LQD - iShares iBoxx $ Inv Grade Corporate Bond ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

53.1%

Best CAGR

Total Months

6.0%

Avg CAGR

LQD 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 LQD

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.4	53.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.4	53.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	3	1.1	32.8	66.7	2.6	0.0	26.7	11.2	-1.2
pair	RSmean	RSI	neg-neg	3	1.1	32.8	66.7	2.6	0.0	26.7	11.2	-1.2
pair	RSmean	MRmean	pos-neg	4	1.4	28.9	75.0	3.0	0.0	0.0	8.6	0.0
pair	MRmean	RSmean	pos-neg	4	1.4	28.9	75.0	3.0	0.0	0.0	8.6	0.0
pair	RSIhist	MACD	neg-neg	33	11.7	21.3	72.7	1.6	2.9	2.0	12.6	-10.8
pair	MACD	RSIhist	neg-neg	33	11.7	21.3	72.7	1.6	2.9	2.0	12.6	-10.8
pair	LWTI	SLmean	neg-neg	21	7.4	20.7	66.7	1.4	2.6	3.1	13.9	-6.7
pair	SLmean	LWTI	neg-neg	21	7.4	20.7	66.7	1.4	2.6	3.1	13.9	-6.7
pair	SLmean	MACD	neg-neg	31	11.0	19.3	67.7	1.4	2.4	2.9	13.7	-6.7
pair	MACD	SLmean	neg-neg	31	11.0	19.3	67.7	1.4	2.4	2.9	13.7	-6.7
pair	RSmean	SLmean	pos-neg	5	1.8	19.0	60.0	1.9	9.2	15.4	9.1	-1.2
pair	SLmean	RSmean	pos-neg	5	1.8	19.0	60.0	1.9	9.2	15.4	9.1	-1.2
pair	MACDhist	RSmean	neg-pos	3	1.1	17.9	66.7	1.6	0.0	0.0	10.9	0.0
pair	RSmean	MACDhist	neg-pos	3	1.1	17.9	66.7	1.6	0.0	0.0	10.9	0.0
pair	MACD	MRmean	neg-neg	30	10.6	16.8	63.3	1.2	2.2	1.6	14.2	-10.8
pair	MRmean	MACD	neg-neg	30	10.6	16.8	63.3	1.2	2.2	1.6	14.2	-10.8
pair	LWTI	MRmean	neg-neg	26	9.2	15.0	61.5	1.1	2.0	1.4	13.4	-10.8
pair	MRmean	LWTI	neg-neg	26	9.2	15.0	61.5	1.1	2.0	1.4	13.4	-10.8
pair	MACD	RSI	neg-neg	24	8.5	14.9	58.3	0.9	2.6	1.4	16.0	-10.8
pair	RSI	MACD	neg-neg	24	8.5	14.9	58.3	0.9	2.6	1.4	16.0	-10.8
pair	RSmean	RSIhist	neg-neg	15	5.3	14.2	60.0	1.8	3.3	3.6	7.4	-3.9
pair	RSIhist	RSmean	neg-neg	15	5.3	14.2	60.0	1.8	3.3	3.6	7.4	-3.9
pair	RSI	SLmean	neg-neg	24	8.5	13.6	58.3	0.9	2.0	0.9	16.1	-15.2
pair	SLmean	RSI	neg-neg	24	8.5	13.6	58.3	0.9	2.0	0.9	16.1	-15.2
pair	LWTI	RSI	neg-neg	20	7.1	13.5	60.0	0.9	2.0	1.2	15.7	-10.8
pair	RSI	LWTI	neg-neg	20	7.1	13.5	60.0	0.9	2.0	1.2	15.7	-10.8
pair	RSIhist	LWTI	neg-neg	25	8.8	13.5	60.0	1.0	1.9	1.2	13.3	-10.8
pair	LWTI	RSIhist	neg-neg	25	8.8	13.5	60.0	1.0	1.9	1.2	13.3	-10.8
pair	MACDhist	MACD	neg-neg	42	14.8	13.4	64.3	1.0	2.0	1.2	12.9	-10.8
pair	MACD	MACDhist	neg-neg	42	14.8	13.4	64.3	1.0	2.0	1.2	12.9	-10.8
pair	RSmean	MACD	neg-neg	15	5.3	12.7	66.7	1.3	1.6	1.8	9.4	-7.1
pair	MACD	RSmean	neg-neg	15	5.3	12.7	66.7	1.3	1.6	1.8	9.4	-7.1
pair	MACD	LWTI	neg-neg	17	6.0	11.5	52.9	0.7	2.0	1.1	17.2	-10.8
pair	LWTI	MACD	neg-neg	17	6.0	11.5	52.9	0.7	2.0	1.1	17.2	-10.8
pair	MACDhist	LWTI	pos-neg	1	0.4	10.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.4	10.2	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSIhist	pos-neg	44	15.5	10.1	65.9	1.7	2.6	2.2	5.8	-4.5
pair	RSIhist	SLmean	pos-neg	44	15.5	10.1	65.9	1.7	2.6	2.2	5.8	-4.5
single	MACD	MACD	neg-neg	55	19.4	10.0	61.8	0.8	1.7	0.9	12.1	-10.8
pair	MRmean	RSI	neg-neg	25	8.8	9.9	52.0	0.7	1.5	0.5	16.0	-18.9
pair	RSI	MRmean	neg-neg	25	8.8	9.9	52.0	0.7	1.5	0.5	16.0	-18.9
pair	LWTI	MACD	neg-pos	38	13.4	9.3	65.8	1.0	1.6	1.3	9.2	-7.0
pair	MACD	LWTI	neg-pos	38	13.4	9.3	65.8	1.0	1.6	1.3	9.2	-7.0
pair	MACDhist	LWTI	neg-neg	40	14.1	9.1	57.5	0.8	1.4	0.8	12.1	-10.8
pair	LWTI	MACDhist	neg-neg	40	14.1	9.1	57.5	0.8	1.4	0.8	12.1	-10.8
single	RSmean	RSmean	neg-neg	20	7.1	9.1	55.0	1.0	1.4	0.9	9.1	-9.6
single	LWTI	LWTI	neg-neg	41	14.5	9.1	58.5	0.8	1.4	0.8	11.9	-10.8
pair	MACD	RSmean	pos-neg	40	14.1	9.0	60.0	0.7	1.7	0.8	13.1	-10.8
pair	RSIhist	RSI	neg-neg	21	7.4	9.0	52.4	0.6	1.4	0.5	16.9	-18.9
pair	RSI	RSIhist	neg-neg	21	7.4	9.0	52.4	0.6	1.4	0.5	16.9	-18.9
pair	RSmean	MACD	pos-neg	40	14.1	9.0	60.0	0.7	1.7	0.8	13.1	-10.8
pair	MRmean	RSIhist	pos-neg	62	21.9	8.8	64.5	1.5	3.1	1.7	5.6	-5.2
pair	RSIhist	MRmean	pos-neg	62	21.9	8.8	64.5	1.5	3.1	1.7	5.6	-5.2
pair	RSI	MACDhist	neg-neg	25	8.8	8.6	52.0	0.6	1.4	0.5	16.3	-18.9
pair	MACDhist	RSI	neg-neg	25	8.8	8.6	52.0	0.6	1.4	0.5	16.3	-18.9
pair	LWTI	RSmean	pos-neg	40	14.1	8.2	57.5	0.7	1.2	0.8	11.9	-10.8
pair	RSmean	LWTI	pos-neg	40	14.1	8.2	57.5	0.7	1.2	0.8	11.9	-10.8
pair	RSmean	MACDhist	neg-neg	17	6.0	7.6	52.9	0.9	1.1	0.8	9.1	-9.6
pair	MACDhist	RSmean	neg-neg	17	6.0	7.6	52.9	0.9	1.1	0.8	9.1	-9.6
pair	LWTI	MACD	pos-neg	24	8.5	7.4	62.5	1.2	1.2	1.4	6.3	-5.2
pair	MACD	LWTI	pos-neg	24	8.5	7.4	62.5	1.2	1.2	1.4	6.3	-5.2
pair	LWTI	RSmean	neg-pos	19	6.7	7.2	52.6	0.8	1.1	0.7	9.0	-10.8
