KRE - State Street SPDR S&P Regional Banking ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

54.3%

Best CAGR

Total Months

2.7%

Avg CAGR

KRE 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 KRE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	RSI	pos-neg	21	8.9	54.3	71.4	1.8	4.1	6.0	25.8	-9.0
pair	RSI	SLmean	pos-neg	21	8.9	54.3	71.4	1.8	4.1	6.0	25.8	-9.0
pair	RSI	MRmean	pos-neg	17	7.2	54.1	70.6	1.5	3.5	3.2	31.8	-16.8
pair	MRmean	RSI	pos-neg	17	7.2	54.1	70.6	1.5	3.5	3.2	31.8	-16.8
pair	MACDhist	LWTI	pos-neg	6	2.5	45.6	83.3	2.6	0.0	0.0	15.3	0.0
pair	LWTI	MACDhist	pos-neg	6	2.5	45.6	83.3	2.6	0.0	0.0	15.3	0.0
pair	MACDhist	RSmean	neg-pos	2	0.8	45.2	100.0	4.3	0.0	0.0	8.9	0.0
pair	RSmean	MACDhist	neg-pos	2	0.8	45.2	100.0	4.3	0.0	0.0	8.9	0.0
pair	RSI	MACD	pos-neg	15	6.4	39.3	80.0	1.1	0.8	1.3	36.1	-30.6
pair	MACD	RSI	pos-neg	15	6.4	39.3	80.0	1.1	0.8	1.3	36.1	-30.6
pair	RSmean	MRmean	pos-neg	9	3.8	37.2	100.0	4.5	0.0	0.0	7.2	0.0
pair	MRmean	RSmean	pos-neg	9	3.8	37.2	100.0	4.5	0.0	0.0	7.2	0.0
pair	MACD	SLmean	pos-neg	35	14.8	36.7	65.7	1.4	3.1	3.0	25.4	-12.3
pair	SLmean	MACD	pos-neg	35	14.8	36.7	65.7	1.4	3.1	3.0	25.4	-12.3
pair	MRmean	MACD	pos-neg	33	14.0	34.7	63.6	1.2	2.7	1.4	28.0	-24.9
pair	MACD	MRmean	pos-neg	33	14.0	34.7	63.6	1.2	2.7	1.4	28.0	-24.9
pair	RSI	LWTI	neg-pos	36	15.3	28.7	69.4	0.9	1.1	0.9	34.6	-30.6
pair	LWTI	RSI	neg-pos	36	15.3	28.7	69.4	0.9	1.1	0.9	34.6	-30.6
pair	MRmean	LWTI	pos-neg	15	6.4	25.8	60.0	0.9	2.4	2.3	29.0	-11.2
pair	LWTI	MRmean	pos-neg	15	6.4	25.8	60.0	0.9	2.4	2.3	29.0	-11.2
pair	MACDhist	RSI	neg-pos	19	8.1	21.1	63.2	0.8	1.4	1.0	30.3	-21.6
pair	RSI	MACDhist	neg-pos	19	8.1	21.1	63.2	0.8	1.4	1.0	30.3	-21.6
pair	SLmean	MRmean	pos-neg	21	8.9	19.8	66.7	0.9	1.5	1.6	22.5	-12.2
pair	MRmean	SLmean	pos-neg	21	8.9	19.8	66.7	0.9	1.5	1.6	22.5	-12.2
pair	RSmean	RSI	pos-neg	77	32.6	19.1	59.7	0.7	1.1	0.3	33.0	-56.2
pair	RSI	RSmean	pos-neg	77	32.6	19.1	59.7	0.7	1.1	0.3	33.0	-56.2
pair	MACD	MACDhist	neg-pos	33	14.0	18.5	60.6	0.8	1.3	0.7	27.1	-27.2
pair	MACDhist	MACD	neg-pos	33	14.0	18.5	60.6	0.8	1.3	0.7	27.1	-27.2
pair	LWTI	MACD	neg-pos	47	19.9	17.4	57.4	0.7	1.3	0.6	26.5	-27.2
pair	MACD	LWTI	neg-pos	47	19.9	17.4	57.4	0.7	1.3	0.6	26.5	-27.2
pair	MRmean	RSIhist	pos-neg	34	14.4	15.4	70.6	1.0	1.4	1.1	14.9	-13.7
pair	RSIhist	MRmean	pos-neg	34	14.4	15.4	70.6	1.0	1.4	1.1	14.9	-13.7
pair	MRmean	MACDhist	pos-pos	110	46.6	15.0	57.3	0.8	1.6	0.6	20.5	-24.9
pair	MACDhist	MRmean	pos-pos	110	46.6	15.0	57.3	0.8	1.6	0.6	20.5	-24.9
pair	SLmean	MACDhist	pos-pos	95	40.3	14.7	56.8	0.8	1.7	0.6	19.7	-25.4
pair	MACDhist	SLmean	pos-pos	95	40.3	14.7	56.8	0.8	1.7	0.6	19.7	-25.4
single	MRmean	MRmean	pos-pos	145	61.4	14.5	59.3	0.8	1.5	0.6	20.6	-24.9
pair	RSIhist	SLmean	pos-pos	111	47.0	14.4	56.8	0.7	1.6	0.5	21.5	-28.4
pair	SLmean	RSIhist	pos-pos	111	47.0	14.4	56.8	0.7	1.6	0.5	21.5	-28.4
pair	MRmean	RSIhist	pos-pos	111	47.0	14.2	55.9	0.7	1.5	0.5	22.1	-28.4
pair	RSIhist	MRmean	pos-pos	111	47.0	14.2	55.9	0.7	1.5	0.5	22.1	-28.4
pair	RSIhist	MACD	neg-pos	46	19.5	14.0	60.9	0.6	0.8	0.3	30.7	-43.9
pair	MACD	RSIhist	neg-pos	46	19.5	14.0	60.9	0.6	0.8	0.3	30.7	-43.9
pair	RSIhist	RSI	neg-neg	54	22.9	13.7	59.3	0.6	0.8	0.3	34.2	-41.1
pair	RSI	RSIhist	neg-neg	54	22.9	13.7	59.3	0.6	0.8	0.3	34.2	-41.1
pair	SLmean	MRmean	pos-pos	124	52.5	13.6	58.1	0.7	1.5	0.6	20.4	-24.1
pair	MRmean	SLmean	pos-pos	124	52.5	13.6	58.1	0.7	1.5	0.6	20.4	-24.1
pair	MRmean	LWTI	pos-pos	130	55.1	13.3	59.2	0.7	1.4	0.5	19.5	-24.9
pair	RSIhist	MACDhist	pos-pos	98	41.5	13.3	55.1	0.7	1.4	0.5	21.0	-27.5
pair	LWTI	MRmean	pos-pos	130	55.1	13.3	59.2	0.7	1.4	0.5	19.5	-24.9
pair	MACDhist	RSIhist	pos-pos	98	41.5	13.3	55.1	0.7	1.4	0.5	21.0	-27.5
single	RSI	RSI	neg-neg	84	35.6	13.3	60.7	0.5	0.8	0.2	34.0	-58.4
pair	LWTI	SLmean	pos-pos	112	47.5	13.1	58.0	0.8	1.5	0.6	18.9	-24.1
pair	SLmean	LWTI	pos-pos	112	47.5	13.1	58.0	0.8	1.5	0.6	18.9	-24.1
pair	MACDhist	MRmean	pos-neg	35	14.8	13.1	65.7	0.7	1.3	0.9	21.4	-14.9
pair	MRmean	MACDhist	pos-neg	35	14.8	13.1	65.7	0.7	1.3	0.9	21.4	-14.9
pair	MRmean	RSmean	pos-pos	136	57.6	13.1	56.6	0.7	1.4	0.5	21.2	-24.9
pair	RSmean	MRmean	pos-pos	136	57.6	13.1	56.6	0.7	1.4	0.5	21.2	-24.9
pair	RSmean	SLmean	pos-neg	8	3.4	12.7	87.5	0.8	0.0	1.4	15.8	-9.1
pair	SLmean	RSmean	pos-neg	8	3.4	12.7	87.5	0.8	0.0	1.4	15.8	-9.1
pair	RSIhist	RSI	neg-pos	30	12.7	12.7	63.3	0.5	0.7	0.3	34.3	-43.9
pair	RSI	RSIhist	neg-pos	30	12.7	12.7	63.3	0.5	0.7	0.3	34.3	-43.9
single	MACDhist	MACDhist	pos-pos	120	50.8	12.2	56.7	0.7	1.2	0.4	21.1	-29.1
single	SLmean	SLmean	pos-pos	136	57.6	12.1	57.4	0.7	1.3	0.5	20.6	-25.7
