IYG - iShares U.S. Financial Services ETF

Signal Pair Analysis

SLmean-RSmean

Best Pair

142.2%

Best CAGR

Total Months

10.0%

Avg CAGR

IYG 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 IYG

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	SLmean	pos-neg	1	0.3	142.2	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.3	142.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSmean	neg-pos	2	0.6	89.0	100.0	6.1	0.0	0.0	10.7	0.0
pair	RSmean	RSIhist	neg-pos	2	0.6	89.0	100.0	6.1	0.0	0.0	10.7	0.0
pair	LWTI	RSmean	neg-neg	3	0.9	82.8	100.0	6.1	0.0	0.0	10.2	0.0
pair	RSmean	LWTI	neg-neg	3	0.9	82.8	100.0	6.1	0.0	0.0	10.2	0.0
pair	RSI	RSmean	neg-neg	4	1.3	70.3	100.0	6.8	0.0	0.0	8.1	0.0
pair	RSmean	RSI	neg-neg	4	1.3	70.3	100.0	6.8	0.0	0.0	8.1	0.0
pair	MACD	RSmean	neg-pos	5	1.6	54.1	80.0	3.0	0.0	17.1	15.2	-3.2
pair	RSmean	MACD	neg-pos	5	1.6	54.1	80.0	3.0	0.0	17.1	15.2	-3.2
pair	MRmean	RSIhist	neg-pos	9	2.8	42.7	66.7	1.5	2.4	4.3	26.4	-10.0
pair	RSIhist	MRmean	neg-pos	9	2.8	42.7	66.7	1.5	2.4	4.3	26.4	-10.0
pair	RSmean	MACDhist	neg-neg	17	5.4	41.3	70.6	1.9	4.0	3.7	19.4	-11.1
pair	MACDhist	RSmean	neg-neg	17	5.4	41.3	70.6	1.9	4.0	3.7	19.4	-11.1
pair	RSI	MACD	pos-neg	27	8.5	38.4	66.7	1.5	2.9	1.9	24.2	-19.7
pair	MACD	RSI	pos-neg	27	8.5	38.4	66.7	1.5	2.9	1.9	24.2	-19.7
pair	MRmean	RSmean	neg-neg	17	5.4	37.2	70.6	1.8	3.7	3.4	19.0	-11.1
pair	RSmean	MRmean	neg-neg	17	5.4	37.2	70.6	1.8	3.7	3.4	19.0	-11.1
single	RSmean	RSmean	neg-neg	19	6.0	36.3	68.4	1.7	4.0	3.3	18.9	-11.1
pair	SLmean	RSmean	neg-neg	18	5.7	32.0	66.7	1.6	3.6	2.9	19.0	-11.1
pair	RSmean	SLmean	neg-neg	18	5.7	32.0	66.7	1.6	3.6	2.9	19.0	-11.1
pair	SLmean	MRmean	neg-pos	14	4.4	31.3	64.3	1.3	2.9	3.1	23.3	-10.0
pair	MRmean	SLmean	neg-pos	14	4.4	31.3	64.3	1.3	2.9	3.1	23.3	-10.0
pair	RSmean	RSIhist	neg-neg	17	5.4	31.1	64.7	1.5	3.5	2.8	19.6	-11.1
pair	RSIhist	RSmean	neg-neg	17	5.4	31.1	64.7	1.5	3.5	2.8	19.6	-11.1
pair	MACD	RSmean	neg-neg	14	4.4	30.4	64.3	1.4	3.1	2.8	20.5	-11.1
pair	RSmean	MACD	neg-neg	14	4.4	30.4	64.3	1.4	3.1	2.8	20.5	-11.1
pair	RSmean	LWTI	neg-pos	16	5.1	29.0	62.5	1.4	3.3	2.6	20.0	-11.1
pair	LWTI	RSmean	neg-pos	16	5.1	29.0	62.5	1.4	3.3	2.6	20.0	-11.1
pair	RSmean	RSI	neg-pos	15	4.7	28.4	60.0	1.3	3.3	2.6	20.8	-11.1
pair	RSI	RSmean	neg-pos	15	4.7	28.4	60.0	1.3	3.3	2.6	20.8	-11.1
pair	MRmean	RSmean	pos-neg	2	0.6	28.3	50.0	1.0	0.0	0.0	26.5	0.0
pair	RSmean	MRmean	pos-neg	2	0.6	28.3	50.0	1.0	0.0	0.0	26.5	0.0
pair	SLmean	RSI	pos-neg	23	7.3	19.4	56.5	0.9	1.6	1.0	22.9	-19.6
pair	RSI	SLmean	pos-neg	23	7.3	19.4	56.5	0.9	1.6	1.0	22.9	-19.6
pair	RSI	RSIhist	neg-pos	22	7.0	15.4	54.5	0.7	1.2	0.6	23.5	-25.9
pair	RSIhist	RSI	neg-pos	22	7.0	15.4	54.5	0.7	1.2	0.6	23.5	-25.9
pair	RSI	MACDhist	neg-neg	63	19.9	14.1	57.1	0.6	0.8	0.2	33.2	-73.0
pair	MACDhist	RSI	neg-neg	63	19.9	14.1	57.1	0.6	0.8	0.2	33.2	-73.0
pair	MACD	LWTI	pos-neg	20	6.3	13.6	55.0	0.6	1.5	1.1	25.7	-12.2
pair	LWTI	MACD	pos-neg	20	6.3	13.6	55.0	0.6	1.5	1.1	25.7	-12.2
pair	MRmean	RSI	neg-neg	69	21.8	13.2	59.4	0.6	0.8	0.2	32.8	-73.0
pair	RSI	LWTI	neg-pos	47	14.9	13.2	55.3	0.6	1.1	0.4	24.3	-34.7
pair	RSI	MRmean	neg-neg	69	21.8	13.2	59.4	0.6	0.8	0.2	32.8	-73.0
pair	LWTI	RSI	neg-pos	47	14.9	13.2	55.3	0.6	1.1	0.4	24.3	-34.7
pair	MACD	MRmean	pos-pos	178	56.3	12.2	61.8	0.9	1.5	0.6	14.3	-21.2
pair	MRmean	MACD	pos-pos	178	56.3	12.2	61.8	0.9	1.5	0.6	14.3	-21.2
pair	SLmean	LWTI	pos-neg	27	8.5	11.5	55.6	0.6	1.3	0.5	22.1	-24.0
pair	LWTI	SLmean	pos-neg	27	8.5	11.5	55.6	0.6	1.3	0.5	22.1	-24.0
pair	SLmean	MACDhist	pos-pos	144	45.6	11.4	61.8	0.8	1.2	0.6	14.8	-19.6
pair	SLmean	MACD	pos-pos	157	49.7	11.4	61.8	0.8	1.4	0.5	14.7	-22.5
pair	MACD	SLmean	pos-pos	157	49.7	11.4	61.8	0.8	1.4	0.5	14.7	-22.5
pair	MACDhist	SLmean	pos-pos	144	45.6	11.4	61.8	0.8	1.2	0.6	14.8	-19.6
pair	RSIhist	SLmean	pos-pos	158	50.0	11.3	60.1	0.7	1.2	0.5	17.0	-22.7
pair	SLmean	RSIhist	pos-pos	158	50.0	11.3	60.1	0.7	1.2	0.5	17.0	-22.7
pair	MACDhist	RSIhist	pos-pos	129	40.8	11.2	61.2	0.8	1.1	0.4	15.6	-25.9
pair	RSIhist	MACDhist	pos-pos	129	40.8	11.2	61.2	0.8	1.1	0.4	15.6	-25.9
pair	MRmean	RSI	pos-pos	195	61.7	11.0	61.5	0.8	1.3	0.6	14.5	-18.5
pair	RSI	MRmean	pos-pos	195	61.7	11.0	61.5	0.8	1.3	0.6	14.5	-18.5
pair	LWTI	RSIhist	pos-pos	139	44.0	10.9	60.4	0.7	1.2	0.4	15.9	-25.9
pair	RSIhist	LWTI	pos-pos	139	44.0	10.9	60.4	0.7	1.2	0.4	15.9	-25.9
single	SLmean	SLmean	pos-pos	197	62.3	10.8	60.4	0.7	1.2	0.5	15.9	-22.5
pair	MACDhist	MACD	pos-pos	135	42.7	10.8	62.2	0.8	0.9	0.3	15.2	-34.0
pair	MACD	MACDhist	pos-pos	135	42.7	10.8	62.2	0.8	0.9	0.3	15.2	-34.0