pair	RSmean	LWTI	neg-pos	19	6.7	7.2	52.6	0.8	1.1	0.7	9.0	-10.8
pair	MACDhist	RSIhist	neg-neg	105	37.1	7.0	63.8	0.8	0.9	0.3	9.6	-21.9
pair	RSIhist	MACDhist	neg-neg	105	37.1	7.0	63.8	0.8	0.9	0.3	9.6	-21.9
single	RSI	RSI	neg-neg	32	11.3	6.8	53.1	0.5	1.2	0.4	15.0	-18.9
single	RSIhist	RSIhist	neg-neg	136	48.1	6.6	62.5	0.8	1.0	0.3	9.0	-21.9
pair	RSI	MACD	neg-pos	31	11.0	6.3	64.5	0.8	1.1	1.1	8.0	-6.0
pair	MACD	RSI	neg-pos	31	11.0	6.3	64.5	0.8	1.1	1.1	8.0	-6.0
pair	SLmean	MACDhist	neg-neg	78	27.6	6.2	62.8	0.6	0.8	0.3	11.0	-18.2
pair	MACDhist	SLmean	neg-neg	78	27.6	6.2	62.8	0.6	0.8	0.3	11.0	-18.2
pair	RSI	RSIhist	pos-neg	115	40.6	6.1	64.3	0.9	1.0	0.5	6.7	-12.1
pair	RSIhist	RSI	pos-neg	115	40.6	6.1	64.3	0.9	1.0	0.5	6.7	-12.1
pair	SLmean	RSmean	neg-neg	15	5.3	6.0	53.3	0.7	0.8	0.7	9.2	-9.3
pair	RSmean	SLmean	neg-neg	15	5.3	6.0	53.3	0.7	0.8	0.7	9.2	-9.3
pair	RSIhist	RSmean	pos-neg	121	42.8	5.7	62.8	0.7	0.8	0.3	9.2	-21.9
pair	RSmean	RSIhist	pos-neg	121	42.8	5.7	62.8	0.7	0.8	0.3	9.2	-21.9
pair	SLmean	MACD	pos-pos	160	56.5	5.6	61.2	1.0	1.4	0.8	5.8	-7.4
pair	MACD	SLmean	pos-pos	160	56.5	5.6	61.2	1.0	1.4	0.8	5.8	-7.4
pair	LWTI	SLmean	pos-pos	164	58.0	5.5	61.6	0.9	1.4	0.9	5.9	-6.3
pair	SLmean	MACDhist	pos-pos	117	41.3	5.5	60.7	0.9	1.4	0.9	6.1	-6.3
pair	MACDhist	SLmean	pos-pos	117	41.3	5.5	60.7	0.9	1.4	0.9	6.1	-6.3
pair	MRmean	SLmean	neg-neg	74	26.1	5.5	60.8	0.5	0.7	0.3	11.3	-18.2
pair	SLmean	MRmean	neg-neg	74	26.1	5.5	60.8	0.5	0.7	0.3	11.3	-18.2
pair	RSI	SLmean	pos-pos	176	62.2	5.5	61.4	0.9	1.3	0.6	6.0	-9.0
pair	SLmean	LWTI	pos-pos	164	58.0	5.5	61.6	0.9	1.4	0.9	5.9	-6.3
pair	SLmean	RSI	pos-pos	176	62.2	5.5	61.4	0.9	1.3	0.6	6.0	-9.0
pair	RSI	RSmean	neg-pos	17	6.0	5.4	52.9	0.7	0.8	0.6	8.7	-9.6
pair	RSmean	RSI	neg-pos	17	6.0	5.4	52.9	0.7	0.8	0.6	8.7	-9.6
pair	LWTI	MRmean	pos-pos	187	66.1	5.3	61.5	0.9	1.4	0.8	6.0	-6.9
pair	MRmean	LWTI	pos-pos	187	66.1	5.3	61.5	0.9	1.4	0.8	6.0	-6.9
pair	MRmean	SLmean	pos-pos	177	62.5	5.2	61.0	0.8	1.2	0.5	6.2	-9.9
pair	MACD	MRmean	pos-pos	177	62.5	5.2	61.0	0.9	1.3	0.7	5.8	-7.4
pair	MRmean	MACD	pos-pos	177	62.5	5.2	61.0	0.9	1.3	0.7	5.8	-7.4
pair	MRmean	RSI	pos-pos	195	68.9	5.2	61.0	0.9	1.3	0.6	6.0	-9.0
pair	RSI	MRmean	pos-pos	195	68.9	5.2	61.0	0.9	1.3	0.6	6.0	-9.0
pair	MACDhist	MRmean	pos-neg	71	25.1	5.2	63.4	0.8	1.1	0.8	6.2	-6.9
pair	MRmean	MACDhist	pos-neg	71	25.1	5.2	63.4	0.8	1.1	0.8	6.2	-6.9
pair	SLmean	MRmean	pos-pos	177	62.5	5.2	61.0	0.8	1.2	0.5	6.2	-9.9
pair	MACDhist	MACD	pos-pos	125	44.2	5.1	60.0	0.8	1.3	0.8	6.1	-6.3
pair	MACD	MACDhist	pos-pos	125	44.2	5.1	60.0	0.8	1.3	0.8	6.1	-6.3
pair	LWTI	RSIhist	neg-pos	111	39.2	5.1	63.1	0.7	0.8	0.3	7.7	-16.7
pair	RSIhist	MACDhist	pos-neg	31	11.0	5.1	58.1	0.8	1.7	0.9	6.6	-5.6
pair	RSIhist	LWTI	neg-pos	111	39.2	5.1	63.1	0.7	0.8	0.3	7.7	-16.7
pair	RSI	LWTI	pos-neg	21	7.4	5.1	57.1	0.8	0.9	0.7	6.8	-6.9
pair	LWTI	RSI	pos-neg	21	7.4	5.1	57.1	0.8	0.9	0.7	6.8	-6.9
pair	MACDhist	RSIhist	pos-neg	31	11.0	5.1	58.1	0.8	1.7	0.9	6.6	-5.6
single	MACDhist	MACDhist	neg-neg	145	51.2	4.9	61.4	0.6	0.7	0.2	9.2	-23.0
pair	RSIhist	SLmean	neg-neg	92	32.5	4.9	60.9	0.5	0.7	0.3	10.1	-18.2
pair	SLmean	RSIhist	neg-neg	92	32.5	4.9	60.9	0.5	0.7	0.3	10.1	-18.2
pair	RSI	MACDhist	pos-pos	131	46.3	4.8	59.5	0.8	1.2	0.6	6.1	-8.0
single	MRmean	MRmean	pos-pos	202	71.4	4.8	60.9	0.8	1.2	0.4	6.2	-11.8
pair	MACDhist	RSI	pos-pos	131	46.3	4.8	59.5	0.8	1.2	0.6	6.1	-8.0
single	SLmean	SLmean	pos-pos	184	65.0	4.7	60.3	0.8	1.1	0.3	6.3	-16.2
single	SLmean	SLmean	neg-neg	99	35.0	4.7	60.6	0.5	0.7	0.3	10.3	-18.2
pair	RSmean	MRmean	neg-neg	16	5.7	4.7	50.0	0.6	0.7	0.5	9.1	-10.4
pair	MRmean	RSIhist	neg-neg	74	26.1	4.7	60.8	0.5	0.6	0.2	11.0	-21.9
pair	RSIhist	MRmean	neg-neg	74	26.1	4.7	60.8	0.5	0.6	0.2	11.0	-21.9
pair		benchmark___benchmark_	benchmark-benchmark	283	100.0	4.7	60.4	0.6	0.8	0.2	7.9	-23.3
pair	benchmark___benchmark_		benchmark-benchmark	283	100.0	4.7	60.4	0.6	0.8	0.2	7.9	-23.3
pair	MRmean	RSmean	neg-neg	16	5.7	4.7	50.0	0.6	0.7	0.5	9.1	-10.4
pair	MACDhist	MRmean	pos-pos	131	46.3	4.6	59.5	0.8	1.2	0.6	6.3	-7.4
pair	MRmean	MACDhist	pos-pos	131	46.3	4.6	59.5	0.8	1.2	0.6	6.3	-7.4
single	MACDhist	MACDhist	pos-pos	138	48.8	4.6	59.4	0.7	1.2	0.5	6.3	-10.0
pair	MACDhist	LWTI	pos-pos	137	48.4	4.5	59.1	0.7	1.2	0.4	6.4	-10.8
pair	RSIhist	MACD	pos-pos	125	44.2	4.5	60.8	0.8	1.1	0.4	6.0	-12.2
single	RSI	RSI	pos-pos	251	88.7	4.5	61.4	0.7	0.8	0.2	6.5	-19.4
pair	LWTI	MACDhist	pos-pos	137	48.4	4.5	59.1	0.7	1.2	0.4	6.4	-10.8
