KSA - iShares MSCI Saudi Arabia ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

196.1%

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	2.3	196.1	100.0	7.2	0.0	0.0	15.9	0.0
pair	SLmean	RSI	pos-neg	3	2.3	196.1	100.0	7.2	0.0	0.0	15.9	0.0
pair	MRmean	MACDhist	neg-pos	2	1.5	71.8	100.0	6.2	0.0	0.0	9.0	0.0
pair	MACDhist	MRmean	neg-pos	2	1.5	71.8	100.0	6.2	0.0	0.0	9.0	0.0
pair	LWTI	MACD	neg-neg	6	4.6	67.3	100.0	4.4	0.0	0.0	12.1	0.0
pair	MACD	LWTI	neg-neg	6	4.6	67.3	100.0	4.4	0.0	0.0	12.1	0.0
pair	RSI	RSmean	pos-neg	22	16.8	43.5	72.7	2.0	2.7	3.8	19.2	-11.5
pair	RSmean	RSI	pos-neg	22	16.8	43.5	72.7	2.0	2.7	3.8	19.2	-11.5
pair	RSI	LWTI	neg-neg	10	7.6	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	LWTI	RSI	neg-neg	10	7.6	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	MRmean	SLmean	neg-pos	7	5.3	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	SLmean	MRmean	neg-pos	7	5.3	36.4	57.1	1.3	3.2	4.6	26.6	-8.0
pair	RSmean	MACD	pos-neg	20	15.3	35.7	75.0	1.9	5.5	5.0	17.3	-7.1
pair	MACD	RSmean	pos-neg	20	15.3	35.7	75.0	1.9	5.5	5.0	17.3	-7.1
pair	RSIhist	LWTI	neg-neg	12	9.2	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	LWTI	RSIhist	neg-neg	12	9.2	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	SLmean	RSIhist	pos-neg	14	10.7	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	RSIhist	SLmean	pos-neg	14	10.7	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	SLmean	MACD	pos-neg	14	10.7	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	MACD	SLmean	pos-neg	14	10.7	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	SLmean	LWTI	neg-neg	10	7.6	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	LWTI	SLmean	neg-neg	10	7.6	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	MRmean	LWTI	neg-neg	13	9.9	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	LWTI	MRmean	neg-neg	13	9.9	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	RSIhist	MACD	neg-neg	17	13.0	22.1	70.6	1.1	1.2	1.4	19.7	-16.3
pair	MACD	RSIhist	neg-neg	17	13.0	22.1	70.6	1.1	1.2	1.4	19.7	-16.3
pair	MACD	RSI	neg-neg	22	16.8	21.8	63.6	1.0	1.6	1.3	21.3	-16.3
pair	RSI	MACD	neg-neg	22	16.8	21.8	63.6	1.0	1.6	1.3	21.3	-16.3
pair	MRmean	MACD	neg-neg	22	16.8	21.8	63.6	1.0	1.6	1.3	21.3	-16.3
pair	MACD	MRmean	neg-neg	22	16.8	21.8	63.6	1.0	1.6	1.3	21.3	-16.3
pair	RSIhist	RSI	neg-pos	5	3.8	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	RSI	RSIhist	neg-pos	5	3.8	20.8	40.0	0.8	7.7	3.0	28.8	-7.0
pair	RSmean	MRmean	neg-pos	35	26.7	20.7	65.7	1.0	1.7	1.0	20.4	-19.9
pair	MRmean	RSmean	neg-pos	35	26.7	20.7	65.7	1.0	1.7	1.0	20.4	-19.9
pair	RSI	MRmean	neg-neg	36	27.5	19.5	61.1	1.0	1.5	1.2	20.1	-16.3
pair	MRmean	RSI	neg-neg	36	27.5	19.5	61.1	1.0	1.5	1.2	20.1	-16.3
pair	RSI	MACDhist	neg-neg	36	27.5	19.5	61.1	1.0	1.5	1.2	20.1	-16.3
pair	MACDhist	RSI	neg-neg	36	27.5	19.5	61.1	1.0	1.5	1.2	20.1	-16.3
single	RSI	RSI	neg-neg	36	27.5	19.5	61.1	1.0	1.5	1.2	20.1	-16.3
pair	RSIhist	RSI	neg-neg	31	23.7	19.3	64.5	1.0	1.3	1.2	19.0	-16.3
pair	RSI	RSIhist	neg-neg	31	23.7	19.3	64.5	1.0	1.3	1.2	19.0	-16.3
pair	MACD	RSI	pos-neg	14	10.7	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSI	MACD	pos-neg	14	10.7	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
single	MACD	MACD	neg-neg	34	26.0	15.9	64.7	0.9	1.4	1.0	18.8	-16.3
pair	MACD	MACDhist	neg-neg	34	26.0	15.9	64.7	0.9	1.4	1.0	18.8	-16.3
pair	MACDhist	MACD	neg-neg	34	26.0	15.9	64.7	0.9	1.4	1.0	18.8	-16.3
pair	RSmean	LWTI	pos-neg	19	14.5	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	LWTI	RSmean	pos-neg	19	14.5	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	MACDhist	RSmean	pos-neg	67	51.1	14.4	61.2	0.8	1.6	0.6	19.1	-22.6
pair	RSmean	MACDhist	pos-neg	67	51.1	14.4	61.2	0.8	1.6	0.6	19.1	-22.6
single	LWTI	LWTI	neg-neg	20	15.3	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	MACDhist	LWTI	neg-neg	20	15.3	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	LWTI	MACDhist	neg-neg	20	15.3	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	LWTI	RSI	neg-pos	26	19.8	12.3	53.8	0.7	1.2	0.8	19.7	-16.3
pair	RSI	LWTI	neg-pos	26	19.8	12.3	53.8	0.7	1.2	0.8	19.7	-16.3
pair	SLmean	RSmean	pos-pos	66	50.4	11.7	57.6	0.7	1.4	0.6	18.1	-20.7