pair	RSmean	SLmean	pos-pos	128	54.2	12.1	55.5	0.7	1.4	0.4	20.9	-30.6
pair	SLmean	RSmean	pos-pos	128	54.2	12.1	55.5	0.7	1.4	0.4	20.9	-30.6
pair	RSmean	MACDhist	pos-pos	118	50.0	11.7	55.9	0.6	1.2	0.4	21.2	-29.1
pair	MACDhist	RSmean	pos-pos	118	50.0	11.7	55.9	0.6	1.2	0.4	21.2	-29.1
pair	LWTI	RSmean	pos-pos	151	64.0	11.1	57.0	0.6	1.0	0.4	23.1	-29.1
pair	RSmean	LWTI	pos-pos	151	64.0	11.1	57.0	0.6	1.0	0.4	23.1	-29.1
pair	RSIhist	LWTI	pos-pos	103	43.6	11.1	55.3	0.6	1.2	0.4	21.0	-27.5
pair	LWTI	RSIhist	pos-pos	103	43.6	11.1	55.3	0.6	1.2	0.4	21.0	-27.5
pair	MACDhist	RSI	neg-neg	65	27.5	11.1	60.0	0.5	0.7	0.2	35.2	-58.4
pair	RSI	MACDhist	neg-neg	65	27.5	11.1	60.0	0.5	0.7	0.2	35.2	-58.4
pair	MACDhist	LWTI	pos-pos	114	48.3	10.7	55.3	0.6	1.1	0.4	21.3	-29.1
pair	LWTI	MACDhist	pos-pos	114	48.3	10.7	55.3	0.6	1.1	0.4	21.3	-29.1
pair	RSI	MACDhist	pos-pos	101	42.8	10.6	55.4	0.6	1.2	0.4	19.0	-25.9
pair	MACDhist	RSI	pos-pos	101	42.8	10.6	55.4	0.6	1.2	0.4	19.0	-25.9
pair	MACD	RSmean	pos-neg	81	34.3	10.2	55.6	0.5	0.8	0.2	32.6	-56.2
pair	RSmean	MACD	pos-neg	81	34.3	10.2	55.6	0.5	0.8	0.2	32.6	-56.2
pair	MRmean	RSI	pos-pos	128	54.2	10.1	57.8	0.6	1.2	0.3	18.4	-28.9
pair	RSI	MRmean	pos-pos	128	54.2	10.1	57.8	0.6	1.2	0.3	18.4	-28.9
pair	MACDhist	MACD	pos-pos	87	36.9	9.9	55.2	0.6	1.2	0.5	18.5	-20.1
pair	MACD	MACDhist	pos-pos	87	36.9	9.9	55.2	0.6	1.2	0.5	18.5	-20.1
pair	RSI	MACD	neg-pos	25	10.6	9.7	52.0	0.6	1.1	0.8	19.0	-12.5
pair	MACD	RSI	neg-pos	25	10.6	9.7	52.0	0.6	1.1	0.8	19.0	-12.5
pair	MACD	MRmean	pos-pos	112	47.5	9.2	58.0	0.6	1.1	0.5	17.7	-19.2
pair	MRmean	MACD	pos-pos	112	47.5	9.2	58.0	0.6	1.1	0.5	17.7	-19.2
single	MACD	MACD	neg-neg	94	39.8	8.7	55.3	0.4	0.7	0.1	30.3	-60.3
single	LWTI	LWTI	pos-pos	175	74.2	8.7	58.3	0.5	0.7	0.2	23.4	-43.4
pair	RSmean	RSIhist	pos-pos	122	51.7	8.5	54.9	0.5	0.7	0.2	24.0	-43.9
pair	RSIhist	RSmean	pos-pos	122	51.7	8.5	54.9	0.5	0.7	0.2	24.0	-43.9
single	RSIhist	RSIhist	pos-pos	126	53.4	8.4	55.6	0.5	0.7	0.2	23.9	-43.9
pair	MACD	RSI	neg-neg	69	29.2	8.3	56.5	0.4	0.7	0.1	33.6	-58.4
pair	RSI	MACD	neg-neg	69	29.2	8.3	56.5	0.4	0.7	0.1	33.6	-58.4
pair	LWTI	SLmean	pos-neg	24	10.2	7.8	54.2	0.4	1.0	0.3	27.7	-24.1
pair	SLmean	LWTI	pos-neg	24	10.2	7.8	54.2	0.4	1.0	0.3	27.7	-24.1
single	RSmean	RSmean	pos-pos	208	88.1	7.6	55.3	0.4	0.7	0.1	25.9	-56.2
pair	RSIhist	RSmean	neg-pos	4	1.7	7.4	75.0	0.4	0.0	0.8	24.0	-9.1
pair	RSmean	RSIhist	neg-pos	4	1.7	7.4	75.0	0.4	0.0	0.8	24.0	-9.1
pair	MACDhist	RSIhist	pos-neg	22	9.3	7.3	63.6	0.4	0.6	0.3	21.8	-23.7
pair	RSIhist	MACDhist	pos-neg	22	9.3	7.3	63.6	0.4	0.6	0.3	21.8	-23.7
pair	RSI	RSIhist	pos-pos	96	40.7	7.1	53.1	0.5	0.9	0.2	19.7	-28.4
pair	RSIhist	RSI	pos-pos	96	40.7	7.1	53.1	0.5	0.9	0.2	19.7	-28.4
pair	SLmean	MACDhist	pos-neg	41	17.4	6.5	58.5	0.4	0.7	0.3	22.8	-23.1
pair	MACDhist	SLmean	pos-neg	41	17.4	6.5	58.5	0.4	0.7	0.3	22.8	-23.1
pair	RSIhist	RSmean	pos-neg	86	36.4	6.4	55.8	0.4	0.7	0.2	28.5	-37.9
pair	RSmean	RSIhist	pos-neg	86	36.4	6.4	55.8	0.4	0.7	0.2	28.5	-37.9
pair	MACD	RSmean	pos-pos	127	53.8	5.9	55.1	0.4	0.6	0.2	20.6	-28.8
pair	RSmean	MACD	pos-pos	127	53.8	5.9	55.1	0.4	0.6	0.2	20.6	-28.8
pair	RSI	SLmean	pos-pos	115	48.7	5.8	54.8	0.4	0.7	0.2	19.1	-30.5
pair	SLmean	RSI	pos-pos	115	48.7	5.8	54.8	0.4	0.7	0.2	19.1	-30.5
pair	MACD	LWTI	pos-pos	128	54.2	5.7	58.6	0.4	0.5	0.1	22.2	-47.2
pair	LWTI	MACD	pos-pos	128	54.2	5.7	58.6	0.4	0.5	0.1	22.2	-47.2
pair	RSIhist	LWTI	neg-pos	72	30.5	5.3	62.5	0.3	0.4	0.1	26.6	-39.2
pair	LWTI	RSIhist	neg-pos	72	30.5	5.3	62.5	0.3	0.4	0.1	26.6	-39.2
pair	RSIhist	MACD	pos-pos	80	33.9	5.3	52.5	0.4	0.7	0.2	19.0	-28.4
pair	MACD	RSIhist	pos-pos	80	33.9	5.3	52.5	0.4	0.7	0.2	19.0	-28.4
pair	MACDhist	LWTI	neg-pos	61	25.8	5.1	63.9	0.3	0.4	0.1	27.1	-39.2
pair	LWTI	MACDhist	neg-pos	61	25.8	5.1	63.9	0.3	0.4	0.1	27.1	-39.2
pair	MRmean	RSI	neg-neg	67	28.4	4.8	58.2	0.3	0.4	0.1	34.4	-55.1
pair	RSI	MRmean	neg-neg	67	28.4	4.8	58.2	0.3	0.4	0.1	34.4	-55.1
pair	MACD	SLmean	pos-pos	101	42.8	4.7	54.5	0.3	0.6	0.2	18.3	-25.7
pair	SLmean	MACD	pos-pos	101	42.8	4.7	54.5	0.3	0.6	0.2	18.3	-25.7
pair		benchmark___benchmark_	benchmark-benchmark	236	100.0	4.2	56.4	0.3	0.4	0.1	26.5	-60.3
pair	benchmark___benchmark_		benchmark-benchmark	236	100.0	4.2	56.4	0.3	0.4	0.1	26.5	-60.3
pair	LWTI	RSI	pos-pos	139	58.9	4.1	55.4	0.3	0.5	0.1	19.4	-40.3
pair	RSI	LWTI	pos-pos	139	58.9	4.1	55.4	0.3	0.5	0.1	19.4	-40.3
pair	MACD	RSIhist	neg-neg	48	20.3	3.8	50.0	0.3	0.5	0.1	30.2	-43.8
pair	RSIhist	MACD	neg-neg	48	20.3	3.8	50.0	0.3	0.5	0.1	30.2	-43.8
pair	MACD	MACDhist	neg-neg	61	25.8	3.7	52.5	0.3	0.4	0.1	32.1	-60.3
pair	MACDhist	MACD	neg-neg	61	25.8	3.7	52.5	0.3	0.4	0.1	32.1	-60.3
