KBE - State Street SPDR S&P Bank ETF

Signal Pair Analysis

MACD-RSI

Best Pair

46.4%

Best CAGR

Total Months

2.7%

Avg CAGR

KBE 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 KBE

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	MACD	pos-neg	15	6.2	46.4	80.0	1.3	0.8	1.6	35.9	-30.0
pair	MACD	RSI	pos-neg	15	6.2	46.4	80.0	1.3	0.8	1.6	35.9	-30.0
pair	SLmean	RSIhist	neg-pos	7	2.9	45.0	71.4	1.8	2.7	5.1	22.1	-8.8
pair	RSIhist	SLmean	neg-pos	7	2.9	45.0	71.4	1.8	2.7	5.1	22.1	-8.8
pair	MRmean	RSIhist	neg-pos	9	3.7	38.3	66.7	1.3	1.5	12.8	28.9	-3.0
pair	RSIhist	MRmean	neg-pos	9	3.7	38.3	66.7	1.3	1.5	12.8	28.9	-3.0
pair	SLmean	RSI	pos-neg	20	8.2	32.3	55.0	1.0	2.0	2.2	32.6	-14.5
pair	RSI	SLmean	pos-neg	20	8.2	32.3	55.0	1.0	2.0	2.2	32.6	-14.5
pair	RSI	RSIhist	neg-pos	25	10.3	30.9	56.0	1.0	2.0	1.6	30.8	-19.9
pair	RSIhist	RSI	neg-pos	25	10.3	30.9	56.0	1.0	2.0	1.6	30.8	-19.9
pair	LWTI	RSIhist	pos-neg	25	10.3	26.6	52.0	0.9	2.0	1.8	32.3	-15.2
pair	RSIhist	LWTI	pos-neg	25	10.3	26.6	52.0	0.9	2.0	1.8	32.3	-15.2
pair	RSI	MRmean	pos-neg	18	7.4	25.3	50.0	0.9	2.1	1.6	31.3	-15.7
pair	MRmean	RSI	pos-neg	18	7.4	25.3	50.0	0.9	2.1	1.6	31.3	-15.7
pair	MRmean	LWTI	pos-neg	22	9.1	22.9	50.0	0.8	2.0	1.5	30.0	-15.2
pair	LWTI	MRmean	pos-neg	22	9.1	22.9	50.0	0.8	2.0	1.5	30.0	-15.2
pair	SLmean	LWTI	pos-neg	27	11.1	20.4	51.9	0.7	1.6	1.2	31.3	-16.9
pair	LWTI	SLmean	pos-neg	27	11.1	20.4	51.9	0.7	1.6	1.2	31.3	-16.9
pair	MACD	RSIhist	neg-pos	45	18.5	19.5	53.3	0.8	1.6	0.6	26.4	-30.8
pair	RSIhist	MACD	neg-pos	45	18.5	19.5	53.3	0.8	1.6	0.6	26.4	-30.8
pair	SLmean	RSIhist	pos-neg	27	11.1	17.4	74.1	1.3	1.9	2.4	13.3	-7.3
pair	RSIhist	SLmean	pos-neg	27	11.1	17.4	74.1	1.3	1.9	2.4	13.3	-7.3
pair	MACD	SLmean	pos-neg	43	17.7	15.8	51.2	0.7	1.3	0.7	25.9	-24.1
pair	SLmean	MACD	pos-neg	43	17.7	15.8	51.2	0.7	1.3	0.7	25.9	-24.1
pair	MRmean	SLmean	neg-pos	7	2.9	15.2	57.1	0.6	0.9	2.1	33.9	-7.3
pair	SLmean	MRmean	neg-pos	7	2.9	15.2	57.1	0.6	0.9	2.1	33.9	-7.3
pair	MRmean	RSIhist	pos-neg	38	15.6	14.6	71.1	1.0	1.2	1.2	15.2	-12.6
pair	RSIhist	MRmean	pos-neg	38	15.6	14.6	71.1	1.0	1.2	1.2	15.2	-12.6
pair	RSmean	RSI	pos-neg	81	33.3	14.1	58.0	0.6	0.8	0.2	34.9	-75.5
pair	RSI	RSmean	pos-neg	81	33.3	14.1	58.0	0.6	0.8	0.2	34.9	-75.5
pair	RSI	MACDhist	neg-neg	62	25.5	13.4	62.9	0.5	0.7	0.2	39.1	-75.5
pair	MACDhist	RSI	neg-neg	62	25.5	13.4	62.9	0.5	0.7	0.2	39.1	-75.5
pair	MRmean	MACD	pos-neg	44	18.1	11.6	50.0	0.6	1.2	0.4	24.3	-29.9
pair	MACD	MRmean	pos-neg	44	18.1	11.6	50.0	0.6	1.2	0.4	24.3	-29.9
pair	MACDhist	MACD	pos-pos	81	33.3	10.6	58.0	0.6	1.2	0.4	19.1	-29.0
pair	MACD	MACDhist	pos-pos	81	33.3	10.6	58.0	0.6	1.2	0.4	19.1	-29.0
pair	MACDhist	LWTI	pos-neg	10	4.1	10.6	50.0	0.5	1.0	1.0	26.2	-10.3
pair	LWTI	MACDhist	pos-neg	10	4.1	10.6	50.0	0.5	1.0	1.0	26.2	-10.3
pair	RSmean	MACD	neg-neg	13	5.3	10.3	53.8	1.1	2.4	2.3	8.9	-4.4
pair	MACD	RSmean	neg-neg	13	5.3	10.3	53.8	1.1	2.4	2.3	8.9	-4.4
pair	MACDhist	SLmean	pos-neg	45	18.5	10.0	60.0	0.5	1.0	0.5	24.4	-21.8
pair	SLmean	MACDhist	pos-neg	45	18.5	10.0	60.0	0.5	1.0	0.5	24.4	-21.8
pair	SLmean	MRmean	pos-neg	16	6.6	9.9	62.5	0.5	0.8	0.8	21.7	-12.3
pair	MRmean	SLmean	pos-neg	16	6.6	9.9	62.5	0.5	0.8	0.8	21.7	-12.3
single	RSI	RSI	neg-neg	85	35.0	9.5	58.8	0.4	0.6	0.1	36.1	-75.5
pair	RSI	LWTI	neg-neg	49	20.2	9.5	59.2	0.4	0.6	0.1	39.3	-72.7
pair	LWTI	RSI	neg-neg	49	20.2	9.5	59.2	0.4	0.6	0.1	39.3	-72.7
pair	LWTI	RSI	neg-pos	36	14.8	9.4	58.3	0.5	0.6	0.3	31.9	-30.0
pair	RSI	LWTI	neg-pos	36	14.8	9.4	58.3	0.5	0.6	0.3	31.9	-30.0
pair	RSIhist	RSmean	pos-pos	118	48.6	9.2	53.4	0.5	1.0	0.3	22.5	-30.2
pair	RSmean	RSIhist	pos-pos	118	48.6	9.2	53.4	0.5	1.0	0.3	22.5	-30.2
pair	RSI	MACDhist	pos-pos	98	40.3	9.1	56.1	0.6	1.0	0.4	19.2	-22.5
pair	MACDhist	RSI	pos-pos	98	40.3	9.1	56.1	0.6	1.0	0.4	19.2	-22.5
pair	MRmean	MACDhist	pos-pos	109	44.9	8.8	55.0	0.5	1.0	0.3	19.6	-29.9
pair	SLmean	RSmean	pos-pos	134	55.1	8.8	55.2	0.5	1.0	0.4	21.3	-24.1
pair	RSmean	SLmean	pos-pos	134	55.1	8.8	55.2	0.5	1.0	0.4	21.3	-24.1
pair	MACDhist	MRmean	pos-pos	109	44.9	8.8	55.0	0.5	1.0	0.3	19.6	-29.9
pair	MACDhist	RSIhist	pos-pos	96	39.5	8.6	53.1	0.5	1.0	0.3	19.4	-32.4
pair	RSIhist	MACDhist	pos-pos	96	39.5	8.6	53.1	0.5	1.0	0.3	19.4	-32.4
pair	RSmean	MRmean	pos-pos	142	58.4	8.5	55.6	0.5	1.0	0.3	20.7	-29.4
pair	MRmean	RSmean	pos-pos	142	58.4	8.5	55.6	0.5	1.0	0.3	20.7	-29.4
single	SLmean	SLmean	pos-pos	142	58.4	8.3	55.6	0.5	0.9	0.3	20.9	-24.9
single	RSIhist	RSIhist	pos-pos	122	50.2	8.2	52.5	0.5	0.9	0.3	22.3	-31.4
single	MRmean	MRmean	pos-pos	151	62.1	8.2	56.3	0.5	0.9	0.3	20.3	-29.9
pair	RSmean	MACD	pos-pos	122	50.2	8.0	58.2	0.5	0.8	0.3	20.9	-25.2
