KSA - iShares MSCI Saudi Arabia ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

196.2%

Best CAGR

Total Months

9.2%

Avg CAGR

KSA 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 KSA

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	SLmean	pos-neg	3	2.4	196.2	100.0	7.2	0.0	0.0	15.9	0.0
pair	SLmean	RSI	pos-neg	3	2.4	196.2	100.0	7.2	0.0	0.0	15.9	0.0
pair	MRmean	MACDhist	neg-pos	2	1.6	71.8	100.0	6.2	0.0	0.0	9.0	0.0
pair	MACDhist	MRmean	neg-pos	2	1.6	71.8	100.0	6.2	0.0	0.0	9.0	0.0
pair	LWTI	MACD	neg-neg	6	4.7	67.3	100.0	4.4	0.0	0.0	12.2	0.0
pair	MACD	LWTI	neg-neg	6	4.7	67.3	100.0	4.4	0.0	0.0	12.2	0.0
pair	RSI	RSmean	pos-neg	20	15.7	44.4	75.0	2.0	2.6	3.9	19.7	-11.5
pair	RSmean	RSI	pos-neg	20	15.7	44.4	75.0	2.0	2.6	3.9	19.7	-11.5
pair	RSI	LWTI	neg-neg	10	7.9	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	LWTI	RSI	neg-neg	10	7.9	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	MRmean	SLmean	neg-pos	7	5.5	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	SLmean	MRmean	neg-pos	7	5.5	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	RSmean	MACD	pos-neg	18	14.2	35.7	77.8	1.8	5.5	5.0	17.8	-7.1
pair	MACD	RSmean	pos-neg	18	14.2	35.7	77.8	1.8	5.5	5.0	17.8	-7.1
pair	RSIhist	LWTI	neg-neg	12	9.4	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	LWTI	RSIhist	neg-neg	12	9.4	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	SLmean	RSIhist	pos-neg	14	11.0	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	RSIhist	SLmean	pos-neg	14	11.0	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	SLmean	MACD	pos-neg	14	11.0	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	MACD	SLmean	pos-neg	14	11.0	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	SLmean	LWTI	neg-neg	10	7.9	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	LWTI	SLmean	neg-neg	10	7.9	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	MRmean	LWTI	neg-neg	13	10.2	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	LWTI	MRmean	neg-neg	13	10.2	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	RSIhist	RSI	neg-pos	5	3.9	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	RSI	RSIhist	neg-pos	5	3.9	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	MACD	RSI	neg-neg	20	15.7	20.5	65.0	1.0	1.5	1.3	22.0	-16.3
pair	RSI	MACD	neg-neg	20	15.7	20.5	65.0	1.0	1.5	1.3	22.0	-16.3
pair	MRmean	MACD	neg-neg	20	15.7	20.5	65.0	1.0	1.5	1.3	22.0	-16.3
pair	MACD	MRmean	neg-neg	20	15.7	20.5	65.0	1.0	1.5	1.3	22.0	-16.3
pair	RSIhist	MACD	neg-neg	15	11.8	20.4	73.3	1.0	1.1	1.2	20.5	-16.3
pair	MACD	RSIhist	neg-neg	15	11.8	20.4	73.3	1.0	1.1	1.2	20.5	-16.3
pair	RSmean	MRmean	neg-pos	33	26.0	19.9	66.7	1.0	1.7	1.0	20.8	-19.9
pair	MRmean	RSmean	neg-pos	33	26.0	19.9	66.7	1.0	1.7	1.0	20.8	-19.9
pair	RSI	MRmean	neg-neg	34	26.8	18.6	61.8	0.9	1.4	1.1	20.5	-16.3
pair	MRmean	RSI	neg-neg	34	26.8	18.6	61.8	0.9	1.4	1.1	20.5	-16.3
pair	RSI	MACDhist	neg-neg	34	26.8	18.6	61.8	0.9	1.4	1.1	20.5	-16.3
pair	MACDhist	RSI	neg-neg	34	26.8	18.6	61.8	0.9	1.4	1.1	20.5	-16.3
single	RSI	RSI	neg-neg	34	26.8	18.6	61.8	0.9	1.4	1.1	20.5	-16.3
pair	RSIhist	RSI	neg-neg	29	22.8	18.3	65.5	1.0	1.2	1.1	19.4	-16.3
pair	RSI	RSIhist	neg-neg	29	22.8	18.3	65.5	1.0	1.2	1.1	19.4	-16.3
pair	MACD	RSI	pos-neg	14	11.0	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSI	MACD	pos-neg	14	11.0	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	LWTI	RSmean	pos-neg	19	15.0	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	RSmean	LWTI	pos-neg	19	15.0	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	MACD	MACDhist	neg-neg	32	25.2	14.7	65.6	0.8	1.4	0.9	19.1	-16.3
pair	MACDhist	MACD	neg-neg	32	25.2	14.7	65.6	0.8	1.4	0.9	19.1	-16.3
single	MACD	MACD	neg-neg	32	25.2	14.7	65.6	0.8	1.4	0.9	19.1	-16.3
pair	MACDhist	RSmean	pos-neg	64	50.4	14.5	62.5	0.8	1.6	0.6	19.4	-22.6
pair	RSmean	MACDhist	pos-neg	64	50.4	14.5	62.5	0.8	1.6	0.6	19.4	-22.6
single	LWTI	LWTI	neg-neg	20	15.7	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	MACDhist	LWTI	neg-neg	20	15.7	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	LWTI	MACDhist	neg-neg	20	15.7	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	SLmean	RSmean	pos-pos	65	51.2	12.4	58.5	0.7	1.4	0.7	18.2	-18.9
