KIE - State Street SPDR S&P Insurance ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

107.5%

Best CAGR

Total Months

11.0%

Avg CAGR

KIE 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 KIE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	SLmean	neg-pos	7	2.9	107.5	71.4	2.9	7.8	25.0	26.6	-4.3
pair	SLmean	MRmean	neg-pos	7	2.9	107.5	71.4	2.9	7.8	25.0	26.6	-4.3
pair	SLmean	RSI	pos-neg	13	5.3	77.8	76.9	2.5	7.8	18.1	24.4	-4.3
pair	RSI	SLmean	pos-neg	13	5.3	77.8	76.9	2.5	7.8	18.1	24.4	-4.3
pair	RSIhist	MRmean	neg-pos	6	2.4	77.1	83.3	2.4	0.0	17.9	25.8	-4.3
pair	MRmean	RSIhist	neg-pos	6	2.4	77.1	83.3	2.4	0.0	17.9	25.8	-4.3
pair	RSI	RSIhist	neg-pos	10	4.1	71.6	80.0	2.3	77.8	16.6	25.4	-4.3
pair	RSIhist	RSI	neg-pos	10	4.1	71.6	80.0	2.3	77.8	16.6	25.4	-4.3
pair	RSmean	MACDhist	neg-pos	2	0.8	70.7	100.0	6.6	0.0	0.0	8.3	0.0
pair	MACDhist	RSmean	neg-pos	2	0.8	70.7	100.0	6.6	0.0	0.0	8.3	0.0
pair	RSI	MRmean	pos-neg	7	2.9	62.1	85.7	2.3	0.0	0.0	21.9	0.0
pair	MRmean	RSI	pos-neg	7	2.9	62.1	85.7	2.3	0.0	0.0	21.9	0.0
pair	SLmean	LWTI	pos-neg	16	6.5	46.1	68.8	1.6	7.7	6.0	26.7	-7.6
pair	LWTI	SLmean	pos-neg	16	6.5	46.1	68.8	1.6	7.7	6.0	26.7	-7.6
pair	RSmean	RSIhist	neg-pos	4	1.6	33.5	100.0	8.1	0.0	0.0	3.6	0.0
pair	RSIhist	RSmean	neg-pos	4	1.6	33.5	100.0	8.1	0.0	0.0	3.6	0.0
pair	LWTI	RSIhist	pos-neg	13	5.3	31.6	61.5	1.1	5.7	3.1	27.6	-10.2
pair	RSIhist	LWTI	pos-neg	13	5.3	31.6	61.5	1.1	5.7	3.1	27.6	-10.2
pair	RSIhist	MACDhist	pos-neg	35	14.3	29.5	77.1	1.8	2.5	1.6	14.9	-18.2
pair	MACDhist	RSIhist	pos-neg	35	14.3	29.5	77.1	1.8	2.5	1.6	14.9	-18.2
pair	SLmean	MACDhist	neg-pos	17	6.9	28.4	76.5	1.4	3.1	1.6	19.3	-18.2
pair	MACDhist	SLmean	neg-pos	17	6.9	28.4	76.5	1.4	3.1	1.6	19.3	-18.2
pair	MACD	SLmean	pos-neg	27	11.0	25.9	59.3	1.1	2.4	1.9	24.1	-14.0
pair	SLmean	MACD	pos-neg	27	11.0	25.9	59.3	1.1	2.4	1.9	24.1	-14.0
pair	MRmean	SLmean	pos-neg	20	8.2	24.9	65.0	1.4	2.5	2.6	16.4	-9.5
pair	SLmean	MRmean	pos-neg	20	8.2	24.9	65.0	1.4	2.5	2.6	16.4	-9.5
pair	RSmean	MACD	neg-pos	13	5.3	24.6	76.9	1.7	3.9	5.0	13.9	-4.9
pair	MACD	RSmean	neg-pos	13	5.3	24.6	76.9	1.7	3.9	5.0	13.9	-4.9
pair	MRmean	RSmean	pos-neg	9	3.7	23.6	77.8	1.6	3.1	4.8	13.5	-4.9
pair	RSmean	MRmean	pos-neg	9	3.7	23.6	77.8	1.6	3.1	4.8	13.5	-4.9
pair	RSI	MRmean	neg-pos	23	9.4	21.7	73.9	1.0	0.9	1.0	23.3	-21.9
pair	MRmean	RSI	neg-pos	23	9.4	21.7	73.9	1.0	0.9	1.0	23.3	-21.9
pair	SLmean	RSI	neg-pos	42	17.1	20.9	69.0	1.1	1.1	1.0	20.0	-20.9
pair	RSI	SLmean	neg-pos	42	17.1	20.9	69.0	1.1	1.1	1.0	20.0	-20.9
pair	RSI	RSmean	neg-pos	16	6.5	19.6	75.0	1.4	3.8	4.0	13.3	-4.9
pair	RSmean	RSI	neg-pos	16	6.5	19.6	75.0	1.4	3.8	4.0	13.3	-4.9
pair	MACD	SLmean	neg-pos	44	18.0	18.7	68.2	0.9	1.1	0.6	22.2	-29.7
pair	SLmean	MACD	neg-pos	44	18.0	18.7	68.2	0.9	1.1	0.6	22.2	-29.7
pair	MACD	RSIhist	neg-pos	28	11.4	17.5	60.7	0.8	1.6	0.8	22.7	-22.6
pair	RSIhist	MACD	neg-pos	28	11.4	17.5	60.7	0.8	1.6	0.8	22.7	-22.6
pair	RSIhist	MRmean	pos-neg	60	24.5	17.5	66.7	1.3	2.1	1.5	13.5	-11.4
pair	MRmean	RSIhist	pos-neg	60	24.5	17.5	66.7	1.3	2.1	1.5	13.5	-11.4
pair	RSI	RSIhist	pos-neg	80	32.7	17.3	67.5	1.1	1.2	0.8	16.7	-20.9
pair	RSIhist	RSI	pos-neg	80	32.7	17.3	67.5	1.1	1.2	0.8	16.7	-20.9
pair	SLmean	LWTI	neg-pos	64	26.1	16.4	64.1	0.9	1.1	0.6	19.9	-29.9
pair	LWTI	SLmean	neg-pos	64	26.1	16.4	64.1	0.9	1.1	0.6	19.9	-29.9
pair	SLmean	RSIhist	pos-neg	45	18.4	16.3	66.7	1.1	1.9	1.5	14.1	-10.9
pair	RSIhist	SLmean	pos-neg	45	18.4	16.3	66.7	1.1	1.9	1.5	14.1	-10.9
pair	RSIhist	MACDhist	neg-pos	39	15.9	16.2	61.5	0.9	1.9	1.0	18.3	-16.7
pair	MACDhist	RSIhist	neg-pos	39	15.9	16.2	61.5	0.9	1.9	1.0	18.3	-16.7
pair	MACDhist	RSI	neg-pos	6	2.4	16.1	83.3	0.8	0.0	1.7	20.9	-9.7
pair	RSI	MACDhist	neg-pos	6	2.4	16.1	83.3	0.8	0.0	1.7	20.9	-9.7
pair	MACD	RSIhist	pos-neg	86	35.1	16.0	67.4	0.9	1.1	0.5	18.0	-29.7
pair	RSIhist	MACD	pos-neg	86	35.1	16.0	67.4	0.9	1.1	0.5	18.0	-29.7
pair	RSmean	SLmean	pos-neg	8	3.3	15.9	75.0	1.2	2.1	3.2	13.1	-4.9
pair	SLmean	RSmean	pos-neg	8	3.3	15.9	75.0	1.2	2.1	3.2	13.1	-4.9
pair	MRmean	MACDhist	neg-pos	4	1.6	14.9	75.0	0.6	0.0	1.6	27.4	-9.7
pair	MACDhist	MRmean	neg-pos	4	1.6	14.9	75.0	0.6	0.0	1.6	27.4	-9.7
pair	LWTI	RSIhist	neg-pos	102	41.6	14.8	63.7	0.9	1.1	0.6	17.4	-27.0
pair	RSIhist	LWTI	neg-pos	102	41.6	14.8	63.7	0.9	1.1	0.6	17.4	-27.0
single	RSmean	RSmean	neg-neg	25	10.2	14.8	64.0	1.2	2.4	3.0	11.7	-4.9
pair	LWTI	RSmean	neg-pos	25	10.2	14.8	64.0	1.2	2.4	3.0	11.7	-4.9
pair	RSmean	LWTI	neg-pos	25	10.2	14.8	64.0	1.2	2.4	3.0	11.7	-4.9
