KXI - iShares Global Consumer Staples ETF

Signal Pair Analysis

SLmean-RSI

Best Pair

91.7%

Best CAGR

Total Months

11.6%

Avg CAGR

KXI 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 KXI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	SLmean	RSI	pos-neg	3	1.3	91.7	100.0	4.4	0.0	0.0	15.3	0.0
pair	RSI	SLmean	pos-neg	3	1.3	91.7	100.0	4.4	0.0	0.0	15.3	0.0
pair	MRmean	RSI	pos-neg	2	0.9	64.4	100.0	2.8	0.0	0.0	18.4	0.0
pair	RSI	MRmean	pos-neg	2	0.9	64.4	100.0	2.8	0.0	0.0	18.4	0.0
pair	RSI	RSIhist	neg-pos	2	0.9	64.4	100.0	2.8	0.0	0.0	18.4	0.0
pair	RSIhist	RSI	neg-pos	2	0.9	64.4	100.0	2.8	0.0	0.0	18.4	0.0
pair	MACD	MACDhist	neg-pos	3	1.3	46.9	100.0	7.8	0.0	0.0	5.1	0.0
pair	MACDhist	MACD	neg-pos	3	1.3	46.9	100.0	7.8	0.0	0.0	5.1	0.0
pair	RSIhist	SLmean	neg-pos	1	0.4	41.1	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSIhist	neg-pos	1	0.4	41.1	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	7	3.0	40.4	85.7	3.0	0.0	13.1	11.7	-3.1
pair	MRmean	SLmean	neg-pos	7	3.0	40.4	85.7	3.0	0.0	13.1	11.7	-3.1
pair	MACDhist	LWTI	pos-neg	2	0.9	38.8	100.0	5.7	0.0	0.0	5.8	0.0
pair	LWTI	MACDhist	pos-neg	2	0.9	38.8	100.0	5.7	0.0	0.0	5.8	0.0
pair	MACD	RSIhist	neg-pos	7	3.0	36.9	85.7	3.1	0.0	0.0	10.4	0.0
pair	RSIhist	MACD	neg-pos	7	3.0	36.9	85.7	3.1	0.0	0.0	10.4	0.0
pair	RSI	MACD	pos-neg	10	4.3	34.9	70.0	2.0	4.8	6.8	15.3	-5.1
pair	MACD	RSI	pos-neg	10	4.3	34.9	70.0	2.0	4.8	6.8	15.3	-5.1
pair	MRmean	SLmean	pos-neg	24	10.2	33.7	79.2	2.5	3.8	6.5	12.0	-5.1
pair	SLmean	MRmean	pos-neg	24	10.2	33.7	79.2	2.5	3.8	6.5	12.0	-5.1
pair	SLmean	MACDhist	neg-pos	21	8.9	31.6	76.2	2.1	3.9	6.1	13.5	-5.1
pair	MACDhist	SLmean	neg-pos	21	8.9	31.6	76.2	2.1	3.9	6.1	13.5	-5.1
pair	RSI	LWTI	neg-pos	11	4.7	29.4	81.8	2.3	2.9	5.7	11.8	-5.1
pair	LWTI	RSI	neg-pos	11	4.7	29.4	81.8	2.3	2.9	5.7	11.8	-5.1
pair	SLmean	MACD	neg-pos	50	21.3	24.8	74.0	1.7	3.1	3.1	13.4	-7.9
pair	MACD	SLmean	neg-pos	50	21.3	24.8	74.0	1.7	3.1	3.1	13.4	-7.9
pair	MACDhist	MRmean	neg-pos	7	3.0	24.5	71.4	1.5	2.5	4.8	15.7	-5.1
pair	MRmean	MACDhist	neg-pos	7	3.0	24.5	71.4	1.5	2.5	4.8	15.7	-5.1
pair	LWTI	SLmean	neg-pos	65	27.7	23.8	73.8	1.8	3.0	3.0	12.1	-7.9
pair	SLmean	LWTI	neg-pos	65	27.7	23.8	73.8	1.8	3.0	3.0	12.1	-7.9
pair	SLmean	RSI	neg-pos	55	23.4	22.6	72.7	1.8	2.8	2.9	12.1	-7.9
pair	RSI	SLmean	neg-pos	55	23.4	22.6	72.7	1.8	2.8	2.9	12.1	-7.9
pair	MACD	RSIhist	pos-neg	85	36.2	22.3	71.8	1.8	3.1	1.6	12.0	-14.0
pair	RSIhist	MACD	pos-neg	85	36.2	22.3	71.8	1.8	3.1	1.6	12.0	-14.0
pair	MRmean	MACD	neg-pos	35	14.9	21.8	71.4	1.5	2.8	2.0	13.7	-10.7
pair	MACD	MRmean	neg-pos	35	14.9	21.8	71.4	1.5	2.8	2.0	13.7	-10.7
pair	RSIhist	MACDhist	pos-neg	34	14.5	21.5	64.7	1.6	3.2	3.6	12.4	-6.0
pair	MACDhist	RSIhist	pos-neg	34	14.5	21.5	64.7	1.6	3.2	3.6	12.4	-6.0
pair	RSmean	MACDhist	neg-neg	16	6.8	20.8	68.8	2.6	12.8	6.6	7.5	-3.1
pair	MACDhist	RSmean	neg-neg	16	6.8	20.8	68.8	2.6	12.8	6.6	7.5	-3.1
pair	MRmean	RSmean	neg-neg	14	6.0	19.9	71.4	2.5	15.9	6.3	7.5	-3.1
pair	RSmean	MRmean	neg-neg	14	6.0	19.9	71.4	2.5	15.9	6.3	7.5	-3.1
pair	MACD	RSmean	neg-neg	12	5.1	19.9	75.0	2.6	13.0	6.3	7.0	-3.1
pair	RSmean	MACD	neg-neg	12	5.1	19.9	75.0	2.6	13.0	6.3	7.0	-3.1
pair	RSIhist	RSmean	neg-neg	14	6.0	19.9	71.4	2.5	15.9	6.3	7.5	-3.1
pair	RSmean	RSIhist	neg-neg	14	6.0	19.9	71.4	2.5	15.9	6.3	7.5	-3.1
pair	LWTI	MRmean	neg-pos	47	20.0	19.3	72.3	1.6	2.5	1.8	11.6	-10.7
pair	MRmean	LWTI	neg-pos	47	20.0	19.3	72.3	1.6	2.5	1.8	11.6	-10.7
pair	RSI	MACDhist	neg-neg	21	8.9	19.0	76.2	1.0	1.2	0.7	19.8	-26.6
pair	MACDhist	RSI	neg-neg	21	8.9	19.0	76.2	1.0	1.2	0.7	19.8	-26.6
pair	LWTI	RSIhist	neg-pos	104	44.3	18.9	72.1	1.5	2.3	1.3	11.7	-14.0
pair	RSIhist	LWTI	neg-pos	104	44.3	18.9	72.1	1.5	2.3	1.3	11.7	-14.0
pair	RSmean	RSI	neg-neg	1	0.4	18.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.4	18.4	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	neg-pos	61	26.0	18.3	72.1	1.2	1.6	0.7	15.6	-28.1
pair	RSmean	SLmean	neg-pos	61	26.0	18.3	72.1	1.2	1.6	0.7	15.6	-28.1
single	SLmean	SLmean	neg-neg	74	31.5	18.1	71.6	1.2	1.6	0.6	14.5	-28.1
pair	RSIhist	SLmean	neg-neg	73	31.1	17.8	71.2	1.2	1.6	0.6	14.5	-28.1
pair	RSIhist	MRmean	pos-neg	58	24.7	17.8	70.7	1.4	2.0	1.6	11.8	-11.2
pair	MRmean	RSIhist	pos-neg	58	24.7	17.8	70.7	1.4	2.0	1.6	11.8	-11.2
pair	SLmean	RSIhist	neg-neg	73	31.1	17.8	71.2	1.2	1.6	0.6	14.5	-28.1