pair	RSmean	SLmean	pos-pos	65	51.2	12.4	58.5	0.7	1.4	0.7	18.2	-18.9
pair	RSIhist	RSmean	pos-pos	55	43.3	11.7	60.0	0.7	1.3	0.5	17.6	-23.2
pair	RSmean	RSIhist	pos-pos	55	43.3	11.7	60.0	0.7	1.3	0.5	17.6	-23.2
pair	SLmean	MACDhist	pos-neg	41	32.3	11.0	56.1	0.7	1.6	0.6	18.4	-19.5
pair	MACDhist	SLmean	pos-neg	41	32.3	11.0	56.1	0.7	1.6	0.6	18.4	-19.5
single	RSmean	RSmean	pos-pos	105	82.7	10.6	61.0	0.6	1.1	0.3	18.6	-30.5
pair	LWTI	RSI	neg-pos	24	18.9	10.6	54.2	0.6	1.0	0.7	20.1	-16.3
pair	RSI	LWTI	neg-pos	24	18.9	10.6	54.2	0.6	1.0	0.7	20.1	-16.3
pair	SLmean	LWTI	pos-pos	62	48.8	10.5	58.1	0.7	1.2	0.4	18.0	-25.3
pair	LWTI	SLmean	pos-pos	62	48.8	10.5	58.1	0.7	1.2	0.4	18.0	-25.3
pair	MRmean	RSIhist	neg-pos	6	4.7	10.4	33.3	0.5	4.6	1.5	26.6	-7.0
pair	RSIhist	MRmean	neg-pos	6	4.7	10.4	33.3	0.5	4.6	1.5	26.6	-7.0
pair	RSIhist	MACD	neg-pos	17	13.4	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	MACD	RSIhist	neg-pos	17	13.4	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	SLmean	RSIhist	neg-pos	5	3.9	9.9	40.0	0.5	4.0	1.4	23.1	-7.0
pair	RSIhist	SLmean	neg-pos	5	3.9	9.9	40.0	0.5	4.0	1.4	23.1	-7.0
single	SLmean	SLmean	pos-pos	72	56.7	9.7	56.9	0.6	1.2	0.4	17.7	-26.3
pair	RSmean	LWTI	pos-pos	86	67.7	9.6	60.5	0.6	1.0	0.3	18.1	-27.0
pair	LWTI	RSmean	pos-pos	86	67.7	9.6	60.5	0.6	1.0	0.3	18.1	-27.0
pair	RSmean	RSIhist	pos-neg	50	39.4	9.4	62.0	0.6	0.9	0.3	19.9	-26.6
pair	RSIhist	RSmean	pos-neg	50	39.4	9.4	62.0	0.6	0.9	0.3	19.9	-26.6
single	MRmean	MRmean	neg-neg	49	38.6	9.1	59.2	0.5	0.9	0.5	20.2	-19.9
pair	MRmean	RSIhist	neg-neg	43	33.9	8.9	62.8	0.5	0.8	0.4	19.5	-22.0
pair	RSIhist	MRmean	neg-neg	43	33.9	8.9	62.8	0.5	0.8	0.4	19.5	-22.0
pair	SLmean	RSI	neg-neg	31	24.4	8.6	58.1	0.5	0.8	0.4	19.0	-20.0
pair	RSI	SLmean	neg-neg	31	24.4	8.6	58.1	0.5	0.8	0.4	19.0	-20.0
pair	MACDhist	MRmean	pos-neg	39	30.7	8.3	59.0	0.6	1.3	0.5	17.0	-17.6
pair	MRmean	MACDhist	pos-neg	39	30.7	8.3	59.0	0.6	1.3	0.5	17.0	-17.6
pair	RSIhist	MACDhist	neg-neg	50	39.4	8.1	62.0	0.5	0.8	0.4	19.8	-22.6
pair	MACDhist	RSIhist	neg-neg	50	39.4	8.1	62.0	0.5	0.8	0.4	19.8	-22.6
pair	SLmean	MACDhist	pos-pos	31	24.4	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	MACDhist	SLmean	pos-pos	31	24.4	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	RSIhist	LWTI	pos-pos	55	43.3	7.8	58.2	0.5	1.0	0.3	17.1	-22.2
pair	LWTI	RSIhist	pos-pos	55	43.3	7.8	58.2	0.5	1.0	0.3	17.1	-22.2
pair	RSmean	SLmean	neg-pos	40	31.5	7.7	65.0	0.5	0.8	0.3	19.5	-22.9
pair	SLmean	RSmean	neg-pos	40	31.5	7.7	65.0	0.5	0.8	0.3	19.5	-22.9
single	MACDhist	MACDhist	neg-neg	86	67.7	7.6	58.1	0.5	0.9	0.3	18.8	-22.6
single	RSIhist	RSIhist	neg-neg	64	50.4	7.4	60.9	0.5	0.7	0.3	19.5	-26.6
pair	SLmean	MRmean	pos-pos	65	51.2	7.2	56.9	0.5	0.9	0.3	16.6	-24.2
pair	MRmean	SLmean	pos-pos	65	51.2	7.2	56.9	0.5	0.9	0.3	16.6	-24.2
pair	MRmean	MACDhist	neg-neg	47	37.0	7.0	57.4	0.4	0.7	0.3	20.4	-19.9
pair	MACDhist	MRmean	neg-neg	47	37.0	7.0	57.4	0.4	0.7	0.3	20.4	-19.9
pair	SLmean	MACD	neg-neg	18	14.2	6.9	61.1	0.4	0.6	0.4	19.6	-16.3
pair	MACD	SLmean	neg-neg	18	14.2	6.9	61.1	0.4	0.6	0.4	19.6	-16.3
pair	MACDhist	RSIhist	neg-pos	36	28.3	6.8	52.8	0.5	1.3	0.4	17.7	-17.6
pair	RSIhist	MACDhist	neg-pos	36	28.3	6.8	52.8	0.5	1.3	0.4	17.7	-17.6
pair		benchmark___benchmark_	benchmark-benchmark	127	100.0	6.7	58.3	0.4	0.8	0.2	18.3	-30.5
pair	benchmark___benchmark_		benchmark-benchmark	127	100.0	6.7	58.3	0.4	0.8	0.2	18.3	-30.5
pair	MRmean	RSmean	pos-pos	72	56.7	6.6	58.3	0.5	0.8	0.2	17.5	-33.3
pair	RSmean	MRmean	pos-pos	72	56.7	6.6	58.3	0.5	0.8	0.2	17.5	-33.3
pair	SLmean	MACD	pos-pos	58	45.7	6.2	53.4	0.4	0.8	0.2	17.5	-26.3
pair	MACD	SLmean	pos-pos	58	45.7	6.2	53.4	0.4	0.8	0.2	17.5	-26.3
pair	MACD	RSmean	pos-pos	87	68.5	6.0	57.5	0.4	0.7	0.2	18.6	-30.5
single	RSIhist	RSIhist	pos-pos	63	49.6	6.0	55.6	0.4	0.8	0.2	17.2	-31.0
pair	RSmean	MACD	pos-pos	87	68.5	6.0	57.5	0.4	0.7	0.2	18.6	-30.5
pair	MACDhist	LWTI	neg-pos	66	52.0	5.9	57.6	0.4	0.8	0.2	18.3	-27.5
pair	MRmean	LWTI	pos-pos	71	55.9	5.9	59.2	0.4	0.7	0.2	17.1	-32.0
