KSA - iShares MSCI Saudi Arabia ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

196.2%

Best CAGR

Total Months

8.4%

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	4.8	67.3	100.0	4.4	0.0	0.0	12.2	0.0
pair	MACD	LWTI	neg-neg	6	4.8	67.3	100.0	4.4	0.0	0.0	12.2	0.0
pair	RSI	RSmean	pos-neg	20	16.0	44.4	75.0	2.0	2.6	3.9	19.7	-11.5
pair	RSmean	RSI	pos-neg	20	16.0	44.4	75.0	2.0	2.6	3.9	19.7	-11.5
pair	RSI	LWTI	neg-neg	10	8.0	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	LWTI	RSI	neg-neg	10	8.0	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	MRmean	SLmean	neg-pos	7	5.6	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	SLmean	MRmean	neg-pos	7	5.6	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	RSmean	MACD	pos-neg	18	14.4	35.7	77.8	1.8	5.5	5.0	17.8	-7.1
pair	MACD	RSmean	pos-neg	18	14.4	35.7	77.8	1.8	5.5	5.0	17.8	-7.1
pair	RSIhist	LWTI	neg-neg	12	9.6	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	LWTI	RSIhist	neg-neg	12	9.6	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	SLmean	RSIhist	pos-neg	14	11.2	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	RSIhist	SLmean	pos-neg	14	11.2	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	SLmean	MACD	pos-neg	14	11.2	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	MACD	SLmean	pos-neg	14	11.2	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	SLmean	LWTI	neg-neg	10	8.0	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	LWTI	SLmean	neg-neg	10	8.0	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	MRmean	LWTI	neg-neg	13	10.4	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	LWTI	MRmean	neg-neg	13	10.4	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	RSIhist	RSI	neg-pos	5	4.0	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	RSI	RSIhist	neg-pos	5	4.0	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	RSmean	MRmean	neg-pos	33	26.4	19.9	66.7	1.0	1.7	1.0	20.8	-19.9
pair	MRmean	RSmean	neg-pos	33	26.4	19.9	66.7	1.0	1.7	1.0	20.8	-19.9
pair	MRmean	MACD	neg-neg	19	15.2	16.6	63.2	0.8	1.3	1.0	22.2	-16.3
pair	MACD	MRmean	neg-neg	19	15.2	16.6	63.2	0.8	1.3	1.0	22.2	-16.3
pair	MACD	RSI	neg-neg	19	15.2	16.6	63.2	0.8	1.3	1.0	22.2	-16.3
pair	RSI	MACD	neg-neg	19	15.2	16.6	63.2	0.8	1.3	1.0	22.2	-16.3
pair	MACDhist	RSI	neg-neg	33	26.4	16.4	60.6	0.8	1.3	1.0	20.5	-16.3
single	RSI	RSI	neg-neg	33	26.4	16.4	60.6	0.8	1.3	1.0	20.5	-16.3
pair	RSI	MRmean	neg-neg	33	26.4	16.4	60.6	0.8	1.3	1.0	20.5	-16.3
pair	MRmean	RSI	neg-neg	33	26.4	16.4	60.6	0.8	1.3	1.0	20.5	-16.3
pair	RSI	MACDhist	neg-neg	33	26.4	16.4	60.6	0.8	1.3	1.0	20.5	-16.3
pair	MACD	RSI	pos-neg	14	11.2	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSI	MACD	pos-neg	14	11.2	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSIhist	RSI	neg-neg	28	22.4	15.6	64.3	0.8	1.1	1.0	19.4	-16.3
pair	RSI	RSIhist	neg-neg	28	22.4	15.6	64.3	0.8	1.1	1.0	19.4	-16.3
pair	LWTI	RSmean	pos-neg	19	15.2	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	RSmean	LWTI	pos-neg	19	15.2	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	MACD	RSIhist	neg-neg	14	11.2	15.2	71.4	0.8	0.9	0.9	20.6	-16.3
pair	RSIhist	MACD	neg-neg	14	11.2	15.2	71.4	0.8	0.9	0.9	20.6	-16.3
pair	RSmean	MACDhist	pos-neg	64	51.2	14.5	62.5	0.8	1.6	0.6	19.4	-22.6
pair	MACDhist	RSmean	pos-neg	64	51.2	14.5	62.5	0.8	1.6	0.6	19.4	-22.6
pair	MACDhist	LWTI	neg-neg	20	16.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	LWTI	MACDhist	neg-neg	20	16.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
single	LWTI	LWTI	neg-neg	20	16.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	SLmean	RSmean	pos-pos	65	52.0	12.4	58.5	0.7	1.4	0.7	18.2	-18.9
pair	RSmean	SLmean	pos-pos	65	52.0	12.4	58.5	0.7	1.4	0.7	18.2	-18.9
pair	MACD	MACDhist	neg-neg	31	24.8	12.3	64.5	0.7	1.2	0.8	19.0	-16.3
pair	MACDhist	MACD	neg-neg	31	24.8	12.3	64.5	0.7	1.2	0.8	19.0	-16.3