pair	MACD	RSmean	pos-pos	122	50.2	8.0	58.2	0.5	0.8	0.3	20.9	-25.2
pair	MRmean	SLmean	pos-pos	135	55.6	8.0	55.6	0.5	0.9	0.3	20.2	-25.7
pair	SLmean	MRmean	pos-pos	135	55.6	8.0	55.6	0.5	0.9	0.3	20.2	-25.7
pair	MACDhist	RSmean	neg-pos	2	0.8	7.8	50.0	1.1	0.0	0.0	7.1	0.0
pair	RSmean	MACDhist	neg-pos	2	0.8	7.8	50.0	1.1	0.0	0.0	7.1	0.0
pair	MACDhist	SLmean	pos-pos	97	39.9	7.6	53.6	0.5	0.9	0.3	19.2	-26.9
pair	SLmean	MACDhist	pos-pos	97	39.9	7.6	53.6	0.5	0.9	0.3	19.2	-26.9
single	MACDhist	MACDhist	pos-pos	121	49.8	7.2	54.5	0.4	0.8	0.2	20.8	-37.2
pair	MACDhist	RSmean	pos-pos	119	49.0	7.1	54.6	0.4	0.8	0.2	20.9	-36.6
pair	RSmean	MACDhist	pos-pos	119	49.0	7.1	54.6	0.4	0.8	0.2	20.9	-36.6
pair	RSIhist	MACDhist	neg-pos	26	10.7	6.9	50.0	0.4	0.9	0.2	31.3	-34.0
pair	LWTI	MACDhist	pos-pos	111	45.7	6.9	55.0	0.4	0.7	0.2	20.3	-36.6
pair	MACDhist	LWTI	pos-pos	111	45.7	6.9	55.0	0.4	0.7	0.2	20.3	-36.6
pair	MACDhist	RSIhist	neg-pos	26	10.7	6.9	50.0	0.4	0.9	0.2	31.3	-34.0
pair	MACD	MRmean	pos-pos	107	44.0	6.8	58.9	0.5	0.8	0.2	18.5	-32.9
pair	MRmean	MACD	pos-pos	107	44.0	6.8	58.9	0.5	0.8	0.2	18.5	-32.9
pair	MACDhist	MRmean	pos-neg	42	17.3	6.7	59.5	0.4	0.8	0.3	22.1	-19.5
pair	MRmean	MACDhist	pos-neg	42	17.3	6.7	59.5	0.4	0.8	0.3	22.1	-19.5
pair	LWTI	RSmean	pos-neg	61	25.1	6.5	55.7	0.4	0.5	0.1	37.1	-72.7
pair	RSmean	LWTI	pos-neg	61	25.1	6.5	55.7	0.4	0.5	0.1	37.1	-72.7
pair	SLmean	RSIhist	pos-pos	115	47.3	6.3	51.3	0.4	0.8	0.2	22.4	-31.4
pair	RSIhist	SLmean	pos-pos	115	47.3	6.3	51.3	0.4	0.8	0.2	22.4	-31.4
pair	MRmean	RSIhist	pos-pos	113	46.5	6.1	51.3	0.4	0.8	0.2	21.8	-31.4
pair	MRmean	RSI	pos-pos	133	54.7	6.1	57.1	0.4	0.7	0.2	18.4	-29.2
pair	RSIhist	MRmean	pos-pos	113	46.5	6.1	51.3	0.4	0.8	0.2	21.8	-31.4
pair	RSI	MRmean	pos-pos	133	54.7	6.1	57.1	0.4	0.7	0.2	18.4	-29.2
pair	LWTI	MRmean	pos-pos	129	53.1	5.9	57.4	0.4	0.7	0.2	18.2	-28.3
pair	MACD	MACDhist	neg-neg	67	27.6	5.9	56.7	0.3	0.4	0.1	34.2	-77.4
pair	MRmean	LWTI	pos-pos	129	53.1	5.9	57.4	0.4	0.7	0.2	18.2	-28.3
pair	MACDhist	MACD	neg-neg	67	27.6	5.9	56.7	0.3	0.4	0.1	34.2	-77.4
pair	MACD	RSI	neg-pos	37	15.2	5.8	51.4	0.4	0.7	0.2	16.1	-29.2
pair	RSI	MACD	neg-pos	37	15.2	5.8	51.4	0.4	0.7	0.2	16.1	-29.2
single	RSmean	RSmean	pos-pos	216	88.9	5.8	56.0	0.3	0.5	0.1	26.6	-77.4
pair	SLmean	LWTI	pos-pos	115	47.3	5.7	56.5	0.4	0.7	0.2	17.7	-25.2
pair	LWTI	SLmean	pos-pos	115	47.3	5.7	56.5	0.4	0.7	0.2	17.7	-25.2
pair	MACDhist	SLmean	neg-pos	24	9.9	5.6	58.3	0.3	0.6	0.2	26.6	-29.1
pair	SLmean	MACDhist	neg-pos	24	9.9	5.6	58.3	0.3	0.6	0.2	26.6	-29.1
pair	RSI	MRmean	neg-neg	67	27.6	5.6	61.2	0.3	0.4	0.1	37.5	-75.5
pair	MRmean	RSI	neg-neg	67	27.6	5.6	61.2	0.3	0.4	0.1	37.5	-75.5
pair	RSmean	LWTI	pos-pos	155	63.8	5.5	56.1	0.4	0.6	0.2	21.1	-35.1
pair	LWTI	RSmean	pos-pos	155	63.8	5.5	56.1	0.4	0.6	0.2	21.1	-35.1
pair	SLmean	MACD	pos-pos	99	40.7	5.2	57.6	0.4	0.7	0.2	18.4	-28.0
pair	MACD	SLmean	pos-pos	99	40.7	5.2	57.6	0.4	0.7	0.2	18.4	-28.0
pair	SLmean	RSI	pos-pos	122	50.2	4.8	55.7	0.3	0.6	0.2	18.3	-29.3
pair	RSI	SLmean	pos-pos	122	50.2	4.8	55.7	0.3	0.6	0.2	18.3	-29.3
pair	MACDhist	RSmean	pos-neg	97	39.9	4.1	57.7	0.3	0.4	0.1	32.3	-77.4
pair	RSmean	MACDhist	pos-neg	97	39.9	4.1	57.7	0.3	0.4	0.1	32.3	-77.4
pair	MRmean	RSmean	pos-neg	9	3.7	3.9	66.7	0.4	0.3	0.5	13.0	-8.5
pair	RSmean	MRmean	pos-neg	9	3.7	3.9	66.7	0.4	0.3	0.5	13.0	-8.5
pair	RSIhist	LWTI	pos-pos	97	39.9	3.9	52.6	0.3	0.6	0.1	19.0	-31.8
pair	LWTI	RSIhist	pos-pos	97	39.9	3.9	52.6	0.3	0.6	0.1	19.0	-31.8
pair	LWTI	MACD	neg-neg	49	20.2	3.9	55.1	0.3	0.4	0.1	39.8	-72.7
pair	MACD	LWTI	neg-neg	49	20.2	3.9	55.1	0.3	0.4	0.1	39.8	-72.7
pair	MACD	LWTI	neg-pos	58	23.9	3.8	51.7	0.3	0.5	0.1	20.3	-35.7
single	MACD	MACD	neg-neg	107	44.0	3.8	53.3	0.3	0.4	0.1	30.7	-77.4
pair	LWTI	MACD	neg-pos	58	23.9	3.8	51.7	0.3	0.5	0.1	20.3	-35.7
pair	RSIhist	MACD	pos-neg	59	24.3	3.7	67.8	0.3	0.3	0.1	27.9	-51.7
pair	MACD	RSIhist	pos-neg	59	24.3	3.7	67.8	0.3	0.3	0.1	27.9	-51.7
pair	LWTI	MACD	pos-pos	120	49.4	3.6	59.2	0.3	0.3	0.1	22.6	-50.7
pair	MACD	LWTI	pos-pos	120	49.4	3.6	59.2	0.3	0.3	0.1	22.6	-50.7
single	LWTI	LWTI	pos-pos	178	73.3	3.6	56.7	0.3	0.4	0.1	21.8	-43.6
pair	LWTI	RSIhist	neg-pos	81	33.3	3.3	61.7	0.3	0.3	0.1	25.0	-38.9
pair	RSIhist	LWTI	neg-pos	81	33.3	3.3	61.7	0.3	0.3	0.1	25.0	-38.9
pair	SLmean	RSI	neg-neg	65	26.7	3.2	60.0	0.3	0.3	0.0	37.3	-71.6
pair	RSI	SLmean	neg-neg	65	26.7	3.2	60.0	0.3	0.3	0.0	37.3	-71.6
pair		benchmark___benchmark_	benchmark-benchmark	243	100.0	3.2	56.4	0.3	0.3	0.0	26.8	-77.4
pair	benchmark___benchmark_		benchmark-benchmark	243	100.0	3.2	56.4	0.3	0.3	0.0	26.8	-77.4