pair	LWTI	MRmean	pos-pos	71	55.9	5.9	59.2	0.4	0.7	0.2	17.1	-32.0
pair	LWTI	MACDhist	neg-pos	66	52.0	5.9	57.6	0.4	0.8	0.2	18.3	-27.5
pair	MACD	MRmean	pos-neg	12	9.4	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MRmean	MACD	pos-neg	12	9.4	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	RSI	MACD	neg-pos	12	9.4	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MACD	RSI	neg-pos	12	9.4	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	RSIhist	SLmean	pos-pos	58	45.7	5.6	56.9	0.4	0.7	0.2	16.9	-31.0
pair	SLmean	RSIhist	pos-pos	58	45.7	5.6	56.9	0.4	0.7	0.2	16.9	-31.0
pair	MRmean	RSIhist	pos-pos	57	44.9	5.5	57.9	0.4	0.7	0.2	16.2	-29.0
pair	RSIhist	MRmean	pos-pos	57	44.9	5.5	57.9	0.4	0.7	0.2	16.2	-29.0
pair	LWTI	MACD	pos-pos	81	63.8	5.5	58.0	0.4	0.7	0.2	17.4	-27.0
pair	MACD	LWTI	pos-pos	81	63.8	5.5	58.0	0.4	0.7	0.2	17.4	-27.0
single	LWTI	LWTI	pos-pos	107	84.3	5.4	57.9	0.4	0.7	0.2	17.9	-27.0
single	MRmean	MRmean	pos-pos	78	61.4	5.2	57.7	0.4	0.7	0.1	17.2	-38.0
pair	LWTI	MACD	neg-pos	26	20.5	5.2	57.7	0.3	0.6	0.3	19.7	-16.3
pair	MACD	LWTI	neg-pos	26	20.5	5.2	57.7	0.3	0.6	0.3	19.7	-16.3
pair	RSI	MRmean	pos-pos	78	61.4	5.2	57.7	0.4	0.7	0.1	17.2	-38.0
pair	MRmean	RSI	pos-pos	78	61.4	5.2	57.7	0.4	0.7	0.1	17.2	-38.0
pair	SLmean	RSI	pos-pos	69	54.3	5.1	55.1	0.4	0.7	0.2	16.7	-30.7
pair	RSI	SLmean	pos-pos	69	54.3	5.1	55.1	0.4	0.7	0.2	16.7	-30.7
pair	MRmean	SLmean	neg-neg	42	33.1	5.1	59.5	0.3	0.5	0.2	19.1	-26.5
pair	MRmean	MACD	pos-pos	66	52.0	5.1	56.1	0.4	0.6	0.1	17.9	-38.0
pair	MACD	MRmean	pos-pos	66	52.0	5.1	56.1	0.4	0.6	0.1	17.9	-38.0
pair	SLmean	MRmean	neg-neg	42	33.1	5.1	59.5	0.3	0.5	0.2	19.1	-26.5
pair	RSmean	MACDhist	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSIhist	RSI	pos-pos	58	45.7	4.8	56.9	0.4	0.6	0.1	16.2	-31.0
pair	RSI	RSIhist	pos-pos	58	45.7	4.8	56.9	0.4	0.6	0.1	16.2	-31.0
pair	SLmean	LWTI	pos-neg	10	7.9	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	LWTI	SLmean	pos-neg	10	7.9	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	MACDhist	RSmean	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	LWTI	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	LWTI	MACDhist	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
single	MACDhist	MACDhist	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSIhist	pos-pos	27	21.3	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	RSIhist	MACDhist	pos-pos	27	21.3	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	MACDhist	RSI	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSI	MACDhist	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACD	MACDhist	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	MACD	pos-pos	41	32.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	SLmean	neg-neg	45	35.4	4.6	60.0	0.3	0.5	0.2	19.4	-22.6
pair	SLmean	MACDhist	neg-neg	45	35.4	4.6	60.0	0.3	0.5	0.2	19.4	-22.6
pair	MACDhist	RSIhist	pos-neg	14	11.0	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MACDhist	pos-neg	14	11.0	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MACD	pos-pos	46	36.2	4.5	54.3	0.3	0.6	0.1	17.0	-31.0
pair	MACD	RSIhist	pos-pos	46	36.2	4.5	54.3	0.3	0.6	0.1	17.0	-31.0
pair	MRmean	LWTI	neg-pos	36	28.3	4.5	55.6	0.3	0.6	0.3	19.7	-16.3
pair	LWTI	MRmean	neg-pos	36	28.3	4.5	55.6	0.3	0.6	0.3	19.7	-16.3
pair	RSIhist	MRmean	pos-neg	21	16.5	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	MRmean	RSIhist	pos-neg	21	16.5	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
single	MACD	MACD	pos-pos	95	74.8	4.1	55.8	0.3	0.5	0.1	18.1	-30.5
pair	RSI	LWTI	pos-pos	83	65.4	4.0	59.0	0.3	0.5	0.1	17.3	-30.9
pair	LWTI	RSI	pos-pos	83	65.4	4.0	59.0	0.3	0.5	0.1	17.3	-30.9
pair	RSmean	RSI	pos-pos	85	66.9	3.9	57.6	0.3	0.5	0.1	17.9	-35.1
pair	RSI	RSmean	pos-pos	85	66.9	3.9	57.6	0.3	0.5	0.1	17.9	-35.1
pair	RSIhist	MACD	pos-neg	49	38.6	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	MACD	RSIhist	pos-neg	49	38.6	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	MACDhist	MACD	pos-neg	54	42.5	3.6	53.7	0.3	0.5	0.1	18.8	-28.0
pair	MACD	MACDhist	pos-neg	54	42.5	3.6	53.7	0.3	0.5	0.1	18.8	-28.0
pair	LWTI	RSIhist	neg-pos	52	40.9	3.0	57.7	0.2	0.4	0.1	18.9	-23.7