single	MACD	MACD	neg-neg	31	24.8	12.3	64.5	0.7	1.2	0.8	19.0	-16.3
pair	SLmean	MACDhist	pos-neg	40	32.0	11.8	57.5	0.7	1.8	0.7	18.5	-18.2
pair	MACDhist	SLmean	pos-neg	40	32.0	11.8	57.5	0.7	1.8	0.7	18.5	-18.2
pair	RSIhist	RSmean	pos-pos	55	44.0	11.7	60.0	0.7	1.3	0.5	17.6	-23.2
pair	RSmean	RSIhist	pos-pos	55	44.0	11.7	60.0	0.7	1.3	0.5	17.6	-23.2
pair	SLmean	LWTI	pos-pos	61	48.8	11.1	59.0	0.7	1.2	0.5	18.1	-24.0
pair	LWTI	SLmean	pos-pos	61	48.8	11.1	59.0	0.7	1.2	0.5	18.1	-24.0
single	RSmean	RSmean	pos-pos	105	84.0	10.6	61.0	0.6	1.1	0.3	18.6	-30.5
pair	MRmean	RSIhist	neg-pos	6	4.8	10.4	33.3	0.5	4.6	1.5	26.6	-7.0
pair	RSIhist	MRmean	neg-pos	6	4.8	10.4	33.3	0.5	4.6	1.5	26.6	-7.0
single	SLmean	SLmean	pos-pos	71	56.8	10.2	57.7	0.6	1.2	0.4	17.8	-25.1
pair	MACD	RSIhist	neg-pos	17	13.6	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	RSIhist	MACD	neg-pos	17	13.6	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	SLmean	RSIhist	neg-pos	5	4.0	9.9	40.0	0.5	4.0	1.4	23.1	-7.0
pair	RSIhist	SLmean	neg-pos	5	4.0	9.9	40.0	0.5	4.0	1.4	23.1	-7.0
pair	RSmean	LWTI	pos-pos	86	68.8	9.6	60.5	0.6	1.0	0.3	18.1	-27.0
pair	LWTI	RSmean	pos-pos	86	68.8	9.6	60.5	0.6	1.0	0.3	18.1	-27.0
pair	RSmean	RSIhist	pos-neg	50	40.0	9.4	62.0	0.6	0.9	0.3	19.9	-26.6
pair	RSIhist	RSmean	pos-neg	50	40.0	9.4	62.0	0.6	0.9	0.3	19.9	-26.6
pair	MACDhist	MRmean	pos-neg	38	30.4	9.1	60.5	0.6	1.4	0.6	17.2	-16.3
pair	MRmean	MACDhist	pos-neg	38	30.4	9.1	60.5	0.6	1.4	0.6	17.2	-16.3
pair	LWTI	RSIhist	pos-pos	54	43.2	8.4	59.3	0.6	1.0	0.4	17.2	-20.9
pair	RSIhist	LWTI	pos-pos	54	43.2	8.4	59.3	0.6	1.0	0.4	17.2	-20.9
pair	SLmean	MACDhist	pos-pos	31	24.8	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	MACDhist	SLmean	pos-pos	31	24.8	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	RSmean	SLmean	neg-pos	40	32.0	7.7	65.0	0.5	0.8	0.3	19.5	-22.9
pair	SLmean	RSmean	neg-pos	40	32.0	7.7	65.0	0.5	0.8	0.3	19.5	-22.9
pair	MRmean	SLmean	pos-pos	64	51.2	7.6	57.8	0.5	0.9	0.3	16.7	-22.9
pair	MACDhist	RSIhist	neg-pos	35	28.0	7.6	54.3	0.5	1.4	0.5	17.9	-16.3
pair	RSIhist	MACDhist	neg-pos	35	28.0	7.6	54.3	0.5	1.4	0.5	17.9	-16.3
pair	SLmean	MRmean	pos-pos	64	51.2	7.6	57.8	0.5	0.9	0.3	16.7	-22.9
single	MRmean	MRmean	neg-neg	48	38.4	7.4	58.3	0.5	0.8	0.4	20.1	-19.9
pair	LWTI	RSI	neg-pos	23	18.4	7.2	52.2	0.5	0.8	0.4	20.1	-16.3
pair	RSI	LWTI	neg-pos	23	18.4	7.2	52.2	0.5	0.8	0.4	20.1	-16.3
pair	MRmean	RSIhist	neg-neg	42	33.6	7.0	61.9	0.5	0.7	0.3	19.5	-22.0
single	MACDhist	MACDhist	neg-neg	84	67.2	7.0	58.3	0.5	0.8	0.3	18.9	-22.6
pair	RSIhist	MRmean	neg-neg	42	33.6	7.0	61.9	0.5	0.7	0.3	19.5	-22.0
pair	MACD	SLmean	pos-pos	57	45.6	6.7	54.4	0.5	0.8	0.3	17.6	-25.1
pair	SLmean	MACD	pos-pos	57	45.6	6.7	54.4	0.5	0.8	0.3	17.6	-25.1
pair	MACDhist	RSIhist	neg-neg	49	39.2	6.6	61.2	0.4	0.7	0.3	19.7	-22.6
pair	MRmean	RSmean	pos-pos	72	57.6	6.6	58.3	0.5	0.8	0.2	17.5	-33.3
pair	RSmean	MRmean	pos-pos	72	57.6	6.6	58.3	0.5	0.8	0.2	17.5	-33.3
pair	RSIhist	MACDhist	neg-neg	49	39.2	6.6	61.2	0.4	0.7	0.3	19.7	-22.6
single	RSIhist	RSIhist	pos-pos	62	49.6	6.4	56.5	0.4	0.8	0.2	17.3	-29.9
pair	LWTI	MRmean	pos-pos	70	56.0	6.3	60.0	0.4	0.7	0.2	17.2	-30.9
pair	MRmean	LWTI	pos-pos	70	56.0	6.3	60.0	0.4	0.7	0.2	17.2	-30.9
pair		benchmark___benchmark_	benchmark-benchmark	125	100.0	6.3	58.4	0.4	0.7	0.2	18.4	-30.5
pair	benchmark___benchmark_		benchmark-benchmark	125	100.0	6.3	58.4	0.4	0.7	0.2	18.4	-30.5
pair	RSIhist	SLmean	pos-pos	57	45.6	6.1	57.9	0.4	0.8	0.2	17.0	-29.9
pair	SLmean	RSIhist	pos-pos	57	45.6	6.1	57.9	0.4	0.8	0.2	17.0	-29.9
single	RSIhist	RSIhist	neg-neg	63	50.4	6.1	60.3	0.4	0.6	0.2	19.5	-26.6
pair	RSI	SLmean	neg-neg	30	24.0	6.0	56.7	0.4	0.6	0.3	18.9	-20.0
pair	RSmean	MACD	pos-pos	87	69.6	6.0	57.5	0.4	0.7	0.2	18.6	-30.5
pair	MRmean	RSIhist	pos-pos	56	44.8	6.0	58.9	0.4	0.7	0.2	16.4	-27.8
pair	SLmean	RSI	neg-neg	30	24.0	6.0	56.7	0.4	0.6	0.3	18.9	-20.0
