IXP - iShares Global Comm Services ETF

Signal Pair Analysis

RSmean-RSIhist

Best Pair

67.9%

Best CAGR

Total Months

6.9%

Avg CAGR

IXP 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 IXP

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSIhist	RSmean	neg-pos	6	2.1	67.9	83.3	1.4	0.0	0.0	42.0	0.0
pair	RSmean	RSIhist	neg-pos	6	2.1	67.9	83.3	1.4	0.0	0.0	42.0	0.0
pair	LWTI	RSmean	neg-neg	3	1.0	63.7	100.0	4.0	0.0	0.0	12.6	0.0
pair	RSmean	LWTI	neg-neg	3	1.0	63.7	100.0	4.0	0.0	0.0	12.6	0.0
pair	SLmean	RSIhist	neg-pos	10	3.4	46.2	60.0	1.2	2.3	6.7	36.4	-6.9
pair	RSIhist	SLmean	neg-pos	10	3.4	46.2	60.0	1.2	2.3	6.7	36.4	-6.9
pair	MACDhist	RSI	neg-pos	5	1.7	43.3	60.0	2.2	36.3	53.2	17.0	-0.8
pair	RSI	MACDhist	neg-pos	5	1.7	43.3	60.0	2.2	36.3	53.2	17.0	-0.8
pair	MRmean	RSIhist	neg-pos	12	4.1	28.7	50.0	0.9	1.8	2.9	33.4	-10.0
pair	RSIhist	MRmean	neg-pos	12	4.1	28.7	50.0	0.9	1.8	2.9	33.4	-10.0
pair	RSI	RSIhist	neg-pos	21	7.2	25.9	61.9	1.0	1.8	2.0	26.0	-12.7
pair	RSIhist	RSI	neg-pos	21	7.2	25.9	61.9	1.0	1.8	2.0	26.0	-12.7
pair	LWTI	RSIhist	pos-neg	17	5.8	25.1	70.6	1.4	3.1	1.9	16.6	-13.0
pair	RSIhist	LWTI	pos-neg	17	5.8	25.1	70.6	1.4	3.1	1.9	16.6	-13.0
pair	RSmean	SLmean	pos-neg	4	1.4	24.3	75.0	1.3	0.0	6.2	17.8	-3.9
pair	SLmean	RSmean	pos-neg	4	1.4	24.3	75.0	1.3	0.0	6.2	17.8	-3.9
pair	MACD	LWTI	neg-neg	30	10.3	21.3	66.7	1.0	1.5	1.3	22.2	-16.6
pair	LWTI	MACD	neg-neg	30	10.3	21.3	66.7	1.0	1.5	1.3	22.2	-16.6
pair	MACD	RSIhist	neg-pos	40	13.7	21.0	62.5	1.0	1.8	1.4	21.4	-14.6
pair	RSIhist	MACD	neg-pos	40	13.7	21.0	62.5	1.0	1.8	1.4	21.4	-14.6
pair	MACDhist	MRmean	neg-pos	5	1.7	17.7	60.0	0.8	1.5	21.7	21.4	-0.8
pair	MRmean	MACDhist	neg-pos	5	1.7	17.7	60.0	0.8	1.5	21.7	21.4	-0.8
pair	RSI	MACD	neg-pos	19	6.5	15.8	63.2	1.0	1.8	1.1	15.3	-14.6
pair	MACD	RSI	neg-pos	19	6.5	15.8	63.2	1.0	1.8	1.1	15.3	-14.6
pair	RSmean	MRmean	pos-neg	5	1.7	15.8	60.0	1.0	2.3	3.2	16.1	-5.0
pair	MRmean	RSmean	pos-neg	5	1.7	15.8	60.0	1.0	2.3	3.2	16.1	-5.0
pair	RSIhist	MACDhist	neg-pos	43	14.8	15.6	60.5	0.8	1.5	1.2	20.1	-12.7
pair	MACDhist	RSIhist	neg-pos	43	14.8	15.6	60.5	0.8	1.5	1.2	20.1	-12.7
pair	MACD	SLmean	pos-neg	33	11.3	15.5	63.6	1.1	2.4	1.9	14.1	-8.3
pair	SLmean	MACD	pos-neg	33	11.3	15.5	63.6	1.1	2.4	1.9	14.1	-8.3
pair	MACD	RSmean	pos-neg	54	18.6	15.3	59.3	0.8	1.4	0.9	19.6	-16.6
pair	RSmean	MACD	pos-neg	54	18.6	15.3	59.3	0.8	1.4	0.9	19.6	-16.6
pair	MRmean	MACD	pos-neg	32	11.0	14.8	62.5	1.1	1.9	1.3	13.9	-11.2
pair	MACD	MRmean	pos-neg	32	11.0	14.8	62.5	1.1	1.9	1.3	13.9	-11.2
pair	SLmean	LWTI	pos-neg	19	6.5	14.2	73.7	1.0	2.4	1.0	14.0	-14.1
pair	LWTI	SLmean	pos-neg	19	6.5	14.2	73.7	1.0	2.4	1.0	14.0	-14.1
pair	RSI	MRmean	pos-neg	13	4.5	13.4	61.5	1.1	2.2	3.1	12.2	-4.3
pair	MRmean	RSI	pos-neg	13	4.5	13.4	61.5	1.1	2.2	3.1	12.2	-4.3
single	RSIhist	RSIhist	pos-pos	168	57.7	13.4	62.5	0.9	1.6	0.5	15.0	-25.1
pair	SLmean	MACDhist	pos-pos	136	46.7	13.0	64.0	1.0	1.8	0.6	12.8	-23.9
pair	MACDhist	SLmean	pos-pos	136	46.7	13.0	64.0	1.0	1.8	0.6	12.8	-23.9
pair	MACDhist	RSIhist	pos-pos	125	43.0	12.7	63.2	1.0	1.8	0.6	12.8	-23.0
pair	RSIhist	MACDhist	pos-pos	125	43.0	12.7	63.2	1.0	1.8	0.6	12.8	-23.0
pair	RSIhist	MRmean	pos-pos	156	53.6	12.3	63.5	1.0	1.8	0.6	12.7	-22.3
pair	MRmean	RSIhist	pos-pos	156	53.6	12.3	63.5	1.0	1.8	0.6	12.7	-22.3
pair	RSIhist	LWTI	pos-pos	151	51.9	12.2	61.6	0.8	1.5	0.6	14.8	-18.9
pair	LWTI	RSIhist	pos-pos	151	51.9	12.2	61.6	0.8	1.5	0.6	14.8	-18.9
pair	RSIhist	RSI	pos-pos	147	50.5	11.8	62.6	0.9	1.7	0.5	12.7	-25.1
pair	RSI	RSIhist	pos-pos	147	50.5	11.8	62.6	0.9	1.7	0.5	12.7	-25.1
pair	RSIhist	RSmean	pos-pos	162	55.7	11.8	61.7	0.9	1.7	0.4	13.1	-27.4
pair	RSmean	RSIhist	pos-pos	162	55.7	11.8	61.7	0.9	1.7	0.4	13.1	-27.4
pair	RSIhist	SLmean	pos-pos	158	54.3	11.6	62.7	0.9	1.7	0.5	12.6	-25.1
pair	SLmean	RSIhist	pos-pos	158	54.3	11.6	62.7	0.9	1.7	0.5	12.6	-25.1
pair	RSmean	MACDhist	pos-pos	161	55.3	11.3	62.1	0.9	1.4	0.4	13.3	-27.4
pair	MACDhist	LWTI	pos-pos	160	55.0	11.3	62.5	0.9	1.4	0.4	13.3	-27.4
pair	MACDhist	RSmean	pos-pos	161	55.3	11.3	62.1	0.9	1.4	0.4	13.3	-27.4
pair	MACDhist	MACD	pos-pos	146	50.2	11.3	63.7	0.9	1.4	0.4	12.8	-27.4
pair	MACD	MACDhist	pos-pos	146	50.2	11.3	63.7	0.9	1.4	0.4	12.8	-27.4
pair	LWTI	MACDhist	pos-pos	160	55.0	11.3	62.5	0.9	1.4	0.4	13.3	-27.4
pair	MRmean	LWTI	pos-neg	13	4.5	11.2	76.9	0.9	1.4	1.1	13.2	-10.5
pair	RSI	LWTI	pos-neg	11	3.8	11.2	72.7	0.8	1.4	1.6	14.5	-6.8
pair	LWTI	MRmean	pos-neg	13	4.5	11.2	76.9	0.9	1.4	1.1	13.2	-10.5
pair	RSIhist	MACD	pos-pos	128	44.0	11.2	62.5	0.9	1.6	0.4	12.4	-29.3