pair	RSIhist	LWTI	neg-pos	52	40.9	3.0	57.7	0.2	0.4	0.1	18.9	-23.7
single	SLmean	SLmean	neg-neg	55	43.3	2.8	60.0	0.2	0.4	0.1	19.2	-25.7
single	RSI	RSI	pos-pos	93	73.2	2.6	57.0	0.2	0.4	0.1	17.5	-40.7
pair	MACD	RSI	pos-pos	81	63.8	2.1	55.6	0.2	0.4	0.1	18.1	-40.7
pair	RSI	MACD	pos-pos	81	63.8	2.1	55.6	0.2	0.4	0.1	18.1	-40.7
pair	RSIhist	SLmean	neg-neg	50	39.4	2.1	62.0	0.2	0.3	0.1	19.1	-22.9
pair	MRmean	MACDhist	pos-pos	39	30.7	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	MACDhist	MRmean	pos-pos	39	30.7	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	SLmean	RSIhist	neg-neg	50	39.4	2.1	62.0	0.2	0.3	0.1	19.1	-22.9
pair	MRmean	MACD	neg-pos	29	22.8	1.8	55.2	0.2	0.3	0.1	18.9	-19.9
pair	MACD	MRmean	neg-pos	29	22.8	1.8	55.2	0.2	0.3	0.1	18.9	-19.9
pair	RSI	MACDhist	pos-neg	52	40.9	0.9	55.8	0.1	0.3	0.0	17.6	-29.1
pair	MACDhist	RSI	pos-neg	52	40.9	0.9	55.8	0.1	0.3	0.0	17.6	-29.1
pair	SLmean	MACD	neg-pos	37	29.1	0.8	59.5	0.1	0.2	0.0	19.3	-22.9
pair	MACD	SLmean	neg-pos	37	29.1	0.8	59.5	0.1	0.2	0.0	19.3	-22.9
pair	RSmean	RSIhist	neg-neg	14	11.0	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSIhist	RSmean	neg-neg	14	11.0	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSI	RSIhist	pos-neg	35	27.6	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	RSIhist	RSI	pos-neg	35	27.6	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	LWTI	SLmean	neg-pos	45	35.4	-1.2	57.8	0.0	0.0	-0.1	17.8	-22.9
pair	SLmean	LWTI	neg-pos	45	35.4	-1.2	57.8	0.0	0.0	-0.1	17.8	-22.9
pair	LWTI	MRmean	pos-neg	7	5.5	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	MRmean	LWTI	pos-neg	7	5.5	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	MACD	LWTI	pos-neg	14	11.0	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	LWTI	MACD	pos-neg	14	11.0	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	SLmean	MRmean	pos-neg	13	10.2	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	MRmean	SLmean	pos-neg	13	10.2	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	RSI	SLmean	neg-pos	24	18.9	-4.3	62.5	-0.1	-0.3	-0.3	19.7	-16.3
pair	SLmean	RSI	neg-pos	24	18.9	-4.3	62.5	-0.1	-0.3	-0.3	19.7	-16.3
pair	SLmean	MACDhist	neg-pos	10	7.9	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	MACDhist	SLmean	neg-pos	10	7.9	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	LWTI	RSIhist	pos-neg	8	6.3	-6.0	37.5	-0.2	-0.6	-0.5	18.8	-11.3
pair	RSIhist	LWTI	pos-neg	8	6.3	-6.0	37.5	-0.2	-0.6	-0.5	18.8	-11.3
pair	RSmean	MACD	neg-neg	14	11.0	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	MACD	RSmean	neg-neg	14	11.0	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	RSI	LWTI	pos-neg	10	7.9	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	LWTI	RSI	pos-neg	10	7.9	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	SLmean	RSmean	neg-neg	15	11.8	-9.3	46.7	-0.4	-0.6	-0.6	18.6	-16.8
pair	RSmean	SLmean	neg-neg	15	11.8	-9.3	46.7	-0.4	-0.6	-0.6	18.6	-16.8
pair	LWTI	RSmean	neg-pos	21	16.5	-9.9	47.6	-0.5	-0.8	-0.5	16.9	-20.4
pair	RSmean	LWTI	neg-pos	21	16.5	-9.9	47.6	-0.5	-0.8	-0.5	16.9	-20.4
pair	RSI	MRmean	neg-pos	15	11.8	-9.9	53.3	-0.5	-0.9	-0.6	19.0	-17.3
pair	MRmean	RSI	neg-pos	15	11.8	-9.9	53.3	-0.5	-0.9	-0.6	19.0	-17.3
pair	RSmean	RSI	neg-pos	8	6.3	-10.0	50.0	-0.9	-1.2	-0.8	11.1	-12.2
pair	RSI	RSmean	neg-pos	8	6.3	-10.0	50.0	-0.9	-1.2	-0.8	11.1	-12.2
pair	MRmean	RSmean	pos-neg	6	4.7	-10.1	50.0	-0.8	-1.1	-0.9	12.7	-10.7
pair	RSmean	MRmean	pos-neg	6	4.7	-10.1	50.0	-0.8	-1.1	-0.9	12.7	-10.7
pair	MACDhist	RSmean	neg-neg	22	17.3	-10.2	45.5	-0.6	-0.8	-0.5	16.5	-21.6
pair	RSmean	MACDhist	neg-neg	22	17.3	-10.2	45.5	-0.6	-0.8	-0.5	16.5	-21.6
single	RSmean	RSmean	neg-neg	22	17.3	-10.2	45.5	-0.6	-0.8	-0.5	16.5	-21.6
pair	RSI	RSmean	neg-neg	14	11.0	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	RSmean	RSI	neg-neg	14	11.0	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	RSmean	MRmean	neg-neg	16	12.6	-10.3	43.8	-0.5	-0.7	-0.6	18.0	-18.7
pair	MRmean	RSmean	neg-neg	16	12.6	-10.3	43.8	-0.5	-0.7	-0.6	18.0	-18.7
pair	SLmean	RSmean	pos-neg	7	5.5	-12.3	42.9	-1.1	-1.6	-1.0	11.8	-12.8
