KSA - iShares MSCI Saudi Arabia ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

196.1%

Best CAGR

Total Months

7.7%

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	4.5	67.3	100.0	4.4	0.0	0.0	12.1	0.0
pair	MACD	LWTI	neg-neg	6	4.5	67.3	100.0	4.4	0.0	0.0	12.1	0.0
pair	RSI	LWTI	neg-neg	10	7.5	40.5	80.0	1.7	1.5	25.7	21.5	-1.6
pair	LWTI	RSI	neg-neg	10	7.5	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	RSI	RSmean	pos-neg	23	17.3	36.1	69.6	1.7	2.5	3.1	19.7	-11.5
pair	RSmean	RSI	pos-neg	23	17.3	36.1	69.6	1.7	2.5	3.1	19.7	-11.5
pair	RSIhist	LWTI	neg-neg	12	9.0	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	LWTI	RSIhist	neg-neg	12	9.0	28.5	75.0	1.2	1.6	3.8	22.2	-7.5
pair	SLmean	RSIhist	pos-neg	14	10.5	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	RSIhist	SLmean	pos-neg	14	10.5	28.5	57.1	1.3	2.9	3.6	21.0	-8.0
pair	RSmean	MACD	pos-neg	21	15.8	28.4	71.4	1.5	3.8	4.0	17.9	-7.1
pair	MACD	RSmean	pos-neg	21	15.8	28.4	71.4	1.5	3.8	4.0	17.9	-7.1
pair	SLmean	MACD	pos-neg	14	10.5	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	MACD	SLmean	pos-neg	14	10.5	25.6	71.4	1.3	4.2	3.6	18.7	-7.1
pair	SLmean	LWTI	neg-neg	10	7.5	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	LWTI	SLmean	neg-neg	10	7.5	22.7	70.0	0.9	1.4	3.0	25.0	-7.5
pair	MRmean	LWTI	neg-neg	13	9.8	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
pair	LWTI	MRmean	neg-neg	13	9.8	22.7	69.2	1.1	1.4	3.0	21.8	-7.5
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	36	27.1	17.3	63.9	0.9	1.6	0.9	20.5	-19.9
pair	MRmean	RSmean	neg-pos	36	27.1	17.3	63.9	0.9	1.6	0.9	20.5	-19.9
pair	MRmean	MACD	neg-neg	23	17.3	16.3	60.9	0.8	1.4	1.0	21.4	-16.3
pair	MACD	MRmean	neg-neg	23	17.3	16.3	60.9	0.8	1.4	1.0	21.4	-16.3
pair	MACD	RSI	neg-neg	23	17.3	16.3	60.9	0.8	1.4	1.0	21.4	-16.3
pair	RSI	MACD	neg-neg	23	17.3	16.3	60.9	0.8	1.4	1.0	21.4	-16.3
pair	MACDhist	RSI	neg-neg	37	27.8	16.2	59.5	0.8	1.3	1.0	20.2	-16.3
single	RSI	RSI	neg-neg	37	27.8	16.2	59.5	0.8	1.3	1.0	20.2	-16.3
pair	RSI	MRmean	neg-neg	37	27.8	16.2	59.5	0.8	1.3	1.0	20.2	-16.3
pair	MRmean	RSI	neg-neg	37	27.8	16.2	59.5	0.8	1.3	1.0	20.2	-16.3
pair	RSI	MACDhist	neg-neg	37	27.8	16.2	59.5	0.8	1.3	1.0	20.2	-16.3
pair	MACD	RSI	pos-neg	14	10.5	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSI	MACD	pos-neg	14	10.5	16.1	57.1	0.9	1.2	1.4	18.8	-11.5
pair	RSIhist	RSI	neg-neg	32	24.1	15.6	62.5	0.8	1.1	0.9	19.1	-16.3
pair	RSI	RSIhist	neg-neg	32	24.1	15.6	62.5	0.8	1.1	0.9	19.1	-16.3
pair	LWTI	RSmean	pos-neg	19	14.3	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	RSmean	LWTI	pos-neg	19	14.3	15.3	63.2	0.8	1.3	1.5	21.3	-10.3
pair	MACD	RSIhist	neg-neg	18	13.5	15.1	66.7	0.8	1.0	0.9	19.9	-16.3
pair	RSIhist	MACD	neg-neg	18	13.5	15.1	66.7	0.8	1.0	0.9	19.9	-16.3
pair	LWTI	MACDhist	neg-neg	20	15.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
single	LWTI	LWTI	neg-neg	20	15.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	MACDhist	LWTI	neg-neg	20	15.0	13.4	60.0	0.7	1.2	1.1	20.9	-11.7
pair	MACDhist	RSmean	pos-neg	68	51.1	12.7	60.3	0.7	1.4	0.6	19.1	-22.6
pair	RSmean	MACDhist	pos-neg	68	51.1	12.7	60.3	0.7	1.4	0.6	19.1	-22.6
pair	MACD	MACDhist	neg-neg	35	26.3	12.6	62.9	0.7	1.2	0.8	18.9	-16.3
pair	MACDhist	MACD	neg-neg	35	26.3	12.6	62.9	0.7	1.2	0.8	18.9	-16.3
single	MACD	MACD	neg-neg	35	26.3	12.6	62.9	0.7	1.2	0.8	18.9	-16.3
pair	SLmean	RSmean	pos-pos	66	49.6	11.7	57.6	0.7	1.4	0.6	18.1	-20.7
pair	RSmean	SLmean	pos-pos	66	49.6	11.7	57.6	0.7	1.4	0.6	18.1	-20.7
pair	RSIhist	RSmean	pos-pos	56	42.1	10.9	58.9	0.7	1.3	0.4	17.5	-24.9
pair	RSmean	RSIhist	pos-pos	56	42.1	10.9	58.9	0.7	1.3	0.4	17.5	-24.9
pair	MACD	RSIhist	neg-pos	17	12.8	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
pair	RSIhist	MACD	neg-pos	17	12.8	10.0	58.8	0.6	2.3	1.4	18.2	-7.1
single	RSmean	RSmean	pos-pos	109	82.0	9.7	59.6	0.6	1.0	0.3	18.5	-30.5
pair	LWTI	RSmean	pos-pos	90	67.7	8.5	58.9	0.6	0.9	0.3	17.9	-27.0