single	MACDhist	MACDhist	pos-pos	162	55.7	11.2	62.3	0.9	1.4	0.4	13.3	-27.4
pair	MACD	RSIhist	pos-pos	128	44.0	11.2	62.5	0.9	1.6	0.4	12.4	-29.3
pair	LWTI	RSI	pos-neg	11	3.8	11.2	72.7	0.8	1.4	1.6	14.5	-6.8
pair	MRmean	MACDhist	pos-pos	157	54.0	11.0	62.4	0.9	1.4	0.4	13.0	-26.8
pair	MACDhist	MRmean	pos-pos	157	54.0	11.0	62.4	0.9	1.4	0.4	13.0	-26.8
pair	MACD	MACDhist	neg-pos	16	5.5	10.9	50.0	0.7	1.3	1.0	17.1	-11.2
pair	MACDhist	MACD	neg-pos	16	5.5	10.9	50.0	0.7	1.3	1.0	17.1	-11.2
pair	MRmean	SLmean	pos-pos	181	62.2	10.8	63.0	0.9	1.5	0.4	12.7	-26.8
pair	SLmean	MRmean	pos-pos	181	62.2	10.8	63.0	0.9	1.5	0.4	12.7	-26.8
pair	MACD	RSmean	neg-pos	4	1.4	10.7	50.0	0.8	1.6	2.7	14.7	-3.9
pair	RSmean	MACD	neg-pos	4	1.4	10.7	50.0	0.8	1.6	2.7	14.7	-3.9
pair	RSI	SLmean	pos-pos	178	61.2	10.6	62.4	0.9	1.5	0.4	12.6	-24.6
pair	SLmean	RSI	pos-pos	178	61.2	10.6	62.4	0.9	1.5	0.4	12.6	-24.6
single	SLmean	SLmean	pos-pos	195	67.0	10.5	62.1	0.8	1.5	0.5	12.7	-22.0
pair	RSI	MACDhist	pos-pos	157	54.0	10.3	62.4	0.8	1.3	0.4	13.1	-27.0
pair	MACDhist	RSI	pos-pos	157	54.0	10.3	62.4	0.8	1.3	0.4	13.1	-27.0
pair	RSmean	SLmean	pos-pos	191	65.6	10.2	61.8	0.8	1.4	0.5	12.6	-19.8
pair	SLmean	RSmean	pos-pos	191	65.6	10.2	61.8	0.8	1.4	0.5	12.6	-19.8
pair	SLmean	LWTI	pos-pos	176	60.5	10.1	60.8	0.8	1.4	0.4	12.6	-23.4
pair	LWTI	SLmean	pos-pos	176	60.5	10.1	60.8	0.8	1.4	0.4	12.6	-23.4
pair	RSI	RSmean	pos-neg	53	18.2	9.8	58.5	0.5	0.8	0.3	21.5	-31.5
pair	RSmean	RSI	pos-neg	53	18.2	9.8	58.5	0.5	0.8	0.3	21.5	-31.5
pair	MACD	SLmean	pos-pos	162	55.7	9.5	61.7	0.8	1.3	0.4	12.4	-26.6
pair	SLmean	MACD	pos-pos	162	55.7	9.5	61.7	0.8	1.3	0.4	12.4	-26.6
pair	RSI	SLmean	pos-neg	17	5.8	9.3	58.8	0.7	1.4	1.1	13.6	-8.2
single	MRmean	MRmean	pos-pos	206	70.8	9.3	61.7	0.8	1.2	0.3	12.8	-29.1
pair	SLmean	RSI	pos-neg	17	5.8	9.3	58.8	0.7	1.4	1.1	13.6	-8.2
pair	MRmean	RSmean	pos-pos	201	69.1	9.2	61.7	0.8	1.2	0.4	12.7	-25.3
pair	RSmean	MRmean	pos-pos	201	69.1	9.2	61.7	0.8	1.2	0.4	12.7	-25.3
pair	MRmean	LWTI	pos-pos	193	66.3	9.2	60.6	0.8	1.2	0.4	12.8	-24.8
pair	LWTI	MRmean	pos-pos	193	66.3	9.2	60.6	0.8	1.2	0.4	12.8	-24.8
pair	MRmean	RSI	pos-pos	193	66.3	9.1	61.7	0.7	1.1	0.3	12.9	-29.2
pair	RSI	MRmean	pos-pos	193	66.3	9.1	61.7	0.7	1.1	0.3	12.9	-29.2
pair	LWTI	RSmean	pos-pos	231	79.4	8.9	59.7	0.7	1.1	0.3	13.3	-27.7
pair	RSmean	LWTI	pos-pos	231	79.4	8.9	59.7	0.7	1.1	0.3	13.3	-27.7
pair	RSmean	RSI	neg-pos	5	1.7	8.8	60.0	0.7	1.3	2.2	12.8	-3.9
pair	RSI	RSmean	neg-pos	5	1.7	8.8	60.0	0.7	1.3	2.2	12.8	-3.9
pair	MRmean	MACD	pos-pos	174	59.8	8.4	61.5	0.7	1.1	0.2	12.6	-34.4
pair	MACD	MRmean	pos-pos	174	59.8	8.4	61.5	0.7	1.1	0.2	12.6	-34.4
pair	MACD	LWTI	pos-pos	208	71.5	8.4	60.1	0.7	1.0	0.3	12.9	-27.7
pair	LWTI	MACD	pos-pos	208	71.5	8.4	60.1	0.7	1.0	0.3	12.9	-27.7
pair	LWTI	MACDhist	pos-neg	2	0.7	8.3	50.0	0.6	0.0	0.0	13.1	0.0
pair	MACDhist	LWTI	pos-neg	2	0.7	8.3	50.0	0.6	0.0	0.0	13.1	0.0
single	MACD	MACD	neg-neg	69	23.7	8.3	58.0	0.5	0.7	0.2	23.2	-43.5
single	RSmean	RSmean	pos-pos	272	93.5	8.2	59.9	0.6	0.9	0.2	15.1	-45.1
pair	RSI	RSmean	pos-pos	219	75.3	7.8	60.3	0.6	0.9	0.3	13.1	-29.4
pair	RSmean	RSI	pos-pos	219	75.3	7.8	60.3	0.6	0.9	0.3	13.1	-29.4
single	RSI	RSI	pos-pos	224	77.0	7.8	60.3	0.6	0.9	0.3	13.1	-29.4
pair	RSI	LWTI	pos-pos	213	73.2	7.6	59.6	0.6	0.9	0.3	13.1	-28.0
pair	LWTI	RSI	pos-pos	213	73.2	7.6	59.6	0.6	0.9	0.3	13.1	-28.0
pair	MACD	MACDhist	neg-neg	53	18.2	7.6	60.4	0.4	0.7	0.2	24.9	-43.5
pair	MACDhist	MACD	neg-neg	53	18.2	7.6	60.4	0.4	0.7	0.2	24.9	-43.5
single	LWTI	LWTI	neg-neg	44	15.1	7.2	63.6	0.4	0.6	0.2	22.5	-29.4
pair	LWTI	MACDhist	neg-neg	42	14.4	7.1	64.3	0.4	0.6	0.2	22.9	-29.4
pair	MACDhist	LWTI	neg-neg	42	14.4	7.1	64.3	0.4	0.6	0.2	22.9	-29.4
pair	RSI	MACD	pos-pos	205	70.4	7.1	60.0	0.6	0.9	0.2	12.9	-29.6
pair	MACD	RSI	pos-pos	205	70.4	7.1	60.0	0.6	0.9	0.2	12.9	-29.6
single	LWTI	LWTI	pos-pos	247	84.9	6.9	58.7	0.5	0.8	0.2	15.2	-43.5
pair	benchmark___benchmark_		benchmark-benchmark	291	100.0	6.9	59.5	0.5	0.7	0.1	16.4	-45.1
pair		benchmark___benchmark_	benchmark-benchmark	291	100.0	6.9	59.5	0.5	0.7	0.1	16.4	-45.1
single	MACD	MACD	pos-pos	222	76.3	6.5	59.9	0.5	0.7	0.2	13.7	-41.9
pair	MACD	RSmean	pos-pos	218	74.9	6.5	60.1	0.5	0.7	0.1	13.7	-41.9
pair	RSmean	MACD	pos-pos	218	74.9	6.5	60.1	0.5	0.7	0.1	13.7	-41.9
pair	MACDhist	RSIhist	pos-neg	37	12.7	6.4	59.5	0.5	0.7	0.3	14.7	-18.3
pair	RSIhist	MACDhist	pos-neg	37	12.7	6.4	59.5	0.5	0.7	0.3	14.7	-18.3
pair	MRmean	SLmean	neg-pos	14	4.8	6.1	50.0	0.5	1.0	1.0	12.9	-6.1
pair	SLmean	MRmean	neg-pos	14	4.8	6.1	50.0	0.5	1.0	1.0	12.9	-6.1