pair	RSmean	SLmean	pos-neg	7	5.5	-12.3	42.9	-1.1	-1.6	-1.0	11.8	-12.8
pair	MACD	RSmean	neg-pos	8	6.3	-14.7	37.5	-1.5	-2.0	-1.1	10.4	-13.6
pair	RSmean	MACD	neg-pos	8	6.3	-14.7	37.5	-1.5	-2.0	-1.1	10.4	-13.6
pair	RSmean	LWTI	neg-neg	1	0.8	-17.3	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.8	-17.3	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSmean	neg-pos	8	6.3	-26.1	25.0	-3.0	-4.8	-1.8	9.7	-14.8
pair	RSmean	RSIhist	neg-pos	8	6.3	-26.1	25.0	-3.0	-4.8	-1.8	9.7	-14.8

All Contingency Tables for KSA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 57% Sharpe 0.50 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -24.2% Months 65M (51%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 36.4% \| Win 57% Sharpe 1.29 \| Sortino 3.18 \| Calmar 4.6 Vol 27% \| MDD -8.0% Months 7M (6%)	CAGR 5.1% \| Win 60% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.2 Vol 19% \| MDD -26.5% Months 42M (33%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
SLmean only	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 58% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.3% Months 72M (57%)	CAGR -10.1% \| Win 50% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.9 Vol 13% \| MDD -10.7% Months 6M (5%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 19.9% \| Win 67% Sharpe 0.98 \| Sortino 1.71 \| Calmar 1.0 Vol 21% \| MDD -19.9% Months 33M (26%)	CAGR -10.3% \| Win 44% Sharpe -0.51 \| Sortino -0.73 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 16M (13%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 56% Sharpe 0.36 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -38.0% Months 66M (52%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 1.8% \| Win 55% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 19% \| MDD -19.9% Months 29M (23%)	CAGR 20.5% \| Win 65% Sharpe 0.96 \| Sortino 1.54 \| Calmar 1.3 Vol 22% \| MDD -16.3% Months 20M (16%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
MACD only	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)	-	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR -9.9% \| Win 53% Sharpe -0.46 \| Sortino -0.95 \| Calmar -0.6 Vol 19% \| MDD -17.3% Months 15M (12%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 18% \| MDD -27.7% Months 39M (31%)	CAGR 8.3% \| Win 59% Sharpe 0.55 \| Sortino 1.26 \| Calmar 0.5 Vol 17% \| MDD -17.6% Months 39M (31%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 71.8% \| Win 100% Sharpe 6.15 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 2M (2%)	CAGR 7.0% \| Win 57% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 47M (37%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 58% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -29.0% Months 57M (45%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -21.4% Months 21M (16%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 10.4% \| Win 33% Sharpe 0.48 \| Sortino 4.58 \| Calmar 1.5 Vol 27% \| MDD -7.0% Months 6M (5%)	CAGR 8.9% \| Win 63% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.0% Months 43M (34%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 59% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.2 Vol 17% \| MDD -32.0% Months 71M (56%)	CAGR -2.0% \| Win 43% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -10.3% Months 7M (6%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 4.5% \| Win 56% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.3 Vol 20% \| MDD -16.3% Months 36M (28%)	CAGR 22.7% \| Win 69% Sharpe 1.05 \| Sortino 1.45 \| Calmar 3.0 Vol 22% \| MDD -7.5% Months 13M (10%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 58% Sharpe 0.73 \| Sortino 1.39 \| Calmar 0.7 Vol 18% \| MDD -18.9% Months 65M (51%)	CAGR -12.3% \| Win 43% Sharpe -1.05 \| Sortino -1.55 \| Calmar -1.0 Vol 12% \| MDD -12.8% Months 7M (6%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR 7.7% \| Win 65% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.3 Vol 20% \| MDD -22.9% Months 40M (32%)	CAGR -9.3% \| Win 47% Sharpe -0.43 \| Sortino -0.61 \| Calmar -0.6 Vol 19% \| MDD -16.8% Months 15M (12%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.2% \| Win 53% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 58M (46%)	CAGR 25.6% \| Win 71% Sharpe 1.31 \| Sortino 4.19 \| Calmar 3.6 Vol 19% \| MDD -7.1% Months 14M (11%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR 0.8% \| Win 60% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -22.9% Months 37M (29%)	CAGR 6.9% \| Win 61% Sharpe 0.43 \| Sortino 0.62 \| Calmar 0.4 Vol 20% \| MDD -16.3% Months 18M (14%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
