IYT - iShares US Transportation ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

63.9%

Best CAGR

Total Months

16.9%

Avg CAGR

IYT 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 IYT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSmean	neg-neg	2	0.7	63.9	100.0	3.2	0.0	0.0	15.9	0.0
pair	RSmean	RSI	neg-neg	2	0.7	63.9	100.0	3.2	0.0	0.0	15.9	0.0
pair	MACD	LWTI	neg-neg	14	5.1	58.8	85.7	1.8	2.2	10.3	27.7	-5.7
pair	LWTI	MACD	neg-neg	14	5.1	58.8	85.7	1.8	2.2	10.3	27.7	-5.7
pair	RSI	RSIhist	neg-pos	7	2.6	50.6	85.7	2.3	0.0	8.9	18.6	-5.7
pair	RSIhist	RSI	neg-pos	7	2.6	50.6	85.7	2.3	0.0	8.9	18.6	-5.7
pair	SLmean	RSI	pos-neg	7	2.6	49.6	85.7	2.3	0.0	8.7	18.4	-5.7
pair	RSI	SLmean	pos-neg	7	2.6	49.6	85.7	2.3	0.0	8.7	18.4	-5.7
pair	MACDhist	LWTI	pos-neg	4	1.5	47.9	50.0	1.5	3.9	41.1	29.0	-1.2
pair	LWTI	MACDhist	pos-neg	4	1.5	47.9	50.0	1.5	3.9	41.1	29.0	-1.2
pair	MACD	RSIhist	neg-pos	20	7.3	46.7	85.0	2.4	36.3	8.2	16.7	-5.7
pair	RSIhist	MACD	neg-pos	20	7.3	46.7	85.0	2.4	36.3	8.2	16.7	-5.7
pair	LWTI	RSI	neg-neg	21	7.7	44.1	81.0	1.4	2.7	3.2	28.2	-13.7
pair	RSI	LWTI	neg-neg	21	7.7	44.1	81.0	1.4	2.7	3.2	28.2	-13.7
pair	MACD	MACDhist	neg-pos	7	2.6	43.9	71.4	1.8	25.1	8.6	21.0	-5.1
pair	MACDhist	MACD	neg-pos	7	2.6	43.9	71.4	1.8	25.1	8.6	21.0	-5.1
pair	SLmean	RSIhist	neg-pos	4	1.5	42.2	75.0	1.7	0.0	7.7	21.6	-5.5
pair	RSIhist	SLmean	neg-pos	4	1.5	42.2	75.0	1.7	0.0	7.7	21.6	-5.5
pair	LWTI	RSmean	neg-neg	1	0.4	39.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.4	39.6	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	neg-neg	16	5.9	37.9	75.0	2.4	3.9	6.9	13.9	-5.5
pair	RSmean	SLmean	neg-neg	16	5.9	37.9	75.0	2.4	3.9	6.9	13.9	-5.5
pair	MACD	RSmean	pos-neg	36	13.2	34.9	77.8	1.4	1.6	1.2	23.9	-29.2
pair	RSmean	MACD	pos-neg	36	13.2	34.9	77.8	1.4	1.6	1.2	23.9	-29.2
pair	MACD	SLmean	pos-neg	24	8.8	34.8	75.0	1.8	3.8	2.6	17.4	-13.5
pair	SLmean	MACD	pos-neg	24	8.8	34.8	75.0	1.8	3.8	2.6	17.4	-13.5
pair	RSI	MRmean	pos-neg	4	1.5	34.4	75.0	1.5	0.0	6.0	21.7	-5.7
pair	MRmean	RSI	pos-neg	4	1.5	34.4	75.0	1.5	0.0	6.0	21.7	-5.7
pair	MACD	MRmean	neg-neg	25	9.2	33.6	76.0	1.3	1.3	1.1	25.7	-29.2
pair	MRmean	MACD	neg-neg	25	9.2	33.6	76.0	1.3	1.3	1.1	25.7	-29.2
pair	RSI	MACD	neg-pos	31	11.4	32.8	71.0	1.9	3.4	3.3	16.0	-9.8
pair	MACD	RSI	neg-pos	31	11.4	32.8	71.0	1.9	3.4	3.3	16.0	-9.8
single	MACD	MACD	neg-neg	48	17.6	32.6	75.0	1.4	1.7	1.1	21.8	-29.2
pair	MACD	RSI	neg-neg	17	6.2	32.3	82.4	1.1	1.6	1.1	30.1	-29.2
pair	RSI	MACD	neg-neg	17	6.2	32.3	82.4	1.1	1.6	1.1	30.1	-29.2
pair	MRmean	MACD	pos-neg	23	8.4	31.6	73.9	1.7	3.5	3.5	17.0	-8.9
pair	MACD	MRmean	pos-neg	23	8.4	31.6	73.9	1.7	3.5	3.5	17.0	-8.9
pair	MACDhist	MACD	neg-neg	41	15.0	30.8	75.6	1.3	1.4	1.1	22.1	-29.2
pair	MACD	MACDhist	neg-neg	41	15.0	30.8	75.6	1.3	1.4	1.1	22.1	-29.2
pair	SLmean	MACD	neg-neg	24	8.8	30.5	75.0	1.2	1.2	1.0	25.8	-29.2
pair	MACD	SLmean	neg-neg	24	8.8	30.5	75.0	1.2	1.2	1.0	25.8	-29.2
pair	LWTI	SLmean	neg-neg	15	5.5	30.0	73.3	1.0	2.4	2.0	32.9	-14.9
pair	SLmean	LWTI	neg-neg	15	5.5	30.0	73.3	1.0	2.4	2.0	32.9	-14.9
pair	MRmean	RSmean	neg-neg	17	6.2	29.1	70.6	2.0	3.4	5.3	13.0	-5.5
pair	RSmean	MRmean	neg-neg	17	6.2	29.1	70.6	2.0	3.4	5.3	13.0	-5.5
pair	RSI	MACDhist	neg-neg	38	13.9	28.1	76.3	0.9	1.9	0.6	32.4	-45.6
pair	MACDhist	RSI	neg-neg	38	13.9	28.1	76.3	0.9	1.9	0.6	32.4	-45.6
single	RSI	RSI	neg-neg	40	14.7	27.7	75.0	0.9	1.8	0.6	32.2	-45.6
pair	RSIhist	LWTI	neg-neg	18	6.6	27.3	66.7	0.9	1.5	1.8	30.7	-15.0
pair	LWTI	RSIhist	neg-neg	18	6.6	27.3	66.7	0.9	1.5	1.8	30.7	-15.0
pair	MRmean	RSI	neg-neg	36	13.2	27.0	75.0	0.9	1.9	0.6	33.3	-45.6
pair	RSI	MRmean	neg-neg	36	13.2	27.0	75.0	0.9	1.9	0.6	33.3	-45.6
pair	RSmean	RSIhist	neg-neg	17	6.2	26.9	70.6	1.6	1.7	2.7	15.9	-10.0
pair	RSIhist	RSmean	neg-neg	17	6.2	26.9	70.6	1.6	1.7	2.7	15.9	-10.0
pair	LWTI	MRmean	neg-neg	21	7.7	26.7	66.7	1.0	1.4	1.8	28.8	-15.0
pair	MRmean	LWTI	neg-neg	21	7.7	26.7	66.7	1.0	1.4	1.8	28.8	-15.0
single	LWTI	LWTI	neg-neg	39	14.3	26.2	61.5	1.1	1.6	1.7	24.5	-15.4
pair	RSI	RSmean	pos-neg	38	13.9	26.1	73.7	0.9	1.8	0.6	32.9	-45.6
pair	RSmean	RSI	pos-neg	38	13.9	26.1	73.7	0.9	1.8	0.6	32.9	-45.6
pair	RSmean	MACD	neg-neg	12	4.4	26.0	66.7	1.7	2.8	4.7	14.3	-5.5
pair	MACD	RSmean	neg-neg	12	4.4	26.0	66.7	1.7	2.8	4.7	14.3	-5.5
pair	LWTI	RSmean	pos-neg	38	13.9	25.9	60.5	1.1	1.6	1.7	24.9	-15.4
pair	RSmean	LWTI	pos-neg	38	13.9	25.9	60.5	1.1	1.6	1.7	24.9	-15.4
pair	MACDhist	RSmean	neg-neg	22	8.1	25.7	68.2	1.7	3.1	4.7	13.8	-5.5
pair	RSmean	MACDhist	neg-neg	22	8.1	25.7	68.2	1.7	3.1	4.7	13.8	-5.5