pair	SLmean	LWTI	pos-pos	170	53.8	10.7	61.2	0.8	1.2	0.6	14.8	-19.6
pair	LWTI	SLmean	pos-pos	170	53.8	10.7	61.2	0.8	1.2	0.6	14.8	-19.6
pair	RSIhist	MACD	pos-pos	125	39.6	10.6	60.8	0.7	1.2	0.5	15.8	-23.9
pair	MACD	RSIhist	pos-pos	125	39.6	10.6	60.8	0.7	1.2	0.5	15.8	-23.9
pair	SLmean	RSmean	pos-pos	196	62.0	10.4	60.2	0.7	1.2	0.5	15.9	-22.5
pair	RSmean	SLmean	pos-pos	196	62.0	10.4	60.2	0.7	1.2	0.5	15.9	-22.5
single	MACD	MACD	pos-pos	223	70.6	10.3	61.4	0.6	0.9	0.3	17.9	-31.9
single	RSIhist	RSIhist	pos-pos	162	51.3	10.3	59.3	0.7	1.1	0.4	17.0	-25.9
pair	RSI	MACDhist	pos-pos	147	46.5	10.1	61.9	0.7	0.9	0.3	15.3	-34.0
pair	MACDhist	RSI	pos-pos	147	46.5	10.1	61.9	0.7	0.9	0.3	15.3	-34.0
pair	LWTI	MACD	pos-pos	203	64.2	10.0	62.1	0.7	0.9	0.3	17.0	-31.9
pair	MACD	LWTI	pos-pos	203	64.2	10.0	62.1	0.7	0.9	0.3	17.0	-31.9
pair	RSIhist	MACD	pos-neg	98	31.0	9.9	62.2	0.6	0.7	0.4	20.4	-25.8
pair	MACD	RSIhist	pos-neg	98	31.0	9.9	62.2	0.6	0.7	0.4	20.4	-25.8
pair	LWTI	MRmean	pos-pos	189	59.8	9.8	60.3	0.7	1.1	0.3	14.6	-31.3
pair	MRmean	LWTI	pos-pos	189	59.8	9.8	60.3	0.7	1.1	0.3	14.6	-31.3
pair	SLmean	RSI	pos-pos	174	55.1	9.7	60.9	0.7	1.1	0.4	14.8	-25.1
pair	RSI	SLmean	pos-pos	174	55.1	9.7	60.9	0.7	1.1	0.4	14.8	-25.1
pair	MACDhist	MACD	pos-neg	88	27.8	9.6	60.2	0.5	0.9	0.5	21.4	-20.8
pair	MACD	MACDhist	pos-neg	88	27.8	9.6	60.2	0.5	0.9	0.5	21.4	-20.8
pair	MACDhist	LWTI	neg-pos	95	30.1	9.6	58.9	0.5	1.0	0.3	21.0	-28.4
pair	LWTI	MACDhist	neg-pos	95	30.1	9.6	58.9	0.5	1.0	0.3	21.0	-28.4
pair	MRmean	RSIhist	pos-neg	59	18.7	9.6	61.0	0.8	1.4	0.9	11.7	-10.6
pair	RSIhist	MRmean	pos-neg	59	18.7	9.6	61.0	0.8	1.4	0.9	11.7	-10.6
pair	RSIhist	RSI	pos-pos	140	44.3	9.5	60.0	0.7	1.1	0.4	15.8	-23.9
pair	RSI	RSIhist	pos-pos	140	44.3	9.5	60.0	0.7	1.1	0.4	15.8	-23.9
pair	RSmean	MACD	pos-pos	218	69.0	9.5	61.0	0.6	0.8	0.3	17.9	-31.9
pair	MACD	RSmean	pos-pos	218	69.0	9.5	61.0	0.6	0.8	0.3	17.9	-31.9
pair	MRmean	MACDhist	pos-pos	159	50.3	9.5	60.4	0.7	1.0	0.3	14.6	-35.4
pair	MACDhist	MRmean	pos-pos	159	50.3	9.5	60.4	0.7	1.0	0.3	14.6	-35.4
pair	RSmean	RSIhist	pos-pos	160	50.6	9.5	58.8	0.6	1.1	0.4	17.0	-25.9
pair	RSIhist	RSmean	pos-pos	160	50.6	9.5	58.8	0.6	1.1	0.4	17.0	-25.9
pair	SLmean	MRmean	pos-pos	183	57.9	9.4	60.1	0.7	1.1	0.4	15.3	-26.0
pair	MRmean	SLmean	pos-pos	183	57.9	9.4	60.1	0.7	1.1	0.4	15.3	-26.0
pair	MACD	RSIhist	neg-pos	37	11.7	9.2	54.1	0.5	0.9	0.3	20.9	-25.9
pair	RSIhist	MACD	neg-pos	37	11.7	9.2	54.1	0.5	0.9	0.3	20.9	-25.9
pair	SLmean	MACDhist	pos-neg	53	16.8	9.1	56.6	0.6	1.2	0.5	18.7	-19.4
pair	MACDhist	SLmean	pos-neg	53	16.8	9.1	56.6	0.6	1.2	0.5	18.7	-19.4
single	MRmean	MRmean	pos-pos	212	67.1	8.9	59.4	0.6	1.1	0.3	15.1	-33.7
pair	MRmean	RSmean	pos-pos	210	66.5	8.7	59.5	0.6	1.0	0.3	15.1	-33.7
pair	RSIhist	SLmean	pos-neg	39	12.3	8.7	61.5	0.8	1.5	1.1	10.8	-8.2
pair	RSmean	MRmean	pos-pos	210	66.5	8.7	59.5	0.6	1.0	0.3	15.1	-33.7
pair	SLmean	RSIhist	pos-neg	39	12.3	8.7	61.5	0.8	1.5	1.1	10.8	-8.2
pair	RSIhist	MRmean	pos-pos	153	48.4	8.6	58.8	0.6	1.0	0.3	16.3	-31.8
pair	MRmean	RSIhist	pos-pos	153	48.4	8.6	58.8	0.6	1.0	0.3	16.3	-31.8
single	LWTI	LWTI	pos-pos	257	81.3	8.5	59.5	0.5	0.8	0.2	18.2	-41.9
pair	SLmean	MACD	pos-neg	40	12.7	8.4	55.0	0.5	0.9	0.4	20.3	-19.6
pair	MACD	SLmean	pos-neg	40	12.7	8.4	55.0	0.5	0.9	0.4	20.3	-19.6
pair	LWTI	MACDhist	pos-pos	162	51.3	7.8	59.9	0.6	0.7	0.2	16.4	-34.0
pair	MACDhist	LWTI	pos-pos	162	51.3	7.8	59.9	0.6	0.7	0.2	16.4	-34.0
pair	MACD	SLmean	neg-pos	66	20.9	7.7	60.6	0.4	0.6	0.3	24.0	-24.0
pair	SLmean	MACD	neg-pos	66	20.9	7.7	60.6	0.4	0.6	0.3	24.0	-24.0
pair	MACDhist	RSmean	pos-pos	168	53.2	7.5	60.1	0.5	0.7	0.2	16.6	-36.7
pair	RSmean	MACDhist	pos-pos	168	53.2	7.5	60.1	0.5	0.7	0.2	16.6	-36.7
single	RSI	RSI	neg-neg	86	27.2	7.5	54.7	0.4	0.6	0.1	30.8	-73.0
pair	LWTI	RSI	pos-pos	210	66.5	7.5	60.5	0.5	0.7	0.2	16.6	-34.6
pair	RSI	LWTI	pos-pos	210	66.5	7.5	60.5	0.5	0.7	0.2	16.6	-34.6
single	MACDhist	MACDhist	pos-pos	170	53.8	7.4	60.0	0.5	0.7	0.2	16.6	-36.7
pair	RSmean	LWTI	pos-pos	241	76.3	7.2	59.3	0.5	0.7	0.2	18.0	-41.9
pair	LWTI	RSmean	pos-pos	241	76.3	7.2	59.3	0.5	0.7	0.2	18.0	-41.9
pair	MRmean	MACDhist	pos-neg	53	16.8	7.1	56.6	0.5	1.1	0.5	16.8	-15.1
pair	MACDhist	MRmean	pos-neg	53	16.8	7.1	56.6	0.5	1.1	0.5	16.8	-15.1
pair	RSIhist	LWTI	pos-neg	23	7.3	6.9	52.2	0.4	0.9	0.2	23.2	-32.4
pair	LWTI	RSIhist	pos-neg	23	7.3	6.9	52.2	0.4	0.9	0.2	23.2	-32.4
pair	RSI	MACD	pos-pos	196	62.0	6.9	60.7	0.5	0.6	0.1	16.7	-45.0
pair	MACD	RSI	pos-pos	196	62.0	6.9	60.7	0.5	0.6	0.1	16.7	-45.0
