MINT - PIMCO Enhanced Short Maturity Active Exch Tr

Signal Pair Analysis

MRmean-RSmean

Best Pair

8.6%

Best CAGR

Total Months

2.1%

Avg CAGR

MINT 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 MINT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	RSmean	pos-neg	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSmean	neg-pos	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	1	0.5	8.6	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	neg-pos	3	1.5	8.0	66.7	2.3	0.0	0.0	3.4	0.0
pair	RSI	LWTI	neg-pos	3	1.5	8.0	66.7	2.3	0.0	0.0	3.4	0.0
pair	LWTI	MRmean	pos-neg	2	1.0	6.9	100.0	4.0	0.0	0.0	1.7	0.0
pair	MRmean	LWTI	pos-neg	2	1.0	6.9	100.0	4.0	0.0	0.0	1.7	0.0
pair	LWTI	RSI	pos-neg	2	1.0	6.9	100.0	4.0	0.0	0.0	1.7	0.0
pair	RSI	LWTI	pos-neg	2	1.0	6.9	100.0	4.0	0.0	0.0	1.7	0.0
pair	LWTI	RSIhist	pos-neg	3	1.5	6.5	100.0	5.3	0.0	0.0	1.2	0.0
pair	RSIhist	LWTI	pos-neg	3	1.5	6.5	100.0	5.3	0.0	0.0	1.2	0.0
pair	LWTI	SLmean	pos-neg	3	1.5	6.5	100.0	5.3	0.0	0.0	1.2	0.0
pair	SLmean	LWTI	pos-neg	3	1.5	6.5	100.0	5.3	0.0	0.0	1.2	0.0
pair	RSI	SLmean	pos-neg	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSI	pos-neg	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	neg-pos	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSI	neg-pos	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSIhist	neg-pos	1	0.5	5.7	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	neg-neg	7	3.6	3.3	71.4	2.2	15.3	6.9	1.5	-0.5
pair	MACD	LWTI	neg-neg	7	3.6	3.3	71.4	2.2	15.3	6.9	1.5	-0.5
pair	RSIhist	MRmean	neg-pos	4	2.1	3.1	100.0	5.6	0.0	0.0	0.5	0.0
pair	MRmean	RSIhist	neg-pos	4	2.1	3.1	100.0	5.6	0.0	0.0	0.5	0.0
pair	RSI	MACD	pos-neg	5	2.6	3.1	40.0	1.0	3.9	4.0	3.1	-0.8
pair	MACD	RSI	pos-neg	5	2.6	3.1	40.0	1.0	3.9	4.0	3.1	-0.8
pair	RSIhist	MACDhist	pos-pos	91	46.7	3.0	96.7	2.4	0.5	1.1	1.2	-2.7
pair	MACDhist	RSIhist	pos-pos	91	46.7	3.0	96.7	2.4	0.5	1.1	1.2	-2.7
pair	SLmean	MACDhist	pos-pos	97	49.7	2.9	96.9	2.4	0.4	1.1	1.2	-2.7
pair	MACDhist	SLmean	pos-pos	97	49.7	2.9	96.9	2.4	0.4	1.1	1.2	-2.7
pair	MACDhist	MRmean	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MRmean	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MACDhist	RSI	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	RSI	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MACDhist	RSmean	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	RSmean	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MACDhist	MACD	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MACD	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	MACDhist	LWTI	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	LWTI	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
single	MACDhist	MACDhist	pos-pos	98	50.3	2.8	95.9	2.3	0.5	1.0	1.2	-2.7
pair	RSIhist	MACD	pos-pos	116	59.5	2.6	93.1	2.3	0.7	0.9	1.1	-2.7
pair	SLmean	MACD	pos-pos	129	66.2	2.6	92.2	2.3	0.8	0.9	1.1	-2.7
pair	MACD	SLmean	pos-pos	129	66.2	2.6	92.2	2.3	0.8	0.9	1.1	-2.7
pair	SLmean	RSIhist	pos-pos	124	63.6	2.6	91.9	2.3	0.8	1.0	1.1	-2.7
pair	RSIhist	SLmean	pos-pos	124	63.6	2.6	91.9	2.3	0.8	1.0	1.1	-2.7
pair	MACD	RSIhist	pos-pos	116	59.5	2.6	93.1	2.3	0.7	0.9	1.1	-2.7
single	SLmean	SLmean	pos-pos	141	72.3	2.6	90.1	2.3	1.0	0.9	1.1	-2.7
pair	RSI	RSmean	pos-neg	10	5.1	2.5	50.0	1.1	4.3	3.2	2.3	-0.8
pair	RSmean	RSI	pos-neg	10	5.1	2.5	50.0	1.1	4.3	3.2	2.3	-0.8
pair	RSIhist	RSmean	pos-pos	128	65.6	2.5	90.6	2.3	0.9	0.9	1.1	-2.7
pair	RSmean	RSIhist	pos-pos	128	65.6	2.5	90.6	2.3	0.9	0.9	1.1	-2.7
pair	MRmean	SLmean	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	SLmean	MRmean	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	RSmean	SLmean	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	SLmean	RSmean	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	MRmean	RSIhist	pos-pos	127	65.1	2.5	90.6	2.2	0.9	0.9	1.1	-2.7
pair	RSIhist	MRmean	pos-pos	127	65.1	2.5	90.6	2.2	0.9	0.9	1.1	-2.7
