JETS - US Global Jets ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

130.1%

Best CAGR

Total Months

4.5%

Avg CAGR

JETS 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 JETS

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	MACDhist	neg-pos	2	1.5	130.1	100.0	47.3	0.0	0.0	1.8	0.0
pair	MACDhist	RSmean	neg-pos	2	1.5	130.1	100.0	47.3	0.0	0.0	1.8	0.0
pair	RSI	MACD	pos-neg	7	5.3	103.9	85.7	3.5	0.0	22.7	21.3	-4.6
pair	MACD	RSI	pos-neg	7	5.3	103.9	85.7	3.5	0.0	22.7	21.3	-4.6
pair	RSI	LWTI	pos-neg	1	0.8	43.6	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	pos-neg	1	0.8	43.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	8	6.1	36.7	62.5	1.6	12.3	11.4	20.3	-3.2
pair	RSmean	RSI	neg-neg	8	6.1	36.7	62.5	1.6	12.3	11.4	20.3	-3.2
pair	LWTI	SLmean	neg-neg	17	12.9	30.7	52.9	0.8	1.6	1.0	42.8	-31.0
pair	SLmean	LWTI	neg-neg	17	12.9	30.7	52.9	0.8	1.6	1.0	42.8	-31.0
pair	LWTI	MACDhist	neg-neg	18	13.6	30.5	61.1	0.8	1.6	1.1	42.4	-26.7
pair	MACDhist	LWTI	neg-neg	18	13.6	30.5	61.1	0.8	1.6	1.1	42.4	-26.7
pair	MACD	SLmean	neg-pos	17	12.9	29.1	64.7	1.0	1.3	1.2	29.7	-23.6
pair	SLmean	MACD	neg-pos	17	12.9	29.1	64.7	1.0	1.3	1.2	29.7	-23.6
pair	RSIhist	LWTI	neg-neg	14	10.6	24.6	57.1	0.7	1.3	0.8	44.6	-30.1
pair	LWTI	RSIhist	neg-neg	14	10.6	24.6	57.1	0.7	1.3	0.8	44.6	-30.1
pair	MRmean	MACD	neg-pos	14	10.6	24.4	64.3	0.8	1.2	1.0	32.3	-23.6
pair	MACD	MRmean	neg-pos	14	10.6	24.4	64.3	0.8	1.2	1.0	32.3	-23.6
pair	LWTI	MRmean	neg-neg	19	14.4	22.6	52.6	0.7	1.4	0.7	41.7	-31.0
pair	MRmean	LWTI	neg-neg	19	14.4	22.6	52.6	0.7	1.4	0.7	41.7	-31.0
pair	RSI	MACDhist	neg-neg	40	30.3	22.1	67.5	0.7	0.8	0.6	39.0	-38.4
pair	MACDhist	RSI	neg-neg	40	30.3	22.1	67.5	0.7	0.8	0.6	39.0	-38.4
pair	RSI	MRmean	neg-neg	49	37.1	21.9	63.3	0.7	0.9	0.6	37.9	-38.4
pair	MRmean	RSI	neg-neg	49	37.1	21.9	63.3	0.7	0.9	0.6	37.9	-38.4
pair	LWTI	RSmean	pos-neg	26	19.7	20.9	50.0	0.7	1.4	0.7	39.0	-31.0
pair	RSmean	LWTI	pos-neg	26	19.7	20.9	50.0	0.7	1.4	0.7	39.0	-31.0
pair	MACD	LWTI	neg-neg	26	19.7	20.9	50.0	0.7	1.4	0.7	39.0	-31.0
single	LWTI	LWTI	neg-neg	26	19.7	20.9	50.0	0.7	1.4	0.7	39.0	-31.0
pair	LWTI	MACD	neg-neg	26	19.7	20.9	50.0	0.7	1.4	0.7	39.0	-31.0
pair	MACDhist	MRmean	neg-pos	13	9.8	20.6	53.8	0.8	1.6	1.2	28.7	-16.7
pair	MRmean	MACDhist	neg-pos	13	9.8	20.6	53.8	0.8	1.6	1.2	28.7	-16.7
pair	LWTI	RSI	neg-neg	25	18.9	20.1	48.0	0.6	1.4	0.7	39.8	-31.0
pair	RSI	LWTI	neg-neg	25	18.9	20.1	48.0	0.6	1.4	0.7	39.8	-31.0
pair	RSI	RSIhist	neg-pos	22	16.7	19.1	50.0	0.7	2.5	1.6	29.4	-12.1
pair	RSIhist	RSI	neg-pos	22	16.7	19.1	50.0	0.7	2.5	1.6	29.4	-12.1
pair	RSIhist	SLmean	neg-pos	13	9.8	17.6	46.2	0.7	2.4	0.9	29.2	-20.4
pair	SLmean	RSIhist	neg-pos	13	9.8	17.6	46.2	0.7	2.4	0.9	29.2	-20.4
pair	RSIhist	LWTI	pos-neg	12	9.1	16.8	41.7	0.6	2.3	1.6	33.1	-10.5
pair	LWTI	RSIhist	pos-neg	12	9.1	16.8	41.7	0.6	2.3	1.6	33.1	-10.5
pair	RSIhist	MACD	pos-neg	23	17.4	16.6	65.2	0.7	0.9	0.7	27.2	-24.4
pair	MACD	RSIhist	pos-neg	23	17.4	16.6	65.2	0.7	0.9	0.7	27.2	-24.4
pair	LWTI	MRmean	pos-neg	7	5.3	16.5	42.9	0.6	3.6	1.6	33.1	-10.5
pair	MRmean	LWTI	pos-neg	7	5.3	16.5	42.9	0.6	3.6	1.6	33.1	-10.5
pair	RSIhist	MRmean	neg-pos	15	11.4	14.9	53.3	0.6	1.8	0.7	28.6	-23.0
pair	MRmean	RSIhist	neg-pos	15	11.4	14.9	53.3	0.6	1.8	0.7	28.6	-23.0
pair	RSI	SLmean	neg-neg	49	37.1	14.8	61.2	0.6	0.7	0.4	38.0	-38.4
single	RSI	RSI	neg-neg	63	47.7	14.8	58.7	0.6	0.8	0.4	36.0	-38.4
pair	SLmean	RSI	neg-neg	49	37.1	14.8	61.2	0.6	0.7	0.4	38.0	-38.4
pair	RSI	SLmean	pos-neg	14	10.6	14.8	50.0	0.6	2.1	0.9	29.3	-16.5
pair	SLmean	RSI	pos-neg	14	10.6	14.8	50.0	0.6	2.1	0.9	29.3	-16.5
pair	RSmean	MACDhist	pos-neg	54	40.9	12.8	64.8	0.5	0.6	0.2	36.1	-50.7
pair	MACDhist	RSmean	pos-neg	54	40.9	12.8	64.8	0.5	0.6	0.2	36.1	-50.7
pair	RSI	RSIhist	neg-neg	41	31.1	12.6	63.4	0.5	0.6	0.3	39.5	-38.4
pair	RSIhist	RSI	neg-neg	41	31.1	12.6	63.4	0.5	0.6	0.3	39.5	-38.4
pair	RSIhist	RSmean	neg-pos	7	5.3	12.3	71.4	0.5	0.8	0.6	30.2	-20.4
pair	RSmean	RSIhist	neg-pos	7	5.3	12.3	71.4	0.5	0.8	0.6	30.2	-20.4
pair	RSI	RSmean	pos-neg	55	41.7	11.9	58.2	0.5	0.7	0.3	37.9	-38.4
pair	RSmean	RSI	pos-neg	55	41.7	11.9	58.2	0.5	0.7	0.3	37.9	-38.4
pair	SLmean	MACD	pos-neg	32	24.2	11.7	50.0	0.6	1.2	0.4	24.5	-32.6
pair	MACD	SLmean	pos-neg	32	24.2	11.7	50.0	0.6	1.2	0.4	24.5	-32.6
pair	MACDhist	MACD	neg-neg	47	35.6	11.7	61.7	0.5	0.6	0.3	37.0	-38.4
pair	MACD	MACDhist	neg-neg	47	35.6	11.7	61.7	0.5	0.6	0.3	37.0	-38.4
pair	RSI	LWTI	neg-pos	38	28.8	11.5	65.8	0.5	0.5	0.2	33.8	-45.5
pair	LWTI	RSI	neg-pos	38	28.8	11.5	65.8	0.5	0.5	0.2	33.8	-45.5