pair	RSI	RSIhist	pos-pos	97	39.9	3.0	51.5	0.2	0.5	0.1	19.5	-31.4
pair	RSIhist	RSI	pos-pos	97	39.9	3.0	51.5	0.2	0.5	0.1	19.5	-31.4
pair	RSmean	MACD	pos-neg	94	38.7	3.0	53.2	0.3	0.4	0.0	32.6	-77.4
pair	MACD	RSmean	pos-neg	94	38.7	3.0	53.2	0.3	0.4	0.0	32.6	-77.4
single	MACD	MACD	pos-pos	136	56.0	2.8	58.8	0.2	0.3	0.1	23.5	-58.5
pair	MACD	RSI	neg-neg	70	28.8	2.8	54.3	0.3	0.4	0.0	36.2	-75.5
pair	RSI	MACD	neg-neg	70	28.8	2.8	54.3	0.3	0.4	0.0	36.2	-75.5
pair	RSI	LWTI	pos-pos	142	58.4	2.2	56.3	0.2	0.3	0.0	18.5	-49.6
pair	LWTI	RSI	pos-pos	142	58.4	2.2	56.3	0.2	0.3	0.0	18.5	-49.6
single	LWTI	LWTI	neg-neg	65	26.7	2.2	55.4	0.2	0.3	0.0	37.4	-72.7
pair	MACD	RSIhist	pos-pos	77	31.7	2.1	51.9	0.2	0.4	0.1	19.6	-39.0
pair	RSIhist	MACD	pos-pos	77	31.7	2.1	51.9	0.2	0.4	0.1	19.6	-39.0
pair	MACDhist	RSIhist	pos-neg	25	10.3	1.9	60.0	0.2	0.3	0.1	25.6	-31.1
pair	RSIhist	MACDhist	pos-neg	25	10.3	1.9	60.0	0.2	0.3	0.1	25.6	-31.1
pair	RSIhist	RSmean	pos-neg	98	40.3	1.8	59.2	0.2	0.3	0.0	30.9	-73.9
pair	RSmean	RSIhist	pos-neg	98	40.3	1.8	59.2	0.2	0.3	0.0	30.9	-73.9
pair	RSI	RSIhist	neg-neg	60	24.7	1.6	60.0	0.2	0.3	0.0	38.2	-71.6
pair	RSIhist	RSI	neg-neg	60	24.7	1.6	60.0	0.2	0.3	0.0	38.2	-71.6
pair	SLmean	RSmean	pos-neg	8	3.3	1.2	62.5	0.1	0.1	0.1	13.7	-8.5
pair	RSmean	SLmean	pos-neg	8	3.3	1.2	62.5	0.1	0.1	0.1	13.7	-8.5
pair	RSI	RSmean	pos-pos	135	55.6	1.1	54.8	0.1	0.2	0.0	19.9	-44.0
pair	RSmean	RSI	pos-pos	135	55.6	1.1	54.8	0.1	0.2	0.0	19.9	-44.0
pair	RSmean	SLmean	neg-pos	82	33.7	1.1	57.3	0.2	0.3	0.0	33.6	-73.0
pair	SLmean	RSmean	neg-pos	82	33.7	1.1	57.3	0.2	0.3	0.0	33.6	-73.0
pair	LWTI	MACDhist	neg-neg	55	22.6	0.8	56.4	0.2	0.3	0.0	39.3	-72.7
pair	MACDhist	LWTI	neg-neg	55	22.6	0.8	56.4	0.2	0.3	0.0	39.3	-72.7
pair	RSmean	MRmean	neg-pos	74	30.5	0.8	56.8	0.2	0.3	0.0	35.3	-75.5
pair	MRmean	RSmean	neg-pos	74	30.5	0.8	56.8	0.2	0.3	0.0	35.3	-75.5
pair	MACDhist	MACD	neg-pos	40	16.5	0.5	47.5	0.1	0.2	0.0	23.9	-37.2
pair	MACD	MACDhist	neg-pos	40	16.5	0.5	47.5	0.1	0.2	0.0	23.9	-37.2
single	RSI	RSI	pos-pos	158	65.0	0.1	55.1	0.1	0.1	0.0	20.1	-60.5
pair	LWTI	SLmean	neg-pos	63	25.9	-0.0	57.1	0.1	0.2	-0.0	28.0	-40.9
pair	SLmean	LWTI	neg-pos	63	25.9	-0.0	57.1	0.1	0.2	-0.0	28.0	-40.9
single	MACDhist	MACDhist	neg-neg	122	50.2	-0.5	58.2	0.1	0.2	-0.0	31.8	-77.4
pair	RSI	MACDhist	neg-pos	23	9.5	-0.6	47.8	0.1	0.2	-0.0	26.9	-29.1
pair	MACDhist	RSI	neg-pos	23	9.5	-0.6	47.8	0.1	0.2	-0.0	26.9	-29.1
pair	MACD	MRmean	neg-neg	63	25.9	-1.2	55.6	0.1	0.2	-0.0	34.5	-75.5
pair	MRmean	MACD	neg-neg	63	25.9	-1.2	55.6	0.1	0.2	-0.0	34.5	-75.5
pair	LWTI	MACDhist	neg-pos	67	27.6	-1.5	59.7	0.1	0.1	-0.0	24.2	-38.2
pair	MACDhist	LWTI	neg-pos	67	27.6	-1.5	59.7	0.1	0.1	-0.0	24.2	-38.2
single	RSIhist	RSIhist	neg-neg	121	49.8	-1.5	60.3	0.1	0.1	-0.0	30.7	-73.9
pair	MACD	RSI	pos-pos	121	49.8	-1.6	56.2	0.0	0.0	-0.0	21.2	-70.4
pair	RSI	MACD	pos-pos	121	49.8	-1.6	56.2	0.0	0.0	-0.0	21.2	-70.4
pair	LWTI	MRmean	neg-pos	49	20.2	-2.0	55.1	0.1	0.1	-0.1	29.6	-33.2
pair	MRmean	LWTI	neg-pos	49	20.2	-2.0	55.1	0.1	0.1	-0.1	29.6	-33.2
pair	MACDhist	RSIhist	neg-neg	96	39.5	-2.4	60.4	0.1	0.1	-0.0	32.0	-73.9
pair	RSIhist	MACDhist	neg-neg	96	39.5	-2.4	60.4	0.1	0.1	-0.0	32.0	-73.9
pair	LWTI	MACD	pos-neg	16	6.6	-2.9	56.2	0.1	0.1	-0.1	29.9	-24.8
pair	MACD	LWTI	pos-neg	16	6.6	-2.9	56.2	0.1	0.1	-0.1	29.9	-24.8
single	SLmean	SLmean	neg-neg	101	41.6	-3.5	57.4	0.1	0.1	-0.1	33.5	-73.0
pair	MACD	SLmean	neg-pos	37	15.2	-3.5	62.2	0.1	0.1	-0.1	33.8	-51.5
pair	SLmean	MACD	neg-pos	37	15.2	-3.5	62.2	0.1	0.1	-0.1	33.8	-51.5
pair	MACD	SLmean	neg-neg	64	26.3	-3.5	54.7	0.1	0.1	-0.1	33.5	-73.0
pair	SLmean	MACD	neg-neg	64	26.3	-3.5	54.7	0.1	0.1	-0.1	33.5	-73.0
pair	MRmean	MACDhist	neg-neg	80	32.9	-4.1	57.5	0.1	0.1	-0.1	35.9	-75.5
pair	MACDhist	MRmean	neg-neg	80	32.9	-4.1	57.5	0.1	0.1	-0.1	35.9	-75.5
single	MRmean	MRmean	neg-neg	92	37.9	-4.4	56.5	0.1	0.1	-0.1	35.1	-75.5
pair	RSI	RSIhist	pos-neg	61	25.1	-4.5	60.7	-0.1	-0.1	-0.1	21.1	-59.2
pair	RSIhist	RSI	pos-neg	61	25.1	-4.5	60.7	-0.1	-0.1	-0.1	21.1	-59.2
pair	SLmean	MRmean	neg-neg	85	35.0	-5.8	56.5	0.0	0.0	-0.1	35.3	-71.6
pair	RSmean	RSI	neg-pos	23	9.5	-5.8	56.5	-0.2	-0.1	-0.2	21.6	-29.6
pair	RSI	RSmean	neg-pos	23	9.5	-5.8	56.5	-0.2	-0.1	-0.2	21.6	-29.6
pair	MRmean	SLmean	neg-neg	85	35.0	-5.8	56.5	0.0	0.0	-0.1	35.3	-71.6
pair	SLmean	MACDhist	neg-neg	77	31.7	-6.2	57.1	0.0	0.0	-0.1	35.5	-73.0
pair	MACDhist	SLmean	neg-neg	77	31.7	-6.2	57.1	0.0	0.0	-0.1	35.5	-73.0
pair	RSIhist	MACD	neg-neg	62	25.5	-6.3	53.2	-0.0	-0.0	-0.1	33.4	-73.9
pair	MACD	RSIhist	neg-neg	62	25.5	-6.3	53.2	-0.0	-0.0	-0.1	33.4	-73.9