pair	RSI	SLmean	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	SLmean	RSI	pos-pos	140	71.8	2.5	90.0	2.3	1.0	0.9	1.1	-2.7
pair	LWTI	SLmean	pos-pos	138	70.8	2.5	89.9	2.3	0.9	0.9	1.1	-2.7
pair	SLmean	LWTI	pos-pos	138	70.8	2.5	89.9	2.3	0.9	0.9	1.1	-2.7
pair	RSI	RSIhist	pos-pos	130	66.7	2.5	90.8	2.2	0.9	0.9	1.1	-2.7
pair	RSIhist	RSI	pos-pos	130	66.7	2.5	90.8	2.2	0.9	0.9	1.1	-2.7
single	RSIhist	RSIhist	pos-pos	131	67.2	2.5	90.8	2.3	0.9	0.9	1.1	-2.7
pair	RSIhist	LWTI	pos-pos	128	65.6	2.4	90.6	2.2	0.9	0.9	1.1	-2.7
pair	LWTI	RSIhist	pos-pos	128	65.6	2.4	90.6	2.2	0.9	0.9	1.1	-2.7
pair	MACD	MRmean	pos-pos	151	77.4	2.3	88.7	2.1	1.0	0.8	1.1	-2.7
pair	RSmean	RSI	neg-pos	11	5.6	2.3	90.9	3.1	0.0	14.1	0.7	-0.2
pair	RSI	RSmean	neg-pos	11	5.6	2.3	90.9	3.1	0.0	14.1	0.7	-0.2
pair	MRmean	MACD	pos-pos	151	77.4	2.3	88.7	2.1	1.0	0.8	1.1	-2.7
pair	MACD	SLmean	pos-neg	12	6.2	2.2	66.7	2.1	5.9	7.3	1.0	-0.3
pair	RSmean	MRmean	pos-pos	162	83.1	2.2	86.4	2.1	1.1	0.8	1.0	-2.7
pair	MRmean	RSmean	pos-pos	162	83.1	2.2	86.4	2.1	1.1	0.8	1.0	-2.7
pair	RSIhist	MACD	neg-pos	15	7.7	2.2	73.3	2.4	5.9	7.3	0.9	-0.3
pair	SLmean	MACD	pos-neg	12	6.2	2.2	66.7	2.1	5.9	7.3	1.0	-0.3
pair	MRmean	LWTI	pos-pos	161	82.6	2.2	86.3	2.1	1.1	0.8	1.0	-2.7
pair	LWTI	MRmean	pos-pos	161	82.6	2.2	86.3	2.1	1.1	0.8	1.0	-2.7
pair	MRmean	RSI	neg-neg	12	6.2	2.2	50.0	1.1	3.8	2.9	2.1	-0.8
pair	RSI	MRmean	neg-neg	12	6.2	2.2	50.0	1.1	3.8	2.9	2.1	-0.8
pair	RSI	MRmean	pos-pos	163	83.6	2.2	86.5	2.1	1.1	0.8	1.1	-2.7
pair	LWTI	MACD	pos-pos	159	81.5	2.2	86.2	1.9	1.1	0.8	1.2	-2.7
pair	RSI	MACDhist	neg-neg	12	6.2	2.2	50.0	1.1	3.8	2.9	2.1	-0.8
single	RSI	RSI	neg-neg	12	6.2	2.2	50.0	1.1	3.8	2.9	2.1	-0.8
pair	MACDhist	RSI	neg-neg	12	6.2	2.2	50.0	1.1	3.8	2.9	2.1	-0.8
pair	MACD	LWTI	pos-pos	159	81.5	2.2	86.2	1.9	1.1	0.8	1.2	-2.7
pair	RSmean	RSIhist	neg-pos	3	1.5	2.2	100.0	8.1	0.0	0.0	0.3	0.0
pair	RSIhist	RSmean	neg-pos	3	1.5	2.2	100.0	8.1	0.0	0.0	0.3	0.0
pair	MACD	RSIhist	neg-pos	15	7.7	2.2	73.3	2.4	5.9	7.3	0.9	-0.3
single	MRmean	MRmean	pos-pos	163	83.6	2.2	86.5	2.1	1.1	0.8	1.1	-2.7
pair	MRmean	RSI	pos-pos	163	83.6	2.2	86.5	2.1	1.1	0.8	1.1	-2.7
pair	RSIhist	SLmean	pos-neg	17	8.7	2.1	76.5	2.4	19.4	16.4	0.9	-0.1
pair	RSmean	LWTI	neg-pos	13	6.7	2.1	84.6	3.0	7.0	12.9	0.7	-0.2
pair	SLmean	RSIhist	pos-neg	17	8.7	2.1	76.5	2.4	19.4	16.4	0.9	-0.1
single	MACD	MACD	pos-pos	163	83.6	2.1	84.7	1.8	1.1	0.8	1.2	-2.7
single	RSmean	RSmean	neg-neg	13	6.7	2.1	84.6	3.0	7.0	12.9	0.7	-0.2
pair	LWTI	RSmean	neg-pos	13	6.7	2.1	84.6	3.0	7.0	12.9	0.7	-0.2
single	LWTI	LWTI	pos-pos	184	94.4	2.1	83.2	1.8	1.2	0.8	1.1	-2.7
pair	RSmean	RSIhist	neg-neg	10	5.1	2.1	80.0	2.6	6.9	12.8	0.8	-0.2
pair	RSIhist	RSmean	neg-neg	10	5.1	2.1	80.0	2.6	6.9	12.8	0.8	-0.2
pair	LWTI	RSmean	pos-pos	171	87.7	2.1	83.0	1.8	1.1	0.8	1.1	-2.7
pair	RSmean	LWTI	pos-pos	171	87.7	2.1	83.0	1.8	1.1	0.8	1.1	-2.7
pair	MACDhist	RSmean	neg-neg	13	6.7	2.1	84.6	3.0	7.0	12.9	0.7	-0.2
pair	RSmean	MACDhist	neg-neg	13	6.7	2.1	84.6	3.0	7.0	12.9	0.7	-0.2
pair	MACD	RSI	pos-pos	158	81.0	2.1	86.1	1.9	1.0	0.8	1.1	-2.7
pair	RSI	MACD	pos-pos	158	81.0	2.1	86.1	1.9	1.0	0.8	1.1	-2.7
pair	MACD	RSmean	pos-pos	162	83.1	2.1	84.6	1.8	1.1	0.8	1.2	-2.7
pair	RSmean	MACD	pos-pos	162	83.1	2.1	84.6	1.8	1.1	0.8	1.2	-2.7
single	RSmean	RSmean	pos-pos	182	93.3	2.0	81.3	1.7	1.2	0.7	1.2	-2.7
single	RSI	RSI	pos-pos	183	93.8	2.0	83.6	1.9	1.1	0.7	1.1	-2.7
pair	RSI	RSmean	pos-pos	172	88.2	2.0	83.1	1.9	1.1	0.7	1.1	-2.7
pair	RSmean	RSI	pos-pos	172	88.2	2.0	83.1	1.9	1.1	0.7	1.1	-2.7
pair	RSI	LWTI	pos-pos	181	92.8	2.0	83.4	1.9	1.1	0.7	1.0	-2.7
pair	LWTI	RSI	pos-pos	181	92.8	2.0	83.4	1.9	1.1	0.7	1.0	-2.7
pair		benchmark___benchmark_	benchmark-benchmark	195	100.0	2.0	81.5	1.8	1.2	0.7	1.1	-2.7
pair	benchmark___benchmark_		benchmark-benchmark	195	100.0	2.0	81.5	1.8	1.2	0.7	1.1	-2.7
