IXN - iShares Global Tech ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

214.2%

Best CAGR

Total Months

14.4%

Avg CAGR

IXN 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 IXN

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	2	0.7	214.2	100.0	13.8	0.0	0.0	8.8	0.0
pair	RSI	MACDhist	neg-pos	2	0.7	214.2	100.0	13.8	0.0	0.0	8.8	0.0
pair	MRmean	MACDhist	neg-pos	6	2.1	99.7	83.3	3.7	0.0	95.6	19.8	-1.0
pair	MACDhist	MRmean	neg-pos	6	2.1	99.7	83.3	3.7	0.0	95.6	19.8	-1.0
pair	RSI	MRmean	pos-neg	7	2.4	83.0	100.0	5.4	0.0	0.0	11.5	0.0
pair	MRmean	RSI	pos-neg	7	2.4	83.0	100.0	5.4	0.0	0.0	11.5	0.0
pair	RSIhist	SLmean	neg-pos	5	1.7	71.1	60.0	2.2	1048.2	45.4	26.7	-1.6
pair	SLmean	RSIhist	neg-pos	5	1.7	71.1	60.0	2.2	1048.2	45.4	26.7	-1.6
pair	LWTI	RSIhist	pos-neg	13	4.5	66.7	76.9	3.4	30.2	89.2	15.5	-0.7
pair	RSIhist	LWTI	pos-neg	13	4.5	66.7	76.9	3.4	30.2	89.2	15.5	-0.7
pair	SLmean	RSI	pos-neg	9	3.1	51.6	88.9	1.7	0.0	0.0	27.5	0.0
pair	RSI	SLmean	pos-neg	9	3.1	51.6	88.9	1.7	0.0	0.0	27.5	0.0
pair	SLmean	LWTI	pos-neg	14	4.8	50.4	71.4	2.1	3.4	5.6	20.6	-9.0
pair	LWTI	SLmean	pos-neg	14	4.8	50.4	71.4	2.1	3.4	5.6	20.6	-9.0
pair	RSI	MACD	pos-neg	20	6.9	50.1	75.0	1.7	2.1	3.4	26.4	-14.9
pair	MACD	RSI	pos-neg	20	6.9	50.1	75.0	1.7	2.1	3.4	26.4	-14.9
pair	RSI	RSIhist	neg-pos	13	4.5	46.9	76.9	1.6	1.6	2.9	25.8	-16.1
pair	RSIhist	RSI	neg-pos	13	4.5	46.9	76.9	1.6	1.6	2.9	25.8	-16.1
pair	MRmean	LWTI	pos-neg	11	3.8	45.7	72.7	2.6	7.6	14.3	14.9	-3.2
pair	LWTI	MRmean	pos-neg	11	3.8	45.7	72.7	2.6	7.6	14.3	14.9	-3.2
pair	MRmean	MACD	pos-neg	18	6.2	45.3	83.3	2.8	3.5	6.9	13.9	-6.5
pair	MACD	MRmean	pos-neg	18	6.2	45.3	83.3	2.8	3.5	6.9	13.9	-6.5
pair	MACD	RSIhist	neg-pos	24	8.2	36.6	75.0	1.6	1.8	2.3	21.0	-16.1
pair	RSIhist	MACD	neg-pos	24	8.2	36.6	75.0	1.6	1.8	2.3	21.0	-16.1
pair	MACD	SLmean	pos-neg	20	6.9	36.6	80.0	1.6	1.5	5.6	20.8	-6.5
pair	SLmean	MACD	pos-neg	20	6.9	36.6	80.0	1.6	1.5	5.6	20.8	-6.5
pair	MRmean	MACD	neg-pos	48	16.5	34.2	64.6	1.4	2.2	1.9	24.0	-18.1
pair	MACD	MRmean	neg-pos	48	16.5	34.2	64.6	1.4	2.2	1.9	24.0	-18.1
pair	RSIhist	MRmean	neg-pos	7	2.4	32.4	57.1	1.0	1.3	2.0	35.3	-16.1
pair	MRmean	RSIhist	neg-pos	7	2.4	32.4	57.1	1.0	1.3	2.0	35.3	-16.1
pair	RSmean	RSI	pos-neg	38	13.1	30.0	71.1	1.1	1.5	0.7	28.8	-41.4
pair	RSI	RSmean	pos-neg	38	13.1	30.0	71.1	1.1	1.5	0.7	28.8	-41.4
pair	SLmean	MACDhist	neg-pos	22	7.6	28.1	63.6	1.2	2.2	3.0	23.3	-9.3
pair	MACDhist	SLmean	neg-pos	22	7.6	28.1	63.6	1.2	2.2	3.0	23.3	-9.3
pair	RSI	MACD	neg-pos	11	3.8	25.4	72.7	1.7	2.2	3.9	14.0	-6.5
pair	MACD	RSI	neg-pos	11	3.8	25.4	72.7	1.7	2.2	3.9	14.0	-6.5
pair	MACD	SLmean	neg-pos	62	21.3	24.8	62.9	1.1	1.7	1.0	23.8	-24.1
pair	SLmean	MACD	neg-pos	62	21.3	24.8	62.9	1.1	1.7	1.0	23.8	-24.1
pair	RSmean	RSIhist	neg-pos	4	1.4	24.0	25.0	0.8	3.6	3.3	32.4	-7.3
pair	RSIhist	RSmean	neg-pos	4	1.4	24.0	25.0	0.8	3.6	3.3	32.4	-7.3
pair	RSI	MRmean	neg-pos	28	9.6	23.9	57.1	1.1	2.1	1.0	22.3	-23.2
pair	MRmean	RSI	neg-pos	28	9.6	23.9	57.1	1.1	2.1	1.0	22.3	-23.2
pair	RSmean	RSI	neg-pos	8	2.7	22.5	50.0	1.2	3.7	3.3	18.2	-6.8
pair	RSI	RSmean	neg-pos	8	2.7	22.5	50.0	1.2	3.7	3.3	18.2	-6.8
pair	RSmean	MRmean	neg-pos	58	19.9	20.4	60.3	0.8	1.3	0.5	27.2	-41.4
pair	MRmean	RSmean	neg-pos	58	19.9	20.4	60.3	0.8	1.3	0.5	27.2	-41.4
pair	MACD	LWTI	neg-neg	16	5.5	20.1	68.8	0.8	1.0	0.6	29.8	-31.6
pair	LWTI	MACD	neg-neg	16	5.5	20.1	68.8	0.8	1.0	0.6	29.8	-31.6
pair	RSIhist	MACDhist	pos-neg	43	14.8	19.9	65.1	1.0	1.5	1.1	21.3	-17.7
pair	MACDhist	RSIhist	pos-neg	43	14.8	19.9	65.1	1.0	1.5	1.1	21.3	-17.7
pair	RSI	LWTI	pos-neg	8	2.7	19.7	50.0	0.9	1.6	2.2	21.7	-9.0
pair	LWTI	RSI	pos-neg	8	2.7	19.7	50.0	0.9	1.6	2.2	21.7	-9.0
pair	MACD	RSIhist	pos-neg	99	34.0	19.3	63.6	0.9	1.5	0.7	22.0	-28.9
pair	RSIhist	MACD	pos-neg	99	34.0	19.3	63.6	0.9	1.5	0.7	22.0	-28.9
pair	MACD	MACDhist	neg-pos	7	2.4	18.6	71.4	1.2	1.8	2.8	15.3	-6.5
pair	MACDhist	MACD	neg-pos	7	2.4	18.6	71.4	1.2	1.8	2.8	15.3	-6.5
pair	SLmean	RSmean	neg-pos	70	24.1	16.8	60.0	0.7	1.1	0.4	25.4	-41.4
pair	RSmean	SLmean	neg-pos	70	24.1	16.8	60.0	0.7	1.1	0.4	25.4	-41.4
pair	RSmean	MACD	neg-pos	9	3.1	16.8	44.4	1.0	3.3	1.9	17.5	-8.6
pair	MACD	RSmean	neg-pos	9	3.1	16.8	44.4	1.0	3.3	1.9	17.5	-8.6
pair	MRmean	LWTI	neg-pos	55	18.9	16.6	54.5	0.7	1.1	0.3	27.8	-48.5
pair	LWTI	MRmean	neg-pos	55	18.9	16.6	54.5	0.7	1.1	0.3	27.8	-48.5
pair	RSIhist	MACDhist	neg-pos	40	13.7	16.5	60.0	0.8	1.2	0.8	21.4	-21.3
pair	MACDhist	RSIhist	neg-pos	40	13.7	16.5	60.0	0.8	1.2	0.8	21.4	-21.3