pair	MRmean	LWTI	pos-neg	18	6.6	25.6	55.6	1.3	2.5	2.4	19.3	-10.8
pair	LWTI	MRmean	pos-neg	18	6.6	25.6	55.6	1.3	2.5	2.4	19.3	-10.8
pair	MACDhist	SLmean	neg-pos	21	7.7	25.4	71.4	1.1	1.8	1.4	22.8	-18.8
pair	SLmean	MACDhist	neg-pos	21	7.7	25.4	71.4	1.1	1.8	1.4	22.8	-18.8
pair	RSIhist	LWTI	pos-neg	21	7.7	25.3	57.1	1.3	2.6	2.2	18.5	-11.7
pair	LWTI	RSIhist	pos-neg	21	7.7	25.3	57.1	1.3	2.6	2.2	18.5	-11.7
pair	SLmean	MRmean	pos-neg	29	10.6	25.0	69.0	1.2	1.8	2.1	20.0	-12.0
pair	MRmean	SLmean	pos-neg	29	10.6	25.0	69.0	1.2	1.8	2.1	20.0	-12.0
pair	MACD	RSI	pos-neg	23	8.4	24.5	69.6	0.8	1.8	0.8	34.2	-28.7
pair	RSI	MACD	pos-neg	23	8.4	24.5	69.6	0.8	1.8	0.8	34.2	-28.7
pair	SLmean	LWTI	pos-neg	24	8.8	23.9	54.2	1.3	2.6	2.0	18.3	-11.7
pair	MACDhist	LWTI	neg-neg	35	12.8	23.9	62.9	1.0	1.4	1.6	24.4	-15.4
pair	LWTI	SLmean	pos-neg	24	8.8	23.9	54.2	1.3	2.6	2.0	18.3	-11.7
pair	LWTI	MACDhist	neg-neg	35	12.8	23.9	62.9	1.0	1.4	1.6	24.4	-15.4
pair	RSI	SLmean	neg-neg	33	12.1	23.5	72.7	0.8	1.8	0.5	34.5	-45.6
pair	SLmean	RSI	neg-neg	33	12.1	23.5	72.7	0.8	1.8	0.5	34.5	-45.6
pair	RSIhist	MACD	neg-neg	28	10.3	23.4	67.9	1.0	1.1	0.8	24.9	-29.2
pair	MACD	RSIhist	neg-neg	28	10.3	23.4	67.9	1.0	1.1	0.8	24.9	-29.2
pair	RSI	RSIhist	neg-neg	33	12.1	23.3	72.7	0.8	1.7	0.5	34.5	-45.6
pair	RSIhist	RSI	neg-neg	33	12.1	23.3	72.7	0.8	1.7	0.5	34.5	-45.6
pair	MACD	LWTI	neg-pos	34	12.5	23.1	70.6	1.2	1.3	1.3	18.8	-17.4
pair	LWTI	MACD	neg-pos	34	12.5	23.1	70.6	1.2	1.3	1.3	18.8	-17.4
pair	MRmean	RSIhist	neg-pos	8	2.9	22.7	62.5	1.3	2.7	4.1	16.8	-5.5
pair	RSIhist	MRmean	neg-pos	8	2.9	22.7	62.5	1.3	2.7	4.1	16.8	-5.5
single	RSmean	RSmean	neg-neg	24	8.8	21.3	66.7	1.3	1.8	2.1	16.3	-10.0
pair	RSmean	LWTI	neg-pos	23	8.4	20.6	65.2	1.2	1.7	2.0	16.7	-10.0
pair	LWTI	RSmean	neg-pos	23	8.4	20.6	65.2	1.2	1.7	2.0	16.7	-10.0
pair	RSI	MACDhist	neg-pos	2	0.7	20.2	50.0	0.6	0.0	0.0	36.9	0.0
pair	MACDhist	RSI	neg-pos	2	0.7	20.2	50.0	0.6	0.0	0.0	36.9	0.0
pair	SLmean	MRmean	neg-pos	15	5.5	18.5	53.3	1.2	3.4	3.1	14.7	-5.9
pair	MRmean	SLmean	neg-pos	15	5.5	18.5	53.3	1.2	3.4	3.1	14.7	-5.9
pair	MRmean	MACDhist	neg-neg	71	26.0	18.2	62.0	0.8	1.1	0.4	25.7	-45.6
pair	MACDhist	MRmean	neg-neg	71	26.0	18.2	62.0	0.8	1.1	0.4	25.7	-45.6
pair	RSI	RSmean	neg-pos	22	8.1	18.1	63.6	1.1	1.5	1.8	16.5	-10.0
pair	RSmean	RSI	neg-pos	22	8.1	18.1	63.6	1.1	1.5	1.8	16.5	-10.0
single	SLmean	SLmean	neg-neg	89	32.6	17.6	65.2	0.8	1.1	0.4	25.5	-45.6
pair	RSmean	MACD	neg-pos	12	4.4	16.8	66.7	0.9	1.2	1.7	18.7	-10.0
pair	MACD	RSmean	neg-pos	12	4.4	16.8	66.7	0.9	1.2	1.7	18.7	-10.0
pair	SLmean	RSIhist	neg-neg	85	31.1	16.6	64.7	0.7	1.0	0.4	25.7	-45.6
pair	RSIhist	SLmean	neg-neg	85	31.1	16.6	64.7	0.7	1.0	0.4	25.7	-45.6
pair	SLmean	MACDhist	neg-neg	68	24.9	15.3	63.2	0.7	0.9	0.3	26.4	-45.6
pair	SLmean	LWTI	neg-pos	74	27.1	15.3	63.5	0.7	1.0	0.4	23.9	-37.2
pair	LWTI	SLmean	neg-pos	74	27.1	15.3	63.5	0.7	1.0	0.4	23.9	-37.2
pair	MACDhist	SLmean	neg-neg	68	24.9	15.3	63.2	0.7	0.9	0.3	26.4	-45.6
single	MRmean	MRmean	neg-neg	75	27.5	15.1	61.3	0.7	0.9	0.3	25.7	-45.6
pair	MRmean	SLmean	neg-neg	60	22.0	14.3	63.3	0.6	0.9	0.3	27.9	-45.6
pair	SLmean	MRmean	neg-neg	60	22.0	14.3	63.3	0.6	0.9	0.3	27.9	-45.6
pair	RSI	SLmean	neg-pos	56	20.5	14.3	60.7	0.8	1.3	0.7	18.5	-19.9
pair	SLmean	RSI	neg-pos	56	20.5	14.3	60.7	0.8	1.3	0.7	18.5	-19.9
pair	RSIhist	MRmean	neg-neg	67	24.5	14.2	61.2	0.6	0.9	0.3	26.7	-45.6
pair	MRmean	RSIhist	neg-neg	67	24.5	14.2	61.2	0.6	0.9	0.3	26.7	-45.6
pair	SLmean	RSmean	neg-pos	73	26.7	13.6	63.0	0.6	0.9	0.3	27.4	-45.6
pair	RSmean	SLmean	neg-pos	73	26.7	13.6	63.0	0.6	0.9	0.3	27.4	-45.6
pair	SLmean	MACD	neg-pos	65	23.8	13.2	61.5	0.6	0.9	0.5	25.5	-26.7
pair	MACD	SLmean	neg-pos	65	23.8	13.2	61.5	0.6	0.9	0.5	25.5	-26.7
pair	RSI	LWTI	neg-pos	19	7.0	11.8	68.4	0.5	1.0	0.3	36.5	-36.0
pair	LWTI	RSI	neg-pos	19	7.0	11.8	68.4	0.5	1.0	0.3	36.5	-36.0
pair	MACDhist	RSIhist	pos-neg	32	11.7	11.5	62.5	0.6	1.0	0.6	20.4	-18.8
pair	RSIhist	MACDhist	pos-neg	32	11.7	11.5	62.5	0.6	1.0	0.6	20.4	-18.8
single	RSIhist	RSIhist	neg-neg	131	48.0	11.4	61.8	0.6	0.8	0.2	23.2	-50.9
pair	MRmean	RSmean	neg-pos	58	21.2	11.3	58.6	0.5	0.8	0.2	28.5	-45.6
pair	RSIhist	MACDhist	neg-neg	99	36.3	11.3	61.6	0.6	0.8	0.2	24.1	-50.9
pair	MACDhist	RSIhist	neg-neg	99	36.3	11.3	61.6	0.6	0.8	0.2	24.1	-50.9
pair	RSmean	MRmean	neg-pos	58	21.2	11.3	58.6	0.5	0.8	0.2	28.5	-45.6
pair	MACD	LWTI	pos-neg	25	9.2	11.0	48.0	0.6	0.9	0.7	22.2	-15.4
pair	LWTI	MACD	pos-neg	25	9.2	11.0	48.0	0.6	0.9	0.7	22.2	-15.4