pair	RSmean	LWTI	pos-pos	90	67.7	8.5	58.9	0.6	0.9	0.3	17.9	-27.0
pair	LWTI	RSI	neg-pos	27	20.3	8.4	51.9	0.5	0.9	0.5	19.7	-16.3
pair	RSI	LWTI	neg-pos	27	20.3	8.4	51.9	0.5	0.9	0.5	19.7	-16.3
pair	RSIhist	RSmean	pos-neg	53	39.8	8.4	60.4	0.5	0.9	0.3	19.7	-26.6
pair	RSmean	RSIhist	pos-neg	53	39.8	8.4	60.4	0.5	0.9	0.3	19.7	-26.6
pair	SLmean	LWTI	pos-pos	64	48.1	8.4	56.2	0.5	1.0	0.3	18.0	-31.6
pair	LWTI	SLmean	pos-pos	64	48.1	8.4	56.2	0.5	1.0	0.3	18.0	-31.6
pair	MACDhist	SLmean	pos-pos	31	23.3	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
pair	SLmean	MACDhist	pos-pos	31	23.3	8.1	58.1	0.5	0.8	0.5	17.1	-17.1
single	SLmean	SLmean	pos-pos	74	55.6	7.9	55.4	0.5	1.0	0.2	17.8	-32.6
pair	MACDhist	SLmean	pos-neg	43	32.3	7.8	53.5	0.5	1.2	0.3	18.4	-26.3
pair	SLmean	MACDhist	pos-neg	43	32.3	7.8	53.5	0.5	1.2	0.3	18.4	-26.3
pair	RSIhist	MRmean	neg-neg	46	34.6	7.7	60.9	0.5	0.7	0.3	19.3	-22.0
pair	MRmean	RSIhist	neg-neg	46	34.6	7.7	60.9	0.5	0.7	0.3	19.3	-22.0
single	MRmean	MRmean	neg-neg	53	39.8	7.6	56.6	0.5	0.8	0.4	19.8	-19.9
pair	RSIhist	MACDhist	neg-neg	53	39.8	7.2	60.4	0.5	0.7	0.3	19.6	-22.6
pair	MACDhist	RSIhist	neg-neg	53	39.8	7.2	60.4	0.5	0.7	0.3	19.6	-22.6
pair	RSIhist	MRmean	neg-pos	7	5.3	7.2	28.6	0.4	2.0	1.0	24.4	-7.0
pair	MRmean	RSIhist	neg-pos	7	5.3	7.2	28.6	0.4	2.0	1.0	24.4	-7.0
pair	SLmean	RSI	neg-neg	34	25.6	7.0	55.9	0.5	0.7	0.3	18.7	-20.0
pair	RSI	SLmean	neg-neg	34	25.6	7.0	55.9	0.5	0.7	0.3	18.7	-20.0
single	RSIhist	RSIhist	neg-neg	67	50.4	6.6	59.7	0.4	0.7	0.2	19.4	-26.6
pair	RSmean	SLmean	neg-pos	43	32.3	6.5	62.8	0.4	0.7	0.3	19.3	-22.9
pair	SLmean	RSmean	neg-pos	43	32.3	6.5	62.8	0.4	0.7	0.3	19.3	-22.9
pair	SLmean	RSIhist	neg-pos	6	4.5	6.2	33.3	0.4	1.4	0.9	20.8	-7.0
pair	RSIhist	SLmean	neg-pos	6	4.5	6.2	33.3	0.4	1.4	0.9	20.8	-7.0
pair	RSmean	MRmean	pos-pos	73	54.9	6.1	57.5	0.4	0.7	0.2	17.4	-34.8
pair	MRmean	RSmean	pos-pos	73	54.9	6.1	57.5	0.4	0.7	0.2	17.4	-34.8
pair	MACD	MRmean	pos-neg	12	9.0	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	RSI	MACD	neg-pos	12	9.0	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MRmean	MACD	pos-neg	12	9.0	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MACD	RSI	neg-pos	12	9.0	5.8	66.7	0.5	1.1	0.8	13.3	-7.1
pair	MRmean	MACDhist	neg-neg	51	38.3	5.7	54.9	0.4	0.6	0.3	19.9	-19.9
pair	MACDhist	MRmean	neg-neg	51	38.3	5.7	54.9	0.4	0.6	0.3	19.9	-19.9
pair	MACD	RSmean	pos-pos	88	66.2	5.6	56.8	0.4	0.7	0.2	18.5	-30.5
pair	RSmean	MACD	pos-pos	88	66.2	5.6	56.8	0.4	0.7	0.2	18.5	-30.5
single	MACDhist	MACDhist	neg-neg	92	69.2	5.4	55.4	0.4	0.7	0.2	18.6	-22.6
pair	SLmean	MRmean	pos-pos	67	50.4	5.3	55.2	0.4	0.7	0.2	16.7	-30.6
pair	MRmean	SLmean	pos-pos	67	50.4	5.3	55.2	0.4	0.7	0.2	16.7	-30.6
pair	MRmean	MACDhist	pos-neg	41	30.8	5.2	56.1	0.4	0.9	0.2	17.1	-24.6
pair	MACDhist	MRmean	pos-neg	41	30.8	5.2	56.1	0.4	0.9	0.2	17.1	-24.6
pair		benchmark___benchmark_	benchmark-benchmark	133	100.0	5.2	56.4	0.4	0.6	0.2	18.2	-30.5
pair	benchmark___benchmark_		benchmark-benchmark	133	100.0	5.2	56.4	0.4	0.6	0.2	18.2	-30.5
pair	LWTI	RSIhist	pos-pos	58	43.6	5.2	55.2	0.4	0.7	0.2	17.0	-29.5
pair	RSIhist	LWTI	pos-pos	58	43.6	5.2	55.2	0.4	0.7	0.2	17.0	-29.5
single	MACDhist	MACDhist	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	LWTI	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	LWTI	SLmean	pos-neg	10	7.5	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	SLmean	LWTI	pos-neg	10	7.5	4.8	50.0	0.3	0.7	0.5	16.9	-10.3
pair	LWTI	MACDhist	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSIhist	pos-pos	27	20.3	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	RSI	MACDhist	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	RSI	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSIhist	MACDhist	pos-pos	27	20.3	4.8	59.3	0.4	0.5	0.3	16.8	-17.6
pair	MACDhist	RSmean	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACDhist	MACD	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	MACD	MACDhist	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	RSmean	MACDhist	pos-pos	41	30.8	4.8	58.5	0.3	0.5	0.2	17.5	-20.8