pair	SLmean	MACDhist	pos-neg	44	22.6	1.9	75.0	2.4	8.2	6.3	0.8	-0.3
pair	MACDhist	SLmean	pos-neg	44	22.6	1.9	75.0	2.4	8.2	6.3	0.8	-0.3
pair	SLmean	RSI	neg-neg	11	5.6	1.9	45.5	0.9	3.2	2.5	2.1	-0.8
pair	RSI	SLmean	neg-neg	11	5.6	1.9	45.5	0.9	3.2	2.5	2.1	-0.8
pair	RSI	RSIhist	neg-neg	11	5.6	1.9	45.5	0.9	3.2	2.5	2.1	-0.8
pair	RSIhist	RSI	neg-neg	11	5.6	1.9	45.5	0.9	3.2	2.5	2.1	-0.8
pair	MACD	RSmean	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	RSmean	MACD	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	RSI	MACD	neg-neg	7	3.6	1.6	57.1	1.4	3.9	3.4	1.1	-0.5
pair	MACD	RSI	neg-neg	7	3.6	1.6	57.1	1.4	3.9	3.4	1.1	-0.5
pair	SLmean	RSmean	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	RSmean	SLmean	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	RSmean	MRmean	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	MRmean	RSmean	neg-neg	12	6.2	1.6	83.3	3.3	5.3	9.8	0.5	-0.2
pair	RSIhist	MACDhist	neg-pos	40	20.5	1.5	77.5	2.4	6.0	5.0	0.6	-0.3
pair	MACDhist	RSIhist	neg-pos	40	20.5	1.5	77.5	2.4	6.0	5.0	0.6	-0.3
pair	MACD	MACDhist	neg-neg	32	16.4	1.5	65.6	1.7	4.1	2.1	0.8	-0.7
pair	MACDhist	MACD	neg-neg	32	16.4	1.5	65.6	1.7	4.1	2.1	0.8	-0.7
pair	RSmean	LWTI	pos-neg	11	5.6	1.5	54.5	1.1	2.7	3.2	1.5	-0.5
pair	LWTI	RSmean	pos-neg	11	5.6	1.5	54.5	1.1	2.7	3.2	1.5	-0.5
single	MACD	MACD	neg-neg	32	16.4	1.5	65.6	1.7	4.1	2.1	0.8	-0.7
single	LWTI	LWTI	neg-neg	11	5.6	1.5	54.5	1.1	2.7	3.2	1.5	-0.5
pair	MRmean	MACD	neg-neg	20	10.3	1.5	70.0	2.0	4.0	3.1	0.7	-0.5
pair	MACD	MRmean	neg-neg	20	10.3	1.5	70.0	2.0	4.0	3.1	0.7	-0.5
pair	MRmean	MACD	pos-neg	12	6.2	1.5	58.3	1.4	3.9	2.9	1.0	-0.5
pair	MACD	MRmean	pos-neg	12	6.2	1.5	58.3	1.4	3.9	2.9	1.0	-0.5
pair	LWTI	MACDhist	neg-neg	11	5.6	1.5	54.5	1.1	2.7	3.2	1.5	-0.5
pair	MACDhist	LWTI	neg-neg	11	5.6	1.5	54.5	1.1	2.7	3.2	1.5	-0.5
pair	MACD	RSmean	pos-neg	20	10.3	1.4	55.0	1.4	3.6	2.0	1.0	-0.7
pair	RSmean	MACD	pos-neg	20	10.3	1.4	55.0	1.4	3.6	2.0	1.0	-0.7
pair	RSI	MACD	neg-pos	25	12.8	1.4	68.0	1.8	4.3	2.6	0.8	-0.5
pair	MACD	RSI	neg-pos	25	12.8	1.4	68.0	1.8	4.3	2.6	0.8	-0.5
pair	LWTI	MRmean	neg-pos	23	11.8	1.3	60.9	0.9	1.5	1.0	1.5	-1.4
pair	MRmean	LWTI	neg-pos	23	11.8	1.3	60.9	0.9	1.5	1.0	1.5	-1.4
pair	MRmean	MACDhist	pos-neg	65	33.3	1.3	72.3	1.9	4.8	2.5	0.7	-0.5
pair	MACDhist	MRmean	pos-neg	65	33.3	1.3	72.3	1.9	4.8	2.5	0.7	-0.5
single	MACDhist	MACDhist	neg-neg	97	49.7	1.2	67.0	1.2	2.1	0.5	1.0	-2.3
pair	MACDhist	LWTI	neg-pos	86	44.1	1.2	68.6	1.2	2.1	0.8	0.9	-1.5
pair	LWTI	MACDhist	neg-pos	86	44.1	1.2	68.6	1.2	2.1	0.8	0.9	-1.5
pair	RSIhist	LWTI	neg-pos	56	28.7	1.2	66.1	1.0	1.9	0.8	1.1	-1.5
pair	LWTI	RSIhist	neg-pos	56	28.7	1.2	66.1	1.0	1.9	0.8	1.1	-1.5
pair	MRmean	RSIhist	pos-neg	36	18.5	1.1	72.2	1.6	4.3	4.8	0.7	-0.2
pair	MACD	SLmean	neg-neg	20	10.3	1.1	65.0	1.5	3.0	2.2	0.7	-0.5
pair	SLmean	MACD	neg-neg	20	10.3	1.1	65.0	1.5	3.0	2.2	0.7	-0.5
pair	RSIhist	MRmean	pos-neg	36	18.5	1.1	72.2	1.6	4.3	4.8	0.7	-0.2
pair	MACDhist	MRmean	neg-neg	32	16.4	1.1	56.2	0.7	1.4	0.5	1.5	-2.2
pair	MACDhist	RSI	pos-neg	85	43.6	1.1	69.4	1.4	1.9	0.7	0.8	-1.5
single	MRmean	MRmean	neg-neg	32	16.4	1.1	56.2	0.7	1.4	0.5	1.5	-2.2
pair	MACD	MACDhist	pos-neg	65	33.3	1.1	67.7	1.0	1.6	0.5	1.1	-2.3
pair	RSI	MACDhist	pos-neg	85	43.6	1.1	69.4	1.4	1.9	0.7	0.8	-1.5
pair	RSmean	MACDhist	pos-neg	84	43.1	1.1	64.3	1.0	1.8	0.5	1.0	-2.3
pair	MACDhist	RSmean	pos-neg	84	43.1	1.1	64.3	1.0	1.8	0.5	1.0	-2.3
pair	MRmean	MACDhist	neg-neg	32	16.4	1.1	56.2	0.7	1.4	0.5	1.5	-2.2
pair	MACDhist	MACD	pos-neg	65	33.3	1.1	67.7	1.0	1.6	0.5	1.1	-2.3
pair	MACD	RSIhist	pos-neg	47	24.1	1.0	63.8	0.8	1.4	0.5	1.2	-2.3
pair	RSIhist	MACD	pos-neg	47	24.1	1.0	63.8	0.8	1.4	0.5	1.2	-2.3
pair	RSI	RSmean	neg-neg	2	1.0	1.0	50.0	1.6	0.0	0.0	0.6	0.0
pair	RSmean	RSI	neg-neg	2	1.0	1.0	50.0	1.6	0.0	0.0	0.6	0.0
single	RSIhist	RSIhist	neg-neg	64	32.8	1.0	62.5	0.9	1.6	0.4	1.1	-2.3
pair	MACD	LWTI	neg-pos	25	12.8	1.0	64.0	1.8	3.1	1.8	0.5	-0.5