pair	MACD	RSmean	pos-pos	87	69.6	6.0	57.5	0.4	0.7	0.2	18.6	-30.5
pair	RSIhist	MRmean	pos-pos	56	44.8	6.0	58.9	0.4	0.7	0.2	16.4	-27.8
pair	LWTI	MACD	pos-pos	80	64.0	5.9	58.8	0.4	0.7	0.2	17.5	-27.0
pair	MACD	LWTI	pos-pos	80	64.0	5.9	58.8	0.4	0.7	0.2	17.5	-27.0
pair	MACD	MRmean	pos-neg	12	9.6	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MRmean	MACD	pos-neg	12	9.6	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	RSI	MACD	neg-pos	12	9.6	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MACD	RSI	neg-pos	12	9.6	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	RSI	MRmean	pos-pos	77	61.6	5.5	58.4	0.4	0.7	0.1	17.3	-36.9
pair	MRmean	MACD	pos-pos	65	52.0	5.5	56.9	0.4	0.7	0.1	18.0	-36.9
pair	MACD	MRmean	pos-pos	65	52.0	5.5	56.9	0.4	0.7	0.1	18.0	-36.9
pair	MRmean	RSI	pos-pos	77	61.6	5.5	58.4	0.4	0.7	0.1	17.3	-36.9
single	MRmean	MRmean	pos-pos	77	61.6	5.5	58.4	0.4	0.7	0.1	17.3	-36.9
pair	RSI	SLmean	pos-pos	68	54.4	5.5	55.9	0.4	0.7	0.2	16.8	-29.5
pair	SLmean	RSI	pos-pos	68	54.4	5.5	55.9	0.4	0.7	0.2	16.8	-29.5
pair	MRmean	MACDhist	neg-neg	46	36.8	5.3	56.5	0.3	0.6	0.3	20.3	-19.9
pair	MACDhist	MRmean	neg-neg	46	36.8	5.3	56.5	0.3	0.6	0.3	20.3	-19.9
pair	RSI	RSIhist	pos-pos	57	45.6	5.2	57.9	0.4	0.7	0.2	16.3	-29.9
pair	RSIhist	RSI	pos-pos	57	45.6	5.2	57.9	0.4	0.7	0.2	16.3	-29.9
pair	MACD	RSIhist	pos-pos	45	36.0	5.1	55.6	0.4	0.6	0.2	17.1	-29.9
pair	RSIhist	MACD	pos-pos	45	36.0	5.1	55.6	0.4	0.6	0.2	17.1	-29.9
pair	LWTI	MACDhist	neg-pos	64	51.2	5.1	57.8	0.4	0.7	0.2	18.3	-27.5
pair	MACDhist	LWTI	neg-pos	64	51.2	5.1	57.8	0.4	0.7	0.2	18.3	-27.5
single	LWTI	LWTI	pos-pos	105	84.0	4.9	58.1	0.4	0.6	0.2	17.9	-27.0
pair	MACDhist	LWTI	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	LWTI	MACDhist	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
single	MACDhist	MACDhist	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSI	MACDhist	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSI	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSIhist	pos-pos	27	21.6	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	RSIhist	MACDhist	pos-pos	27	21.6	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	MACD	MACDhist	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	MACD	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	SLmean	LWTI	pos-neg	10	8.0	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	LWTI	SLmean	pos-neg	10	8.0	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	RSmean	MACDhist	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSmean	pos-pos	41	32.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSIhist	pos-neg	14	11.2	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MACDhist	pos-neg	14	11.2	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MRmean	pos-neg	21	16.8	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	MRmean	RSIhist	pos-neg	21	16.8	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	LWTI	RSI	pos-pos	82	65.6	4.3	59.8	0.3	0.6	0.1	17.4	-29.8
pair	RSI	LWTI	pos-pos	82	65.6	4.3	59.8	0.3	0.6	0.1	17.4	-29.8
single	MACD	MACD	pos-pos	94	75.2	4.3	56.4	0.3	0.5	0.1	18.2	-30.5
pair	MACDhist	MACD	pos-neg	53	42.4	4.0	54.7	0.3	0.6	0.1	18.9	-28.0
pair	MACD	MACDhist	pos-neg	53	42.4	4.0	54.7	0.3	0.6	0.1	18.9	-28.0
pair	RSmean	RSI	pos-pos	85	68.0	3.9	57.6	0.3	0.5	0.1	17.9	-35.1
pair	RSI	RSmean	pos-pos	85	68.0	3.9	57.6	0.3	0.5	0.1	17.9	-35.1
pair	RSIhist	MACD	pos-neg	49	39.2	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	MACD	RSIhist	pos-neg	49	39.2	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	SLmean	MRmean	neg-neg	41	32.8	3.1	58.5	0.3	0.4	0.1	19.0	-26.5
pair	MRmean	SLmean	neg-neg	41	32.8	3.1	58.5	0.3	0.4	0.1	19.0	-26.5
pair	SLmean	MACDhist	neg-neg	44	35.2	2.8	59.1	0.2	0.4	0.1	19.3	-22.6
pair	MACDhist	SLmean	neg-neg	44	35.2	2.8	59.1	0.2	0.4	0.1	19.3	-22.6