pair	SLmean	LWTI	neg-pos	70	24.1	15.5	55.7	0.7	1.1	0.3	26.2	-48.5
pair	LWTI	SLmean	neg-pos	70	24.1	15.5	55.7	0.7	1.1	0.3	26.2	-48.5
pair	RSmean	MACD	pos-neg	30	10.3	14.7	66.7	0.7	0.8	0.5	25.6	-31.6
pair	MACD	RSmean	pos-neg	30	10.3	14.7	66.7	0.7	0.8	0.5	25.6	-31.6
pair	RSIhist	SLmean	pos-neg	38	13.1	14.7	65.8	0.8	1.2	1.0	19.6	-14.1
pair	SLmean	RSIhist	pos-neg	38	13.1	14.7	65.8	0.8	1.2	1.0	19.6	-14.1
pair	RSmean	RSIhist	pos-neg	100	34.4	14.5	62.0	0.7	1.1	0.3	23.9	-42.2
pair	RSIhist	RSmean	pos-neg	100	34.4	14.5	62.0	0.7	1.1	0.3	23.9	-42.2
pair	SLmean	RSI	neg-pos	42	14.4	14.3	57.1	0.7	1.2	0.6	22.3	-23.0
pair	RSI	SLmean	neg-pos	42	14.4	14.3	57.1	0.7	1.2	0.6	22.3	-23.0
pair	LWTI	RSIhist	neg-pos	102	35.1	14.2	59.8	0.7	1.1	0.3	23.6	-48.5
pair	RSIhist	LWTI	neg-pos	102	35.1	14.2	59.8	0.7	1.1	0.3	23.6	-48.5
pair	MACDhist	RSmean	pos-pos	176	60.5	14.0	61.9	0.9	1.4	0.8	16.0	-18.3
pair	RSmean	MACDhist	pos-pos	176	60.5	14.0	61.9	0.9	1.4	0.8	16.0	-18.3
pair	MACD	LWTI	pos-pos	237	81.4	13.9	60.8	0.8	1.4	0.5	17.2	-28.8
pair	LWTI	MACD	pos-pos	237	81.4	13.9	60.8	0.8	1.4	0.5	17.2	-28.8
pair	LWTI	MACDhist	pos-pos	174	59.8	13.8	61.5	0.9	1.4	0.6	16.0	-21.7
pair	MACDhist	LWTI	pos-pos	174	59.8	13.8	61.5	0.9	1.4	0.6	16.0	-21.7
single	MACDhist	MACDhist	pos-pos	177	60.8	13.8	61.6	0.9	1.4	0.8	15.9	-18.3
pair	RSI	LWTI	neg-pos	31	10.7	13.7	54.8	0.6	0.9	0.3	32.0	-48.5
pair	LWTI	RSI	neg-pos	31	10.7	13.7	54.8	0.6	0.9	0.3	32.0	-48.5
pair	MACD	MACDhist	pos-pos	170	58.4	13.6	61.2	0.9	1.4	0.6	16.0	-24.4
pair	MACDhist	MACD	pos-pos	170	58.4	13.6	61.2	0.9	1.4	0.6	16.0	-24.4
pair	MACDhist	LWTI	pos-neg	3	1.0	13.6	66.7	1.0	0.0	0.0	13.3	0.0
pair	LWTI	MACDhist	pos-neg	3	1.0	13.6	66.7	1.0	0.0	0.0	13.3	0.0
pair	LWTI	RSmean	pos-pos	242	83.2	13.5	61.6	0.8	1.3	0.5	17.4	-28.8
pair	RSmean	LWTI	pos-pos	242	83.2	13.5	61.6	0.8	1.3	0.5	17.4	-28.8
single	MACD	MACD	pos-pos	249	85.6	13.4	60.2	0.8	1.2	0.4	18.0	-35.8
single	RSmean	RSmean	pos-pos	270	92.8	13.4	61.5	0.8	1.1	0.3	19.0	-51.6
pair	MACD	RSmean	pos-pos	240	82.5	13.2	60.8	0.8	1.2	0.4	18.0	-34.6
pair	RSmean	MACD	pos-pos	240	82.5	13.2	60.8	0.8	1.2	0.4	18.0	-34.6
single	RSIhist	RSIhist	pos-pos	174	59.8	13.0	60.3	0.8	1.3	0.6	15.8	-22.2
pair	MACDhist	SLmean	pos-neg	52	17.9	12.8	61.5	0.7	1.1	0.6	20.2	-22.2
pair	SLmean	MACDhist	pos-neg	52	17.9	12.8	61.5	0.7	1.1	0.6	20.2	-22.2
pair	MACD	MACDhist	pos-neg	79	27.1	12.8	58.2	0.7	1.1	0.5	21.7	-27.0
pair	MACDhist	MACD	pos-neg	79	27.1	12.8	58.2	0.7	1.1	0.5	21.7	-27.0
pair	RSmean	RSIhist	pos-pos	170	58.4	12.7	61.2	0.9	1.2	0.6	15.4	-21.2
pair	RSIhist	RSmean	pos-pos	170	58.4	12.7	61.2	0.9	1.2	0.6	15.4	-21.2
pair	RSI	RSIhist	pos-neg	79	27.1	12.6	60.8	0.7	1.1	0.4	20.6	-33.9
pair	RSIhist	RSI	pos-neg	79	27.1	12.6	60.8	0.7	1.1	0.4	20.6	-33.9
pair	RSmean	LWTI	pos-neg	28	9.6	12.5	60.7	0.6	0.8	0.3	29.8	-42.6
pair	MACDhist	RSI	pos-pos	175	60.1	12.5	61.1	0.8	1.3	0.5	15.7	-25.4
pair	RSI	MACDhist	pos-pos	175	60.1	12.5	61.1	0.8	1.3	0.5	15.7	-25.4
single	LWTI	LWTI	neg-neg	28	9.6	12.5	60.7	0.6	0.8	0.3	29.8	-42.6
pair	SLmean	MRmean	pos-pos	200	68.7	12.5	61.5	0.8	1.3	0.5	15.2	-26.4
pair	LWTI	RSmean	pos-neg	28	9.6	12.5	60.7	0.6	0.8	0.3	29.8	-42.6
pair	MRmean	SLmean	pos-pos	200	68.7	12.5	61.5	0.8	1.3	0.5	15.2	-26.4
pair	MACDhist	LWTI	neg-neg	25	8.6	12.4	60.0	0.5	0.8	0.3	31.3	-41.4
pair	LWTI	MACDhist	neg-neg	25	8.6	12.4	60.0	0.5	0.8	0.3	31.3	-41.4
pair	RSmean	MACDhist	pos-neg	94	32.3	12.3	60.6	0.6	0.9	0.3	23.7	-46.7
pair	MACDhist	RSmean	pos-neg	94	32.3	12.3	60.6	0.6	0.9	0.3	23.7	-46.7
single	SLmean	SLmean	pos-pos	207	71.1	12.2	61.4	0.8	1.2	0.5	16.2	-23.8
pair	RSIhist	MRmean	pos-pos	167	57.4	12.2	60.5	0.9	1.4	0.6	14.6	-22.2
pair	MRmean	RSIhist	pos-pos	167	57.4	12.2	60.5	0.9	1.4	0.6	14.6	-22.2
pair	SLmean	RSmean	pos-pos	200	68.7	12.2	62.0	0.8	1.2	0.6	16.2	-22.4
pair	RSmean	SLmean	pos-pos	200	68.7	12.2	62.0	0.8	1.2	0.6	16.2	-22.4
single	RSI	RSI	neg-neg	51	17.5	12.1	58.8	0.5	0.8	0.2	32.1	-48.5
pair	SLmean	MRmean	neg-neg	65	22.3	12.1	53.8	0.5	0.8	0.2	29.3	-48.5
pair	MRmean	SLmean	neg-neg	65	22.3	12.1	53.8	0.5	0.8	0.2	29.3	-48.5
pair	SLmean	MACDhist	pos-pos	155	53.3	11.9	61.3	0.8	1.3	0.7	14.6	-18.2
pair	MACDhist	SLmean	pos-pos	155	53.3	11.9	61.3	0.8	1.3	0.7	14.6	-18.2
pair	MACDhist	RSIhist	pos-pos	134	46.0	11.9	60.4	0.9	1.4	0.9	13.8	-13.7
pair	RSIhist	MACDhist	pos-pos	134	46.0	11.9	60.4	0.9	1.4	0.9	13.8	-13.7
pair	RSIhist	SLmean	pos-pos	169	58.1	11.6	60.4	0.8	1.2	0.5	15.3	-22.2
pair	MRmean	MACDhist	pos-pos	171	58.8	11.6	60.8	0.8	1.2	0.5	15.5	-25.4