pair	SLmean	MACDhist	neg-pos	25	10.6	3.2	56.0	0.2	0.4	0.1	26.1	-24.7
pair	MACDhist	SLmean	neg-pos	25	10.6	3.2	56.0	0.2	0.4	0.1	26.1	-24.7
pair	RSI	LWTI	neg-neg	48	20.3	3.0	54.2	0.3	0.4	0.1	33.6	-54.1
pair	LWTI	RSI	neg-neg	48	20.3	3.0	54.2	0.3	0.4	0.1	33.6	-54.1
pair	SLmean	RSIhist	pos-neg	25	10.6	2.5	60.0	0.2	0.3	0.1	16.2	-18.1
pair	RSIhist	SLmean	pos-neg	25	10.6	2.5	60.0	0.2	0.3	0.1	16.2	-18.1
pair	RSmean	MACDhist	pos-neg	90	38.1	2.4	54.4	0.2	0.4	0.0	31.0	-56.2
pair	MACDhist	RSmean	pos-neg	90	38.1	2.4	54.4	0.2	0.4	0.0	31.0	-56.2
pair	RSI	SLmean	neg-neg	63	26.7	2.2	57.1	0.2	0.3	0.0	36.1	-59.7
pair	SLmean	RSI	neg-neg	63	26.7	2.2	57.1	0.2	0.3	0.0	36.1	-59.7
pair	RSI	RSmean	pos-pos	131	55.5	1.4	52.7	0.2	0.3	0.0	20.4	-48.3
pair	RSmean	RSI	pos-pos	131	55.5	1.4	52.7	0.2	0.3	0.0	20.4	-48.3
single	MACD	MACD	pos-pos	142	60.2	1.3	57.0	0.2	0.2	0.0	23.7	-63.9
pair	LWTI	SLmean	neg-pos	63	26.7	1.3	58.7	0.2	0.3	0.0	29.9	-42.5
pair	SLmean	LWTI	neg-pos	63	26.7	1.3	58.7	0.2	0.3	0.0	29.9	-42.5
pair	SLmean	RSmean	neg-pos	80	33.9	0.8	55.0	0.2	0.3	0.0	32.4	-58.7
pair	RSmean	SLmean	neg-pos	80	33.9	0.8	55.0	0.2	0.3	0.0	32.4	-58.7
pair	MACD	LWTI	neg-neg	47	19.9	0.7	53.2	0.2	0.3	0.0	33.9	-54.1
pair	LWTI	MACD	neg-neg	47	19.9	0.7	53.2	0.2	0.3	0.0	33.9	-54.1
pair	MACD	RSmean	neg-neg	13	5.5	-0.5	53.8	-0.1	-0.1	-0.1	4.8	-6.8
pair	RSmean	MACD	neg-neg	13	5.5	-0.5	53.8	-0.1	-0.1	-0.1	4.8	-6.8
single	RSIhist	RSIhist	neg-neg	110	46.6	-0.5	57.3	0.1	0.2	-0.0	29.4	-52.1
single	RSI	RSI	pos-pos	152	64.4	-0.6	53.9	0.1	0.1	-0.0	21.3	-67.0
pair	LWTI	RSmean	pos-neg	57	24.2	-1.2	50.9	0.1	0.2	-0.0	32.3	-54.1
pair	RSmean	LWTI	pos-neg	57	24.2	-1.2	50.9	0.1	0.2	-0.0	32.3	-54.1
pair	SLmean	RSIhist	neg-neg	85	36.0	-1.4	56.5	0.1	0.2	-0.0	32.3	-49.5
pair	RSIhist	SLmean	neg-neg	85	36.0	-1.4	56.5	0.1	0.2	-0.0	32.3	-49.5
pair	MRmean	RSmean	neg-pos	72	30.5	-2.1	52.8	0.1	0.2	-0.0	33.1	-52.7
pair	RSmean	MRmean	neg-pos	72	30.5	-2.1	52.8	0.1	0.2	-0.0	33.1	-52.7
pair	SLmean	MRmean	neg-pos	12	5.1	-2.1	50.0	0.0	0.0	-0.1	23.5	-24.9
pair	MRmean	SLmean	neg-pos	12	5.1	-2.1	50.0	0.0	0.0	-0.1	23.5	-24.9
pair	RSIhist	MACDhist	neg-neg	88	37.3	-2.4	55.7	0.1	0.1	-0.1	31.0	-49.3
pair	MACDhist	RSIhist	neg-neg	88	37.3	-2.4	55.7	0.1	0.1	-0.1	31.0	-49.3
pair	MACD	RSI	pos-pos	127	53.8	-2.5	54.3	-0.0	-0.0	-0.0	21.7	-72.4
pair	RSI	MACD	pos-pos	127	53.8	-2.5	54.3	-0.0	-0.0	-0.0	21.7	-72.4
pair	LWTI	RSIhist	pos-neg	23	9.7	-3.0	56.5	0.1	0.1	-0.1	34.4	-43.9
pair	RSIhist	LWTI	pos-neg	23	9.7	-3.0	56.5	0.1	0.1	-0.1	34.4	-43.9
pair	MRmean	MACD	neg-neg	61	25.8	-3.2	50.8	0.1	0.1	-0.1	31.3	-57.2
pair	MACD	MRmean	neg-neg	61	25.8	-3.2	50.8	0.1	0.1	-0.1	31.3	-57.2
pair	LWTI	MRmean	neg-pos	45	19.1	-3.4	55.6	0.1	0.1	-0.1	32.3	-39.6
pair	MRmean	LWTI	neg-pos	45	19.1	-3.4	55.6	0.1	0.1	-0.1	32.3	-39.6
single	MACDhist	MACDhist	neg-neg	116	49.2	-3.6	56.0	0.1	0.1	-0.1	31.2	-60.3
pair	RSIhist	MACD	pos-neg	62	26.3	-3.7	62.9	0.0	0.0	-0.1	28.9	-61.2
pair	MACD	RSIhist	pos-neg	62	26.3	-3.7	62.9	0.0	0.0	-0.1	28.9	-61.2
pair	SLmean	MACD	neg-neg	59	25.0	-5.1	49.2	0.0	0.0	-0.1	32.6	-61.6
pair	MACD	SLmean	neg-neg	59	25.0	-5.1	49.2	0.0	0.0	-0.1	32.6	-61.6
pair	RSmean	LWTI	neg-pos	24	10.2	-5.2	66.7	-0.1	-0.0	-0.2	25.7	-30.6
pair	LWTI	RSmean	neg-pos	24	10.2	-5.2	66.7	-0.1	-0.0	-0.2	25.7	-30.6
single	SLmean	SLmean	neg-neg	100	42.4	-5.8	55.0	-0.0	-0.0	-0.1	32.9	-62.6
pair	MACD	SLmean	neg-pos	41	17.4	-6.8	63.4	-0.0	-0.0	-0.1	33.8	-59.9
pair	SLmean	MACD	neg-pos	41	17.4	-6.8	63.4	-0.0	-0.0	-0.1	33.8	-59.9
pair	MRmean	RSIhist	neg-neg	76	32.2	-6.9	51.3	-0.0	-0.1	-0.1	33.9	-55.4
pair	RSIhist	MRmean	neg-neg	76	32.2	-6.9	51.3	-0.0	-0.1	-0.1	33.9	-55.4
pair	RSIhist	MACDhist	neg-pos	28	11.9	-7.2	57.1	-0.1	-0.1	-0.1	32.1	-47.8
pair	MACDhist	RSIhist	neg-pos	28	11.9	-7.2	57.1	-0.1	-0.1	-0.1	32.1	-47.8
single	LWTI	LWTI	neg-neg	61	25.8	-7.9	50.8	-0.1	-0.1	-0.1	34.0	-54.1
pair	MACDhist	SLmean	neg-neg	75	31.8	-8.6	54.7	-0.1	-0.1	-0.1	35.0	-61.5
pair	SLmean	MACDhist	neg-neg	75	31.8	-8.6	54.7	-0.1	-0.1	-0.1	35.0	-61.5
pair	MRmean	MACDhist	neg-neg	81	34.3	-10.0	51.9	-0.1	-0.2	-0.2	34.6	-60.3
pair	MACDhist	MRmean	neg-neg	81	34.3	-10.0	51.9	-0.1	-0.2	-0.2	34.6	-60.3
single	MRmean	MRmean	neg-neg	91	38.6	-10.4	51.6	-0.1	-0.2	-0.1	33.7	-68.4
pair	RSIhist	LWTI	neg-neg	38	16.1	-10.7	47.4	-0.2	-0.2	-0.2	34.2	-43.3
pair	LWTI	RSIhist	neg-neg	38	16.1	-10.7	47.4	-0.2	-0.2	-0.2	34.2	-43.3
pair	MACD	MACDhist	pos-neg	55	23.3	-11.1	60.0	-0.2	-0.2	-0.2	30.2	-58.8
pair	MACDhist	MACD	pos-neg	55	23.3	-11.1	60.0	-0.2	-0.2	-0.2	30.2	-58.8
pair	SLmean	MRmean	neg-neg	79	33.5	-11.6	51.9	-0.2	-0.2	-0.2	35.1	-68.9