pair	MACDhist	RSIhist	neg-neg	57	29.2	1.0	59.6	0.9	1.6	0.5	1.2	-2.3
pair	RSIhist	MACDhist	neg-neg	57	29.2	1.0	59.6	0.9	1.6	0.5	1.2	-2.3
pair	LWTI	MACD	neg-pos	25	12.8	1.0	64.0	1.8	3.1	1.8	0.5	-0.5
pair	MRmean	SLmean	neg-neg	31	15.9	0.9	54.8	0.6	1.2	0.4	1.5	-2.2
pair	MACD	RSIhist	neg-neg	17	8.7	0.9	58.8	1.1	2.4	1.8	0.8	-0.5
pair	RSIhist	SLmean	neg-pos	7	3.6	0.9	71.4	2.2	5.5	10.8	0.4	-0.1
pair	SLmean	MRmean	neg-neg	31	15.9	0.9	54.8	0.6	1.2	0.4	1.5	-2.2
pair	RSIhist	MACD	neg-neg	17	8.7	0.9	58.8	1.1	2.4	1.8	0.8	-0.5
pair	SLmean	RSIhist	neg-pos	7	3.6	0.9	71.4	2.2	5.5	10.8	0.4	-0.1
pair	RSmean	RSIhist	pos-neg	54	27.7	0.8	59.3	0.7	1.2	0.3	1.2	-2.3
pair	RSIhist	MRmean	neg-neg	28	14.4	0.8	50.0	0.5	1.0	0.4	1.5	-2.2
pair	MRmean	RSIhist	neg-neg	28	14.4	0.8	50.0	0.5	1.0	0.4	1.5	-2.2
pair	RSIhist	RSI	pos-neg	53	27.2	0.8	66.0	1.0	1.2	0.5	0.8	-1.5
pair	RSI	RSIhist	pos-neg	53	27.2	0.8	66.0	1.0	1.2	0.5	0.8	-1.5
pair	RSIhist	RSmean	pos-neg	54	27.7	0.8	59.3	0.7	1.2	0.3	1.2	-2.3
pair	SLmean	LWTI	neg-pos	46	23.6	0.8	63.0	0.7	1.2	0.5	1.1	-1.5
pair	LWTI	SLmean	neg-pos	46	23.6	0.8	63.0	0.7	1.2	0.5	1.1	-1.5
pair	MACDhist	SLmean	neg-neg	53	27.2	0.7	60.4	0.6	1.0	0.3	1.1	-2.3
pair	SLmean	MACDhist	neg-neg	53	27.2	0.7	60.4	0.6	1.0	0.3	1.1	-2.3
pair	RSIhist	MACDhist	pos-neg	7	3.6	0.7	85.7	2.2	0.0	0.0	0.3	0.0
pair	MRmean	RSmean	neg-pos	20	10.3	0.7	40.0	0.4	0.9	0.3	1.8	-2.2
pair	RSmean	MRmean	neg-pos	20	10.3	0.7	40.0	0.4	0.9	0.3	1.8	-2.2
pair	MACDhist	RSIhist	pos-neg	7	3.6	0.7	85.7	2.2	0.0	0.0	0.3	0.0
pair	SLmean	RSIhist	neg-neg	47	24.1	0.6	57.4	0.5	0.9	0.3	1.2	-2.3
pair	RSIhist	SLmean	neg-neg	47	24.1	0.6	57.4	0.5	0.9	0.3	1.2	-2.3
single	SLmean	SLmean	neg-neg	54	27.7	0.6	59.3	0.6	1.0	0.3	1.1	-2.3
pair	LWTI	MRmean	neg-neg	9	4.6	0.4	44.4	0.3	0.7	0.8	1.3	-0.5
pair	MRmean	LWTI	neg-neg	9	4.6	0.4	44.4	0.3	0.7	0.8	1.3	-0.5
pair	MRmean	MACD	neg-pos	12	6.2	0.4	33.3	0.2	0.4	0.2	2.2	-2.2
pair	MACD	MRmean	neg-pos	12	6.2	0.4	33.3	0.2	0.4	0.2	2.2	-2.2
pair	MRmean	RSI	neg-pos	20	10.3	0.4	60.0	0.4	0.4	0.3	0.9	-1.4
pair	RSI	MRmean	neg-pos	20	10.3	0.4	60.0	0.4	0.4	0.3	0.9	-1.4
pair	SLmean	MACD	neg-pos	34	17.4	0.4	55.9	0.3	0.5	0.2	1.3	-2.3
pair	MACD	SLmean	neg-pos	34	17.4	0.4	55.9	0.3	0.5	0.2	1.3	-2.3
pair	LWTI	RSI	neg-neg	9	4.6	0.4	44.4	0.3	0.7	0.8	1.3	-0.5
pair	RSI	LWTI	neg-neg	9	4.6	0.4	44.4	0.3	0.7	0.8	1.3	-0.5
pair	RSmean	SLmean	neg-pos	42	21.5	0.4	52.4	0.3	0.6	0.2	1.3	-2.3
pair	SLmean	RSmean	neg-pos	42	21.5	0.4	52.4	0.3	0.6	0.2	1.3	-2.3
pair	MRmean	SLmean	pos-neg	23	11.8	0.3	65.2	0.6	0.9	1.1	0.4	-0.2
pair	SLmean	MRmean	pos-neg	23	11.8	0.3	65.2	0.6	0.9	1.1	0.4	-0.2
pair	RSI	SLmean	neg-pos	43	22.1	0.3	62.8	0.5	0.5	0.2	0.7	-1.5
pair	SLmean	RSI	neg-pos	43	22.1	0.3	62.8	0.5	0.5	0.2	0.7	-1.5
pair	LWTI	RSIhist	neg-neg	8	4.1	-0.3	37.5	-0.2	-0.5	-0.6	1.2	-0.5
pair	RSIhist	LWTI	neg-neg	8	4.1	-0.3	37.5	-0.2	-0.5	-0.6	1.2	-0.5
pair	SLmean	LWTI	neg-neg	8	4.1	-0.3	37.5	-0.2	-0.5	-0.6	1.2	-0.5
pair	LWTI	SLmean	neg-neg	8	4.1	-0.3	37.5	-0.2	-0.5	-0.6	1.2	-0.5
pair	LWTI	MACD	pos-neg	4	2.1	-1.5	25.0	-1.3	-1.9	-3.4	1.1	-0.4
pair	MACD	LWTI	pos-neg	4	2.1	-1.5	25.0	-1.3	-1.9	-3.4	1.1	-0.4
pair	SLmean	MACDhist	neg-pos	1	0.5	-1.6	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	SLmean	neg-pos	1	0.5	-1.6	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for MINT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 90% Sharpe 2.29 \| Sortino 0.97 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 140M (72%)	CAGR 0.3% \| Win 65% Sharpe 0.58 \| Sortino 0.93 \| Calmar 1.1 Vol 0% \| MDD -0.2% Months 23M (12%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 5.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.9% \| Win 55% Sharpe 0.64 \| Sortino 1.21 \| Calmar 0.4 Vol 2% \| MDD -2.2% Months 31M (16%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