pair	MACDhist	MRmean	pos-pos	171	58.8	11.6	60.8	0.8	1.2	0.5	15.5	-25.4
pair	SLmean	RSIhist	pos-pos	169	58.1	11.6	60.4	0.8	1.2	0.5	15.3	-22.2
pair	MRmean	RSmean	pos-pos	212	72.9	11.5	61.8	0.8	1.1	0.4	16.0	-26.6
pair	RSmean	MRmean	pos-pos	212	72.9	11.5	61.8	0.8	1.1	0.4	16.0	-26.6
single	MRmean	MRmean	pos-pos	219	75.3	11.5	61.2	0.8	1.1	0.4	16.0	-26.6
pair	benchmark___benchmark_		benchmark-benchmark	291	100.0	11.4	59.5	0.6	0.9	0.2	20.2	-52.5
pair		benchmark___benchmark_	benchmark-benchmark	291	100.0	11.4	59.5	0.6	0.9	0.2	20.2	-52.5
single	LWTI	LWTI	pos-pos	263	90.4	11.3	59.3	0.7	1.0	0.2	19.0	-48.5
single	RSI	RSI	pos-pos	240	82.5	11.3	59.6	0.7	1.1	0.3	16.8	-39.3
pair	MRmean	MACDhist	pos-neg	48	16.5	11.2	62.5	0.7	1.0	0.5	17.8	-24.5
pair	MACDhist	MRmean	pos-neg	48	16.5	11.2	62.5	0.7	1.0	0.5	17.8	-24.5
single	MRmean	MRmean	neg-neg	72	24.7	11.1	54.2	0.5	0.8	0.2	29.8	-49.9
pair	LWTI	RSI	pos-pos	232	79.7	11.0	59.9	0.7	1.1	0.3	16.6	-34.5
pair	RSI	LWTI	pos-pos	232	79.7	11.0	59.9	0.7	1.1	0.3	16.6	-34.5
pair	RSI	RSmean	pos-pos	232	79.7	10.9	59.9	0.7	1.1	0.3	16.8	-39.3
pair	RSmean	RSI	pos-pos	232	79.7	10.9	59.9	0.7	1.1	0.3	16.8	-39.3
pair	MACD	RSI	pos-pos	229	78.7	10.6	59.0	0.7	1.1	0.3	16.9	-39.3
pair	RSI	MACD	pos-pos	229	78.7	10.6	59.0	0.7	1.1	0.3	16.9	-39.3
pair	RSIhist	RSI	pos-pos	161	55.3	10.6	59.0	0.8	1.2	0.5	14.6	-22.2
pair	SLmean	RSI	pos-pos	198	68.0	10.6	60.1	0.7	1.1	0.5	15.4	-23.8
pair	RSI	SLmean	pos-pos	198	68.0	10.6	60.1	0.7	1.1	0.5	15.4	-23.8
pair	RSI	RSIhist	pos-pos	161	55.3	10.6	59.0	0.8	1.2	0.5	14.6	-22.2
pair	RSmean	SLmean	pos-neg	7	2.4	10.0	42.9	0.6	1.8	1.5	17.0	-6.8
pair	MRmean	RSmean	pos-neg	7	2.4	10.0	42.9	0.6	1.8	1.5	17.0	-6.8
pair	RSmean	MRmean	pos-neg	7	2.4	10.0	42.9	0.6	1.8	1.5	17.0	-6.8
pair	SLmean	RSmean	pos-neg	7	2.4	10.0	42.9	0.6	1.8	1.5	17.0	-6.8
pair	LWTI	MRmean	pos-pos	208	71.5	9.9	60.6	0.7	1.0	0.3	16.0	-35.0
pair	MRmean	LWTI	pos-pos	208	71.5	9.9	60.6	0.7	1.0	0.3	16.0	-35.0
pair	SLmean	MACD	pos-pos	187	64.3	9.8	59.4	0.7	1.1	0.3	15.5	-29.2
pair	MACD	SLmean	pos-pos	187	64.3	9.8	59.4	0.7	1.1	0.3	15.5	-29.2
pair	LWTI	SLmean	pos-pos	193	66.3	9.8	60.6	0.7	1.0	0.4	15.7	-26.7
pair	RSI	LWTI	neg-neg	20	6.9	9.8	65.0	0.5	0.7	0.2	32.9	-41.4
pair	LWTI	RSI	neg-neg	20	6.9	9.8	65.0	0.5	0.7	0.2	32.9	-41.4
pair	SLmean	LWTI	pos-pos	193	66.3	9.8	60.6	0.7	1.0	0.4	15.7	-26.7
pair	MRmean	RSI	pos-pos	212	72.9	9.7	59.9	0.7	1.0	0.3	15.9	-30.7
pair	RSI	MRmean	pos-pos	212	72.9	9.7	59.9	0.7	1.0	0.3	15.9	-30.7
single	SLmean	SLmean	neg-neg	84	28.9	9.6	54.8	0.5	0.8	0.2	28.0	-48.5
pair	MACD	RSIhist	pos-pos	150	51.5	9.6	58.0	0.7	1.1	0.4	14.7	-22.2
pair	RSIhist	MACD	pos-pos	150	51.5	9.6	58.0	0.7	1.1	0.4	14.7	-22.2
pair	LWTI	RSIhist	pos-pos	161	55.3	9.5	59.0	0.7	1.0	0.4	15.5	-22.9
pair	RSIhist	LWTI	pos-pos	161	55.3	9.5	59.0	0.7	1.0	0.4	15.5	-22.9
pair	RSIhist	MRmean	pos-neg	52	17.9	9.2	63.5	0.5	0.8	0.3	20.0	-30.3
pair	MRmean	RSIhist	pos-neg	52	17.9	9.2	63.5	0.5	0.8	0.3	20.0	-30.3
pair	MRmean	RSIhist	neg-neg	65	22.3	9.1	53.8	0.4	0.7	0.2	29.4	-53.0
pair	RSIhist	MRmean	neg-neg	65	22.3	9.1	53.8	0.4	0.7	0.2	29.4	-53.0
single	RSIhist	RSIhist	neg-neg	117	40.2	9.1	58.1	0.5	0.7	0.2	25.5	-50.0
pair	MACD	MRmean	pos-pos	201	69.1	8.9	59.2	0.6	0.9	0.2	16.0	-37.2
pair	MRmean	MACD	pos-pos	201	69.1	8.9	59.2	0.6	0.9	0.2	16.0	-37.2
pair	MACDhist	RSI	pos-neg	65	22.3	8.0	55.4	0.5	0.8	0.2	19.6	-32.6
pair	RSI	MACDhist	pos-neg	65	22.3	8.0	55.4	0.5	0.8	0.2	19.6	-32.6
single	MACDhist	MACDhist	neg-neg	114	39.2	7.8	56.1	0.4	0.6	0.2	25.6	-48.5
pair	MACDhist	RSI	neg-neg	49	16.8	7.5	57.1	0.4	0.6	0.1	32.1	-48.5
pair	RSI	MACDhist	neg-neg	49	16.8	7.5	57.1	0.4	0.6	0.1	32.1	-48.5
pair	SLmean	RSIhist	neg-neg	79	27.1	6.6	54.4	0.4	0.6	0.1	28.0	-50.6
pair	RSIhist	SLmean	neg-neg	79	27.1	6.6	54.4	0.4	0.6	0.1	28.0	-50.6
pair	LWTI	MACDhist	neg-pos	89	30.6	6.5	55.1	0.4	0.6	0.1	23.9	-48.5
pair	MACDhist	LWTI	neg-pos	89	30.6	6.5	55.1	0.4	0.6	0.1	23.9	-48.5
pair	MRmean	MACDhist	neg-neg	66	22.7	5.4	51.5	0.3	0.5	0.1	30.1	-50.2
pair	MACDhist	MRmean	neg-neg	66	22.7	5.4	51.5	0.3	0.5	0.1	30.1	-50.2
pair	RSI	SLmean	neg-neg	42	14.4	5.1	52.4	0.3	0.5	0.1	33.0	-48.5
pair	SLmean	RSI	neg-neg	42	14.4	5.1	52.4	0.3	0.5	0.1	33.0	-48.5
pair	RSI	MRmean	neg-neg	44	15.1	3.7	52.3	0.3	0.5	0.1	33.8	-51.3
pair	MRmean	RSI	neg-neg	44	15.1	3.7	52.3	0.3	0.5	0.1	33.8	-51.3
pair	SLmean	MACDhist	neg-neg	62	21.3	3.7	51.6	0.3	0.4	0.1	29.5	-48.5
pair	MACDhist	SLmean	neg-neg	62	21.3	3.7	51.6	0.3	0.4	0.1	29.5	-48.5