pair	SLmean	RSmean	neg-neg	17	6.9	14.4	58.8	1.2	2.4	2.9	11.5	-4.9
pair	RSmean	SLmean	neg-neg	17	6.9	14.4	58.8	1.2	2.4	2.9	11.5	-4.9
pair	MRmean	MACD	neg-pos	28	11.4	14.1	67.9	0.6	0.8	0.6	25.6	-22.3
pair	MACD	MRmean	neg-pos	28	11.4	14.1	67.9	0.6	0.8	0.6	25.6	-22.3
pair	SLmean	MACDhist	pos-neg	62	25.3	13.7	59.7	0.8	1.7	0.9	17.5	-14.8
pair	MACDhist	SLmean	pos-neg	62	25.3	13.7	59.7	0.8	1.7	0.9	17.5	-14.8
pair	MACDhist	MACD	neg-pos	13	5.3	13.1	69.2	0.6	3.8	0.9	23.0	-14.5
pair	MACD	MACDhist	neg-pos	13	5.3	13.1	69.2	0.6	3.8	0.9	23.0	-14.5
pair	MACDhist	LWTI	pos-pos	115	46.9	12.6	67.0	0.8	1.4	0.6	16.2	-21.9
pair	LWTI	MACDhist	pos-pos	115	46.9	12.6	67.0	0.8	1.4	0.6	16.2	-21.9
pair	LWTI	MRmean	neg-pos	45	18.4	12.4	62.2	0.7	0.8	0.5	21.1	-23.3
pair	MRmean	LWTI	neg-pos	45	18.4	12.4	62.2	0.7	0.8	0.5	21.1	-23.3
pair	RSmean	RSIhist	neg-neg	21	8.6	11.6	57.1	0.9	1.9	2.4	12.6	-4.9
pair	RSIhist	RSmean	neg-neg	21	8.6	11.6	57.1	0.9	1.9	2.4	12.6	-4.9
pair	MACDhist	RSmean	neg-neg	23	9.4	10.9	60.9	1.0	1.8	2.2	11.6	-4.9
pair	RSmean	MACDhist	neg-neg	23	9.4	10.9	60.9	1.0	1.8	2.2	11.6	-4.9
single	MACDhist	MACDhist	pos-pos	120	49.0	10.4	65.8	0.7	1.2	0.4	16.3	-26.1
pair	MRmean	MACDhist	pos-pos	116	47.3	10.3	65.5	0.7	1.2	0.5	16.0	-20.0
pair	MACDhist	MRmean	pos-pos	116	47.3	10.3	65.5	0.7	1.2	0.5	16.0	-20.0
pair	MRmean	RSmean	neg-neg	16	6.5	10.2	56.2	0.9	1.7	2.1	10.9	-4.9
pair	RSmean	MRmean	neg-neg	16	6.5	10.2	56.2	0.9	1.7	2.1	10.9	-4.9
pair	MACD	RSI	pos-pos	171	69.8	10.1	64.9	0.7	1.0	0.3	15.9	-32.1
pair	RSI	MACD	pos-pos	171	69.8	10.1	64.9	0.7	1.0	0.3	15.9	-32.1
pair	MACDhist	MACD	pos-pos	107	43.7	10.1	65.4	0.7	1.2	0.4	15.4	-26.1
pair	MACD	MACDhist	pos-pos	107	43.7	10.1	65.4	0.7	1.2	0.4	15.4	-26.1
pair	RSI	MACDhist	pos-pos	114	46.5	10.1	64.9	0.7	1.2	0.5	16.1	-19.1
pair	MACDhist	RSI	pos-pos	114	46.5	10.1	64.9	0.7	1.2	0.5	16.1	-19.1
pair	RSI	LWTI	neg-pos	26	10.6	9.9	57.7	0.6	0.9	0.6	18.3	-18.1
pair	MACD	LWTI	pos-pos	176	71.8	9.9	64.2	0.7	0.9	0.3	16.7	-29.2
single	SLmean	SLmean	pos-pos	165	67.3	9.9	62.4	0.7	1.2	0.4	16.4	-24.4
pair	LWTI	RSI	neg-pos	26	10.6	9.9	57.7	0.6	0.9	0.6	18.3	-18.1
pair	LWTI	MACD	pos-pos	176	71.8	9.9	64.2	0.7	0.9	0.3	16.7	-29.2
pair	MRmean	LWTI	pos-neg	10	4.1	9.8	60.0	0.5	2.0	1.3	23.8	-7.6
pair	LWTI	MRmean	pos-neg	10	4.1	9.8	60.0	0.5	2.0	1.3	23.8	-7.6
single	MACD	MACD	pos-pos	182	74.3	9.7	64.3	0.7	0.9	0.3	16.6	-29.2
pair	RSmean	SLmean	pos-pos	157	64.1	9.6	61.8	0.6	1.2	0.4	16.6	-26.6
pair	SLmean	RSmean	pos-pos	157	64.1	9.6	61.8	0.6	1.2	0.4	16.6	-26.6
pair	MACDhist	RSmean	pos-pos	118	48.2	9.6	65.3	0.7	1.1	0.4	16.3	-26.1
pair	RSmean	MACDhist	pos-pos	118	48.2	9.6	65.3	0.7	1.1	0.4	16.3	-26.1
single	LWTI	LWTI	pos-pos	213	86.9	9.5	62.4	0.6	0.9	0.3	16.4	-29.2
pair	LWTI	RSI	pos-pos	187	76.3	9.4	63.1	0.6	0.9	0.3	16.2	-29.2
pair	RSI	LWTI	pos-pos	187	76.3	9.4	63.1	0.6	0.9	0.3	16.2	-29.2
pair	MACDhist	MACD	pos-neg	75	30.6	9.2	62.7	0.6	0.7	0.4	18.2	-20.9
pair	MACD	MACDhist	pos-neg	75	30.6	9.2	62.7	0.6	0.7	0.4	18.2	-20.9
pair	MRmean	MACD	pos-pos	154	62.9	9.0	63.6	0.7	1.1	0.4	14.5	-20.2
pair	MACD	MRmean	pos-pos	154	62.9	9.0	63.6	0.7	1.1	0.4	14.5	-20.2
single	MRmean	MRmean	pos-pos	178	72.7	8.8	62.4	0.6	1.1	0.4	15.5	-20.2
pair	LWTI	RSmean	pos-pos	188	76.7	8.8	62.2	0.6	0.8	0.3	17.0	-29.2
pair	RSmean	LWTI	pos-pos	188	76.7	8.8	62.2	0.6	0.8	0.3	17.0	-29.2
pair	LWTI	MRmean	pos-pos	168	68.6	8.7	62.5	0.6	1.1	0.4	15.0	-20.2
pair	MRmean	LWTI	pos-pos	168	68.6	8.7	62.5	0.6	1.1	0.4	15.0	-20.2
pair	RSmean	MACD	pos-pos	169	69.0	8.7	63.3	0.6	0.8	0.3	16.8	-29.2
pair	MACD	RSmean	pos-pos	169	69.0	8.7	63.3	0.6	0.8	0.3	16.8	-29.2
single	RSI	RSI	pos-pos	194	79.2	8.6	62.9	0.6	0.9	0.3	16.2	-29.4
single	RSIhist	RSIhist	neg-neg	121	49.4	8.3	62.8	0.5	0.5	0.1	24.4	-68.8
pair	RSmean	MRmean	pos-pos	169	69.0	8.0	61.5	0.6	1.0	0.3	15.6	-23.4
pair	MRmean	RSmean	pos-pos	169	69.0	8.0	61.5	0.6	1.0	0.3	15.6	-23.4
pair	benchmark___benchmark_		benchmark-benchmark	245	100.0	7.8	62.0	0.5	0.6	0.1	21.0	-70.5
pair		benchmark___benchmark_	benchmark-benchmark	245	100.0	7.8	62.0	0.5	0.6	0.1	21.0	-70.5
pair	MACDhist	SLmean	pos-pos	103	42.0	7.7	64.1	0.6	0.9	0.3	15.7	-24.2
pair	SLmean	MACDhist	pos-pos	103	42.0	7.7	64.1	0.6	0.9	0.3	15.7	-24.2
pair	RSmean	RSI	pos-pos	178	72.7	7.7	61.8	0.5	0.8	0.2	16.5	-32.1
pair	RSI	RSmean	pos-pos	178	72.7	7.7	61.8	0.5	0.8	0.2	16.5	-32.1
pair	RSIhist	SLmean	pos-pos	120	49.0	7.6	60.8	0.5	1.0	0.3	17.2	-28.9
pair	SLmean	RSIhist	pos-pos	120	49.0	7.6	60.8	0.5	1.0	0.3	17.2	-28.9
pair	RSIhist	RSmean	pos-neg	100	40.8	7.6	64.0	0.4	0.4	0.1	26.2	-68.8