pair	RSIhist	MACDhist	neg-pos	33	10.4	6.7	51.5	0.4	1.1	0.3	21.9	-21.3
pair	MACDhist	RSIhist	neg-pos	33	10.4	6.7	51.5	0.4	1.1	0.3	21.9	-21.3
pair		benchmark___benchmark_	benchmark-benchmark	316	100.0	6.7	58.2	0.4	0.6	0.1	21.5	-77.1
pair	benchmark___benchmark_		benchmark-benchmark	316	100.0	6.7	58.2	0.4	0.6	0.1	21.5	-77.1
single	RSI	RSI	pos-pos	230	72.8	6.3	59.6	0.5	0.6	0.1	16.9	-45.0
pair	MRmean	SLmean	pos-neg	29	9.2	5.8	55.2	0.5	0.8	0.3	14.6	-17.4
pair	SLmean	MRmean	pos-neg	29	9.2	5.8	55.2	0.5	0.8	0.3	14.6	-17.4
single	MACDhist	MACDhist	neg-neg	146	46.2	5.8	56.2	0.3	0.5	0.1	26.3	-74.7
pair	LWTI	RSIhist	neg-pos	118	37.3	5.7	58.5	0.4	0.5	0.2	20.6	-33.2
pair	RSIhist	LWTI	neg-pos	118	37.3	5.7	58.5	0.4	0.5	0.2	20.6	-33.2
pair	RSIhist	MACDhist	neg-neg	113	35.8	5.5	57.5	0.3	0.5	0.1	27.5	-74.7
pair	MACDhist	RSIhist	neg-neg	113	35.8	5.5	57.5	0.3	0.5	0.1	27.5	-74.7
pair	RSmean	RSI	pos-neg	82	25.9	5.1	52.4	0.3	0.5	0.1	31.4	-73.0
pair	RSI	RSmean	pos-neg	82	25.9	5.1	52.4	0.3	0.5	0.1	31.4	-73.0
single	RSmean	RSmean	pos-pos	297	94.0	5.0	57.6	0.3	0.4	0.1	21.7	-77.1
pair	RSI	RSmean	pos-pos	215	68.0	5.0	59.5	0.4	0.5	0.1	16.6	-45.7
pair	RSmean	RSI	pos-pos	215	68.0	5.0	59.5	0.4	0.5	0.1	16.6	-45.7
pair	MACDhist	MRmean	neg-neg	93	29.4	5.0	55.9	0.3	0.5	0.1	30.4	-75.0
pair	LWTI	MRmean	neg-pos	68	21.5	5.0	57.4	0.3	0.5	0.2	25.8	-25.5
pair	MRmean	LWTI	neg-pos	68	21.5	5.0	57.4	0.3	0.5	0.2	25.8	-25.5
pair	MRmean	MACDhist	neg-neg	93	29.4	5.0	55.9	0.3	0.5	0.1	30.4	-75.0
pair	RSIhist	RSI	neg-neg	64	20.3	4.9	54.7	0.3	0.4	0.1	33.1	-72.0
pair	RSI	RSIhist	neg-neg	64	20.3	4.9	54.7	0.3	0.4	0.1	33.1	-72.0
pair	LWTI	SLmean	neg-pos	87	27.5	4.3	56.3	0.3	0.4	0.1	23.5	-41.2
pair	SLmean	LWTI	neg-pos	87	27.5	4.3	56.3	0.3	0.4	0.1	23.5	-41.2
pair	MACDhist	SLmean	neg-neg	93	29.4	4.0	55.9	0.3	0.4	0.1	29.8	-74.7
pair	SLmean	MACDhist	neg-neg	93	29.4	4.0	55.9	0.3	0.4	0.1	29.8	-74.7
pair	SLmean	RSI	neg-neg	63	19.9	3.4	54.0	0.3	0.4	0.1	33.4	-72.7
pair	RSI	SLmean	neg-neg	63	19.9	3.4	54.0	0.3	0.4	0.1	33.4	-72.7
pair	MACD	RSI	neg-pos	34	10.8	3.1	52.9	0.3	0.5	0.2	18.2	-16.7
pair	RSI	MACD	neg-pos	34	10.8	3.1	52.9	0.3	0.5	0.2	18.2	-16.7
pair	MACD	MRmean	neg-pos	45	14.2	3.0	60.0	0.2	0.4	0.1	28.0	-28.1
pair	MRmean	MACD	neg-pos	45	14.2	3.0	60.0	0.2	0.4	0.1	28.0	-28.1
single	RSIhist	RSIhist	neg-neg	154	48.7	3.0	57.1	0.2	0.3	0.0	25.5	-76.1
pair	LWTI	MACD	neg-pos	54	17.1	3.0	50.0	0.2	0.4	0.1	22.2	-36.2
pair	MACD	LWTI	neg-pos	54	17.1	3.0	50.0	0.2	0.4	0.1	22.2	-36.2
single	MRmean	MRmean	neg-neg	104	32.9	2.3	55.8	0.2	0.3	0.0	30.8	-75.0
pair	MACDhist	RSmean	pos-neg	129	40.8	1.8	54.3	0.2	0.3	0.0	26.9	-74.9
pair	LWTI	MRmean	pos-neg	23	7.3	1.8	52.2	0.2	0.4	0.1	19.1	-20.1
pair	MRmean	LWTI	pos-neg	23	7.3	1.8	52.2	0.2	0.4	0.1	19.1	-20.1
pair	RSmean	MACDhist	pos-neg	129	40.8	1.8	54.3	0.2	0.3	0.0	26.9	-74.9
pair	MACD	MRmean	neg-neg	59	18.7	1.7	52.5	0.2	0.3	0.0	33.1	-70.5
pair	MRmean	MACD	neg-neg	59	18.7	1.7	52.5	0.2	0.3	0.0	33.1	-70.5
pair	RSI	RSIhist	pos-neg	90	28.5	1.6	58.9	0.2	0.2	0.0	18.4	-40.4
pair	RSIhist	RSI	pos-neg	90	28.5	1.6	58.9	0.2	0.2	0.0	18.4	-40.4
pair	SLmean	RSIhist	neg-neg	115	36.4	1.1	55.7	0.2	0.2	0.0	28.9	-76.1
pair	RSIhist	SLmean	neg-neg	115	36.4	1.1	55.7	0.2	0.2	0.0	28.9	-76.1
pair	LWTI	RSI	neg-neg	39	12.3	1.0	53.8	0.2	0.3	0.0	37.6	-70.5
pair	RSI	LWTI	neg-neg	39	12.3	1.0	53.8	0.2	0.3	0.0	37.6	-70.5
pair	MACD	MACDhist	neg-neg	58	18.4	0.3	50.0	0.2	0.2	0.0	32.4	-70.8
pair	MACDhist	MACD	neg-neg	58	18.4	0.3	50.0	0.2	0.2	0.0	32.4	-70.8
pair	MACDhist	RSmean	neg-pos	2	0.6	0.1	50.0	0.0	0.0	0.0	15.8	-3.2
pair	RSmean	MACDhist	neg-pos	2	0.6	0.1	50.0	0.0	0.0	0.0	15.8	-3.2
single	SLmean	SLmean	neg-neg	119	37.7	0.1	54.6	0.1	0.2	0.0	28.5	-76.1
pair	RSI	MACDhist	pos-neg	83	26.3	-0.1	55.4	0.1	0.2	-0.0	19.4	-36.6
pair	MACDhist	RSI	pos-neg	83	26.3	-0.1	55.4	0.1	0.2	-0.0	19.4	-36.6
pair	RSmean	RSIhist	pos-neg	137	43.4	-0.1	56.2	0.1	0.2	-0.0	26.1	-76.1
pair	RSIhist	RSmean	pos-neg	137	43.4	-0.1	56.2	0.1	0.2	-0.0	26.1	-76.1
single	LWTI	LWTI	neg-neg	59	18.7	-0.9	52.5	0.1	0.2	-0.0	32.6	-70.5
pair	LWTI	MACDhist	neg-neg	51	16.1	-0.9	51.0	0.1	0.2	-0.0	34.2	-70.5
pair	MRmean	RSIhist	neg-neg	95	30.1	-0.9	54.7	0.1	0.2	-0.0	31.2	-74.7
pair	RSIhist	MRmean	neg-neg	95	30.1	-0.9	54.7	0.1	0.2	-0.0	31.2	-74.7
pair	MACDhist	LWTI	neg-neg	51	16.1	-0.9	51.0	0.1	0.2	-0.0	34.2	-70.5
pair	MACDhist	LWTI	pos-neg	8	2.5	-1.4	62.5	0.0	0.0	-0.1	21.1	-13.3
pair	LWTI	MACDhist	pos-neg	8	2.5	-1.4	62.5	0.0	0.0	-0.1	21.1	-13.3
single	MACD	MACD	neg-neg	93	29.4	-1.6	50.5	0.1	0.1	-0.0	28.5	-70.5