pair	MRmean	SLmean	neg-neg	79	33.5	-11.6	51.9	-0.2	-0.2	-0.2	35.1	-68.9
pair	RSI	RSmean	neg-pos	21	8.9	-12.0	61.9	-0.3	-0.3	-0.3	26.2	-36.2
pair	RSmean	RSI	neg-pos	21	8.9	-12.0	61.9	-0.3	-0.3	-0.3	26.2	-36.2
pair	LWTI	MACDhist	neg-neg	55	23.3	-12.4	47.3	-0.2	-0.3	-0.2	35.3	-55.0
pair	MACDhist	LWTI	neg-neg	55	23.3	-12.4	47.3	-0.2	-0.3	-0.2	35.3	-55.0
pair	RSI	RSIhist	pos-neg	56	23.7	-12.5	55.4	-0.4	-0.5	-0.2	23.4	-69.7
pair	RSIhist	RSI	pos-neg	56	23.7	-12.5	55.4	-0.4	-0.5	-0.2	23.4	-69.7
pair	MACDhist	MRmean	neg-pos	10	4.2	-14.1	50.0	-0.4	-0.7	-0.5	27.4	-30.1
pair	MRmean	MACDhist	neg-pos	10	4.2	-14.1	50.0	-0.4	-0.7	-0.5	27.4	-30.1
pair	LWTI	SLmean	neg-neg	37	15.7	-16.8	48.6	-0.3	-0.4	-0.3	37.7	-55.5
pair	MRmean	LWTI	neg-neg	46	19.5	-16.8	47.8	-0.3	-0.5	-0.3	35.3	-56.1
pair	LWTI	MRmean	neg-neg	46	19.5	-16.8	47.8	-0.3	-0.5	-0.3	35.3	-56.1
pair	SLmean	LWTI	neg-neg	37	15.7	-16.8	48.6	-0.3	-0.4	-0.3	37.7	-55.5
pair	SLmean	RSI	neg-pos	37	15.7	-18.0	51.4	-0.6	-0.6	-0.3	26.6	-63.8
pair	RSI	SLmean	neg-pos	37	15.7	-18.0	51.4	-0.6	-0.6	-0.3	26.6	-63.8
single	RSmean	RSmean	neg-neg	28	11.9	-18.2	64.3	-0.5	-0.4	-0.4	30.8	-50.4
pair	RSI	MACDhist	pos-neg	51	21.6	-19.5	51.0	-0.8	-0.8	-0.3	24.3	-69.1
pair	MACDhist	RSI	pos-neg	51	21.6	-19.5	51.0	-0.8	-0.8	-0.3	24.3	-69.1
pair	MACDhist	RSmean	neg-neg	26	11.0	-21.7	61.5	-0.6	-0.5	-0.4	31.6	-50.4
pair	RSmean	MACDhist	neg-neg	26	11.0	-21.7	61.5	-0.6	-0.5	-0.4	31.6	-50.4
pair	RSIhist	RSmean	neg-neg	24	10.2	-21.8	62.5	-0.6	-0.4	-0.5	32.0	-47.7
pair	RSmean	RSIhist	neg-neg	24	10.2	-21.8	62.5	-0.6	-0.4	-0.5	32.0	-47.7
pair	MACD	MRmean	neg-pos	30	12.7	-23.5	53.3	-0.5	-0.6	-0.4	38.5	-58.9
pair	MRmean	MACD	neg-pos	30	12.7	-23.5	53.3	-0.5	-0.6	-0.4	38.5	-58.9
pair	RSIhist	MRmean	neg-pos	15	6.4	-26.3	53.3	-0.7	-0.8	-0.6	33.5	-45.1
pair	MRmean	RSIhist	neg-pos	15	6.4	-26.3	53.3	-0.7	-0.8	-0.6	33.5	-45.1
pair	RSIhist	SLmean	neg-pos	15	6.4	-27.3	46.7	-0.7	-0.8	-0.6	36.7	-48.2
pair	SLmean	RSIhist	neg-pos	15	6.4	-27.3	46.7	-0.7	-0.8	-0.6	36.7	-48.2
pair	RSmean	SLmean	neg-neg	20	8.5	-28.0	55.0	-0.7	-0.6	-0.6	34.9	-49.3
pair	SLmean	RSmean	neg-neg	20	8.5	-28.0	55.0	-0.7	-0.6	-0.6	34.9	-49.3
pair	RSmean	MACD	neg-pos	15	6.4	-31.0	73.3	-0.6	-0.7	-0.6	42.2	-50.4
pair	MACD	RSmean	neg-pos	15	6.4	-31.0	73.3	-0.6	-0.7	-0.6	42.2	-50.4
pair	MACD	LWTI	pos-neg	14	5.9	-31.6	42.9	-0.9	-1.0	-0.8	34.1	-40.1
pair	LWTI	MACD	pos-neg	14	5.9	-31.6	42.9	-0.9	-1.0	-0.8	34.1	-40.1
pair	RSmean	RSI	neg-neg	7	3.0	-34.3	71.4	-0.7	-0.5	-1.1	44.0	-30.6
pair	RSI	RSmean	neg-neg	7	3.0	-34.3	71.4	-0.7	-0.5	-1.1	44.0	-30.6
pair	RSmean	MRmean	neg-neg	19	8.1	-36.0	47.4	-1.0	-0.9	-0.7	35.5	-53.9
pair	MRmean	RSmean	neg-neg	19	8.1	-36.0	47.4	-1.0	-0.9	-0.7	35.5	-53.9
pair	LWTI	RSI	pos-neg	13	5.5	-39.0	38.5	-1.2	-1.4	-0.9	34.3	-45.4
pair	RSI	LWTI	pos-neg	13	5.5	-39.0	38.5	-1.2	-1.4	-0.9	34.3	-45.4
pair	MRmean	RSI	neg-pos	24	10.2	-42.2	33.3	-1.7	-1.9	-0.6	28.7	-72.1
pair	RSI	MRmean	neg-pos	24	10.2	-42.2	33.3	-1.7	-1.9	-0.6	28.7	-72.1
pair	RSmean	LWTI	neg-neg	4	1.7	-66.2	50.0	-1.8	-2.0	-2.4	52.0	-28.2
pair	LWTI	RSmean	neg-neg	4	1.7	-66.2	50.0	-1.8	-2.0	-2.4	52.0	-28.2

All Contingency Tables for KRE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 58% Sharpe 0.73 \| Sortino 1.52 \| Calmar 0.6 Vol 20% \| MDD -24.1% Months 124M (52%)	CAGR 19.8% \| Win 67% Sharpe 0.91 \| Sortino 1.50 \| Calmar 1.6 Vol 22% \| MDD -12.2% Months 21M (9%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -2.1% \| Win 50% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 24% \| MDD -24.9% Months 12M (5%)	CAGR -11.6% \| Win 52% Sharpe -0.17 \| Sortino -0.22 \| Calmar -0.2 Vol 35% \| MDD -68.9% Months 79M (34%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
SLmean only	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 57% Sharpe 0.69 \| Sortino 1.42 \| Calmar 0.5 Vol 21% \| MDD -24.9% Months 136M (58%)	CAGR 37.2% \| Win 100% Sharpe 4.46 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 9M (4%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -2.1% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 33% \| MDD -52.7% Months 72M (30%)	CAGR -36.0% \| Win 47% Sharpe -1.03 \| Sortino -0.92 \| Calmar -0.7 Vol 36% \| MDD -53.9% Months 19M (8%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
RSmean only	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 58% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.5 Vol 18% \| MDD -19.2% Months 112M (48%)	CAGR 34.7% \| Win 64% Sharpe 1.21 \| Sortino 2.68 \| Calmar 1.4 Vol 28% \| MDD -24.9% Months 33M (14%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -23.5% \| Win 53% Sharpe -0.48 \| Sortino -0.62 \| Calmar -0.4 Vol 38% \| MDD -58.9% Months 30M (13%)	CAGR -3.2% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.1 Vol 31% \| MDD -57.2% Months 61M (26%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