pair	RSmean	RSIhist	pos-neg	100	40.8	7.6	64.0	0.4	0.4	0.1	26.2	-68.8
single	RSIhist	RSIhist	pos-pos	124	50.6	7.3	61.3	0.5	0.9	0.2	17.1	-28.9
pair	MRmean	MACD	pos-neg	24	9.8	7.3	54.2	0.4	0.8	0.4	21.3	-17.5
pair	MACD	MRmean	pos-neg	24	9.8	7.3	54.2	0.4	0.8	0.4	21.3	-17.5
pair	LWTI	MACD	neg-pos	37	15.1	7.2	54.1	0.5	0.8	0.5	15.4	-14.5
pair	MACD	LWTI	neg-pos	37	15.1	7.2	54.1	0.5	0.8	0.5	15.4	-14.5
single	RSmean	RSmean	pos-pos	220	89.8	7.0	61.8	0.4	0.5	0.1	21.8	-70.5
pair	SLmean	MACD	pos-pos	138	56.3	7.0	63.0	0.6	0.9	0.3	14.4	-24.4
pair	MACD	SLmean	pos-pos	138	56.3	7.0	63.0	0.6	0.9	0.3	14.4	-24.4
pair	RSI	MRmean	pos-pos	171	69.8	7.0	61.4	0.5	0.9	0.3	15.1	-25.2
pair	MRmean	RSI	pos-pos	171	69.8	7.0	61.4	0.5	0.9	0.3	15.1	-25.2
pair	RSI	RSmean	neg-neg	9	3.7	6.9	44.4	0.8	1.9	2.0	8.6	-3.5
pair	RSmean	RSI	neg-neg	9	3.7	6.9	44.4	0.8	1.9	2.0	8.6	-3.5
pair	SLmean	MRmean	pos-pos	158	64.5	6.9	62.0	0.5	0.9	0.3	15.4	-24.4
pair	MRmean	SLmean	pos-pos	158	64.5	6.9	62.0	0.5	0.9	0.3	15.4	-24.4
pair	SLmean	LWTI	pos-pos	149	60.8	6.6	61.7	0.5	0.8	0.3	14.7	-24.4
pair	LWTI	SLmean	pos-pos	149	60.8	6.6	61.7	0.5	0.8	0.3	14.7	-24.4
pair	RSI	MACDhist	pos-neg	80	32.7	6.5	60.0	0.5	0.6	0.3	16.5	-21.1
pair	MACDhist	RSI	pos-neg	80	32.7	6.5	60.0	0.5	0.6	0.3	16.5	-21.1
pair	RSmean	RSIhist	pos-pos	120	49.0	6.5	60.0	0.5	0.8	0.2	17.4	-31.0
pair	RSIhist	RSmean	pos-pos	120	49.0	6.5	60.0	0.5	0.8	0.2	17.4	-31.0
pair	MRmean	MACDhist	pos-neg	62	25.3	6.0	56.5	0.5	0.8	0.3	14.7	-17.5
pair	MACDhist	MRmean	pos-neg	62	25.3	6.0	56.5	0.5	0.8	0.3	14.7	-17.5
pair	MACDhist	LWTI	neg-pos	98	40.0	5.9	57.1	0.4	0.6	0.2	16.7	-28.9
pair	LWTI	MACDhist	neg-pos	98	40.0	5.9	57.1	0.4	0.6	0.2	16.7	-28.9
pair	SLmean	RSI	pos-pos	152	62.0	5.5	61.2	0.4	0.7	0.2	15.0	-24.4
pair	RSI	SLmean	pos-pos	152	62.0	5.5	61.2	0.4	0.7	0.2	15.0	-24.4
single	MACDhist	MACDhist	neg-neg	125	51.0	5.3	58.4	0.3	0.4	0.1	24.7	-70.5
single	MRmean	MRmean	neg-neg	67	27.3	5.2	61.2	0.3	0.4	0.1	31.4	-67.7
pair	RSmean	MACD	neg-neg	12	4.9	5.1	50.0	0.6	1.2	1.2	8.6	-4.2
pair	MACD	RSmean	neg-neg	12	4.9	5.1	50.0	0.6	1.2	1.2	8.6	-4.2
pair	RSI	MACD	pos-neg	11	4.5	5.0	54.5	0.3	0.6	0.2	26.4	-22.3
pair	MACD	RSI	pos-neg	11	4.5	5.0	54.5	0.3	0.6	0.2	26.4	-22.3
pair	LWTI	RSIhist	pos-pos	111	45.3	4.7	61.3	0.4	0.6	0.2	15.5	-25.4
pair	RSIhist	LWTI	pos-pos	111	45.3	4.7	61.3	0.4	0.6	0.2	15.5	-25.4
single	RSI	RSI	neg-neg	51	20.8	4.6	58.8	0.3	0.4	0.1	33.6	-67.1
pair	MRmean	MACDhist	neg-neg	63	25.7	4.6	60.3	0.3	0.3	0.1	31.8	-67.7
pair	RSIhist	MRmean	pos-pos	118	48.2	4.6	60.2	0.3	0.6	0.2	16.3	-25.7
pair	MRmean	RSIhist	pos-pos	118	48.2	4.6	60.2	0.3	0.6	0.2	16.3	-25.7
pair	MACDhist	MRmean	neg-neg	63	25.7	4.6	60.3	0.3	0.3	0.1	31.8	-67.7
pair	LWTI	MACD	pos-neg	6	2.4	4.5	66.7	0.3	1.2	0.5	15.6	-9.8
pair	MACD	RSI	neg-neg	40	16.3	4.5	60.0	0.3	0.3	0.1	35.7	-63.5
pair	RSI	MACD	neg-neg	40	16.3	4.5	60.0	0.3	0.3	0.1	35.7	-63.5
pair	MACD	LWTI	pos-neg	6	2.4	4.5	66.7	0.3	1.2	0.5	15.6	-9.8
pair	RSIhist	MACD	pos-pos	96	39.2	4.4	61.5	0.4	0.7	0.2	15.1	-28.5
pair	MACD	RSIhist	pos-pos	96	39.2	4.4	61.5	0.4	0.7	0.2	15.1	-28.5
pair	RSmean	RSI	pos-neg	42	17.1	4.1	61.9	0.3	0.4	0.1	36.9	-67.1
pair	RSI	RSmean	pos-neg	42	17.1	4.1	61.9	0.3	0.4	0.1	36.9	-67.1
pair	MACDhist	RSmean	pos-neg	102	41.6	4.1	57.8	0.3	0.3	0.1	26.8	-70.5
pair	RSmean	MACDhist	pos-neg	102	41.6	4.1	57.8	0.3	0.3	0.1	26.8	-70.5
pair	RSIhist	SLmean	neg-neg	76	31.0	3.8	60.5	0.3	0.3	0.1	28.9	-67.7
pair	SLmean	RSIhist	neg-neg	76	31.0	3.8	60.5	0.3	0.3	0.1	28.9	-67.7
pair	MRmean	RSmean	neg-pos	51	20.8	3.7	62.7	0.3	0.3	0.1	35.5	-67.7
pair	RSmean	MRmean	neg-pos	51	20.8	3.7	62.7	0.3	0.3	0.1	35.5	-67.7
single	SLmean	SLmean	neg-neg	80	32.7	3.5	61.2	0.3	0.3	0.1	28.3	-67.7
pair	RSIhist	MACDhist	pos-pos	85	34.7	3.4	61.2	0.3	0.5	0.1	16.6	-26.4
pair	MACDhist	RSIhist	pos-pos	85	34.7	3.4	61.2	0.3	0.5	0.1	16.6	-26.4
pair	MACDhist	LWTI	neg-neg	27	11.0	3.1	63.0	0.3	0.4	0.1	43.2	-63.5
pair	LWTI	MACDhist	neg-neg	27	11.0	3.1	63.0	0.3	0.4	0.1	43.2	-63.5
pair	MACDhist	RSI	neg-neg	45	18.4	3.1	55.6	0.3	0.3	0.1	35.1	-67.1
pair	RSI	MACDhist	neg-neg	45	18.4	3.1	55.6	0.3	0.3	0.1	35.1	-67.1
pair	RSI	RSIhist	pos-pos	114	46.5	2.9	59.6	0.3	0.4	0.1	15.8	-25.7
pair	RSIhist	RSI	pos-pos	114	46.5	2.9	59.6	0.3	0.4	0.1	15.8	-25.7
single	MACD	MACD	neg-neg	63	25.7	2.3	55.6	0.2	0.3	0.0	30.5	-67.0
pair	MACD	RSmean	pos-neg	51	20.8	1.6	56.9	0.2	0.3	0.0	33.7	-67.0
pair	RSmean	MACD	pos-neg	51	20.8	1.6	56.9	0.2	0.3	0.0	33.7	-67.0