pair	RSmean	MRmean	neg-pos	46	34.8	11.4	60.9	0.5	0.6	0.2	40.3	-50.6
pair	MRmean	RSmean	neg-pos	46	34.8	11.4	60.9	0.5	0.6	0.2	40.3	-50.6
pair	RSIhist	MACD	neg-pos	44	33.3	10.0	47.7	0.5	1.2	0.4	25.2	-24.1
pair	MACD	RSIhist	neg-pos	44	33.3	10.0	47.7	0.5	1.2	0.4	25.2	-24.1
pair	RSIhist	SLmean	pos-neg	7	5.3	9.6	71.4	0.5	0.5	0.9	24.3	-11.0
pair	SLmean	RSIhist	pos-neg	7	5.3	9.6	71.4	0.5	0.5	0.9	24.3	-11.0
pair	MRmean	SLmean	neg-neg	57	43.2	9.4	57.9	0.4	0.6	0.2	37.3	-50.6
pair	SLmean	MRmean	neg-neg	57	43.2	9.4	57.9	0.4	0.6	0.2	37.3	-50.6
single	MRmean	MRmean	neg-neg	62	47.0	9.3	58.1	0.4	0.6	0.2	36.6	-50.6
pair	SLmean	MACDhist	neg-neg	46	34.8	9.2	60.9	0.4	0.5	0.2	39.1	-50.6
pair	MACDhist	SLmean	neg-neg	46	34.8	9.2	60.9	0.4	0.5	0.2	39.1	-50.6
pair	MRmean	SLmean	neg-pos	5	3.8	8.5	60.0	0.4	1.2	1.0	29.7	-8.9
pair	SLmean	MRmean	neg-pos	5	3.8	8.5	60.0	0.4	1.2	1.0	29.7	-8.9
pair	MRmean	RSIhist	neg-neg	47	35.6	7.6	59.6	0.4	0.5	0.1	39.0	-50.6
pair	RSIhist	MRmean	neg-neg	47	35.6	7.6	59.6	0.4	0.5	0.1	39.0	-50.6
pair	RSIhist	RSmean	pos-neg	44	33.3	7.4	63.6	0.4	0.5	0.1	39.5	-50.6
pair	RSmean	RSIhist	pos-neg	44	33.3	7.4	63.6	0.4	0.5	0.1	39.5	-50.6
pair	MACD	RSI	neg-neg	56	42.4	6.9	55.4	0.4	0.5	0.2	37.1	-38.4
pair	RSI	MACD	neg-neg	56	42.4	6.9	55.4	0.4	0.5	0.2	37.1	-38.4
pair	MACDhist	RSIhist	neg-neg	45	34.1	6.7	62.2	0.4	0.4	0.1	38.7	-51.1
pair	RSIhist	MACDhist	neg-neg	45	34.1	6.7	62.2	0.4	0.4	0.1	38.7	-51.1
pair	MACDhist	MRmean	neg-neg	49	37.1	6.5	59.2	0.4	0.5	0.1	38.6	-50.6
pair	MRmean	MACDhist	neg-neg	49	37.1	6.5	59.2	0.4	0.5	0.1	38.6	-50.6
single	MACDhist	MACDhist	neg-neg	75	56.8	5.9	61.3	0.3	0.4	0.1	33.3	-51.9
pair	SLmean	RSmean	neg-pos	50	37.9	5.4	58.0	0.3	0.4	0.1	38.9	-50.6
pair	RSmean	SLmean	neg-pos	50	37.9	5.4	58.0	0.3	0.4	0.1	38.9	-50.6
pair	MACD	MRmean	neg-neg	48	36.4	5.3	56.2	0.3	0.4	0.1	38.0	-44.6
pair	MRmean	MACD	neg-neg	48	36.4	5.3	56.2	0.3	0.4	0.1	38.0	-44.6
single	SLmean	SLmean	neg-neg	66	50.0	5.0	56.1	0.3	0.4	0.1	35.6	-50.6
pair	MACDhist	MRmean	pos-neg	26	19.7	4.6	65.4	0.3	0.4	0.1	20.6	-31.2
pair	MRmean	MACDhist	pos-neg	26	19.7	4.6	65.4	0.3	0.4	0.1	20.6	-31.2
pair	RSIhist	MACDhist	neg-pos	30	22.7	4.5	60.0	0.3	0.5	0.2	23.6	-29.2
pair	MACDhist	RSIhist	neg-pos	30	22.7	4.5	60.0	0.3	0.5	0.2	23.6	-29.2
pair	LWTI	SLmean	pos-neg	9	6.8	4.4	44.4	0.3	1.0	0.3	32.1	-15.9
pair	SLmean	LWTI	pos-neg	9	6.8	4.4	44.4	0.3	1.0	0.3	32.1	-15.9
pair	MRmean	LWTI	neg-pos	43	32.6	3.9	60.5	0.3	0.3	0.1	34.4	-50.6
pair	MACD	RSmean	pos-neg	69	52.3	3.9	52.2	0.3	0.4	0.1	34.5	-44.2
pair	LWTI	MRmean	neg-pos	43	32.6	3.9	60.5	0.3	0.3	0.1	34.4	-50.6
pair	RSmean	MACD	pos-neg	69	52.3	3.9	52.2	0.3	0.4	0.1	34.5	-44.2
pair	RSmean	SLmean	neg-neg	16	12.1	3.7	50.0	0.3	0.7	0.3	23.5	-12.9
pair	RSmean	MRmean	neg-neg	16	12.1	3.7	50.0	0.3	0.7	0.3	23.5	-12.9
pair	SLmean	RSmean	neg-neg	16	12.1	3.7	50.0	0.3	0.7	0.3	23.5	-12.9
pair	MRmean	RSmean	neg-neg	16	12.1	3.7	50.0	0.3	0.7	0.3	23.5	-12.9
pair	MACDhist	RSI	neg-pos	23	17.4	3.1	43.5	0.2	0.6	0.1	30.5	-31.1
pair	RSI	MACDhist	neg-pos	23	17.4	3.1	43.5	0.2	0.6	0.1	30.5	-31.1
single	MACD	MACD	neg-neg	81	61.4	3.0	51.9	0.3	0.4	0.1	32.9	-44.2
single	RSIhist	RSIhist	neg-neg	60	45.5	2.9	60.0	0.3	0.3	0.1	35.8	-51.1
pair	RSIhist	SLmean	neg-neg	53	40.2	2.1	58.5	0.2	0.3	0.0	37.2	-50.6
pair	SLmean	RSIhist	neg-neg	53	40.2	2.1	58.5	0.2	0.3	0.0	37.2	-50.6
pair	LWTI	MACDhist	pos-neg	8	6.1	1.9	25.0	0.2	1.0	0.1	31.7	-15.8
pair	MACDhist	LWTI	pos-neg	8	6.1	1.9	25.0	0.2	1.0	0.1	31.7	-15.8
single	RSmean	RSmean	pos-pos	109	82.6	1.7	52.3	0.2	0.3	0.0	31.1	-53.3
pair	benchmark___benchmark_		benchmark-benchmark	132	100.0	1.0	53.0	0.2	0.3	0.0	30.1	-54.4
pair		benchmark___benchmark_	benchmark-benchmark	132	100.0	1.0	53.0	0.2	0.3	0.0	30.1	-54.4
pair	SLmean	MACDhist	pos-neg	29	22.0	0.8	62.1	0.1	0.2	0.0	21.8	-34.5
pair	MACDhist	SLmean	pos-neg	29	22.0	0.8	62.1	0.1	0.2	0.0	21.8	-34.5
pair	MACD	MRmean	pos-neg	33	25.0	-0.2	45.5	0.1	0.2	-0.0	24.1	-47.2
pair	MRmean	MACD	pos-neg	33	25.0	-0.2	45.5	0.1	0.2	-0.0	24.1	-47.2
single	RSIhist	RSIhist	pos-pos	72	54.5	-0.6	47.2	0.1	0.2	-0.0	24.5	-41.1
pair	MACDhist	LWTI	neg-pos	57	43.2	-0.9	61.4	0.1	0.1	-0.0	30.1	-51.9
pair	MACD	MACDhist	pos-pos	23	17.4	-0.9	47.8	0.1	0.1	-0.0	24.4	-23.9
pair	MACDhist	MACD	pos-pos	23	17.4	-0.9	47.8	0.1	0.1	-0.0	24.4	-23.9
pair	LWTI	MACDhist	neg-pos	57	43.2	-0.9	61.4	0.1	0.1	-0.0	30.1	-51.9
pair	SLmean	RSmean	pos-pos	59	44.7	-1.3	47.5	0.1	0.1	-0.0	22.8	-38.7
pair	RSmean	SLmean	pos-pos	59	44.7	-1.3	47.5	0.1	0.1	-0.0	22.8	-38.7