pair	RSI	RSIhist	pos-neg	95	40.4	17.3	70.5	1.4	2.1	1.2	11.7	-14.0
pair	RSIhist	RSI	pos-neg	95	40.4	17.3	70.5	1.4	2.1	1.2	11.7	-14.0
pair	SLmean	LWTI	pos-neg	9	3.8	16.7	66.7	1.0	1.6	1.9	17.3	-8.6
pair	SLmean	RSmean	neg-neg	13	5.5	16.7	69.2	2.2	13.6	5.3	7.2	-3.1
pair	RSmean	SLmean	neg-neg	13	5.5	16.7	69.2	2.2	13.6	5.3	7.2	-3.1
pair	LWTI	SLmean	pos-neg	9	3.8	16.7	66.7	1.0	1.6	1.9	17.3	-8.6
pair	RSI	MRmean	neg-pos	37	15.7	16.5	70.3	1.4	2.2	1.5	11.5	-10.7
pair	MRmean	RSI	neg-pos	37	15.7	16.5	70.3	1.4	2.2	1.5	11.5	-10.7
single	RSIhist	RSIhist	neg-neg	115	48.9	16.1	70.4	1.2	1.5	0.5	13.4	-34.5
pair	LWTI	RSmean	neg-pos	18	7.7	16.0	61.1	1.9	11.3	5.1	7.9	-3.1
single	RSmean	RSmean	neg-neg	18	7.7	16.0	61.1	1.9	11.3	5.1	7.9	-3.1
pair	RSmean	LWTI	neg-pos	18	7.7	16.0	61.1	1.9	11.3	5.1	7.9	-3.1
pair	RSmean	RSI	neg-pos	17	7.2	15.9	58.8	1.9	11.2	5.1	8.1	-3.1
pair	RSI	RSmean	neg-pos	17	7.2	15.9	58.8	1.9	11.2	5.1	8.1	-3.1
pair	RSmean	RSIhist	pos-neg	101	43.0	15.6	70.3	1.1	1.5	0.5	14.1	-34.5
pair	RSIhist	RSmean	pos-neg	101	43.0	15.6	70.3	1.1	1.5	0.5	14.1	-34.5
single	RSI	RSI	neg-neg	22	9.4	14.7	72.7	0.8	1.1	0.6	20.0	-26.6
pair	RSmean	RSI	pos-neg	21	8.9	14.5	71.4	0.8	1.1	0.6	20.5	-26.6
pair	RSI	RSmean	pos-neg	21	8.9	14.5	71.4	0.8	1.1	0.6	20.5	-26.6
pair	RSIhist	MRmean	neg-neg	57	24.3	14.4	70.2	1.0	1.3	0.5	15.0	-28.1
pair	MRmean	RSIhist	neg-neg	57	24.3	14.4	70.2	1.0	1.3	0.5	15.0	-28.1
single	MRmean	MRmean	neg-neg	57	24.3	14.4	70.2	1.0	1.3	0.5	15.0	-28.1
pair	SLmean	RSmean	pos-neg	5	2.1	14.1	40.0	1.3	9.0	17.1	10.3	-0.8
pair	RSmean	SLmean	pos-neg	5	2.1	14.1	40.0	1.3	9.0	17.1	10.3	-0.8
pair	MACDhist	MACD	pos-neg	75	31.9	14.0	68.0	1.2	1.9	1.3	11.8	-10.7
pair	MACD	MACDhist	pos-neg	75	31.9	14.0	68.0	1.2	1.9	1.3	11.8	-10.7
pair	MACDhist	RSIhist	neg-neg	81	34.5	13.9	72.8	1.0	1.2	0.4	13.9	-34.5
pair	RSIhist	MACDhist	neg-neg	81	34.5	13.9	72.8	1.0	1.2	0.4	13.9	-34.5
pair	LWTI	MACDhist	neg-pos	93	39.6	13.6	69.9	1.2	1.7	1.1	11.0	-11.9
pair	MACDhist	LWTI	neg-pos	93	39.6	13.6	69.9	1.2	1.7	1.1	11.0	-11.9
pair	RSIhist	SLmean	pos-neg	42	17.9	13.3	69.0	1.2	1.5	0.9	11.4	-14.5
pair	SLmean	RSIhist	pos-neg	42	17.9	13.3	69.0	1.2	1.5	0.9	11.4	-14.5
pair	MACDhist	MRmean	neg-neg	50	21.3	13.1	70.0	0.9	1.1	0.5	15.0	-28.1
pair	MACDhist	SLmean	neg-neg	53	22.6	13.1	69.8	0.9	1.1	0.5	14.8	-28.1
pair	SLmean	MACDhist	neg-neg	53	22.6	13.1	69.8	0.9	1.1	0.5	14.8	-28.1
pair	MRmean	MACDhist	neg-neg	50	21.3	13.1	70.0	0.9	1.1	0.5	15.0	-28.1
pair	MRmean	RSmean	neg-pos	43	18.3	12.7	69.8	0.8	1.1	0.5	16.8	-28.1
pair	RSmean	MRmean	neg-pos	43	18.3	12.7	69.8	0.8	1.1	0.5	16.8	-28.1
pair	SLmean	MRmean	neg-neg	50	21.3	11.2	68.0	0.8	1.0	0.4	15.3	-28.1
pair	MRmean	SLmean	neg-neg	50	21.3	11.2	68.0	0.8	1.0	0.4	15.3	-28.1
pair	MRmean	RSI	neg-neg	20	8.5	10.7	70.0	0.6	0.8	0.4	20.3	-26.6
pair	MRmean	MACD	pos-neg	15	6.4	10.7	73.3	0.8	0.8	0.9	14.3	-11.8
pair	MACD	MRmean	pos-neg	15	6.4	10.7	73.3	0.8	0.8	0.9	14.3	-11.8
pair	RSIhist	RSI	neg-neg	20	8.5	10.7	70.0	0.6	0.8	0.4	20.3	-26.6
pair	RSI	MRmean	neg-neg	20	8.5	10.7	70.0	0.6	0.8	0.4	20.3	-26.6
pair	RSI	RSIhist	neg-neg	20	8.5	10.7	70.0	0.6	0.8	0.4	20.3	-26.6
single	MACDhist	MACDhist	neg-neg	109	46.4	10.6	67.9	0.8	1.1	0.3	13.3	-35.3
pair	RSI	MACD	neg-pos	25	10.6	9.6	68.0	0.9	1.0	0.7	11.1	-13.6
pair	MACD	RSI	neg-pos	25	10.6	9.6	68.0	0.9	1.0	0.7	11.1	-13.6
pair	RSmean	MACDhist	pos-neg	93	39.6	9.0	67.7	0.7	0.9	0.2	14.0	-35.3
pair	MACDhist	RSmean	pos-neg	93	39.6	9.0	67.7	0.7	0.9	0.2	14.0	-35.3
pair	RSIhist	LWTI	pos-neg	7	3.0	9.0	71.4	0.6	0.8	0.9	16.9	-9.8
pair	LWTI	RSIhist	pos-neg	7	3.0	9.0	71.4	0.6	0.8	0.9	16.9	-9.8
pair	MACD	SLmean	pos-neg	13	5.5	9.0	76.9	0.6	0.8	0.6	15.1	-14.7
pair	SLmean	MACD	pos-neg	13	5.5	9.0	76.9	0.6	0.8	0.6	15.1	-14.7
pair	MACDhist	RSI	pos-neg	88	37.4	8.7	65.9	0.8	1.1	0.6	11.2	-13.7
pair	RSI	MACDhist	pos-neg	88	37.4	8.7	65.9	0.8	1.1	0.6	11.2	-13.7
pair	MRmean	MACDhist	pos-neg	59	25.1	8.6	66.1	0.8	1.0	0.7	11.6	-11.8
pair	MACDhist	MRmean	pos-neg	59	25.1	8.6	66.1	0.8	1.0	0.7	11.6	-11.8
pair	MACD	RSmean	neg-pos	6	2.6	8.6	33.3	0.9	6.3	4.0	9.8	-2.2
pair	RSmean	MACD	neg-pos	6	2.6	8.6	33.3	0.9	6.3	4.0	9.8	-2.2
pair	LWTI	MACD	pos-pos	192	81.7	8.5	60.4	0.7	1.2	0.5	11.9	-16.4
pair	MACD	LWTI	pos-pos	192	81.7	8.5	60.4	0.7	1.2	0.5	11.9	-16.4
single	LWTI	LWTI	pos-pos	217	92.3	8.4	61.3	0.7	1.1	0.5	11.8	-16.4