pair	MACDhist	MRmean	neg-pos	12	4.9	-6.4	50.0	-0.1	-0.1	-0.2	29.9	-29.9
pair	MRmean	MACDhist	neg-pos	12	4.9	-6.4	50.0	-0.1	-0.1	-0.2	29.9	-29.9
pair	RSIhist	SLmean	neg-neg	94	38.7	-6.4	56.4	-0.0	-0.0	-0.1	34.1	-73.0
pair	SLmean	RSIhist	neg-neg	94	38.7	-6.4	56.4	-0.0	-0.0	-0.1	34.1	-73.0
pair	LWTI	MRmean	neg-neg	43	17.7	-7.0	58.1	0.0	0.1	-0.1	40.8	-72.7
pair	MRmean	LWTI	neg-neg	43	17.7	-7.0	58.1	0.0	0.1	-0.1	40.8	-72.7
pair	MACD	MACDhist	pos-neg	55	22.6	-7.7	60.0	-0.1	-0.1	-0.2	28.7	-44.3
pair	MACDhist	MACD	pos-neg	55	22.6	-7.7	60.0	-0.1	-0.1	-0.2	28.7	-44.3
pair	LWTI	RSmean	neg-pos	23	9.5	-8.0	60.9	-0.2	-0.1	-0.2	26.4	-33.1
pair	RSmean	LWTI	neg-pos	23	9.5	-8.0	60.9	-0.2	-0.1	-0.2	26.4	-33.1
pair	RSIhist	MRmean	neg-neg	83	34.2	-8.1	55.4	-0.1	-0.1	-0.1	35.6	-71.6
pair	MRmean	RSIhist	neg-neg	83	34.2	-8.1	55.4	-0.1	-0.1	-0.1	35.6	-71.6
pair	LWTI	SLmean	neg-neg	38	15.6	-9.0	57.9	-0.0	-0.0	-0.1	41.4	-68.4
pair	SLmean	LWTI	neg-neg	38	15.6	-9.0	57.9	-0.0	-0.0	-0.1	41.4	-68.4
pair	RSIhist	LWTI	neg-neg	40	16.5	-10.6	57.5	-0.1	-0.1	-0.1	40.3	-68.4
pair	LWTI	RSIhist	neg-neg	40	16.5	-10.6	57.5	-0.1	-0.1	-0.1	40.3	-68.4
pair	MRmean	MACD	neg-pos	29	11.9	-10.9	58.6	-0.1	-0.1	-0.2	36.7	-44.7
pair	MACD	MRmean	neg-pos	29	11.9	-10.9	58.6	-0.1	-0.1	-0.2	36.7	-44.7
pair	MACDhist	RSI	pos-neg	60	24.7	-13.1	53.3	-0.6	-0.6	-0.2	21.0	-61.6
pair	RSI	MACDhist	pos-neg	60	24.7	-13.1	53.3	-0.6	-0.6	-0.2	21.0	-61.6
pair	SLmean	RSI	neg-pos	36	14.8	-14.6	52.8	-0.5	-0.6	-0.2	25.1	-58.2
pair	RSI	SLmean	neg-pos	36	14.8	-14.6	52.8	-0.5	-0.6	-0.2	25.1	-58.2
pair	RSIhist	RSmean	neg-neg	23	9.5	-14.6	65.2	-0.3	-0.3	-0.3	30.5	-44.8
pair	RSmean	RSIhist	neg-neg	23	9.5	-14.6	65.2	-0.3	-0.3	-0.3	30.5	-44.8
single	RSmean	RSmean	neg-neg	27	11.1	-14.9	59.3	-0.4	-0.3	-0.3	28.7	-47.7
pair	MACDhist	RSmean	neg-neg	25	10.3	-16.5	60.0	-0.4	-0.4	-0.3	29.8	-47.7
pair	RSmean	MACDhist	neg-neg	25	10.3	-16.5	60.0	-0.4	-0.4	-0.3	29.8	-47.7
pair	RSmean	RSIhist	neg-pos	4	1.6	-16.9	25.0	-0.9	-1.1	-2.0	18.8	-8.5
pair	RSIhist	RSmean	neg-pos	4	1.6	-16.9	25.0	-0.9	-1.1	-2.0	18.8	-8.5
pair	LWTI	RSI	pos-neg	16	6.6	-17.1	43.8	-0.5	-0.6	-0.6	31.1	-31.4
pair	RSI	LWTI	pos-neg	16	6.6	-17.1	43.8	-0.5	-0.6	-0.6	31.1	-31.4
pair	RSmean	SLmean	neg-neg	19	7.8	-20.9	57.9	-0.5	-0.4	-0.4	33.3	-47.1
pair	SLmean	RSmean	neg-neg	19	7.8	-20.9	57.9	-0.5	-0.4	-0.4	33.3	-47.1
pair	RSmean	MRmean	neg-neg	18	7.4	-23.0	55.6	-0.6	-0.5	-0.5	34.2	-47.1
pair	MRmean	RSmean	neg-neg	18	7.4	-23.0	55.6	-0.6	-0.5	-0.5	34.2	-47.1
pair	MRmean	RSI	neg-pos	25	10.3	-26.6	44.0	-1.0	-1.2	-0.4	26.3	-61.4
pair	RSI	MRmean	neg-pos	25	10.3	-26.6	44.0	-1.0	-1.2	-0.4	26.3	-61.4
pair	RSmean	MACD	neg-pos	14	5.8	-33.1	64.3	-0.8	-0.8	-0.7	38.8	-47.7
pair	MACD	RSmean	neg-pos	14	5.8	-33.1	64.3	-0.8	-0.8	-0.7	38.8	-47.7
pair	RSmean	LWTI	neg-neg	4	1.6	-45.7	50.0	-1.2	-1.0	-1.9	43.0	-23.4
pair	LWTI	RSmean	neg-neg	4	1.6	-45.7	50.0	-1.2	-1.0	-1.9	43.0	-23.4
pair	RSmean	RSI	neg-neg	4	1.6	-52.8	75.0	-1.0	0.0	-1.8	58.8	-30.0
pair	RSI	RSmean	neg-neg	4	1.6	-52.8	75.0	-1.0	0.0	-1.8	58.8	-30.0

All Contingency Tables for KBE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 56% Sharpe 0.48 \| Sortino 0.93 \| Calmar 0.3 Vol 20% \| MDD -25.7% Months 135M (56%)	CAGR 9.9% \| Win 62% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.8 Vol 22% \| MDD -12.3% Months 16M (7%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR 15.2% \| Win 57% Sharpe 0.57 \| Sortino 0.92 \| Calmar 2.1 Vol 34% \| MDD -7.3% Months 7M (3%)	CAGR -5.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 35% \| MDD -71.6% Months 85M (35%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
SLmean only	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 56% Sharpe 0.49 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -29.4% Months 142M (58%)	CAGR 3.9% \| Win 67% Sharpe 0.36 \| Sortino 0.30 \| Calmar 0.5 Vol 13% \| MDD -8.5% Months 9M (4%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR 0.8% \| Win 57% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 35% \| MDD -75.5% Months 74M (30%)	CAGR -23.0% \| Win 56% Sharpe -0.57 \| Sortino -0.48 \| Calmar -0.5 Vol 34% \| MDD -47.1% Months 18M (7%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
RSmean only	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 59% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -32.9% Months 107M (44%)	CAGR 11.6% \| Win 50% Sharpe 0.57 \| Sortino 1.20 \| Calmar 0.4 Vol 24% \| MDD -29.9% Months 44M (18%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -10.9% \| Win 59% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.2 Vol 37% \| MDD -44.7% Months 29M (12%)	CAGR -1.2% \| Win 56% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 34% \| MDD -75.5% Months 63M (26%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