pair	MRmean	SLmean	neg-neg	90	28.5	-1.6	54.4	0.1	0.2	-0.0	31.8	-74.7
pair	SLmean	MRmean	neg-neg	90	28.5	-1.6	54.4	0.1	0.2	-0.0	31.8	-74.7
pair	MRmean	LWTI	neg-neg	36	11.4	-2.7	52.8	0.1	0.2	-0.0	39.1	-70.5
pair	LWTI	MRmean	neg-neg	36	11.4	-2.7	52.8	0.1	0.2	-0.0	39.1	-70.5
pair	MRmean	RSmean	neg-pos	87	27.5	-3.5	52.9	0.1	0.1	-0.1	32.5	-75.3
pair	RSmean	MRmean	neg-pos	87	27.5	-3.5	52.9	0.1	0.1	-0.1	32.5	-75.3
pair	RSI	SLmean	neg-pos	56	17.7	-3.5	55.4	-0.1	-0.1	-0.1	22.0	-43.2
pair	SLmean	RSI	neg-pos	56	17.7	-3.5	55.4	-0.1	-0.1	-0.1	22.0	-43.2
pair	MACDhist	RSIhist	pos-neg	41	13.0	-3.8	56.1	-0.1	-0.1	-0.1	19.1	-28.9
pair	RSIhist	MACDhist	pos-neg	41	13.0	-3.8	56.1	-0.1	-0.1	-0.1	19.1	-28.9
pair	LWTI	RSmean	pos-neg	56	17.7	-4.1	50.0	0.0	0.1	-0.1	33.2	-70.5
pair	RSmean	LWTI	pos-neg	56	17.7	-4.1	50.0	0.0	0.1	-0.1	33.2	-70.5
pair	RSI	MACD	neg-neg	59	18.7	-4.3	49.2	0.0	0.1	-0.1	33.2	-70.5
pair	MACD	RSI	neg-neg	59	18.7	-4.3	49.2	0.0	0.1	-0.1	33.2	-70.5
pair	LWTI	RSI	pos-neg	20	6.3	-4.6	50.0	-0.1	-0.2	-0.2	20.2	-26.5
pair	RSI	LWTI	pos-neg	20	6.3	-4.6	50.0	-0.1	-0.2	-0.2	20.2	-26.5
pair	SLmean	RSmean	neg-pos	101	32.0	-4.7	52.5	-0.0	-0.0	-0.1	29.8	-76.1
pair	RSmean	SLmean	neg-pos	101	32.0	-4.7	52.5	-0.0	-0.0	-0.1	29.8	-76.1
pair	MACDhist	MACD	neg-pos	35	11.1	-4.7	51.4	-0.1	-0.2	-0.1	20.9	-35.1
pair	MACD	MACDhist	neg-pos	35	11.1	-4.7	51.4	-0.1	-0.2	-0.1	20.9	-35.1
pair	LWTI	RSIhist	neg-neg	36	11.4	-5.7	52.8	0.0	0.1	-0.1	37.6	-70.5
pair	RSIhist	LWTI	neg-neg	36	11.4	-5.7	52.8	0.0	0.1	-0.1	37.6	-70.5
pair	RSmean	MACD	pos-neg	79	25.0	-6.4	48.1	-0.1	-0.1	-0.1	29.6	-70.5
pair	MACD	RSmean	pos-neg	79	25.0	-6.4	48.1	-0.1	-0.1	-0.1	29.6	-70.5
pair	MACD	MRmean	pos-neg	34	10.8	-7.2	47.1	-0.3	-0.5	-0.2	18.3	-33.7
pair	MRmean	MACD	pos-neg	34	10.8	-7.2	47.1	-0.3	-0.5	-0.2	18.3	-33.7
pair	LWTI	MACD	neg-neg	39	12.3	-7.7	51.3	-0.0	-0.1	-0.1	35.8	-70.5
pair	MACD	LWTI	neg-neg	39	12.3	-7.7	51.3	-0.0	-0.1	-0.1	35.8	-70.5
pair	MACD	RSIhist	neg-neg	56	17.7	-8.2	48.2	-0.1	-0.1	-0.1	32.7	-70.5
pair	RSIhist	MACD	neg-neg	56	17.7	-8.2	48.2	-0.1	-0.1	-0.1	32.7	-70.5
pair	MACD	SLmean	neg-neg	53	16.8	-8.6	47.2	-0.1	-0.1	-0.1	33.5	-70.5
pair	SLmean	MACD	neg-neg	53	16.8	-8.6	47.2	-0.1	-0.1	-0.1	33.5	-70.5
pair	RSI	MACDhist	neg-pos	23	7.3	-8.7	47.8	-0.3	-0.4	-0.3	23.0	-29.7
pair	MACDhist	RSI	neg-pos	23	7.3	-8.7	47.8	-0.3	-0.4	-0.3	23.0	-29.7
pair	SLmean	LWTI	neg-neg	32	10.1	-10.3	50.0	-0.1	-0.1	-0.1	39.5	-70.5
pair	LWTI	SLmean	neg-neg	32	10.1	-10.3	50.0	-0.1	-0.1	-0.1	39.5	-70.5
pair	SLmean	MACDhist	neg-pos	26	8.2	-12.5	50.0	-0.4	-0.5	-0.4	23.6	-33.4
pair	MACDhist	SLmean	neg-pos	26	8.2	-12.5	50.0	-0.4	-0.5	-0.4	23.6	-33.4
pair	MRmean	RSI	pos-neg	17	5.4	-12.9	35.3	-0.6	-0.9	-0.4	20.5	-32.2
pair	RSI	MRmean	pos-neg	17	5.4	-12.9	35.3	-0.6	-0.9	-0.4	20.5	-32.2
pair	MRmean	RSI	neg-pos	35	11.1	-16.3	48.6	-0.6	-0.8	-0.3	25.9	-53.5
pair	RSI	MRmean	neg-pos	35	11.1	-16.3	48.6	-0.6	-0.8	-0.3	25.9	-53.5
pair	MRmean	MACDhist	neg-pos	11	3.5	-18.6	54.5	-0.4	-0.5	-0.5	34.9	-35.8
pair	MACDhist	MRmean	neg-pos	11	3.5	-18.6	54.5	-0.4	-0.5	-0.5	34.9	-35.8
pair	RSIhist	SLmean	neg-pos	4	1.3	-24.0	25.0	-1.6	-2.0	-6.5	16.4	-3.7
pair	SLmean	RSIhist	neg-pos	4	1.3	-24.0	25.0	-1.6	-2.0	-6.5	16.4	-3.7

All Contingency Tables for IYG

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.4% \| Win 60% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.4 Vol 15% \| MDD -26.0% Months 183M (58%)	CAGR 5.8% \| Win 55% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.3 Vol 15% \| MDD -17.4% Months 29M (9%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 31.3% \| Win 64% Sharpe 1.29 \| Sortino 2.89 \| Calmar 3.1 Vol 23% \| MDD -10.0% Months 14M (4%)	CAGR -1.6% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar -0.0 Vol 32% \| MDD -74.7% Months 90M (28%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
SLmean only	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 60% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 210M (66%)	CAGR 28.3% \| Win 50% Sharpe 1.01 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 2M (1%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -3.5% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 32% \| MDD -75.3% Months 87M (28%)	CAGR 37.2% \| Win 71% Sharpe 1.78 \| Sortino 3.69 \| Calmar 3.4 Vol 19% \| MDD -11.1% Months 17M (5%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