pair	RSmean	RSI	pos-neg	29	10.2	4.5	51.7	0.4	0.8	0.2	15.4	-18.9
pair	RSI	RSmean	pos-neg	29	10.2	4.5	51.7	0.4	0.8	0.2	15.4	-18.9
pair	MACDhist	RSmean	pos-neg	128	45.2	4.5	62.5	0.5	0.7	0.2	9.2	-23.0
pair	RSmean	MACDhist	pos-neg	128	45.2	4.5	62.5	0.5	0.7	0.2	9.2	-23.0
pair	MRmean	MACDhist	neg-neg	74	26.1	4.5	59.5	0.4	0.6	0.2	11.4	-21.9
pair	MACDhist	MRmean	neg-neg	74	26.1	4.5	59.5	0.4	0.6	0.2	11.4	-21.9
pair	SLmean	RSmean	neg-pos	84	29.7	4.5	61.9	0.5	0.7	0.2	10.6	-18.2
pair	RSmean	SLmean	neg-pos	84	29.7	4.5	61.9	0.5	0.7	0.2	10.6	-18.2
pair	MACD	RSIhist	pos-pos	125	44.2	4.5	60.8	0.8	1.1	0.4	6.0	-12.2
pair	LWTI	RSI	pos-pos	230	81.3	4.4	61.7	0.7	0.8	0.3	6.5	-13.4
pair	RSIhist	MACDhist	pos-pos	107	37.8	4.4	59.8	0.7	1.1	0.3	6.3	-13.1
pair	RSI	RSmean	pos-pos	234	82.7	4.4	62.0	0.7	0.8	0.2	6.4	-19.4
pair	RSI	LWTI	pos-pos	230	81.3	4.4	61.7	0.7	0.8	0.3	6.5	-13.4
single	MRmean	MRmean	neg-neg	81	28.6	4.4	59.3	0.4	0.6	0.2	11.1	-21.9
single	RSmean	RSmean	pos-pos	263	92.9	4.4	60.8	0.6	0.8	0.2	7.8	-23.2
pair	MACDhist	RSIhist	pos-pos	107	37.8	4.4	59.8	0.7	1.1	0.3	6.3	-13.1
pair	MRmean	RSmean	neg-pos	65	23.0	4.4	61.5	0.4	0.6	0.2	11.6	-21.8
pair	RSmean	MRmean	neg-pos	65	23.0	4.4	61.5	0.4	0.6	0.2	11.6	-21.8
pair	RSmean	MRmean	pos-pos	198	70.0	4.4	60.6	0.7	1.1	0.3	6.1	-15.4
pair	MRmean	RSmean	pos-pos	198	70.0	4.4	60.6	0.7	1.1	0.3	6.1	-15.4
pair	RSmean	RSI	pos-pos	234	82.7	4.4	62.0	0.7	0.8	0.2	6.4	-19.4
pair	RSmean	MACDhist	pos-pos	135	47.7	4.3	59.3	0.7	1.1	0.3	6.2	-12.6
pair	MACDhist	RSmean	pos-pos	135	47.7	4.3	59.3	0.7	1.1	0.3	6.2	-12.6
pair	SLmean	RSmean	pos-pos	179	63.3	4.3	60.3	0.7	1.0	0.2	6.2	-18.7
pair	RSmean	SLmean	pos-pos	179	63.3	4.3	60.3	0.7	1.0	0.2	6.2	-18.7
pair	RSI	MACD	pos-pos	220	77.7	4.2	60.9	0.7	0.8	0.2	6.3	-17.9
pair	MACD	RSI	pos-pos	220	77.7	4.2	60.9	0.7	0.8	0.2	6.3	-17.9
pair	MACDhist	RSI	pos-neg	120	42.4	4.1	63.3	0.6	0.6	0.2	6.9	-16.9
pair	RSI	MACDhist	pos-neg	120	42.4	4.1	63.3	0.6	0.6	0.2	6.9	-16.9
single	LWTI	LWTI	pos-pos	242	85.5	4.0	60.7	0.6	0.7	0.2	7.0	-22.0
pair	RSmean	LWTI	pos-pos	223	78.8	3.7	61.4	0.6	0.7	0.2	6.9	-21.0
pair	LWTI	RSmean	pos-pos	223	78.8	3.7	61.4	0.6	0.7	0.2	6.9	-21.0
pair	MACD	RSmean	pos-pos	223	78.8	3.6	61.0	0.6	0.7	0.2	6.5	-19.5
pair	RSmean	MACD	pos-pos	223	78.8	3.6	61.0	0.6	0.7	0.2	6.5	-19.5
single	MACD	MACD	pos-pos	228	80.6	3.5	60.1	0.6	0.7	0.2	6.5	-19.5
pair	MACDhist	MRmean	neg-pos	7	2.5	3.4	57.1	0.5	1.6	0.9	8.2	-3.6
pair	SLmean	MACDhist	pos-neg	67	23.7	3.4	59.7	0.5	0.7	0.3	6.6	-12.6
pair	MACDhist	SLmean	pos-neg	67	23.7	3.4	59.7	0.5	0.7	0.3	6.6	-12.6
pair	MRmean	MACDhist	neg-pos	7	2.5	3.4	57.1	0.5	1.6	0.9	8.2	-3.6
pair	RSmean	RSIhist	pos-pos	142	50.2	3.3	59.2	0.5	0.8	0.2	6.5	-15.6
pair	LWTI	MACDhist	neg-pos	105	37.1	3.3	62.9	0.5	0.5	0.2	7.8	-15.8
pair	MACDhist	LWTI	neg-pos	105	37.1	3.3	62.9	0.5	0.5	0.2	7.8	-15.8
pair	RSIhist	RSmean	pos-pos	142	50.2	3.3	59.2	0.5	0.8	0.2	6.5	-15.6
pair	RSIhist	RSI	pos-pos	136	48.1	3.1	58.8	0.5	0.7	0.2	6.4	-14.8
pair	MRmean	RSIhist	pos-pos	140	49.5	3.1	59.3	0.5	0.7	0.2	6.4	-18.8
pair	RSIhist	MRmean	pos-pos	140	49.5	3.1	59.3	0.5	0.7	0.2	6.4	-18.8
pair	SLmean	RSIhist	pos-pos	140	49.5	3.1	58.6	0.5	0.7	0.2	6.4	-18.2
pair	RSIhist	SLmean	pos-pos	140	49.5	3.1	58.6	0.5	0.7	0.2	6.4	-18.2
pair	RSIhist	LWTI	pos-pos	131	46.3	3.1	58.8	0.5	0.7	0.2	6.4	-15.4
pair	LWTI	RSIhist	pos-pos	131	46.3	3.1	58.8	0.5	0.7	0.2	6.4	-15.4
pair	RSI	RSIhist	pos-pos	136	48.1	3.1	58.8	0.5	0.7	0.2	6.4	-14.8
single	RSIhist	RSIhist	pos-pos	147	51.9	3.0	58.5	0.5	0.7	0.2	6.8	-13.1
pair	LWTI	MACD	pos-pos	204	72.1	3.0	59.8	0.5	0.6	0.2	6.5	-16.4
pair	MACD	LWTI	pos-pos	204	72.1	3.0	59.8	0.5	0.6	0.2	6.5	-16.4
pair	RSIhist	SLmean	neg-pos	7	2.5	2.8	57.1	0.3	0.4	0.5	13.5	-5.8
pair	SLmean	RSIhist	neg-pos	7	2.5	2.8	57.1	0.3	0.4	0.5	13.5	-5.8
pair	RSIhist	RSI	neg-pos	11	3.9	2.8	54.5	0.3	0.7	0.5	11.1	-5.6
pair	RSI	RSIhist	neg-pos	11	3.9	2.8	54.5	0.3	0.7	0.5	11.1	-5.6
pair	SLmean	MRmean	pos-neg	25	8.8	2.5	60.0	0.4	0.7	0.5	6.6	-4.9
pair	MRmean	SLmean	pos-neg	25	8.8	2.5	60.0	0.4	0.7	0.5	6.6	-4.9
pair	RSIhist	LWTI	pos-neg	16	5.7	2.5	56.2	0.3	0.4	0.4	9.4	-6.9
pair	LWTI	RSIhist	pos-neg	16	5.7	2.5	56.2	0.3	0.4	0.4	9.4	-6.9
pair	MACD	MRmean	pos-neg	25	8.8	2.4	60.0	0.3	0.6	0.2	8.6	-11.6
pair	MRmean	MACD	pos-neg	25	8.8	2.4	60.0	0.3	0.6	0.2	8.6	-11.6
pair	RSIhist	MACD	pos-neg	103	36.4	2.2	59.2	0.3	0.4	0.1	7.1	-14.6
pair	MACD	RSIhist	pos-neg	103	36.4	2.2	59.2	0.3	0.4	0.1	7.1	-14.6
pair	MRmean	RSI	neg-pos	56	19.8	2.0	62.5	0.3	0.3	0.1	8.1	-14.3