pair	RSmean	SLmean	pos-pos	66	50.4	11.7	57.6	0.7	1.4	0.6	18.1	-20.7
pair	RSIhist	RSmean	pos-pos	56	42.7	10.9	58.9	0.7	1.3	0.4	17.5	-24.9
pair	RSmean	RSIhist	pos-pos	56	42.7	10.9	58.9	0.7	1.3	0.4	17.5	-24.9
single	RSmean	RSmean	pos-pos	108	82.4	10.6	60.2	0.6	1.1	0.3	18.5	-30.5
pair	RSIhist	RSmean	pos-neg	52	39.7	10.3	61.5	0.6	1.0	0.4	19.6	-26.6
pair	RSmean	RSIhist	pos-neg	52	39.7	10.3	61.5	0.6	1.0	0.4	19.6	-26.6
pair	SLmean	RSI	neg-neg	33	25.2	10.1	57.6	0.6	0.9	0.5	18.7	-20.0
pair	RSI	SLmean	neg-neg	33	25.2	10.1	57.6	0.6	0.9	0.5	18.7	-20.0
pair	SLmean	MACDhist	pos-neg	42	32.1	10.0	54.8	0.6	1.6	0.5	18.2	-21.3
pair	MACDhist	SLmean	pos-neg	42	32.1	10.0	54.8	0.6	1.6	0.5	18.2	-21.3
pair	RSIhist	MACD	neg-pos	17	13.0	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	MACD	RSIhist	neg-pos	17	13.0	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	RSIhist	MRmean	neg-neg	45	34.4	9.9	62.2	0.6	0.8	0.5	19.3	-22.0
pair	MRmean	RSIhist	neg-neg	45	34.4	9.9	62.2	0.6	0.8	0.5	19.3	-22.0
pair	SLmean	LWTI	pos-pos	63	48.1	9.9	57.1	0.6	1.2	0.4	17.9	-27.0
pair	LWTI	SLmean	pos-pos	63	48.1	9.9	57.1	0.6	1.2	0.4	17.9	-27.0
pair	LWTI	RSmean	pos-pos	89	67.9	9.7	59.6	0.6	1.0	0.4	17.9	-27.0
pair	RSmean	LWTI	pos-pos	89	67.9	9.7	59.6	0.6	1.0	0.4	17.9	-27.0
single	MRmean	MRmean	neg-neg	52	39.7	9.6	57.7	0.6	0.9	0.5	19.8	-19.9
pair	MACD	SLmean	neg-neg	20	15.3	9.5	60.0	0.6	0.8	0.6	19.1	-16.3
pair	SLmean	MACD	neg-neg	20	15.3	9.5	60.0	0.6	0.8	0.6	19.1	-16.3
single	SLmean	SLmean	pos-pos	73	55.7	9.2	56.2	0.6	1.1	0.3	17.6	-28.0
pair	RSIhist	MACDhist	neg-neg	52	39.7	9.1	61.5	0.5	0.8	0.4	19.6	-22.6
pair	MACDhist	RSIhist	neg-neg	52	39.7	9.1	61.5	0.5	0.8	0.4	19.6	-22.6
pair	RSmean	SLmean	neg-pos	42	32.1	8.9	64.3	0.5	0.8	0.4	19.3	-22.9
pair	SLmean	RSmean	neg-pos	42	32.1	8.9	64.3	0.5	0.8	0.4	19.3	-22.9
pair	SLmean	MACDhist	pos-pos	31	23.7	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	MACDhist	SLmean	pos-pos	31	23.7	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
single	RSIhist	RSIhist	neg-neg	66	50.4	8.1	60.6	0.5	0.8	0.3	19.4	-26.6
pair	MACDhist	MRmean	neg-neg	50	38.2	7.6	56.0	0.5	0.8	0.4	20.0	-19.9
pair	MRmean	MACDhist	neg-neg	50	38.2	7.6	56.0	0.5	0.8	0.4	20.0	-19.9
single	MACDhist	MACDhist	neg-neg	90	68.7	7.5	56.7	0.5	0.9	0.3	18.6	-22.6
pair	MACDhist	MRmean	pos-neg	40	30.5	7.4	57.5	0.5	1.2	0.4	16.9	-19.5
pair	MRmean	MACDhist	pos-neg	40	30.5	7.4	57.5	0.5	1.2	0.4	16.9	-19.5
pair	MRmean	RSIhist	neg-pos	7	5.3	7.2	28.6	0.4	2.0	1.0	24.4	-7.0
pair	RSIhist	MRmean	neg-pos	7	5.3	7.2	28.6	0.4	2.0	1.0	24.4	-7.0
pair	LWTI	MACD	neg-pos	28	21.4	7.1	57.1	0.5	0.8	0.4	19.3	-16.3
pair	MACD	LWTI	neg-pos	28	21.4	7.1	57.1	0.5	0.8	0.4	19.3	-16.3
pair	RSIhist	LWTI	pos-pos	57	43.5	6.8	56.1	0.5	0.9	0.3	16.9	-24.6
pair	LWTI	RSIhist	pos-pos	57	43.5	6.8	56.1	0.5	0.9	0.3	16.9	-24.6
pair	SLmean	MRmean	pos-pos	66	50.4	6.6	56.1	0.5	0.8	0.3	16.5	-25.9
pair	MRmean	SLmean	pos-pos	66	50.4	6.6	56.1	0.5	0.8	0.3	16.5	-25.9
pair		benchmark___benchmark_	benchmark-benchmark	131	100.0	6.6	57.3	0.5	0.8	0.2	18.2	-30.5
pair	benchmark___benchmark_		benchmark-benchmark	131	100.0	6.6	57.3	0.5	0.8	0.2	18.2	-30.5
pair	RSIhist	SLmean	neg-pos	6	4.6	6.2	33.3	0.4	1.4	0.9	20.8	-7.0
pair	SLmean	RSIhist	neg-pos	6	4.6	6.2	33.3	0.4	1.4	0.9	20.8	-7.0
pair	MRmean	RSmean	pos-pos	73	55.7	6.1	57.5	0.4	0.7	0.2	17.4	-34.8
pair	RSmean	MRmean	pos-pos	73	55.7	6.1	57.5	0.4	0.7	0.2	17.4	-34.8
pair	MRmean	SLmean	neg-neg	45	34.4	5.9	57.8	0.4	0.6	0.2	18.7	-26.5
pair	SLmean	MRmean	neg-neg	45	34.4	5.9	57.8	0.4	0.6	0.2	18.7	-26.5
pair	LWTI	MACDhist	neg-pos	70	53.4	5.9	55.7	0.4	0.8	0.2	18.0	-27.6
pair	MACDhist	LWTI	neg-pos	70	53.4	5.9	55.7	0.4	0.8	0.2	18.0	-27.6
pair	RSI	MACD	neg-pos	12	9.2	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MACD	RSI	neg-pos	12	9.2	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MACD	MRmean	pos-neg	12	9.2	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MRmean	MACD	pos-neg	12	9.2	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	SLmean	MACD	pos-pos	59	45.0	5.6	52.5	0.4	0.7	0.2	17.4	-28.0
pair	MACD	SLmean	pos-pos	59	45.0	5.6	52.5	0.4	0.7	0.2	17.4	-28.0
pair	MACD	RSmean	pos-pos	88	67.2	5.6	56.8	0.4	0.7	0.2	18.5	-30.5