pair	SLmean	MACDhist	pos-neg	56	23.8	8.3	66.1	0.7	1.0	0.6	11.7	-14.7
pair	MACDhist	SLmean	pos-neg	56	23.8	8.3	66.1	0.7	1.0	0.6	11.7	-14.7
pair	MACD	RSmean	pos-pos	192	81.7	7.8	60.4	0.7	1.1	0.5	12.2	-16.4
pair	RSmean	MACD	pos-pos	192	81.7	7.8	60.4	0.7	1.1	0.5	12.2	-16.4
single	MACD	MACD	pos-pos	198	84.3	7.8	59.6	0.7	1.1	0.5	12.1	-16.4
pair	MACD	LWTI	neg-pos	25	10.6	7.7	68.0	0.7	0.8	0.7	10.8	-11.9
pair	LWTI	MACD	neg-pos	25	10.6	7.7	68.0	0.7	0.8	0.7	10.8	-11.9
pair	LWTI	RSmean	pos-pos	199	84.7	7.7	61.3	0.7	1.1	0.5	12.0	-16.4
pair	RSmean	LWTI	pos-pos	199	84.7	7.7	61.3	0.7	1.1	0.5	12.0	-16.4
pair	benchmark___benchmark_		benchmark-benchmark	235	100.0	7.6	61.3	0.6	0.9	0.2	12.7	-35.3
pair		benchmark___benchmark_	benchmark-benchmark	235	100.0	7.6	61.3	0.6	0.9	0.2	12.7	-35.3
pair	LWTI	RSI	pos-pos	206	87.7	7.3	60.2	0.7	1.0	0.4	11.7	-18.7
pair	RSI	LWTI	pos-pos	206	87.7	7.3	60.2	0.7	1.0	0.4	11.7	-18.7
single	RSmean	RSmean	pos-pos	217	92.3	7.0	61.3	0.6	0.8	0.2	13.0	-35.3
single	RSI	RSI	pos-pos	213	90.6	6.9	60.1	0.6	1.0	0.3	11.8	-20.9
pair	RSI	MACD	pos-pos	188	80.0	6.6	59.0	0.6	0.9	0.3	11.9	-20.9
pair	MACD	RSI	pos-pos	188	80.0	6.6	59.0	0.6	0.9	0.3	11.9	-20.9
single	MACD	MACD	neg-neg	37	15.7	6.5	70.3	0.5	0.5	0.2	15.7	-33.2
pair	RSmean	RSI	pos-pos	196	83.4	6.2	60.2	0.6	0.8	0.3	12.0	-20.9
pair	RSI	RSmean	pos-pos	196	83.4	6.2	60.2	0.6	0.8	0.3	12.0	-20.9
pair	RSI	SLmean	neg-neg	19	8.1	5.8	68.4	0.4	0.5	0.2	19.9	-26.6
pair	SLmean	RSI	neg-neg	19	8.1	5.8	68.4	0.4	0.5	0.2	19.9	-26.6
pair	RSI	MACDhist	pos-pos	125	53.2	5.7	56.0	0.5	0.8	0.3	12.1	-16.9
pair	MACDhist	RSI	pos-pos	125	53.2	5.7	56.0	0.5	0.8	0.3	12.1	-16.9
pair	MRmean	LWTI	pos-neg	8	3.4	5.6	62.5	0.4	0.6	0.5	15.8	-11.1
pair	RSmean	MRmean	pos-pos	174	74.0	5.6	59.2	0.5	0.8	0.3	11.9	-18.1
pair	MRmean	RSmean	pos-pos	174	74.0	5.6	59.2	0.5	0.8	0.3	11.9	-18.1
pair	LWTI	MRmean	pos-neg	8	3.4	5.6	62.5	0.4	0.6	0.5	15.8	-11.1
pair	MRmean	LWTI	pos-pos	170	72.3	5.5	58.2	0.5	0.8	0.3	11.7	-15.9
pair	RSmean	MACDhist	pos-pos	124	52.8	5.5	56.5	0.5	0.8	0.3	12.3	-21.2
pair	MACDhist	RSmean	pos-pos	124	52.8	5.5	56.5	0.5	0.8	0.3	12.3	-21.2
pair	LWTI	MRmean	pos-pos	170	72.3	5.5	58.2	0.5	0.8	0.3	11.7	-15.9
single	MRmean	MRmean	pos-pos	178	75.7	5.5	58.4	0.5	0.8	0.3	11.9	-18.1
pair	MACD	MRmean	pos-pos	163	69.4	5.1	57.1	0.5	0.8	0.3	11.7	-18.1
pair	MRmean	MACD	pos-pos	163	69.4	5.1	57.1	0.5	0.8	0.3	11.7	-18.1
single	MACDhist	MACDhist	pos-pos	126	53.6	5.1	55.6	0.5	0.8	0.2	12.2	-21.2
pair	SLmean	MACD	neg-neg	24	10.2	5.1	66.7	0.4	0.4	0.2	16.3	-25.8
pair	MACD	SLmean	neg-neg	24	10.2	5.1	66.7	0.4	0.4	0.2	16.3	-25.8
pair	RSI	MRmean	pos-pos	176	74.9	5.0	58.0	0.5	0.7	0.3	11.8	-18.1
pair	MRmean	RSI	pos-pos	176	74.9	5.0	58.0	0.5	0.7	0.3	11.8	-18.1
pair	LWTI	MACDhist	pos-pos	124	52.8	4.6	54.8	0.4	0.7	0.2	12.3	-21.2
pair	MACDhist	LWTI	pos-pos	124	52.8	4.6	54.8	0.4	0.7	0.2	12.3	-21.2
pair	MACDhist	MACD	pos-pos	123	52.3	4.2	54.5	0.4	0.7	0.2	12.3	-21.2
pair	MACD	MACDhist	pos-pos	123	52.3	4.2	54.5	0.4	0.7	0.2	12.3	-21.2
pair	MACDhist	MRmean	pos-pos	119	50.6	4.1	54.6	0.4	0.6	0.2	12.0	-20.1
pair	MRmean	MACDhist	pos-pos	119	50.6	4.1	54.6	0.4	0.6	0.2	12.0	-20.1
pair	MACD	LWTI	neg-neg	12	5.1	3.9	75.0	0.3	0.7	0.2	23.5	-15.5
pair	LWTI	MACD	neg-neg	12	5.1	3.9	75.0	0.3	0.7	0.2	23.5	-15.5
pair	MACD	MRmean	neg-neg	22	9.4	3.7	68.2	0.3	0.3	0.1	16.9	-25.8
pair	MRmean	MACD	neg-neg	22	9.4	3.7	68.2	0.3	0.3	0.1	16.9	-25.8
pair	RSmean	RSIhist	neg-pos	4	1.7	3.5	25.0	0.4	2.4	4.2	9.2	-0.8
pair	RSIhist	RSmean	neg-pos	4	1.7	3.5	25.0	0.4	2.4	4.2	9.2	-0.8
pair	MACDhist	MACD	neg-neg	34	14.5	3.5	67.6	0.3	0.3	0.1	16.1	-33.2
pair	MACD	MACDhist	neg-neg	34	14.5	3.5	67.6	0.3	0.3	0.1	16.1	-33.2
pair	MRmean	RSmean	pos-neg	4	1.7	3.5	25.0	0.4	2.4	4.2	9.2	-0.8
pair	RSmean	MRmean	pos-neg	4	1.7	3.5	25.0	0.4	2.4	4.2	9.2	-0.8
single	SLmean	SLmean	pos-pos	161	68.5	3.1	56.5	0.3	0.5	0.2	11.6	-15.3
pair	RSmean	SLmean	pos-pos	156	66.4	2.8	57.1	0.3	0.4	0.1	11.7	-19.9
pair	SLmean	RSmean	pos-pos	156	66.4	2.8	57.1	0.3	0.4	0.1	11.7	-19.9
pair	SLmean	MACD	pos-pos	148	63.0	2.6	54.7	0.3	0.4	0.2	11.3	-15.3
pair	MACD	SLmean	pos-pos	148	63.0	2.6	54.7	0.3	0.4	0.2	11.3	-15.3
pair	LWTI	SLmean	pos-pos	152	64.7	2.4	55.9	0.3	0.4	0.1	11.3	-19.7
pair	SLmean	LWTI	pos-pos	152	64.7	2.4	55.9	0.3	0.4	0.1	11.3	-19.7