pair	RSI	MRmean	neg-pos	56	19.8	2.0	62.5	0.3	0.3	0.1	8.1	-14.3
pair	RSI	SLmean	neg-pos	75	26.5	2.0	61.3	0.3	0.3	0.2	7.6	-12.1
pair	SLmean	RSI	neg-pos	75	26.5	2.0	61.3	0.3	0.3	0.2	7.6	-12.1
pair	MACDhist	MACD	pos-neg	103	36.4	1.5	60.2	0.3	0.2	0.1	7.0	-17.0
pair	MACD	MACDhist	pos-neg	103	36.4	1.5	60.2	0.3	0.2	0.1	7.0	-17.0
pair	RSIhist	MRmean	neg-pos	7	2.5	1.1	42.9	0.1	0.2	0.1	12.6	-7.3
pair	MRmean	RSIhist	neg-pos	7	2.5	1.1	42.9	0.1	0.2	0.1	12.6	-7.3
pair	RSI	MACDhist	neg-pos	7	2.5	0.9	57.1	0.1	0.3	0.1	9.9	-7.0
pair	MACDhist	RSI	neg-pos	7	2.5	0.9	57.1	0.1	0.3	0.1	9.9	-7.0
pair	LWTI	SLmean	neg-pos	78	27.6	0.8	59.0	0.1	0.2	0.0	8.9	-21.0
pair	SLmean	LWTI	neg-pos	78	27.6	0.8	59.0	0.1	0.2	0.0	8.9	-21.0
pair	LWTI	MRmean	neg-pos	55	19.4	-0.2	58.2	0.0	0.0	-0.0	9.7	-23.8
pair	MRmean	LWTI	neg-pos	55	19.4	-0.2	58.2	0.0	0.0	-0.0	9.7	-23.8
pair	SLmean	MACDhist	neg-pos	21	7.4	-0.4	52.4	-0.0	-0.0	-0.1	7.5	-7.3
pair	MACDhist	SLmean	neg-pos	21	7.4	-0.4	52.4	-0.0	-0.0	-0.1	7.5	-7.3
pair	LWTI	MRmean	pos-neg	15	5.3	-0.4	53.3	-0.0	-0.0	-0.1	8.5	-6.9
pair	MRmean	LWTI	pos-neg	15	5.3	-0.4	53.3	-0.0	-0.0	-0.1	8.5	-6.9
pair	MACDhist	MACD	neg-pos	13	4.6	-0.4	53.8	-0.0	-0.0	-0.1	8.6	-7.0
pair	MACD	MACDhist	neg-pos	13	4.6	-0.4	53.8	-0.0	-0.0	-0.1	8.6	-7.0
pair	MACDhist	RSIhist	neg-pos	40	14.1	-0.6	55.0	-0.0	-0.0	-0.1	7.9	-11.6
pair	RSIhist	MACDhist	neg-pos	40	14.1	-0.6	55.0	-0.0	-0.0	-0.1	7.9	-11.6
pair	SLmean	MACD	pos-neg	24	8.5	-1.0	54.2	-0.1	-0.1	-0.1	9.0	-14.3
pair	MACD	SLmean	pos-neg	24	8.5	-1.0	54.2	-0.1	-0.1	-0.1	9.0	-14.3
pair	RSmean	MACD	neg-pos	5	1.8	-1.1	20.0	-0.1	-0.1	-0.3	8.5	-3.5
pair	MACD	RSmean	neg-pos	5	1.8	-1.1	20.0	-0.1	-0.1	-0.3	8.5	-3.5
pair	SLmean	MACD	neg-pos	68	24.0	-1.3	57.4	-0.1	-0.1	-0.1	7.9	-14.5
pair	MACD	SLmean	neg-pos	68	24.0	-1.3	57.4	-0.1	-0.1	-0.1	7.9	-14.5
pair	LWTI	SLmean	pos-neg	20	7.1	-1.9	50.0	-0.2	-0.2	-0.2	8.6	-11.1
pair	SLmean	LWTI	pos-neg	20	7.1	-1.9	50.0	-0.2	-0.2	-0.2	8.6	-11.1
pair	MACD	MRmean	neg-pos	51	18.0	-2.3	56.9	-0.2	-0.2	-0.1	8.3	-17.5
pair	MRmean	MACD	neg-pos	51	18.0	-2.3	56.9	-0.2	-0.2	-0.1	8.3	-17.5
pair	LWTI	RSI	neg-pos	12	4.2	-3.4	41.7	-0.2	-0.4	-0.2	14.0	-19.1
pair	RSI	LWTI	neg-pos	12	4.2	-3.4	41.7	-0.2	-0.4	-0.2	14.0	-19.1
pair	MRmean	RSI	pos-neg	7	2.5	-3.5	57.1	-0.3	-0.7	-0.7	11.1	-5.2
pair	RSI	MRmean	pos-neg	7	2.5	-3.5	57.1	-0.3	-0.7	-0.7	11.1	-5.2
pair	RSmean	RSIhist	neg-pos	5	1.8	-4.8	40.0	-0.3	-0.4	-0.7	13.3	-7.0
pair	RSIhist	RSmean	neg-pos	5	1.8	-4.8	40.0	-0.3	-0.4	-0.7	13.3	-7.0
pair	RSIhist	MACD	neg-pos	22	7.8	-5.0	45.5	-0.5	-0.8	-0.4	10.1	-12.2
pair	MACD	RSIhist	neg-pos	22	7.8	-5.0	45.5	-0.5	-0.8	-0.4	10.1	-12.2
pair	SLmean	MRmean	neg-pos	7	2.5	-6.5	42.9	-0.8	-1.0	-0.9	8.1	-7.1
pair	MRmean	SLmean	neg-pos	7	2.5	-6.5	42.9	-0.8	-1.0	-0.9	8.1	-7.1
pair	RSI	SLmean	pos-neg	8	2.8	-11.2	37.5	-1.1	-2.1	-1.4	10.2	-7.9
pair	SLmean	RSI	pos-neg	8	2.8	-11.2	37.5	-1.1	-2.1	-1.4	10.2	-7.9
pair	MACD	RSI	pos-neg	8	2.8	-14.2	37.5	-1.5	-1.8	-1.2	9.9	-11.3
pair	RSI	MACD	pos-neg	8	2.8	-14.2	37.5	-1.5	-1.8	-1.2	9.9	-11.3

All Contingency Tables for LQD

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.5 Vol 6% \| MDD -9.9% Months 177M (62%)	CAGR 2.5% \| Win 60% Sharpe 0.41 \| Sortino 0.72 \| Calmar 0.5 Vol 7% \| MDD -4.9% Months 25M (9%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR -6.5% \| Win 43% Sharpe -0.79 \| Sortino -1.01 \| Calmar -0.9 Vol 8% \| MDD -7.1% Months 7M (2%)	CAGR 5.5% \| Win 61% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 11% \| MDD -18.2% Months 74M (26%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
SLmean only	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 61% Sharpe 0.73 \| Sortino 1.06 \| Calmar 0.3 Vol 6% \| MDD -15.4% Months 198M (70%)	CAGR 28.9% \| Win 75% Sharpe 3.00 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (1%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 4.4% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 12% \| MDD -21.8% Months 65M (23%)	CAGR 4.7% \| Win 50% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.4 Vol 9% \| MDD -10.4% Months 16M (6%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
RSmean only	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.90 \| Sortino 1.31 \| Calmar 0.7 Vol 6% \| MDD -7.4% Months 177M (62%)	CAGR 2.4% \| Win 60% Sharpe 0.31 \| Sortino 0.57 \| Calmar 0.2 Vol 9% \| MDD -11.6% Months 25M (9%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR -2.3% \| Win 57% Sharpe -0.23 \| Sortino -0.22 \| Calmar -0.1 Vol 8% \| MDD -17.5% Months 51M (18%)	CAGR 16.8% \| Win 63% Sharpe 1.17 \| Sortino 2.25 \| Calmar 1.6 Vol 14% \| MDD -10.8% Months 30M (11%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