MACD only	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.1% \| Win 55% Sharpe 0.38 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -30.7% Months 69M (54%)	CAGR 196.2% \| Win 100% Sharpe 7.21 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 3M (2%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR -4.3% \| Win 62% Sharpe -0.12 \| Sortino -0.26 \| Calmar -0.3 Vol 20% \| MDD -16.3% Months 24M (19%)	CAGR 8.6% \| Win 58% Sharpe 0.53 \| Sortino 0.76 \| Calmar 0.4 Vol 19% \| MDD -20.0% Months 31M (24%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.1% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.5 Vol 17% \| MDD -17.1% Months 31M (24%)	CAGR 11.0% \| Win 56% Sharpe 0.66 \| Sortino 1.65 \| Calmar 0.6 Vol 18% \| MDD -19.5% Months 41M (32%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR -4.9% \| Win 60% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.4 Vol 19% \| MDD -13.2% Months 10M (8%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 45M (35%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 57% Sharpe 0.41 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 58M (46%)	CAGR 28.5% \| Win 57% Sharpe 1.30 \| Sortino 2.85 \| Calmar 3.6 Vol 21% \| MDD -8.0% Months 14M (11%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR 9.9% \| Win 40% Sharpe 0.50 \| Sortino 4.03 \| Calmar 1.4 Vol 23% \| MDD -7.0% Months 5M (4%)	CAGR 2.1% \| Win 62% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 19% \| MDD -22.9% Months 50M (39%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.5% \| Win 58% Sharpe 0.65 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.3% Months 62M (49%)	CAGR 4.8% \| Win 50% Sharpe 0.35 \| Sortino 0.73 \| Calmar 0.5 Vol 17% \| MDD -10.3% Months 10M (8%)	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)
SLmean neg	CAGR -1.2% \| Win 58% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 18% \| MDD -22.9% Months 45M (35%)	CAGR 22.7% \| Win 70% Sharpe 0.94 \| Sortino 1.35 \| Calmar 3.0 Vol 25% \| MDD -7.5% Months 10M (8%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 6.0% \| Win 57% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -30.5% Months 87M (68%)	CAGR 35.7% \| Win 78% Sharpe 1.81 \| Sortino 5.52 \| Calmar 5.0 Vol 18% \| MDD -7.1% Months 18M (14%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)
RSmean neg	CAGR -14.7% \| Win 38% Sharpe -1.47 \| Sortino -2.05 \| Calmar -1.1 Vol 10% \| MDD -13.6% Months 8M (6%)	CAGR -7.6% \| Win 50% Sharpe -0.31 \| Sortino -0.44 \| Calmar -0.5 Vol 19% \| MDD -16.3% Months 14M (11%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)
MACD only	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 58% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -35.1% Months 85M (67%)	CAGR 44.4% \| Win 75% Sharpe 1.98 \| Sortino 2.61 \| Calmar 3.8 Vol 20% \| MDD -11.5% Months 20M (16%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)
RSmean neg	CAGR -10.0% \| Win 50% Sharpe -0.90 \| Sortino -1.25 \| Calmar -0.8 Vol 11% \| MDD -12.2% Months 8M (6%)	CAGR -10.3% \| Win 43% Sharpe -0.47 \| Sortino -0.69 \| Calmar -0.6 Vol 19% \| MDD -17.3% Months 14M (11%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 14.5% \| Win 62% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 19% \| MDD -22.6% Months 64M (50%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)
RSmean neg	-	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.7% \| Win 60% Sharpe 0.71 \| Sortino 1.31 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 55M (43%)	CAGR 9.4% \| Win 62% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 50M (39%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)