pair	LWTI	RSI	neg-neg	33	11.3	5.9	60.6	0.3	0.5	0.2	24.7	-29.4
pair	RSI	LWTI	neg-neg	33	11.3	5.9	60.6	0.3	0.5	0.2	24.7	-29.4
pair	SLmean	RSIhist	pos-neg	37	12.7	5.8	59.5	0.5	0.7	0.4	13.3	-14.8
pair	RSIhist	SLmean	pos-neg	37	12.7	5.8	59.5	0.5	0.7	0.4	13.3	-14.8
pair	LWTI	MRmean	neg-neg	31	10.7	5.6	58.1	0.3	0.5	0.2	25.6	-29.4
pair	MRmean	LWTI	neg-neg	31	10.7	5.6	58.1	0.3	0.5	0.2	25.6	-29.4
pair	RSI	MACD	neg-neg	50	17.2	5.6	56.0	0.3	0.6	0.1	25.7	-43.5
pair	MACD	RSI	neg-neg	50	17.2	5.6	56.0	0.3	0.6	0.1	25.7	-43.5
pair	RSmean	MRmean	neg-pos	71	24.4	5.3	54.9	0.3	0.5	0.1	20.4	-34.1
pair	MRmean	RSmean	neg-pos	71	24.4	5.3	54.9	0.3	0.5	0.1	20.4	-34.1
pair	MACDhist	SLmean	pos-neg	59	20.3	4.9	57.6	0.5	0.7	0.4	12.5	-11.2
pair	SLmean	MACDhist	pos-neg	59	20.3	4.9	57.6	0.5	0.7	0.4	12.5	-11.2
single	RSI	RSI	neg-neg	67	23.0	4.2	56.7	0.3	0.4	0.1	24.6	-44.4
pair	MACDhist	MRmean	pos-neg	49	16.8	4.1	59.2	0.4	0.6	0.3	12.0	-14.8
pair	MRmean	MACDhist	pos-neg	49	16.8	4.1	59.2	0.4	0.6	0.3	12.0	-14.8
pair	RSmean	LWTI	pos-neg	41	14.1	3.9	61.0	0.3	0.4	0.1	22.9	-29.4
pair	LWTI	RSmean	pos-neg	41	14.1	3.9	61.0	0.3	0.4	0.1	22.9	-29.4
pair	RSmean	MACDhist	pos-neg	111	38.1	3.8	56.8	0.3	0.4	0.1	17.4	-37.5
pair	MACDhist	RSmean	pos-neg	111	38.1	3.8	56.8	0.3	0.4	0.1	17.4	-37.5
pair	SLmean	RSmean	neg-pos	81	27.8	3.4	55.6	0.3	0.4	0.1	19.8	-34.2
pair	RSmean	SLmean	neg-pos	81	27.8	3.4	55.6	0.3	0.4	0.1	19.8	-34.2
pair	RSIhist	RSmean	pos-neg	110	37.8	3.0	57.3	0.3	0.3	0.1	17.6	-42.5
pair	RSmean	RSIhist	pos-neg	110	37.8	3.0	57.3	0.3	0.3	0.1	17.6	-42.5
pair	MRmean	MACD	neg-neg	37	12.7	3.0	54.1	0.2	0.4	0.1	29.1	-43.5
pair	MACD	MRmean	neg-neg	37	12.7	3.0	54.1	0.2	0.4	0.1	29.1	-43.5
pair	RSI	LWTI	neg-pos	34	11.7	2.6	52.9	0.2	0.3	0.1	24.8	-43.5
pair	LWTI	RSI	neg-pos	34	11.7	2.6	52.9	0.2	0.3	0.1	24.8	-43.5
pair	SLmean	RSI	neg-neg	50	17.2	2.5	56.0	0.2	0.4	0.1	27.5	-45.2
pair	RSI	SLmean	neg-neg	50	17.2	2.5	56.0	0.2	0.4	0.1	27.5	-45.2
pair	SLmean	MACDhist	neg-pos	26	8.9	2.4	53.8	0.2	0.3	0.2	15.6	-10.9
pair	MACDhist	SLmean	neg-pos	26	8.9	2.4	53.8	0.2	0.3	0.2	15.6	-10.9
pair	RSI	MRmean	neg-neg	54	18.6	2.1	55.6	0.2	0.3	0.0	26.8	-48.0
pair	LWTI	SLmean	neg-neg	25	8.6	2.1	56.0	0.2	0.3	0.1	27.5	-29.4
pair	SLmean	LWTI	neg-neg	25	8.6	2.1	56.0	0.2	0.3	0.1	27.5	-29.4
pair	SLmean	MACD	neg-neg	36	12.4	2.1	52.8	0.2	0.4	0.1	29.3	-43.5
pair	MACD	SLmean	neg-neg	36	12.4	2.1	52.8	0.2	0.4	0.1	29.3	-43.5
pair	MRmean	RSI	neg-neg	54	18.6	2.1	55.6	0.2	0.3	0.0	26.8	-48.0
pair	MACDhist	RSI	pos-neg	67	23.0	2.0	55.2	0.2	0.3	0.1	13.0	-20.5
pair	RSI	MACDhist	pos-neg	67	23.0	2.0	55.2	0.2	0.3	0.1	13.0	-20.5
single	MACDhist	MACDhist	neg-neg	129	44.3	1.8	55.8	0.2	0.3	0.0	19.7	-43.5
pair	MACDhist	RSmean	neg-pos	1	0.3	1.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	1.6	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-neg	62	21.3	1.5	56.5	0.2	0.3	0.0	25.1	-44.4
pair	RSI	MACDhist	neg-neg	62	21.3	1.5	56.5	0.2	0.3	0.0	25.1	-44.4
single	MRmean	MRmean	neg-neg	85	29.2	1.4	54.1	0.2	0.3	0.0	23.0	-45.5
pair	RSI	RSIhist	pos-neg	77	26.5	0.6	55.8	0.1	0.1	0.0	13.6	-31.5
pair	RSIhist	RSI	pos-neg	77	26.5	0.6	55.8	0.1	0.1	0.0	13.6	-31.5
pair	MRmean	RSIhist	pos-neg	50	17.2	0.5	56.0	0.1	0.1	0.0	12.9	-23.4
pair	RSIhist	MACD	pos-neg	94	32.3	0.5	56.4	0.1	0.1	0.0	15.3	-43.7
pair	MACD	RSIhist	pos-neg	94	32.3	0.5	56.4	0.1	0.1	0.0	15.3	-43.7
pair	RSIhist	MRmean	pos-neg	50	17.2	0.5	56.0	0.1	0.1	0.0	12.9	-23.4
pair	MRmean	MACDhist	neg-neg	80	27.5	0.4	53.8	0.1	0.2	0.0	23.2	-43.5
pair	MACDhist	MRmean	neg-neg	80	27.5	0.4	53.8	0.1	0.2	0.0	23.2	-43.5
pair	SLmean	MRmean	neg-neg	71	24.4	0.4	54.9	0.1	0.2	0.0	24.6	-45.9
pair	MRmean	SLmean	neg-neg	71	24.4	0.4	54.9	0.1	0.2	0.0	24.6	-45.9
pair	RSI	MACD	pos-neg	17	5.8	0.2	58.8	0.1	0.1	0.0	21.8	-24.5
pair	MACD	RSI	pos-neg	17	5.8	0.2	58.8	0.1	0.1	0.0	21.8	-24.5
pair	MRmean	MACD	neg-pos	48	16.5	0.1	54.2	0.1	0.1	0.0	17.3	-27.0
pair	MACD	MRmean	neg-pos	48	16.5	0.1	54.2	0.1	0.1	0.0	17.3	-27.0
single	SLmean	SLmean	neg-neg	96	33.0	0.1	54.2	0.1	0.2	0.0	22.2	-46.3
pair	MRmean	RSI	neg-pos	31	10.7	0.1	51.6	0.1	0.1	0.0	14.6	-20.9
pair	RSI	MRmean	neg-pos	31	10.7	0.1	51.6	0.1	0.1	0.0	14.6	-20.9
pair	LWTI	SLmean	neg-pos	71	24.4	-0.6	53.5	0.1	0.1	-0.0	20.2	-43.5
pair	SLmean	LWTI	neg-pos	71	24.4	-0.6	53.5	0.1	0.1	-0.0	20.2	-43.5
pair	LWTI	MACDhist	neg-pos	87	29.9	-0.7	51.7	0.1	0.1	-0.0	18.0	-43.5
pair	MACDhist	LWTI	neg-pos	87	29.9	-0.7	51.7	0.1	0.1	-0.0	18.0	-43.5
pair	MACDhist	SLmean	neg-neg	70	24.1	-0.7	54.3	0.1	0.1	-0.0	24.2	-43.5