single	RSI	RSI	pos-pos	92	73.6	2.8	57.6	0.2	0.4	0.1	17.5	-39.7
pair	RSI	MACD	pos-pos	80	64.0	2.4	56.2	0.2	0.4	0.1	18.2	-39.7
pair	MACD	RSI	pos-pos	80	64.0	2.4	56.2	0.2	0.4	0.1	18.2	-39.7
pair	MACD	SLmean	neg-neg	17	13.6	2.4	58.8	0.2	0.3	0.1	19.4	-16.3
pair	SLmean	MACD	neg-neg	17	13.6	2.4	58.8	0.2	0.3	0.1	19.4	-16.3
pair	MRmean	LWTI	neg-pos	35	28.0	2.3	54.3	0.2	0.4	0.1	19.6	-16.3
pair	LWTI	MRmean	neg-pos	35	28.0	2.3	54.3	0.2	0.4	0.1	19.6	-16.3
pair	MRmean	MACDhist	pos-pos	39	31.2	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	MACDhist	MRmean	pos-pos	39	31.2	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	LWTI	MACD	neg-pos	25	20.0	2.0	56.0	0.2	0.3	0.1	19.5	-16.3
pair	MACD	LWTI	neg-pos	25	20.0	2.0	56.0	0.2	0.3	0.1	19.5	-16.3
pair	MACD	MRmean	neg-pos	29	23.2	1.8	55.2	0.2	0.3	0.1	18.9	-19.9
pair	MRmean	MACD	neg-pos	29	23.2	1.8	55.2	0.2	0.3	0.1	18.9	-19.9
pair	RSIhist	LWTI	neg-pos	51	40.8	1.5	56.9	0.2	0.3	0.1	18.8	-23.7
pair	LWTI	RSIhist	neg-pos	51	40.8	1.5	56.9	0.2	0.3	0.1	18.8	-23.7
pair	MACDhist	RSI	pos-neg	51	40.8	1.3	56.9	0.2	0.3	0.1	17.8	-27.9
pair	RSI	MACDhist	pos-neg	51	40.8	1.3	56.9	0.2	0.3	0.1	17.8	-27.9
single	SLmean	SLmean	neg-neg	54	43.2	1.3	59.3	0.2	0.3	0.1	19.1	-25.7
pair	SLmean	MACD	neg-pos	37	29.6	0.8	59.5	0.1	0.2	0.0	19.3	-22.9
pair	MACD	SLmean	neg-pos	37	29.6	0.8	59.5	0.1	0.2	0.0	19.3	-22.9
pair	RSIhist	SLmean	neg-neg	49	39.2	0.5	61.2	0.1	0.2	0.0	19.0	-22.9
pair	SLmean	RSIhist	neg-neg	49	39.2	0.5	61.2	0.1	0.2	0.0	19.0	-22.9
pair	RSI	RSIhist	pos-neg	35	28.0	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	RSIhist	RSI	pos-neg	35	28.0	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	LWTI	MRmean	pos-neg	7	5.6	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	MRmean	LWTI	pos-neg	7	5.6	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	LWTI	SLmean	neg-pos	44	35.2	-3.0	56.8	-0.1	-0.1	-0.1	17.6	-22.9
pair	SLmean	LWTI	neg-pos	44	35.2	-3.0	56.8	-0.1	-0.1	-0.1	17.6	-22.9
pair	MACD	LWTI	pos-neg	14	11.2	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	LWTI	MACD	pos-neg	14	11.2	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	SLmean	MRmean	pos-neg	13	10.4	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	MRmean	SLmean	pos-neg	13	10.4	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	RSI	SLmean	neg-pos	24	19.2	-4.3	62.5	-0.1	-0.3	-0.3	19.7	-16.3
pair	SLmean	RSI	neg-pos	24	19.2	-4.3	62.5	-0.1	-0.3	-0.3	19.7	-16.3
pair	SLmean	MACDhist	neg-pos	10	8.0	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	MACDhist	SLmean	neg-pos	10	8.0	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	RSmean	RSIhist	neg-neg	13	10.4	-5.7	53.8	-0.2	-0.3	-0.3	18.3	-16.3
pair	RSIhist	RSmean	neg-neg	13	10.4	-5.7	53.8	-0.2	-0.3	-0.3	18.3	-16.3
pair	LWTI	RSIhist	pos-neg	8	6.4	-6.0	37.5	-0.2	-0.6	-0.5	18.8	-11.3
pair	RSIhist	LWTI	pos-neg	8	6.4	-6.0	37.5	-0.2	-0.6	-0.5	18.8	-11.3
pair	MRmean	RSmean	pos-neg	5	4.0	-8.5	60.0	-0.6	-0.8	-0.9	14.2	-9.2
pair	RSmean	MRmean	pos-neg	5	4.0	-8.5	60.0	-0.6	-0.8	-0.9	14.2	-9.2
pair	RSI	LWTI	pos-neg	10	8.0	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	LWTI	RSI	pos-neg	10	8.0	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	RSmean	RSI	neg-pos	7	5.6	-8.9	57.1	-0.7	-1.0	-0.8	11.9	-10.8
pair	RSI	RSmean	neg-pos	7	5.6	-8.9	57.1	-0.7	-1.0	-0.8	11.9	-10.8
pair	RSI	MRmean	neg-pos	15	12.0	-9.9	53.3	-0.5	-0.9	-0.6	19.0	-17.3
pair	MRmean	RSI	neg-pos	15	12.0	-9.9	53.3	-0.5	-0.9	-0.6	19.0	-17.3
pair	RSmean	SLmean	pos-neg	6	4.8	-11.3	50.0	-0.9	-1.3	-1.0	12.9	-11.3
pair	SLmean	RSmean	pos-neg	6	4.8	-11.3	50.0	-0.9	-1.3	-1.0	12.9	-11.3
pair	RSmean	MACD	neg-neg	13	10.4	-13.7	46.2	-0.7	-0.9	-0.8	18.7	-16.3
pair	MACD	RSmean	neg-neg	13	10.4	-13.7	46.2	-0.7	-0.9	-0.8	18.7	-16.3
pair	LWTI	RSmean	neg-pos	19	15.2	-13.7	47.4	-0.8	-1.1	-0.7	16.6	-20.4
pair	RSmean	LWTI	neg-pos	19	15.2	-13.7	47.4	-0.8	-1.1	-0.7	16.6	-20.4