MACD only	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 57% Sharpe 0.41 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -29.2% Months 133M (55%)	CAGR 25.3% \| Win 50% Sharpe 0.87 \| Sortino 2.15 \| Calmar 1.6 Vol 31% \| MDD -15.7% Months 18M (7%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -26.6% \| Win 44% Sharpe -1.03 \| Sortino -1.17 \| Calmar -0.4 Vol 26% \| MDD -61.4% Months 25M (10%)	CAGR 5.6% \| Win 61% Sharpe 0.34 \| Sortino 0.42 \| Calmar 0.1 Vol 38% \| MDD -75.5% Months 67M (28%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
RSI only	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 55% Sharpe 0.53 \| Sortino 0.97 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 109M (45%)	CAGR 6.7% \| Win 60% Sharpe 0.40 \| Sortino 0.79 \| Calmar 0.3 Vol 22% \| MDD -19.5% Months 42M (17%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -6.4% \| Win 50% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.2 Vol 30% \| MDD -29.9% Months 12M (5%)	CAGR -4.1% \| Win 57% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.1 Vol 36% \| MDD -75.5% Months 80M (33%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 51% Sharpe 0.38 \| Sortino 0.77 \| Calmar 0.2 Vol 22% \| MDD -31.4% Months 113M (46%)	CAGR 14.6% \| Win 71% Sharpe 0.98 \| Sortino 1.25 \| Calmar 1.2 Vol 15% \| MDD -12.6% Months 38M (16%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR 38.3% \| Win 67% Sharpe 1.27 \| Sortino 1.51 \| Calmar 12.7 Vol 29% \| MDD -3.0% Months 9M (4%)	CAGR -8.1% \| Win 55% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 36% \| MDD -71.6% Months 83M (34%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 57% Sharpe 0.40 \| Sortino 0.70 \| Calmar 0.2 Vol 18% \| MDD -28.3% Months 129M (53%)	CAGR 22.9% \| Win 50% Sharpe 0.83 \| Sortino 2.02 \| Calmar 1.5 Vol 30% \| MDD -15.2% Months 22M (9%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -2.0% \| Win 55% Sharpe 0.09 \| Sortino 0.10 \| Calmar -0.1 Vol 30% \| MDD -33.2% Months 49M (20%)	CAGR -7.0% \| Win 58% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 41% \| MDD -72.7% Months 43M (18%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.8% \| Win 55% Sharpe 0.50 \| Sortino 0.96 \| Calmar 0.4 Vol 21% \| MDD -24.1% Months 134M (55%)	CAGR 1.2% \| Win 62% Sharpe 0.15 \| Sortino 0.14 \| Calmar 0.1 Vol 14% \| MDD -8.5% Months 8M (3%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR 1.1% \| Win 57% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -73.0% Months 82M (34%)	CAGR -20.9% \| Win 58% Sharpe -0.51 \| Sortino -0.43 \| Calmar -0.4 Vol 33% \| MDD -47.1% Months 19M (8%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
RSmean only	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 58% Sharpe 0.37 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -28.0% Months 99M (41%)	CAGR 15.8% \| Win 51% Sharpe 0.69 \| Sortino 1.32 \| Calmar 0.7 Vol 26% \| MDD -24.1% Months 43M (18%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR -3.5% \| Win 62% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.1 Vol 34% \| MDD -51.5% Months 37M (15%)	CAGR -3.5% \| Win 55% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 64M (26%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
MACD only	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 56% Sharpe 0.35 \| Sortino 0.64 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 122M (50%)	CAGR 32.3% \| Win 55% Sharpe 1.02 \| Sortino 2.03 \| Calmar 2.2 Vol 33% \| MDD -14.5% Months 20M (8%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR -14.6% \| Win 53% Sharpe -0.49 \| Sortino -0.56 \| Calmar -0.2 Vol 25% \| MDD -58.2% Months 36M (15%)	CAGR 3.2% \| Win 60% Sharpe 0.28 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -71.6% Months 65M (27%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