SLmean only	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 86% Sharpe 2.06 \| Sortino 1.07 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 162M (83%)	CAGR 8.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.7% \| Win 40% Sharpe 0.42 \| Sortino 0.93 \| Calmar 0.3 Vol 2% \| MDD -2.2% Months 20M (10%)	CAGR 1.6% \| Win 83% Sharpe 3.29 \| Sortino 5.26 \| Calmar 9.8 Vol 0% \| MDD -0.2% Months 12M (6%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
RSmean only	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 89% Sharpe 2.13 \| Sortino 0.97 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 151M (77%)	CAGR 1.5% \| Win 58% Sharpe 1.42 \| Sortino 3.88 \| Calmar 2.9 Vol 1% \| MDD -0.5% Months 12M (6%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.4% \| Win 33% Sharpe 0.18 \| Sortino 0.44 \| Calmar 0.2 Vol 2% \| MDD -2.2% Months 12M (6%)	CAGR 1.5% \| Win 70% Sharpe 1.99 \| Sortino 3.99 \| Calmar 3.1 Vol 1% \| MDD -0.5% Months 20M (10%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
MACD only	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	-	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.4% \| Win 60% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.3 Vol 1% \| MDD -1.4% Months 20M (10%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
RSI only	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.3% \| Win 72% Sharpe 1.85 \| Sortino 4.83 \| Calmar 2.5 Vol 1% \| MDD -0.5% Months 65M (33%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	-	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 91% Sharpe 2.23 \| Sortino 0.89 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 127M (65%)	CAGR 1.1% \| Win 72% Sharpe 1.59 \| Sortino 4.26 \| Calmar 4.8 Vol 1% \| MDD -0.2% Months 36M (18%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 3.1% \| Win 100% Sharpe 5.62 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 4M (2%)	CAGR 0.8% \| Win 50% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.4 Vol 2% \| MDD -2.2% Months 28M (14%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 86% Sharpe 2.06 \| Sortino 1.06 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 161M (83%)	CAGR 6.9% \| Win 100% Sharpe 4.05 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 1.3% \| Win 61% Sharpe 0.88 \| Sortino 1.53 \| Calmar 1.0 Vol 2% \| MDD -1.4% Months 23M (12%)	CAGR 0.4% \| Win 44% Sharpe 0.29 \| Sortino 0.66 \| Calmar 0.8 Vol 1% \| MDD -0.5% Months 9M (5%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 90% Sharpe 2.29 \| Sortino 0.97 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 140M (72%)	CAGR 8.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR 0.4% \| Win 52% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 1% \| MDD -2.3% Months 42M (22%)	CAGR 1.6% \| Win 83% Sharpe 3.29 \| Sortino 5.26 \| Calmar 9.8 Vol 0% \| MDD -0.2% Months 12M (6%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
RSmean only	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 92% Sharpe 2.33 \| Sortino 0.83 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 129M (66%)	CAGR 2.2% \| Win 67% Sharpe 2.11 \| Sortino 5.87 \| Calmar 7.3 Vol 1% \| MDD -0.3% Months 12M (6%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR 0.4% \| Win 56% Sharpe 0.30 \| Sortino 0.53 \| Calmar 0.2 Vol 1% \| MDD -2.3% Months 34M (17%)	CAGR 1.1% \| Win 65% Sharpe 1.46 \| Sortino 2.97 \| Calmar 2.2 Vol 1% \| MDD -0.5% Months 20M (10%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
MACD only	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 90% Sharpe 2.29 \| Sortino 0.97 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 140M (72%)	CAGR 5.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR 0.3% \| Win 63% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.2 Vol 1% \| MDD -1.5% Months 43M (22%)	CAGR 1.9% \| Win 46% Sharpe 0.90 \| Sortino 3.25 \| Calmar 2.5 Vol 2% \| MDD -0.8% Months 11M (6%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