pair	MACD	RSmean	neg-neg	12	9.1	-1.9	50.0	0.0	0.0	-0.1	22.0	-12.9
pair	RSmean	MACD	neg-neg	12	9.1	-1.9	50.0	0.0	0.0	-0.1	22.0	-12.9
pair	MACD	RSmean	pos-pos	40	30.3	-1.9	52.5	0.0	0.1	-0.1	24.4	-33.9
pair	RSIhist	RSmean	pos-pos	65	49.2	-1.9	44.6	0.0	0.1	-0.1	24.1	-32.8
pair	RSmean	RSIhist	pos-pos	65	49.2	-1.9	44.6	0.0	0.1	-0.1	24.1	-32.8
pair	RSmean	MACD	pos-pos	40	30.3	-1.9	52.5	0.0	0.1	-0.1	24.4	-33.9
single	MACD	MACD	pos-pos	51	38.6	-2.2	54.9	0.0	0.1	-0.1	25.2	-35.6
pair	LWTI	MACD	pos-pos	51	38.6	-2.2	54.9	0.0	0.1	-0.1	25.2	-35.6
pair	MACD	LWTI	pos-pos	51	38.6	-2.2	54.9	0.0	0.1	-0.1	25.2	-35.6
pair	MACD	SLmean	neg-neg	49	37.1	-2.3	53.1	0.1	0.2	-0.1	37.6	-44.6
pair	SLmean	MACD	neg-neg	49	37.1	-2.3	53.1	0.1	0.2	-0.1	37.6	-44.6
pair	RSmean	LWTI	neg-pos	23	17.4	-2.6	56.5	0.0	0.0	-0.1	25.0	-26.6
pair	LWTI	RSmean	neg-pos	23	17.4	-2.6	56.5	0.0	0.0	-0.1	25.0	-26.6
single	RSmean	RSmean	neg-neg	23	17.4	-2.6	56.5	0.0	0.0	-0.1	25.0	-26.6
pair	SLmean	LWTI	neg-pos	49	37.1	-2.7	57.1	0.1	0.1	-0.1	32.9	-56.1
pair	LWTI	SLmean	neg-pos	49	37.1	-2.7	57.1	0.1	0.1	-0.1	32.9	-56.1
pair	LWTI	RSIhist	neg-pos	46	34.8	-2.9	60.9	0.1	0.1	-0.1	33.0	-61.2
pair	RSIhist	LWTI	neg-pos	46	34.8	-2.9	60.9	0.1	0.1	-0.1	33.0	-61.2
single	SLmean	SLmean	pos-pos	66	50.0	-2.9	50.0	-0.0	-0.0	-0.1	23.4	-51.6
pair	RSmean	MACD	neg-pos	11	8.3	-3.3	63.6	0.0	0.0	-0.1	29.1	-26.6
pair	MACD	RSmean	neg-pos	11	8.3	-3.3	63.6	0.0	0.0	-0.1	29.1	-26.6
pair	MACD	MACDhist	pos-neg	28	21.2	-3.3	60.7	0.0	0.0	-0.1	26.3	-22.0
pair	MACDhist	MACD	pos-neg	28	21.2	-3.3	60.7	0.0	0.0	-0.1	26.3	-22.0
single	LWTI	LWTI	pos-pos	106	80.3	-3.4	53.8	0.0	0.0	-0.1	27.5	-69.2
pair	RSmean	LWTI	pos-pos	83	62.9	-3.6	53.0	0.0	0.0	-0.1	28.3	-68.4
pair	LWTI	RSmean	pos-pos	83	62.9	-3.6	53.0	0.0	0.0	-0.1	28.3	-68.4
pair	RSIhist	LWTI	pos-pos	60	45.5	-3.8	48.3	-0.1	-0.1	-0.1	22.6	-46.6
pair	MRmean	SLmean	pos-pos	61	46.2	-3.8	49.2	-0.1	-0.1	-0.1	23.1	-48.0
pair	SLmean	MRmean	pos-pos	61	46.2	-3.8	49.2	-0.1	-0.1	-0.1	23.1	-48.0
pair	LWTI	RSIhist	pos-pos	60	45.5	-3.8	48.3	-0.1	-0.1	-0.1	22.6	-46.6
pair	SLmean	LWTI	pos-pos	57	43.2	-4.0	50.9	-0.1	-0.1	-0.1	22.1	-53.1
pair	LWTI	SLmean	pos-pos	57	43.2	-4.0	50.9	-0.1	-0.1	-0.1	22.1	-53.1
pair	MACDhist	SLmean	neg-pos	20	15.2	-4.1	45.0	-0.0	-0.1	-0.2	26.6	-26.3
pair	SLmean	MACDhist	neg-pos	20	15.2	-4.1	45.0	-0.0	-0.1	-0.2	26.6	-26.3
pair	RSIhist	MACDhist	pos-pos	42	31.8	-4.2	38.1	-0.1	-0.1	-0.1	25.3	-29.4
pair	MACDhist	RSIhist	pos-pos	42	31.8	-4.2	38.1	-0.1	-0.1	-0.1	25.3	-29.4
pair	SLmean	RSIhist	pos-pos	59	44.7	-4.3	47.5	-0.1	-0.1	-0.1	23.5	-48.4
pair	RSIhist	SLmean	pos-pos	59	44.7	-4.3	47.5	-0.1	-0.1	-0.1	23.5	-48.4
pair	RSIhist	MRmean	pos-pos	57	43.2	-4.4	45.6	-0.1	-0.1	-0.1	23.4	-48.3
pair	MRmean	RSIhist	pos-pos	57	43.2	-4.4	45.6	-0.1	-0.1	-0.1	23.4	-48.3
pair	LWTI	MACD	neg-pos	55	41.7	-4.5	52.7	0.0	0.0	-0.1	29.7	-58.3
pair	MACD	LWTI	neg-pos	55	41.7	-4.5	52.7	0.0	0.0	-0.1	29.7	-58.3
pair	MACD	RSIhist	neg-neg	37	28.0	-4.7	56.8	0.1	0.1	-0.1	40.5	-42.8
pair	RSIhist	MACD	neg-neg	37	28.0	-4.7	56.8	0.1	0.1	-0.1	40.5	-42.8
pair	MRmean	RSmean	pos-pos	63	47.7	-4.8	46.0	-0.1	-0.2	-0.1	22.2	-47.2
pair	RSmean	MRmean	pos-pos	63	47.7	-4.8	46.0	-0.1	-0.2	-0.1	22.2	-47.2
pair	MACD	RSI	neg-pos	25	18.9	-5.1	44.0	-0.1	-0.3	-0.2	20.8	-27.7
pair	RSI	MACD	neg-pos	25	18.9	-5.1	44.0	-0.1	-0.3	-0.2	20.8	-27.7
single	MACDhist	MACDhist	pos-pos	57	43.2	-5.1	42.1	-0.1	-0.1	-0.1	25.2	-45.8
pair	RSI	MRmean	pos-pos	56	42.4	-5.6	50.0	-0.2	-0.2	-0.1	21.4	-50.3
pair	MRmean	RSI	pos-pos	56	42.4	-5.6	50.0	-0.2	-0.2	-0.1	21.4	-50.3
pair	SLmean	MACDhist	pos-pos	37	28.0	-5.6	40.5	-0.1	-0.2	-0.2	24.8	-31.0
pair	MACDhist	SLmean	pos-pos	37	28.0	-5.6	40.5	-0.1	-0.2	-0.2	24.8	-31.0
single	MRmean	MRmean	pos-pos	70	53.0	-5.9	48.6	-0.1	-0.2	-0.1	22.8	-58.2
pair	LWTI	MACDhist	pos-pos	49	37.1	-6.2	44.9	-0.1	-0.2	-0.1	24.4	-42.9
pair	MACDhist	LWTI	pos-pos	49	37.1	-6.2	44.9	-0.1	-0.2	-0.1	24.4	-42.9
pair	MRmean	RSI	pos-neg	14	10.6	-7.0	42.9	-0.1	-0.3	-0.2	28.6	-33.0
pair	RSI	MRmean	pos-neg	14	10.6	-7.0	42.9	-0.1	-0.3	-0.2	28.6	-33.0
pair	SLmean	RSI	pos-pos	52	39.4	-7.2	50.0	-0.2	-0.3	-0.1	21.7	-49.9
pair	RSI	SLmean	pos-pos	52	39.4	-7.2	50.0	-0.2	-0.3	-0.1	21.7	-49.9
pair	RSIhist	MACDhist	pos-neg	15	11.4	-7.6	53.3	-0.2	-0.3	-0.2	25.8	-30.2
pair	MACDhist	RSIhist	pos-neg	15	11.4	-7.6	53.3	-0.2	-0.3	-0.2	25.8	-30.2
pair	RSmean	RSI	pos-pos	54	40.9	-7.7	46.3	-0.2	-0.3	-0.1	22.1	-51.8
pair	RSI	RSmean	pos-pos	54	40.9	-7.7	46.3	-0.2	-0.3	-0.1	22.1	-51.8
pair	MACDhist	MACD	neg-pos	34	25.8	-7.9	38.2	-0.2	-0.4	-0.2	26.1	-45.8
