IXJ - iShares Global Healthcare ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

35.8%

Best CAGR

Total Months

7.6%

Avg CAGR

IXJ 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 IXJ

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	1.4	35.8	75.0	2.3	0.0	1608.3	13.9	-0.0
pair	RSI	MACDhist	neg-pos	4	1.4	35.8	75.0	2.3	0.0	1608.3	13.9	-0.0
pair	MACD	SLmean	pos-neg	18	6.1	31.0	77.8	2.8	7.7	9.4	10.1	-3.3
pair	SLmean	MACD	pos-neg	18	6.1	31.0	77.8	2.8	7.7	9.4	10.1	-3.3
pair	MRmean	MACDhist	neg-pos	11	3.8	30.8	63.6	2.2	5.5	6.5	12.6	-4.7
pair	MACDhist	MRmean	neg-pos	11	3.8	30.8	63.6	2.2	5.5	6.5	12.6	-4.7
pair	RSI	MACD	neg-pos	8	2.7	29.9	75.0	2.4	44.8	18.6	11.3	-1.6
pair	MACD	RSI	neg-pos	8	2.7	29.9	75.0	2.4	44.8	18.6	11.3	-1.6
pair	SLmean	RSI	pos-neg	11	3.8	29.3	81.8	2.9	4.2	8.9	9.3	-3.3
pair	RSI	SLmean	pos-neg	11	3.8	29.3	81.8	2.9	4.2	8.9	9.3	-3.3
pair	RSI	MACD	pos-neg	20	6.8	27.7	80.0	2.0	4.2	7.9	12.4	-3.5
pair	MACD	RSI	pos-neg	20	6.8	27.7	80.0	2.0	4.2	7.9	12.4	-3.5
pair	MRmean	SLmean	neg-pos	9	3.1	27.6	77.8	1.7	2.2	4.0	15.2	-6.9
pair	SLmean	MRmean	neg-pos	9	3.1	27.6	77.8	1.7	2.2	4.0	15.2	-6.9
pair	LWTI	RSIhist	pos-neg	16	5.5	24.1	68.8	1.7	2.4	3.3	13.4	-7.3
pair	RSIhist	LWTI	pos-neg	16	5.5	24.1	68.8	1.7	2.4	3.3	13.4	-7.3
pair	MRmean	MACD	pos-neg	17	5.8	23.6	76.5	2.4	6.0	7.2	9.2	-3.3
pair	MACD	MRmean	pos-neg	17	5.8	23.6	76.5	2.4	6.0	7.2	9.2	-3.3
pair	RSmean	MACDhist	neg-pos	4	1.4	23.0	50.0	1.9	24.7	20.0	11.4	-1.1
pair	MACDhist	RSmean	neg-pos	4	1.4	23.0	50.0	1.9	24.7	20.0	11.4	-1.1
pair	MACD	RSIhist	neg-pos	24	8.2	21.6	70.8	1.9	5.0	2.8	10.5	-7.7
pair	RSIhist	MACD	neg-pos	24	8.2	21.6	70.8	1.9	5.0	2.8	10.5	-7.7
pair	SLmean	LWTI	pos-neg	19	6.5	20.4	73.7	1.6	2.0	2.9	12.2	-6.9
pair	LWTI	SLmean	pos-neg	19	6.5	20.4	73.7	1.6	2.0	2.9	12.2	-6.9
pair	MRmean	MACD	neg-pos	52	17.7	20.4	69.2	1.4	3.1	1.6	13.6	-12.7
pair	MACD	MRmean	neg-pos	52	17.7	20.4	69.2	1.4	3.1	1.6	13.6	-12.7
pair	MACD	MACDhist	neg-pos	6	2.0	20.1	66.7	1.6	31.6	12.5	11.7	-1.6
pair	MACDhist	MACD	neg-pos	6	2.0	20.1	66.7	1.6	31.6	12.5	11.7	-1.6
pair	SLmean	MACDhist	neg-pos	31	10.6	18.6	64.5	1.3	2.0	1.8	14.4	-10.3
pair	MACDhist	SLmean	neg-pos	31	10.6	18.6	64.5	1.3	2.0	1.8	14.4	-10.3
pair	RSIhist	MACDhist	pos-neg	45	15.4	18.0	66.7	1.2	1.9	1.8	14.1	-10.3
pair	MACDhist	RSIhist	pos-neg	45	15.4	18.0	66.7	1.2	1.9	1.8	14.1	-10.3
pair	MRmean	LWTI	pos-neg	14	4.8	17.9	64.3	1.7	3.1	4.2	10.1	-4.3
pair	LWTI	MRmean	pos-neg	14	4.8	17.9	64.3	1.7	3.1	4.2	10.1	-4.3
pair	MACD	SLmean	neg-pos	71	24.2	17.8	66.2	1.3	2.5	1.3	13.8	-13.3
pair	SLmean	MACD	neg-pos	71	24.2	17.8	66.2	1.3	2.5	1.3	13.8	-13.3
pair	RSI	RSIhist	neg-pos	16	5.5	17.6	68.8	1.6	3.6	2.3	10.4	-7.7
pair	RSIhist	RSI	neg-pos	16	5.5	17.6	68.8	1.6	3.6	2.3	10.4	-7.7
pair	RSI	MRmean	pos-neg	10	3.4	16.9	80.0	2.3	2.6	5.1	6.8	-3.3
pair	MRmean	RSI	pos-neg	10	3.4	16.9	80.0	2.3	2.6	5.1	6.8	-3.3
pair	LWTI	MACD	pos-neg	17	5.8	16.1	64.7	1.1	1.9	2.3	14.9	-6.9
pair	MACD	LWTI	pos-neg	17	5.8	16.1	64.7	1.1	1.9	2.3	14.9	-6.9
pair	RSI	MRmean	neg-pos	33	11.3	15.7	63.6	1.1	2.4	1.2	14.2	-13.0
pair	MRmean	RSI	neg-pos	33	11.3	15.7	63.6	1.1	2.4	1.2	14.2	-13.0
pair	RSmean	MRmean	neg-pos	63	21.5	15.2	66.7	0.9	1.4	0.4	17.2	-34.2
pair	MRmean	RSmean	neg-pos	63	21.5	15.2	66.7	0.9	1.4	0.4	17.2	-34.2
pair	MACD	RSIhist	pos-neg	108	36.9	14.4	67.6	1.1	1.9	1.1	13.7	-13.4
pair	RSIhist	MACD	pos-neg	108	36.9	14.4	67.6	1.1	1.9	1.1	13.7	-13.4
pair	SLmean	RSI	neg-pos	52	17.7	14.0	61.5	1.0	2.0	1.0	14.2	-14.2
pair	RSI	SLmean	neg-pos	52	17.7	14.0	61.5	1.0	2.0	1.0	14.2	-14.2
pair	RSmean	RSI	pos-neg	43	14.7	13.3	69.8	0.8	1.0	0.5	17.2	-26.4
pair	RSI	RSmean	pos-neg	43	14.7	13.3	69.8	0.8	1.0	0.5	17.2	-26.4
pair	SLmean	RSmean	neg-pos	81	27.6	12.6	64.2	0.8	1.2	0.4	16.4	-29.2
pair	RSmean	SLmean	neg-pos	81	27.6	12.6	64.2	0.8	1.2	0.4	16.4	-29.2
pair	RSIhist	RSmean	pos-neg	108	36.9	12.5	67.6	0.8	1.2	0.4	15.7	-28.9
pair	RSmean	RSIhist	pos-neg	108	36.9	12.5	67.6	0.8	1.2	0.4	15.7	-28.9
pair	LWTI	MACDhist	neg-neg	32	10.9	12.3	68.8	0.7	0.9	0.4	19.7	-31.5
pair	MACDhist	LWTI	neg-neg	32	10.9	12.3	68.8	0.7	0.9	0.4	19.7	-31.5
pair	LWTI	RSI	neg-neg	22	7.5	12.1	68.2	0.6	0.8	0.5	21.9	-26.4
pair	RSI	LWTI	neg-neg	22	7.5	12.1	68.2	0.6	0.8	0.5	21.9	-26.4
pair	RSI	RSIhist	pos-neg	88	30.0	11.6	64.8	0.8	1.5	0.6	14.0	-18.0
pair	RSIhist	RSI	pos-neg	88	30.0	11.6	64.8	0.8	1.5	0.6	14.0	-18.0
pair	MRmean	SLmean	pos-neg	27	9.2	11.4	63.0	0.8	1.4	1.1	14.2	-10.8
pair	SLmean	MRmean	pos-neg	27	9.2	11.4	63.0	0.8	1.4	1.1	14.2	-10.8