pair	SLmean	RSmean	neg-pos	63	25.7	0.8	61.9	0.2	0.2	0.0	31.4	-67.7
pair	RSmean	SLmean	neg-pos	63	25.7	0.8	61.9	0.2	0.2	0.0	31.4	-67.7
pair	MACDhist	RSIhist	neg-neg	86	35.1	0.7	57.0	0.2	0.2	0.0	27.2	-68.8
pair	RSIhist	MACDhist	neg-neg	86	35.1	0.7	57.0	0.2	0.2	0.0	27.2	-68.8
pair	RSIhist	MRmean	neg-neg	61	24.9	-0.0	59.0	0.2	0.2	-0.0	31.7	-67.7
pair	MRmean	RSIhist	neg-neg	61	24.9	-0.0	59.0	0.2	0.2	-0.0	31.7	-67.7
pair	MACDhist	MACD	neg-neg	50	20.4	-0.3	52.0	0.2	0.2	-0.0	32.3	-67.0
pair	MACD	MACDhist	neg-neg	50	20.4	-0.3	52.0	0.2	0.2	-0.0	32.3	-67.0
pair	MRmean	MACD	neg-neg	39	15.9	-0.7	56.4	0.2	0.2	-0.0	35.2	-63.9
pair	MACD	MRmean	neg-neg	39	15.9	-0.7	56.4	0.2	0.2	-0.0	35.2	-63.9
pair	LWTI	RSI	neg-neg	25	10.2	-0.7	60.0	0.2	0.3	-0.0	44.8	-63.5
pair	RSI	LWTI	neg-neg	25	10.2	-0.7	60.0	0.2	0.3	-0.0	44.8	-63.5
pair	RSI	MACD	neg-pos	23	9.4	-1.4	47.8	0.0	0.0	-0.1	18.8	-22.5
pair	MACD	RSI	neg-pos	23	9.4	-1.4	47.8	0.0	0.0	-0.1	18.8	-22.5
pair	MACDhist	SLmean	neg-neg	63	25.7	-2.3	57.1	0.1	0.1	-0.0	30.2	-67.7
pair	SLmean	MACDhist	neg-neg	63	25.7	-2.3	57.1	0.1	0.1	-0.0	30.2	-67.7
pair	MRmean	RSI	neg-neg	44	18.0	-2.5	54.5	0.1	0.1	-0.0	35.0	-67.1
pair	RSI	MRmean	neg-neg	44	18.0	-2.5	54.5	0.1	0.1	-0.0	35.0	-67.1
pair	RSIhist	SLmean	neg-pos	4	1.6	-2.5	75.0	-0.1	0.0	-0.3	16.7	-7.2
pair	SLmean	RSIhist	neg-pos	4	1.6	-2.5	75.0	-0.1	0.0	-0.3	16.7	-7.2
pair	RSmean	LWTI	pos-neg	32	13.1	-2.8	59.4	0.1	0.2	-0.0	40.2	-63.5
pair	SLmean	MRmean	neg-neg	60	24.5	-2.8	60.0	0.1	0.1	-0.0	31.3	-67.7
pair	MRmean	SLmean	neg-neg	60	24.5	-2.8	60.0	0.1	0.1	-0.0	31.3	-67.7
pair	LWTI	RSmean	pos-neg	32	13.1	-2.8	59.4	0.1	0.2	-0.0	40.2	-63.5
single	LWTI	LWTI	neg-neg	32	13.1	-2.8	59.4	0.1	0.2	-0.0	40.2	-63.5
pair	LWTI	MACD	neg-neg	26	10.6	-4.4	57.7	0.1	0.2	-0.1	44.3	-63.5
pair	MACD	LWTI	neg-neg	26	10.6	-4.4	57.7	0.1	0.2	-0.1	44.3	-63.5
pair	RSI	RSIhist	neg-neg	41	16.7	-7.3	53.7	-0.0	-0.0	-0.1	34.8	-67.1
pair	RSIhist	RSI	neg-neg	41	16.7	-7.3	53.7	-0.0	-0.0	-0.1	34.8	-67.1
pair	LWTI	MRmean	neg-neg	22	9.0	-8.0	59.1	0.1	0.1	-0.1	46.3	-63.5
pair	MRmean	LWTI	neg-neg	22	9.0	-8.0	59.1	0.1	0.1	-0.1	46.3	-63.5
pair	MACD	RSIhist	neg-neg	35	14.3	-8.5	51.4	-0.1	-0.1	-0.1	35.5	-65.1
pair	RSIhist	MACD	neg-neg	35	14.3	-8.5	51.4	-0.1	-0.1	-0.1	35.5	-65.1
pair	LWTI	RSI	pos-neg	7	2.9	-9.9	57.1	-0.5	-1.5	-1.6	17.6	-6.2
pair	RSI	LWTI	pos-neg	7	2.9	-9.9	57.1	-0.5	-1.5	-1.6	17.6	-6.2
pair	SLmean	MACD	neg-neg	36	14.7	-12.4	52.8	-0.2	-0.2	-0.2	34.2	-63.9
pair	MACD	SLmean	neg-neg	36	14.7	-12.4	52.8	-0.2	-0.2	-0.2	34.2	-63.9
pair	RSI	SLmean	neg-neg	38	15.5	-12.8	52.6	-0.2	-0.2	-0.2	35.1	-67.1
pair	SLmean	RSI	neg-neg	38	15.5	-12.8	52.6	-0.2	-0.2	-0.2	35.1	-67.1
pair	LWTI	RSIhist	neg-neg	19	7.8	-20.9	57.9	-0.2	-0.3	-0.3	47.1	-63.5
pair	RSIhist	LWTI	neg-neg	19	7.8	-20.9	57.9	-0.2	-0.3	-0.3	47.1	-63.5
pair	LWTI	MACDhist	pos-neg	5	2.0	-29.1	40.0	-2.1	-5.4	-1.8	15.8	-16.1
pair	MACDhist	LWTI	pos-neg	5	2.0	-29.1	40.0	-2.1	-5.4	-1.8	15.8	-16.1
pair	LWTI	SLmean	neg-neg	16	6.5	-35.3	50.0	-0.6	-0.8	-0.6	49.0	-63.5
pair	SLmean	LWTI	neg-neg	16	6.5	-35.3	50.0	-0.6	-0.8	-0.6	49.0	-63.5

All Contingency Tables for KIE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 62% Sharpe 0.51 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -24.4% Months 158M (64%)	CAGR 24.9% \| Win 65% Sharpe 1.45 \| Sortino 2.53 \| Calmar 2.6 Vol 16% \| MDD -9.5% Months 20M (8%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 107.5% \| Win 71% Sharpe 2.94 \| Sortino 7.81 \| Calmar 25.0 Vol 27% \| MDD -4.3% Months 7M (3%)	CAGR -2.8% \| Win 60% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.0 Vol 31% \| MDD -67.7% Months 60M (24%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
SLmean only	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.57 \| Sortino 0.98 \| Calmar 0.3 Vol 16% \| MDD -23.4% Months 169M (69%)	CAGR 23.6% \| Win 78% Sharpe 1.64 \| Sortino 3.06 \| Calmar 4.8 Vol 14% \| MDD -4.9% Months 9M (4%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 3.7% \| Win 63% Sharpe 0.29 \| Sortino 0.34 \| Calmar 0.1 Vol 36% \| MDD -67.7% Months 51M (21%)	CAGR 10.2% \| Win 56% Sharpe 0.95 \| Sortino 1.72 \| Calmar 2.1 Vol 11% \| MDD -4.9% Months 16M (6%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