pair	SLmean	MACDhist	neg-neg	70	24.1	-0.7	54.3	0.1	0.1	-0.0	24.2	-43.5
pair	MACD	LWTI	neg-pos	39	13.4	-0.7	51.3	0.1	0.1	-0.0	23.9	-43.5
pair	LWTI	MACD	neg-pos	39	13.4	-0.7	51.3	0.1	0.1	-0.0	23.9	-43.5
pair	SLmean	MRmean	pos-neg	25	8.6	-0.9	52.0	0.0	0.0	-0.1	13.3	-15.7
pair	MRmean	SLmean	pos-neg	25	8.6	-0.9	52.0	0.0	0.0	-0.1	13.3	-15.7
pair	LWTI	RSIhist	neg-pos	96	33.0	-0.9	54.2	0.0	0.0	-0.0	15.5	-35.5
pair	RSIhist	LWTI	neg-pos	96	33.0	-0.9	54.2	0.0	0.0	-0.0	15.5	-35.5
pair	LWTI	MRmean	neg-pos	54	18.6	-1.0	51.9	0.1	0.1	-0.0	21.7	-43.5
pair	MRmean	LWTI	neg-pos	54	18.6	-1.0	51.9	0.1	0.1	-0.0	21.7	-43.5
pair	SLmean	MACD	neg-pos	60	20.6	-1.1	55.0	0.0	0.0	-0.0	16.7	-35.5
pair	MACD	SLmean	neg-pos	60	20.6	-1.1	55.0	0.0	0.0	-0.0	16.7	-35.5
single	RSIhist	RSIhist	neg-neg	123	42.3	-1.3	55.3	0.0	0.0	-0.0	18.0	-54.3
pair	MACD	MACDhist	pos-neg	76	26.1	-2.0	52.6	-0.1	-0.1	-0.1	15.1	-33.1
pair	MACDhist	MACD	pos-neg	76	26.1	-2.0	52.6	-0.1	-0.1	-0.1	15.1	-33.1
pair	SLmean	RSI	neg-pos	46	15.8	-2.5	52.2	-0.1	-0.1	-0.1	14.6	-26.0
pair	RSI	SLmean	neg-pos	46	15.8	-2.5	52.2	-0.1	-0.1	-0.1	14.6	-26.0
pair	RSIhist	MRmean	neg-neg	73	25.1	-2.6	54.8	-0.0	-0.0	-0.1	20.9	-52.7
pair	MRmean	RSIhist	neg-neg	73	25.1	-2.6	54.8	-0.0	-0.0	-0.1	20.9	-52.7
pair	RSIhist	LWTI	neg-neg	27	9.3	-2.8	59.3	0.0	0.0	-0.1	25.4	-27.7
pair	LWTI	RSIhist	neg-neg	27	9.3	-2.8	59.3	0.0	0.0	-0.1	25.4	-27.7
pair	RSIhist	SLmean	neg-neg	86	29.6	-4.2	53.5	-0.1	-0.1	-0.1	19.7	-55.8
pair	SLmean	RSIhist	neg-neg	86	29.6	-4.2	53.5	-0.1	-0.1	-0.1	19.7	-55.8
pair	RSIhist	RSI	neg-neg	46	15.8	-4.4	54.3	-0.1	-0.1	-0.1	23.8	-54.9
pair	RSI	RSIhist	neg-neg	46	15.8	-4.4	54.3	-0.1	-0.1	-0.1	23.8	-54.9
pair	MACDhist	RSIhist	neg-neg	86	29.6	-4.5	53.5	-0.1	-0.2	-0.1	19.3	-53.3
pair	RSIhist	MACDhist	neg-neg	86	29.6	-4.5	53.5	-0.1	-0.2	-0.1	19.3	-53.3
pair	RSIhist	MACD	neg-neg	29	10.0	-7.1	51.7	-0.2	-0.3	-0.2	25.2	-38.5
pair	MACD	RSIhist	neg-neg	29	10.0	-7.1	51.7	-0.2	-0.3	-0.2	25.2	-38.5
single	RSmean	RSmean	neg-neg	19	6.5	-8.9	52.6	-0.2	-0.3	-0.2	30.0	-43.5
pair	MACDhist	RSmean	neg-neg	18	6.2	-9.5	50.0	-0.2	-0.3	-0.2	30.9	-43.5
pair	RSmean	MACDhist	neg-neg	18	6.2	-9.5	50.0	-0.2	-0.3	-0.2	30.9	-43.5
pair	MACD	RSmean	neg-neg	15	5.2	-13.6	53.3	-0.3	-0.5	-0.3	33.2	-43.5
pair	RSmean	MACD	neg-neg	15	5.2	-13.6	53.3	-0.3	-0.5	-0.3	33.2	-43.5
pair	RSmean	RSI	neg-neg	14	4.8	-14.6	50.0	-0.3	-0.6	-0.3	34.5	-43.5
pair	RSI	RSmean	neg-neg	14	4.8	-14.6	50.0	-0.3	-0.6	-0.3	34.5	-43.5
pair	RSmean	SLmean	neg-neg	15	5.2	-16.2	46.7	-0.4	-0.7	-0.4	32.7	-43.5
pair	SLmean	RSmean	neg-neg	15	5.2	-16.2	46.7	-0.4	-0.7	-0.4	32.7	-43.5
pair	RSmean	MRmean	neg-neg	14	4.8	-16.4	50.0	-0.4	-0.7	-0.4	33.9	-43.5
pair	MRmean	RSmean	neg-neg	14	4.8	-16.4	50.0	-0.4	-0.7	-0.4	33.9	-43.5
pair	MACD	LWTI	pos-neg	14	4.8	-17.8	57.1	-0.8	-1.1	-0.7	22.0	-24.9
pair	LWTI	MACD	pos-neg	14	4.8	-17.8	57.1	-0.8	-1.1	-0.7	22.0	-24.9
pair	LWTI	RSmean	neg-pos	16	5.5	-18.4	43.8	-0.5	-0.9	-0.4	31.6	-43.5
pair	RSmean	LWTI	neg-pos	16	5.5	-18.4	43.8	-0.5	-0.9	-0.4	31.6	-43.5
pair	RSIhist	RSmean	neg-neg	13	4.5	-31.3	38.5	-1.9	-2.2	-0.8	18.9	-36.7
pair	RSmean	RSIhist	neg-neg	13	4.5	-31.3	38.5	-1.9	-2.2	-0.8	18.9	-36.7

All Contingency Tables for IXP

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 63% Sharpe 0.88 \| Sortino 1.49 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 181M (62%)	CAGR -0.9% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 13% \| MDD -15.7% Months 25M (9%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 6.1% \| Win 50% Sharpe 0.52 \| Sortino 1.01 \| Calmar 1.0 Vol 13% \| MDD -6.1% Months 14M (5%)	CAGR 0.4% \| Win 55% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -45.9% Months 71M (24%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
SLmean only	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 62% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.4 Vol 13% \| MDD -25.3% Months 201M (69%)	CAGR 15.8% \| Win 60% Sharpe 0.98 \| Sortino 2.30 \| Calmar 3.2 Vol 16% \| MDD -5.0% Months 5M (2%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 5.3% \| Win 55% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -34.1% Months 71M (24%)	CAGR -16.4% \| Win 50% Sharpe -0.37 \| Sortino -0.72 \| Calmar -0.4 Vol 34% \| MDD -43.5% Months 14M (5%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