single	LWTI	LWTI	neg-neg	35	11.9	11.3	65.7	0.7	0.8	0.4	18.9	-31.5
pair	RSmean	LWTI	pos-neg	35	11.9	11.3	65.7	0.7	0.8	0.4	18.9	-31.5
pair	LWTI	RSmean	pos-neg	35	11.9	11.3	65.7	0.7	0.8	0.4	18.9	-31.5
pair	RSIhist	SLmean	neg-pos	8	2.7	10.7	62.5	1.0	2.5	1.4	11.0	-7.7
pair	SLmean	RSIhist	neg-pos	8	2.7	10.7	62.5	1.0	2.5	1.4	11.0	-7.7
pair	RSIhist	SLmean	pos-neg	39	13.3	10.4	71.8	0.8	1.2	0.6	13.5	-17.4
pair	SLmean	RSIhist	pos-neg	39	13.3	10.4	71.8	0.8	1.2	0.6	13.5	-17.4
pair	RSI	LWTI	pos-neg	13	4.4	9.9	61.5	0.8	1.1	2.3	13.1	-4.3
pair	LWTI	RSI	pos-neg	13	4.4	9.9	61.5	0.8	1.1	2.3	13.1	-4.3
pair	MACDhist	LWTI	pos-pos	166	56.7	9.7	64.5	0.8	1.3	0.5	12.1	-18.4
pair	LWTI	MACDhist	pos-pos	166	56.7	9.7	64.5	0.8	1.3	0.5	12.1	-18.4
pair	RSIhist	LWTI	neg-pos	108	36.9	9.6	62.0	0.7	1.4	0.5	14.0	-21.2
pair	LWTI	RSIhist	neg-pos	108	36.9	9.6	62.0	0.7	1.4	0.5	14.0	-21.2
single	MACDhist	MACDhist	pos-pos	169	57.7	9.6	63.9	0.8	1.3	0.5	12.0	-19.0
pair	MACDhist	RSmean	pos-pos	165	56.3	9.3	64.2	0.8	1.2	0.5	12.0	-19.0
pair	RSmean	MACDhist	pos-pos	165	56.3	9.3	64.2	0.8	1.2	0.5	12.0	-19.0
pair	MACDhist	MACD	pos-pos	163	55.6	9.2	63.8	0.8	1.2	0.5	12.0	-19.0
pair	MACD	MACDhist	pos-pos	163	55.6	9.2	63.8	0.8	1.2	0.5	12.0	-19.0
pair	MRmean	LWTI	neg-pos	57	19.5	9.1	56.1	0.7	1.7	0.4	13.6	-22.9
pair	LWTI	MRmean	neg-pos	57	19.5	9.1	56.1	0.7	1.7	0.4	13.6	-22.9
pair	RSI	MACDhist	pos-pos	165	56.3	9.0	63.6	0.8	1.2	0.5	12.0	-19.0
pair	MACDhist	RSI	pos-pos	165	56.3	9.0	63.6	0.8	1.2	0.5	12.0	-19.0
pair	SLmean	LWTI	neg-pos	80	27.3	9.0	58.8	0.7	1.5	0.4	13.7	-21.7
pair	LWTI	SLmean	neg-pos	80	27.3	9.0	58.8	0.7	1.5	0.4	13.7	-21.7
pair	MRmean	RSIhist	neg-neg	69	23.5	8.8	59.4	0.6	0.9	0.2	16.7	-37.2
pair	RSIhist	MRmean	neg-neg	69	23.5	8.8	59.4	0.6	0.9	0.2	16.7	-37.2
pair	MACD	RSmean	pos-neg	31	10.6	8.7	64.5	0.5	0.7	0.3	18.5	-26.4
pair	RSmean	MACD	pos-neg	31	10.6	8.7	64.5	0.5	0.7	0.3	18.5	-26.4
pair	MACD	RSmean	pos-pos	238	81.2	8.7	63.4	0.7	1.2	0.4	12.5	-21.9
pair	RSmean	MACD	pos-pos	238	81.2	8.7	63.4	0.7	1.2	0.4	12.5	-21.9
single	RSmean	RSmean	pos-pos	269	91.8	8.7	63.6	0.7	1.1	0.2	13.3	-36.3
single	MRmean	MRmean	neg-neg	78	26.6	8.5	59.0	0.6	0.9	0.2	16.5	-40.0
pair	RSmean	LWTI	pos-pos	234	79.9	8.3	63.2	0.7	1.2	0.4	12.3	-18.9
pair	LWTI	RSmean	pos-pos	234	79.9	8.3	63.2	0.7	1.2	0.4	12.3	-18.9
single	RSIhist	RSIhist	neg-neg	127	43.3	8.3	62.2	0.6	0.9	0.3	15.5	-30.7
single	MACD	MACD	pos-pos	250	85.3	8.2	62.8	0.7	1.2	0.3	12.5	-23.8
pair	MRmean	MACDhist	pos-pos	158	53.9	8.2	63.9	0.7	1.1	0.5	11.9	-18.5
pair	MACDhist	MRmean	pos-pos	158	53.9	8.2	63.9	0.7	1.1	0.5	11.9	-18.5
pair	MRmean	RSIhist	pos-neg	58	19.8	7.8	65.5	0.6	0.9	0.5	14.1	-14.3
pair	RSIhist	MRmean	pos-neg	58	19.8	7.8	65.5	0.6	0.9	0.5	14.1	-14.3
pair	RSmean	RSI	pos-pos	226	77.1	7.8	62.4	0.7	1.1	0.4	12.4	-19.8
pair	RSI	RSmean	pos-pos	226	77.1	7.8	62.4	0.7	1.1	0.4	12.4	-19.8
pair	LWTI	MACD	pos-pos	233	79.5	7.7	62.7	0.7	1.1	0.4	12.3	-19.4
pair	RSmean	MACDhist	pos-neg	104	35.5	7.7	62.5	0.6	0.9	0.2	15.1	-36.3
single	SLmean	SLmean	neg-neg	96	32.8	7.7	58.3	0.6	0.9	0.2	16.0	-32.8
pair	MACDhist	RSmean	pos-neg	104	35.5	7.7	62.5	0.6	0.9	0.2	15.1	-36.3
pair	MACD	LWTI	pos-pos	233	79.5	7.7	62.7	0.7	1.1	0.4	12.3	-19.4
pair	SLmean	MACDhist	pos-pos	138	47.1	7.6	63.8	0.7	1.1	0.5	11.4	-16.9
pair	MACDhist	SLmean	pos-pos	138	47.1	7.6	63.8	0.7	1.1	0.5	11.4	-16.9
single	RSI	RSI	pos-pos	238	81.2	7.4	61.8	0.6	1.1	0.4	12.4	-19.8
pair	RSIhist	SLmean	neg-neg	88	30.0	7.4	58.0	0.5	0.8	0.2	16.4	-34.2
pair	SLmean	RSIhist	neg-neg	88	30.0	7.4	58.0	0.5	0.8	0.2	16.4	-34.2
pair	RSI	LWTI	pos-pos	225	76.8	7.2	61.8	0.6	1.1	0.3	12.4	-23.5
pair	LWTI	RSI	pos-pos	225	76.8	7.2	61.8	0.6	1.1	0.3	12.4	-23.5
pair	LWTI	MRmean	neg-neg	21	7.2	7.1	66.7	0.4	0.7	0.2	23.2	-31.5
pair	MRmean	LWTI	neg-neg	21	7.2	7.1	66.7	0.4	0.7	0.2	23.2	-31.5
pair		benchmark___benchmark_	benchmark-benchmark	293	100.0	7.1	61.4	0.6	0.9	0.2	13.3	-37.9
pair	benchmark___benchmark_		benchmark-benchmark	293	100.0	7.1	61.4	0.6	0.9	0.2	13.3	-37.9
pair	SLmean	RSmean	pos-pos	188	64.2	7.0	63.3	0.6	1.0	0.3	11.7	-19.7
pair	RSmean	SLmean	pos-pos	188	64.2	7.0	63.3	0.6	1.0	0.3	11.7	-19.7
pair	MACD	LWTI	neg-neg	18	6.1	6.9	66.7	0.4	0.5	0.3	22.4	-26.7
pair	LWTI	MACD	neg-neg	18	6.1	6.9	66.7	0.4	0.5	0.3	22.4	-26.7
single	SLmean	SLmean	pos-pos	197	67.2	6.8	62.9	0.6	1.0	0.2	11.8	-29.7
pair	RSIhist	MACDhist	pos-pos	124	42.3	6.7	62.9	0.6	1.0	0.5	11.1	-13.6
pair	RSI	MACD	pos-pos	230	78.5	6.7	61.3	0.6	1.0	0.3	12.4	-25.7