MACD only	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 58% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.3 Vol 18% \| MDD -28.9% Months 128M (54%)	CAGR 54.1% \| Win 71% Sharpe 1.53 \| Sortino 3.48 \| Calmar 3.2 Vol 32% \| MDD -16.8% Months 17M (7%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -42.2% \| Win 33% Sharpe -1.72 \| Sortino -1.94 \| Calmar -0.6 Vol 29% \| MDD -72.1% Months 24M (10%)	CAGR 4.8% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 34% \| MDD -55.1% Months 67M (28%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
RSI only	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.0% \| Win 57% Sharpe 0.78 \| Sortino 1.62 \| Calmar 0.6 Vol 20% \| MDD -24.9% Months 110M (47%)	CAGR 13.1% \| Win 66% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.9 Vol 21% \| MDD -14.9% Months 35M (15%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -14.1% \| Win 50% Sharpe -0.43 \| Sortino -0.69 \| Calmar -0.5 Vol 27% \| MDD -30.1% Months 10M (4%)	CAGR -10.0% \| Win 52% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.2 Vol 35% \| MDD -60.3% Months 81M (34%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.2% \| Win 56% Sharpe 0.71 \| Sortino 1.53 \| Calmar 0.5 Vol 22% \| MDD -28.4% Months 111M (47%)	CAGR 15.4% \| Win 71% Sharpe 1.04 \| Sortino 1.45 \| Calmar 1.1 Vol 15% \| MDD -13.7% Months 34M (14%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -26.3% \| Win 53% Sharpe -0.72 \| Sortino -0.76 \| Calmar -0.6 Vol 34% \| MDD -45.1% Months 15M (6%)	CAGR -6.9% \| Win 51% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 34% \| MDD -55.4% Months 76M (32%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.3% \| Win 59% Sharpe 0.73 \| Sortino 1.44 \| Calmar 0.5 Vol 20% \| MDD -24.9% Months 130M (55%)	CAGR 25.8% \| Win 60% Sharpe 0.93 \| Sortino 2.37 \| Calmar 2.3 Vol 29% \| MDD -11.2% Months 15M (6%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -3.4% \| Win 56% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 32% \| MDD -39.6% Months 45M (19%)	CAGR -16.8% \| Win 48% Sharpe -0.33 \| Sortino -0.46 \| Calmar -0.3 Vol 35% \| MDD -56.1% Months 46M (20%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.1% \| Win 56% Sharpe 0.65 \| Sortino 1.35 \| Calmar 0.4 Vol 21% \| MDD -30.6% Months 128M (54%)	CAGR 12.7% \| Win 88% Sharpe 0.83 \| Sortino 0.00 \| Calmar 1.4 Vol 16% \| MDD -9.1% Months 8M (3%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR 0.8% \| Win 55% Sharpe 0.19 \| Sortino 0.31 \| Calmar 0.0 Vol 32% \| MDD -58.7% Months 80M (34%)	CAGR -28.0% \| Win 55% Sharpe -0.73 \| Sortino -0.60 \| Calmar -0.6 Vol 35% \| MDD -49.3% Months 20M (8%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
RSmean only	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 55% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -25.7% Months 101M (43%)	CAGR 36.7% \| Win 66% Sharpe 1.36 \| Sortino 3.12 \| Calmar 3.0 Vol 25% \| MDD -12.3% Months 35M (15%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR -6.8% \| Win 63% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 34% \| MDD -59.9% Months 41M (17%)	CAGR -5.1% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 33% \| MDD -61.6% Months 59M (25%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
MACD only	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.8% \| Win 55% Sharpe 0.39 \| Sortino 0.73 \| Calmar 0.2 Vol 19% \| MDD -30.5% Months 115M (49%)	CAGR 54.3% \| Win 71% Sharpe 1.83 \| Sortino 4.11 \| Calmar 6.0 Vol 26% \| MDD -9.0% Months 21M (9%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR -18.0% \| Win 51% Sharpe -0.60 \| Sortino -0.64 \| Calmar -0.3 Vol 27% \| MDD -63.8% Months 37M (16%)	CAGR 2.2% \| Win 57% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.0 Vol 36% \| MDD -59.7% Months 63M (27%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