pair	MACDhist	RSmean	neg-neg	20	16.0	-13.9	45.0	-0.8	-1.2	-0.6	16.1	-21.6
pair	RSmean	MACDhist	neg-neg	20	16.0	-13.9	45.0	-0.8	-1.2	-0.6	16.1	-21.6
single	RSmean	RSmean	neg-neg	20	16.0	-13.9	45.0	-0.8	-1.2	-0.6	16.1	-21.6
pair	MACD	RSmean	neg-pos	7	5.6	-14.2	42.9	-1.3	-1.8	-1.2	11.2	-12.2
pair	RSmean	MACD	neg-pos	7	5.6	-14.2	42.9	-1.3	-1.8	-1.2	11.2	-12.2
pair	RSmean	SLmean	neg-neg	14	11.2	-14.9	42.9	-0.8	-1.1	-0.9	17.8	-16.8
pair	SLmean	RSmean	neg-neg	14	11.2	-14.9	42.9	-0.8	-1.1	-0.9	17.8	-16.8
pair	RSmean	MRmean	neg-neg	15	12.0	-15.6	40.0	-0.9	-1.2	-0.8	17.1	-18.7
pair	MRmean	RSmean	neg-neg	15	12.0	-15.6	40.0	-0.9	-1.2	-0.8	17.1	-18.7
pair	RSI	RSmean	neg-neg	13	10.4	-16.4	38.5	-0.9	-1.2	-0.9	18.4	-17.3
pair	RSmean	RSI	neg-neg	13	10.4	-16.4	38.5	-0.9	-1.2	-0.9	18.4	-17.3
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	7	5.6	-27.2	28.6	-3.0	-5.4	-2.0	10.4	-13.4
pair	RSmean	RSIhist	neg-pos	7	5.6	-27.2	28.6	-3.0	-5.4	-2.0	10.4	-13.4

All Contingency Tables for KSA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.6% \| Win 58% Sharpe 0.52 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -22.9% Months 64M (51%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -26.5% Months 41M (33%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
SLmean only	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (57%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (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 (58%)	CAGR -8.5% \| Win 60% Sharpe -0.57 \| Sortino -0.80 \| Calmar -0.9 Vol 14% \| MDD -9.2% Months 5M (4%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 -15.6% \| Win 40% Sharpe -0.90 \| Sortino -1.22 \| Calmar -0.8 Vol 17% \| MDD -18.7% Months 15M (12%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (84%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.1 Vol 18% \| MDD -36.9% Months 65M (52%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 16.6% \| Win 63% Sharpe 0.80 \| Sortino 1.30 \| Calmar 1.0 Vol 22% \| MDD -16.3% Months 19M (15%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
MACD only	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)	-	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
RSI only	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)

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 9.1% \| Win 60% Sharpe 0.59 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -16.3% Months 38M (30%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 5.3% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 46M (37%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 59% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.2 Vol 16% \| MDD -27.8% Months 56M (45%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -21.4% Months 21M (17%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 7.0% \| Win 62% Sharpe 0.45 \| Sortino 0.65 \| Calmar 0.3 Vol 20% \| MDD -22.0% Months 42M (34%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -30.9% Months 70M (56%)	CAGR -2.0% \| Win 43% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -10.3% Months 7M (6%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
MRmean neg	CAGR 2.3% \| Win 54% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -16.3% Months 35M (28%)	CAGR 22.7% \| Win 69% Sharpe 1.05 \| Sortino 1.45 \| Calmar 3.0 Vol 22% \| MDD -7.5% Months 13M (10%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 (52%)	CAGR -11.3% \| Win 50% Sharpe -0.87 \| Sortino -1.31 \| Calmar -1.0 Vol 13% \| MDD -11.3% Months 6M (5%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (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 -14.9% \| Win 43% Sharpe -0.82 \| Sortino -1.10 \| Calmar -0.9 Vol 18% \| MDD -16.8% Months 14M (11%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (84%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 54% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -25.1% Months 57M (46%)	CAGR 25.6% \| Win 71% Sharpe 1.31 \| Sortino 4.19 \| Calmar 3.6 Vol 19% \| MDD -7.1% Months 14M (11%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (57%)