RSmean only	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 62% Sharpe 0.70 \| Sortino 1.07 \| Calmar 0.2 Vol 13% \| MDD -34.4% Months 174M (60%)	CAGR 14.8% \| Win 62% Sharpe 1.07 \| Sortino 1.90 \| Calmar 1.3 Vol 14% \| MDD -11.2% Months 32M (11%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 0.1% \| Win 54% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 17% \| MDD -27.0% Months 48M (16%)	CAGR 3.0% \| Win 54% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.1 Vol 29% \| MDD -43.5% Months 37M (13%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
MACD only	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -29.2% Months 193M (66%)	CAGR 13.4% \| Win 62% Sharpe 1.09 \| Sortino 2.20 \| Calmar 3.1 Vol 12% \| MDD -4.3% Months 13M (4%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 0.1% \| Win 52% Sharpe 0.08 \| Sortino 0.10 \| Calmar 0.0 Vol 15% \| MDD -20.9% Months 31M (11%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -48.0% Months 54M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
RSI only	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.87 \| Sortino 1.36 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 157M (54%)	CAGR 4.1% \| Win 59% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.3 Vol 12% \| MDD -14.8% Months 49M (17%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 17.7% \| Win 60% Sharpe 0.85 \| Sortino 1.46 \| Calmar 21.7 Vol 21% \| MDD -0.8% Months 5M (2%)	CAGR 0.4% \| Win 54% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -43.5% Months 80M (28%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.3% \| Win 64% Sharpe 0.98 \| Sortino 1.76 \| Calmar 0.6 Vol 13% \| MDD -22.3% Months 156M (54%)	CAGR 0.5% \| Win 56% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 13% \| MDD -23.4% Months 50M (17%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 28.7% \| Win 50% Sharpe 0.91 \| Sortino 1.84 \| Calmar 2.9 Vol 33% \| MDD -10.0% Months 12M (4%)	CAGR -2.6% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 21% \| MDD -52.7% Months 73M (25%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 61% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.4 Vol 13% \| MDD -24.8% Months 193M (66%)	CAGR 11.2% \| Win 77% Sharpe 0.87 \| Sortino 1.37 \| Calmar 1.1 Vol 13% \| MDD -10.5% Months 13M (4%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR -1.0% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 22% \| MDD -43.5% Months 54M (19%)	CAGR 5.6% \| Win 58% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.2 Vol 26% \| MDD -29.4% Months 31M (11%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 62% Sharpe 0.84 \| Sortino 1.43 \| Calmar 0.5 Vol 13% \| MDD -19.8% Months 191M (66%)	CAGR 24.3% \| Win 75% Sharpe 1.29 \| Sortino 0.00 \| Calmar 6.2 Vol 18% \| MDD -3.9% Months 4M (1%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR 3.4% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.1 Vol 20% \| MDD -34.2% Months 81M (28%)	CAGR -16.2% \| Win 47% Sharpe -0.39 \| Sortino -0.69 \| Calmar -0.4 Vol 33% \| MDD -43.5% Months 15M (5%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
RSmean only	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 9.5% \| Win 62% Sharpe 0.80 \| Sortino 1.31 \| Calmar 0.4 Vol 12% \| MDD -26.6% Months 162M (56%)	CAGR 15.5% \| Win 64% Sharpe 1.10 \| Sortino 2.35 \| Calmar 1.9 Vol 14% \| MDD -8.3% Months 33M (11%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR -1.1% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 17% \| MDD -35.5% Months 60M (21%)	CAGR 2.1% \| Win 53% Sharpe 0.21 \| Sortino 0.38 \| Calmar 0.0 Vol 29% \| MDD -43.5% Months 36M (12%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
MACD only	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 62% Sharpe 0.86 \| Sortino 1.46 \| Calmar 0.4 Vol 13% \| MDD -24.6% Months 178M (61%)	CAGR 9.3% \| Win 59% Sharpe 0.71 \| Sortino 1.44 \| Calmar 1.1 Vol 14% \| MDD -8.2% Months 17M (6%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR -2.5% \| Win 52% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.1 Vol 15% \| MDD -26.0% Months 46M (16%)	CAGR 2.5% \| Win 56% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 28% \| MDD -45.2% Months 50M (17%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