RSI only	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 14.7% \| Win 57% Sharpe 0.80 \| Sortino 1.74 \| Calmar 0.6 Vol 20% \| MDD -25.4% Months 95M (40%)	CAGR 6.5% \| Win 58% Sharpe 0.39 \| Sortino 0.72 \| Calmar 0.3 Vol 23% \| MDD -23.1% Months 41M (17%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR 3.2% \| Win 56% Sharpe 0.25 \| Sortino 0.41 \| Calmar 0.1 Vol 26% \| MDD -24.7% Months 25M (11%)	CAGR -8.6% \| Win 55% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 35% \| MDD -61.5% Months 75M (32%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.4% \| Win 57% Sharpe 0.73 \| Sortino 1.60 \| Calmar 0.5 Vol 22% \| MDD -28.4% Months 111M (47%)	CAGR 2.5% \| Win 60% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -18.1% Months 25M (11%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR -27.3% \| Win 47% Sharpe -0.67 \| Sortino -0.80 \| Calmar -0.6 Vol 37% \| MDD -48.2% Months 15M (6%)	CAGR -1.4% \| Win 56% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 32% \| MDD -49.5% Months 85M (36%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 13.1% \| Win 58% Sharpe 0.75 \| Sortino 1.49 \| Calmar 0.5 Vol 19% \| MDD -24.1% Months 112M (48%)	CAGR 7.8% \| Win 54% Sharpe 0.40 \| Sortino 0.98 \| Calmar 0.3 Vol 28% \| MDD -24.1% Months 24M (10%)	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)
SLmean neg	CAGR 1.3% \| Win 59% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.0 Vol 30% \| MDD -42.5% Months 63M (27%)	CAGR -16.8% \| Win 49% Sharpe -0.29 \| Sortino -0.39 \| Calmar -0.3 Vol 38% \| MDD -55.5% Months 37M (16%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.9% \| Win 55% Sharpe 0.38 \| Sortino 0.64 \| Calmar 0.2 Vol 21% \| MDD -28.8% Months 127M (54%)	CAGR 10.2% \| Win 56% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.2 Vol 33% \| MDD -56.2% Months 81M (34%)	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)
RSmean neg	CAGR -31.0% \| Win 73% Sharpe -0.63 \| Sortino -0.66 \| Calmar -0.6 Vol 42% \| MDD -50.4% Months 15M (6%)	CAGR -0.5% \| Win 54% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 5% \| MDD -6.8% Months 13M (6%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)
MACD only	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 53% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.0 Vol 20% \| MDD -48.3% Months 131M (56%)	CAGR 19.1% \| Win 60% Sharpe 0.70 \| Sortino 1.15 \| Calmar 0.3 Vol 33% \| MDD -56.2% Months 77M (33%)	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)
RSmean neg	CAGR -12.0% \| Win 62% Sharpe -0.34 \| Sortino -0.27 \| Calmar -0.3 Vol 26% \| MDD -36.2% Months 21M (9%)	CAGR -34.3% \| Win 71% Sharpe -0.71 \| Sortino -0.45 \| Calmar -1.1 Vol 44% \| MDD -30.6% Months 7M (3%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)
RSI only	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.7% \| Win 56% Sharpe 0.63 \| Sortino 1.19 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 118M (50%)	CAGR 2.4% \| Win 54% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 90M (38%)	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)
RSmean neg	CAGR 45.2% \| Win 100% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 2M (1%)	CAGR -21.7% \| Win 62% Sharpe -0.59 \| Sortino -0.47 \| Calmar -0.4 Vol 32% \| MDD -50.4% Months 26M (11%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.5% \| Win 55% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 122M (52%)	CAGR 6.4% \| Win 56% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 28% \| MDD -37.9% Months 86M (36%)	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)
RSmean neg	CAGR 7.4% \| Win 75% Sharpe 0.39 \| Sortino 0.00 \| Calmar 0.8 Vol 24% \| MDD -9.1% Months 4M (2%)	CAGR -21.8% \| Win 62% Sharpe -0.58 \| Sortino -0.44 \| Calmar -0.5 Vol 32% \| MDD -47.7% Months 24M (10%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.1% \| Win 57% Sharpe 0.57 \| Sortino 1.02 \| Calmar 0.4 Vol 23% \| MDD -29.1% Months 151M (64%)	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 32% \| MDD -54.1% Months 57M (24%)	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)
RSmean neg	CAGR -5.2% \| Win 67% Sharpe -0.06 \| Sortino -0.04 \| Calmar -0.2 Vol 26% \| MDD -30.6% Months 24M (10%)	CAGR -66.2% \| Win 50% Sharpe -1.77 \| Sortino -1.97 \| Calmar -2.4 Vol 52% \| MDD -28.2% Months 4M (2%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -2.5% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 22% \| MDD -72.4% Months 127M (54%)	CAGR 39.3% \| Win 80% Sharpe 1.13 \| Sortino 0.75 \| Calmar 1.3 Vol 36% \| MDD -30.6% Months 15M (6%)	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)
MACD neg	CAGR 9.7% \| Win 52% Sharpe 0.58 \| Sortino 1.09 \| Calmar 0.8 Vol 19% \| MDD -12.5% Months 25M (11%)	CAGR 8.3% \| Win 56% Sharpe 0.41 \| Sortino 0.67 \| Calmar 0.1 Vol 34% \| MDD -58.4% Months 69M (29%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)
RSI only	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.9% \| Win 55% Sharpe 0.60 \| Sortino 1.20 \| Calmar 0.5 Vol 18% \| MDD -20.1% Months 87M (37%)	CAGR -11.1% \| Win 60% Sharpe -0.22 \| Sortino -0.25 \| Calmar -0.2 Vol 30% \| MDD -58.8% Months 55M (23%)	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)