RSmean only	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 64% Sharpe 0.67 \| Sortino 1.14 \| Calmar 0.4 Vol 14% \| MDD -20.2% Months 154M (63%)	CAGR 7.3% \| Win 54% Sharpe 0.43 \| Sortino 0.81 \| Calmar 0.4 Vol 21% \| MDD -17.5% Months 24M (10%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 14.1% \| Win 68% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.6 Vol 26% \| MDD -22.3% Months 28M (11%)	CAGR -0.7% \| Win 56% Sharpe 0.17 \| Sortino 0.18 \| Calmar -0.0 Vol 35% \| MDD -63.9% Months 39M (16%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
MACD only	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.53 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -25.2% Months 171M (70%)	CAGR 62.1% \| Win 86% Sharpe 2.34 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 7M (3%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 21.7% \| Win 74% Sharpe 0.97 \| Sortino 0.88 \| Calmar 1.0 Vol 23% \| MDD -21.9% Months 23M (9%)	CAGR -2.5% \| Win 55% Sharpe 0.11 \| Sortino 0.13 \| Calmar -0.0 Vol 35% \| MDD -67.1% Months 44M (18%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
RSI only	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 66% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -20.0% Months 116M (47%)	CAGR 6.0% \| Win 56% Sharpe 0.47 \| Sortino 0.81 \| Calmar 0.3 Vol 15% \| MDD -17.5% Months 62M (25%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 14.9% \| Win 75% Sharpe 0.62 \| Sortino 0.00 \| Calmar 1.5 Vol 27% \| MDD -9.7% Months 4M (2%)	CAGR 4.6% \| Win 60% Sharpe 0.31 \| Sortino 0.35 \| Calmar 0.1 Vol 32% \| MDD -67.7% Months 63M (26%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 60% Sharpe 0.35 \| Sortino 0.63 \| Calmar 0.2 Vol 16% \| MDD -25.7% Months 118M (48%)	CAGR 17.5% \| Win 67% Sharpe 1.26 \| Sortino 2.09 \| Calmar 1.5 Vol 14% \| MDD -11.4% Months 60M (24%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 77.1% \| Win 83% Sharpe 2.37 \| Sortino 0.00 \| Calmar 17.9 Vol 26% \| MDD -4.3% Months 6M (2%)	CAGR -0.0% \| Win 59% Sharpe 0.17 \| Sortino 0.18 \| Calmar -0.0 Vol 32% \| MDD -67.7% Months 61M (25%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 62% Sharpe 0.63 \| Sortino 1.05 \| Calmar 0.4 Vol 15% \| MDD -20.2% Months 168M (69%)	CAGR 9.8% \| Win 60% Sharpe 0.49 \| Sortino 1.98 \| Calmar 1.3 Vol 24% \| MDD -7.6% Months 10M (4%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 12.4% \| Win 62% Sharpe 0.66 \| Sortino 0.78 \| Calmar 0.5 Vol 21% \| MDD -23.3% Months 45M (18%)	CAGR -8.0% \| Win 59% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.1 Vol 46% \| MDD -63.5% Months 22M (9%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.6% \| Win 62% Sharpe 0.64 \| Sortino 1.16 \| Calmar 0.4 Vol 17% \| MDD -26.6% Months 157M (64%)	CAGR 15.9% \| Win 75% Sharpe 1.19 \| Sortino 2.15 \| Calmar 3.2 Vol 13% \| MDD -4.9% Months 8M (3%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR 0.8% \| Win 62% Sharpe 0.19 \| Sortino 0.21 \| Calmar 0.0 Vol 31% \| MDD -67.7% Months 63M (26%)	CAGR 14.4% \| Win 59% Sharpe 1.23 \| Sortino 2.36 \| Calmar 2.9 Vol 12% \| MDD -4.9% Months 17M (7%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
RSmean only	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.0% \| Win 63% Sharpe 0.55 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -24.4% Months 138M (56%)	CAGR 25.9% \| Win 59% Sharpe 1.07 \| Sortino 2.39 \| Calmar 1.8 Vol 24% \| MDD -14.0% Months 27M (11%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR 18.7% \| Win 68% Sharpe 0.89 \| Sortino 1.09 \| Calmar 0.6 Vol 22% \| MDD -29.7% Months 44M (18%)	CAGR -12.4% \| Win 53% Sharpe -0.20 \| Sortino -0.22 \| Calmar -0.2 Vol 34% \| MDD -63.9% Months 36M (15%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
MACD only	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 61% Sharpe 0.43 \| Sortino 0.71 \| Calmar 0.2 Vol 15% \| MDD -24.4% Months 152M (62%)	CAGR 77.8% \| Win 77% Sharpe 2.52 \| Sortino 7.80 \| Calmar 18.1 Vol 24% \| MDD -4.3% Months 13M (5%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR 20.9% \| Win 69% Sharpe 1.06 \| Sortino 1.15 \| Calmar 1.0 Vol 20% \| MDD -20.9% Months 42M (17%)	CAGR -12.8% \| Win 53% Sharpe -0.20 \| Sortino -0.24 \| Calmar -0.2 Vol 35% \| MDD -67.1% Months 38M (16%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