pair	MACD	RSI	pos-pos	230	78.5	6.7	61.3	0.6	1.0	0.3	12.4	-25.7
pair	MRmean	RSmean	pos-pos	206	70.3	6.7	62.6	0.6	0.9	0.3	11.8	-19.9
pair	RSmean	MRmean	pos-pos	206	70.3	6.7	62.6	0.6	0.9	0.3	11.8	-19.9
pair	MACDhist	RSIhist	pos-pos	124	42.3	6.7	62.9	0.6	1.0	0.5	11.1	-13.6
single	MRmean	MRmean	pos-pos	215	73.4	6.6	62.3	0.6	0.9	0.2	11.9	-26.7
single	LWTI	LWTI	pos-pos	258	88.1	6.5	60.9	0.6	1.0	0.3	12.4	-24.0
pair	MRmean	RSIhist	neg-pos	9	3.1	6.4	55.6	0.5	0.9	0.8	15.8	-7.7
pair	RSIhist	MRmean	neg-pos	9	3.1	6.4	55.6	0.5	0.9	0.8	15.8	-7.7
pair	RSmean	RSIhist	neg-pos	5	1.7	6.4	60.0	0.6	1.0	1.7	10.4	-3.8
pair	MACDhist	MACD	pos-neg	87	29.7	6.4	60.9	0.5	1.1	0.3	13.3	-22.5
pair	MACD	MACDhist	pos-neg	87	29.7	6.4	60.9	0.5	1.1	0.3	13.3	-22.5
pair	RSIhist	RSmean	neg-pos	5	1.7	6.4	60.0	0.6	1.0	1.7	10.4	-3.8
pair	MRmean	SLmean	neg-neg	69	23.5	6.3	56.5	0.5	0.7	0.2	16.7	-38.8
pair	SLmean	MRmean	neg-neg	69	23.5	6.3	56.5	0.5	0.7	0.2	16.7	-38.8
single	RSIhist	RSIhist	pos-pos	166	56.7	6.2	60.8	0.6	0.9	0.3	11.3	-23.1
pair	MRmean	RSIhist	pos-pos	157	53.6	6.2	61.1	0.6	0.9	0.3	11.1	-23.1
pair	RSIhist	MRmean	pos-pos	157	53.6	6.2	61.1	0.6	0.9	0.3	11.1	-23.1
pair	RSIhist	RSmean	pos-pos	161	54.9	6.2	60.9	0.6	0.9	0.3	11.4	-20.1
pair	RSmean	RSIhist	pos-pos	161	54.9	6.2	60.9	0.6	0.9	0.3	11.4	-20.1
pair	RSI	MRmean	pos-pos	205	70.0	6.1	61.5	0.6	0.9	0.2	12.1	-26.7
pair	MRmean	RSI	pos-pos	205	70.0	6.1	61.5	0.6	0.9	0.2	12.1	-26.7
single	RSI	RSI	neg-neg	55	18.8	5.9	60.0	0.4	0.6	0.2	16.6	-31.8
pair	RSIhist	SLmean	pos-pos	158	53.9	5.9	60.8	0.6	0.9	0.3	11.3	-23.1
pair	SLmean	RSIhist	pos-pos	158	53.9	5.9	60.8	0.6	0.9	0.3	11.3	-23.1
pair	MRmean	SLmean	pos-pos	188	64.2	5.9	62.2	0.6	0.9	0.2	11.6	-33.6
pair	SLmean	MRmean	pos-pos	188	64.2	5.9	62.2	0.6	0.9	0.2	11.6	-33.6
pair	MRmean	LWTI	pos-pos	201	68.6	5.8	62.2	0.5	0.8	0.2	12.0	-26.7
pair	LWTI	MRmean	pos-pos	201	68.6	5.8	62.2	0.5	0.8	0.2	12.0	-26.7
pair	RSI	SLmean	pos-pos	186	63.5	5.6	61.8	0.5	0.8	0.2	11.8	-29.7
pair	SLmean	RSI	pos-pos	186	63.5	5.6	61.8	0.5	0.8	0.2	11.8	-29.7
pair	SLmean	LWTI	pos-pos	178	60.8	5.5	61.8	0.5	0.8	0.2	11.7	-29.7
pair	LWTI	SLmean	pos-pos	178	60.8	5.5	61.8	0.5	0.8	0.2	11.7	-29.7
pair	MACDhist	MRmean	neg-neg	67	22.9	5.3	58.2	0.4	0.7	0.1	17.0	-41.9
pair	MRmean	MACDhist	neg-neg	67	22.9	5.3	58.2	0.4	0.7	0.1	17.0	-41.9
pair	MACD	MRmean	pos-pos	198	67.6	5.2	61.1	0.5	0.8	0.2	12.1	-26.7
pair	MRmean	MACD	pos-pos	198	67.6	5.2	61.1	0.5	0.8	0.2	12.1	-26.7
pair	RSIhist	RSI	pos-pos	150	51.2	5.0	60.0	0.5	0.8	0.2	11.4	-23.1
pair	RSI	RSIhist	pos-pos	150	51.2	5.0	60.0	0.5	0.8	0.2	11.4	-23.1
pair	MACDhist	SLmean	pos-neg	59	20.1	4.9	61.0	0.4	0.7	0.3	12.7	-17.5
pair	SLmean	MACDhist	pos-neg	59	20.1	4.9	61.0	0.4	0.7	0.3	12.7	-17.5
pair	MACDhist	RSIhist	neg-pos	42	14.3	4.7	54.8	0.4	0.9	0.3	12.0	-15.5
pair	RSIhist	MACDhist	neg-pos	42	14.3	4.7	54.8	0.4	0.9	0.3	12.0	-15.5
pair	SLmean	MACD	pos-pos	179	61.1	4.6	61.5	0.4	0.7	0.2	11.8	-29.7
pair	MACD	SLmean	pos-pos	179	61.1	4.6	61.5	0.4	0.7	0.2	11.8	-29.7
pair	RSIhist	LWTI	pos-pos	150	51.2	4.4	60.0	0.5	0.7	0.2	11.0	-23.1
pair	LWTI	RSIhist	pos-pos	150	51.2	4.4	60.0	0.5	0.7	0.2	11.0	-23.1
pair	RSIhist	MACD	pos-pos	142	48.5	3.8	59.2	0.4	0.6	0.2	11.3	-23.1
pair	MACDhist	RSI	neg-neg	51	17.4	3.8	58.8	0.3	0.5	0.1	16.8	-31.8
single	MACDhist	MACDhist	neg-neg	124	42.3	3.8	58.1	0.3	0.5	0.1	14.8	-37.9
pair	RSI	MACDhist	pos-neg	73	24.9	3.8	57.5	0.3	0.7	0.2	13.4	-24.4
pair	RSI	MACDhist	neg-neg	51	17.4	3.8	58.8	0.3	0.5	0.1	16.8	-31.8
pair	MACD	RSIhist	pos-pos	142	48.5	3.8	59.2	0.4	0.6	0.2	11.3	-23.1
pair	MACDhist	RSI	pos-neg	73	24.9	3.8	57.5	0.3	0.7	0.2	13.4	-24.4
pair	RSI	MRmean	neg-neg	45	15.4	3.6	55.6	0.3	0.4	0.1	18.1	-36.9
pair	MRmean	RSI	neg-neg	45	15.4	3.6	55.6	0.3	0.4	0.1	18.1	-36.9
pair	RSIhist	MACDhist	neg-neg	82	28.0	3.4	59.8	0.3	0.5	0.1	16.2	-37.0
pair	MACDhist	RSIhist	neg-neg	82	28.0	3.4	59.8	0.3	0.5	0.1	16.2	-37.0
pair	SLmean	RSmean	pos-neg	9	3.1	3.1	55.6	0.3	0.5	0.2	14.3	-12.9
pair	RSmean	SLmean	pos-neg	9	3.1	3.1	55.6	0.3	0.5	0.2	14.3	-12.9
pair	MRmean	RSmean	pos-neg	9	3.1	3.1	55.6	0.3	0.5	0.2	14.3	-12.9
pair	RSmean	MRmean	pos-neg	9	3.1	3.1	55.6	0.3	0.5	0.2	14.3	-12.9
pair	SLmean	MACDhist	neg-neg	65	22.2	2.9	55.4	0.2	0.4	0.1	16.6	-37.8
pair	MACDhist	SLmean	neg-neg	65	22.2	2.9	55.4	0.2	0.4	0.1	16.6	-37.8
pair	MRmean	MACDhist	pos-neg	57	19.5	2.2	57.9	0.2	0.4	0.1	11.9	-25.0
pair	MACDhist	MRmean	pos-neg	57	19.5	2.2	57.9	0.2	0.4	0.1	11.9	-25.0