RSI only	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 19% \| MDD -26.9% Months 97M (40%)	CAGR 10.0% \| Win 60% Sharpe 0.51 \| Sortino 0.96 \| Calmar 0.5 Vol 24% \| MDD -21.8% Months 45M (18%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR 5.6% \| Win 58% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.2 Vol 27% \| MDD -29.1% Months 24M (10%)	CAGR -6.2% \| Win 57% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 36% \| MDD -73.0% Months 77M (32%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 51% Sharpe 0.38 \| Sortino 0.75 \| Calmar 0.2 Vol 22% \| MDD -31.4% Months 115M (47%)	CAGR 17.4% \| Win 74% Sharpe 1.28 \| Sortino 1.94 \| Calmar 2.4 Vol 13% \| MDD -7.3% Months 27M (11%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR 45.0% \| Win 71% Sharpe 1.80 \| Sortino 2.71 \| Calmar 5.1 Vol 22% \| MDD -8.8% Months 7M (3%)	CAGR -6.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 34% \| MDD -73.0% Months 94M (39%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.7% \| Win 56% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.2 Vol 18% \| MDD -25.2% Months 115M (47%)	CAGR 20.4% \| Win 52% Sharpe 0.74 \| Sortino 1.65 \| Calmar 1.2 Vol 31% \| MDD -16.9% Months 27M (11%)	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)
SLmean neg	CAGR -0.0% \| Win 57% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 28% \| MDD -40.9% Months 63M (26%)	CAGR -9.0% \| Win 58% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 41% \| MDD -68.4% Months 38M (16%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.0% \| Win 58% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.3 Vol 21% \| MDD -25.2% Months 122M (50%)	CAGR 3.0% \| Win 53% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 33% \| MDD -77.4% Months 94M (39%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)
RSmean neg	CAGR -33.1% \| Win 64% Sharpe -0.81 \| Sortino -0.77 \| Calmar -0.7 Vol 39% \| MDD -47.7% Months 14M (6%)	CAGR 10.3% \| Win 54% Sharpe 1.14 \| Sortino 2.35 \| Calmar 2.3 Vol 9% \| MDD -4.4% Months 13M (5%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)
MACD only	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.1% \| Win 55% Sharpe 0.15 \| Sortino 0.25 \| Calmar 0.0 Vol 20% \| MDD -44.0% Months 135M (56%)	CAGR 14.1% \| Win 58% Sharpe 0.56 \| Sortino 0.80 \| Calmar 0.2 Vol 35% \| MDD -75.5% Months 81M (33%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)
RSmean neg	CAGR -5.8% \| Win 56% Sharpe -0.16 \| Sortino -0.14 \| Calmar -0.2 Vol 22% \| MDD -29.6% Months 23M (10%)	CAGR -52.8% \| Win 75% Sharpe -0.97 \| Sortino 0.00 \| Calmar -1.8 Vol 59% \| MDD -30.0% Months 4M (2%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)
RSI only	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.1% \| Win 55% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.2 Vol 21% \| MDD -36.6% Months 119M (49%)	CAGR 4.1% \| Win 58% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -77.4% Months 97M (40%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)
RSmean neg	CAGR 7.8% \| Win 50% Sharpe 1.08 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR -16.5% \| Win 60% Sharpe -0.43 \| Sortino -0.36 \| Calmar -0.3 Vol 30% \| MDD -47.7% Months 25M (10%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.2% \| Win 53% Sharpe 0.50 \| Sortino 0.99 \| Calmar 0.3 Vol 22% \| MDD -30.2% Months 118M (49%)	CAGR 1.8% \| Win 59% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -73.9% Months 98M (40%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)
RSmean neg	CAGR -16.9% \| Win 25% Sharpe -0.90 \| Sortino -1.12 \| Calmar -2.0 Vol 19% \| MDD -8.5% Months 4M (2%)	CAGR -14.6% \| Win 65% Sharpe -0.34 \| Sortino -0.26 \| Calmar -0.3 Vol 30% \| MDD -44.8% Months 23M (10%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 56% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 21% \| MDD -35.1% Months 155M (64%)	CAGR 6.5% \| Win 56% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.1 Vol 37% \| MDD -72.7% Months 61M (25%)	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)
RSmean neg	CAGR -8.0% \| Win 61% Sharpe -0.17 \| Sortino -0.13 \| Calmar -0.2 Vol 26% \| MDD -33.1% Months 23M (10%)	CAGR -45.7% \| Win 50% Sharpe -1.20 \| Sortino -0.98 \| Calmar -2.0 Vol 43% \| MDD -23.4% Months 4M (2%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -1.6% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 21% \| MDD -70.4% Months 121M (50%)	CAGR 46.4% \| Win 80% Sharpe 1.27 \| Sortino 0.83 \| Calmar 1.5 Vol 36% \| MDD -30.0% Months 15M (6%)	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)
MACD neg	CAGR 5.8% \| Win 51% Sharpe 0.43 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -29.2% Months 37M (15%)	CAGR 2.8% \| Win 54% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.0 Vol 36% \| MDD -75.5% Months 70M (29%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)
RSI only	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.6% \| Win 58% Sharpe 0.62 \| Sortino 1.16 \| Calmar 0.4 Vol 19% \| MDD -29.0% Months 81M (33%)	CAGR -7.7% \| Win 60% Sharpe -0.13 \| Sortino -0.15 \| Calmar -0.2 Vol 29% \| MDD -44.3% Months 55M (23%)	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)