RSI only	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 64% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.3 Vol 16% \| MDD -24.2% Months 103M (42%)	CAGR 13.7% \| Win 60% Sharpe 0.82 \| Sortino 1.68 \| Calmar 0.9 Vol 18% \| MDD -14.8% Months 62M (25%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR 28.4% \| Win 76% Sharpe 1.40 \| Sortino 3.08 \| Calmar 1.6 Vol 19% \| MDD -18.2% Months 17M (7%)	CAGR -2.3% \| Win 57% Sharpe 0.08 \| Sortino 0.09 \| Calmar -0.0 Vol 30% \| MDD -67.7% Months 63M (26%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 61% Sharpe 0.51 \| Sortino 0.97 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 120M (49%)	CAGR 16.3% \| Win 67% Sharpe 1.15 \| Sortino 1.90 \| Calmar 1.5 Vol 14% \| MDD -10.9% Months 45M (18%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR -2.5% \| Win 75% Sharpe -0.09 \| Sortino 0.00 \| Calmar -0.3 Vol 17% \| MDD -7.2% Months 4M (2%)	CAGR 3.8% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 29% \| MDD -67.7% Months 76M (31%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.6% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.3 Vol 15% \| MDD -24.4% Months 149M (61%)	CAGR 46.1% \| Win 69% Sharpe 1.56 \| Sortino 7.68 \| Calmar 6.0 Vol 27% \| MDD -7.6% Months 16M (6%)	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)
SLmean neg	CAGR 16.4% \| Win 64% Sharpe 0.87 \| Sortino 1.10 \| Calmar 0.5 Vol 20% \| MDD -29.9% Months 64M (26%)	CAGR -35.3% \| Win 50% Sharpe -0.62 \| Sortino -0.84 \| Calmar -0.6 Vol 49% \| MDD -63.5% Months 16M (6%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.7% \| Win 63% Sharpe 0.58 \| Sortino 0.83 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 169M (69%)	CAGR 1.6% \| Win 57% Sharpe 0.22 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -67.0% Months 51M (21%)	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)
RSmean neg	CAGR 24.6% \| Win 77% Sharpe 1.66 \| Sortino 3.93 \| Calmar 5.0 Vol 14% \| MDD -4.9% Months 13M (5%)	CAGR 5.1% \| Win 50% Sharpe 0.62 \| Sortino 1.19 \| Calmar 1.2 Vol 9% \| MDD -4.2% Months 12M (5%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)
MACD only	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 62% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.2 Vol 16% \| MDD -32.1% Months 178M (73%)	CAGR 4.1% \| Win 62% Sharpe 0.30 \| Sortino 0.37 \| Calmar 0.1 Vol 37% \| MDD -67.1% Months 42M (17%)	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)
RSmean neg	CAGR 19.6% \| Win 75% Sharpe 1.42 \| Sortino 3.82 \| Calmar 4.0 Vol 13% \| MDD -4.9% Months 16M (6%)	CAGR 6.9% \| Win 44% Sharpe 0.82 \| Sortino 1.87 \| Calmar 2.0 Vol 9% \| MDD -3.5% Months 9M (4%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)
RSI only	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.6% \| Win 65% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 118M (48%)	CAGR 4.1% \| Win 58% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.1 Vol 27% \| MDD -70.5% Months 102M (42%)	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)
RSmean neg	CAGR 70.7% \| Win 100% Sharpe 6.61 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 2M (1%)	CAGR 10.9% \| Win 61% Sharpe 0.96 \| Sortino 1.80 \| Calmar 2.2 Vol 12% \| MDD -4.9% Months 23M (9%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.5% \| Win 60% Sharpe 0.45 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 120M (49%)	CAGR 7.6% \| Win 64% Sharpe 0.42 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -68.8% Months 100M (41%)	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)
RSmean neg	CAGR 33.5% \| Win 100% Sharpe 8.06 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 11.6% \| Win 57% Sharpe 0.93 \| Sortino 1.91 \| Calmar 2.3 Vol 13% \| MDD -4.9% Months 21M (9%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 62% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 188M (77%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)
RSmean neg	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)	-	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 10.1% \| Win 65% Sharpe 0.69 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -32.1% Months 171M (70%)	CAGR 5.0% \| Win 55% Sharpe 0.30 \| Sortino 0.60 \| Calmar 0.2 Vol 26% \| MDD -22.3% Months 11M (4%)	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)
MACD neg	CAGR -1.4% \| Win 48% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 19% \| MDD -22.5% Months 23M (9%)	CAGR 4.5% \| Win 60% Sharpe 0.31 \| Sortino 0.34 \| Calmar 0.1 Vol 36% \| MDD -63.5% Months 40M (16%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)
RSI only	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 10.1% \| Win 65% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.4 Vol 15% \| MDD -26.1% Months 107M (44%)	CAGR 9.2% \| Win 63% Sharpe 0.58 \| Sortino 0.74 \| Calmar 0.4 Vol 18% \| MDD -20.9% Months 75M (31%)	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)