pair	RSmean	MACD	pos-pos	88	67.2	5.6	56.8	0.4	0.7	0.2	18.5	-30.5
single	LWTI	LWTI	pos-pos	111	84.7	5.5	56.8	0.4	0.7	0.2	17.7	-27.0
pair	LWTI	MRmean	neg-pos	39	29.8	5.5	53.8	0.4	0.6	0.3	19.2	-16.3
pair	MRmean	LWTI	neg-pos	39	29.8	5.5	53.8	0.4	0.6	0.3	19.2	-16.3
pair	SLmean	MACDhist	neg-neg	48	36.6	5.4	58.3	0.4	0.6	0.2	19.0	-22.6
pair	MACDhist	SLmean	neg-neg	48	36.6	5.4	58.3	0.4	0.6	0.2	19.0	-22.6
pair	MACDhist	RSIhist	neg-pos	38	29.0	5.4	50.0	0.4	1.1	0.3	17.3	-20.2
pair	MRmean	LWTI	pos-pos	72	55.0	5.4	58.3	0.4	0.7	0.2	17.0	-33.6
pair	LWTI	MRmean	pos-pos	72	55.0	5.4	58.3	0.4	0.7	0.2	17.0	-33.6
pair	RSIhist	MACDhist	neg-pos	38	29.0	5.4	50.0	0.4	1.1	0.3	17.3	-20.2
single	RSIhist	RSIhist	pos-pos	65	49.6	5.1	53.8	0.4	0.7	0.1	17.0	-33.2
pair	SLmean	RSIhist	pos-pos	59	45.0	5.0	55.9	0.4	0.7	0.1	16.8	-32.6
pair	RSIhist	SLmean	pos-pos	59	45.0	5.0	55.9	0.4	0.7	0.1	16.8	-32.6
pair	MACD	LWTI	pos-pos	83	63.4	4.9	56.6	0.4	0.6	0.2	17.3	-27.0
pair	LWTI	MACD	pos-pos	83	63.4	4.9	56.6	0.4	0.6	0.2	17.3	-27.0
pair	RSIhist	MRmean	pos-pos	58	44.3	4.9	56.9	0.4	0.6	0.2	16.2	-30.6
pair	MRmean	RSIhist	pos-pos	58	44.3	4.9	56.9	0.4	0.6	0.2	16.2	-30.6
pair	LWTI	MACDhist	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	LWTI	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSmean	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSmean	MACDhist	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSI	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSI	MACDhist	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MRmean	RSI	pos-pos	79	60.3	4.8	57.0	0.4	0.6	0.1	17.1	-39.3
pair	RSI	MRmean	pos-pos	79	60.3	4.8	57.0	0.4	0.6	0.1	17.1	-39.3
pair	SLmean	LWTI	pos-neg	10	7.6	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	LWTI	SLmean	pos-neg	10	7.6	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
single	MACDhist	MACDhist	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
single	MRmean	MRmean	pos-pos	79	60.3	4.8	57.0	0.4	0.6	0.1	17.1	-39.3
pair	MACD	MACDhist	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	MACD	pos-pos	41	31.3	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSIhist	pos-pos	27	20.6	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	RSIhist	MACDhist	pos-pos	27	20.6	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	MRmean	MACD	pos-pos	67	51.1	4.6	55.2	0.3	0.6	0.1	17.8	-39.3
pair	MACD	MRmean	pos-pos	67	51.1	4.6	55.2	0.3	0.6	0.1	17.8	-39.3
pair	MACDhist	RSIhist	pos-neg	14	10.7	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MACDhist	pos-neg	14	10.7	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSI	SLmean	pos-pos	70	53.4	4.6	54.3	0.3	0.6	0.1	16.6	-32.3
pair	SLmean	RSI	pos-pos	70	53.4	4.6	54.3	0.3	0.6	0.1	16.6	-32.3
pair	RSIhist	MRmean	pos-neg	21	16.0	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	MRmean	RSIhist	pos-neg	21	16.0	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	RSIhist	LWTI	neg-pos	54	41.2	4.1	57.4	0.3	0.5	0.2	18.7	-23.7
pair	LWTI	RSIhist	neg-pos	54	41.2	4.1	57.4	0.3	0.5	0.2	18.7	-23.7
pair	RSIhist	RSI	pos-pos	60	45.8	3.9	55.0	0.3	0.6	0.1	16.0	-33.2
pair	RSI	RSIhist	pos-pos	60	45.8	3.9	55.0	0.3	0.6	0.1	16.0	-33.2
pair	MACD	RSIhist	pos-neg	49	37.4	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	RSIhist	MACD	pos-neg	49	37.4	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
single	MACD	MACD	pos-pos	97	74.0	3.6	54.6	0.3	0.5	0.1	18.0	-30.5
pair	MACD	RSIhist	pos-pos	48	36.6	3.5	52.1	0.3	0.5	0.1	16.7	-33.2
pair	RSI	RSmean	pos-pos	86	65.6	3.5	57.0	0.3	0.5	0.1	17.9	-36.6
pair	RSmean	RSI	pos-pos	86	65.6	3.5	57.0	0.3	0.5	0.1	17.9	-36.6
pair	RSIhist	MACD	pos-pos	48	36.6	3.5	52.1	0.3	0.5	0.1	16.7	-33.2
single	SLmean	SLmean	neg-neg	58	44.3	3.5	58.6	0.3	0.4	0.1	18.9	-25.7
pair	LWTI	RSI	pos-pos	85	64.9	3.5	57.6	0.3	0.5	0.1	17.1	-33.1
pair	RSI	LWTI	pos-pos	85	64.9	3.5	57.6	0.3	0.5	0.1	17.1	-33.1
pair	SLmean	RSIhist	neg-neg	52	39.7	3.2	61.5	0.3	0.4	0.1	18.9	-22.9
pair	RSIhist	SLmean	neg-neg	52	39.7	3.2	61.5	0.3	0.4	0.1	18.9	-22.9
pair	MACD	MACDhist	pos-neg	56	42.7	2.7	51.8	0.2	0.4	0.1	18.5	-28.0
pair	MACDhist	MACD	pos-neg	56	42.7	2.7	51.8	0.2	0.4	0.1	18.5	-28.0
single	RSI	RSI	pos-pos	95	72.5	2.1	55.8	0.2	0.3	0.1	17.3	-42.6