pair	MRmean	LWTI	neg-pos	54	19.8	10.9	59.3	0.6	0.7	0.3	24.6	-42.4
pair	LWTI	MRmean	neg-pos	54	19.8	10.9	59.3	0.6	0.7	0.3	24.6	-42.4
single	MACDhist	MACDhist	neg-neg	144	52.7	10.7	60.4	0.6	0.8	0.2	22.3	-53.5
pair	MACDhist	MRmean	pos-pos	125	45.8	9.9	61.6	0.6	1.1	0.4	17.4	-27.9
pair	MRmean	MACDhist	pos-pos	125	45.8	9.9	61.6	0.6	1.1	0.4	17.4	-27.9
pair		benchmark___benchmark_	benchmark-benchmark	273	100.0	9.6	60.8	0.6	0.8	0.2	20.2	-53.5
pair	benchmark___benchmark_		benchmark-benchmark	273	100.0	9.6	60.8	0.6	0.8	0.2	20.2	-53.5
pair	MACDhist	RSIhist	neg-pos	45	16.5	9.5	57.8	0.6	0.9	0.5	17.9	-17.5
pair	RSIhist	MACDhist	neg-pos	45	16.5	9.5	57.8	0.6	0.9	0.5	17.9	-17.5
pair	RSmean	RSIhist	pos-neg	114	41.8	9.2	60.5	0.5	0.7	0.2	24.1	-50.9
pair	RSIhist	RSmean	pos-neg	114	41.8	9.2	60.5	0.5	0.7	0.2	24.1	-50.9
pair	RSIhist	LWTI	neg-pos	113	41.4	9.0	61.1	0.5	0.7	0.2	21.8	-44.4
pair	LWTI	RSIhist	neg-pos	113	41.4	9.0	61.1	0.5	0.7	0.2	21.8	-44.4
pair	MACDhist	RSmean	pos-pos	127	46.5	8.9	61.4	0.6	1.0	0.4	17.4	-23.9
pair	RSmean	MACDhist	pos-pos	127	46.5	8.9	61.4	0.6	1.0	0.4	17.4	-23.9
pair	RSmean	RSIhist	neg-pos	7	2.6	8.7	57.1	0.5	1.8	0.8	18.1	-10.4
pair	RSIhist	RSmean	neg-pos	7	2.6	8.7	57.1	0.5	1.8	0.8	18.1	-10.4
single	RSmean	RSmean	pos-pos	249	91.2	8.6	60.2	0.5	0.7	0.2	20.6	-53.5
pair	RSIhist	MRmean	pos-neg	64	23.4	8.5	62.5	0.5	0.7	0.5	19.0	-19.0
pair	MRmean	RSIhist	pos-neg	64	23.4	8.5	62.5	0.5	0.7	0.5	19.0	-19.0
single	MACDhist	MACDhist	pos-pos	129	47.3	8.5	61.2	0.6	0.9	0.3	17.7	-27.9
pair	MACD	RSIhist	pos-neg	103	37.7	8.3	60.2	0.5	0.7	0.2	22.8	-34.9
pair	RSIhist	MACD	pos-neg	103	37.7	8.3	60.2	0.5	0.7	0.2	22.8	-34.9
pair	RSI	MACDhist	pos-pos	127	46.5	8.3	61.4	0.5	0.9	0.3	17.5	-27.9
pair	MACDhist	RSI	pos-pos	127	46.5	8.3	61.4	0.5	0.9	0.3	17.5	-27.9
pair	RSmean	MACDhist	pos-neg	122	44.7	8.2	59.0	0.5	0.6	0.1	23.5	-53.5
pair	MACDhist	RSmean	pos-neg	122	44.7	8.2	59.0	0.5	0.6	0.1	23.5	-53.5
single	RSIhist	RSIhist	pos-pos	142	52.0	8.1	59.9	0.5	0.9	0.2	17.1	-32.2
pair	LWTI	RSI	pos-neg	18	6.6	8.1	38.9	0.5	1.0	0.6	19.1	-13.0
pair	RSIhist	RSmean	pos-pos	135	49.5	8.1	60.0	0.5	0.9	0.2	17.1	-33.4
pair	RSmean	RSIhist	pos-pos	135	49.5	8.1	60.0	0.5	0.9	0.2	17.1	-33.4
pair	RSI	LWTI	pos-neg	18	6.6	8.1	38.9	0.5	1.0	0.6	19.1	-13.0
pair	RSmean	MRmean	pos-pos	191	70.0	7.8	60.7	0.5	0.8	0.2	17.5	-36.9
pair	MRmean	RSmean	pos-pos	191	70.0	7.8	60.7	0.5	0.8	0.2	17.5	-36.9
single	MRmean	MRmean	pos-pos	198	72.5	7.7	60.6	0.5	0.8	0.2	17.7	-38.1
pair	RSI	RSIhist	pos-neg	98	35.9	7.6	58.2	0.5	0.7	0.3	17.9	-22.8
pair	RSIhist	RSI	pos-neg	98	35.9	7.6	58.2	0.5	0.7	0.3	17.9	-22.8
pair	RSIhist	MACDhist	pos-pos	97	35.5	7.5	60.8	0.5	0.9	0.3	16.8	-28.2
pair	MACDhist	RSIhist	pos-pos	97	35.5	7.5	60.8	0.5	0.9	0.3	16.8	-28.2
pair	MACDhist	LWTI	pos-pos	125	45.8	7.4	61.6	0.5	0.8	0.3	17.3	-27.9
pair	LWTI	MACDhist	pos-pos	125	45.8	7.4	61.6	0.5	0.8	0.3	17.3	-27.9
pair	MRmean	RSIhist	pos-pos	134	49.1	7.3	59.7	0.5	0.8	0.2	17.1	-31.5
pair	RSIhist	MRmean	pos-pos	134	49.1	7.3	59.7	0.5	0.8	0.2	17.1	-31.5
pair	RSIhist	SLmean	pos-pos	138	50.5	7.2	59.4	0.5	0.8	0.2	17.0	-32.2
pair	SLmean	RSIhist	pos-pos	138	50.5	7.2	59.4	0.5	0.8	0.2	17.0	-32.2
pair	RSI	MRmean	pos-pos	194	71.1	7.2	60.3	0.5	0.7	0.2	17.7	-38.1
pair	MRmean	RSI	pos-pos	194	71.1	7.2	60.3	0.5	0.7	0.2	17.7	-38.1
single	LWTI	LWTI	pos-pos	234	85.7	7.1	60.7	0.5	0.6	0.1	19.4	-50.7
pair	MRmean	MACD	neg-pos	50	18.3	6.8	54.0	0.4	0.6	0.2	25.7	-32.8
pair	MACD	MRmean	neg-pos	50	18.3	6.8	54.0	0.4	0.6	0.2	25.7	-32.8
single	RSI	RSI	pos-pos	233	85.3	6.8	58.4	0.5	0.7	0.2	17.3	-35.9
pair	LWTI	MACDhist	neg-pos	109	39.9	6.8	59.6	0.4	0.5	0.1	21.6	-46.5
pair	MACDhist	LWTI	neg-pos	109	39.9	6.8	59.6	0.4	0.5	0.1	21.6	-46.5
pair	MACDhist	SLmean	pos-neg	76	27.8	6.8	57.9	0.5	0.6	0.3	17.9	-19.9
pair	SLmean	MACDhist	pos-neg	76	27.8	6.8	57.9	0.5	0.6	0.3	17.9	-19.9
pair	MACDhist	MACD	pos-pos	122	44.7	6.7	60.7	0.5	0.8	0.2	17.4	-27.9
pair	MACD	MACDhist	pos-pos	122	44.7	6.7	60.7	0.5	0.8	0.2	17.4	-27.9
pair	RSI	LWTI	pos-pos	215	78.8	6.7	60.0	0.5	0.7	0.2	17.2	-34.4
pair	LWTI	RSI	pos-pos	215	78.8	6.7	60.0	0.5	0.7	0.2	17.2	-34.4
pair	SLmean	RSmean	pos-pos	176	64.5	6.6	59.1	0.5	0.7	0.2	17.0	-34.2
pair	RSmean	SLmean	pos-pos	176	64.5	6.6	59.1	0.5	0.7	0.2	17.0	-34.2
pair	RSI	RSIhist	pos-pos	135	49.5	6.2	58.5	0.4	0.7	0.2	16.9	-32.2
pair	RSIhist	RSI	pos-pos	135	49.5	6.2	58.5	0.4	0.7	0.2	16.9	-32.2
single	SLmean	SLmean	pos-pos	184	67.4	6.0	58.7	0.4	0.6	0.1	17.0	-39.8
pair	LWTI	MRmean	pos-pos	180	65.9	6.0	61.1	0.4	0.6	0.1	17.5	-39.9