pair	RSI	SLmean	pos-pos	158	67.2	1.9	55.7	0.2	0.3	0.1	11.3	-21.8
pair	SLmean	RSI	pos-pos	158	67.2	1.9	55.7	0.2	0.3	0.1	11.3	-21.8
pair	SLmean	MRmean	pos-pos	154	65.5	1.7	55.2	0.2	0.3	0.1	11.5	-27.7
pair	MRmean	SLmean	pos-pos	154	65.5	1.7	55.2	0.2	0.3	0.1	11.5	-27.7
pair	RSI	LWTI	neg-neg	11	4.7	1.7	63.6	0.2	0.3	0.1	26.0	-15.6
pair	LWTI	RSI	neg-neg	11	4.7	1.7	63.6	0.2	0.3	0.1	26.0	-15.6
pair	MACDhist	RSIhist	neg-pos	28	11.9	1.5	53.6	0.2	0.3	0.1	11.1	-14.3
pair	RSIhist	MACDhist	neg-pos	28	11.9	1.5	53.6	0.2	0.3	0.1	11.1	-14.3
pair	RSmean	MACD	pos-neg	25	10.6	0.6	68.0	0.1	0.1	0.0	18.4	-33.2
pair	MACD	RSmean	pos-neg	25	10.6	0.6	68.0	0.1	0.1	0.0	18.4	-33.2
pair	SLmean	MACDhist	pos-pos	105	44.7	0.5	51.4	0.1	0.1	0.0	11.6	-33.6
pair	MACDhist	SLmean	pos-pos	105	44.7	0.5	51.4	0.1	0.1	0.0	11.6	-33.6
pair	MACD	RSIhist	neg-neg	30	12.8	0.4	66.7	0.1	0.1	0.0	16.4	-32.4
pair	RSIhist	MACD	neg-neg	30	12.8	0.4	66.7	0.1	0.1	0.0	16.4	-32.4
pair	RSI	MACD	neg-neg	12	5.1	0.2	75.0	0.1	0.3	0.0	23.1	-24.2
pair	MACD	RSI	neg-neg	12	5.1	0.2	75.0	0.1	0.3	0.0	23.1	-24.2
pair	RSIhist	MRmean	pos-pos	120	51.1	0.1	52.5	0.1	0.1	0.0	11.6	-39.3
pair	MRmean	RSIhist	pos-pos	120	51.1	0.1	52.5	0.1	0.1	0.0	11.6	-39.3
single	RSIhist	RSIhist	pos-pos	120	51.1	0.1	52.5	0.1	0.1	0.0	11.6	-39.3
pair	RSIhist	RSmean	pos-pos	116	49.4	-0.1	53.4	0.1	0.1	-0.0	11.7	-40.9
pair	RSmean	RSIhist	pos-pos	116	49.4	-0.1	53.4	0.1	0.1	-0.0	11.7	-40.9
pair	SLmean	RSIhist	pos-pos	119	50.6	-0.2	52.1	0.0	0.1	-0.0	11.6	-41.0
pair	RSIhist	SLmean	pos-pos	119	50.6	-0.2	52.1	0.0	0.1	-0.0	11.6	-41.0
pair	MACDhist	RSIhist	pos-pos	92	39.1	-0.4	52.2	0.0	0.0	-0.0	11.8	-36.1
pair	RSIhist	MACDhist	pos-pos	92	39.1	-0.4	52.2	0.0	0.0	-0.0	11.8	-36.1
pair	RSIhist	LWTI	pos-pos	113	48.1	-0.5	51.3	0.0	0.0	-0.0	11.3	-32.7
pair	LWTI	RSIhist	pos-pos	113	48.1	-0.5	51.3	0.0	0.0	-0.0	11.3	-32.7
pair	RSIhist	RSI	pos-pos	118	50.2	-0.8	51.7	-0.0	-0.0	-0.0	11.4	-39.3
pair	RSI	RSIhist	pos-pos	118	50.2	-0.8	51.7	-0.0	-0.0	-0.0	11.4	-39.3
pair	RSmean	LWTI	pos-neg	18	7.7	-1.0	61.1	0.1	0.1	-0.1	21.5	-15.6
pair	LWTI	RSmean	pos-neg	18	7.7	-1.0	61.1	0.1	0.1	-0.1	21.5	-15.6
single	LWTI	LWTI	neg-neg	18	7.7	-1.0	61.1	0.1	0.1	-0.1	21.5	-15.6
pair	MACD	RSIhist	pos-pos	113	48.1	-1.9	50.4	-0.1	-0.2	-0.1	11.5	-39.3
pair	RSIhist	MACD	pos-pos	113	48.1	-1.9	50.4	-0.1	-0.2	-0.1	11.5	-39.3
pair	MACDhist	LWTI	neg-neg	16	6.8	-5.1	56.2	-0.1	-0.2	-0.3	22.5	-15.6
pair	LWTI	MACDhist	neg-neg	16	6.8	-5.1	56.2	-0.1	-0.2	-0.3	22.5	-15.6
pair	LWTI	RSI	pos-neg	7	3.0	-5.1	57.1	-0.3	-0.4	-0.5	13.1	-9.8
pair	RSI	LWTI	pos-neg	7	3.0	-5.1	57.1	-0.3	-0.4	-0.5	13.1	-9.8
pair	LWTI	MRmean	neg-neg	10	4.3	-5.9	60.0	-0.1	-0.2	-0.4	25.9	-15.6
pair	MRmean	LWTI	neg-neg	10	4.3	-5.9	60.0	-0.1	-0.2	-0.4	25.9	-15.6
pair	LWTI	RSIhist	neg-neg	11	4.7	-6.8	54.5	-0.2	-0.3	-0.4	24.6	-15.6
pair	RSIhist	LWTI	neg-neg	11	4.7	-6.8	54.5	-0.2	-0.3	-0.4	24.6	-15.6
pair	MACD	LWTI	pos-neg	6	2.6	-10.1	33.3	-0.5	-1.0	-1.4	18.4	-7.4
pair	LWTI	MACD	pos-neg	6	2.6	-10.1	33.3	-0.5	-1.0	-1.4	18.4	-7.4
pair	MACDhist	RSmean	neg-pos	2	0.9	-15.9	0.0	-43.2	-43.2	-11.8	0.4	-1.4
pair	RSmean	MACDhist	neg-pos	2	0.9	-15.9	0.0	-43.2	-43.2	-11.8	0.4	-1.4
pair	LWTI	SLmean	neg-neg	9	3.8	-16.0	55.6	-0.6	-1.0	-1.0	25.2	-15.6
pair	SLmean	LWTI	neg-neg	9	3.8	-16.0	55.6	-0.6	-1.0	-1.0	25.2	-15.6
pair	RSI	MACDhist	neg-pos	1	0.4	-46.9	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.4	-46.9	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for KXI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 12% \| MDD -27.7% Months 154M (66%)	CAGR 33.7% \| Win 79% Sharpe 2.51 \| Sortino 3.75 \| Calmar 6.6 Vol 12% \| MDD -5.1% Months 24M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 40.4% \| Win 86% Sharpe 2.99 \| Sortino 0.00 \| Calmar 13.1 Vol 12% \| MDD -3.1% Months 7M (3%)	CAGR 11.2% \| Win 68% Sharpe 0.77 \| Sortino 0.99 \| Calmar 0.4 Vol 15% \| MDD -28.1% Months 50M (21%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
SLmean only	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 174M (74%)	CAGR 3.5% \| Win 25% Sharpe 0.40 \| Sortino 2.44 \| Calmar 4.2 Vol 9% \| MDD -0.8% Months 4M (2%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 12.7% \| Win 70% Sharpe 0.80 \| Sortino 1.13 \| Calmar 0.5 Vol 17% \| MDD -28.1% Months 43M (18%)	CAGR 19.9% \| Win 71% Sharpe 2.46 \| Sortino 15.95 \| Calmar 6.3 Vol 8% \| MDD -3.1% Months 14M (6%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