pair	MACDhist	MRmean	pos-pos	39	29.8	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	MRmean	MACDhist	pos-pos	39	29.8	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	MACD	RSI	pos-pos	83	63.4	1.6	54.2	0.2	0.3	0.0	17.9	-42.6
pair	RSI	MACD	pos-pos	83	63.4	1.6	54.2	0.2	0.3	0.0	17.9	-42.6
pair	MRmean	MACD	neg-pos	30	22.9	1.4	53.3	0.2	0.3	0.1	18.6	-19.9
pair	MACD	MRmean	neg-pos	30	22.9	1.4	53.3	0.2	0.3	0.1	18.6	-19.9
pair	SLmean	MACD	neg-pos	38	29.0	0.5	57.9	0.1	0.2	0.0	19.0	-22.9
pair	MACD	SLmean	neg-pos	38	29.0	0.5	57.9	0.1	0.2	0.0	19.0	-22.9
pair	RSmean	RSIhist	neg-neg	14	10.7	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSIhist	RSmean	neg-neg	14	10.7	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSI	MACDhist	pos-neg	54	41.2	0.2	53.7	0.1	0.2	0.0	17.3	-31.3
pair	MACDhist	RSI	pos-neg	54	41.2	0.2	53.7	0.1	0.2	0.0	17.3	-31.3
pair	LWTI	SLmean	neg-pos	48	36.6	-0.1	56.2	0.1	0.1	-0.0	17.5	-22.9
pair	SLmean	LWTI	neg-pos	48	36.6	-0.1	56.2	0.1	0.1	-0.0	17.5	-22.9
pair	RSI	RSIhist	pos-neg	35	26.7	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	RSIhist	RSI	pos-neg	35	26.7	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	LWTI	MRmean	pos-neg	7	5.3	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	MRmean	LWTI	pos-neg	7	5.3	-2.0	42.9	-0.0	-0.0	-0.2	19.9	-10.3
pair	MACD	LWTI	pos-neg	14	10.7	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	LWTI	MACD	pos-neg	14	10.7	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	SLmean	MRmean	pos-neg	13	9.9	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	MRmean	SLmean	pos-neg	13	9.9	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	RSI	SLmean	neg-pos	25	19.1	-4.5	60.0	-0.1	-0.3	-0.3	19.3	-16.3
pair	SLmean	RSI	neg-pos	25	19.1	-4.5	60.0	-0.1	-0.3	-0.3	19.3	-16.3
pair	SLmean	MACDhist	neg-pos	10	7.6	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	MACDhist	SLmean	neg-pos	10	7.6	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	LWTI	RSIhist	pos-neg	8	6.1	-5.9	37.5	-0.2	-0.6	-0.5	18.7	-11.3
pair	RSIhist	LWTI	pos-neg	8	6.1	-5.9	37.5	-0.2	-0.6	-0.5	18.7	-11.3
pair	RSmean	MACD	neg-neg	14	10.7	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	MACD	RSmean	neg-neg	14	10.7	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	RSI	LWTI	pos-neg	10	7.6	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	LWTI	RSI	pos-neg	10	7.6	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	SLmean	RSmean	neg-neg	16	12.2	-9.3	43.8	-0.5	-0.6	-0.6	18.0	-16.8
pair	RSmean	SLmean	neg-neg	16	12.2	-9.3	43.8	-0.5	-0.6	-0.6	18.0	-16.8
pair	LWTI	RSmean	neg-pos	22	16.8	-9.9	45.5	-0.6	-0.8	-0.5	16.4	-20.4
pair	RSmean	LWTI	neg-pos	22	16.8	-9.9	45.5	-0.6	-0.8	-0.5	16.4	-20.4
pair	RSI	MRmean	neg-pos	16	12.2	-9.9	50.0	-0.5	-0.8	-0.6	18.3	-17.3
pair	MRmean	RSI	neg-pos	16	12.2	-9.9	50.0	-0.5	-0.8	-0.6	18.3	-17.3
pair	MRmean	RSmean	pos-neg	6	4.6	-10.1	50.0	-0.8	-1.1	-0.9	12.7	-10.7
pair	RSmean	MRmean	pos-neg	6	4.6	-10.1	50.0	-0.8	-1.1	-0.9	12.7	-10.7
pair	RSmean	RSI	neg-pos	9	6.9	-10.1	44.4	-1.0	-1.3	-0.8	10.4	-13.0
pair	RSI	RSmean	neg-pos	9	6.9	-10.1	44.4	-1.0	-1.3	-0.8	10.4	-13.0
pair	MACDhist	RSmean	neg-neg	23	17.6	-10.2	43.5	-0.6	-0.8	-0.5	16.1	-21.6
pair	RSmean	MACDhist	neg-neg	23	17.6	-10.2	43.5	-0.6	-0.8	-0.5	16.1	-21.6
single	RSmean	RSmean	neg-neg	23	17.6	-10.2	43.5	-0.6	-0.8	-0.5	16.1	-21.6
pair	RSI	RSmean	neg-neg	14	10.7	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	RSmean	RSI	neg-neg	14	10.7	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	RSmean	MRmean	neg-neg	17	13.0	-10.3	41.2	-0.5	-0.8	-0.6	17.5	-18.7
pair	MRmean	RSmean	neg-neg	17	13.0	-10.3	41.2	-0.5	-0.8	-0.6	17.5	-18.7
pair	SLmean	RSmean	pos-neg	7	5.3	-12.3	42.9	-1.1	-1.6	-1.0	11.8	-12.8
pair	RSmean	SLmean	pos-neg	7	5.3	-12.3	42.9	-1.1	-1.6	-1.0	11.8	-12.8
pair	MACD	RSmean	neg-pos	9	6.9	-14.2	33.3	-1.5	-2.0	-1.0	9.7	-14.4
pair	RSmean	MACD	neg-pos	9	6.9	-14.2	33.3	-1.5	-2.0	-1.0	9.7	-14.4
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	9	6.9	-24.5	22.2	-3.0	-4.1	-1.6	9.2	-15.6
pair	RSmean	RSIhist	neg-pos	9	6.9	-24.5	22.2	-3.0	-4.1	-1.6	9.2	-15.6