MACD neg	CAGR 0.5% \| Win 48% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.0 Vol 24% \| MDD -37.2% Months 40M (16%)	CAGR 5.9% \| Win 57% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 34% \| MDD -77.4% Months 67M (28%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.1% \| Win 52% Sharpe 0.20 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -39.0% Months 77M (32%)	CAGR 3.7% \| Win 68% Sharpe 0.28 \| Sortino 0.29 \| Calmar 0.1 Vol 28% \| MDD -51.7% Months 59M (24%)	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)
MACD neg	CAGR 19.5% \| Win 53% Sharpe 0.81 \| Sortino 1.55 \| Calmar 0.6 Vol 26% \| MDD -30.8% Months 45M (18%)	CAGR -6.3% \| Win 53% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 33% \| MDD -73.9% Months 62M (26%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.6% \| Win 59% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.1 Vol 23% \| MDD -50.7% Months 120M (49%)	CAGR -2.9% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 30% \| MDD -24.8% Months 16M (7%)	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)
MACD neg	CAGR 3.8% \| Win 52% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -35.7% Months 58M (24%)	CAGR 3.9% \| Win 55% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 40% \| MDD -72.7% Months 49M (20%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.1% \| Win 56% Sharpe 0.55 \| Sortino 1.02 \| Calmar 0.4 Vol 19% \| MDD -22.5% Months 98M (40%)	CAGR -13.1% \| Win 53% Sharpe -0.55 \| Sortino -0.64 \| Calmar -0.2 Vol 21% \| MDD -61.6% Months 60M (25%)	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)
RSI neg	CAGR -0.6% \| Win 48% Sharpe 0.11 \| Sortino 0.18 \| Calmar -0.0 Vol 27% \| MDD -29.1% Months 23M (10%)	CAGR 13.4% \| Win 63% Sharpe 0.53 \| Sortino 0.67 \| Calmar 0.2 Vol 39% \| MDD -75.5% Months 62M (26%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.0% \| Win 52% Sharpe 0.25 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -31.4% Months 97M (40%)	CAGR -4.5% \| Win 61% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.1 Vol 21% \| MDD -59.2% Months 61M (25%)	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)
RSI neg	CAGR 30.9% \| Win 56% Sharpe 1.03 \| Sortino 2.05 \| Calmar 1.6 Vol 31% \| MDD -19.9% Months 25M (10%)	CAGR 1.6% \| Win 60% Sharpe 0.25 \| Sortino 0.30 \| Calmar 0.0 Vol 38% \| MDD -71.6% Months 60M (25%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.2% \| Win 56% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 18% \| MDD -49.6% Months 142M (58%)	CAGR -17.1% \| Win 44% Sharpe -0.45 \| Sortino -0.60 \| Calmar -0.5 Vol 31% \| MDD -31.4% Months 16M (7%)	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)
RSI neg	CAGR 9.4% \| Win 58% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.3 Vol 32% \| MDD -30.0% Months 36M (15%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.1 Vol 39% \| MDD -72.7% Months 49M (20%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.6% \| Win 53% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.3 Vol 19% \| MDD -32.4% Months 96M (40%)	CAGR 1.9% \| Win 60% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 26% \| MDD -31.1% Months 25M (10%)	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)
MACDhist neg	CAGR 6.9% \| Win 50% Sharpe 0.36 \| Sortino 0.87 \| Calmar 0.2 Vol 31% \| MDD -34.0% Months 26M (11%)	CAGR -2.4% \| Win 60% Sharpe 0.10 \| Sortino 0.11 \| Calmar -0.0 Vol 32% \| MDD -73.9% Months 96M (40%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)
RSIhist only	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.9% \| Win 55% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.2 Vol 20% \| MDD -36.6% Months 111M (46%)	CAGR 10.6% \| Win 50% Sharpe 0.50 \| Sortino 0.96 \| Calmar 1.0 Vol 26% \| MDD -10.3% Months 10M (4%)	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)
MACDhist neg	CAGR -1.5% \| Win 60% Sharpe 0.07 \| Sortino 0.07 \| Calmar -0.0 Vol 24% \| MDD -38.2% Months 67M (28%)	CAGR 0.8% \| Win 56% Sharpe 0.23 \| Sortino 0.31 \| Calmar 0.0 Vol 39% \| MDD -72.7% Months 55M (23%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.9% \| Win 53% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 19% \| MDD -31.8% Months 97M (40%)	CAGR 26.6% \| Win 52% Sharpe 0.89 \| Sortino 1.96 \| Calmar 1.7 Vol 32% \| MDD -15.2% Months 25M (10%)	CAGR 8.2% \| Win 52% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.3 Vol 22% \| MDD -31.4% Months 122M (50%)