RSI only	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 97% Sharpe 2.36 \| Sortino 0.43 \| Calmar 1.1 Vol 1% \| MDD -2.7% Months 97M (50%)	CAGR 1.9% \| Win 75% Sharpe 2.40 \| Sortino 8.25 \| Calmar 6.3 Vol 1% \| MDD -0.3% Months 44M (23%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR -1.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.7% \| Win 60% Sharpe 0.60 \| Sortino 1.04 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 53M (27%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 92% Sharpe 2.31 \| Sortino 0.84 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 124M (64%)	CAGR 2.1% \| Win 76% Sharpe 2.41 \| Sortino 19.43 \| Calmar 16.3 Vol 1% \| MDD -0.1% Months 17M (9%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR 0.9% \| Win 71% Sharpe 2.19 \| Sortino 5.46 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 7M (4%)	CAGR 0.6% \| Win 57% Sharpe 0.50 \| Sortino 0.92 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 47M (24%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 90% Sharpe 2.26 \| Sortino 0.95 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 138M (71%)	CAGR 6.5% \| Win 100% Sharpe 5.33 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)
SLmean neg	CAGR 0.8% \| Win 63% Sharpe 0.71 \| Sortino 1.22 \| Calmar 0.5 Vol 1% \| MDD -1.5% Months 46M (24%)	CAGR -0.3% \| Win 38% Sharpe -0.23 \| Sortino -0.48 \| Calmar -0.6 Vol 1% \| MDD -0.5% Months 8M (4%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.1% \| Win 85% Sharpe 1.77 \| Sortino 1.07 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 162M (83%)	CAGR 1.4% \| Win 55% Sharpe 1.37 \| Sortino 3.65 \| Calmar 2.0 Vol 1% \| MDD -0.7% Months 20M (10%)	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)
RSmean neg	CAGR 8.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.6% \| Win 83% Sharpe 3.29 \| Sortino 5.26 \| Calmar 9.8 Vol 0% \| MDD -0.2% Months 12M (6%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)
MACD only	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 83% Sharpe 1.85 \| Sortino 1.10 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 172M (88%)	CAGR 2.5% \| Win 50% Sharpe 1.09 \| Sortino 4.32 \| Calmar 3.2 Vol 2% \| MDD -0.8% Months 10M (5%)	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)
RSmean neg	CAGR 2.3% \| Win 91% Sharpe 3.14 \| Sortino 0.00 \| Calmar 14.1 Vol 1% \| MDD -0.2% Months 11M (6%)	CAGR 1.0% \| Win 50% Sharpe 1.65 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)
RSI only	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.1% \| Win 64% Sharpe 1.04 \| Sortino 1.80 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 84M (43%)	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)
RSmean neg	-	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.5% \| Win 91% Sharpe 2.26 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 128M (66%)	CAGR 0.8% \| Win 59% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)
RSmean neg	CAGR 2.2% \| Win 100% Sharpe 8.08 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 3M (2%)	CAGR 2.1% \| Win 80% Sharpe 2.59 \| Sortino 6.90 \| Calmar 12.8 Vol 1% \| MDD -0.2% Months 10M (5%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.1% \| Win 83% Sharpe 1.79 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 171M (88%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)
RSmean neg	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)	-	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.1% \| Win 86% Sharpe 1.92 \| Sortino 1.01 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 158M (81%)	CAGR 3.1% \| Win 40% Sharpe 0.99 \| Sortino 3.87 \| Calmar 4.0 Vol 3% \| MDD -0.8% Months 5M (3%)	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MACD neg	CAGR 1.4% \| Win 68% Sharpe 1.83 \| Sortino 4.35 \| Calmar 2.6 Vol 1% \| MDD -0.5% Months 25M (13%)	CAGR 1.6% \| Win 57% Sharpe 1.45 \| Sortino 3.86 \| Calmar 3.4 Vol 1% \| MDD -0.5% Months 7M (4%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)