RSmean only	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 62% Sharpe 0.88 \| Sortino 1.51 \| Calmar 0.6 Vol 14% \| MDD -21.2% Months 178M (56%)	CAGR -7.2% \| Win 47% Sharpe -0.31 \| Sortino -0.49 \| Calmar -0.2 Vol 18% \| MDD -33.7% Months 34M (11%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 3.0% \| Win 60% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -28.1% Months 45M (14%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.0 Vol 33% \| MDD -70.5% Months 59M (19%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
MACD only	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.80 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -18.5% Months 195M (62%)	CAGR -12.9% \| Win 35% Sharpe -0.57 \| Sortino -0.93 \| Calmar -0.4 Vol 20% \| MDD -32.2% Months 17M (5%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -16.3% \| Win 49% Sharpe -0.55 \| Sortino -0.78 \| Calmar -0.3 Vol 26% \| MDD -53.5% Months 35M (11%)	CAGR 13.2% \| Win 59% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 33% \| MDD -73.0% Months 69M (22%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
RSI only	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.5% \| Win 60% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 15% \| MDD -35.4% Months 159M (50%)	CAGR 7.1% \| Win 57% Sharpe 0.49 \| Sortino 1.08 \| Calmar 0.5 Vol 17% \| MDD -15.1% Months 53M (17%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -18.6% \| Win 55% Sharpe -0.41 \| Sortino -0.50 \| Calmar -0.5 Vol 35% \| MDD -35.8% Months 11M (4%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 30% \| MDD -75.0% Months 93M (29%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.98 \| Calmar 0.3 Vol 16% \| MDD -31.8% Months 153M (48%)	CAGR 9.6% \| Win 61% Sharpe 0.84 \| Sortino 1.39 \| Calmar 0.9 Vol 12% \| MDD -10.6% Months 59M (19%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 42.7% \| Win 67% Sharpe 1.49 \| Sortino 2.38 \| Calmar 4.3 Vol 26% \| MDD -10.0% Months 9M (3%)	CAGR -0.9% \| Win 55% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 31% \| MDD -74.7% Months 95M (30%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.3 Vol 15% \| MDD -31.3% Months 189M (60%)	CAGR 1.8% \| Win 52% Sharpe 0.19 \| Sortino 0.38 \| Calmar 0.1 Vol 19% \| MDD -20.1% Months 23M (7%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 5.0% \| Win 57% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.2 Vol 26% \| MDD -25.5% Months 68M (22%)	CAGR -2.7% \| Win 53% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 39% \| MDD -70.5% Months 36M (11%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 196M (62%)	CAGR 142.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR -4.7% \| Win 52% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 30% \| MDD -76.1% Months 101M (32%)	CAGR 32.0% \| Win 67% Sharpe 1.56 \| Sortino 3.58 \| Calmar 2.9 Vol 19% \| MDD -11.1% Months 18M (6%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
RSmean only	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 62% Sharpe 0.81 \| Sortino 1.35 \| Calmar 0.5 Vol 15% \| MDD -22.5% Months 157M (50%)	CAGR 8.4% \| Win 55% Sharpe 0.50 \| Sortino 0.89 \| Calmar 0.4 Vol 20% \| MDD -19.6% Months 40M (13%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR 7.7% \| Win 61% Sharpe 0.43 \| Sortino 0.59 \| Calmar 0.3 Vol 24% \| MDD -24.0% Months 66M (21%)	CAGR -8.6% \| Win 47% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 34% \| MDD -70.5% Months 53M (17%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
MACD only	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.7% \| Win 61% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.4 Vol 15% \| MDD -25.1% Months 174M (55%)	CAGR 19.4% \| Win 56% Sharpe 0.89 \| Sortino 1.63 \| Calmar 1.0 Vol 23% \| MDD -19.6% Months 23M (7%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR -3.5% \| Win 55% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 22% \| MDD -43.2% Months 56M (18%)	CAGR 3.4% \| Win 54% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.0 Vol 33% \| MDD -72.7% Months 63M (20%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