pair	SLmean	MACD	neg-neg	21	15.8	4.7	57.1	0.3	0.5	0.3	19.1	-16.3
pair	MACD	SLmean	neg-neg	21	15.8	4.7	57.1	0.3	0.5	0.3	19.1	-16.3
pair	MACDhist	RSIhist	pos-neg	14	10.5	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MACDhist	pos-neg	14	10.5	4.6	57.1	0.3	0.5	0.4	19.3	-10.9
pair	RSIhist	MRmean	pos-neg	21	15.8	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	MRmean	RSIhist	pos-neg	21	15.8	4.4	57.1	0.3	0.5	0.2	20.0	-21.4
pair	MRmean	LWTI	pos-pos	73	54.9	4.2	57.5	0.3	0.6	0.1	17.1	-37.8
pair	LWTI	MRmean	pos-pos	73	54.9	4.2	57.5	0.3	0.6	0.1	17.1	-37.8
pair	MACD	SLmean	pos-pos	60	45.1	4.1	51.7	0.3	0.6	0.1	17.5	-32.6
pair	SLmean	MACD	pos-pos	60	45.1	4.1	51.7	0.3	0.6	0.1	17.5	-32.6
pair	LWTI	MACD	pos-pos	84	63.2	3.9	56.0	0.3	0.5	0.1	17.3	-30.7
pair	MACD	LWTI	pos-pos	84	63.2	3.9	56.0	0.3	0.5	0.1	17.3	-30.7
pair	MRmean	SLmean	neg-neg	46	34.6	3.8	56.5	0.3	0.4	0.1	18.6	-26.5
single	LWTI	LWTI	pos-pos	113	85.0	3.8	55.8	0.3	0.5	0.1	17.8	-27.3
single	RSIhist	RSIhist	pos-pos	66	49.6	3.8	53.0	0.3	0.6	0.1	17.1	-37.4
pair	SLmean	MRmean	neg-neg	46	34.6	3.8	56.5	0.3	0.4	0.1	18.6	-26.5
pair	MACD	LWTI	neg-pos	29	21.8	3.7	55.2	0.3	0.5	0.2	19.3	-16.3
pair	MRmean	RSI	pos-pos	80	60.2	3.7	56.2	0.3	0.5	0.1	17.2	-43.2
pair	RSI	MRmean	pos-pos	80	60.2	3.7	56.2	0.3	0.5	0.1	17.2	-43.2
pair	LWTI	MACD	neg-pos	29	21.8	3.7	55.2	0.3	0.5	0.2	19.3	-16.3
single	MRmean	MRmean	pos-pos	80	60.2	3.7	56.2	0.3	0.5	0.1	17.2	-43.2
pair	MACD	RSIhist	pos-neg	49	36.8	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	RSIhist	MACD	pos-neg	49	36.8	3.7	57.1	0.3	0.5	0.1	19.3	-27.9
pair	SLmean	RSIhist	pos-pos	60	45.1	3.6	55.0	0.3	0.5	0.1	16.9	-36.9
pair	RSIhist	SLmean	pos-pos	60	45.1	3.6	55.0	0.3	0.5	0.1	16.9	-36.9
pair	MACDhist	SLmean	neg-neg	49	36.8	3.5	57.1	0.3	0.4	0.1	19.0	-22.6
pair	SLmean	MACDhist	neg-neg	49	36.8	3.5	57.1	0.3	0.4	0.1	19.0	-22.6
pair	RSI	RSmean	pos-pos	86	64.7	3.5	57.0	0.3	0.5	0.1	17.9	-36.6
pair	RSmean	RSI	pos-pos	86	64.7	3.5	57.0	0.3	0.5	0.1	17.9	-36.6
pair	MRmean	RSIhist	pos-pos	59	44.4	3.4	55.9	0.3	0.5	0.1	16.3	-35.0
pair	RSIhist	MRmean	pos-pos	59	44.4	3.4	55.9	0.3	0.5	0.1	16.3	-35.0
pair	RSI	SLmean	pos-pos	71	53.4	3.4	53.5	0.3	0.5	0.1	16.8	-36.6
pair	SLmean	RSI	pos-pos	71	53.4	3.4	53.5	0.3	0.5	0.1	16.8	-36.6
pair	LWTI	MACDhist	neg-pos	72	54.1	3.3	54.2	0.3	0.5	0.1	18.1	-27.6
pair	MACDhist	LWTI	neg-pos	72	54.1	3.3	54.2	0.3	0.5	0.1	18.1	-27.6
pair	MRmean	MACD	pos-pos	68	51.1	3.3	54.4	0.3	0.5	0.1	17.9	-43.2
pair	MACD	MRmean	pos-pos	68	51.1	3.3	54.4	0.3	0.5	0.1	17.9	-43.2
pair	MRmean	LWTI	neg-pos	40	30.1	3.1	52.5	0.3	0.4	0.2	19.2	-16.3
pair	LWTI	MRmean	neg-pos	40	30.1	3.1	52.5	0.3	0.4	0.2	19.2	-16.3
pair	RSIhist	MACDhist	neg-pos	39	29.3	3.1	48.7	0.3	0.7	0.1	17.5	-25.3
pair	MACDhist	RSIhist	neg-pos	39	29.3	3.1	48.7	0.3	0.7	0.1	17.5	-25.3
single	MACD	MACD	pos-pos	98	73.7	2.7	54.1	0.2	0.4	0.1	18.0	-33.5
pair	RSI	LWTI	pos-pos	86	64.7	2.5	57.0	0.2	0.4	0.1	17.2	-37.3
pair	RSIhist	RSI	pos-pos	61	45.9	2.5	54.1	0.2	0.4	0.1	16.1	-37.4
pair	RSI	RSIhist	pos-pos	61	45.9	2.5	54.1	0.2	0.4	0.1	16.1	-37.4
pair	LWTI	RSI	pos-pos	86	64.7	2.5	57.0	0.2	0.4	0.1	17.2	-37.3
pair	LWTI	RSIhist	neg-pos	55	41.4	2.4	56.4	0.2	0.3	0.1	18.7	-23.7
pair	RSIhist	LWTI	neg-pos	55	41.4	2.4	56.4	0.2	0.3	0.1	18.7	-23.7
pair	MACDhist	MRmean	pos-pos	39	29.3	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
pair	MRmean	MACDhist	pos-pos	39	29.3	2.1	56.4	0.2	0.3	0.1	17.5	-27.7
single	SLmean	SLmean	neg-neg	59	44.4	2.0	57.6	0.2	0.3	0.1	18.9	-25.7
pair	RSIhist	MACD	pos-pos	49	36.8	1.8	51.0	0.2	0.3	0.1	16.9	-37.4
pair	MACD	RSIhist	pos-pos	49	36.8	1.8	51.0	0.2	0.3	0.1	16.9	-37.4
pair	SLmean	RSIhist	neg-neg	53	39.8	1.5	60.4	0.2	0.3	0.1	18.9	-22.9
pair	RSIhist	SLmean	neg-neg	53	39.8	1.5	60.4	0.2	0.3	0.1	18.9	-22.9
pair	MACD	MRmean	neg-pos	30	22.6	1.4	53.3	0.2	0.3	0.1	18.6	-19.9