pair	RSIhist	MACDhist	neg-neg	74	25.4	3.3	54.1	0.3	0.4	0.1	27.7	-48.7
pair	MACDhist	RSIhist	neg-neg	74	25.4	3.3	54.1	0.3	0.4	0.1	27.7	-48.7
pair	MACD	LWTI	pos-neg	12	4.1	3.1	50.0	0.2	0.4	0.1	30.9	-25.1
pair	LWTI	MACD	pos-neg	12	4.1	3.1	50.0	0.2	0.4	0.1	30.9	-25.1
pair	SLmean	MRmean	neg-pos	7	2.4	2.9	57.1	0.2	0.6	0.2	36.2	-14.1
pair	MRmean	SLmean	neg-pos	7	2.4	2.9	57.1	0.2	0.6	0.2	36.2	-14.1
pair	RSI	RSIhist	neg-neg	38	13.1	2.2	52.6	0.2	0.4	0.0	33.9	-54.3
pair	RSIhist	RSI	neg-neg	38	13.1	2.2	52.6	0.2	0.4	0.0	33.9	-54.3
pair	SLmean	MRmean	pos-neg	19	6.5	1.5	57.9	0.2	0.3	0.1	23.4	-18.8
pair	MRmean	SLmean	pos-neg	19	6.5	1.5	57.9	0.2	0.3	0.1	23.4	-18.8
single	MACD	MACD	neg-neg	42	14.4	0.5	54.8	0.2	0.2	0.0	30.6	-48.5
pair	MACDhist	MACD	neg-neg	35	12.0	-2.8	51.4	0.1	0.1	-0.1	32.9	-48.5
pair	MACD	MACDhist	neg-neg	35	12.0	-2.8	51.4	0.1	0.1	-0.1	32.9	-48.5
pair	MRmean	LWTI	neg-neg	17	5.8	-4.8	52.9	0.0	0.1	-0.1	36.1	-41.4
pair	LWTI	MRmean	neg-neg	17	5.8	-4.8	52.9	0.0	0.1	-0.1	36.1	-41.4
pair	MACD	RSI	neg-neg	31	10.7	-7.1	48.4	-0.0	-0.1	-0.1	34.6	-48.5
pair	RSI	MACD	neg-neg	31	10.7	-7.1	48.4	-0.0	-0.1	-0.1	34.6	-48.5
pair	LWTI	MACD	neg-pos	26	8.9	-9.9	46.2	-0.2	-0.3	-0.2	31.2	-48.5
pair	MACD	LWTI	neg-pos	26	8.9	-9.9	46.2	-0.2	-0.3	-0.2	31.2	-48.5
pair	RSmean	MACDhist	neg-neg	20	6.9	-11.0	35.0	-0.2	-0.3	-0.2	33.5	-48.5
pair	MACDhist	RSmean	neg-neg	20	6.9	-11.0	35.0	-0.2	-0.3	-0.2	33.5	-48.5
single	RSmean	RSmean	neg-neg	21	7.2	-11.2	33.3	-0.2	-0.4	-0.2	32.7	-48.5
pair	RSmean	LWTI	neg-pos	21	7.2	-11.2	33.3	-0.2	-0.4	-0.2	32.7	-48.5
pair	LWTI	RSmean	neg-pos	21	7.2	-11.2	33.3	-0.2	-0.4	-0.2	32.7	-48.5
pair	LWTI	SLmean	neg-neg	14	4.8	-15.9	50.0	-0.3	-0.6	-0.4	35.8	-41.9
pair	SLmean	LWTI	neg-neg	14	4.8	-15.9	50.0	-0.3	-0.6	-0.4	35.8	-41.9
pair	MACDhist	RSmean	neg-pos	1	0.3	-15.9	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	-15.9	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSIhist	neg-neg	17	5.8	-17.9	35.3	-0.4	-0.7	-0.4	33.3	-48.5
pair	RSIhist	RSmean	neg-neg	17	5.8	-17.9	35.3	-0.4	-0.7	-0.4	33.3	-48.5
pair	LWTI	RSIhist	neg-neg	15	5.2	-20.0	46.7	-0.4	-0.9	-0.5	36.1	-41.4
pair	RSIhist	LWTI	neg-neg	15	5.2	-20.0	46.7	-0.4	-0.9	-0.5	36.1	-41.4
pair	RSmean	SLmean	neg-neg	14	4.8	-20.2	28.6	-0.4	-0.8	-0.4	38.6	-48.5
pair	SLmean	RSmean	neg-neg	14	4.8	-20.2	28.6	-0.4	-0.8	-0.4	38.6	-48.5
pair	MRmean	RSmean	neg-neg	14	4.8	-20.2	28.6	-0.4	-0.8	-0.4	38.6	-48.5
pair	RSmean	MRmean	neg-neg	14	4.8	-20.2	28.6	-0.4	-0.8	-0.4	38.6	-48.5
pair	MACD	MRmean	neg-neg	24	8.2	-23.8	33.3	-0.5	-1.0	-0.4	37.4	-54.4
pair	MRmean	MACD	neg-neg	24	8.2	-23.8	33.3	-0.5	-1.0	-0.4	37.4	-54.4
pair	SLmean	MACD	neg-neg	22	7.6	-24.0	31.8	-0.6	-1.0	-0.5	36.2	-48.5
pair	MACD	SLmean	neg-neg	22	7.6	-24.0	31.8	-0.6	-1.0	-0.5	36.2	-48.5
pair	RSI	RSmean	neg-neg	13	4.5	-27.2	23.1	-0.6	-1.2	-0.6	38.9	-48.5
pair	RSmean	RSI	neg-neg	13	4.5	-27.2	23.1	-0.6	-1.2	-0.6	38.9	-48.5
pair	RSmean	MACD	neg-neg	12	4.1	-27.7	25.0	-0.6	-1.2	-0.6	40.6	-48.5
pair	MACD	RSmean	neg-neg	12	4.1	-27.7	25.0	-0.6	-1.2	-0.6	40.6	-48.5
pair	MACD	RSIhist	neg-neg	18	6.2	-33.3	27.8	-0.9	-1.6	-0.6	37.9	-57.3
pair	RSIhist	MACD	neg-neg	18	6.2	-33.3	27.8	-0.9	-1.6	-0.6	37.9	-57.3

All Contingency Tables for IXN

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 62% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -26.4% Months 200M (69%)	CAGR 1.5% \| Win 58% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.1 Vol 23% \| MDD -18.8% Months 19M (6%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 2.9% \| Win 57% Sharpe 0.24 \| Sortino 0.56 \| Calmar 0.2 Vol 36% \| MDD -14.1% Months 7M (2%)	CAGR 12.1% \| Win 54% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 29% \| MDD -48.5% Months 65M (22%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
SLmean only	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 62% Sharpe 0.77 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 212M (73%)	CAGR 10.0% \| Win 43% Sharpe 0.63 \| Sortino 1.83 \| Calmar 1.5 Vol 17% \| MDD -6.8% Months 7M (2%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 20.4% \| Win 60% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 27% \| MDD -41.4% Months 58M (20%)	CAGR -20.2% \| Win 29% Sharpe -0.41 \| Sortino -0.75 \| Calmar -0.4 Vol 39% \| MDD -48.5% Months 14M (5%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