MACD only	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.87 \| Sortino 1.28 \| Calmar 0.6 Vol 6% \| MDD -9.0% Months 195M (69%)	CAGR -3.5% \| Win 57% Sharpe -0.27 \| Sortino -0.69 \| Calmar -0.7 Vol 11% \| MDD -5.2% Months 7M (2%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 2.0% \| Win 62% Sharpe 0.29 \| Sortino 0.27 \| Calmar 0.1 Vol 8% \| MDD -14.3% Months 56M (20%)	CAGR 9.9% \| Win 52% Sharpe 0.67 \| Sortino 1.54 \| Calmar 0.5 Vol 16% \| MDD -18.9% Months 25M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
RSI only	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 60% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.6 Vol 6% \| MDD -7.4% Months 131M (46%)	CAGR 5.2% \| Win 63% Sharpe 0.85 \| Sortino 1.13 \| Calmar 0.8 Vol 6% \| MDD -6.9% Months 71M (25%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 3.4% \| Win 57% Sharpe 0.45 \| Sortino 1.59 \| Calmar 1.0 Vol 8% \| MDD -3.6% Months 7M (2%)	CAGR 4.5% \| Win 60% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 74M (26%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 59% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 6% \| MDD -18.8% Months 140M (50%)	CAGR 8.8% \| Win 64% Sharpe 1.53 \| Sortino 3.14 \| Calmar 1.7 Vol 6% \| MDD -5.2% Months 62M (22%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 1.1% \| Win 43% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.2 Vol 13% \| MDD -7.3% Months 7M (2%)	CAGR 4.7% \| Win 61% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 74M (26%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 62% Sharpe 0.89 \| Sortino 1.36 \| Calmar 0.8 Vol 6% \| MDD -6.9% Months 187M (66%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 8% \| MDD -6.9% Months 15M (5%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR -0.2% \| Win 58% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 10% \| MDD -23.8% Months 55M (19%)	CAGR 15.0% \| Win 62% Sharpe 1.11 \| Sortino 2.05 \| Calmar 1.4 Vol 13% \| MDD -10.8% Months 26M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 60% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.2 Vol 6% \| MDD -18.7% Months 179M (63%)	CAGR 19.0% \| Win 60% Sharpe 1.95 \| Sortino 9.18 \| Calmar 15.4 Vol 9% \| MDD -1.2% Months 5M (2%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR 4.5% \| Win 62% Sharpe 0.47 \| Sortino 0.65 \| Calmar 0.2 Vol 11% \| MDD -18.2% Months 84M (30%)	CAGR 6.0% \| Win 53% Sharpe 0.68 \| Sortino 0.83 \| Calmar 0.7 Vol 9% \| MDD -9.3% Months 15M (5%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
RSmean only	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 61% Sharpe 0.97 \| Sortino 1.38 \| Calmar 0.8 Vol 6% \| MDD -7.4% Months 160M (56%)	CAGR -1.0% \| Win 54% Sharpe -0.07 \| Sortino -0.13 \| Calmar -0.1 Vol 9% \| MDD -14.3% Months 24M (8%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR -1.3% \| Win 57% Sharpe -0.13 \| Sortino -0.13 \| Calmar -0.1 Vol 8% \| MDD -14.5% Months 68M (24%)	CAGR 19.3% \| Win 68% Sharpe 1.36 \| Sortino 2.44 \| Calmar 2.9 Vol 14% \| MDD -6.7% Months 31M (11%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
MACD only	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 61% Sharpe 0.93 \| Sortino 1.32 \| Calmar 0.6 Vol 6% \| MDD -9.0% Months 176M (62%)	CAGR -11.2% \| Win 38% Sharpe -1.12 \| Sortino -2.14 \| Calmar -1.4 Vol 10% \| MDD -7.9% Months 8M (3%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR 2.0% \| Win 61% Sharpe 0.30 \| Sortino 0.31 \| Calmar 0.2 Vol 8% \| MDD -12.1% Months 75M (26%)	CAGR 13.6% \| Win 58% Sharpe 0.88 \| Sortino 1.99 \| Calmar 0.9 Vol 16% \| MDD -15.2% Months 24M (8%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