RSI only	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 62% Sharpe 0.81 \| Sortino 1.22 \| Calmar 0.6 Vol 15% \| MDD -19.6% Months 144M (46%)	CAGR 9.1% \| Win 57% Sharpe 0.56 \| Sortino 1.24 \| Calmar 0.5 Vol 19% \| MDD -19.4% Months 53M (17%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR -12.5% \| Win 50% Sharpe -0.44 \| Sortino -0.49 \| Calmar -0.4 Vol 24% \| MDD -33.4% Months 26M (8%)	CAGR 4.0% \| Win 56% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 30% \| MDD -74.7% Months 93M (29%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.3% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 17% \| MDD -22.7% Months 158M (50%)	CAGR 8.7% \| Win 62% Sharpe 0.82 \| Sortino 1.46 \| Calmar 1.1 Vol 11% \| MDD -8.2% Months 39M (12%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR -24.0% \| Win 25% Sharpe -1.59 \| Sortino -2.04 \| Calmar -6.5 Vol 16% \| MDD -3.7% Months 4M (1%)	CAGR 1.1% \| Win 56% Sharpe 0.19 \| Sortino 0.25 \| Calmar 0.0 Vol 29% \| MDD -76.1% Months 115M (36%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.7% \| Win 61% Sharpe 0.76 \| Sortino 1.24 \| Calmar 0.5 Vol 15% \| MDD -19.6% Months 170M (54%)	CAGR 11.5% \| Win 56% Sharpe 0.60 \| Sortino 1.28 \| Calmar 0.5 Vol 22% \| MDD -24.0% Months 27M (8%)	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)
SLmean neg	CAGR 4.3% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 24% \| MDD -41.2% Months 87M (28%)	CAGR -10.3% \| Win 50% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 40% \| MDD -70.5% Months 32M (10%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 61% Sharpe 0.60 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 218M (69%)	CAGR -6.4% \| Win 48% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 30% \| MDD -70.5% Months 79M (25%)	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)
RSmean neg	CAGR 54.1% \| Win 80% Sharpe 2.95 \| Sortino 0.00 \| Calmar 17.1 Vol 15% \| MDD -3.2% Months 5M (2%)	CAGR 30.4% \| Win 64% Sharpe 1.40 \| Sortino 3.15 \| Calmar 2.7 Vol 20% \| MDD -11.1% Months 14M (4%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)
MACD only	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 60% Sharpe 0.38 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -45.7% Months 215M (68%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 82M (26%)	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)
RSmean neg	CAGR 28.4% \| Win 60% Sharpe 1.31 \| Sortino 3.28 \| Calmar 2.6 Vol 21% \| MDD -11.1% Months 15M (5%)	CAGR 70.3% \| Win 100% Sharpe 6.75 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 4M (1%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)
RSI only	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.5% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 168M (53%)	CAGR 1.8% \| Win 54% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 27% \| MDD -74.9% Months 129M (41%)	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)
RSmean neg	CAGR 0.1% \| Win 50% Sharpe 0.04 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD -3.2% Months 2M (1%)	CAGR 41.3% \| Win 71% Sharpe 1.90 \| Sortino 4.03 \| Calmar 3.7 Vol 19% \| MDD -11.1% Months 17M (5%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 59% Sharpe 0.62 \| Sortino 1.06 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 160M (51%)	CAGR -0.1% \| Win 56% Sharpe 0.13 \| Sortino 0.17 \| Calmar -0.0 Vol 26% \| MDD -76.1% Months 137M (43%)	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)
RSmean neg	CAGR 89.0% \| Win 100% Sharpe 6.14 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 2M (1%)	CAGR 31.1% \| Win 65% Sharpe 1.49 \| Sortino 3.52 \| Calmar 2.8 Vol 20% \| MDD -11.1% Months 17M (5%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.2% \| Win 59% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 241M (76%)	CAGR -4.1% \| Win 50% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 33% \| MDD -70.5% Months 56M (18%)	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)
RSmean neg	CAGR 29.0% \| Win 62% Sharpe 1.38 \| Sortino 3.32 \| Calmar 2.6 Vol 20% \| MDD -11.1% Months 16M (5%)	CAGR 82.8% \| Win 100% Sharpe 6.09 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 3M (1%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.9% \| Win 61% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.2 Vol 17% \| MDD -45.0% Months 196M (62%)	CAGR 38.4% \| Win 67% Sharpe 1.48 \| Sortino 2.85 \| Calmar 2.0 Vol 24% \| MDD -19.7% Months 27M (8%)	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)
MACD neg	CAGR 3.1% \| Win 53% Sharpe 0.26 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -16.7% Months 34M (11%)	CAGR -4.3% \| Win 49% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -70.5% Months 59M (19%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)