RSmean only	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 57% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 163M (69%)	CAGR 10.7% \| Win 73% Sharpe 0.78 \| Sortino 0.82 \| Calmar 0.9 Vol 14% \| MDD -11.8% Months 15M (6%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 21.8% \| Win 71% Sharpe 1.52 \| Sortino 2.82 \| Calmar 2.0 Vol 14% \| MDD -10.7% Months 35M (15%)	CAGR 3.7% \| Win 68% Sharpe 0.30 \| Sortino 0.31 \| Calmar 0.1 Vol 17% \| MDD -25.8% Months 22M (9%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
MACD only	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 176M (75%)	CAGR 64.4% \| Win 100% Sharpe 2.80 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (1%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 16.5% \| Win 70% Sharpe 1.39 \| Sortino 2.18 \| Calmar 1.5 Vol 12% \| MDD -10.7% Months 37M (16%)	CAGR 10.7% \| Win 70% Sharpe 0.60 \| Sortino 0.85 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 20M (8%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 55% Sharpe 0.39 \| Sortino 0.62 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 119M (51%)	CAGR 8.6% \| Win 66% Sharpe 0.77 \| Sortino 1.03 \| Calmar 0.7 Vol 12% \| MDD -11.8% Months 59M (25%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 24.5% \| Win 71% Sharpe 1.48 \| Sortino 2.50 \| Calmar 4.8 Vol 16% \| MDD -5.1% Months 7M (3%)	CAGR 13.1% \| Win 70% Sharpe 0.90 \| Sortino 1.11 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 50M (21%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 17.8% \| Win 71% Sharpe 1.45 \| Sortino 2.04 \| Calmar 1.6 Vol 12% \| MDD -11.2% Months 58M (25%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	-	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 58% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -15.9% Months 170M (72%)	CAGR 5.6% \| Win 62% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.5 Vol 16% \| MDD -11.1% Months 8M (3%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 19.3% \| Win 72% Sharpe 1.58 \| Sortino 2.55 \| Calmar 1.8 Vol 12% \| MDD -10.7% Months 47M (20%)	CAGR -5.9% \| Win 60% Sharpe -0.12 \| Sortino -0.21 \| Calmar -0.4 Vol 26% \| MDD -15.6% Months 10M (4%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 12% \| MDD -19.9% Months 156M (66%)	CAGR 14.1% \| Win 40% Sharpe 1.33 \| Sortino 9.01 \| Calmar 17.1 Vol 10% \| MDD -0.8% Months 5M (2%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 18.3% \| Win 72% Sharpe 1.16 \| Sortino 1.57 \| Calmar 0.7 Vol 16% \| MDD -28.1% Months 61M (26%)	CAGR 16.7% \| Win 69% Sharpe 2.19 \| Sortino 13.63 \| Calmar 5.3 Vol 7% \| MDD -3.1% Months 13M (6%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
RSmean only	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 55% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.2 Vol 11% \| MDD -15.3% Months 148M (63%)	CAGR 9.0% \| Win 77% Sharpe 0.64 \| Sortino 0.75 \| Calmar 0.6 Vol 15% \| MDD -14.7% Months 13M (6%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 24.8% \| Win 74% Sharpe 1.74 \| Sortino 3.12 \| Calmar 3.2 Vol 13% \| MDD -7.9% Months 50M (21%)	CAGR 5.1% \| Win 67% Sharpe 0.39 \| Sortino 0.39 \| Calmar 0.2 Vol 16% \| MDD -25.8% Months 24M (10%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
MACD only	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 1.9% \| Win 56% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 11% \| MDD -21.8% Months 158M (67%)	CAGR 91.7% \| Win 100% Sharpe 4.42 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 3M (1%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 22.6% \| Win 73% Sharpe 1.76 \| Sortino 2.82 \| Calmar 2.9 Vol 12% \| MDD -7.9% Months 55M (23%)	CAGR 5.8% \| Win 68% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.2 Vol 20% \| MDD -26.6% Months 19M (8%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 0.5% \| Win 51% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -33.6% Months 105M (45%)	CAGR 8.3% \| Win 66% Sharpe 0.74 \| Sortino 1.03 \| Calmar 0.6 Vol 12% \| MDD -14.7% Months 56M (24%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 31.6% \| Win 76% Sharpe 2.13 \| Sortino 3.85 \| Calmar 6.1 Vol 14% \| MDD -5.1% Months 21M (9%)	CAGR 13.1% \| Win 70% Sharpe 0.91 \| Sortino 1.10 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 53M (23%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -0.