SLmean neg	CAGR 0.8% \| Win 60% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -22.9% Months 37M (30%)	CAGR 2.4% \| Win 59% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 19% \| MDD -16.3% Months 17M (14%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
MACD only	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 56% Sharpe 0.40 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -29.5% Months 68M (54%)	CAGR 196.2% \| Win 100% Sharpe 7.21 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 3M (2%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (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 6.0% \| Win 57% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.3 Vol 19% \| MDD -20.0% Months 30M (24%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
RSI only	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)

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 (25%)	CAGR 11.8% \| Win 57% Sharpe 0.69 \| Sortino 1.76 \| Calmar 0.7 Vol 18% \| MDD -18.2% Months 40M (32%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (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 2.8% \| Win 59% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -22.6% Months 44M (35%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.1% \| Win 58% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 57M (46%)	CAGR 28.5% \| Win 57% Sharpe 1.30 \| Sortino 2.85 \| Calmar 3.6 Vol 21% \| MDD -8.0% Months 14M (11%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (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 0.5% \| Win 61% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 19% \| MDD -22.9% Months 49M (39%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 59% Sharpe 0.67 \| Sortino 1.25 \| Calmar 0.5 Vol 18% \| MDD -24.0% Months 61M (49%)	CAGR 4.8% \| Win 50% Sharpe 0.35 \| Sortino 0.73 \| Calmar 0.5 Vol 17% \| MDD -10.3% Months 10M (8%)	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (57%)
SLmean neg	CAGR -3.0% \| Win 57% Sharpe -0.08 \| Sortino -0.13 \| Calmar -0.1 Vol 18% \| MDD -22.9% Months 44M (35%)	CAGR 22.7% \| Win 70% Sharpe 0.94 \| Sortino 1.35 \| Calmar 3.0 Vol 25% \| MDD -7.5% Months 10M (8%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (43%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 (70%)	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 (84%)
RSmean neg	CAGR -14.2% \| Win 43% Sharpe -1.31 \| Sortino -1.82 \| Calmar -1.2 Vol 11% \| MDD -12.2% Months 7M (6%)	CAGR -13.7% \| Win 46% Sharpe -0.69 \| Sortino -0.95 \| Calmar -0.8 Vol 19% \| MDD -16.3% Months 13M (10%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)
MACD only	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (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 (68%)	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 (84%)
RSmean neg	CAGR -8.9% \| Win 57% Sharpe -0.72 \| Sortino -1.00 \| Calmar -0.8 Vol 12% \| MDD -10.8% Months 7M (6%)	CAGR -16.4% \| Win 38% Sharpe -0.88 \| Sortino -1.23 \| Calmar -1.0 Vol 18% \| MDD -17.3% Months 13M (10%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)
RSI only	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)

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 (33%)	CAGR 14.5% \| Win 62% Sharpe 0.80 \| Sortino 1.56 \| Calmar 0.6 Vol 19% \| MDD -22.6% Months 64M (51%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (84%)
RSmean neg	-	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)

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 (44%)	CAGR 9.4% \| Win 62% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 50M (40%)	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (84%)