pair	MRmean	LWTI	pos-pos	180	65.9	6.0	61.1	0.4	0.6	0.1	17.5	-39.9
pair	RSI	RSmean	pos-pos	211	77.3	5.7	57.8	0.4	0.6	0.2	17.4	-30.1
pair	RSmean	LWTI	pos-pos	211	77.3	5.7	60.2	0.4	0.5	0.1	19.6	-50.7
pair	LWTI	RSmean	pos-pos	211	77.3	5.7	60.2	0.4	0.5	0.1	19.6	-50.7
pair	RSmean	RSI	pos-pos	211	77.3	5.7	57.8	0.4	0.6	0.2	17.4	-30.1
pair	SLmean	MACDhist	pos-pos	108	39.6	5.4	59.3	0.4	0.7	0.1	16.5	-35.0
pair	MACDhist	SLmean	pos-pos	108	39.6	5.4	59.3	0.4	0.7	0.1	16.5	-35.0
single	MACD	MACD	pos-pos	225	82.4	5.3	57.8	0.4	0.5	0.1	19.7	-43.8
pair	LWTI	RSIhist	pos-pos	121	44.3	5.3	60.3	0.4	0.6	0.2	16.8	-32.6
pair	RSIhist	LWTI	pos-pos	121	44.3	5.3	60.3	0.4	0.6	0.2	16.8	-32.6
pair	RSI	MACDhist	pos-neg	106	38.8	5.1	54.7	0.4	0.5	0.2	17.1	-30.3
pair	MACDhist	RSI	pos-neg	106	38.8	5.1	54.7	0.4	0.5	0.2	17.1	-30.3
pair	MRmean	RSI	neg-pos	39	14.3	5.1	48.7	0.4	0.6	0.2	15.6	-22.5
pair	RSI	MRmean	neg-pos	39	14.3	5.1	48.7	0.4	0.6	0.2	15.6	-22.5
pair	MRmean	SLmean	pos-pos	169	61.9	4.9	59.2	0.4	0.6	0.1	17.2	-38.0
pair	SLmean	MRmean	pos-pos	169	61.9	4.9	59.2	0.4	0.6	0.1	17.2	-38.0
pair	MRmean	MACD	pos-pos	175	64.1	4.9	58.9	0.4	0.5	0.1	17.7	-40.2
pair	MACD	MRmean	pos-pos	175	64.1	4.9	58.9	0.4	0.5	0.1	17.7	-40.2
pair	MACD	RSmean	pos-pos	213	78.0	4.7	57.3	0.3	0.5	0.1	19.8	-43.8
pair	RSmean	MACD	pos-pos	213	78.0	4.7	57.3	0.3	0.5	0.1	19.8	-43.8
pair	LWTI	MACD	pos-pos	200	73.3	4.6	59.0	0.3	0.5	0.1	19.4	-48.9
pair	MACD	LWTI	pos-pos	200	73.3	4.6	59.0	0.3	0.5	0.1	19.4	-48.9
pair	SLmean	RSI	pos-pos	177	64.8	4.5	57.6	0.3	0.5	0.1	16.9	-39.8
pair	RSI	SLmean	pos-pos	177	64.8	4.5	57.6	0.3	0.5	0.1	16.9	-39.8
pair	MRmean	RSmean	pos-neg	7	2.6	4.3	57.1	0.3	0.5	0.4	23.3	-11.8
pair	RSmean	MRmean	pos-neg	7	2.6	4.3	57.1	0.3	0.5	0.4	23.3	-11.8
pair	MRmean	MACDhist	pos-neg	73	26.7	3.9	58.9	0.3	0.4	0.1	18.4	-30.9
pair	MACDhist	MRmean	pos-neg	73	26.7	3.9	58.9	0.3	0.4	0.1	18.4	-30.9
pair	MACDhist	MACD	pos-neg	103	37.7	3.6	54.4	0.3	0.4	0.1	22.2	-42.1
pair	MACD	MACDhist	pos-neg	103	37.7	3.6	54.4	0.3	0.4	0.1	22.2	-42.1
pair	SLmean	LWTI	pos-pos	160	58.6	3.5	59.4	0.3	0.4	0.1	16.8	-38.8
pair	LWTI	SLmean	pos-pos	160	58.6	3.5	59.4	0.3	0.4	0.1	16.8	-38.8
pair	RSI	MACD	pos-pos	202	74.0	3.3	56.4	0.3	0.4	0.1	17.3	-36.0
pair	MACD	RSI	pos-pos	202	74.0	3.3	56.4	0.3	0.4	0.1	17.3	-36.0
pair	MACD	RSIhist	pos-pos	122	44.7	2.8	55.7	0.2	0.4	0.1	16.7	-34.2
pair	RSIhist	MACD	pos-pos	122	44.7	2.8	55.7	0.2	0.4	0.1	16.7	-34.2
pair	RSIhist	SLmean	pos-neg	46	16.8	2.3	56.5	0.2	0.3	0.1	17.4	-18.4
pair	SLmean	RSIhist	pos-neg	46	16.8	2.3	56.5	0.2	0.3	0.1	17.4	-18.4
pair	MACD	SLmean	pos-pos	160	58.6	2.2	56.2	0.2	0.3	0.1	16.8	-40.3
pair	SLmean	MACD	pos-pos	160	58.6	2.2	56.2	0.2	0.3	0.1	16.8	-40.3
pair	SLmean	RSmean	pos-neg	8	2.9	-6.0	50.0	-0.2	-0.3	-0.6	19.2	-11.0
pair	RSmean	SLmean	pos-neg	8	2.9	-6.0	50.0	-0.2	-0.3	-0.6	19.2	-11.0
pair	RSmean	MACDhist	neg-pos	2	0.7	-17.5	50.0	-0.3	0.0	0.0	43.4	0.0
pair	MACDhist	RSmean	neg-pos	2	0.7	-17.5	50.0	-0.3	0.0	0.0	43.4	0.0
pair	MRmean	MACDhist	neg-pos	4	1.5	-28.7	50.0	-1.2	-6.5	-3.6	25.9	-8.0
pair	MACDhist	MRmean	neg-pos	4	1.5	-28.7	50.0	-1.2	-6.5	-3.6	25.9	-8.0

All Contingency Tables for IYT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 59% Sharpe 0.37 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 169M (62%)	CAGR 25.0% \| Win 69% Sharpe 1.22 \| Sortino 1.79 \| Calmar 2.1 Vol 20% \| MDD -12.0% Months 29M (11%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 18.5% \| Win 53% Sharpe 1.23 \| Sortino 3.42 \| Calmar 3.1 Vol 15% \| MDD -5.9% Months 15M (6%)	CAGR 14.3% \| Win 63% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -45.6% Months 60M (22%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
SLmean only	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 61% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 18% \| MDD -36.9% Months 191M (70%)	CAGR 4.3% \| Win 57% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.4 Vol 23% \| MDD -11.8% Months 7M (3%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 11.3% \| Win 59% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 28% \| MDD -45.6% Months 58M (21%)	CAGR 29.1% \| Win 71% Sharpe 2.05 \| Sortino 3.38 \| Calmar 5.3 Vol 13% \| MDD -5.5% Months 17M (6%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