pair	MACD	MACDhist	neg-pos	34	25.8	-7.9	38.2	-0.2	-0.4	-0.2	26.1	-45.8
pair	MACDhist	RSmean	pos-pos	55	41.7	-8.1	40.0	-0.2	-0.4	-0.2	25.2	-45.8
pair	LWTI	MRmean	pos-pos	63	47.7	-8.1	49.2	-0.3	-0.4	-0.1	21.6	-61.8
pair	MRmean	LWTI	pos-pos	63	47.7	-8.1	49.2	-0.3	-0.4	-0.1	21.6	-61.8
pair	RSmean	MACDhist	pos-pos	55	41.7	-8.1	40.0	-0.2	-0.4	-0.2	25.2	-45.8
pair	RSI	RSIhist	pos-pos	50	37.9	-8.3	46.0	-0.3	-0.4	-0.2	21.9	-50.3
pair	RSIhist	RSI	pos-pos	50	37.9	-8.3	46.0	-0.3	-0.4	-0.2	21.9	-50.3
pair	RSmean	RSIhist	neg-neg	16	12.1	-8.4	50.0	-0.3	-0.6	-0.5	23.3	-16.2
pair	RSIhist	RSmean	neg-neg	16	12.1	-8.4	50.0	-0.3	-0.6	-0.5	23.3	-16.2
pair	RSI	MACDhist	pos-neg	35	26.5	-10.1	54.3	-0.3	-0.4	-0.2	24.8	-43.7
pair	MACDhist	RSI	pos-neg	35	26.5	-10.1	54.3	-0.3	-0.4	-0.2	24.8	-43.7
single	RSI	RSI	pos-pos	69	52.3	-10.2	47.8	-0.3	-0.5	-0.2	22.9	-60.2
pair	RSmean	MACDhist	neg-neg	21	15.9	-10.2	52.4	-0.3	-0.6	-0.4	24.9	-26.6
pair	MACDhist	RSmean	neg-neg	21	15.9	-10.2	52.4	-0.3	-0.6	-0.4	24.9	-26.6
pair	MACDhist	RSI	pos-pos	34	25.8	-10.3	41.2	-0.4	-0.6	-0.3	21.2	-33.9
pair	RSI	MACDhist	pos-pos	34	25.8	-10.3	41.2	-0.4	-0.6	-0.3	21.2	-33.9
pair	MACD	MRmean	pos-pos	37	28.0	-10.7	51.4	-0.4	-0.5	-0.3	21.8	-40.9
pair	MRmean	MACD	pos-pos	37	28.0	-10.7	51.4	-0.4	-0.5	-0.3	21.8	-40.9
pair	RSI	LWTI	pos-pos	68	51.5	-10.8	47.1	-0.4	-0.5	-0.2	23.1	-61.4
pair	LWTI	RSI	pos-pos	68	51.5	-10.8	47.1	-0.4	-0.5	-0.2	23.1	-61.4
pair	MRmean	MACDhist	pos-pos	44	33.3	-11.6	38.6	-0.4	-0.7	-0.2	24.1	-47.2
pair	MACDhist	MRmean	pos-pos	44	33.3	-11.6	38.6	-0.4	-0.7	-0.2	24.1	-47.2
pair	MRmean	RSIhist	pos-neg	13	9.8	-12.3	61.5	-0.5	-0.6	-0.5	20.6	-25.2
pair	RSIhist	MRmean	pos-neg	13	9.8	-12.3	61.5	-0.5	-0.6	-0.5	20.6	-25.2
pair	MACD	RSI	pos-pos	44	33.3	-13.0	50.0	-0.5	-0.6	-0.2	24.3	-51.3
pair	RSI	MACD	pos-pos	44	33.3	-13.0	50.0	-0.5	-0.6	-0.2	24.3	-51.3
pair	SLmean	MACD	pos-pos	34	25.8	-14.9	50.0	-0.6	-0.8	-0.3	21.9	-43.6
pair	MACD	SLmean	pos-pos	34	25.8	-14.9	50.0	-0.6	-0.8	-0.3	21.9	-43.6
pair	RSIhist	RSI	pos-neg	19	14.4	-15.1	52.6	-0.5	-0.6	-0.4	26.1	-35.9
pair	RSI	RSIhist	pos-neg	19	14.4	-15.1	52.6	-0.5	-0.6	-0.4	26.1	-35.9
pair	RSmean	MRmean	pos-neg	7	5.3	-15.4	71.4	-0.4	-1.4	-1.4	29.9	-11.0
pair	MRmean	RSmean	pos-neg	7	5.3	-15.4	71.4	-0.4	-1.4	-1.4	29.9	-11.0
pair	RSIhist	MACD	pos-pos	28	21.2	-15.4	46.4	-0.6	-0.8	-0.4	23.0	-39.0
pair	MACD	RSIhist	pos-pos	28	21.2	-15.4	46.4	-0.6	-0.8	-0.4	23.0	-39.0
pair	RSmean	SLmean	pos-neg	7	5.3	-15.4	71.4	-0.4	-1.4	-1.4	29.9	-11.0
pair	SLmean	RSmean	pos-neg	7	5.3	-15.4	71.4	-0.4	-1.4	-1.4	29.9	-11.0
pair	RSI	RSmean	neg-pos	15	11.4	-18.7	53.3	-0.7	-1.3	-0.6	26.4	-32.9
pair	RSmean	RSI	neg-pos	15	11.4	-18.7	53.3	-0.7	-1.3	-0.6	26.4	-32.9
pair	RSI	SLmean	neg-pos	17	12.9	-18.9	41.2	-0.6	-0.9	-0.6	27.1	-34.4
pair	SLmean	RSI	neg-pos	17	12.9	-18.9	41.2	-0.6	-0.9	-0.6	27.1	-34.4
pair	MRmean	SLmean	pos-neg	9	6.8	-19.2	44.4	-0.9	-1.3	-0.8	21.7	-23.9
pair	SLmean	MRmean	pos-neg	9	6.8	-19.2	44.4	-0.9	-1.3	-0.8	21.7	-23.9
pair	RSI	MRmean	neg-pos	13	9.8	-27.6	38.5	-1.0	-1.5	-0.9	28.8	-30.7
pair	MRmean	RSI	neg-pos	13	9.8	-27.6	38.5	-1.0	-1.5	-0.9	28.8	-30.7

All Contingency Tables for JETS

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -3.8% \| Win 49% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 23% \| MDD -48.0% Months 61M (46%)	CAGR -19.2% \| Win 44% Sharpe -0.88 \| Sortino -1.26 \| Calmar -0.8 Vol 22% \| MDD -23.9% Months 9M (7%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 8.5% \| Win 60% Sharpe 0.39 \| Sortino 1.18 \| Calmar 1.0 Vol 30% \| MDD -8.9% Months 5M (4%)	CAGR 9.4% \| Win 58% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 57M (43%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
SLmean only	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -4.8% \| Win 46% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.1 Vol 22% \| MDD -47.2% Months 63M (48%)	CAGR -15.4% \| Win 71% Sharpe -0.42 \| Sortino -1.36 \| Calmar -1.4 Vol 30% \| MDD -11.0% Months 7M (5%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 11.4% \| Win 61% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.2 Vol 40% \| MDD -50.6% Months 46M (35%)	CAGR 3.7% \| Win 50% Sharpe 0.26 \| Sortino 0.74 \| Calmar 0.3 Vol 24% \| MDD -12.9% Months 16M (12%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