RSmean neg	CAGR -26.1% \| Win 25% Sharpe -3.05 \| Sortino -4.76 \| Calmar -1.8 Vol 10% \| MDD -14.8% Months 8M (6%)	CAGR 0.3% \| Win 57% Sharpe 0.11 \| Sortino 0.13 \| Calmar 0.0 Vol 19% \| MDD -16.3% Months 14M (11%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.6% \| Win 60% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -27.0% Months 86M (68%)	CAGR 15.3% \| Win 63% Sharpe 0.77 \| Sortino 1.30 \| Calmar 1.5 Vol 21% \| MDD -10.3% Months 19M (15%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)
RSmean neg	CAGR -9.9% \| Win 48% Sharpe -0.53 \| Sortino -0.77 \| Calmar -0.5 Vol 17% \| MDD -20.4% Months 21M (16%)	CAGR -17.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 81M (64%)	CAGR 16.1% \| Win 57% Sharpe 0.89 \| Sortino 1.21 \| Calmar 1.4 Vol 19% \| MDD -11.5% Months 14M (11%)	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)
MACD neg	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 20.5% \| Win 65% Sharpe 0.96 \| Sortino 1.54 \| Calmar 1.3 Vol 22% \| MDD -16.3% Months 20M (16%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.53 \| Calmar 0.1 Vol 19% \| MDD -28.0% Months 54M (42%)	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)
MACD neg	-	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -31.0% Months 46M (36%)	CAGR 3.7% \| Win 57% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -27.9% Months 49M (39%)	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)
MACD neg	CAGR 10.0% \| Win 59% Sharpe 0.60 \| Sortino 2.32 \| Calmar 1.4 Vol 18% \| MDD -7.1% Months 17M (13%)	CAGR 20.4% \| Win 73% Sharpe 1.01 \| Sortino 1.10 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 15M (12%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -27.0% Months 81M (64%)	CAGR -4.0% \| Win 43% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.3 Vol 22% \| MDD -11.7% Months 14M (11%)	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)
MACD neg	CAGR 5.2% \| Win 58% Sharpe 0.35 \| Sortino 0.60 \| Calmar 0.3 Vol 20% \| MDD -16.3% Months 26M (20%)	CAGR 67.3% \| Win 100% Sharpe 4.38 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 6M (5%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 0.9% \| Win 56% Sharpe 0.14 \| Sortino 0.28 \| Calmar 0.0 Vol 18% \| MDD -29.1% Months 52M (41%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)
RSI neg	-	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.8% \| Win 57% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.2 Vol 16% \| MDD -31.0% Months 58M (46%)	CAGR -0.9% \| Win 57% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -26.2% Months 35M (28%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)
RSI neg	CAGR 20.8% \| Win 40% Sharpe 0.77 \| Sortino 7.73 \| Calmar 3.0 Vol 29% \| MDD -7.0% Months 5M (4%)	CAGR 18.3% \| Win 66% Sharpe 0.97 \| Sortino 1.23 \| Calmar 1.1 Vol 19% \| MDD -16.3% Months 29M (23%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.0% \| Win 59% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 17% \| MDD -30.9% Months 83M (65%)	CAGR -8.5% \| Win 40% Sharpe -0.37 \| Sortino -0.78 \| Calmar -0.6 Vol 19% \| MDD -14.2% Months 10M (8%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)
RSI neg	CAGR 10.6% \| Win 54% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.6 Vol 20% \| MDD -16.3% Months 24M (19%)	CAGR 40.5% \| Win 80% Sharpe 1.71 \| Sortino 1.50 \| Calmar 25.7 Vol 22% \| MDD -1.6% Months 10M (8%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.8% \| Win 59% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.3 Vol 17% \| MDD -17.6% Months 27M (21%)	CAGR 4.6% \| Win 57% Sharpe 0.33 \| Sortino 0.46 \| Calmar 0.4 Vol 19% \| MDD -10.9% Months 14M (11%)	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)
MACDhist neg	CAGR 6.8% \| Win 53% Sharpe 0.46 \| Sortino 1.29 \| Calmar 0.4 Vol 18% \| MDD -17.6% Months 36M (28%)	CAGR 8.1% \| Win 62% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 50M (39%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)