MACD neg	CAGR 13.1% \| Win 69% Sharpe 0.64 \| Sortino 3.77 \| Calmar 0.9 Vol 23% \| MDD -14.5% Months 13M (5%)	CAGR -0.3% \| Win 52% Sharpe 0.16 \| Sortino 0.18 \| Calmar -0.0 Vol 32% \| MDD -67.0% Months 50M (20%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.4% \| Win 62% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.2 Vol 15% \| MDD -28.5% Months 96M (39%)	CAGR 16.0% \| Win 67% Sharpe 0.92 \| Sortino 1.11 \| Calmar 0.5 Vol 18% \| MDD -29.7% Months 86M (35%)	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)
MACD neg	CAGR 17.5% \| Win 61% Sharpe 0.82 \| Sortino 1.65 \| Calmar 0.8 Vol 23% \| MDD -22.6% Months 28M (11%)	CAGR -8.5% \| Win 51% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.1 Vol 36% \| MDD -65.1% Months 35M (14%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.9% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 176M (72%)	CAGR 4.5% \| Win 67% Sharpe 0.35 \| Sortino 1.25 \| Calmar 0.5 Vol 16% \| MDD -9.8% Months 6M (2%)	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)
MACD neg	CAGR 7.2% \| Win 54% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.5 Vol 15% \| MDD -14.5% Months 37M (15%)	CAGR -4.4% \| Win 58% Sharpe 0.13 \| Sortino 0.17 \| Calmar -0.1 Vol 44% \| MDD -63.5% Months 26M (11%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.1% \| Win 65% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -19.1% Months 114M (46%)	CAGR 6.5% \| Win 60% Sharpe 0.47 \| Sortino 0.57 \| Calmar 0.3 Vol 16% \| MDD -21.1% Months 80M (33%)	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)
RSI neg	CAGR 16.1% \| Win 83% Sharpe 0.81 \| Sortino 0.00 \| Calmar 1.7 Vol 21% \| MDD -9.7% Months 6M (2%)	CAGR 3.1% \| Win 56% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.0 Vol 35% \| MDD -67.1% Months 45M (18%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.9% \| Win 60% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 16% \| MDD -25.7% Months 114M (46%)	CAGR 17.3% \| Win 68% Sharpe 1.05 \| Sortino 1.23 \| Calmar 0.8 Vol 17% \| MDD -20.9% Months 80M (33%)	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)
RSI neg	CAGR 71.6% \| Win 80% Sharpe 2.28 \| Sortino 77.79 \| Calmar 16.6 Vol 25% \| MDD -4.3% Months 10M (4%)	CAGR -7.3% \| Win 54% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 35% \| MDD -67.1% Months 41M (17%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.4% \| Win 63% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 187M (76%)	CAGR -9.9% \| Win 57% Sharpe -0.51 \| Sortino -1.48 \| Calmar -1.6 Vol 18% \| MDD -6.2% Months 7M (3%)	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)
RSI neg	CAGR 9.9% \| Win 58% Sharpe 0.60 \| Sortino 0.91 \| Calmar 0.5 Vol 18% \| MDD -18.1% Months 26M (11%)	CAGR -0.7% \| Win 60% Sharpe 0.22 \| Sortino 0.28 \| Calmar -0.0 Vol 45% \| MDD -63.5% Months 25M (10%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.4% \| Win 61% Sharpe 0.28 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -26.4% Months 85M (35%)	CAGR 29.5% \| Win 77% Sharpe 1.83 \| Sortino 2.48 \| Calmar 1.6 Vol 15% \| MDD -18.2% Months 35M (14%)	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)
MACDhist neg	CAGR 16.2% \| Win 62% Sharpe 0.91 \| Sortino 1.94 \| Calmar 1.0 Vol 18% \| MDD -16.7% Months 39M (16%)	CAGR 0.7% \| Win 57% Sharpe 0.17 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -68.8% Months 86M (35%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)
RSIhist only	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 12.6% \| Win 67% Sharpe 0.82 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -21.9% Months 115M (47%)	CAGR -29.1% \| Win 40% Sharpe -2.08 \| Sortino -5.38 \| Calmar -1.8 Vol 16% \| MDD -16.1% Months 5M (2%)	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)
MACDhist neg	CAGR 5.9% \| Win 57% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.2 Vol 17% \| MDD -28.9% Months 98M (40%)	CAGR 3.1% \| Win 63% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.0 Vol 43% \| MDD -63.5% Months 27M (11%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.7% \| Win 61% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.2 Vol 16% \| MDD -25.4% Months 111M (45%)	CAGR 31.6% \| Win 62% Sharpe 1.13 \| Sortino 5.72 \| Calmar 3.1 Vol 28% \| MDD -10.2% Months 13M (5%)	CAGR 7.3% \| Win 61% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -28.9% Months 124M (51%)