pair	MRmean	MACD	neg-pos	30	22.6	1.4	53.3	0.2	0.3	0.1	18.6	-19.9
single	RSI	RSI	pos-pos	96	72.2	1.3	55.2	0.2	0.3	0.0	17.4	-46.2
pair	MACDhist	MACD	pos-neg	57	42.9	1.3	50.9	0.2	0.3	0.0	18.6	-28.0
pair	MACD	MACDhist	pos-neg	57	42.9	1.3	50.9	0.2	0.3	0.0	18.6	-28.0
pair	MACD	RSI	pos-pos	84	63.2	0.6	53.6	0.1	0.2	0.0	17.9	-46.2
pair	RSI	MACD	pos-pos	84	63.2	0.6	53.6	0.1	0.2	0.0	17.9	-46.2
pair	SLmean	MACD	neg-pos	38	28.6	0.5	57.9	0.1	0.2	0.0	19.0	-22.9
pair	MACD	SLmean	neg-pos	38	28.6	0.5	57.9	0.1	0.2	0.0	19.0	-22.9
pair	RSmean	RSIhist	neg-neg	14	10.5	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSIhist	RSmean	neg-neg	14	10.5	0.3	57.1	0.1	0.1	0.0	18.8	-16.3
pair	RSI	RSIhist	pos-neg	35	26.3	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	RSIhist	RSI	pos-neg	35	26.3	-0.9	57.1	0.1	0.1	-0.0	19.6	-26.2
pair	RSI	MACDhist	pos-neg	55	41.4	-1.3	52.7	0.0	0.0	-0.0	17.4	-35.7
pair	MACDhist	RSI	pos-neg	55	41.4	-1.3	52.7	0.0	0.0	-0.0	17.4	-35.7
pair	LWTI	SLmean	neg-pos	49	36.8	-1.8	55.1	-0.0	-0.0	-0.1	17.5	-22.9
pair	SLmean	LWTI	neg-pos	49	36.8	-1.8	55.1	-0.0	-0.0	-0.1	17.5	-22.9
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	10.5	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	LWTI	MACD	pos-neg	14	10.5	-4.0	42.9	-0.1	-0.1	-0.3	22.4	-11.7
pair	SLmean	MRmean	pos-neg	13	9.8	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	MRmean	SLmean	pos-neg	13	9.8	-4.2	61.5	-0.1	-0.2	-0.2	20.4	-19.3
pair	RSI	SLmean	neg-pos	25	18.8	-4.5	60.0	-0.1	-0.3	-0.3	19.3	-16.3
pair	SLmean	RSI	neg-pos	25	18.8	-4.5	60.0	-0.1	-0.3	-0.3	19.3	-16.3
pair	SLmean	MACDhist	neg-pos	10	7.5	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	MACDhist	SLmean	neg-pos	10	7.5	-4.9	60.0	-0.2	-0.2	-0.4	19.1	-13.2
pair	LWTI	RSIhist	pos-neg	8	6.0	-5.9	37.5	-0.2	-0.6	-0.5	18.7	-11.3
pair	RSIhist	LWTI	pos-neg	8	6.0	-5.9	37.5	-0.2	-0.6	-0.5	18.7	-11.3
pair	RSmean	MACD	neg-neg	14	10.5	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	MACD	RSmean	neg-neg	14	10.5	-7.6	50.0	-0.3	-0.4	-0.5	19.4	-16.3
pair	RSI	LWTI	pos-neg	10	7.5	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	LWTI	RSI	pos-neg	10	7.5	-8.5	40.0	-0.4	-0.8	-0.6	19.3	-14.2
pair	SLmean	RSmean	neg-neg	16	12.0	-9.3	43.8	-0.5	-0.6	-0.6	18.0	-16.8
pair	RSmean	SLmean	neg-neg	16	12.0	-9.3	43.8	-0.5	-0.6	-0.6	18.0	-16.8
pair	RSI	MRmean	neg-pos	16	12.0	-9.9	50.0	-0.5	-0.8	-0.6	18.3	-17.3
pair	MRmean	RSI	neg-pos	16	12.0	-9.9	50.0	-0.5	-0.8	-0.6	18.3	-17.3
pair	RSI	RSmean	neg-neg	14	10.5	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	RSmean	MRmean	neg-neg	17	12.8	-10.3	41.2	-0.5	-0.8	-0.6	17.5	-18.7
pair	MRmean	RSmean	neg-neg	17	12.8	-10.3	41.2	-0.5	-0.8	-0.6	17.5	-18.7
pair	RSmean	RSI	neg-neg	14	10.5	-10.3	42.9	-0.5	-0.7	-0.6	19.3	-17.3
pair	LWTI	RSmean	neg-pos	23	17.3	-12.6	43.5	-0.7	-1.1	-0.6	16.6	-22.3
pair	RSmean	LWTI	neg-pos	23	17.3	-12.6	43.5	-0.7	-1.1	-0.6	16.6	-22.3
pair	MACDhist	RSmean	neg-neg	24	18.0	-12.8	41.7	-0.8	-1.1	-0.5	16.2	-23.5
pair	RSmean	MACDhist	neg-neg	24	18.0	-12.8	41.7	-0.8	-1.1	-0.5	16.2	-23.5
single	RSmean	RSmean	neg-neg	24	18.0	-12.8	41.7	-0.8	-1.1	-0.5	16.2	-23.5
pair	RSmean	RSI	neg-pos	10	7.5	-16.0	40.0	-1.4	-1.9	-0.9	11.5	-18.6
pair	RSI	RSmean	neg-pos	10	7.5	-16.0	40.0	-1.4	-1.9	-0.9	11.5	-18.6
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	RSmean	MRmean	pos-neg	7	5.3	-18.5	42.9	-1.4	-2.2	-1.1	13.7	-16.4
pair	MRmean	RSmean	pos-neg	7	5.3	-18.5	42.9	-1.4	-2.2	-1.1	13.7	-16.4
pair	SLmean	RSmean	pos-neg	8	6.0	-19.2	37.5	-1.6	-2.4	-1.1	12.7	-18.3
pair	RSmean	SLmean	pos-neg	8	6.0	-19.2	37.5	-1.6	-2.4	-1.1	12.7	-18.3
pair	MACD	RSmean	neg-pos	10	7.5	-19.5	30.0	-1.9	-2.5	-1.0	10.8	-19.9
pair	RSmean	MACD	neg-pos	10	7.5	-19.5	30.0	-1.9	-2.5	-1.0	10.8	-19.9
pair	RSIhist	RSmean	neg-pos	10	7.5	-28.3	20.0	-3.3	-4.4	-1.4	9.8	-21.0
pair	RSmean	RSIhist	neg-pos	10	7.5	-28.3	20.0	-3.3	-4.4	-1.4	9.8	-21.0