RSmean only	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 59% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.2 Vol 16% \| MDD -37.2% Months 201M (69%)	CAGR 45.3% \| Win 83% Sharpe 2.78 \| Sortino 3.55 \| Calmar 6.9 Vol 14% \| MDD -6.5% Months 18M (6%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 34.2% \| Win 65% Sharpe 1.36 \| Sortino 2.22 \| Calmar 1.9 Vol 24% \| MDD -18.1% Months 48M (16%)	CAGR -23.8% \| Win 33% Sharpe -0.54 \| Sortino -0.96 \| Calmar -0.4 Vol 37% \| MDD -54.4% Months 24M (8%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
MACD only	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 212M (73%)	CAGR 83.0% \| Win 100% Sharpe 5.42 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 7M (2%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 23.9% \| Win 57% Sharpe 1.08 \| Sortino 2.13 \| Calmar 1.0 Vol 22% \| MDD -23.2% Months 28M (10%)	CAGR 3.7% \| Win 52% Sharpe 0.28 \| Sortino 0.46 \| Calmar 0.1 Vol 34% \| MDD -51.3% Months 44M (15%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
RSI only	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 61% Sharpe 0.79 \| Sortino 1.20 \| Calmar 0.5 Vol 16% \| MDD -25.4% Months 171M (59%)	CAGR 11.2% \| Win 62% Sharpe 0.68 \| Sortino 0.99 \| Calmar 0.5 Vol 18% \| MDD -24.5% Months 48M (16%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 99.7% \| Win 83% Sharpe 3.67 \| Sortino 0.00 \| Calmar 95.6 Vol 20% \| MDD -1.0% Months 6M (2%)	CAGR 5.4% \| Win 52% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -50.2% Months 66M (23%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 60% Sharpe 0.86 \| Sortino 1.35 \| Calmar 0.6 Vol 15% \| MDD -22.2% Months 167M (57%)	CAGR 9.2% \| Win 64% Sharpe 0.54 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -30.3% Months 52M (18%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 32.4% \| Win 57% Sharpe 0.96 \| Sortino 1.27 \| Calmar 2.0 Vol 35% \| MDD -16.1% Months 7M (2%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.72 \| Calmar 0.2 Vol 29% \| MDD -53.0% Months 65M (22%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 61% Sharpe 0.67 \| Sortino 1.01 \| Calmar 0.3 Vol 16% \| MDD -35.0% Months 208M (72%)	CAGR 45.7% \| Win 73% Sharpe 2.63 \| Sortino 7.57 \| Calmar 14.3 Vol 15% \| MDD -3.2% Months 11M (4%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 16.6% \| Win 55% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.3 Vol 28% \| MDD -48.5% Months 55M (19%)	CAGR -4.8% \| Win 53% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 36% \| MDD -41.4% Months 17M (6%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 62% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.5 Vol 16% \| MDD -22.4% Months 200M (69%)	CAGR 10.0% \| Win 43% Sharpe 0.63 \| Sortino 1.83 \| Calmar 1.5 Vol 17% \| MDD -6.8% Months 7M (2%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 16.8% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.4 Vol 25% \| MDD -41.4% Months 70M (24%)	CAGR -20.2% \| Win 29% Sharpe -0.41 \| Sortino -0.75 \| Calmar -0.4 Vol 39% \| MDD -48.5% Months 14M (5%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
RSmean only	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 59% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 187M (64%)	CAGR 36.6% \| Win 80% Sharpe 1.62 \| Sortino 1.53 \| Calmar 5.6 Vol 21% \| MDD -6.5% Months 20M (7%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 24.8% \| Win 63% Sharpe 1.06 \| Sortino 1.71 \| Calmar 1.0 Vol 24% \| MDD -24.1% Months 62M (21%)	CAGR -24.0% \| Win 32% Sharpe -0.57 \| Sortino -1.01 \| Calmar -0.5 Vol 36% \| MDD -48.5% Months 22M (8%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
MACD only	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 60% Sharpe 0.73 \| Sortino 1.12 \| Calmar 0.4 Vol 15% \| MDD -23.8% Months 198M (68%)	CAGR 51.6% \| Win 89% Sharpe 1.67 \| Sortino 0.00 \| Calmar 0.0 Vol 28% \| MDD 0.0% Months 9M (3%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 14.3% \| Win 57% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.6 Vol 22% \| MDD -23.0% Months 42M (14%)	CAGR 5.1% \| Win 52% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 33% \| MDD -48.5% Months 42M (14%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