RSI only	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.8% \| Win 62% Sharpe 0.75 \| Sortino 0.92 \| Calmar 0.3 Vol 15% \| MDD -34.0% Months 135M (43%)	CAGR 9.6% \| Win 60% Sharpe 0.54 \| Sortino 0.94 \| Calmar 0.5 Vol 21% \| MDD -20.8% Months 88M (28%)	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)
MACD neg	CAGR -4.7% \| Win 51% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.1 Vol 21% \| MDD -35.1% Months 35M (11%)	CAGR 0.3% \| Win 50% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 32% \| MDD -70.8% Months 58M (18%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.6% \| Win 61% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.4 Vol 16% \| MDD -23.9% Months 125M (40%)	CAGR 9.9% \| Win 62% Sharpe 0.57 \| Sortino 0.72 \| Calmar 0.4 Vol 20% \| MDD -25.8% Months 98M (31%)	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)
MACD neg	CAGR 9.2% \| Win 54% Sharpe 0.52 \| Sortino 0.89 \| Calmar 0.4 Vol 21% \| MDD -25.9% Months 37M (12%)	CAGR -8.2% \| Win 48% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 33% \| MDD -70.5% Months 56M (18%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.0% \| Win 62% Sharpe 0.65 \| Sortino 0.86 \| Calmar 0.3 Vol 17% \| MDD -31.9% Months 203M (64%)	CAGR 13.6% \| Win 55% Sharpe 0.62 \| Sortino 1.46 \| Calmar 1.1 Vol 26% \| MDD -12.2% Months 20M (6%)	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)
MACD neg	CAGR 3.0% \| Win 50% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -36.2% Months 54M (17%)	CAGR -7.7% \| Win 51% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 36% \| MDD -70.5% Months 39M (12%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.1% \| Win 62% Sharpe 0.71 \| Sortino 0.88 \| Calmar 0.3 Vol 15% \| MDD -34.0% Months 147M (46%)	CAGR -0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 19% \| MDD -36.6% Months 83M (26%)	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)
RSI neg	CAGR -8.7% \| Win 48% Sharpe -0.28 \| Sortino -0.42 \| Calmar -0.3 Vol 23% \| MDD -29.7% Months 23M (7%)	CAGR 14.1% \| Win 57% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -73.0% Months 63M (20%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 9.5% \| Win 60% Sharpe 0.65 \| Sortino 1.11 \| Calmar 0.4 Vol 16% \| MDD -23.9% Months 140M (44%)	CAGR 1.6% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 18% \| MDD -40.4% Months 90M (28%)	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)
RSI neg	CAGR 15.4% \| Win 55% Sharpe 0.72 \| Sortino 1.24 \| Calmar 0.6 Vol 24% \| MDD -25.9% Months 22M (7%)	CAGR 4.9% \| Win 55% Sharpe 0.31 \| Sortino 0.44 \| Calmar 0.1 Vol 33% \| MDD -72.0% Months 64M (20%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.5% \| Win 60% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 17% \| MDD -34.6% Months 210M (66%)	CAGR -4.6% \| Win 50% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.2 Vol 20% \| MDD -26.5% Months 20M (6%)	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)
RSI neg	CAGR 13.2% \| Win 55% Sharpe 0.63 \| Sortino 1.10 \| Calmar 0.4 Vol 24% \| MDD -34.7% Months 47M (15%)	CAGR 1.0% \| Win 54% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 38% \| MDD -70.5% Months 39M (12%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.2% \| Win 61% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -25.9% Months 129M (41%)	CAGR -3.8% \| Win 56% Sharpe -0.10 \| Sortino -0.10 \| Calmar -0.1 Vol 19% \| MDD -28.9% Months 41M (13%)	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)
MACDhist neg	CAGR 6.7% \| Win 52% Sharpe 0.40 \| Sortino 1.05 \| Calmar 0.3 Vol 22% \| MDD -21.3% Months 33M (10%)	CAGR 5.5% \| Win 57% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -74.7% Months 113M (36%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)
RSIhist only	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.8% \| Win 60% Sharpe 0.55 \| Sortino 0.68 \| Calmar 0.2 Vol 16% \| MDD -34.0% Months 162M (51%)	CAGR -1.4% \| Win 62% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 21% \| MDD -13.3% Months 8M (2%)	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)
MACDhist neg	CAGR 9.6% \| Win 59% Sharpe 0.54 \| Sortino 0.98 \| Calmar 0.3 Vol 21% \| MDD -28.4% Months 95M (30%)	CAGR -0.9% \| Win 51% Sharpe 0.15 \| Sortino 0.20 \| Calmar -0.0 Vol 34% \| MDD -70.5% Months 51M (16%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.9% \| Win 60% Sharpe 0.73 \| Sortino 1.19 \| Calmar 0.4 Vol 16% \| MDD -25.9% Months 139M (44%)	CAGR 6.9% \| Win 52% Sharpe 0.40 \| Sortino 0.88 \| Calmar 0.2 Vol 23% \| MDD -32.4% Months 23M (7%)	CAGR 10.3% \| Win 59% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -25.9% Months 162M (51%)