All Contingency Tables for KSA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 56% Sharpe 0.47 \| Sortino 0.85 \| Calmar 0.3 Vol 16% \| MDD -25.9% Months 66M (50%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 36.4% \| Win 57% Sharpe 1.29 \| Sortino 3.18 \| Calmar 4.6 Vol 27% \| MDD -8.0% Months 7M (5%)	CAGR 5.9% \| Win 58% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 19% \| MDD -26.5% Months 45M (34%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
SLmean only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 73M (56%)	CAGR -10.1% \| Win 50% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.9 Vol 13% \| MDD -10.7% Months 6M (5%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 20.7% \| Win 66% Sharpe 1.03 \| Sortino 1.73 \| Calmar 1.0 Vol 20% \| MDD -19.9% Months 35M (27%)	CAGR -10.3% \| Win 41% Sharpe -0.53 \| Sortino -0.75 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 17M (13%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
RSmean only	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)	CAGR -10.2% \| Win 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 55% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.1 Vol 18% \| MDD -39.3% Months 67M (51%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 1.4% \| Win 53% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -19.9% Months 30M (23%)	CAGR 21.8% \| Win 64% Sharpe 1.03 \| Sortino 1.63 \| Calmar 1.3 Vol 21% \| MDD -16.3% Months 22M (17%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
MACD only	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)	-	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR -9.9% \| Win 50% Sharpe -0.48 \| Sortino -0.85 \| Calmar -0.6 Vol 18% \| MDD -17.3% Months 16M (12%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
RSI only	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)

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 (30%)	CAGR 7.4% \| Win 57% Sharpe 0.50 \| Sortino 1.16 \| Calmar 0.4 Vol 17% \| MDD -19.5% Months 40M (30%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
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 7.6% \| Win 56% Sharpe 0.47 \| Sortino 0.77 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 50M (38%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 57% Sharpe 0.38 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 58M (44%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.53 \| Calmar 0.2 Vol 20% \| MDD -21.4% Months 21M (16%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 7.2% \| Win 29% Sharpe 0.38 \| Sortino 1.98 \| Calmar 1.0 Vol 24% \| MDD -7.0% Months 7M (5%)	CAGR 9.9% \| Win 62% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.5 Vol 19% \| MDD -22.0% Months 45M (34%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 58% Sharpe 0.40 \| Sortino 0.66 \| Calmar 0.2 Vol 17% \| MDD -33.6% Months 72M (55%)	CAGR -2.0% \| Win 43% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -10.3% Months 7M (5%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 5.5% \| Win 54% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.3 Vol 19% \| MDD -16.3% Months 39M (30%)	CAGR 22.7% \| Win 69% Sharpe 1.05 \| Sortino 1.45 \| Calmar 3.0 Vol 22% \| MDD -7.5% Months 13M (10%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 58% Sharpe 0.70 \| Sortino 1.35 \| Calmar 0.6 Vol 18% \| MDD -20.7% Months 66M (50%)	CAGR -12.3% \| Win 43% Sharpe -1.05 \| Sortino -1.55 \| Calmar -1.0 Vol 12% \| MDD -12.8% Months 7M (5%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
SLmean neg	CAGR 8.9% \| Win 64% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.4 Vol 19% \| MDD -22.9% Months 42M (32%)	CAGR -9.3% \| Win 44% Sharpe -0.46 \| Sortino -0.63 \| Calmar -0.6 Vol 18% \| MDD -16.8% Months 16M (12%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
RSmean only	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)	CAGR -10.2% \| Win 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 52% Sharpe 0.40 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -28.0% Months 59M (45%)	CAGR 25.6% \| Win 71% Sharpe 1.31 \| Sortino 4.20 \| Calmar 3.6 Vol 19% \| MDD -7.1% Months 14M (11%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