RSI only	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.0% \| Win 64% Sharpe 1.02 \| Sortino 1.78 \| Calmar 0.5 Vol 13% \| MDD -23.9% Months 136M (47%)	CAGR 4.9% \| Win 58% Sharpe 0.45 \| Sortino 0.74 \| Calmar 0.4 Vol 12% \| MDD -11.2% Months 59M (20%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR 2.4% \| Win 54% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.2 Vol 16% \| MDD -10.9% Months 26M (9%)	CAGR -0.7% \| Win 54% Sharpe 0.09 \| Sortino 0.13 \| Calmar -0.0 Vol 24% \| MDD -43.5% Months 70M (24%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 63% Sharpe 0.94 \| Sortino 1.72 \| Calmar 0.5 Vol 13% \| MDD -25.1% Months 158M (54%)	CAGR 5.8% \| Win 60% Sharpe 0.49 \| Sortino 0.70 \| Calmar 0.4 Vol 13% \| MDD -14.8% Months 37M (13%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR 46.2% \| Win 60% Sharpe 1.22 \| Sortino 2.29 \| Calmar 6.7 Vol 36% \| MDD -6.9% Months 10M (3%)	CAGR -4.2% \| Win 54% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 20% \| MDD -55.8% Months 86M (30%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 61% Sharpe 0.83 \| Sortino 1.42 \| Calmar 0.4 Vol 13% \| MDD -23.4% Months 176M (60%)	CAGR 14.2% \| Win 74% Sharpe 1.02 \| Sortino 2.40 \| Calmar 1.0 Vol 14% \| MDD -14.1% Months 19M (6%)	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)
SLmean neg	CAGR -0.6% \| Win 54% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 71M (24%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.1 Vol 28% \| MDD -29.4% Months 25M (9%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.71 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 218M (75%)	CAGR 15.3% \| Win 59% Sharpe 0.83 \| Sortino 1.35 \| Calmar 0.9 Vol 20% \| MDD -16.6% Months 54M (19%)	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)
RSmean neg	CAGR 10.7% \| Win 50% Sharpe 0.75 \| Sortino 1.60 \| Calmar 2.7 Vol 15% \| MDD -3.9% Months 4M (1%)	CAGR -13.6% \| Win 53% Sharpe -0.28 \| Sortino -0.54 \| Calmar -0.3 Vol 33% \| MDD -43.5% Months 15M (5%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)
MACD only	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.94 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 219M (75%)	CAGR 9.8% \| Win 58% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 22% \| MDD -31.5% Months 53M (18%)	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)
RSmean neg	CAGR 8.8% \| Win 60% Sharpe 0.72 \| Sortino 1.33 \| Calmar 2.3 Vol 13% \| MDD -3.9% Months 5M (2%)	CAGR -14.6% \| Win 50% Sharpe -0.30 \| Sortino -0.59 \| Calmar -0.3 Vol 34% \| MDD -43.5% Months 14M (5%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)
RSI only	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.3% \| Win 62% Sharpe 0.87 \| Sortino 1.39 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 161M (55%)	CAGR 3.8% \| Win 57% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -37.5% Months 111M (38%)	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)
RSmean neg	CAGR 1.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -9.5% \| Win 50% Sharpe -0.18 \| Sortino -0.32 \| Calmar -0.2 Vol 31% \| MDD -43.5% Months 18M (6%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.8% \| Win 62% Sharpe 0.92 \| Sortino 1.72 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 3.0% \| Win 57% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 18% \| MDD -42.5% Months 110M (38%)	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)
RSmean neg	CAGR 67.9% \| Win 83% Sharpe 1.43 \| Sortino 0.00 \| Calmar 0.0 Vol 42% \| MDD 0.0% Months 6M (2%)	CAGR -31.3% \| Win 38% Sharpe -1.87 \| Sortino -2.23 \| Calmar -0.9 Vol 19% \| MDD -36.7% Months 13M (4%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 60% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.3 Vol 13% \| MDD -27.7% Months 231M (79%)	CAGR 3.9% \| Win 61% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 23% \| MDD -29.4% Months 41M (14%)	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)
RSmean neg	CAGR -18.4% \| Win 44% Sharpe -0.49 \| Sortino -0.89 \| Calmar -0.4 Vol 32% \| MDD -43.5% Months 16M (6%)	CAGR 63.7% \| Win 100% Sharpe 4.02 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (1%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 7.1% \| Win 60% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 13% \| MDD -29.6% Months 205M (70%)	CAGR 0.2% \| Win 59% Sharpe 0.11 \| Sortino 0.13 \| Calmar 0.0 Vol 22% \| MDD -24.5% Months 17M (6%)	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)
MACD neg	CAGR 15.8% \| Win 63% Sharpe 1.04 \| Sortino 1.78 \| Calmar 1.1 Vol 15% \| MDD -14.6% Months 19M (6%)	CAGR 5.6% \| Win 56% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 26% \| MDD -43.5% Months 50M (17%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)