All Contingency Tables for KSA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 55% Sharpe 0.39 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -30.6% Months 67M (50%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 3.8% \| Win 56% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 19% \| MDD -26.5% Months 46M (35%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
SLmean only	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (56%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (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 (55%)	CAGR -18.5% \| Win 43% Sharpe -1.42 \| Sortino -2.17 \| Calmar -1.1 Vol 14% \| MDD -16.4% Months 7M (5%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (60%)
MRmean neg	CAGR 17.3% \| Win 64% Sharpe 0.88 \| Sortino 1.55 \| Calmar 0.9 Vol 20% \| MDD -19.9% Months 36M (27%)	CAGR -10.3% \| Win 41% Sharpe -0.53 \| Sortino -0.75 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 17M (13%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
RSmean only	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 54% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 68M (51%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 16.3% \| Win 61% Sharpe 0.81 \| Sortino 1.36 \| Calmar 1.0 Vol 21% \| MDD -16.3% Months 23M (17%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
MACD only	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (60%)	-	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (28%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
RSI only	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 (29%)	CAGR 5.2% \| Win 56% Sharpe 0.38 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -24.6% Months 41M (31%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 5.7% \| Win 55% Sharpe 0.38 \| Sortino 0.63 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 51M (38%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 56% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.1 Vol 16% \| MDD -35.0% Months 59M (44%)	CAGR 4.4% \| Win 57% Sharpe 0.31 \| Sortino 0.53 \| Calmar 0.2 Vol 20% \| MDD -21.4% Months 21M (16%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 7.7% \| Win 61% Sharpe 0.48 \| Sortino 0.71 \| Calmar 0.3 Vol 19% \| MDD -22.0% Months 46M (35%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 57% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -37.8% Months 73M (55%)	CAGR -2.0% \| Win 43% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -10.3% Months 7M (5%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (60%)
MRmean neg	CAGR 3.1% \| Win 52% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.2 Vol 19% \| MDD -16.3% Months 40M (30%)	CAGR 22.7% \| Win 69% Sharpe 1.05 \| Sortino 1.45 \| Calmar 3.0 Vol 22% \| MDD -7.5% Months 13M (10%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 -19.2% \| Win 38% Sharpe -1.61 \| Sortino -2.43 \| Calmar -1.0 Vol 13% \| MDD -18.3% Months 8M (6%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (56%)
SLmean neg	CAGR 6.5% \| Win 63% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.3 Vol 19% \| MDD -22.9% Months 43M (32%)	CAGR -9.3% \| Win 44% Sharpe -0.46 \| Sortino -0.63 \| Calmar -0.6 Vol 18% \| MDD -16.8% Months 16M (12%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (44%)
RSmean only	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.1% \| Win 52% Sharpe 0.32 \| Sortino 0.58 \| Calmar 0.1 Vol 18% \| MDD -32.6% Months 60M (45%)	CAGR 25.6% \| Win 71% Sharpe 1.31 \| Sortino 4.20 \| Calmar 3.6 Vol 19% \| MDD -7.1% Months 14M (10%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (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 4.7% \| Win 57% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.3 Vol 19% \| MDD -16.3% Months 21M (16%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (44%)