RSI only	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 61% Sharpe 0.85 \| Sortino 1.27 \| Calmar 0.7 Vol 15% \| MDD -18.2% Months 155M (53%)	CAGR 12.8% \| Win 62% Sharpe 0.70 \| Sortino 1.05 \| Calmar 0.6 Vol 20% \| MDD -22.2% Months 52M (18%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 28.1% \| Win 64% Sharpe 1.18 \| Sortino 2.18 \| Calmar 3.0 Vol 23% \| MDD -9.3% Months 22M (8%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 30% \| MDD -48.5% Months 62M (21%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 60% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.5 Vol 15% \| MDD -22.2% Months 169M (58%)	CAGR 14.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 1.0 Vol 20% \| MDD -14.1% Months 38M (13%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 71.1% \| Win 60% Sharpe 2.16 \| Sortino 1048.21 \| Calmar 45.4 Vol 27% \| MDD -1.6% Months 5M (2%)	CAGR 6.6% \| Win 54% Sharpe 0.37 \| Sortino 0.59 \| Calmar 0.1 Vol 28% \| MDD -50.6% Months 79M (27%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 193M (66%)	CAGR 50.4% \| Win 71% Sharpe 2.11 \| Sortino 3.44 \| Calmar 5.6 Vol 21% \| MDD -9.0% Months 14M (5%)	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)
SLmean neg	CAGR 15.5% \| Win 56% Sharpe 0.68 \| Sortino 1.14 \| Calmar 0.3 Vol 26% \| MDD -48.5% Months 70M (24%)	CAGR -15.9% \| Win 50% Sharpe -0.31 \| Sortino -0.55 \| Calmar -0.4 Vol 36% \| MDD -41.9% Months 14M (5%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 13.2% \| Win 61% Sharpe 0.78 \| Sortino 1.20 \| Calmar 0.4 Vol 18% \| MDD -34.6% Months 240M (82%)	CAGR 14.7% \| Win 67% Sharpe 0.67 \| Sortino 0.82 \| Calmar 0.5 Vol 26% \| MDD -31.6% Months 30M (10%)	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)
RSmean neg	CAGR 16.8% \| Win 44% Sharpe 0.96 \| Sortino 3.29 \| Calmar 2.0 Vol 18% \| MDD -8.6% Months 9M (3%)	CAGR -27.7% \| Win 25% Sharpe -0.61 \| Sortino -1.17 \| Calmar -0.6 Vol 41% \| MDD -48.5% Months 12M (4%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)
MACD only	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 232M (80%)	CAGR 30.0% \| Win 71% Sharpe 1.06 \| Sortino 1.47 \| Calmar 0.7 Vol 29% \| MDD -41.4% Months 38M (13%)	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)
RSmean neg	CAGR 22.5% \| Win 50% Sharpe 1.20 \| Sortino 3.71 \| Calmar 3.3 Vol 18% \| MDD -6.8% Months 8M (3%)	CAGR -27.2% \| Win 23% Sharpe -0.63 \| Sortino -1.18 \| Calmar -0.6 Vol 39% \| MDD -48.5% Months 13M (4%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)
RSI only	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 62% Sharpe 0.91 \| Sortino 1.42 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 176M (60%)	CAGR 12.3% \| Win 61% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.3 Vol 24% \| MDD -46.7% Months 94M (32%)	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)
RSmean neg	CAGR -15.9% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -11.0% \| Win 35% Sharpe -0.19 \| Sortino -0.33 \| Calmar -0.2 Vol 34% \| MDD -48.5% Months 20M (7%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.7% \| Win 61% Sharpe 0.86 \| Sortino 1.25 \| Calmar 0.6 Vol 15% \| MDD -21.2% Months 170M (58%)	CAGR 14.5% \| Win 62% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.3 Vol 24% \| MDD -42.2% Months 100M (34%)	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)
RSmean neg	CAGR 24.0% \| Win 25% Sharpe 0.78 \| Sortino 3.63 \| Calmar 3.3 Vol 32% \| MDD -7.3% Months 4M (1%)	CAGR -17.9% \| Win 35% Sharpe -0.43 \| Sortino -0.70 \| Calmar -0.4 Vol 33% \| MDD -48.5% Months 17M (6%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 13.5% \| Win 62% Sharpe 0.82 \| Sortino 1.26 \| Calmar 0.5 Vol 17% \| MDD -28.8% Months 242M (83%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)
RSmean neg	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)	-	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 10.6% \| Win 59% Sharpe 0.68 \| Sortino 1.08 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 229M (79%)	CAGR 50.1% \| Win 75% Sharpe 1.69 \| Sortino 2.15 \| Calmar 3.3 Vol 26% \| MDD -14.9% Months 20M (7%)	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)
MACD neg	CAGR 25.4% \| Win 73% Sharpe 1.69 \| Sortino 2.17 \| Calmar 3.9 Vol 14% \| MDD -6.5% Months 11M (4%)	CAGR -7.1% \| Win 48% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 35% \| MDD -48.5% Months 31M (11%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)
RSI only	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 13.6% \| Win 61% Sharpe 0.88 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -24.4% Months 170M (58%)	CAGR 12.8% \| Win 58% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.5 Vol 22% \| MDD -27.0% Months 79M (27%)	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)