RSI only	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.1% \| Win 68% Sharpe 1.02 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 65M (33%)	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MACD neg	-	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.6% \| Win 93% Sharpe 2.26 \| Sortino 0.72 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 116M (60%)	CAGR 1.0% \| Win 64% Sharpe 0.83 \| Sortino 1.44 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 47M (24%)	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MACD neg	CAGR 2.2% \| Win 73% Sharpe 2.37 \| Sortino 5.88 \| Calmar 7.3 Vol 1% \| MDD -0.3% Months 15M (8%)	CAGR 0.9% \| Win 59% Sharpe 1.12 \| Sortino 2.42 \| Calmar 1.8 Vol 1% \| MDD -0.5% Months 17M (9%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.2% \| Win 86% Sharpe 1.89 \| Sortino 1.07 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 159M (82%)	CAGR -1.5% \| Win 25% Sharpe -1.32 \| Sortino -1.89 \| Calmar -3.4 Vol 1% \| MDD -0.4% Months 4M (2%)	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MACD neg	CAGR 1.0% \| Win 64% Sharpe 1.77 \| Sortino 3.10 \| Calmar 1.8 Vol 0% \| MDD -0.5% Months 25M (13%)	CAGR 3.3% \| Win 71% Sharpe 2.24 \| Sortino 15.29 \| Calmar 6.9 Vol 2% \| MDD -0.5% Months 7M (4%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.1% \| Win 69% Sharpe 1.42 \| Sortino 1.89 \| Calmar 0.7 Vol 1% \| MDD -1.5% Months 85M (44%)	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)
RSI neg	-	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 91% Sharpe 2.25 \| Sortino 0.89 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 130M (67%)	CAGR 0.8% \| Win 66% Sharpe 0.98 \| Sortino 1.23 \| Calmar 0.5 Vol 1% \| MDD -1.5% Months 53M (27%)	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)
RSI neg	CAGR 5.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.9% \| Win 46% Sharpe 0.90 \| Sortino 3.25 \| Calmar 2.5 Vol 2% \| MDD -0.8% Months 11M (6%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.0% \| Win 83% Sharpe 1.87 \| Sortino 1.10 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 181M (93%)	CAGR 6.9% \| Win 100% Sharpe 4.05 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)
RSI neg	CAGR 8.0% \| Win 67% Sharpe 2.28 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 0.4% \| Win 44% Sharpe 0.29 \| Sortino 0.66 \| Calmar 0.8 Vol 1% \| MDD -0.5% Months 9M (5%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.0% \| Win 97% Sharpe 2.39 \| Sortino 0.45 \| Calmar 1.1 Vol 1% \| MDD -2.7% Months 91M (47%)	CAGR 0.7% \| Win 86% Sharpe 2.22 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 7M (4%)	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)
MACDhist neg	CAGR 1.5% \| Win 78% Sharpe 2.35 \| Sortino 5.98 \| Calmar 5.0 Vol 1% \| MDD -0.3% Months 40M (20%)	CAGR 1.0% \| Win 60% Sharpe 0.86 \| Sortino 1.60 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 57M (29%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)
RSIhist only	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	-	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)
MACDhist neg	CAGR 1.2% \| Win 69% Sharpe 1.25 \| Sortino 2.10 \| Calmar 0.8 Vol 1% \| MDD -1.5% Months 86M (44%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.4% \| Win 91% Sharpe 2.21 \| Sortino 0.86 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 128M (66%)	CAGR 6.5% \| Win 100% Sharpe 5.33 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 3M (2%)	CAGR 2.5% \| Win 91% Sharpe 2.27 \| Sortino 0.90 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 131M (67%)