RSmean only	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -10.7% \| Win 51% Sharpe -0.41 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -40.9% Months 37M (28%)	CAGR -0.2% \| Win 46% Sharpe 0.10 \| Sortino 0.21 \| Calmar -0.0 Vol 24% \| MDD -47.2% Months 33M (25%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 24.4% \| Win 64% Sharpe 0.84 \| Sortino 1.18 \| Calmar 1.0 Vol 32% \| MDD -23.6% Months 14M (11%)	CAGR 5.3% \| Win 56% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 38% \| MDD -44.6% Months 48M (36%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
MACD only	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -5.6% \| Win 50% Sharpe -0.16 \| Sortino -0.21 \| Calmar -0.1 Vol 21% \| MDD -50.3% Months 56M (42%)	CAGR -7.0% \| Win 43% Sharpe -0.13 \| Sortino -0.31 \| Calmar -0.2 Vol 29% \| MDD -33.0% Months 14M (11%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR -27.6% \| Win 38% Sharpe -0.96 \| Sortino -1.46 \| Calmar -0.9 Vol 29% \| MDD -30.7% Months 13M (10%)	CAGR 21.9% \| Win 63% Sharpe 0.73 \| Sortino 0.88 \| Calmar 0.6 Vol 38% \| MDD -38.4% Months 49M (37%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
RSI only	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -11.6% \| Win 39% Sharpe -0.39 \| Sortino -0.65 \| Calmar -0.2 Vol 24% \| MDD -47.2% Months 44M (33%)	CAGR 4.6% \| Win 65% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.1 Vol 21% \| MDD -31.2% Months 26M (20%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 20.6% \| Win 54% Sharpe 0.79 \| Sortino 1.62 \| Calmar 1.2 Vol 29% \| MDD -16.7% Months 13M (10%)	CAGR 6.5% \| Win 59% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -50.6% Months 49M (37%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -4.4% \| Win 46% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -48.3% Months 57M (43%)	CAGR -12.3% \| Win 62% Sharpe -0.54 \| Sortino -0.58 \| Calmar -0.5 Vol 21% \| MDD -25.2% Months 13M (10%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 14.9% \| Win 53% Sharpe 0.61 \| Sortino 1.80 \| Calmar 0.6 Vol 29% \| MDD -23.0% Months 15M (11%)	CAGR 7.6% \| Win 60% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 39% \| MDD -50.6% Months 47M (36%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -8.1% \| Win 49% Sharpe -0.28 \| Sortino -0.38 \| Calmar -0.1 Vol 22% \| MDD -61.8% Months 63M (48%)	CAGR 16.5% \| Win 43% Sharpe 0.59 \| Sortino 3.62 \| Calmar 1.6 Vol 33% \| MDD -10.5% Months 7M (5%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 3.9% \| Win 60% Sharpe 0.30 \| Sortino 0.33 \| Calmar 0.1 Vol 34% \| MDD -50.6% Months 43M (33%)	CAGR 22.6% \| Win 53% Sharpe 0.68 \| Sortino 1.37 \| Calmar 0.7 Vol 42% \| MDD -31.0% Months 19M (14%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -1.3% \| Win 48% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -38.7% Months 59M (45%)	CAGR -15.4% \| Win 71% Sharpe -0.42 \| Sortino -1.36 \| Calmar -1.4 Vol 30% \| MDD -11.0% Months 7M (5%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR 5.4% \| Win 58% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 39% \| MDD -50.6% Months 50M (38%)	CAGR 3.7% \| Win 50% Sharpe 0.26 \| Sortino 0.74 \| Calmar 0.3 Vol 24% \| MDD -12.9% Months 16M (12%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
RSmean only	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -14.9% \| Win 50% Sharpe -0.62 \| Sortino -0.75 \| Calmar -0.3 Vol 22% \| MDD -43.6% Months 34M (26%)	CAGR 11.7% \| Win 50% Sharpe 0.57 \| Sortino 1.25 \| Calmar 0.4 Vol 24% \| MDD -32.6% Months 32M (24%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR 29.1% \| Win 65% Sharpe 1.01 \| Sortino 1.30 \| Calmar 1.2 Vol 30% \| MDD -23.6% Months 17M (13%)	CAGR -2.3% \| Win 53% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.1 Vol 38% \| MDD -44.6% Months 49M (37%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
MACD only	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -7.2% \| Win 50% Sharpe -0.23 \| Sortino -0.30 \| Calmar -0.1 Vol 22% \| MDD -49.9% Months 52M (39%)	CAGR 14.8% \| Win 50% Sharpe 0.60 \| Sortino 2.06 \| Calmar 0.9 Vol 29% \| MDD -16.5% Months 14M (11%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR -18.9% \| Win 41% Sharpe -0.64 \| Sortino -0.93 \| Calmar -0.5 Vol 27% \| MDD -34.4% Months 17M (13%)	CAGR 14.8% \| Win 61% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.4 Vol 38% \| MDD -38.4% Months 49M (37%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