RSmean only	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 59% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 18% \| MDD -40.2% Months 175M (64%)	CAGR 31.6% \| Win 74% Sharpe 1.71 \| Sortino 3.45 \| Calmar 3.6 Vol 17% \| MDD -8.9% Months 23M (8%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 6.8% \| Win 54% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 26% \| MDD -32.8% Months 50M (18%)	CAGR 33.6% \| Win 76% Sharpe 1.27 \| Sortino 1.29 \| Calmar 1.1 Vol 26% \| MDD -29.2% Months 25M (9%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
MACD only	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 60% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 194M (71%)	CAGR 34.4% \| Win 75% Sharpe 1.46 \| Sortino 0.00 \| Calmar 6.0 Vol 22% \| MDD -5.7% Months 4M (2%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 5.1% \| Win 49% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -22.5% Months 39M (14%)	CAGR 27.0% \| Win 75% Sharpe 0.89 \| Sortino 1.91 \| Calmar 0.6 Vol 33% \| MDD -45.6% Months 36M (13%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
RSI only	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 62% Sharpe 0.63 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.9% Months 125M (46%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -30.9% Months 73M (27%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR -28.7% \| Win 50% Sharpe -1.19 \| Sortino -6.50 \| Calmar -3.6 Vol 26% \| MDD -8.0% Months 4M (2%)	CAGR 18.2% \| Win 62% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 71M (26%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 60% Sharpe 0.50 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -31.5% Months 134M (49%)	CAGR 8.5% \| Win 62% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.4 Vol 19% \| MDD -19.0% Months 64M (23%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 22.7% \| Win 62% Sharpe 1.30 \| Sortino 2.71 \| Calmar 4.1 Vol 17% \| MDD -5.5% Months 8M (3%)	CAGR 14.2% \| Win 61% Sharpe 0.64 \| Sortino 0.88 \| Calmar 0.3 Vol 27% \| MDD -45.6% Months 67M (24%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 61% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.1 Vol 18% \| MDD -39.9% Months 180M (66%)	CAGR 25.6% \| Win 56% Sharpe 1.28 \| Sortino 2.50 \| Calmar 2.4 Vol 19% \| MDD -10.8% Months 18M (7%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 10.9% \| Win 59% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 25% \| MDD -42.4% Months 54M (20%)	CAGR 26.7% \| Win 67% Sharpe 0.97 \| Sortino 1.39 \| Calmar 1.8 Vol 29% \| MDD -15.0% Months 21M (8%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.6% \| Win 59% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 17% \| MDD -34.2% Months 176M (64%)	CAGR -6.0% \| Win 50% Sharpe -0.24 \| Sortino -0.32 \| Calmar -0.6 Vol 19% \| MDD -11.0% Months 8M (3%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 13.6% \| Win 63% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.3 Vol 27% \| MDD -45.6% Months 73M (27%)	CAGR 37.9% \| Win 75% Sharpe 2.40 \| Sortino 3.91 \| Calmar 6.9 Vol 14% \| MDD -5.5% Months 16M (6%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
RSmean only	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 17% \| MDD -40.3% Months 160M (59%)	CAGR 34.8% \| Win 75% Sharpe 1.82 \| Sortino 3.75 \| Calmar 2.6 Vol 17% \| MDD -13.5% Months 24M (9%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 13.2% \| Win 62% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.5 Vol 26% \| MDD -26.7% Months 65M (24%)	CAGR 30.5% \| Win 75% Sharpe 1.17 \| Sortino 1.19 \| Calmar 1.0 Vol 26% \| MDD -29.2% Months 24M (9%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
MACD only	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.5% \| Win 58% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 177M (65%)	CAGR 49.6% \| Win 86% Sharpe 2.31 \| Sortino 0.00 \| Calmar 8.7 Vol 18% \| MDD -5.7% Months 7M (3%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 14.3% \| Win 61% Sharpe 0.82 \| Sortino 1.28 \| Calmar 0.7 Vol 18% \| MDD -19.9% Months 56M (20%)	CAGR 23.5% \| Win 73% Sharpe 0.79 \| Sortino 1.75 \| Calmar 0.5 Vol 34% \| MDD -45.6% Months 33M (12%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