SLmean neg	CAGR 0.5% \| Win 58% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 19% \| MDD -22.9% Months 38M (29%)	CAGR 9.5% \| Win 60% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.6 Vol 19% \| MDD -16.3% Months 20M (15%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
MACD only	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.6% \| Win 54% Sharpe 0.35 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -32.3% Months 70M (53%)	CAGR 196.1% \| Win 100% Sharpe 7.21 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 3M (2%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
SLmean neg	CAGR -4.5% \| Win 60% Sharpe -0.14 \| Sortino -0.26 \| Calmar -0.3 Vol 19% \| MDD -16.3% Months 25M (19%)	CAGR 10.1% \| Win 58% Sharpe 0.61 \| Sortino 0.86 \| Calmar 0.5 Vol 19% \| MDD -20.0% Months 33M (25%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
RSI only	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)

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 10.0% \| Win 55% Sharpe 0.61 \| Sortino 1.55 \| Calmar 0.5 Vol 18% \| MDD -21.3% Months 42M (32%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
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 5.4% \| Win 58% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 48M (37%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.0% \| Win 56% Sharpe 0.38 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -32.6% Months 59M (45%)	CAGR 28.5% \| Win 57% Sharpe 1.30 \| Sortino 2.85 \| Calmar 3.6 Vol 21% \| MDD -8.0% Months 14M (11%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
SLmean neg	CAGR 6.2% \| Win 33% Sharpe 0.38 \| Sortino 1.43 \| Calmar 0.9 Vol 21% \| MDD -7.0% Months 6M (5%)	CAGR 3.2% \| Win 62% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 19% \| MDD -22.9% Months 52M (40%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 57% Sharpe 0.62 \| Sortino 1.16 \| Calmar 0.4 Vol 18% \| MDD -27.0% Months 63M (48%)	CAGR 4.8% \| Win 50% Sharpe 0.35 \| Sortino 0.73 \| Calmar 0.5 Vol 17% \| MDD -10.3% Months 10M (8%)	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)
SLmean neg	CAGR -0.1% \| Win 56% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 18% \| MDD -22.9% Months 48M (37%)	CAGR 22.7% \| Win 70% Sharpe 0.94 \| Sortino 1.35 \| Calmar 3.0 Vol 25% \| MDD -7.5% Months 10M (8%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.6% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -30.5% Months 88M (67%)	CAGR 35.7% \| Win 75% Sharpe 1.86 \| Sortino 5.50 \| Calmar 5.0 Vol 17% \| MDD -7.1% Months 20M (15%)	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)
RSmean neg	CAGR -14.2% \| Win 33% Sharpe -1.52 \| Sortino -2.03 \| Calmar -1.0 Vol 10% \| MDD -14.4% Months 9M (7%)	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 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)
MACD only	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.5% \| Win 57% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -36.6% Months 86M (66%)	CAGR 43.5% \| Win 73% Sharpe 2.01 \| Sortino 2.73 \| Calmar 3.8 Vol 19% \| MDD -11.5% Months 22M (17%)	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)
RSmean neg	CAGR -10.1% \| Win 44% Sharpe -0.97 \| Sortino -1.27 \| Calmar -0.8 Vol 10% \| MDD -13.0% Months 9M (7%)	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 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)
RSI only	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)

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 (31%)	CAGR 14.4% \| Win 61% Sharpe 0.80 \| Sortino 1.55 \| Calmar 0.6 Vol 19% \| MDD -22.6% Months 67M (51%)	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)
RSmean neg	-	CAGR -10.2% \| Win 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)	CAGR -10.2% \| Win 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 59% Sharpe 0.68 \| Sortino 1.26 \| Calmar 0.4 Vol 18% \| MDD -24.9% Months 56M (43%)	CAGR 10.3% \| Win 62% Sharpe 0.60 \| Sortino 1.00 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 52M (40%)	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)