RSI only	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -5.6% \| Win 40% Sharpe -0.11 \| Sortino -0.19 \| Calmar -0.2 Vol 25% \| MDD -31.0% Months 37M (28%)	CAGR 0.8% \| Win 62% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -34.5% Months 29M (22%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR -4.1% \| Win 45% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 27% \| MDD -26.3% Months 20M (15%)	CAGR 9.2% \| Win 61% Sharpe 0.43 \| Sortino 0.53 \| Calmar 0.2 Vol 39% \| MDD -50.6% Months 46M (35%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -4.3% \| Win 48% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 24% \| MDD -48.4% Months 59M (45%)	CAGR 9.6% \| Win 71% Sharpe 0.48 \| Sortino 0.47 \| Calmar 0.9 Vol 24% \| MDD -11.0% Months 7M (5%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR 17.6% \| Win 46% Sharpe 0.68 \| Sortino 2.44 \| Calmar 0.9 Vol 29% \| MDD -20.4% Months 13M (10%)	CAGR 2.1% \| Win 58% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -50.6% Months 53M (40%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -4.0% \| Win 51% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 22% \| MDD -53.1% Months 57M (43%)	CAGR 4.4% \| Win 44% Sharpe 0.27 \| Sortino 1.02 \| Calmar 0.3 Vol 32% \| MDD -15.9% Months 9M (7%)	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)
SLmean neg	CAGR -2.7% \| Win 57% Sharpe 0.10 \| Sortino 0.11 \| Calmar -0.0 Vol 33% \| MDD -56.1% Months 49M (37%)	CAGR 30.7% \| Win 53% Sharpe 0.82 \| Sortino 1.57 \| Calmar 1.0 Vol 43% \| MDD -31.0% Months 17M (13%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -1.9% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 24% \| MDD -33.9% Months 40M (30%)	CAGR 3.9% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 34% \| MDD -44.2% Months 69M (52%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)
RSmean neg	CAGR -3.3% \| Win 64% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 29% \| MDD -26.6% Months 11M (8%)	CAGR -1.9% \| Win 50% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 22% \| MDD -12.9% Months 12M (9%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)
MACD only	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -7.7% \| Win 46% Sharpe -0.25 \| Sortino -0.32 \| Calmar -0.1 Vol 22% \| MDD -51.8% Months 54M (41%)	CAGR 11.9% \| Win 58% Sharpe 0.49 \| Sortino 0.67 \| Calmar 0.3 Vol 38% \| MDD -38.4% Months 55M (42%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)
RSmean neg	CAGR -18.7% \| Win 53% Sharpe -0.65 \| Sortino -1.27 \| Calmar -0.6 Vol 26% \| MDD -32.9% Months 15M (11%)	CAGR 36.7% \| Win 62% Sharpe 1.65 \| Sortino 12.35 \| Calmar 11.4 Vol 20% \| MDD -3.2% Months 8M (6%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)
RSI only	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -8.1% \| Win 40% Sharpe -0.21 \| Sortino -0.38 \| Calmar -0.2 Vol 25% \| MDD -45.8% Months 55M (42%)	CAGR 12.8% \| Win 65% Sharpe 0.53 \| Sortino 0.59 \| Calmar 0.3 Vol 36% \| MDD -50.7% Months 54M (41%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)
RSmean neg	CAGR 130.1% \| Win 100% Sharpe 47.30 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (2%)	CAGR -10.2% \| Win 52% Sharpe -0.31 \| Sortino -0.57 \| Calmar -0.4 Vol 25% \| MDD -26.6% Months 21M (16%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -1.9% \| Win 45% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.1 Vol 24% \| MDD -32.8% Months 65M (49%)	CAGR 7.4% \| Win 64% Sharpe 0.39 \| Sortino 0.45 \| Calmar 0.1 Vol 40% \| MDD -50.6% Months 44M (33%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)
RSmean neg	CAGR 12.3% \| Win 71% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.6 Vol 30% \| MDD -20.4% Months 7M (5%)	CAGR -8.4% \| Win 50% Sharpe -0.27 \| Sortino -0.58 \| Calmar -0.5 Vol 23% \| MDD -16.2% Months 16M (12%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -3.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 28% \| MDD -68.4% Months 83M (63%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)
RSmean neg	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)	-	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -13.0% \| Win 50% Sharpe -0.45 \| Sortino -0.56 \| Calmar -0.3 Vol 24% \| MDD -51.3% Months 44M (33%)	CAGR 103.9% \| Win 86% Sharpe 3.54 \| Sortino 0.00 \| Calmar 22.7 Vol 21% \| MDD -4.6% Months 7M (5%)	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)
MACD neg	CAGR -5.1% \| Win 44% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 21% \| MDD -27.7% Months 25M (19%)	CAGR 6.9% \| Win 55% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 37% \| MDD -38.4% Months 56M (42%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)