RSI only	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 5.4% \| Win 59% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.2 Vol 16% \| MDD -35.0% Months 108M (40%)	CAGR 6.8% \| Win 58% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.3 Vol 18% \| MDD -19.9% Months 76M (28%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 25.4% \| Win 71% Sharpe 1.11 \| Sortino 1.75 \| Calmar 1.3 Vol 23% \| MDD -18.8% Months 21M (8%)	CAGR 15.3% \| Win 63% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 68M (25%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.2% \| Win 59% Sharpe 0.50 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -32.2% Months 138M (50%)	CAGR 2.3% \| Win 56% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 17% \| MDD -18.4% Months 46M (17%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 42.2% \| Win 75% Sharpe 1.74 \| Sortino 0.00 \| Calmar 7.7 Vol 22% \| MDD -5.5% Months 4M (2%)	CAGR 16.6% \| Win 65% Sharpe 0.73 \| Sortino 1.01 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 85M (31%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 59% Sharpe 0.29 \| Sortino 0.43 \| Calmar 0.1 Vol 17% \| MDD -38.8% Months 160M (59%)	CAGR 23.9% \| Win 54% Sharpe 1.27 \| Sortino 2.60 \| Calmar 2.0 Vol 18% \| MDD -11.7% Months 24M (9%)	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)
SLmean neg	CAGR 15.3% \| Win 64% Sharpe 0.72 \| Sortino 0.96 \| Calmar 0.4 Vol 24% \| MDD -37.2% Months 74M (27%)	CAGR 30.0% \| Win 73% Sharpe 0.96 \| Sortino 2.38 \| Calmar 2.0 Vol 33% \| MDD -14.9% Months 15M (6%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.7% \| Win 57% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 213M (78%)	CAGR 34.9% \| Win 78% Sharpe 1.39 \| Sortino 1.64 \| Calmar 1.2 Vol 24% \| MDD -29.2% Months 36M (13%)	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)
RSmean neg	CAGR 16.8% \| Win 67% Sharpe 0.92 \| Sortino 1.21 \| Calmar 1.7 Vol 19% \| MDD -10.0% Months 12M (4%)	CAGR 26.0% \| Win 67% Sharpe 1.69 \| Sortino 2.83 \| Calmar 4.7 Vol 14% \| MDD -5.5% Months 12M (4%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)
MACD only	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 58% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 17% \| MDD -30.1% Months 211M (77%)	CAGR 26.1% \| Win 74% Sharpe 0.88 \| Sortino 1.76 \| Calmar 0.6 Vol 33% \| MDD -45.6% Months 38M (14%)	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)
RSmean neg	CAGR 18.1% \| Win 64% Sharpe 1.09 \| Sortino 1.54 \| Calmar 1.8 Vol 16% \| MDD -10.0% Months 22M (8%)	CAGR 63.9% \| Win 100% Sharpe 3.21 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 2M (1%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)
RSI only	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 61% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.4 Vol 17% \| MDD -23.9% Months 127M (46%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -53.5% Months 122M (45%)	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)
RSmean neg	CAGR -17.5% \| Win 50% Sharpe -0.33 \| Sortino 0.00 \| Calmar 0.0 Vol 43% \| MDD 0.0% Months 2M (1%)	CAGR 25.7% \| Win 68% Sharpe 1.73 \| Sortino 3.08 \| Calmar 4.7 Vol 14% \| MDD -5.5% Months 22M (8%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -33.4% Months 135M (50%)	CAGR 9.2% \| Win 60% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 24% \| MDD -50.9% Months 114M (42%)	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)
RSmean neg	CAGR 8.7% \| Win 57% Sharpe 0.54 \| Sortino 1.78 \| Calmar 0.8 Vol 18% \| MDD -10.4% Months 7M (3%)	CAGR 26.9% \| Win 71% Sharpe 1.59 \| Sortino 1.74 \| Calmar 2.7 Vol 16% \| MDD -10.0% Months 17M (6%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 60% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -50.7% Months 211M (77%)	CAGR 25.9% \| Win 60% Sharpe 1.05 \| Sortino 1.55 \| Calmar 1.7 Vol 25% \| MDD -15.4% Months 38M (14%)	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)
RSmean neg	CAGR 20.6% \| Win 65% Sharpe 1.21 \| Sortino 1.72 \| Calmar 2.0 Vol 17% \| MDD -10.0% Months 23M (8%)	CAGR 39.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 56% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -36.0% Months 202M (74%)	CAGR 24.5% \| Win 70% Sharpe 0.81 \| Sortino 1.76 \| Calmar 0.9 Vol 34% \| MDD -28.7% Months 23M (8%)	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)
MACD neg	CAGR 32.8% \| Win 71% Sharpe 1.86 \| Sortino 3.44 \| Calmar 3.3 Vol 16% \| MDD -9.8% Months 31M (11%)	CAGR 32.3% \| Win 82% Sharpe 1.09 \| Sortino 1.59 \| Calmar 1.1 Vol 30% \| MDD -29.2% Months 17M (6%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)
RSI only	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.7% \| Win 61% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -27.9% Months 122M (45%)	CAGR 3.6% \| Win 54% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -42.1% Months 103M (38%)	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)