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 12% \| MDD -41.0% Months 119M (51%)	CAGR 13.3% \| Win 69% Sharpe 1.16 \| Sortino 1.54 \| Calmar 0.9 Vol 11% \| MDD -14.5% Months 42M (18%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 41.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 17.8% \| Win 71% Sharpe 1.21 \| Sortino 1.56 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 73M (31%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.4% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 11% \| MDD -19.7% Months 152M (65%)	CAGR 16.7% \| Win 67% Sharpe 0.97 \| Sortino 1.55 \| Calmar 1.9 Vol 17% \| MDD -8.6% Months 9M (4%)	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)
SLmean neg	CAGR 23.8% \| Win 74% Sharpe 1.84 \| Sortino 2.98 \| Calmar 3.0 Vol 12% \| MDD -7.9% Months 65M (28%)	CAGR -16.0% \| Win 56% Sharpe -0.57 \| Sortino -1.04 \| Calmar -1.0 Vol 25% \| MDD -15.6% Months 9M (4%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 60% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 192M (82%)	CAGR 0.6% \| Win 68% Sharpe 0.12 \| Sortino 0.15 \| Calmar 0.0 Vol 18% \| MDD -33.2% Months 25M (11%)	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)
RSmean neg	CAGR 8.6% \| Win 33% Sharpe 0.89 \| Sortino 6.35 \| Calmar 4.0 Vol 10% \| MDD -2.2% Months 6M (3%)	CAGR 19.9% \| Win 75% Sharpe 2.65 \| Sortino 13.01 \| Calmar 6.3 Vol 7% \| MDD -3.1% Months 12M (5%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)
MACD only	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.2% \| Win 60% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 196M (83%)	CAGR 14.5% \| Win 71% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -26.6% Months 21M (9%)	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)
RSmean neg	CAGR 15.9% \| Win 59% Sharpe 1.87 \| Sortino 11.18 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 17M (7%)	CAGR 18.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 56% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 12% \| MDD -21.2% Months 124M (53%)	CAGR 9.0% \| Win 68% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 14% \| MDD -35.3% Months 93M (40%)	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)
RSmean neg	CAGR -15.9% \| Win 0% Sharpe -43.18 \| Sortino -43.18 \| Calmar -11.8 Vol 0% \| MDD -1.4% Months 2M (1%)	CAGR 20.8% \| Win 69% Sharpe 2.56 \| Sortino 12.81 \| Calmar 6.6 Vol 8% \| MDD -3.1% Months 16M (7%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -0.1% \| Win 53% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 12% \| MDD -40.9% Months 116M (49%)	CAGR 15.6% \| Win 70% Sharpe 1.11 \| Sortino 1.46 \| Calmar 0.5 Vol 14% \| MDD -34.5% Months 101M (43%)	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)
RSmean neg	CAGR 3.5% \| Win 25% Sharpe 0.40 \| Sortino 2.44 \| Calmar 4.2 Vol 9% \| MDD -0.8% Months 4M (2%)	CAGR 19.9% \| Win 71% Sharpe 2.46 \| Sortino 15.95 \| Calmar 6.3 Vol 8% \| MDD -3.1% Months 14M (6%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 61% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 199M (85%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)
RSmean neg	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)	-	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.6% \| Win 59% Sharpe 0.60 \| Sortino 0.94 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 188M (80%)	CAGR 34.9% \| Win 70% Sharpe 2.04 \| Sortino 4.81 \| Calmar 6.8 Vol 15% \| MDD -5.1% Months 10M (4%)	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)
MACD neg	CAGR 9.6% \| Win 68% Sharpe 0.88 \| Sortino 0.96 \| Calmar 0.7 Vol 11% \| MDD -13.6% Months 25M (11%)	CAGR 0.2% \| Win 75% Sharpe 0.12 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -24.2% Months 12M (5%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.2% \| Win 55% Sharpe 0.40 \| Sortino 0.65 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 123M (52%)	CAGR 14.0% \| Win 68% Sharpe 1.18 \| Sortino 1.90 \| Calmar 1.3 Vol 12% \| MDD -10.7% Months 75M (32%)	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)