MACD neg	CAGR 18.5% \| Win 61% Sharpe 0.76 \| Sortino 1.33 \| Calmar 0.7 Vol 27% \| MDD -27.2% Months 33M (14%)	CAGR 3.7% \| Win 52% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 32% \| MDD -60.3% Months 61M (26%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.3% \| Win 52% Sharpe 0.36 \| Sortino 0.71 \| Calmar 0.2 Vol 19% \| MDD -28.4% Months 80M (34%)	CAGR -3.7% \| Win 63% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.1 Vol 29% \| MDD -61.2% Months 62M (26%)	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)
MACD neg	CAGR 14.0% \| Win 61% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.3 Vol 31% \| MDD -43.9% Months 46M (20%)	CAGR 3.8% \| Win 50% Sharpe 0.27 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -43.8% Months 48M (20%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.7% \| Win 59% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 22% \| MDD -47.2% Months 128M (54%)	CAGR -31.6% \| Win 43% Sharpe -0.92 \| Sortino -1.04 \| Calmar -0.8 Vol 34% \| MDD -40.1% Months 14M (6%)	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)
MACD neg	CAGR 17.4% \| Win 57% Sharpe 0.73 \| Sortino 1.30 \| Calmar 0.6 Vol 26% \| MDD -27.2% Months 47M (20%)	CAGR 0.7% \| Win 53% Sharpe 0.19 \| Sortino 0.31 \| Calmar 0.0 Vol 34% \| MDD -54.1% Months 47M (20%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.6% \| Win 55% Sharpe 0.62 \| Sortino 1.24 \| Calmar 0.4 Vol 19% \| MDD -25.9% Months 101M (43%)	CAGR -19.5% \| Win 51% Sharpe -0.76 \| Sortino -0.84 \| Calmar -0.3 Vol 24% \| MDD -69.1% Months 51M (22%)	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)
RSI neg	CAGR 21.1% \| Win 63% Sharpe 0.78 \| Sortino 1.41 \| Calmar 1.0 Vol 30% \| MDD -21.6% Months 19M (8%)	CAGR 11.1% \| Win 60% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 35% \| MDD -58.4% Months 65M (28%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 7.1% \| Win 53% Sharpe 0.45 \| Sortino 0.89 \| Calmar 0.3 Vol 20% \| MDD -28.4% Months 96M (41%)	CAGR -12.5% \| Win 55% Sharpe -0.44 \| Sortino -0.47 \| Calmar -0.2 Vol 23% \| MDD -69.7% Months 56M (24%)	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)
RSI neg	CAGR 12.7% \| Win 63% Sharpe 0.52 \| Sortino 0.67 \| Calmar 0.3 Vol 34% \| MDD -43.9% Months 30M (13%)	CAGR 13.7% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.3 Vol 34% \| MDD -41.1% Months 54M (23%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.1% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -40.3% Months 139M (59%)	CAGR -39.0% \| Win 38% Sharpe -1.23 \| Sortino -1.43 \| Calmar -0.9 Vol 34% \| MDD -45.4% Months 13M (6%)	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)
RSI neg	CAGR 28.7% \| Win 69% Sharpe 0.91 \| Sortino 1.05 \| Calmar 0.9 Vol 35% \| MDD -30.6% Months 36M (15%)	CAGR 3.0% \| Win 54% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 34% \| MDD -54.1% Months 48M (20%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.3% \| Win 55% Sharpe 0.70 \| Sortino 1.44 \| Calmar 0.5 Vol 21% \| MDD -27.5% Months 98M (42%)	CAGR 7.3% \| Win 64% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.3 Vol 22% \| MDD -23.7% Months 22M (9%)	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)
MACDhist neg	CAGR -7.2% \| Win 57% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 32% \| MDD -47.8% Months 28M (12%)	CAGR -2.4% \| Win 56% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 31% \| MDD -49.3% Months 88M (37%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)
RSIhist only	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.7% \| Win 55% Sharpe 0.58 \| Sortino 1.09 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 114M (48%)	CAGR 45.6% \| Win 83% Sharpe 2.56 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 6M (2%)	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)
MACDhist neg	CAGR 5.1% \| Win 64% Sharpe 0.33 \| Sortino 0.36 \| Calmar 0.1 Vol 27% \| MDD -39.2% Months 61M (26%)	CAGR -12.4% \| Win 47% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.2 Vol 35% \| MDD -55.0% Months 55M (23%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.1% \| Win 55% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 21% \| MDD -27.5% Months 103M (44%)	CAGR -3.0% \| Win 56% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.1 Vol 34% \| MDD -43.9% Months 23M (10%)	CAGR 8.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 24% \| MDD -43.9% Months 126M (53%)
