 150M (48%)	CAGR -2.2% \| Win 58% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 16% \| MDD -33.8% Months 90M (29%)	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)
RSI neg	CAGR 130.6% \| Win 100% Sharpe 6.34 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 4M (1%)	CAGR 22.0% \| Win 65% Sharpe 0.84 \| Sortino 1.11 \| Calmar 0.5 Vol 29% \| MDD -42.0% Months 65M (21%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.5% \| Win 59% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.2 Vol 16% \| MDD -33.6% Months 157M (51%)	CAGR -2.0% \| Win 60% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 18% \| MDD -35.2% Months 83M (27%)	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)
RSI neg	CAGR 75.7% \| Win 91% Sharpe 3.40 \| Sortino 0.00 \| Calmar 0.0 Vol 17% \| MDD 0.0% Months 11M (4%)	CAGR 19.0% \| Win 62% Sharpe 0.74 \| Sortino 0.99 \| Calmar 0.5 Vol 30% \| MDD -42.0% Months 58M (19%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.2% \| Win 61% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 16% \| MDD -33.8% Months 221M (72%)	CAGR -4.7% \| Win 47% Sharpe -0.12 \| Sortino -0.27 \| Calmar -0.2 Vol 22% \| MDD -24.9% Months 19M (6%)	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)
RSI neg	CAGR 41.5% \| Win 69% Sharpe 1.38 \| Sortino 1.64 \| Calmar 1.9 Vol 28% \| MDD -21.5% Months 36M (12%)	CAGR 12.2% \| Win 64% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.3 Vol 28% \| MDD -42.0% Months 33M (11%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.2% \| Win 61% Sharpe 0.63 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -21.0% Months 125M (40%)	CAGR 8.8% \| Win 66% Sharpe 0.49 \| Sortino 0.80 \| Calmar 0.5 Vol 22% \| MDD -19.1% Months 29M (9%)	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)
MACDhist neg	CAGR 12.3% \| Win 63% Sharpe 0.79 \| Sortino 1.50 \| Calmar 0.8 Vol 16% \| MDD -14.7% Months 43M (14%)	CAGR 5.5% \| Win 60% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 112M (36%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)
RSIhist only	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.1% \| Win 62% Sharpe 0.56 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -26.7% Months 148M (48%)	CAGR 38.0% \| Win 67% Sharpe 1.14 \| Sortino 169.29 \| Calmar 3.0 Vol 32% \| MDD -12.6% Months 6M (2%)	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)
MACDhist neg	CAGR 9.6% \| Win 62% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.3 Vol 21% \| MDD -31.7% Months 109M (35%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 25% \| MDD -46.9% Months 46M (15%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.3% \| Win 62% Sharpe 0.73 \| Sortino 1.34 \| Calmar 0.5 Vol 15% \| MDD -21.0% Months 143M (46%)	CAGR 8.7% \| Win 56% Sharpe 0.48 \| Sortino 1.16 \| Calmar 0.6 Vol 22% \| MDD -14.7% Months 25M (8%)	CAGR 10.0% \| Win 61% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.4 Vol 16% \| MDD -24.1% Months 168M (54%)
RSIhist neg	CAGR 6.9% \| Win 61% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.3 Vol 23% \| MDD -26.6% Months 114M (37%)	CAGR 3.0% \| Win 59% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 30% \| MDD -42.0% Months 27M (9%)	CAGR 6.1% \| Win 61% Sharpe 0.37 \| Sortino 0.53 \| Calmar 0.1 Vol 24% \| MDD -43.2% Months 141M (46%)
LWTI only	CAGR 8.8% \| Win 62% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 19% \| MDD -32.3% Months 257M (83%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 26% \| MDD -46.9% Months 52M (17%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.62 \| Sortino 1.10 \| Calmar 0.3 Vol 16% \| MDD -26.7% Months 192M (62%)	CAGR 14.1% \| Win 64% Sharpe 0.78 \| Sortino 1.42 \| Calmar 1.2 Vol 19% \| MDD -11.7% Months 22M (7%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 18.2% \| Win 73% Sharpe 1.23 \| Sortino 2.62 \| Calmar 1.7 Vol 14% \| MDD -11.0% Months 15M (5%)	CAGR 3.0% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -43.7% Months 80M (26%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
SLmean only	CAGR 9.7% \| Win 63% Sharpe 0.67 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -27.5% Months 207M (67%)	CAGR 5.3% \| Win 58% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -45.2% Months 102M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 62% Sharpe 0.61 \| Sortino 1.07 \| Calmar 0.3 Vol 16% \| MDD -25.9% Months 205M (66%)	CAGR 24.0% \| Win 67% Sharpe 1.18 \| Sortino 3.08 \| Calmar 3.0 Vol 20% \| MDD -7.9% Months 9M (3%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 8.5% \| Win 62% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.3 Vol 27% \| MDD -26.6% Months 76M (25%)	CAGR -6.9% \| Win 47% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.3 Vol 26% \| MDD -23.3% Months 19M (6%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
RSmean only	CAGR 8.9% \| Win 62% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 20% \| MDD -39.5% Months 281M (91%)	CAGR 2.1% \| Win 54% Sharpe 0.21 \| Sortino 0.27 \| Calmar 0.1 Vol 24% \| MDD -25.9% Months 28M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.2% \| Win 61% Sharpe 0.46 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -35.7% Months 185M (60%)	CAGR 34.1% \| Win 69% Sharpe 1.76 \| Sortino 4.20 \| Calmar 2.7 Vol 18% \| MDD -12.5% Months 29M (9%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR 8.0% \| Win 64% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.3 Vol 26% \| MDD -32.0% Months 53M (17%)	CAGR 1.9% \| Win 52% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 28% \| MDD -43.3% Months 42M (14%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.6% Months 238M (77%)	CAGR 14.0% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -43.1% Months 71M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 60% Sharpe 0.46 \| Sortino 0.80 \| Calmar 0.2 Vol 16% \| MDD -31.3% Months 204M (66%)	CAGR 104.4% \| Win 100% Sharpe 5.88 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 10M (3%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR -11.2% \| Win 56% Sharpe -0.50 \| Sortino -0.86 \| Calmar -0.3 Vol 20% \| MDD -36.1% Months 36M (12%)	CAGR 16.8% \| Win 61% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.4 Vol 30% \| MDD -42.0% Months 59M (19%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
RSI only	CAGR 3.5% \| Win 60% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 240M (78%)	CAGR 26.6% \| Win 67% Sharpe 0.98 \| Sortino 1.28 \| Calmar 0.6 Vol 28% \| MDD -42.0% Months 69M (22%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -23.2% Months 150M (48%)	CAGR 9.6% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.5 Vol 16% \| MDD -20.6% Months 64M (21%)	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 214M (69%)
MRmean neg	CAGR -5.8% \| Win 50% Sharpe -0.02 \| Sortino -0.07 \| Calmar -0.3 Vol 38% \| MDD -17.2% Months 4M (1%)	CAGR 5.8% \| Win 59% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -42.2% Months 91M (29%)	CAGR 5.3% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 95M (31%)
MACDhist only	CAGR 9.2% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -31.5% Months 154M (50%)	CAGR 7.3% \| Win 61% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 22% \| MDD -51.6% Months 155M (50%)