MOO - VanEck Agribusiness ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

131.8%

Best CAGR

Total Months

7.3%

Avg CAGR

MOO 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 MOO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	3	1.3	131.8	100.0	4.0	0.0	0.0	22.1	0.0
pair	RSI	MACDhist	neg-pos	3	1.3	131.8	100.0	4.0	0.0	0.0	22.1	0.0
pair	MACDhist	RSmean	neg-pos	3	1.3	49.8	100.0	4.8	0.0	0.0	8.6	0.0
pair	RSmean	MACDhist	neg-pos	3	1.3	49.8	100.0	4.8	0.0	0.0	8.6	0.0
pair	MRmean	SLmean	neg-pos	16	7.2	41.3	75.0	1.7	4.0	3.6	21.7	-11.5
pair	SLmean	MRmean	neg-pos	16	7.2	41.3	75.0	1.7	4.0	3.6	21.7	-11.5
pair	MACDhist	LWTI	pos-neg	3	1.3	41.1	33.3	1.3	54.9	25.0	29.5	-1.6
pair	LWTI	MACDhist	pos-neg	3	1.3	41.1	33.3	1.3	54.9	25.0	29.5	-1.6
pair	MACDhist	MRmean	neg-pos	2	0.9	40.6	50.0	0.8	0.0	5.3	54.6	-7.7
pair	MRmean	MACDhist	neg-pos	2	0.9	40.6	50.0	0.8	0.0	5.3	54.6	-7.7
pair	MACD	MACDhist	neg-pos	14	6.3	36.3	64.3	1.9	14.6	7.6	17.2	-4.7
pair	MACDhist	MACD	neg-pos	14	6.3	36.3	64.3	1.9	14.6	7.6	17.2	-4.7
pair	MACD	RSmean	neg-pos	7	3.1	29.8	100.0	2.1	0.0	0.0	12.6	0.0
pair	RSmean	MACD	neg-pos	7	3.1	29.8	100.0	2.1	0.0	0.0	12.6	0.0
pair	RSI	MACD	pos-neg	20	9.0	27.8	70.0	1.0	2.0	2.0	27.2	-14.2
pair	MACD	RSI	pos-neg	20	9.0	27.8	70.0	1.0	2.0	2.0	27.2	-14.2
pair	SLmean	RSI	pos-neg	20	9.0	27.4	65.0	1.1	3.5	1.7	23.4	-16.5
pair	RSI	SLmean	pos-neg	20	9.0	27.4	65.0	1.1	3.5	1.7	23.4	-16.5
pair	MRmean	RSmean	pos-neg	7	3.1	27.1	85.7	2.4	0.0	7.8	10.5	-3.5
pair	RSmean	MRmean	pos-neg	7	3.1	27.1	85.7	2.4	0.0	7.8	10.5	-3.5
pair	RSIhist	RSmean	neg-pos	5	2.2	23.3	80.0	1.5	0.0	4.8	14.3	-4.9
pair	RSmean	RSIhist	neg-pos	5	2.2	23.3	80.0	1.5	0.0	4.8	14.3	-4.9
pair	RSmean	RSI	pos-neg	58	26.0	21.0	67.2	0.9	1.1	1.5	26.2	-14.2
pair	RSI	RSmean	pos-neg	58	26.0	21.0	67.2	0.9	1.1	1.5	26.2	-14.2
pair	LWTI	MRmean	neg-neg	29	13.0	19.8	69.0	0.9	1.7	1.5	21.5	-13.0
pair	MRmean	LWTI	neg-neg	29	13.0	19.8	69.0	0.9	1.7	1.5	21.5	-13.0
pair	LWTI	RSI	neg-neg	32	14.3	17.9	68.8	0.9	2.0	1.9	20.3	-9.7
pair	RSI	LWTI	neg-neg	32	14.3	17.9	68.8	0.9	2.0	1.9	20.3	-9.7
pair	RSIhist	LWTI	neg-neg	24	10.8	17.1	62.5	0.8	1.9	1.1	21.4	-16.1
pair	LWTI	RSIhist	neg-neg	24	10.8	17.1	62.5	0.8	1.9	1.1	21.4	-16.1