RSI only	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 61% Sharpe 0.91 \| Sortino 1.39 \| Calmar 0.9 Vol 6% \| MDD -6.3% Months 117M (41%)	CAGR 3.4% \| Win 60% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.3 Vol 7% \| MDD -12.6% Months 67M (24%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR -0.4% \| Win 52% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.0 Vol 8% \| MDD -7.3% Months 21M (7%)	CAGR 6.2% \| Win 63% Sharpe 0.60 \| Sortino 0.77 \| Calmar 0.3 Vol 11% \| MDD -18.2% Months 78M (28%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 59% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.2 Vol 6% \| MDD -18.2% Months 140M (50%)	CAGR 10.1% \| Win 66% Sharpe 1.69 \| Sortino 2.58 \| Calmar 2.2 Vol 6% \| MDD -4.5% Months 44M (16%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR 2.8% \| Win 57% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.5 Vol 14% \| MDD -5.8% Months 7M (2%)	CAGR 4.9% \| Win 61% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 92M (32%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 62% Sharpe 0.94 \| Sortino 1.44 \| Calmar 0.9 Vol 6% \| MDD -6.3% Months 164M (58%)	CAGR -1.9% \| Win 50% Sharpe -0.18 \| Sortino -0.23 \| Calmar -0.2 Vol 9% \| MDD -11.1% Months 20M (7%)	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)
SLmean neg	CAGR 0.8% \| Win 59% Sharpe 0.14 \| Sortino 0.16 \| Calmar 0.0 Vol 9% \| MDD -21.0% Months 78M (28%)	CAGR 20.7% \| Win 67% Sharpe 1.43 \| Sortino 2.57 \| Calmar 3.1 Vol 14% \| MDD -6.7% Months 21M (7%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.6% \| Win 61% Sharpe 0.58 \| Sortino 0.67 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 223M (79%)	CAGR 9.0% \| Win 60% Sharpe 0.72 \| Sortino 1.71 \| Calmar 0.8 Vol 13% \| MDD -10.8% Months 40M (14%)	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)
RSmean neg	CAGR -1.1% \| Win 20% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.3 Vol 8% \| MDD -3.5% Months 5M (2%)	CAGR 12.7% \| Win 67% Sharpe 1.33 \| Sortino 1.56 \| Calmar 1.8 Vol 9% \| MDD -7.1% Months 15M (5%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)
MACD only	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 62% Sharpe 0.71 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 234M (83%)	CAGR 4.5% \| Win 52% Sharpe 0.36 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -18.9% Months 29M (10%)	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)
RSmean neg	CAGR 5.4% \| Win 53% Sharpe 0.65 \| Sortino 0.79 \| Calmar 0.6 Vol 9% \| MDD -9.6% Months 17M (6%)	CAGR 32.8% \| Win 67% Sharpe 2.61 \| Sortino 0.00 \| Calmar 26.7 Vol 11% \| MDD -1.2% Months 3M (1%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)
RSI only	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 4.3% \| Win 59% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.3 Vol 6% \| MDD -12.6% Months 135M (48%)	CAGR 4.5% \| Win 62% Sharpe 0.52 \| Sortino 0.67 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 128M (45%)	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)
RSmean neg	CAGR 17.9% \| Win 67% Sharpe 1.56 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 3M (1%)	CAGR 7.6% \| Win 53% Sharpe 0.86 \| Sortino 1.09 \| Calmar 0.8 Vol 9% \| MDD -9.6% Months 17M (6%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 59% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.2 Vol 6% \| MDD -15.6% Months 142M (50%)	CAGR 5.7% \| Win 63% Sharpe 0.65 \| Sortino 0.85 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 121M (43%)	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)
RSmean neg	CAGR -4.8% \| Win 40% Sharpe -0.32 \| Sortino -0.40 \| Calmar -0.7 Vol 13% \| MDD -7.0% Months 5M (2%)	CAGR 14.2% \| Win 60% Sharpe 1.83 \| Sortino 3.28 \| Calmar 3.7 Vol 7% \| MDD -3.9% Months 15M (5%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 61% Sharpe 0.57 \| Sortino 0.70 \| Calmar 0.2 Vol 7% \| MDD -21.0% Months 223M (79%)	CAGR 8.2% \| Win 57% Sharpe 0.72 \| Sortino 1.25 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 40M (14%)	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)
RSmean neg	CAGR 7.2% \| Win 53% Sharpe 0.81 \| Sortino 1.10 \| Calmar 0.7 Vol 9% \| MDD -10.8% Months 19M (7%)	CAGR 53.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.2% \| Win 61% Sharpe 0.69 \| Sortino 0.81 \| Calmar 0.2 Vol 6% \| MDD -17.9% Months 220M (78%)	CAGR -14.2% \| Win 38% Sharpe -1.49 \| Sortino -1.80 \| Calmar -1.2 Vol 10% \| MDD -11.3% Months 8M (3%)	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)
MACD neg	CAGR 6.3% \| Win 64% Sharpe 0.81 \| Sortino 1.06 \| Calmar 1.1 Vol 8% \| MDD -6.0% Months 31M (11%)	CAGR 14.9% \| Win 58% Sharpe 0.95 \| Sortino 2.62 \| Calmar 1.4 Vol 16% \| MDD -10.8% Months 24M (8%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)