RSmean neg	CAGR -27.2% \| Win 29% Sharpe -2.98 \| Sortino -5.42 \| Calmar -2.0 Vol 10% \| MDD -13.4% Months 7M (6%)	CAGR -5.7% \| Win 54% Sharpe -0.23 \| Sortino -0.27 \| Calmar -0.3 Vol 18% \| MDD -16.3% Months 13M (10%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (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 (69%)	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 (84%)
RSmean neg	CAGR -13.7% \| Win 47% Sharpe -0.80 \| Sortino -1.11 \| Calmar -0.7 Vol 17% \| MDD -20.4% Months 19M (15%)	CAGR -17.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 80M (64%)	CAGR 16.1% \| Win 57% Sharpe 0.89 \| Sortino 1.21 \| Calmar 1.4 Vol 19% \| MDD -11.5% Months 14M (11%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)
MACD neg	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (10%)	CAGR 16.6% \| Win 63% Sharpe 0.80 \| Sortino 1.30 \| Calmar 1.0 Vol 22% \| MDD -16.3% Months 19M (15%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)
RSI only	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)

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 (33%)	CAGR 4.0% \| Win 55% Sharpe 0.30 \| Sortino 0.57 \| Calmar 0.1 Vol 19% \| MDD -28.0% Months 53M (42%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)
MACD neg	-	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.1% \| Win 56% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 45M (36%)	CAGR 3.7% \| Win 57% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -27.9% Months 49M (39%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)
MACD neg	CAGR 10.0% \| Win 59% Sharpe 0.60 \| Sortino 2.32 \| Calmar 1.4 Vol 18% \| MDD -7.1% Months 17M (14%)	CAGR 15.2% \| Win 71% Sharpe 0.79 \| Sortino 0.87 \| Calmar 0.9 Vol 21% \| MDD -16.3% Months 14M (11%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.9% \| Win 59% Sharpe 0.41 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 80M (64%)	CAGR -4.0% \| Win 43% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.3 Vol 22% \| MDD -11.7% Months 14M (11%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)
MACD neg	CAGR 2.0% \| Win 56% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.1 Vol 20% \| MDD -16.3% Months 25M (20%)	CAGR 67.3% \| Win 100% Sharpe 4.38 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 6M (5%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 (33%)	CAGR 1.3% \| Win 57% Sharpe 0.16 \| Sortino 0.34 \| Calmar 0.0 Vol 18% \| MDD -27.9% Months 51M (41%)	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)
RSI neg	-	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 5.2% \| Win 58% Sharpe 0.39 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -29.9% Months 57M (46%)	CAGR -0.9% \| Win 57% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -26.2% Months 35M (28%)	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)
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 15.6% \| Win 64% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 28M (22%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.3% \| Win 60% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -29.8% Months 82M (66%)	CAGR -8.5% \| Win 40% Sharpe -0.37 \| Sortino -0.78 \| Calmar -0.6 Vol 19% \| MDD -14.2% Months 10M (8%)	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)
RSI neg	CAGR 7.2% \| Win 52% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -16.3% Months 23M (18%)	CAGR 40.5% \| Win 80% Sharpe 1.71 \| Sortino 1.50 \| Calmar 25.7 Vol 22% \| MDD -1.6% Months 10M (8%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 (22%)	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 (33%)
MACDhist neg	CAGR 7.6% \| Win 54% Sharpe 0.50 \| Sortino 1.42 \| Calmar 0.5 Vol 18% \| MDD -16.3% Months 35M (28%)	CAGR 6.6% \| Win 61% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.3 Vol 20% \| MDD -22.6% Months 49M (39%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)