MACD neg	CAGR 43.9% \| Win 71% Sharpe 1.84 \| Sortino 25.10 \| Calmar 8.6 Vol 21% \| MDD -5.1% Months 7M (3%)	CAGR 30.8% \| Win 76% Sharpe 1.34 \| Sortino 1.44 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 41M (15%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 56% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 17% \| MDD -34.2% Months 122M (45%)	CAGR 8.3% \| Win 60% Sharpe 0.47 \| Sortino 0.66 \| Calmar 0.2 Vol 23% \| MDD -34.9% Months 103M (38%)	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)
MACD neg	CAGR 46.7% \| Win 85% Sharpe 2.41 \| Sortino 36.27 \| Calmar 8.2 Vol 17% \| MDD -5.7% Months 20M (7%)	CAGR 23.4% \| Win 68% Sharpe 0.97 \| Sortino 1.11 \| Calmar 0.8 Vol 25% \| MDD -29.2% Months 28M (10%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.6% \| Win 59% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -48.9% Months 200M (73%)	CAGR 11.0% \| Win 48% Sharpe 0.58 \| Sortino 0.87 \| Calmar 0.7 Vol 22% \| MDD -15.4% Months 25M (9%)	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)
MACD neg	CAGR 23.1% \| Win 71% Sharpe 1.21 \| Sortino 1.33 \| Calmar 1.3 Vol 19% \| MDD -17.4% Months 34M (12%)	CAGR 58.8% \| Win 86% Sharpe 1.83 \| Sortino 2.24 \| Calmar 10.3 Vol 28% \| MDD -5.7% Months 14M (5%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.89 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 127M (46%)	CAGR 5.1% \| Win 55% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.2 Vol 17% \| MDD -30.3% Months 106M (39%)	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)
RSI neg	CAGR 20.2% \| Win 50% Sharpe 0.59 \| Sortino 0.00 \| Calmar 0.0 Vol 37% \| MDD 0.0% Months 2M (1%)	CAGR 28.1% \| Win 76% Sharpe 0.94 \| Sortino 1.95 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 38M (14%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.2% \| Win 58% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -32.2% Months 135M (50%)	CAGR 7.6% \| Win 58% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.3 Vol 18% \| MDD -22.8% Months 98M (36%)	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)
RSI neg	CAGR 50.6% \| Win 86% Sharpe 2.31 \| Sortino 0.00 \| Calmar 8.9 Vol 19% \| MDD -5.7% Months 7M (3%)	CAGR 23.3% \| Win 73% Sharpe 0.79 \| Sortino 1.74 \| Calmar 0.5 Vol 34% \| MDD -45.6% Months 33M (12%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.7% \| Win 60% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.2 Vol 17% \| MDD -34.4% Months 215M (79%)	CAGR 8.1% \| Win 39% Sharpe 0.50 \| Sortino 0.97 \| Calmar 0.6 Vol 19% \| MDD -13.0% Months 18M (7%)	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)
RSI neg	CAGR 11.8% \| Win 68% Sharpe 0.49 \| Sortino 0.98 \| Calmar 0.3 Vol 36% \| MDD -36.0% Months 19M (7%)	CAGR 44.1% \| Win 81% Sharpe 1.45 \| Sortino 2.68 \| Calmar 3.2 Vol 28% \| MDD -13.7% Months 21M (8%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 7.5% \| Win 61% Sharpe 0.51 \| Sortino 0.89 \| Calmar 0.3 Vol 17% \| MDD -28.2% Months 97M (36%)	CAGR 11.5% \| Win 62% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.6 Vol 20% \| MDD -18.8% Months 32M (12%)	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)
MACDhist neg	CAGR 9.5% \| Win 58% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.5 Vol 18% \| MDD -17.5% Months 45M (16%)	CAGR 11.3% \| Win 62% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 24% \| MDD -50.9% Months 99M (36%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)
RSIhist only	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.4% \| Win 62% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 17% \| MDD -27.9% Months 125M (46%)	CAGR 47.9% \| Win 50% Sharpe 1.48 \| Sortino 3.85 \| Calmar 41.1 Vol 29% \| MDD -1.2% Months 4M (2%)	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)
MACDhist neg	CAGR 6.8% \| Win 60% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.1 Vol 22% \| MDD -46.5% Months 109M (40%)	CAGR 23.9% \| Win 63% Sharpe 1.01 \| Sortino 1.37 \| Calmar 1.6 Vol 24% \| MDD -15.4% Months 35M (13%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.3% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 17% \| MDD -32.6% Months 121M (44%)	CAGR 25.3% \| Win 57% Sharpe 1.32 \| Sortino 2.58 \| Calmar 2.2 Vol 18% \| MDD -11.7% Months 21M (8%)	CAGR 8.1% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -32.2% Months 142M (52%)