MACD only	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 54% Sharpe 0.28 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -36.6% Months 71M (53%)	CAGR 196.1% \| Win 100% Sharpe 7.21 \| Sortino 0.00 \| Calmar 0.0 Vol 16% \| MDD 0.0% Months 3M (2%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (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 7.0% \| Win 56% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.4 Vol 19% \| MDD -20.0% Months 34M (26%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (44%)
RSI only	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 (23%)	CAGR 7.8% \| Win 54% Sharpe 0.49 \| Sortino 1.24 \| Calmar 0.3 Vol 18% \| MDD -26.3% Months 43M (32%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (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 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 49M (37%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 55% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 60M (45%)	CAGR 28.5% \| Win 57% Sharpe 1.30 \| Sortino 2.85 \| Calmar 3.6 Vol 21% \| MDD -8.0% Months 14M (10%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (56%)
SLmean neg	CAGR 6.2% \| Win 33% Sharpe 0.38 \| Sortino 1.43 \| Calmar 0.9 Vol 21% \| MDD -7.0% Months 6M (4%)	CAGR 1.5% \| Win 60% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.1 Vol 19% \| MDD -22.9% Months 53M (40%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (44%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 56% Sharpe 0.54 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -31.6% Months 64M (48%)	CAGR 4.8% \| Win 50% Sharpe 0.35 \| Sortino 0.73 \| Calmar 0.5 Vol 17% \| MDD -10.3% Months 10M (8%)	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (56%)
SLmean neg	CAGR -1.8% \| Win 55% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 18% \| MDD -22.9% Months 49M (37%)	CAGR 22.7% \| Win 70% Sharpe 0.94 \| Sortino 1.35 \| Calmar 3.0 Vol 25% \| MDD -7.5% Months 10M (8%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (44%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 (66%)	CAGR 28.4% \| Win 71% Sharpe 1.49 \| Sortino 3.80 \| Calmar 4.0 Vol 18% \| MDD -7.1% Months 21M (16%)	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)
RSmean neg	CAGR -19.5% \| Win 30% Sharpe -1.95 \| Sortino -2.53 \| Calmar -1.0 Vol 11% \| MDD -19.9% Months 10M (8%)	CAGR -7.6% \| Win 50% Sharpe -0.31 \| Sortino -0.44 \| Calmar -0.5 Vol 19% \| MDD -16.3% Months 14M (10%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)
MACD only	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (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 (65%)	CAGR 36.1% \| Win 70% Sharpe 1.68 \| Sortino 2.51 \| Calmar 3.1 Vol 20% \| MDD -11.5% Months 23M (17%)	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)
RSmean neg	CAGR -16.0% \| Win 40% Sharpe -1.45 \| Sortino -1.93 \| Calmar -0.9 Vol 12% \| MDD -18.6% Months 10M (8%)	CAGR -10.3% \| Win 43% Sharpe -0.47 \| Sortino -0.69 \| Calmar -0.6 Vol 19% \| MDD -17.3% Months 14M (10%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)
RSI only	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 12.7% \| Win 60% Sharpe 0.72 \| Sortino 1.42 \| Calmar 0.6 Vol 19% \| MDD -22.6% Months 68M (51%)	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)
RSmean neg	-	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (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 (42%)	CAGR 8.4% \| Win 60% Sharpe 0.51 \| Sortino 0.86 \| Calmar 0.3 Vol 20% \| MDD -26.6% Months 53M (40%)	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)
RSmean neg	CAGR -28.3% \| Win 20% Sharpe -3.30 \| Sortino -4.43 \| Calmar -1.3 Vol 10% \| MDD -21.0% Months 10M (8%)	CAGR 0.3% \| Win 57% Sharpe 0.11 \| Sortino 0.13 \| Calmar 0.0 Vol 19% \| MDD -16.3% Months 14M (10%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.5% \| Win 59% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.3 Vol 18% \| MDD -27.0% Months 90M (68%)	CAGR 15.3% \| Win 63% Sharpe 0.77 \| Sortino 1.30 \| Calmar 1.5 Vol 21% \| MDD -10.3% Months 19M (14%)	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)