RSIhist only	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (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 (33%)	-	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)
MACDhist neg	CAGR 5.1% \| Win 58% Sharpe 0.36 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -27.5% Months 64M (51%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (16%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 8.4% \| Win 59% Sharpe 0.55 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -20.9% Months 54M (43%)	CAGR -6.0% \| Win 38% Sharpe -0.25 \| Sortino -0.56 \| Calmar -0.5 Vol 19% \| MDD -11.3% Months 8M (6%)	CAGR 6.4% \| Win 56% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 62M (50%)
RSIhist neg	CAGR 1.5% \| Win 57% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.1 Vol 19% \| MDD -23.7% Months 51M (41%)	CAGR 28.5% \| Win 75% Sharpe 1.24 \| Sortino 1.59 \| Calmar 3.8 Vol 22% \| MDD -7.5% Months 12M (10%)	CAGR 6.1% \| Win 60% Sharpe 0.40 \| Sortino 0.63 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 63M (50%)
LWTI only	CAGR 4.9% \| Win 58% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 105M (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 7.6% \| Win 58% Sharpe 0.52 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -22.9% Months 64M (51%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 3.1% \| Win 58% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -26.5% Months 41M (33%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
SLmean only	CAGR 10.2% \| Win 58% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.4 Vol 18% \| MDD -25.1% Months 71M (57%)	CAGR 1.3% \| Win 59% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 54M (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 (58%)	CAGR -8.5% \| Win 60% Sharpe -0.57 \| Sortino -0.80 \| Calmar -0.9 Vol 14% \| MDD -9.2% Months 5M (4%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 -15.6% \| Win 40% Sharpe -0.90 \| Sortino -1.22 \| Calmar -0.8 Vol 17% \| MDD -18.7% Months 15M (12%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
RSmean only	CAGR 10.6% \| Win 61% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.3 Vol 19% \| MDD -30.5% Months 105M (84%)	CAGR -13.9% \| Win 45% Sharpe -0.84 \| Sortino -1.16 \| Calmar -0.6 Vol 16% \| MDD -21.6% Months 20M (16%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.1 Vol 18% \| MDD -36.9% Months 65M (52%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 16.6% \| Win 63% Sharpe 0.80 \| Sortino 1.30 \| Calmar 1.0 Vol 22% \| MDD -16.3% Months 19M (15%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
MACD only	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 94M (75%)	CAGR 12.3% \| Win 64% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 31M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)	-	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
RSI only	CAGR 2.8% \| Win 58% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -39.7% Months 92M (74%)	CAGR 16.4% \| Win 61% Sharpe 0.84 \| Sortino 1.30 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 33M (26%)

	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 9.1% \| Win 60% Sharpe 0.59 \| Sortino 1.37 \| Calmar 0.6 Vol 17% \| MDD -16.3% Months 38M (30%)	CAGR 5.5% \| Win 58% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 77M (62%)
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 5.3% \| Win 56% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 46M (37%)	CAGR 7.4% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 48M (38%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (33%)	CAGR 7.0% \| Win 58% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 84M (67%)