MACD neg	CAGR 18.6% \| Win 71% Sharpe 1.19 \| Sortino 1.81 \| Calmar 2.8 Vol 15% \| MDD -6.5% Months 7M (2%)	CAGR -2.8% \| Win 51% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.1 Vol 33% \| MDD -48.5% Months 35M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.6% \| Win 58% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -22.2% Months 150M (52%)	CAGR 19.3% \| Win 64% Sharpe 0.92 \| Sortino 1.47 \| Calmar 0.7 Vol 22% \| MDD -28.9% Months 99M (34%)	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)
MACD neg	CAGR 36.6% \| Win 75% Sharpe 1.61 \| Sortino 1.78 \| Calmar 2.3 Vol 21% \| MDD -16.1% Months 24M (8%)	CAGR -33.3% \| Win 28% Sharpe -0.87 \| Sortino -1.62 \| Calmar -0.6 Vol 38% \| MDD -57.3% Months 18M (6%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.9% \| Win 61% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.5 Vol 17% \| MDD -28.8% Months 237M (81%)	CAGR 3.1% \| Win 50% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 31% \| MDD -25.1% Months 12M (4%)	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)
MACD neg	CAGR -9.9% \| Win 46% Sharpe -0.18 \| Sortino -0.28 \| Calmar -0.2 Vol 31% \| MDD -48.5% Months 26M (9%)	CAGR 20.1% \| Win 69% Sharpe 0.76 \| Sortino 1.03 \| Calmar 0.6 Vol 30% \| MDD -31.6% Months 16M (6%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.5% \| Win 61% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.5 Vol 16% \| MDD -25.4% Months 175M (60%)	CAGR 8.0% \| Win 55% Sharpe 0.49 \| Sortino 0.82 \| Calmar 0.2 Vol 20% \| MDD -32.6% Months 65M (22%)	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)
RSI neg	CAGR 214.2% \| Win 100% Sharpe 13.75 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 2M (1%)	CAGR 7.5% \| Win 57% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 49M (17%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.6% \| Win 59% Sharpe 0.76 \| Sortino 1.20 \| Calmar 0.5 Vol 15% \| MDD -22.2% Months 161M (55%)	CAGR 12.6% \| Win 61% Sharpe 0.68 \| Sortino 1.13 \| Calmar 0.4 Vol 21% \| MDD -33.9% Months 79M (27%)	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)
RSI neg	CAGR 46.9% \| Win 77% Sharpe 1.64 \| Sortino 1.59 \| Calmar 2.9 Vol 26% \| MDD -16.1% Months 13M (4%)	CAGR 2.2% \| Win 53% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.0 Vol 34% \| MDD -54.3% Months 38M (13%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.0% \| Win 60% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.3 Vol 17% \| MDD -34.5% Months 232M (80%)	CAGR 19.7% \| Win 50% Sharpe 0.93 \| Sortino 1.59 \| Calmar 2.2 Vol 22% \| MDD -9.0% Months 8M (3%)	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)
RSI neg	CAGR 13.7% \| Win 55% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.3 Vol 32% \| MDD -48.5% Months 31M (11%)	CAGR 9.8% \| Win 65% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 33% \| MDD -41.4% Months 20M (7%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.9% \| Win 60% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.9 Vol 14% \| MDD -13.7% Months 134M (46%)	CAGR 19.9% \| Win 65% Sharpe 0.96 \| Sortino 1.51 \| Calmar 1.1 Vol 21% \| MDD -17.7% Months 43M (15%)	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)
MACDhist neg	CAGR 16.5% \| Win 60% Sharpe 0.82 \| Sortino 1.20 \| Calmar 0.8 Vol 21% \| MDD -21.3% Months 40M (14%)	CAGR 3.3% \| Win 54% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 28% \| MDD -48.7% Months 74M (25%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)
RSIhist only	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.8% \| Win 62% Sharpe 0.89 \| Sortino 1.40 \| Calmar 0.6 Vol 16% \| MDD -21.7% Months 174M (60%)	CAGR 13.6% \| Win 67% Sharpe 1.01 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (1%)	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)
MACDhist neg	CAGR 6.5% \| Win 55% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 24% \| MDD -48.5% Months 89M (31%)	CAGR 12.4% \| Win 60% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 31% \| MDD -41.4% Months 25M (9%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 9.5% \| Win 59% Sharpe 0.66 \| Sortino 0.98 \| Calmar 0.4 Vol 16% \| MDD -22.9% Months 161M (55%)	CAGR 66.7% \| Win 77% Sharpe 3.44 \| Sortino 30.20 \| Calmar 89.2 Vol 16% \| MDD -0.7% Months 13M (4%)	CAGR 13.0% \| Win 60% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.6 Vol 16% \| MDD -22.2% Months 174M (60%)