RSI only	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.3% \| Win 64% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 146M (50%)	CAGR -2.0% \| Win 53% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.1 Vol 15% \| MDD -33.1% Months 76M (26%)	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)
MACD neg	CAGR 10.9% \| Win 50% Sharpe 0.69 \| Sortino 1.31 \| Calmar 1.0 Vol 17% \| MDD -11.2% Months 16M (6%)	CAGR 7.6% \| Win 60% Sharpe 0.41 \| Sortino 0.67 \| Calmar 0.2 Vol 25% \| MDD -43.5% Months 53M (18%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.2% \| Win 62% Sharpe 0.92 \| Sortino 1.64 \| Calmar 0.4 Vol 12% \| MDD -29.3% Months 128M (44%)	CAGR 0.5% \| Win 56% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 15% \| MDD -43.7% Months 94M (32%)	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)
MACD neg	CAGR 21.0% \| Win 62% Sharpe 1.00 \| Sortino 1.75 \| Calmar 1.4 Vol 21% \| MDD -14.6% Months 40M (14%)	CAGR -7.1% \| Win 52% Sharpe -0.17 \| Sortino -0.26 \| Calmar -0.2 Vol 25% \| MDD -38.5% Months 29M (10%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.4% \| Win 60% Sharpe 0.69 \| Sortino 1.02 \| Calmar 0.3 Vol 13% \| MDD -27.7% Months 208M (72%)	CAGR -17.8% \| Win 57% Sharpe -0.78 \| Sortino -1.13 \| Calmar -0.7 Vol 22% \| MDD -24.9% Months 14M (5%)	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)
MACD neg	CAGR -0.7% \| Win 51% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 24% \| MDD -43.5% Months 39M (13%)	CAGR 21.3% \| Win 67% Sharpe 0.99 \| Sortino 1.46 \| Calmar 1.3 Vol 22% \| MDD -16.6% Months 30M (10%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.3% \| Win 62% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.4 Vol 13% \| MDD -27.0% Months 157M (54%)	CAGR 2.0% \| Win 55% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 13% \| MDD -20.5% Months 67M (23%)	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)
RSI neg	CAGR 43.3% \| Win 60% Sharpe 2.21 \| Sortino 36.34 \| Calmar 53.2 Vol 17% \| MDD -0.8% Months 5M (2%)	CAGR 1.5% \| Win 56% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 25% \| MDD -44.4% Months 62M (21%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.8% \| Win 63% Sharpe 0.94 \| Sortino 1.67 \| Calmar 0.5 Vol 13% \| MDD -25.1% Months 147M (50%)	CAGR 0.6% \| Win 56% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 14% \| MDD -31.5% Months 77M (26%)	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)
RSI neg	CAGR 25.9% \| Win 62% Sharpe 1.01 \| Sortino 1.77 \| Calmar 2.0 Vol 26% \| MDD -12.7% Months 21M (7%)	CAGR -4.4% \| Win 54% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 24% \| MDD -54.9% Months 46M (16%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.6% \| Win 60% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 13% \| MDD -28.0% Months 213M (73%)	CAGR 11.2% \| Win 73% Sharpe 0.80 \| Sortino 1.38 \| Calmar 1.6 Vol 14% \| MDD -6.8% Months 11M (4%)	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)
RSI neg	CAGR 2.6% \| Win 53% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 25% \| MDD -43.5% Months 34M (12%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.2 Vol 25% \| MDD -29.4% Months 33M (11%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.7% \| Win 63% Sharpe 1.00 \| Sortino 1.75 \| Calmar 0.6 Vol 13% \| MDD -23.0% Months 125M (43%)	CAGR 6.4% \| Win 60% Sharpe 0.50 \| Sortino 0.65 \| Calmar 0.4 Vol 15% \| MDD -18.3% Months 37M (13%)	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)
MACDhist neg	CAGR 15.6% \| Win 60% Sharpe 0.82 \| Sortino 1.46 \| Calmar 1.2 Vol 20% \| MDD -12.7% Months 43M (15%)	CAGR -4.5% \| Win 54% Sharpe -0.14 \| Sortino -0.18 \| Calmar -0.1 Vol 19% \| MDD -53.3% Months 86M (30%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.3% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 160M (55%)	CAGR 8.3% \| Win 50% Sharpe 0.64 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 2M (1%)	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)
MACDhist neg	CAGR -0.7% \| Win 52% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 18% \| MDD -43.5% Months 87M (30%)	CAGR 7.1% \| Win 64% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -29.4% Months 42M (14%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 12.2% \| Win 62% Sharpe 0.85 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -18.9% Months 151M (52%)	CAGR 25.1% \| Win 71% Sharpe 1.44 \| Sortino 3.13 \| Calmar 1.9 Vol 17% \| MDD -13.0% Months 17M (6%)	CAGR 13.4% \| Win 62% Sharpe 0.92 \| Sortino 1.62 \| Calmar 0.5 Vol 15% \| MDD -25.1% Months 168M (58%)