pair	LWTI	RSI	neg-pos	33	11.3	1.9	54.5	0.2	0.4	0.1	12.2	-24.0
pair	RSI	LWTI	neg-pos	33	11.3	1.9	54.5	0.2	0.4	0.1	12.2	-24.0
pair	LWTI	RSIhist	neg-neg	19	6.5	1.5	63.2	0.2	0.2	0.1	22.6	-26.4
pair	RSIhist	LWTI	neg-neg	19	6.5	1.5	63.2	0.2	0.2	0.1	22.6	-26.4
pair	RSI	RSIhist	neg-neg	39	13.3	1.4	56.4	0.2	0.2	0.0	18.6	-38.2
pair	RSIhist	RSI	neg-neg	39	13.3	1.4	56.4	0.2	0.2	0.0	18.6	-38.2
pair	LWTI	SLmean	neg-neg	16	5.5	1.4	56.2	0.2	0.3	0.1	24.9	-26.4
pair	SLmean	LWTI	neg-neg	16	5.5	1.4	56.2	0.2	0.3	0.1	24.9	-26.4
pair	LWTI	MACDhist	neg-pos	92	31.4	1.0	54.3	0.1	0.3	0.0	12.7	-29.4
pair	MACDhist	LWTI	neg-pos	92	31.4	1.0	54.3	0.1	0.3	0.0	12.7	-29.4
single	MACD	MACD	neg-neg	43	14.7	0.8	53.5	0.1	0.2	0.0	17.3	-26.5
pair	SLmean	RSI	neg-neg	44	15.0	0.7	54.5	0.1	0.2	0.0	17.8	-39.4
pair	RSI	SLmean	neg-neg	44	15.0	0.7	54.5	0.1	0.2	0.0	17.8	-39.4
pair	MACDhist	LWTI	pos-neg	3	1.0	0.6	33.3	0.1	0.5	0.3	6.8	-2.1
pair	LWTI	MACDhist	pos-neg	3	1.0	0.6	33.3	0.1	0.5	0.3	6.8	-2.1
pair	RSmean	MACD	neg-pos	12	4.1	0.1	50.0	0.1	0.1	0.0	12.6	-12.9
pair	MACD	RSmean	neg-pos	12	4.1	0.1	50.0	0.1	0.1	0.0	12.6	-12.9
pair	RSI	RSmean	neg-pos	12	4.1	0.1	50.0	0.1	0.1	0.0	12.6	-12.9
pair	RSmean	RSI	neg-pos	12	4.1	0.1	50.0	0.1	0.1	0.0	12.6	-12.9
pair	MACDhist	MACD	neg-neg	37	12.6	-2.0	51.4	-0.0	-0.0	-0.1	18.0	-26.5
pair	MACD	MACDhist	neg-neg	37	12.6	-2.0	51.4	-0.0	-0.0	-0.1	18.0	-26.5
pair	LWTI	MACD	neg-pos	25	8.5	-3.4	44.0	-0.2	-0.5	-0.1	12.7	-24.0
pair	MACD	LWTI	neg-pos	25	8.5	-3.4	44.0	-0.2	-0.5	-0.1	12.7	-24.0
pair	MACD	RSI	neg-neg	35	11.9	-4.9	48.6	-0.2	-0.3	-0.1	18.1	-32.3
pair	RSI	MACD	neg-neg	35	11.9	-4.9	48.6	-0.2	-0.3	-0.1	18.1	-32.3
pair	LWTI	RSmean	neg-pos	24	8.2	-8.8	37.5	-0.7	-1.3	-0.4	12.5	-21.2
pair	RSmean	LWTI	neg-pos	24	8.2	-8.8	37.5	-0.7	-1.3	-0.4	12.5	-21.2
single	RSmean	RSmean	neg-neg	24	8.2	-8.8	37.5	-0.7	-1.3	-0.4	12.5	-21.2
pair	MACD	MRmean	neg-neg	26	8.9	-11.8	38.5	-0.5	-0.8	-0.3	20.3	-37.1
pair	MRmean	MACD	neg-neg	26	8.9	-11.8	38.5	-0.5	-0.8	-0.3	20.3	-37.1
pair	RSmean	RSIhist	neg-neg	19	6.5	-12.5	31.6	-1.0	-1.9	-0.6	13.0	-21.2
pair	RSIhist	RSmean	neg-neg	19	6.5	-12.5	31.6	-1.0	-1.9	-0.6	13.0	-21.2
pair	MACDhist	RSmean	neg-neg	20	6.8	-14.1	35.0	-1.2	-2.3	-0.6	12.3	-25.8
pair	RSmean	MACDhist	neg-neg	20	6.8	-14.1	35.0	-1.2	-2.3	-0.6	12.3	-25.8
pair	MRmean	RSmean	neg-neg	15	5.1	-15.4	26.7	-1.4	-2.5	-0.7	11.2	-21.2
pair	RSmean	MRmean	neg-neg	15	5.1	-15.4	26.7	-1.4	-2.5	-0.7	11.2	-21.2
pair	RSmean	SLmean	neg-neg	15	5.1	-15.4	26.7	-1.4	-2.5	-0.7	11.2	-21.2
pair	SLmean	RSmean	neg-neg	15	5.1	-15.4	26.7	-1.4	-2.5	-0.7	11.2	-21.2
pair	SLmean	MACD	neg-neg	25	8.5	-16.5	36.0	-0.8	-1.3	-0.4	19.5	-39.6
pair	MACD	SLmean	neg-neg	25	8.5	-16.5	36.0	-0.8	-1.3	-0.4	19.5	-39.6
pair	RSI	RSmean	neg-neg	12	4.1	-17.0	25.0	-1.4	-2.7	-0.8	12.3	-21.2
pair	RSmean	RSI	neg-neg	12	4.1	-17.0	25.0	-1.4	-2.7	-0.8	12.3	-21.2
pair	RSmean	MACD	neg-neg	12	4.1	-17.0	25.0	-1.4	-2.7	-0.8	12.3	-21.2
pair	MACD	RSmean	neg-neg	12	4.1	-17.0	25.0	-1.4	-2.7	-0.8	12.3	-21.2
pair	MACD	RSIhist	neg-neg	19	6.5	-20.4	31.6	-0.9	-1.5	-0.5	21.7	-38.7
pair	RSIhist	MACD	neg-neg	19	6.5	-20.4	31.6	-0.9	-1.5	-0.5	21.7	-38.7

All Contingency Tables for IXJ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 62% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.2 Vol 12% \| MDD -33.6% Months 188M (64%)	CAGR 11.4% \| Win 63% Sharpe 0.84 \| Sortino 1.37 \| Calmar 1.1 Vol 14% \| MDD -10.8% Months 27M (9%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 27.6% \| Win 78% Sharpe 1.68 \| Sortino 2.17 \| Calmar 4.0 Vol 15% \| MDD -6.9% Months 9M (3%)	CAGR 6.3% \| Win 56% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -38.8% Months 69M (24%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
SLmean only	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 63% Sharpe 0.61 \| Sortino 0.95 \| Calmar 0.3 Vol 12% \| MDD -19.9% Months 206M (70%)	CAGR 3.1% \| Win 56% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.2 Vol 14% \| MDD -12.9% Months 9M (3%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 15.2% \| Win 67% Sharpe 0.91 \| Sortino 1.36 \| Calmar 0.4 Vol 17% \| MDD -34.2% Months 63M (22%)	CAGR -15.4% \| Win 27% Sharpe -1.42 \| Sortino -2.50 \| Calmar -0.7 Vol 11% \| MDD -21.2% Months 15M (5%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