pair	MACD	LWTI	neg-neg	32	14.3	16.7	65.6	0.9	2.3	2.1	18.9	-8.0
pair	LWTI	MACD	neg-neg	32	14.3	16.7	65.6	0.9	2.3	2.1	18.9	-8.0
pair	RSI	RSIhist	neg-pos	16	7.2	15.7	62.5	0.9	1.8	2.2	17.4	-7.2
pair	RSIhist	RSI	neg-pos	16	7.2	15.7	62.5	0.9	1.8	2.2	17.4	-7.2
pair	RSmean	RSI	neg-pos	19	8.5	15.1	68.4	0.7	1.3	0.8	23.1	-19.3
pair	RSI	RSmean	neg-pos	19	8.5	15.1	68.4	0.7	1.3	0.8	23.1	-19.3
pair	MRmean	RSmean	neg-pos	66	29.6	14.9	63.6	0.7	0.9	0.7	25.6	-20.8
pair	RSmean	MRmean	neg-pos	66	29.6	14.9	63.6	0.7	0.9	0.7	25.6	-20.8
pair	MACD	SLmean	pos-neg	34	15.2	14.8	55.9	0.8	2.2	0.8	20.2	-19.2
pair	SLmean	MACD	pos-neg	34	15.2	14.8	55.9	0.8	2.2	0.8	20.2	-19.2
pair	SLmean	LWTI	pos-neg	27	12.1	14.8	55.6	0.8	2.1	1.0	21.0	-15.0
pair	LWTI	SLmean	pos-neg	27	12.1	14.8	55.6	0.8	2.1	1.0	21.0	-15.0
pair	RSmean	LWTI	pos-neg	42	18.8	14.5	59.5	0.8	1.5	0.9	20.2	-16.1
pair	LWTI	RSmean	pos-neg	42	18.8	14.5	59.5	0.8	1.5	0.9	20.2	-16.1
pair	MACD	RSmean	pos-neg	54	24.2	14.2	61.1	0.7	0.8	1.5	23.1	-9.3
pair	RSmean	MACD	pos-neg	54	24.2	14.2	61.1	0.7	0.8	1.5	23.1	-9.3
pair	MACD	RSIhist	neg-pos	34	15.2	13.9	58.8	0.9	1.9	1.9	15.8	-7.3
pair	RSIhist	MACD	neg-pos	34	15.2	13.9	58.8	0.9	1.9	1.9	15.8	-7.3
pair	MRmean	RSI	neg-neg	54	24.2	13.5	66.7	0.6	0.7	0.3	30.3	-48.9
pair	RSI	MRmean	neg-neg	54	24.2	13.5	66.7	0.6	0.7	0.3	30.3	-48.9
pair	SLmean	RSIhist	pos-neg	31	13.9	12.4	61.3	0.7	1.1	0.6	19.6	-21.5
pair	RSIhist	SLmean	pos-neg	31	13.9	12.4	61.3	0.7	1.1	0.6	19.6	-21.5
pair	RSmean	SLmean	pos-neg	10	4.5	12.3	80.0	1.1	3.6	1.5	11.4	-8.2
pair	SLmean	RSmean	pos-neg	10	4.5	12.3	80.0	1.1	3.6	1.5	11.4	-8.2
pair	MRmean	MACD	neg-pos	41	18.4	11.8	63.4	0.6	0.9	0.6	23.2	-20.8
pair	MACD	MRmean	neg-pos	41	18.4	11.8	63.4	0.6	0.9	0.6	23.2	-20.8
single	RSI	RSI	neg-neg	65	29.1	11.8	64.6	0.5	0.6	0.2	28.5	-48.9
single	LWTI	LWTI	neg-neg	47	21.1	11.6	59.6	0.7	1.3	0.7	19.5	-16.1
pair	MACDhist	SLmean	pos-neg	56	25.1	10.9	60.7	0.7	1.2	0.5	18.0	-22.6
pair	SLmean	MACDhist	pos-neg	56	25.1	10.9	60.7	0.7	1.2	0.5	18.0	-22.6
pair	RSI	RSIhist	neg-neg	49	22.0	10.5	65.3	0.5	0.6	0.2	31.5	-48.9
pair	RSIhist	RSI	neg-neg	49	22.0	10.5	65.3	0.5	0.6	0.2	31.5	-48.9
pair	MACDhist	RSIhist	pos-pos	73	32.7	10.0	56.2	0.8	1.7	0.4	13.8	-25.0