MACD neg	CAGR 46.9% \| Win 100% Sharpe 7.75 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (1%)	CAGR 3.5% \| Win 68% Sharpe 0.29 \| Sortino 0.32 \| Calmar 0.1 Vol 16% \| MDD -33.2% Months 34M (14%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -1.9% \| Win 50% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.0 Vol 12% \| MDD -39.3% Months 113M (48%)	CAGR 22.3% \| Win 72% Sharpe 1.75 \| Sortino 3.07 \| Calmar 1.6 Vol 12% \| MDD -14.0% Months 85M (36%)	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)
MACD neg	CAGR 36.9% \| Win 86% Sharpe 3.09 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 7M (3%)	CAGR 0.4% \| Win 67% Sharpe 0.10 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -32.4% Months 30M (13%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.5% \| Win 60% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 192M (82%)	CAGR -10.1% \| Win 33% Sharpe -0.50 \| Sortino -1.02 \| Calmar -1.4 Vol 18% \| MDD -7.4% Months 6M (3%)	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)
MACD neg	CAGR 7.7% \| Win 68% Sharpe 0.74 \| Sortino 0.79 \| Calmar 0.6 Vol 11% \| MDD -11.9% Months 25M (11%)	CAGR 3.9% \| Win 75% Sharpe 0.28 \| Sortino 0.66 \| Calmar 0.3 Vol 24% \| MDD -15.5% Months 12M (5%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 5.7% \| Win 56% Sharpe 0.52 \| Sortino 0.83 \| Calmar 0.3 Vol 12% \| MDD -16.9% Months 125M (53%)	CAGR 8.7% \| Win 66% Sharpe 0.80 \| Sortino 1.10 \| Calmar 0.6 Vol 11% \| MDD -13.7% Months 88M (37%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)
RSI neg	CAGR -46.9% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 19.0% \| Win 76% Sharpe 0.98 \| Sortino 1.23 \| Calmar 0.7 Vol 20% \| MDD -26.6% Months 21M (9%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -0.8% \| Win 52% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 11% \| MDD -39.3% Months 118M (50%)	CAGR 17.3% \| Win 70% Sharpe 1.44 \| Sortino 2.12 \| Calmar 1.2 Vol 12% \| MDD -14.0% Months 95M (40%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)
RSI neg	CAGR 64.4% \| Win 100% Sharpe 2.80 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (1%)	CAGR 10.7% \| Win 70% Sharpe 0.60 \| Sortino 0.85 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 20M (8%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.3% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 12% \| MDD -18.7% Months 206M (88%)	CAGR -5.1% \| Win 57% Sharpe -0.34 \| Sortino -0.41 \| Calmar -0.5 Vol 13% \| MDD -9.8% Months 7M (3%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)
RSI neg	CAGR 29.4% \| Win 82% Sharpe 2.27 \| Sortino 2.90 \| Calmar 5.7 Vol 12% \| MDD -5.1% Months 11M (5%)	CAGR 1.7% \| Win 64% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 26% \| MDD -15.6% Months 11M (5%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -0.4% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 12% \| MDD -36.1% Months 92M (39%)	CAGR 21.5% \| Win 65% Sharpe 1.64 \| Sortino 3.18 \| Calmar 3.6 Vol 12% \| MDD -6.0% Months 34M (14%)	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)
MACDhist neg	CAGR 1.5% \| Win 54% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.1 Vol 11% \| MDD -14.3% Months 28M (12%)	CAGR 13.9% \| Win 73% Sharpe 1.01 \| Sortino 1.24 \| Calmar 0.4 Vol 14% \| MDD -34.5% Months 81M (34%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)
RSIhist only	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.6% \| Win 55% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 124M (53%)	CAGR 38.8% \| Win 100% Sharpe 5.72 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 2M (1%)	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)
MACDhist neg	CAGR 13.6% \| Win 70% Sharpe 1.22 \| Sortino 1.70 \| Calmar 1.1 Vol 11% \| MDD -11.9% Months 93M (40%)	CAGR -5.1% \| Win 56% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.3 Vol 22% \| MDD -15.6% Months 16M (7%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -0.5% \| Win 51% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 11% \| MDD -32.7% Months 113M (48%)	CAGR 9.0% \| Win 71% Sharpe 0.58 \| Sortino 0.85 \| Calmar 0.9 Vol 17% \| MDD -9.8% Months 7M (3%)	CAGR 0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 12% \| MDD -39.3% Months 120M (51%)