RSmean only	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 198M (68%)	CAGR 23.6% \| Win 76% Sharpe 2.38 \| Sortino 6.00 \| Calmar 7.1 Vol 9% \| MDD -3.3% Months 17M (6%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 20.4% \| Win 69% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.6 Vol 14% \| MDD -12.7% Months 52M (18%)	CAGR -11.8% \| Win 38% Sharpe -0.52 \| Sortino -0.83 \| Calmar -0.3 Vol 20% \| MDD -37.1% Months 26M (9%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
MACD only	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 62% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 205M (70%)	CAGR 16.9% \| Win 80% Sharpe 2.34 \| Sortino 2.56 \| Calmar 5.1 Vol 7% \| MDD -3.3% Months 10M (3%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 15.7% \| Win 64% Sharpe 1.10 \| Sortino 2.36 \| Calmar 1.2 Vol 14% \| MDD -13.0% Months 33M (11%)	CAGR 3.6% \| Win 56% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -36.9% Months 45M (15%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
RSI only	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 64% Sharpe 0.72 \| Sortino 1.10 \| Calmar 0.4 Vol 12% \| MDD -18.5% Months 158M (54%)	CAGR 2.2% \| Win 58% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 12% \| MDD -25.0% Months 57M (20%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 30.8% \| Win 64% Sharpe 2.21 \| Sortino 5.50 \| Calmar 6.5 Vol 13% \| MDD -4.7% Months 11M (4%)	CAGR 5.3% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 67M (23%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.2% \| Win 61% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 157M (54%)	CAGR 7.8% \| Win 66% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.5 Vol 14% \| MDD -14.3% Months 58M (20%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 6.4% \| Win 56% Sharpe 0.47 \| Sortino 0.89 \| Calmar 0.8 Vol 16% \| MDD -7.7% Months 9M (3%)	CAGR 8.8% \| Win 59% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -37.2% Months 69M (24%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 62% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 201M (69%)	CAGR 17.9% \| Win 64% Sharpe 1.68 \| Sortino 3.15 \| Calmar 4.2 Vol 10% \| MDD -4.3% Months 14M (5%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 9.1% \| Win 56% Sharpe 0.71 \| Sortino 1.67 \| Calmar 0.4 Vol 14% \| MDD -22.9% Months 57M (20%)	CAGR 7.1% \| Win 67% Sharpe 0.41 \| Sortino 0.70 \| Calmar 0.2 Vol 23% \| MDD -31.5% Months 21M (7%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.0% \| Win 63% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.4 Vol 12% \| MDD -19.7% Months 188M (64%)	CAGR 3.1% \| Win 56% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.2 Vol 14% \| MDD -12.9% Months 9M (3%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 12.6% \| Win 64% Sharpe 0.81 \| Sortino 1.23 \| Calmar 0.4 Vol 16% \| MDD -29.2% Months 81M (28%)	CAGR -15.4% \| Win 27% Sharpe -1.42 \| Sortino -2.50 \| Calmar -0.7 Vol 11% \| MDD -21.2% Months 15M (5%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
RSmean only	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.6% \| Win 62% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 179M (61%)	CAGR 31.0% \| Win 78% Sharpe 2.77 \| Sortino 7.67 \| Calmar 9.4 Vol 10% \| MDD -3.3% Months 18M (6%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 17.8% \| Win 66% Sharpe 1.26 \| Sortino 2.55 \| Calmar 1.3 Vol 14% \| MDD -13.3% Months 71M (24%)	CAGR -16.5% \| Win 36% Sharpe -0.83 \| Sortino -1.27 \| Calmar -0.4 Vol 20% \| MDD -39.6% Months 25M (8%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
MACD only	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 62% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 186M (64%)	CAGR 29.3% \| Win 82% Sharpe 2.85 \| Sortino 4.23 \| Calmar 8.9 Vol 9% \| MDD -3.3% Months 11M (4%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 14.0% \| Win 62% Sharpe 0.99 \| Sortino 1.99 \| Calmar 1.0 Vol 14% \| MDD -14.2% Months 52M (18%)	CAGR 0.7% \| Win 55% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 18% \| MDD -39.4% Months 44M (15%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