RSIhist neg	CAGR 14.8% \| Win 64% Sharpe 0.89 \| Sortino 1.14 \| Calmar 0.6 Vol 17% \| MDD -27.0% Months 102M (42%)	CAGR -20.9% \| Win 58% Sharpe -0.25 \| Sortino -0.33 \| Calmar -0.3 Vol 47% \| MDD -63.5% Months 19M (8%)	CAGR 8.3% \| Win 63% Sharpe 0.46 \| Sortino 0.49 \| Calmar 0.1 Vol 24% \| MDD -68.8% Months 121M (49%)
LWTI only	CAGR 9.5% \| Win 62% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 213M (87%)	CAGR -2.8% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 40% \| MDD -63.5% Months 32M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 62% Sharpe 0.51 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -24.4% Months 158M (64%)	CAGR 24.9% \| Win 65% Sharpe 1.45 \| Sortino 2.53 \| Calmar 2.6 Vol 16% \| MDD -9.5% Months 20M (8%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 107.5% \| Win 71% Sharpe 2.94 \| Sortino 7.81 \| Calmar 25.0 Vol 27% \| MDD -4.3% Months 7M (3%)	CAGR -2.8% \| Win 60% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.0 Vol 31% \| MDD -67.7% Months 60M (24%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
SLmean only	CAGR 9.9% \| Win 62% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -24.4% Months 165M (67%)	CAGR 3.5% \| Win 61% Sharpe 0.27 \| Sortino 0.30 \| Calmar 0.1 Vol 28% \| MDD -67.7% Months 80M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.57 \| Sortino 0.98 \| Calmar 0.3 Vol 16% \| MDD -23.4% Months 169M (69%)	CAGR 23.6% \| Win 78% Sharpe 1.64 \| Sortino 3.06 \| Calmar 4.8 Vol 14% \| MDD -4.9% Months 9M (4%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 3.7% \| Win 63% Sharpe 0.29 \| Sortino 0.34 \| Calmar 0.1 Vol 36% \| MDD -67.7% Months 51M (21%)	CAGR 10.2% \| Win 56% Sharpe 0.95 \| Sortino 1.72 \| Calmar 2.1 Vol 11% \| MDD -4.9% Months 16M (6%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
RSmean only	CAGR 7.0% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -70.5% Months 220M (90%)	CAGR 14.8% \| Win 64% Sharpe 1.24 \| Sortino 2.37 \| Calmar 3.0 Vol 12% \| MDD -4.9% Months 25M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 64% Sharpe 0.67 \| Sortino 1.14 \| Calmar 0.4 Vol 14% \| MDD -20.2% Months 154M (63%)	CAGR 7.3% \| Win 54% Sharpe 0.43 \| Sortino 0.81 \| Calmar 0.4 Vol 21% \| MDD -17.5% Months 24M (10%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 14.1% \| Win 68% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.6 Vol 26% \| MDD -22.3% Months 28M (11%)	CAGR -0.7% \| Win 56% Sharpe 0.17 \| Sortino 0.18 \| Calmar -0.0 Vol 35% \| MDD -63.9% Months 39M (16%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
MACD only	CAGR 9.7% \| Win 64% Sharpe 0.65 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -29.2% Months 182M (74%)	CAGR 2.3% \| Win 56% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -67.0% Months 63M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 61% Sharpe 0.53 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -25.2% Months 171M (70%)	CAGR 62.1% \| Win 86% Sharpe 2.34 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 7M (3%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 21.7% \| Win 74% Sharpe 0.97 \| Sortino 0.88 \| Calmar 1.0 Vol 23% \| MDD -21.9% Months 23M (9%)	CAGR -2.5% \| Win 55% Sharpe 0.11 \| Sortino 0.13 \| Calmar -0.0 Vol 35% \| MDD -67.1% Months 44M (18%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
RSI only	CAGR 8.6% \| Win 63% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 194M (79%)	CAGR 4.6% \| Win 59% Sharpe 0.31 \| Sortino 0.36 \| Calmar 0.1 Vol 34% \| MDD -67.1% Months 51M (21%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 66% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.5 Vol 16% \| MDD -20.0% Months 116M (47%)	CAGR 6.0% \| Win 56% Sharpe 0.47 \| Sortino 0.81 \| Calmar 0.3 Vol 15% \| MDD -17.5% Months 62M (25%)	CAGR 8.8% \| Win 62% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -20.2% Months 178M (73%)
MRmean neg	CAGR 14.9% \| Win 75% Sharpe 0.62 \| Sortino 0.00 \| Calmar 1.5 Vol 27% \| MDD -9.7% Months 4M (2%)	CAGR 4.6% \| Win 60% Sharpe 0.31 \| Sortino 0.35 \| Calmar 0.1 Vol 32% \| MDD -67.7% Months 63M (26%)	CAGR 5.2% \| Win 61% Sharpe 0.33 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -67.7% Months 67M (27%)
MACDhist only	CAGR 10.4% \| Win 66% Sharpe 0.69 \| Sortino 1.20 \| Calmar 0.4 Vol 16% \| MDD -26.1% Months 120M (49%)	CAGR 5.3% \| Win 58% Sharpe 0.34 \| Sortino 0.39 \| Calmar 0.1 Vol 25% \| MDD -70.5% Months 125M (51%)