RSIhist neg	CAGR 14.2% \| Win 60% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 24% \| MDD -48.5% Months 102M (35%)	CAGR -20.0% \| Win 47% Sharpe -0.44 \| Sortino -0.91 \| Calmar -0.5 Vol 36% \| MDD -41.4% Months 15M (5%)	CAGR 9.1% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 26% \| MDD -50.0% Months 117M (40%)
LWTI only	CAGR 11.3% \| Win 59% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 19% \| MDD -48.5% Months 263M (90%)	CAGR 12.5% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -42.6% Months 28M (10%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 62% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.5 Vol 15% \| MDD -26.4% Months 200M (69%)	CAGR 1.5% \| Win 58% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.1 Vol 23% \| MDD -18.8% Months 19M (6%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 2.9% \| Win 57% Sharpe 0.24 \| Sortino 0.56 \| Calmar 0.2 Vol 36% \| MDD -14.1% Months 7M (2%)	CAGR 12.1% \| Win 54% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.2 Vol 29% \| MDD -48.5% Months 65M (22%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
SLmean only	CAGR 12.2% \| Win 61% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -23.8% Months 207M (71%)	CAGR 9.6% \| Win 55% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 28% \| MDD -48.5% Months 84M (29%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 62% Sharpe 0.77 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 212M (73%)	CAGR 10.0% \| Win 43% Sharpe 0.63 \| Sortino 1.83 \| Calmar 1.5 Vol 17% \| MDD -6.8% Months 7M (2%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 20.4% \| Win 60% Sharpe 0.82 \| Sortino 1.27 \| Calmar 0.5 Vol 27% \| MDD -41.4% Months 58M (20%)	CAGR -20.2% \| Win 29% Sharpe -0.41 \| Sortino -0.75 \| Calmar -0.4 Vol 39% \| MDD -48.5% Months 14M (5%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
RSmean only	CAGR 13.4% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -51.6% Months 270M (93%)	CAGR -11.2% \| Win 33% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.2 Vol 33% \| MDD -48.5% Months 21M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 59% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.2 Vol 16% \| MDD -37.2% Months 201M (69%)	CAGR 45.3% \| Win 83% Sharpe 2.78 \| Sortino 3.55 \| Calmar 6.9 Vol 14% \| MDD -6.5% Months 18M (6%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 34.2% \| Win 65% Sharpe 1.36 \| Sortino 2.22 \| Calmar 1.9 Vol 24% \| MDD -18.1% Months 48M (16%)	CAGR -23.8% \| Win 33% Sharpe -0.54 \| Sortino -0.96 \| Calmar -0.4 Vol 37% \| MDD -54.4% Months 24M (8%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
MACD only	CAGR 13.4% \| Win 60% Sharpe 0.79 \| Sortino 1.23 \| Calmar 0.4 Vol 18% \| MDD -35.8% Months 249M (86%)	CAGR 0.5% \| Win 55% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 31% \| MDD -48.5% Months 42M (14%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.7% Months 212M (73%)	CAGR 83.0% \| Win 100% Sharpe 5.42 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 7M (2%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 23.9% \| Win 57% Sharpe 1.08 \| Sortino 2.13 \| Calmar 1.0 Vol 22% \| MDD -23.2% Months 28M (10%)	CAGR 3.7% \| Win 52% Sharpe 0.28 \| Sortino 0.46 \| Calmar 0.1 Vol 34% \| MDD -51.3% Months 44M (15%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
RSI only	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.3 Vol 17% \| MDD -39.3% Months 240M (82%)	CAGR 12.1% \| Win 59% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -48.5% Months 51M (18%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 61% Sharpe 0.79 \| Sortino 1.20 \| Calmar 0.5 Vol 16% \| MDD -25.4% Months 171M (59%)	CAGR 11.2% \| Win 62% Sharpe 0.68 \| Sortino 0.99 \| Calmar 0.5 Vol 18% \| MDD -24.5% Months 48M (16%)	CAGR 11.5% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -26.6% Months 219M (75%)
MRmean neg	CAGR 99.7% \| Win 83% Sharpe 3.67 \| Sortino 0.00 \| Calmar 95.6 Vol 20% \| MDD -1.0% Months 6M (2%)	CAGR 5.4% \| Win 52% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 30% \| MDD -50.2% Months 66M (23%)	CAGR 11.1% \| Win 54% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -49.9% Months 72M (25%)
MACDhist only	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -18.3% Months 177M (61%)	CAGR 7.8% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 26% \| MDD -48.5% Months 114M (39%)