RSIhist neg	CAGR -0.9% \| Win 54% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 16% \| MDD -35.5% Months 96M (33%)	CAGR -2.8% \| Win 59% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 25% \| MDD -27.7% Months 27M (9%)	CAGR -1.3% \| Win 55% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 18% \| MDD -54.3% Months 123M (42%)
LWTI only	CAGR 6.9% \| Win 59% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -43.5% Months 247M (85%)	CAGR 7.2% \| Win 64% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -29.4% Months 44M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 63% Sharpe 0.88 \| Sortino 1.49 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 181M (62%)	CAGR -0.9% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 13% \| MDD -15.7% Months 25M (9%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 6.1% \| Win 50% Sharpe 0.52 \| Sortino 1.01 \| Calmar 1.0 Vol 13% \| MDD -6.1% Months 14M (5%)	CAGR 0.4% \| Win 55% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 25% \| MDD -45.9% Months 71M (24%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
SLmean only	CAGR 10.5% \| Win 62% Sharpe 0.85 \| Sortino 1.47 \| Calmar 0.5 Vol 13% \| MDD -22.0% Months 195M (67%)	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -46.3% Months 96M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 62% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.4 Vol 13% \| MDD -25.3% Months 201M (69%)	CAGR 15.8% \| Win 60% Sharpe 0.98 \| Sortino 2.30 \| Calmar 3.2 Vol 16% \| MDD -5.0% Months 5M (2%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 5.3% \| Win 55% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -34.1% Months 71M (24%)	CAGR -16.4% \| Win 50% Sharpe -0.37 \| Sortino -0.72 \| Calmar -0.4 Vol 34% \| MDD -43.5% Months 14M (5%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
RSmean only	CAGR 8.2% \| Win 60% Sharpe 0.60 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -45.1% Months 272M (94%)	CAGR -8.9% \| Win 53% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.2 Vol 30% \| MDD -43.5% Months 19M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 62% Sharpe 0.70 \| Sortino 1.07 \| Calmar 0.2 Vol 13% \| MDD -34.4% Months 174M (60%)	CAGR 14.8% \| Win 62% Sharpe 1.07 \| Sortino 1.90 \| Calmar 1.3 Vol 14% \| MDD -11.2% Months 32M (11%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 0.1% \| Win 54% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 17% \| MDD -27.0% Months 48M (16%)	CAGR 3.0% \| Win 54% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.1 Vol 29% \| MDD -43.5% Months 37M (13%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
MACD only	CAGR 6.5% \| Win 60% Sharpe 0.53 \| Sortino 0.73 \| Calmar 0.2 Vol 14% \| MDD -41.9% Months 222M (76%)	CAGR 8.3% \| Win 58% Sharpe 0.46 \| Sortino 0.73 \| Calmar 0.2 Vol 23% \| MDD -43.5% Months 69M (24%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 62% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -29.2% Months 193M (66%)	CAGR 13.4% \| Win 62% Sharpe 1.09 \| Sortino 2.20 \| Calmar 3.1 Vol 12% \| MDD -4.3% Months 13M (4%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 0.1% \| Win 52% Sharpe 0.08 \| Sortino 0.10 \| Calmar 0.0 Vol 15% \| MDD -20.9% Months 31M (11%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.34 \| Calmar 0.0 Vol 27% \| MDD -48.0% Months 54M (19%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
RSI only	CAGR 7.8% \| Win 60% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -29.4% Months 224M (77%)	CAGR 4.2% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 25% \| MDD -44.4% Months 67M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.87 \| Sortino 1.36 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 157M (54%)	CAGR 4.1% \| Win 59% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.3 Vol 12% \| MDD -14.8% Months 49M (17%)	CAGR 9.3% \| Win 62% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.3 Vol 13% \| MDD -29.1% Months 206M (71%)
MRmean neg	CAGR 17.7% \| Win 60% Sharpe 0.85 \| Sortino 1.46 \| Calmar 21.7 Vol 21% \| MDD -0.8% Months 5M (2%)	CAGR 0.4% \| Win 54% Sharpe 0.13 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -43.5% Months 80M (28%)	CAGR 1.4% \| Win 54% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 23% \| MDD -45.5% Months 85M (29%)
MACDhist only	CAGR 11.2% \| Win 62% Sharpe 0.87 \| Sortino 1.38 \| Calmar 0.4 Vol 13% \| MDD -27.4% Months 162M (56%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 20% \| MDD -43.5% Months 129M (44%)