RSmean neg	CAGR -12.6% \| Win 44% Sharpe -0.72 \| Sortino -1.05 \| Calmar -0.6 Vol 17% \| MDD -22.3% Months 23M (17%)	CAGR -17.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.21 \| Calmar 0.0 Vol 18% \| MDD -46.2% Months 84M (63%)	CAGR 16.1% \| Win 57% Sharpe 0.89 \| Sortino 1.21 \| Calmar 1.4 Vol 19% \| MDD -11.5% Months 14M (10%)	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (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 16.3% \| Win 61% Sharpe 0.81 \| Sortino 1.36 \| Calmar 1.0 Vol 21% \| MDD -16.3% Months 23M (17%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)
RSI only	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 1.3% \| Win 51% Sharpe 0.16 \| Sortino 0.30 \| Calmar 0.0 Vol 19% \| MDD -28.0% Months 57M (43%)	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)
MACD neg	-	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.8% \| Win 51% Sharpe 0.19 \| Sortino 0.32 \| Calmar 0.0 Vol 17% \| MDD -37.4% Months 49M (37%)	CAGR 3.7% \| Win 57% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -27.9% Months 49M (37%)	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (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 15.1% \| Win 67% Sharpe 0.81 \| Sortino 1.01 \| Calmar 0.9 Vol 20% \| MDD -16.3% Months 18M (14%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -30.7% Months 84M (63%)	CAGR -4.0% \| Win 43% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.3 Vol 22% \| MDD -11.7% Months 14M (10%)	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)
MACD neg	CAGR 3.7% \| Win 55% Sharpe 0.28 \| Sortino 0.49 \| Calmar 0.2 Vol 19% \| MDD -16.3% Months 29M (22%)	CAGR 67.3% \| Win 100% Sharpe 4.38 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 6M (4%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 -1.3% \| Win 53% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.0 Vol 17% \| MDD -35.7% Months 55M (41%)	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)
RSI neg	-	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (28%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 54% Sharpe 0.23 \| Sortino 0.41 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 61M (46%)	CAGR -0.9% \| Win 57% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -26.2% Months 35M (26%)	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (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 15.6% \| Win 62% Sharpe 0.85 \| Sortino 1.14 \| Calmar 1.0 Vol 19% \| MDD -16.3% Months 32M (24%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (28%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.5% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 17% \| MDD -37.3% Months 86M (65%)	CAGR -8.5% \| Win 40% Sharpe -0.37 \| Sortino -0.78 \| Calmar -0.6 Vol 19% \| MDD -14.2% Months 10M (8%)	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)
RSI neg	CAGR 8.4% \| Win 52% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.5 Vol 20% \| MDD -16.3% Months 27M (20%)	CAGR 40.5% \| Win 80% Sharpe 1.71 \| Sortino 1.50 \| Calmar 25.7 Vol 22% \| MDD -1.6% Months 10M (8%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (28%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 (20%)	CAGR 4.6% \| Win 57% Sharpe 0.33 \| Sortino 0.46 \| Calmar 0.4 Vol 19% \| MDD -10.9% Months 14M (10%)	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 3.1% \| Win 49% Sharpe 0.26 \| Sortino 0.69 \| Calmar 0.1 Vol 18% \| MDD -25.3% Months 39M (29%)	CAGR 7.2% \| Win 60% Sharpe 0.45 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -22.6% Months 53M (40%)	CAGR 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)