RSIhist neg	CAGR 9.0% \| Win 61% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.2 Vol 22% \| MDD -44.4% Months 113M (41%)	CAGR 27.3% \| Win 67% Sharpe 0.94 \| Sortino 1.47 \| Calmar 1.8 Vol 31% \| MDD -15.0% Months 18M (7%)	CAGR 11.4% \| Win 62% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 131M (48%)
LWTI only	CAGR 7.1% \| Win 61% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.1 Vol 19% \| MDD -50.7% Months 234M (86%)	CAGR 26.2% \| Win 62% Sharpe 1.08 \| Sortino 1.56 \| Calmar 1.7 Vol 24% \| MDD -15.4% Months 39M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 59% Sharpe 0.37 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 169M (62%)	CAGR 25.0% \| Win 69% Sharpe 1.22 \| Sortino 1.79 \| Calmar 2.1 Vol 20% \| MDD -12.0% Months 29M (11%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 18.5% \| Win 53% Sharpe 1.23 \| Sortino 3.42 \| Calmar 3.1 Vol 15% \| MDD -5.9% Months 15M (6%)	CAGR 14.3% \| Win 63% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -45.6% Months 60M (22%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
SLmean only	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -39.8% Months 184M (67%)	CAGR 17.6% \| Win 65% Sharpe 0.77 \| Sortino 1.08 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 89M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 61% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 18% \| MDD -36.9% Months 191M (70%)	CAGR 4.3% \| Win 57% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.4 Vol 23% \| MDD -11.8% Months 7M (3%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 11.3% \| Win 59% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 28% \| MDD -45.6% Months 58M (21%)	CAGR 29.1% \| Win 71% Sharpe 2.05 \| Sortino 3.38 \| Calmar 5.3 Vol 13% \| MDD -5.5% Months 17M (6%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
RSmean only	CAGR 8.6% \| Win 60% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -53.5% Months 249M (91%)	CAGR 21.3% \| Win 67% Sharpe 1.27 \| Sortino 1.77 \| Calmar 2.1 Vol 16% \| MDD -10.0% Months 24M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 59% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 18% \| MDD -40.2% Months 175M (64%)	CAGR 31.6% \| Win 74% Sharpe 1.71 \| Sortino 3.45 \| Calmar 3.6 Vol 17% \| MDD -8.9% Months 23M (8%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 6.8% \| Win 54% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 26% \| MDD -32.8% Months 50M (18%)	CAGR 33.6% \| Win 76% Sharpe 1.27 \| Sortino 1.29 \| Calmar 1.1 Vol 26% \| MDD -29.2% Months 25M (9%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
MACD only	CAGR 5.3% \| Win 58% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.1 Vol 20% \| MDD -43.8% Months 225M (82%)	CAGR 32.6% \| Win 75% Sharpe 1.42 \| Sortino 1.66 \| Calmar 1.1 Vol 22% \| MDD -29.2% Months 48M (18%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 60% Sharpe 0.48 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 194M (71%)	CAGR 34.4% \| Win 75% Sharpe 1.46 \| Sortino 0.00 \| Calmar 6.0 Vol 22% \| MDD -5.7% Months 4M (2%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR 5.1% \| Win 49% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -22.5% Months 39M (14%)	CAGR 27.0% \| Win 75% Sharpe 0.89 \| Sortino 1.91 \| Calmar 0.6 Vol 33% \| MDD -45.6% Months 36M (13%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
RSI only	CAGR 6.8% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -35.9% Months 233M (85%)	CAGR 27.7% \| Win 75% Sharpe 0.93 \| Sortino 1.83 \| Calmar 0.6 Vol 32% \| MDD -45.6% Months 40M (15%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 62% Sharpe 0.63 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.9% Months 125M (46%)	CAGR 3.9% \| Win 59% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 18% \| MDD -30.9% Months 73M (27%)	CAGR 7.7% \| Win 61% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -38.1% Months 198M (72%)
MRmean neg	CAGR -28.7% \| Win 50% Sharpe -1.19 \| Sortino -6.50 \| Calmar -3.6 Vol 26% \| MDD -8.0% Months 4M (2%)	CAGR 18.2% \| Win 62% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.4 Vol 26% \| MDD -45.6% Months 71M (26%)	CAGR 15.1% \| Win 61% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -45.6% Months 75M (28%)
MACDhist only	CAGR 8.5% \| Win 61% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -27.9% Months 129M (47%)	CAGR 10.7% \| Win 60% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -53.5% Months 144M (53%)