RSmean neg	CAGR -24.5% \| Win 22% Sharpe -2.97 \| Sortino -4.06 \| Calmar -1.6 Vol 9% \| MDD -15.6% Months 9M (7%)	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 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 60% Sharpe 0.60 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -27.0% Months 89M (68%)	CAGR 15.3% \| Win 63% Sharpe 0.77 \| Sortino 1.30 \| Calmar 1.5 Vol 21% \| MDD -10.3% Months 19M (14%)	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)
RSmean neg	CAGR -9.9% \| Win 46% Sharpe -0.55 \| Sortino -0.78 \| Calmar -0.5 Vol 16% \| MDD -20.4% Months 22M (17%)	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 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 18% \| MDD -42.6% Months 83M (63%)	CAGR 16.1% \| Win 57% Sharpe 0.89 \| Sortino 1.21 \| Calmar 1.4 Vol 19% \| MDD -11.5% Months 14M (11%)	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)
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 21.8% \| Win 64% Sharpe 1.03 \| Sortino 1.63 \| Calmar 1.3 Vol 21% \| MDD -16.3% Months 22M (17%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)
RSI only	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)

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 (31%)	CAGR 2.7% \| Win 52% Sharpe 0.24 \| Sortino 0.44 \| Calmar 0.1 Vol 18% \| MDD -28.0% Months 56M (43%)	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)
MACD neg	-	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.5% \| Win 52% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.1 Vol 17% \| MDD -33.2% Months 48M (37%)	CAGR 3.7% \| Win 57% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -27.9% Months 49M (37%)	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)
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 22.1% \| Win 71% Sharpe 1.11 \| Sortino 1.25 \| Calmar 1.4 Vol 20% \| MDD -16.3% Months 17M (13%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.9% \| Win 57% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.2 Vol 17% \| MDD -27.0% Months 83M (63%)	CAGR -4.0% \| Win 43% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.3 Vol 22% \| MDD -11.7% Months 14M (11%)	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)
MACD neg	CAGR 7.1% \| Win 57% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.4 Vol 19% \| MDD -16.3% Months 28M (21%)	CAGR 67.3% \| Win 100% Sharpe 4.38 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 6M (5%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

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 (31%)	CAGR 0.2% \| Win 54% Sharpe 0.10 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -31.3% Months 54M (41%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)
RSI neg	-	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.9% \| Win 55% Sharpe 0.32 \| Sortino 0.55 \| Calmar 0.1 Vol 16% \| MDD -33.2% Months 60M (46%)	CAGR -0.9% \| Win 57% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -26.2% Months 35M (27%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)
RSI neg	CAGR 20.8% \| Win 40% Sharpe 0.77 \| Sortino 7.71 \| Calmar 3.0 Vol 29% \| MDD -7.0% Months 5M (4%)	CAGR 19.3% \| Win 64% Sharpe 1.03 \| Sortino 1.31 \| Calmar 1.2 Vol 19% \| MDD -16.3% Months 31M (24%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.5% \| Win 58% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -33.1% Months 85M (65%)	CAGR -8.5% \| Win 40% Sharpe -0.37 \| Sortino -0.78 \| Calmar -0.6 Vol 19% \| MDD -14.2% Months 10M (8%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)
RSI neg	CAGR 12.3% \| Win 54% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.8 Vol 20% \| MDD -16.3% Months 26M (20%)	CAGR 40.5% \| Win 80% Sharpe 1.71 \| Sortino 1.50 \| Calmar 25.7 Vol 22% \| MDD -1.6% Months 10M (8%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

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 (31%)
MACDhist neg	CAGR 5.4% \| Win 50% Sharpe 0.39 \| Sortino 1.06 \| Calmar 0.3 Vol 17% \| MDD -20.2% Months 38M (29%)	CAGR 9.1% \| Win 62% Sharpe 0.54 \| Sortino 0.85 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 52M (40%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)
RSIhist only	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (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 (31%)	-	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)