RSIhist neg	CAGR 18.9% \| Win 72% Sharpe 1.54 \| Sortino 2.29 \| Calmar 1.3 Vol 12% \| MDD -14.0% Months 104M (44%)	CAGR -6.8% \| Win 55% Sharpe -0.17 \| Sortino -0.27 \| Calmar -0.4 Vol 25% \| MDD -15.6% Months 11M (5%)	CAGR 16.1% \| Win 70% Sharpe 1.19 \| Sortino 1.54 \| Calmar 0.5 Vol 13% \| MDD -34.5% Months 115M (49%)
LWTI only	CAGR 8.4% \| Win 61% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 217M (92%)	CAGR -1.0% \| Win 61% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 22% \| MDD -15.6% Months 18M (8%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 55% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 12% \| MDD -27.7% Months 154M (66%)	CAGR 33.7% \| Win 79% Sharpe 2.51 \| Sortino 3.75 \| Calmar 6.6 Vol 12% \| MDD -5.1% Months 24M (10%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 40.4% \| Win 86% Sharpe 2.99 \| Sortino 0.00 \| Calmar 13.1 Vol 12% \| MDD -3.1% Months 7M (3%)	CAGR 11.2% \| Win 68% Sharpe 0.77 \| Sortino 0.99 \| Calmar 0.4 Vol 15% \| MDD -28.1% Months 50M (21%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
SLmean only	CAGR 3.1% \| Win 56% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 161M (68%)	CAGR 18.1% \| Win 72% Sharpe 1.23 \| Sortino 1.58 \| Calmar 0.6 Vol 14% \| MDD -28.1% Months 74M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 174M (74%)	CAGR 3.5% \| Win 25% Sharpe 0.40 \| Sortino 2.44 \| Calmar 4.2 Vol 9% \| MDD -0.8% Months 4M (2%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 12.7% \| Win 70% Sharpe 0.80 \| Sortino 1.13 \| Calmar 0.5 Vol 17% \| MDD -28.1% Months 43M (18%)	CAGR 19.9% \| Win 71% Sharpe 2.46 \| Sortino 15.95 \| Calmar 6.3 Vol 8% \| MDD -3.1% Months 14M (6%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
RSmean only	CAGR 7.0% \| Win 61% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -35.3% Months 217M (92%)	CAGR 16.0% \| Win 61% Sharpe 1.94 \| Sortino 11.26 \| Calmar 5.1 Vol 8% \| MDD -3.1% Months 18M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 57% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 163M (69%)	CAGR 10.7% \| Win 73% Sharpe 0.78 \| Sortino 0.82 \| Calmar 0.9 Vol 14% \| MDD -11.8% Months 15M (6%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 21.8% \| Win 71% Sharpe 1.52 \| Sortino 2.82 \| Calmar 2.0 Vol 14% \| MDD -10.7% Months 35M (15%)	CAGR 3.7% \| Win 68% Sharpe 0.30 \| Sortino 0.31 \| Calmar 0.1 Vol 17% \| MDD -25.8% Months 22M (9%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
MACD only	CAGR 7.8% \| Win 60% Sharpe 0.69 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -16.4% Months 198M (84%)	CAGR 6.5% \| Win 70% Sharpe 0.48 \| Sortino 0.51 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 37M (16%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 58% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 176M (75%)	CAGR 64.4% \| Win 100% Sharpe 2.80 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (1%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 16.5% \| Win 70% Sharpe 1.39 \| Sortino 2.18 \| Calmar 1.5 Vol 12% \| MDD -10.7% Months 37M (16%)	CAGR 10.7% \| Win 70% Sharpe 0.60 \| Sortino 0.85 \| Calmar 0.4 Vol 20% \| MDD -26.6% Months 20M (8%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
RSI only	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -20.9% Months 213M (91%)	CAGR 14.7% \| Win 73% Sharpe 0.79 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.6% Months 22M (9%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 55% Sharpe 0.39 \| Sortino 0.62 \| Calmar 0.2 Vol 12% \| MDD -20.1% Months 119M (51%)	CAGR 8.6% \| Win 66% Sharpe 0.77 \| Sortino 1.03 \| Calmar 0.7 Vol 12% \| MDD -11.8% Months 59M (25%)	CAGR 5.5% \| Win 58% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 178M (76%)
MRmean neg	CAGR 24.5% \| Win 71% Sharpe 1.48 \| Sortino 2.50 \| Calmar 4.8 Vol 16% \| MDD -5.1% Months 7M (3%)	CAGR 13.1% \| Win 70% Sharpe 0.90 \| Sortino 1.11 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 50M (21%)	CAGR 14.4% \| Win 70% Sharpe 0.98 \| Sortino 1.26 \| Calmar 0.5 Vol 15% \| MDD -28.1% Months 57M (24%)
MACDhist only	CAGR 5.1% \| Win 56% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 12% \| MDD -21.2% Months 126M (54%)	CAGR 10.6% \| Win 68% Sharpe 0.83 \| Sortino 1.06 \| Calmar 0.3 Vol 13% \| MDD -35.3% Months 109M (46%)