RSI only	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 64% Sharpe 0.70 \| Sortino 1.05 \| Calmar 0.5 Vol 11% \| MDD -16.9% Months 138M (47%)	CAGR 4.9% \| Win 61% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.3 Vol 13% \| MDD -17.5% Months 59M (20%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 18.6% \| Win 64% Sharpe 1.26 \| Sortino 2.05 \| Calmar 1.8 Vol 14% \| MDD -10.3% Months 31M (11%)	CAGR 2.9% \| Win 55% Sharpe 0.25 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -37.8% Months 65M (22%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.9% \| Win 61% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 158M (54%)	CAGR 10.4% \| Win 72% Sharpe 0.80 \| Sortino 1.20 \| Calmar 0.6 Vol 14% \| MDD -17.4% Months 39M (13%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 10.7% \| Win 62% Sharpe 0.97 \| Sortino 2.51 \| Calmar 1.4 Vol 11% \| MDD -7.7% Months 8M (3%)	CAGR 7.4% \| Win 58% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.2 Vol 16% \| MDD -34.2% Months 88M (30%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 62% Sharpe 0.51 \| Sortino 0.80 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 178M (61%)	CAGR 20.4% \| Win 74% Sharpe 1.59 \| Sortino 2.02 \| Calmar 2.9 Vol 12% \| MDD -6.9% Months 19M (6%)	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)
SLmean neg	CAGR 9.0% \| Win 59% Sharpe 0.70 \| Sortino 1.46 \| Calmar 0.4 Vol 14% \| MDD -21.7% Months 80M (27%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.1 Vol 25% \| MDD -26.4% Months 16M (6%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 63% Sharpe 0.73 \| Sortino 1.22 \| Calmar 0.4 Vol 12% \| MDD -21.9% Months 238M (81%)	CAGR 8.7% \| Win 64% Sharpe 0.54 \| Sortino 0.66 \| Calmar 0.3 Vol 18% \| MDD -26.4% Months 31M (11%)	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)
RSmean neg	CAGR 0.1% \| Win 50% Sharpe 0.06 \| Sortino 0.11 \| Calmar 0.0 Vol 13% \| MDD -12.9% Months 12M (4%)	CAGR -17.0% \| Win 25% Sharpe -1.44 \| Sortino -2.70 \| Calmar -0.8 Vol 12% \| MDD -21.2% Months 12M (4%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)
MACD only	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 62% Sharpe 0.67 \| Sortino 1.10 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 226M (77%)	CAGR 13.3% \| Win 70% Sharpe 0.81 \| Sortino 1.00 \| Calmar 0.5 Vol 17% \| MDD -26.4% Months 43M (15%)	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)
RSmean neg	CAGR 0.1% \| Win 50% Sharpe 0.06 \| Sortino 0.11 \| Calmar 0.0 Vol 13% \| MDD -12.9% Months 12M (4%)	CAGR -17.0% \| Win 25% Sharpe -1.44 \| Sortino -2.70 \| Calmar -0.8 Vol 12% \| MDD -21.2% Months 12M (4%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)
RSI only	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.3% \| Win 64% Sharpe 0.80 \| Sortino 1.23 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 165M (56%)	CAGR 7.7% \| Win 62% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.2 Vol 15% \| MDD -36.3% Months 104M (36%)	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)
RSmean neg	CAGR 23.0% \| Win 50% Sharpe 1.88 \| Sortino 24.70 \| Calmar 20.0 Vol 11% \| MDD -1.1% Months 4M (1%)	CAGR -14.1% \| Win 35% Sharpe -1.18 \| Sortino -2.31 \| Calmar -0.5 Vol 12% \| MDD -25.8% Months 20M (7%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.2% \| Win 61% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -20.1% Months 161M (55%)	CAGR 12.5% \| Win 68% Sharpe 0.83 \| Sortino 1.21 \| Calmar 0.4 Vol 16% \| MDD -28.9% Months 108M (37%)	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)
RSmean neg	CAGR 6.4% \| Win 60% Sharpe 0.64 \| Sortino 1.02 \| Calmar 1.7 Vol 10% \| MDD -3.8% Months 5M (2%)	CAGR -12.5% \| Win 32% Sharpe -0.96 \| Sortino -1.85 \| Calmar -0.6 Vol 13% \| MDD -21.2% Months 19M (6%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.3% \| Win 63% Sharpe 0.71 \| Sortino 1.19 \| Calmar 0.4 Vol 12% \| MDD -18.9% Months 234M (80%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)
RSmean neg	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)	-	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.7% \| Win 61% Sharpe 0.58 \| Sortino 0.97 \| Calmar 0.3 Vol 12% \| MDD -25.7% Months 230M (78%)	CAGR 27.7% \| Win 80% Sharpe 2.04 \| Sortino 4.21 \| Calmar 7.9 Vol 12% \| MDD -3.5% Months 20M (7%)	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)
MACD neg	CAGR 29.9% \| Win 75% Sharpe 2.38 \| Sortino 44.83 \| Calmar 18.6 Vol 11% \| MDD -1.6% Months 8M (3%)	CAGR -4.9% \| Win 49% Sharpe -0.19 \| Sortino -0.27 \| Calmar -0.2 Vol 18% \| MDD -32.3% Months 35M (12%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)
RSI only	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.2% \| Win 64% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 163M (56%)	CAGR 6.4% \| Win 61% Sharpe 0.53 \| Sortino 1.08 \| Calmar 0.3 Vol 13% \| MDD -22.5% Months 87M (30%)	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)