RSI only	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -0.9% \| Win 48% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 24% \| MDD -23.9% Months 23M (17%)	CAGR -3.3% \| Win 61% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 26% \| MDD -22.0% Months 28M (21%)	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)
MACD neg	CAGR -7.9% \| Win 38% Sharpe -0.19 \| Sortino -0.39 \| Calmar -0.2 Vol 26% \| MDD -45.8% Months 34M (26%)	CAGR 11.7% \| Win 62% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.3 Vol 37% \| MDD -38.4% Months 47M (36%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -15.4% \| Win 46% Sharpe -0.60 \| Sortino -0.77 \| Calmar -0.4 Vol 23% \| MDD -39.0% Months 28M (21%)	CAGR 16.6% \| Win 65% Sharpe 0.70 \| Sortino 0.88 \| Calmar 0.7 Vol 27% \| MDD -24.4% Months 23M (17%)	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)
MACD neg	CAGR 10.0% \| Win 48% Sharpe 0.50 \| Sortino 1.24 \| Calmar 0.4 Vol 25% \| MDD -24.1% Months 44M (33%)	CAGR -4.7% \| Win 57% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 40% \| MDD -42.8% Months 37M (28%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)	-	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)
MACD neg	CAGR -4.5% \| Win 53% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -58.3% Months 55M (42%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -10.3% \| Win 41% Sharpe -0.41 \| Sortino -0.56 \| Calmar -0.3 Vol 21% \| MDD -33.9% Months 34M (26%)	CAGR -10.1% \| Win 54% Sharpe -0.30 \| Sortino -0.41 \| Calmar -0.2 Vol 25% \| MDD -43.7% Months 35M (26%)	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)
RSI neg	CAGR 3.1% \| Win 44% Sharpe 0.24 \| Sortino 0.58 \| Calmar 0.1 Vol 30% \| MDD -31.1% Months 23M (17%)	CAGR 22.1% \| Win 68% Sharpe 0.72 \| Sortino 0.80 \| Calmar 0.6 Vol 39% \| MDD -38.4% Months 40M (30%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -8.3% \| Win 46% Sharpe -0.28 \| Sortino -0.40 \| Calmar -0.2 Vol 22% \| MDD -50.3% Months 50M (38%)	CAGR -15.1% \| Win 53% Sharpe -0.49 \| Sortino -0.61 \| Calmar -0.4 Vol 26% \| MDD -35.9% Months 19M (14%)	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)
RSI neg	CAGR 19.1% \| Win 50% Sharpe 0.73 \| Sortino 2.45 \| Calmar 1.6 Vol 29% \| MDD -12.1% Months 22M (17%)	CAGR 12.6% \| Win 63% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.3 Vol 40% \| MDD -38.4% Months 41M (31%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -10.8% \| Win 47% Sharpe -0.38 \| Sortino -0.51 \| Calmar -0.2 Vol 23% \| MDD -61.4% Months 68M (52%)	CAGR 43.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)
RSI neg	CAGR 11.5% \| Win 66% Sharpe 0.51 \| Sortino 0.51 \| Calmar 0.3 Vol 34% \| MDD -45.5% Months 38M (29%)	CAGR 20.1% \| Win 48% Sharpe 0.64 \| Sortino 1.43 \| Calmar 0.6 Vol 40% \| MDD -31.0% Months 25M (19%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -4.2% \| Win 38% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 25% \| MDD -29.4% Months 42M (32%)	CAGR -7.6% \| Win 53% Sharpe -0.19 \| Sortino -0.30 \| Calmar -0.3 Vol 26% \| MDD -30.2% Months 15M (11%)	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)
MACDhist neg	CAGR 4.5% \| Win 60% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -29.2% Months 30M (23%)	CAGR 6.7% \| Win 62% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.1 Vol 39% \| MDD -51.1% Months 45M (34%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)
RSIhist only	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -6.2% \| Win 45% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.1 Vol 24% \| MDD -42.9% Months 49M (37%)	CAGR 1.9% \| Win 25% Sharpe 0.18 \| Sortino 1.02 \| Calmar 0.1 Vol 32% \| MDD -15.8% Months 8M (6%)	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)
MACDhist neg	CAGR -0.9% \| Win 61% Sharpe 0.14 \| Sortino 0.14 \| Calmar -0.0 Vol 30% \| MDD -51.9% Months 57M (43%)	CAGR 30.5% \| Win 61% Sharpe 0.83 \| Sortino 1.59 \| Calmar 1.1 Vol 42% \| MDD -26.7% Months 18M (14%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -3.8% \| Win 48% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 23% \| MDD -46.6% Months 60M (46%)	CAGR 16.8% \| Win 42% Sharpe 0.61 \| Sortino 2.33 \| Calmar 1.6 Vol 33% \| MDD -10.5% Months 12M (9%)	CAGR -0.6% \| Win 47% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 24% \| MDD -41.1% Months 72M (54%)