RSIhist neg	CAGR 3.3% \| Win 62% Sharpe 0.26 \| Sortino 0.30 \| Calmar 0.1 Vol 25% \| MDD -38.9% Months 81M (33%)	CAGR -10.6% \| Win 57% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.2 Vol 40% \| MDD -68.4% Months 40M (16%)	CAGR -1.5% \| Win 60% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -73.9% Months 121M (50%)
LWTI only	CAGR 3.6% \| Win 57% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 22% \| MDD -43.6% Months 178M (73%)	CAGR 2.2% \| Win 55% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 37% \| MDD -72.7% Months 65M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 56% Sharpe 0.48 \| Sortino 0.93 \| Calmar 0.3 Vol 20% \| MDD -25.7% Months 135M (56%)	CAGR 9.9% \| Win 62% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.8 Vol 22% \| MDD -12.3% Months 16M (7%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR 15.2% \| Win 57% Sharpe 0.57 \| Sortino 0.92 \| Calmar 2.1 Vol 34% \| MDD -7.3% Months 7M (3%)	CAGR -5.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 35% \| MDD -71.6% Months 85M (35%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
SLmean only	CAGR 8.3% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -24.9% Months 142M (58%)	CAGR -3.5% \| Win 57% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 34% \| MDD -73.0% Months 101M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 56% Sharpe 0.49 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -29.4% Months 142M (58%)	CAGR 3.9% \| Win 67% Sharpe 0.36 \| Sortino 0.30 \| Calmar 0.5 Vol 13% \| MDD -8.5% Months 9M (4%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR 0.8% \| Win 57% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 35% \| MDD -75.5% Months 74M (30%)	CAGR -23.0% \| Win 56% Sharpe -0.57 \| Sortino -0.48 \| Calmar -0.5 Vol 34% \| MDD -47.1% Months 18M (7%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
RSmean only	CAGR 5.8% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 27% \| MDD -77.4% Months 216M (89%)	CAGR -14.9% \| Win 59% Sharpe -0.40 \| Sortino -0.33 \| Calmar -0.3 Vol 29% \| MDD -47.7% Months 27M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 59% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -32.9% Months 107M (44%)	CAGR 11.6% \| Win 50% Sharpe 0.57 \| Sortino 1.20 \| Calmar 0.4 Vol 24% \| MDD -29.9% Months 44M (18%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -10.9% \| Win 59% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.2 Vol 37% \| MDD -44.7% Months 29M (12%)	CAGR -1.2% \| Win 56% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 34% \| MDD -75.5% Months 63M (26%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
MACD only	CAGR 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.0 Vol 24% \| MDD -58.5% Months 136M (56%)	CAGR 3.8% \| Win 53% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 31% \| MDD -77.4% Months 107M (44%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 57% Sharpe 0.41 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -29.2% Months 133M (55%)	CAGR 25.3% \| Win 50% Sharpe 0.87 \| Sortino 2.15 \| Calmar 1.6 Vol 31% \| MDD -15.7% Months 18M (7%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -26.6% \| Win 44% Sharpe -1.03 \| Sortino -1.17 \| Calmar -0.4 Vol 26% \| MDD -61.4% Months 25M (10%)	CAGR 5.6% \| Win 61% Sharpe 0.34 \| Sortino 0.42 \| Calmar 0.1 Vol 38% \| MDD -75.5% Months 67M (28%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
RSI only	CAGR 0.1% \| Win 55% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 20% \| MDD -60.5% Months 158M (65%)	CAGR 9.5% \| Win 59% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.1 Vol 36% \| MDD -75.5% Months 85M (35%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 55% Sharpe 0.53 \| Sortino 0.97 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 109M (45%)	CAGR 6.7% \| Win 60% Sharpe 0.40 \| Sortino 0.79 \| Calmar 0.3 Vol 22% \| MDD -19.5% Months 42M (17%)	CAGR 8.2% \| Win 56% Sharpe 0.49 \| Sortino 0.92 \| Calmar 0.3 Vol 20% \| MDD -29.9% Months 151M (62%)
MRmean neg	CAGR -6.4% \| Win 50% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.2 Vol 30% \| MDD -29.9% Months 12M (5%)	CAGR -4.1% \| Win 57% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.1 Vol 36% \| MDD -75.5% Months 80M (33%)	CAGR -4.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 35% \| MDD -75.5% Months 92M (38%)
MACDhist only	CAGR 7.2% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -37.2% Months 121M (50%)	CAGR -0.5% \| Win 58% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -77.4% Months 122M (50%)