MACD neg	CAGR 20.1% \| Win 67% Sharpe 1.63 \| Sortino 31.56 \| Calmar 12.5 Vol 12% \| MDD -1.6% Months 6M (2%)	CAGR -2.0% \| Win 51% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 18% \| MDD -26.5% Months 37M (13%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.8% \| Win 59% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -23.1% Months 142M (48%)	CAGR 14.4% \| Win 68% Sharpe 1.05 \| Sortino 1.87 \| Calmar 1.1 Vol 14% \| MDD -13.4% Months 108M (37%)	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)
MACD neg	CAGR 21.6% \| Win 71% Sharpe 1.92 \| Sortino 4.99 \| Calmar 2.8 Vol 10% \| MDD -7.7% Months 24M (8%)	CAGR -20.4% \| Win 32% Sharpe -0.94 \| Sortino -1.51 \| Calmar -0.5 Vol 22% \| MDD -38.7% Months 19M (6%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.7% \| Win 63% Sharpe 0.66 \| Sortino 1.10 \| Calmar 0.4 Vol 12% \| MDD -19.4% Months 233M (80%)	CAGR 16.1% \| Win 65% Sharpe 1.07 \| Sortino 1.91 \| Calmar 2.3 Vol 15% \| MDD -6.9% Months 17M (6%)	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)
MACD neg	CAGR -3.4% \| Win 44% Sharpe -0.21 \| Sortino -0.48 \| Calmar -0.1 Vol 13% \| MDD -24.0% Months 25M (8%)	CAGR 6.9% \| Win 67% Sharpe 0.41 \| Sortino 0.50 \| Calmar 0.3 Vol 22% \| MDD -26.7% Months 18M (6%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.0% \| Win 64% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 165M (56%)	CAGR 3.8% \| Win 57% Sharpe 0.35 \| Sortino 0.67 \| Calmar 0.2 Vol 13% \| MDD -24.4% Months 73M (25%)	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)
RSI neg	CAGR 35.8% \| Win 75% Sharpe 2.28 \| Sortino 0.00 \| Calmar 1608.3 Vol 14% \| MDD -0.0% Months 4M (1%)	CAGR 3.8% \| Win 59% Sharpe 0.31 \| Sortino 0.45 \| Calmar 0.1 Vol 17% \| MDD -31.8% Months 51M (17%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 5.0% \| Win 60% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 11% \| MDD -23.1% Months 150M (51%)	CAGR 11.6% \| Win 65% Sharpe 0.85 \| Sortino 1.50 \| Calmar 0.6 Vol 14% \| MDD -18.0% Months 88M (30%)	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)
RSI neg	CAGR 17.6% \| Win 69% Sharpe 1.62 \| Sortino 3.56 \| Calmar 2.3 Vol 10% \| MDD -7.7% Months 16M (6%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 19% \| MDD -38.2% Months 39M (13%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.2% \| Win 62% Sharpe 0.63 \| Sortino 1.05 \| Calmar 0.3 Vol 12% \| MDD -23.5% Months 225M (77%)	CAGR 9.9% \| Win 62% Sharpe 0.79 \| Sortino 1.06 \| Calmar 2.3 Vol 13% \| MDD -4.3% Months 13M (4%)	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)
RSI neg	CAGR 1.9% \| Win 55% Sharpe 0.22 \| Sortino 0.44 \| Calmar 0.1 Vol 12% \| MDD -24.0% Months 33M (11%)	CAGR 12.1% \| Win 68% Sharpe 0.63 \| Sortino 0.84 \| Calmar 0.5 Vol 22% \| MDD -26.4% Months 22M (8%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 6.7% \| Win 63% Sharpe 0.64 \| Sortino 0.96 \| Calmar 0.5 Vol 11% \| MDD -13.6% Months 124M (42%)	CAGR 18.0% \| Win 67% Sharpe 1.25 \| Sortino 1.92 \| Calmar 1.7 Vol 14% \| MDD -10.3% Months 45M (15%)	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)
MACDhist neg	CAGR 4.7% \| Win 55% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.3 Vol 12% \| MDD -15.5% Months 42M (14%)	CAGR 3.4% \| Win 60% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 16% \| MDD -37.0% Months 82M (28%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)
RSIhist only	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.7% \| Win 64% Sharpe 0.83 \| Sortino 1.28 \| Calmar 0.5 Vol 12% \| MDD -18.4% Months 166M (57%)	CAGR 0.6% \| Win 33% Sharpe 0.11 \| Sortino 0.48 \| Calmar 0.3 Vol 7% \| MDD -2.1% Months 3M (1%)	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)
MACDhist neg	CAGR 1.0% \| Win 54% Sharpe 0.14 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -29.4% Months 92M (31%)	CAGR 12.3% \| Win 69% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.4 Vol 20% \| MDD -31.5% Months 32M (11%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.4% \| Win 60% Sharpe 0.45 \| Sortino 0.72 \| Calmar 0.2 Vol 11% \| MDD -23.1% Months 150M (51%)	CAGR 24.1% \| Win 69% Sharpe 1.69 \| Sortino 2.36 \| Calmar 3.3 Vol 13% \| MDD -7.3% Months 16M (6%)	CAGR 6.2% \| Win 61% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 11% \| MDD -23.1% Months 166M (57%)