RSIhist neg	CAGR -2.9% \| Win 61% Sharpe 0.10 \| Sortino 0.10 \| Calmar -0.0 Vol 33% \| MDD -61.2% Months 46M (35%)	CAGR 24.6% \| Win 57% Sharpe 0.69 \| Sortino 1.28 \| Calmar 0.8 Vol 45% \| MDD -30.1% Months 14M (11%)	CAGR 2.9% \| Win 60% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 36% \| MDD -51.1% Months 60M (46%)
LWTI only	CAGR -3.4% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 28% \| MDD -69.2% Months 106M (80%)	CAGR 20.9% \| Win 50% Sharpe 0.67 \| Sortino 1.45 \| Calmar 0.7 Vol 39% \| MDD -31.0% Months 26M (20%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -3.8% \| Win 49% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 23% \| MDD -48.0% Months 61M (46%)	CAGR -19.2% \| Win 44% Sharpe -0.88 \| Sortino -1.26 \| Calmar -0.8 Vol 22% \| MDD -23.9% Months 9M (7%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 8.5% \| Win 60% Sharpe 0.39 \| Sortino 1.18 \| Calmar 1.0 Vol 30% \| MDD -8.9% Months 5M (4%)	CAGR 9.4% \| Win 58% Sharpe 0.44 \| Sortino 0.57 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 57M (43%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
SLmean only	CAGR -2.9% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 23% \| MDD -51.6% Months 66M (50%)	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.1 Vol 36% \| MDD -50.6% Months 66M (50%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -4.8% \| Win 46% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.1 Vol 22% \| MDD -47.2% Months 63M (48%)	CAGR -15.4% \| Win 71% Sharpe -0.42 \| Sortino -1.36 \| Calmar -1.4 Vol 30% \| MDD -11.0% Months 7M (5%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 11.4% \| Win 61% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.2 Vol 40% \| MDD -50.6% Months 46M (35%)	CAGR 3.7% \| Win 50% Sharpe 0.26 \| Sortino 0.74 \| Calmar 0.3 Vol 24% \| MDD -12.9% Months 16M (12%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
RSmean only	CAGR 1.7% \| Win 52% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -53.3% Months 109M (83%)	CAGR -2.6% \| Win 56% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 25% \| MDD -26.6% Months 23M (17%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -10.7% \| Win 51% Sharpe -0.41 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -40.9% Months 37M (28%)	CAGR -0.2% \| Win 46% Sharpe 0.10 \| Sortino 0.21 \| Calmar -0.0 Vol 24% \| MDD -47.2% Months 33M (25%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 24.4% \| Win 64% Sharpe 0.84 \| Sortino 1.18 \| Calmar 1.0 Vol 32% \| MDD -23.6% Months 14M (11%)	CAGR 5.3% \| Win 56% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 38% \| MDD -44.6% Months 48M (36%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
MACD only	CAGR -2.2% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -35.6% Months 51M (39%)	CAGR 3.0% \| Win 52% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 33% \| MDD -44.2% Months 81M (61%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -5.6% \| Win 50% Sharpe -0.16 \| Sortino -0.21 \| Calmar -0.1 Vol 21% \| MDD -50.3% Months 56M (42%)	CAGR -7.0% \| Win 43% Sharpe -0.13 \| Sortino -0.31 \| Calmar -0.2 Vol 29% \| MDD -33.0% Months 14M (11%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR -27.6% \| Win 38% Sharpe -0.96 \| Sortino -1.46 \| Calmar -0.9 Vol 29% \| MDD -30.7% Months 13M (10%)	CAGR 21.9% \| Win 63% Sharpe 0.73 \| Sortino 0.88 \| Calmar 0.6 Vol 38% \| MDD -38.4% Months 49M (37%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
RSI only	CAGR -10.2% \| Win 48% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -60.2% Months 69M (52%)	CAGR 14.8% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.4 Vol 36% \| MDD -38.4% Months 63M (48%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -11.6% \| Win 39% Sharpe -0.39 \| Sortino -0.65 \| Calmar -0.2 Vol 24% \| MDD -47.2% Months 44M (33%)	CAGR 4.6% \| Win 65% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.1 Vol 21% \| MDD -31.2% Months 26M (20%)	CAGR -5.9% \| Win 49% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 23% \| MDD -58.2% Months 70M (53%)
MRmean neg	CAGR 20.6% \| Win 54% Sharpe 0.79 \| Sortino 1.62 \| Calmar 1.2 Vol 29% \| MDD -16.7% Months 13M (10%)	CAGR 6.5% \| Win 59% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -50.6% Months 49M (37%)	CAGR 9.3% \| Win 58% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 37% \| MDD -50.6% Months 62M (47%)
MACDhist only	CAGR -5.1% \| Win 42% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -45.8% Months 57M (43%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 33% \| MDD -51.9% Months 75M (57%)