RSI only	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.1% \| Win 60% Sharpe 0.85 \| Sortino 1.34 \| Calmar 0.8 Vol 6% \| MDD -6.3% Months 125M (44%)	CAGR 1.5% \| Win 60% Sharpe 0.26 \| Sortino 0.25 \| Calmar 0.1 Vol 7% \| MDD -17.0% Months 103M (36%)	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)
MACD neg	CAGR -0.4% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 9% \| MDD -7.0% Months 13M (5%)	CAGR 13.4% \| Win 64% Sharpe 1.04 \| Sortino 1.96 \| Calmar 1.2 Vol 13% \| MDD -10.8% Months 42M (15%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.5% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.4 Vol 6% \| MDD -12.2% Months 125M (44%)	CAGR 2.2% \| Win 59% Sharpe 0.35 \| Sortino 0.37 \| Calmar 0.2 Vol 7% \| MDD -14.6% Months 103M (36%)	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)
MACD neg	CAGR -5.0% \| Win 46% Sharpe -0.46 \| Sortino -0.80 \| Calmar -0.4 Vol 10% \| MDD -12.2% Months 22M (8%)	CAGR 21.3% \| Win 73% Sharpe 1.60 \| Sortino 2.94 \| Calmar 2.0 Vol 13% \| MDD -10.8% Months 33M (12%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.0% \| Win 60% Sharpe 0.49 \| Sortino 0.58 \| Calmar 0.2 Vol 6% \| MDD -16.4% Months 204M (72%)	CAGR 7.4% \| Win 62% Sharpe 1.16 \| Sortino 1.25 \| Calmar 1.4 Vol 6% \| MDD -5.2% Months 24M (8%)	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)
MACD neg	CAGR 9.3% \| Win 66% Sharpe 1.01 \| Sortino 1.59 \| Calmar 1.3 Vol 9% \| MDD -7.0% Months 38M (13%)	CAGR 11.5% \| Win 53% Sharpe 0.71 \| Sortino 1.96 \| Calmar 1.1 Vol 17% \| MDD -10.8% Months 17M (6%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.8% \| Win 60% Sharpe 0.79 \| Sortino 1.25 \| Calmar 0.6 Vol 6% \| MDD -8.0% Months 131M (46%)	CAGR 4.1% \| Win 63% Sharpe 0.61 \| Sortino 0.63 \| Calmar 0.2 Vol 7% \| MDD -16.9% Months 120M (42%)	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)
RSI neg	CAGR 0.9% \| Win 57% Sharpe 0.13 \| Sortino 0.32 \| Calmar 0.1 Vol 10% \| MDD -7.0% Months 7M (2%)	CAGR 8.6% \| Win 52% Sharpe 0.58 \| Sortino 1.37 \| Calmar 0.5 Vol 16% \| MDD -18.9% Months 25M (9%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.1% \| Win 59% Sharpe 0.51 \| Sortino 0.66 \| Calmar 0.2 Vol 6% \| MDD -14.8% Months 136M (48%)	CAGR 6.1% \| Win 64% Sharpe 0.92 \| Sortino 1.01 \| Calmar 0.5 Vol 7% \| MDD -12.1% Months 115M (41%)	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)
RSI neg	CAGR 2.8% \| Win 55% Sharpe 0.30 \| Sortino 0.73 \| Calmar 0.5 Vol 11% \| MDD -5.6% Months 11M (4%)	CAGR 9.0% \| Win 52% Sharpe 0.59 \| Sortino 1.38 \| Calmar 0.5 Vol 17% \| MDD -18.9% Months 21M (7%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.4% \| Win 62% Sharpe 0.69 \| Sortino 0.84 \| Calmar 0.3 Vol 6% \| MDD -13.4% Months 230M (81%)	CAGR 5.1% \| Win 57% Sharpe 0.76 \| Sortino 0.89 \| Calmar 0.7 Vol 7% \| MDD -6.9% Months 21M (7%)	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)
RSI neg	CAGR -3.4% \| Win 42% Sharpe -0.18 \| Sortino -0.40 \| Calmar -0.2 Vol 14% \| MDD -19.1% Months 12M (4%)	CAGR 13.5% \| Win 60% Sharpe 0.88 \| Sortino 1.99 \| Calmar 1.2 Vol 16% \| MDD -10.8% Months 20M (7%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.4% \| Win 60% Sharpe 0.72 \| Sortino 1.06 \| Calmar 0.3 Vol 6% \| MDD -13.1% Months 107M (38%)	CAGR 5.1% \| Win 58% Sharpe 0.79 \| Sortino 1.72 \| Calmar 0.9 Vol 7% \| MDD -5.6% Months 31M (11%)	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)
MACDhist neg	CAGR -0.6% \| Win 55% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 8% \| MDD -11.6% Months 40M (14%)	CAGR 7.0% \| Win 64% Sharpe 0.75 \| Sortino 0.95 \| Calmar 0.3 Vol 10% \| MDD -21.9% Months 105M (37%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)
RSIhist only	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.5% \| Win 59% Sharpe 0.73 \| Sortino 1.17 \| Calmar 0.4 Vol 6% \| MDD -10.8% Months 137M (48%)	CAGR 10.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)
MACDhist neg	CAGR 3.3% \| Win 63% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.2 Vol 8% \| MDD -15.8% Months 105M (37%)	CAGR 9.1% \| Win 57% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 40M (14%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.1% \| Win 59% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.2 Vol 6% \| MDD -15.4% Months 131M (46%)	CAGR 2.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.4 Vol 9% \| MDD -6.9% Months 16M (6%)	CAGR 3.0% \| Win 58% Sharpe 0.48 \| Sortino 0.66 \| Calmar 0.2 Vol 7% \| MDD -13.1% Months 147M (52%)