RSIhist neg	CAGR 9.6% \| Win 62% Sharpe 0.72 \| Sortino 1.35 \| Calmar 0.5 Vol 14% \| MDD -21.2% Months 108M (37%)	CAGR 1.5% \| Win 63% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 23% \| MDD -26.4% Months 19M (6%)	CAGR 8.3% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 127M (43%)
LWTI only	CAGR 6.5% \| Win 61% Sharpe 0.58 \| Sortino 0.99 \| Calmar 0.3 Vol 12% \| MDD -24.0% Months 258M (88%)	CAGR 11.3% \| Win 66% Sharpe 0.66 \| Sortino 0.83 \| Calmar 0.4 Vol 19% \| MDD -31.5% Months 35M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 62% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.2 Vol 12% \| MDD -33.6% Months 188M (64%)	CAGR 11.4% \| Win 63% Sharpe 0.84 \| Sortino 1.37 \| Calmar 1.1 Vol 14% \| MDD -10.8% Months 27M (9%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 27.6% \| Win 78% Sharpe 1.68 \| Sortino 2.17 \| Calmar 4.0 Vol 15% \| MDD -6.9% Months 9M (3%)	CAGR 6.3% \| Win 56% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -38.8% Months 69M (24%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
SLmean only	CAGR 6.8% \| Win 63% Sharpe 0.62 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -29.7% Months 197M (67%)	CAGR 7.7% \| Win 58% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 96M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 63% Sharpe 0.61 \| Sortino 0.95 \| Calmar 0.3 Vol 12% \| MDD -19.9% Months 206M (70%)	CAGR 3.1% \| Win 56% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.2 Vol 14% \| MDD -12.9% Months 9M (3%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 15.2% \| Win 67% Sharpe 0.91 \| Sortino 1.36 \| Calmar 0.4 Vol 17% \| MDD -34.2% Months 63M (22%)	CAGR -15.4% \| Win 27% Sharpe -1.42 \| Sortino -2.50 \| Calmar -0.7 Vol 11% \| MDD -21.2% Months 15M (5%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
RSmean only	CAGR 8.7% \| Win 64% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.2 Vol 13% \| MDD -36.3% Months 269M (92%)	CAGR -8.8% \| Win 38% Sharpe -0.68 \| Sortino -1.30 \| Calmar -0.4 Vol 12% \| MDD -21.2% Months 24M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 198M (68%)	CAGR 23.6% \| Win 76% Sharpe 2.38 \| Sortino 6.00 \| Calmar 7.1 Vol 9% \| MDD -3.3% Months 17M (6%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 20.4% \| Win 69% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.6 Vol 14% \| MDD -12.7% Months 52M (18%)	CAGR -11.8% \| Win 38% Sharpe -0.52 \| Sortino -0.83 \| Calmar -0.3 Vol 20% \| MDD -37.1% Months 26M (9%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
MACD only	CAGR 8.2% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.3 Vol 12% \| MDD -23.8% Months 250M (85%)	CAGR 0.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.5% Months 43M (15%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 62% Sharpe 0.55 \| Sortino 0.88 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 205M (70%)	CAGR 16.9% \| Win 80% Sharpe 2.34 \| Sortino 2.56 \| Calmar 5.1 Vol 7% \| MDD -3.3% Months 10M (3%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 15.7% \| Win 64% Sharpe 1.10 \| Sortino 2.36 \| Calmar 1.2 Vol 14% \| MDD -13.0% Months 33M (11%)	CAGR 3.6% \| Win 56% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -36.9% Months 45M (15%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
RSI only	CAGR 7.4% \| Win 62% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.4 Vol 12% \| MDD -19.8% Months 238M (81%)	CAGR 5.9% \| Win 60% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -31.8% Months 55M (19%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 64% Sharpe 0.72 \| Sortino 1.10 \| Calmar 0.4 Vol 12% \| MDD -18.5% Months 158M (54%)	CAGR 2.2% \| Win 58% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 12% \| MDD -25.0% Months 57M (20%)	CAGR 6.6% \| Win 62% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.2 Vol 12% \| MDD -26.7% Months 215M (73%)
MRmean neg	CAGR 30.8% \| Win 64% Sharpe 2.21 \| Sortino 5.50 \| Calmar 6.5 Vol 13% \| MDD -4.7% Months 11M (4%)	CAGR 5.3% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -41.9% Months 67M (23%)	CAGR 8.5% \| Win 59% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.2 Vol 16% \| MDD -40.0% Months 78M (27%)
MACDhist only	CAGR 9.6% \| Win 64% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 12% \| MDD -19.0% Months 169M (58%)	CAGR 3.8% \| Win 58% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 15% \| MDD -37.9% Months 124M (42%)