RSIhist neg	CAGR 5.7% \| Win 58% Sharpe 0.38 \| Sortino 0.51 \| Calmar 0.2 Vol 21% \| MDD -33.2% Months 118M (37%)	CAGR -5.7% \| Win 53% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 38% \| MDD -70.5% Months 36M (11%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -76.1% Months 154M (49%)
LWTI only	CAGR 8.5% \| Win 60% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -41.9% Months 257M (81%)	CAGR -0.9% \| Win 52% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -70.5% Months 59M (19%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.4% \| Win 60% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.4 Vol 15% \| MDD -26.0% Months 183M (58%)	CAGR 5.8% \| Win 55% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.3 Vol 15% \| MDD -17.4% Months 29M (9%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 31.3% \| Win 64% Sharpe 1.29 \| Sortino 2.89 \| Calmar 3.1 Vol 23% \| MDD -10.0% Months 14M (4%)	CAGR -1.6% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar -0.0 Vol 32% \| MDD -74.7% Months 90M (28%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
SLmean only	CAGR 10.8% \| Win 60% Sharpe 0.72 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -22.5% Months 197M (62%)	CAGR 0.1% \| Win 55% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -76.1% Months 119M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 60% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 210M (66%)	CAGR 28.3% \| Win 50% Sharpe 1.01 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 2M (1%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -3.5% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 32% \| MDD -75.3% Months 87M (28%)	CAGR 37.2% \| Win 71% Sharpe 1.78 \| Sortino 3.69 \| Calmar 3.4 Vol 19% \| MDD -11.1% Months 17M (5%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
RSmean only	CAGR 5.0% \| Win 58% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -77.1% Months 297M (94%)	CAGR 36.3% \| Win 68% Sharpe 1.74 \| Sortino 3.98 \| Calmar 3.3 Vol 19% \| MDD -11.1% Months 19M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 62% Sharpe 0.88 \| Sortino 1.51 \| Calmar 0.6 Vol 14% \| MDD -21.2% Months 178M (56%)	CAGR -7.2% \| Win 47% Sharpe -0.31 \| Sortino -0.49 \| Calmar -0.2 Vol 18% \| MDD -33.7% Months 34M (11%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR 3.0% \| Win 60% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -28.1% Months 45M (14%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.0 Vol 33% \| MDD -70.5% Months 59M (19%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
MACD only	CAGR 10.3% \| Win 61% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -31.9% Months 223M (71%)	CAGR -1.6% \| Win 50% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 28% \| MDD -70.5% Months 93M (29%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 62% Sharpe 0.80 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -18.5% Months 195M (62%)	CAGR -12.9% \| Win 35% Sharpe -0.57 \| Sortino -0.93 \| Calmar -0.4 Vol 20% \| MDD -32.2% Months 17M (5%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -16.3% \| Win 49% Sharpe -0.55 \| Sortino -0.78 \| Calmar -0.3 Vol 26% \| MDD -53.5% Months 35M (11%)	CAGR 13.2% \| Win 59% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.2 Vol 33% \| MDD -73.0% Months 69M (22%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
RSI only	CAGR 6.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 17% \| MDD -45.0% Months 230M (73%)	CAGR 7.5% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 31% \| MDD -73.0% Months 86M (27%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.5% \| Win 60% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 15% \| MDD -35.4% Months 159M (50%)	CAGR 7.1% \| Win 57% Sharpe 0.49 \| Sortino 1.08 \| Calmar 0.5 Vol 17% \| MDD -15.1% Months 53M (17%)	CAGR 8.9% \| Win 59% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.3 Vol 15% \| MDD -33.7% Months 212M (67%)
MRmean neg	CAGR -18.6% \| Win 55% Sharpe -0.41 \| Sortino -0.50 \| Calmar -0.5 Vol 35% \| MDD -35.8% Months 11M (4%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 30% \| MDD -75.0% Months 93M (29%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -75.0% Months 104M (33%)
MACDhist only	CAGR 7.4% \| Win 60% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -36.7% Months 170M (54%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -74.7% Months 146M (46%)