RSIhist neg	CAGR 1.2% \| Win 66% Sharpe 1.04 \| Sortino 1.85 \| Calmar 0.8 Vol 1% \| MDD -1.5% Months 56M (29%)	CAGR -0.3% \| Win 38% Sharpe -0.23 \| Sortino -0.48 \| Calmar -0.6 Vol 1% \| MDD -0.5% Months 8M (4%)	CAGR 1.0% \| Win 62% Sharpe 0.87 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -2.3% Months 64M (33%)
LWTI only	CAGR 2.1% \| Win 83% Sharpe 1.84 \| Sortino 1.17 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 184M (94%)	CAGR 1.5% \| Win 55% Sharpe 1.05 \| Sortino 2.68 \| Calmar 3.2 Vol 2% \| MDD -0.5% Months 11M (6%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 90% Sharpe 2.29 \| Sortino 0.97 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 140M (72%)	CAGR 0.3% \| Win 65% Sharpe 0.58 \| Sortino 0.93 \| Calmar 1.1 Vol 0% \| MDD -0.2% Months 23M (12%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 5.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.9% \| Win 55% Sharpe 0.64 \| Sortino 1.21 \| Calmar 0.4 Vol 2% \| MDD -2.2% Months 31M (16%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
SLmean only	CAGR 2.6% \| Win 90% Sharpe 2.32 \| Sortino 0.98 \| Calmar 0.9 Vol 1% \| MDD -2.7% Months 141M (72%)	CAGR 0.6% \| Win 59% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 1% \| MDD -2.3% Months 54M (28%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 86% Sharpe 2.06 \| Sortino 1.07 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 162M (83%)	CAGR 8.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.7% \| Win 40% Sharpe 0.42 \| Sortino 0.93 \| Calmar 0.3 Vol 2% \| MDD -2.2% Months 20M (10%)	CAGR 1.6% \| Win 83% Sharpe 3.29 \| Sortino 5.26 \| Calmar 9.8 Vol 0% \| MDD -0.2% Months 12M (6%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
RSmean only	CAGR 2.0% \| Win 81% Sharpe 1.74 \| Sortino 1.20 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 182M (93%)	CAGR 2.1% \| Win 85% Sharpe 2.98 \| Sortino 6.95 \| Calmar 12.9 Vol 1% \| MDD -0.2% Months 13M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 89% Sharpe 2.13 \| Sortino 0.97 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 151M (77%)	CAGR 1.5% \| Win 58% Sharpe 1.42 \| Sortino 3.88 \| Calmar 2.9 Vol 1% \| MDD -0.5% Months 12M (6%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.4% \| Win 33% Sharpe 0.18 \| Sortino 0.44 \| Calmar 0.2 Vol 2% \| MDD -2.2% Months 12M (6%)	CAGR 1.5% \| Win 70% Sharpe 1.99 \| Sortino 3.99 \| Calmar 3.1 Vol 1% \| MDD -0.5% Months 20M (10%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
MACD only	CAGR 2.1% \| Win 85% Sharpe 1.80 \| Sortino 1.09 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	CAGR 1.5% \| Win 66% Sharpe 1.74 \| Sortino 4.14 \| Calmar 2.1 Vol 1% \| MDD -0.7% Months 32M (16%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)	-	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	CAGR 0.4% \| Win 60% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.3 Vol 1% \| MDD -1.4% Months 20M (10%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
RSI only	CAGR 2.0% \| Win 84% Sharpe 1.90 \| Sortino 1.13 \| Calmar 0.7 Vol 1% \| MDD -2.7% Months 183M (94%)	CAGR 2.2% \| Win 50% Sharpe 1.08 \| Sortino 3.77 \| Calmar 2.9 Vol 2% \| MDD -0.8% Months 12M (6%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.3% \| Win 72% Sharpe 1.85 \| Sortino 4.83 \| Calmar 2.5 Vol 1% \| MDD -0.5% Months 65M (33%)	CAGR 2.2% \| Win 86% Sharpe 2.08 \| Sortino 1.08 \| Calmar 0.8 Vol 1% \| MDD -2.7% Months 163M (84%)
MRmean neg	-	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)	CAGR 1.1% \| Win 56% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 2% \| MDD -2.2% Months 32M (16%)
MACDhist only	CAGR 2.8% \| Win 96% Sharpe 2.32 \| Sortino 0.53 \| Calmar 1.0 Vol 1% \| MDD -2.7% Months 98M (50%)	CAGR 1.2% \| Win 67% Sharpe 1.22 \| Sortino 2.10 \| Calmar 0.5 Vol 1% \| MDD -2.3% Months 97M (50%)