RSIhist only	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (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 3.3% \| Win 54% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.6% Months 72M (54%)	CAGR 13.4% \| Win 60% Sharpe 0.70 \| Sortino 1.17 \| Calmar 1.1 Vol 21% \| MDD -11.7% Months 20M (15%)	CAGR 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 5.2% \| Win 55% Sharpe 0.38 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -29.5% Months 58M (44%)	CAGR -5.9% \| Win 38% Sharpe -0.25 \| Sortino -0.56 \| Calmar -0.5 Vol 19% \| MDD -11.3% Months 8M (6%)	CAGR 3.8% \| Win 53% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 66M (50%)
RSIhist neg	CAGR 2.4% \| Win 56% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -23.7% Months 55M (41%)	CAGR 28.5% \| Win 75% Sharpe 1.24 \| Sortino 1.59 \| Calmar 3.8 Vol 22% \| MDD -7.5% Months 12M (9%)	CAGR 6.6% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 19% \| MDD -26.6% Months 67M (50%)
LWTI only	CAGR 3.8% \| Win 56% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -27.3% Months 113M (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 5.3% \| Win 55% Sharpe 0.39 \| Sortino 0.71 \| Calmar 0.2 Vol 17% \| MDD -30.6% Months 67M (50%)	CAGR -4.2% \| Win 62% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 20% \| MDD -19.3% Months 13M (10%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 3.8% \| Win 56% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 19% \| MDD -26.5% Months 46M (35%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
SLmean only	CAGR 7.9% \| Win 55% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.2 Vol 18% \| MDD -32.6% Months 74M (56%)	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -25.7% Months 59M (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 (55%)	CAGR -18.5% \| Win 43% Sharpe -1.42 \| Sortino -2.17 \| Calmar -1.1 Vol 14% \| MDD -16.4% Months 7M (5%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (60%)
MRmean neg	CAGR 17.3% \| Win 64% Sharpe 0.88 \| Sortino 1.55 \| Calmar 0.9 Vol 20% \| MDD -19.9% Months 36M (27%)	CAGR -10.3% \| Win 41% Sharpe -0.53 \| Sortino -0.75 \| Calmar -0.6 Vol 18% \| MDD -18.7% Months 17M (13%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
RSmean only	CAGR 9.7% \| Win 60% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.3 Vol 18% \| MDD -30.5% Months 109M (82%)	CAGR -12.8% \| Win 42% Sharpe -0.76 \| Sortino -1.10 \| Calmar -0.5 Vol 16% \| MDD -23.5% Months 24M (18%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 54% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.2% Months 68M (51%)	CAGR 5.8% \| Win 67% Sharpe 0.48 \| Sortino 1.09 \| Calmar 0.8 Vol 13% \| MDD -7.1% Months 12M (9%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 16.3% \| Win 61% Sharpe 0.81 \| Sortino 1.36 \| Calmar 1.0 Vol 21% \| MDD -16.3% Months 23M (17%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
MACD only	CAGR 2.7% \| Win 54% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -33.5% Months 98M (74%)	CAGR 12.6% \| Win 63% Sharpe 0.72 \| Sortino 1.23 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 35M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (60%)	-	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (28%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (40%)
RSI only	CAGR 1.3% \| Win 55% Sharpe 0.16 \| Sortino 0.27 \| Calmar 0.0 Vol 17% \| MDD -46.2% Months 96M (72%)	CAGR 16.2% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.0 Vol 20% \| MDD -16.3% Months 37M (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 (29%)	CAGR 5.2% \| Win 56% Sharpe 0.38 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -24.6% Months 41M (31%)	CAGR 3.7% \| Win 56% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 17% \| MDD -43.2% Months 80M (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 5.7% \| Win 55% Sharpe 0.38 \| Sortino 0.63 \| Calmar 0.3 Vol 20% \| MDD -19.9% Months 51M (38%)	CAGR 7.6% \| Win 57% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 53M (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 5.4% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -22.6% Months 92M (69%)