RSIhist only	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	-	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)
MACDhist neg	CAGR 5.9% \| Win 58% Sharpe 0.40 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -27.5% Months 66M (52%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 7.8% \| Win 58% Sharpe 0.52 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -22.2% Months 55M (43%)	CAGR -6.0% \| Win 38% Sharpe -0.25 \| Sortino -0.56 \| Calmar -0.5 Vol 19% \| MDD -11.3% Months 8M (6%)	CAGR 6.0% \| Win 56% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -31.0% Months 63M (50%)
RSIhist neg	CAGR 3.0% \| Win 58% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -23.7% Months 52M (41%)	CAGR 28.5% \| Win 75% Sharpe 1.24 \| Sortino 1.59 \| Calmar 3.8 Vol 22% \| MDD -7.5% Months 12M (9%)	CAGR 7.4% \| Win 61% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 64M (50%)
LWTI only	CAGR 5.4% \| Win 58% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 107M (84%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 57% Sharpe 0.50 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -24.2% Months 65M (51%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 36.4% \| Win 57% Sharpe 1.29 \| Sortino 3.18 \| Calmar 4.6 Vol 27% \| MDD -8.0% Months 7M (6%)	CAGR 5.1% \| Win 60% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.2 Vol 19% \| MDD -26.5% Months 42M (33%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
SLmean only	CAGR 9.7% \| Win 57% Sharpe 0.61 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -26.3% Months 72M (57%)	CAGR 2.8% \| Win 60% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 55M (43%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 58% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.3% Months 72M (57%)	CAGR -10.1% \| Win 50% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.9 Vol 13% \| MDD -10.7% Months 6M (5%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 19.9% \| Win 67% Sharpe 0.98 \| Sortino 1.71 \| Calmar 1.0 Vol 21% \| MDD -19.9% Months 33M (26%)	CAGR -10.3% \| Win 44% Sharpe -0.51 \| Sortino -0.73 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 16M (13%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (83%)	CAGR -10.2% \| Win 46% Sharpe -0.57 \| Sortino -0.82 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 22M (17%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 56% Sharpe 0.36 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -38.0% Months 66M (52%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 1.8% \| Win 55% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 19% \| MDD -19.9% Months 29M (23%)	CAGR 20.5% \| Win 65% Sharpe 0.96 \| Sortino 1.54 \| Calmar 1.3 Vol 22% \| MDD -16.3% Months 20M (16%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
MACD only	CAGR 4.1% \| Win 56% Sharpe 0.31 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 95M (75%)	CAGR 14.7% \| Win 66% Sharpe 0.82 \| Sortino 1.35 \| Calmar 0.9 Vol 19% \| MDD -16.3% Months 32M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)	-	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR -9.9% \| Win 53% Sharpe -0.46 \| Sortino -0.95 \| Calmar -0.6 Vol 19% \| MDD -17.3% Months 15M (12%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -40.7% Months 93M (73%)	CAGR 18.6% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.1 Vol 20% \| MDD -16.3% Months 34M (27%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 18% \| MDD -27.7% Months 39M (31%)	CAGR 8.3% \| Win 59% Sharpe 0.55 \| Sortino 1.26 \| Calmar 0.5 Vol 17% \| MDD -17.6% Months 39M (31%)	CAGR 5.2% \| Win 58% Sharpe 0.38 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -38.0% Months 78M (61%)
MRmean neg	CAGR 71.8% \| Win 100% Sharpe 6.15 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 2M (2%)	CAGR 7.0% \| Win 57% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 47M (37%)	CAGR 9.1% \| Win 59% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 49M (39%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (32%)	CAGR 7.6% \| Win 58% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 86M (68%)