RSIhist neg	CAGR 5.3% \| Win 62% Sharpe 0.33 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -39.2% Months 72M (30%)	CAGR -10.7% \| Win 47% Sharpe -0.16 \| Sortino -0.24 \| Calmar -0.2 Vol 34% \| MDD -43.3% Months 38M (16%)	CAGR -0.5% \| Win 57% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 29% \| MDD -52.1% Months 110M (47%)
LWTI only	CAGR 8.7% \| Win 58% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.2 Vol 23% \| MDD -43.4% Months 175M (74%)	CAGR -7.9% \| Win 51% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 34% \| MDD -54.1% Months 61M (26%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 58% Sharpe 0.73 \| Sortino 1.52 \| Calmar 0.6 Vol 20% \| MDD -24.1% Months 124M (52%)	CAGR 19.8% \| Win 67% Sharpe 0.91 \| Sortino 1.50 \| Calmar 1.6 Vol 22% \| MDD -12.2% Months 21M (9%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -2.1% \| Win 50% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 24% \| MDD -24.9% Months 12M (5%)	CAGR -11.6% \| Win 52% Sharpe -0.17 \| Sortino -0.22 \| Calmar -0.2 Vol 35% \| MDD -68.9% Months 79M (34%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
SLmean only	CAGR 12.1% \| Win 57% Sharpe 0.66 \| Sortino 1.33 \| Calmar 0.5 Vol 21% \| MDD -25.7% Months 136M (58%)	CAGR -5.8% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 33% \| MDD -62.6% Months 100M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 57% Sharpe 0.69 \| Sortino 1.42 \| Calmar 0.5 Vol 21% \| MDD -24.9% Months 136M (58%)	CAGR 37.2% \| Win 100% Sharpe 4.46 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 9M (4%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -2.1% \| Win 53% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 33% \| MDD -52.7% Months 72M (30%)	CAGR -36.0% \| Win 47% Sharpe -1.03 \| Sortino -0.92 \| Calmar -0.7 Vol 36% \| MDD -53.9% Months 19M (8%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
RSmean only	CAGR 7.6% \| Win 55% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -56.2% Months 208M (88%)	CAGR -18.2% \| Win 64% Sharpe -0.47 \| Sortino -0.36 \| Calmar -0.4 Vol 31% \| MDD -50.4% Months 28M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 58% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.5 Vol 18% \| MDD -19.2% Months 112M (48%)	CAGR 34.7% \| Win 64% Sharpe 1.21 \| Sortino 2.68 \| Calmar 1.4 Vol 28% \| MDD -24.9% Months 33M (14%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -23.5% \| Win 53% Sharpe -0.48 \| Sortino -0.62 \| Calmar -0.4 Vol 38% \| MDD -58.9% Months 30M (13%)	CAGR -3.2% \| Win 51% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.1 Vol 31% \| MDD -57.2% Months 61M (26%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
MACD only	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 24% \| MDD -63.9% Months 142M (60%)	CAGR 8.7% \| Win 55% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 30% \| MDD -60.3% Months 94M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 58% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.3 Vol 18% \| MDD -28.9% Months 128M (54%)	CAGR 54.1% \| Win 71% Sharpe 1.53 \| Sortino 3.48 \| Calmar 3.2 Vol 32% \| MDD -16.8% Months 17M (7%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -42.2% \| Win 33% Sharpe -1.72 \| Sortino -1.94 \| Calmar -0.6 Vol 29% \| MDD -72.1% Months 24M (10%)	CAGR 4.8% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.1 Vol 34% \| MDD -55.1% Months 67M (28%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
RSI only	CAGR -0.6% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -67.0% Months 152M (64%)	CAGR 13.3% \| Win 61% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.2 Vol 34% \| MDD -58.4% Months 84M (36%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.0% \| Win 57% Sharpe 0.78 \| Sortino 1.62 \| Calmar 0.6 Vol 20% \| MDD -24.9% Months 110M (47%)	CAGR 13.1% \| Win 66% Sharpe 0.68 \| Sortino 1.29 \| Calmar 0.9 Vol 21% \| MDD -14.9% Months 35M (15%)	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.53 \| Calmar 0.6 Vol 21% \| MDD -24.9% Months 145M (61%)
MRmean neg	CAGR -14.1% \| Win 50% Sharpe -0.43 \| Sortino -0.69 \| Calmar -0.5 Vol 27% \| MDD -30.1% Months 10M (4%)	CAGR -10.0% \| Win 52% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.2 Vol 35% \| MDD -60.3% Months 81M (34%)	CAGR -10.4% \| Win 52% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -68.4% Months 91M (39%)
MACDhist only	CAGR 12.2% \| Win 57% Sharpe 0.65 \| Sortino 1.22 \| Calmar 0.4 Vol 21% \| MDD -29.1% Months 120M (51%)	CAGR -3.6% \| Win 56% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 31% \| MDD -60.3% Months 116M (49%)