MACDhist neg	CAGR 5.9% \| Win 56% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -27.6% Months 70M (53%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.8% \| Win 56% Sharpe 0.47 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -24.6% Months 57M (44%)	CAGR -5.9% \| Win 38% Sharpe -0.25 \| Sortino -0.56 \| Calmar -0.5 Vol 19% \| MDD -11.3% Months 8M (6%)	CAGR 5.1% \| Win 54% Sharpe 0.38 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -33.2% Months 65M (50%)
RSIhist neg	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.2 Vol 19% \| MDD -23.7% Months 54M (41%)	CAGR 28.5% \| Win 75% Sharpe 1.24 \| Sortino 1.59 \| Calmar 3.8 Vol 22% \| MDD -7.5% Months 12M (9%)	CAGR 8.1% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -26.6% Months 66M (50%)
LWTI only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -27.0% Months 111M (85%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 56% Sharpe 0.47 \| Sortino 0.85 \| Calmar 0.3 Vol 16% \| MDD -25.9% Months 66M (50%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 36.4% \| Win 57% Sharpe 1.29 \| Sortino 3.18 \| Calmar 4.6 Vol 27% \| MDD -8.0% Months 7M (5%)	CAGR 5.9% \| Win 58% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 19% \| MDD -26.5% Months 45M (34%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
SLmean only	CAGR 9.2% \| Win 56% Sharpe 0.58 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -28.0% Months 73M (56%)	CAGR 3.5% \| Win 59% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 58M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 57% Sharpe 0.42 \| Sortino 0.73 \| Calmar 0.2 Vol 17% \| MDD -34.8% Months 73M (56%)	CAGR -10.1% \| Win 50% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.9 Vol 13% \| MDD -10.7% Months 6M (5%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 20.7% \| Win 66% Sharpe 1.03 \| Sortino 1.73 \| Calmar 1.0 Vol 20% \| MDD -19.9% Months 35M (27%)	CAGR -10.3% \| Win 41% Sharpe -0.53 \| Sortino -0.75 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 17M (13%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
RSmean only	CAGR 10.6% \| Win 60% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 108M (82%)	CAGR -10.2% \| Win 44% Sharpe -0.59 \| Sortino -0.83 \| Calmar -0.5 Vol 16% \| MDD -21.6% Months 23M (18%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 55% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.1 Vol 18% \| MDD -39.3% Months 67M (51%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR 1.4% \| Win 53% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -19.9% Months 30M (23%)	CAGR 21.8% \| Win 64% Sharpe 1.03 \| Sortino 1.63 \| Calmar 1.3 Vol 21% \| MDD -16.3% Months 22M (17%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
MACD only	CAGR 3.6% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -30.5% Months 97M (74%)	CAGR 15.9% \| Win 65% Sharpe 0.88 \| Sortino 1.45 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 34M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)	-	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
MRmean neg	CAGR -9.9% \| Win 50% Sharpe -0.48 \| Sortino -0.85 \| Calmar -0.6 Vol 18% \| MDD -17.3% Months 16M (12%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
RSI only	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -42.6% Months 95M (72%)	CAGR 19.5% \| Win 61% Sharpe 0.99 \| Sortino 1.52 \| Calmar 1.2 Vol 20% \| MDD -16.3% Months 36M (28%)

	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 (30%)	CAGR 7.4% \| Win 57% Sharpe 0.50 \| Sortino 1.16 \| Calmar 0.4 Vol 17% \| MDD -19.5% Months 40M (30%)	CAGR 4.8% \| Win 57% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 17% \| MDD -39.3% Months 79M (60%)
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 7.6% \| Win 56% Sharpe 0.47 \| Sortino 0.77 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 50M (38%)	CAGR 9.6% \| Win 58% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -19.9% Months 52M (40%)
MACDhist only	CAGR 4.8% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 41M (31%)	CAGR 7.5% \| Win 57% Sharpe 0.48 \| Sortino 0.87 \| Calmar 0.3 Vol 19% \| MDD -22.6% Months 90M (69%)