RSIhist neg	CAGR 5.1% \| Win 63% Sharpe 0.68 \| Sortino 0.78 \| Calmar 0.3 Vol 8% \| MDD -16.7% Months 111M (39%)	CAGR 13.5% \| Win 60% Sharpe 1.02 \| Sortino 1.86 \| Calmar 1.3 Vol 13% \| MDD -10.8% Months 25M (9%)	CAGR 6.6% \| Win 62% Sharpe 0.75 \| Sortino 1.00 \| Calmar 0.3 Vol 9% \| MDD -21.9% Months 136M (48%)
LWTI only	CAGR 4.0% \| Win 61% Sharpe 0.59 \| Sortino 0.74 \| Calmar 0.2 Vol 7% \| MDD -22.0% Months 242M (86%)	CAGR 9.1% \| Win 58% Sharpe 0.79 \| Sortino 1.37 \| Calmar 0.8 Vol 12% \| MDD -10.8% Months 41M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.5 Vol 6% \| MDD -9.9% Months 177M (62%)	CAGR 2.5% \| Win 60% Sharpe 0.41 \| Sortino 0.72 \| Calmar 0.5 Vol 7% \| MDD -4.9% Months 25M (9%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR -6.5% \| Win 43% Sharpe -0.79 \| Sortino -1.01 \| Calmar -0.9 Vol 8% \| MDD -7.1% Months 7M (2%)	CAGR 5.5% \| Win 61% Sharpe 0.53 \| Sortino 0.70 \| Calmar 0.3 Vol 11% \| MDD -18.2% Months 74M (26%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
SLmean only	CAGR 4.7% \| Win 60% Sharpe 0.77 \| Sortino 1.09 \| Calmar 0.3 Vol 6% \| MDD -16.2% Months 184M (65%)	CAGR 4.7% \| Win 61% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.3 Vol 10% \| MDD -18.2% Months 99M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 61% Sharpe 0.73 \| Sortino 1.06 \| Calmar 0.3 Vol 6% \| MDD -15.4% Months 198M (70%)	CAGR 28.9% \| Win 75% Sharpe 3.00 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (1%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 4.4% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 12% \| MDD -21.8% Months 65M (23%)	CAGR 4.7% \| Win 50% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.4 Vol 9% \| MDD -10.4% Months 16M (6%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
RSmean only	CAGR 4.4% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.2 Vol 8% \| MDD -23.2% Months 263M (93%)	CAGR 9.1% \| Win 55% Sharpe 1.01 \| Sortino 1.37 \| Calmar 0.9 Vol 9% \| MDD -9.6% Months 20M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.90 \| Sortino 1.31 \| Calmar 0.7 Vol 6% \| MDD -7.4% Months 177M (62%)	CAGR 2.4% \| Win 60% Sharpe 0.31 \| Sortino 0.57 \| Calmar 0.2 Vol 9% \| MDD -11.6% Months 25M (9%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR -2.3% \| Win 57% Sharpe -0.23 \| Sortino -0.22 \| Calmar -0.1 Vol 8% \| MDD -17.5% Months 51M (18%)	CAGR 16.8% \| Win 63% Sharpe 1.17 \| Sortino 2.25 \| Calmar 1.6 Vol 14% \| MDD -10.8% Months 30M (11%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
MACD only	CAGR 3.5% \| Win 60% Sharpe 0.56 \| Sortino 0.65 \| Calmar 0.2 Vol 6% \| MDD -19.5% Months 228M (81%)	CAGR 10.0% \| Win 62% Sharpe 0.85 \| Sortino 1.68 \| Calmar 0.9 Vol 12% \| MDD -10.8% Months 55M (19%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 61% Sharpe 0.87 \| Sortino 1.28 \| Calmar 0.6 Vol 6% \| MDD -9.0% Months 195M (69%)	CAGR -3.5% \| Win 57% Sharpe -0.27 \| Sortino -0.69 \| Calmar -0.7 Vol 11% \| MDD -5.2% Months 7M (2%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 2.0% \| Win 62% Sharpe 0.29 \| Sortino 0.27 \| Calmar 0.1 Vol 8% \| MDD -14.3% Months 56M (20%)	CAGR 9.9% \| Win 52% Sharpe 0.67 \| Sortino 1.54 \| Calmar 0.5 Vol 16% \| MDD -18.9% Months 25M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
RSI only	CAGR 4.5% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 0.2 Vol 6% \| MDD -19.4% Months 251M (89%)	CAGR 6.8% \| Win 53% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -18.9% Months 32M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 60% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.6 Vol 6% \| MDD -7.4% Months 131M (46%)	CAGR 5.2% \| Win 63% Sharpe 0.85 \| Sortino 1.13 \| Calmar 0.8 Vol 6% \| MDD -6.9% Months 71M (25%)	CAGR 4.8% \| Win 61% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.4 Vol 6% \| MDD -11.8% Months 202M (71%)
MRmean neg	CAGR 3.4% \| Win 57% Sharpe 0.45 \| Sortino 1.59 \| Calmar 1.0 Vol 8% \| MDD -3.6% Months 7M (2%)	CAGR 4.5% \| Win 60% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 74M (26%)	CAGR 4.4% \| Win 59% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 11% \| MDD -21.9% Months 81M (29%)
MACDhist only	CAGR 4.6% \| Win 59% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.5 Vol 6% \| MDD -10.0% Months 138M (49%)	CAGR 4.9% \| Win 61% Sharpe 0.56 \| Sortino 0.72 \| Calmar 0.2 Vol 9% \| MDD -23.0% Months 145M (51%)