pair	RSIhist	MACDhist	pos-pos	73	32.7	10.0	56.2	0.8	1.7	0.4	13.8	-25.0
pair	LWTI	MACDhist	neg-neg	44	19.7	9.9	61.4	0.6	1.1	0.6	19.0	-16.6
pair	MACDhist	LWTI	neg-neg	44	19.7	9.9	61.4	0.6	1.1	0.6	19.0	-16.6
single	SLmean	SLmean	pos-pos	141	63.2	9.4	57.4	0.7	1.1	0.3	15.9	-34.2
pair	RSmean	SLmean	pos-pos	131	58.7	9.2	55.7	0.6	1.1	0.3	16.2	-29.4
pair	SLmean	RSmean	pos-pos	131	58.7	9.2	55.7	0.6	1.1	0.3	16.2	-29.4
pair	MRmean	MACD	pos-neg	29	13.0	8.8	55.2	0.6	1.4	0.9	15.8	-10.2
pair	MACD	MRmean	pos-neg	29	13.0	8.8	55.2	0.6	1.4	0.9	15.8	-10.2
pair	SLmean	RSIhist	pos-pos	110	49.3	8.5	56.4	0.6	1.1	0.4	14.7	-21.9
pair	RSIhist	SLmean	pos-pos	110	49.3	8.5	56.4	0.6	1.1	0.4	14.7	-21.9
pair	MACDhist	SLmean	pos-pos	85	38.1	8.4	55.3	0.6	1.1	0.3	14.4	-27.6
pair	SLmean	MACDhist	pos-pos	85	38.1	8.4	55.3	0.6	1.1	0.3	14.4	-27.6
pair	SLmean	LWTI	pos-pos	114	51.1	8.2	57.9	0.6	0.9	0.3	14.5	-25.0
pair	MACDhist	MACD	pos-neg	65	29.1	8.2	61.5	0.5	0.7	0.4	20.4	-21.2
pair	MACD	MACDhist	pos-neg	65	29.1	8.2	61.5	0.5	0.7	0.4	20.4	-21.2
pair	LWTI	SLmean	pos-pos	114	51.1	8.2	57.9	0.6	0.9	0.3	14.5	-25.0
pair	LWTI	RSIhist	pos-pos	91	40.8	8.0	56.0	0.6	1.0	0.4	14.3	-19.1
pair	RSIhist	LWTI	pos-pos	91	40.8	8.0	56.0	0.6	1.0	0.4	14.3	-19.1
pair	MACDhist	RSI	neg-neg	62	27.8	7.9	62.9	0.4	0.5	0.2	28.6	-48.9
pair	RSI	MACDhist	neg-neg	62	27.8	7.9	62.9	0.4	0.5	0.2	28.6	-48.9
single	MRmean	MRmean	neg-neg	85	38.1	7.8	61.2	0.4	0.5	0.1	27.7	-58.8
pair	RSIhist	MRmean	neg-neg	77	34.5	7.8	61.0	0.4	0.5	0.1	28.4	-58.8
pair	MRmean	RSIhist	neg-neg	77	34.5	7.8	61.0	0.4	0.5	0.1	28.4	-58.8
pair	MACD	SLmean	pos-pos	107	48.0	7.7	57.9	0.6	0.9	0.3	14.3	-23.0
pair	SLmean	MACD	pos-pos	107	48.0	7.7	57.9	0.6	0.9	0.3	14.3	-23.0
pair	MACDhist	RSmean	pos-neg	101	45.3	7.6	59.4	0.4	0.6	0.4	22.3	-21.2
pair	RSmean	MACDhist	pos-neg	101	45.3	7.6	59.4	0.4	0.6	0.4	22.3	-21.2
pair	RSIhist	MRmean	pos-pos	106	47.5	7.6	55.7	0.6	1.0	0.3	14.6	-21.8
single	RSIhist	RSIhist	pos-pos	114	51.1	7.6	56.1	0.6	1.0	0.3	14.9	-22.1
pair	SLmean	LWTI	neg-neg	20	9.0	7.6	65.0	0.5	0.7	0.5	17.7	-15.1
pair	LWTI	SLmean	neg-neg	20	9.0	7.6	65.0	0.5	0.7	0.5	17.7	-15.1
pair	MRmean	RSIhist	pos-pos	106	47.5	7.6	55.7	0.6	1.0	0.3	14.6	-21.8
pair	RSIhist	MRmean	neg-pos	8	3.6	7.2	62.5	0.4	0.5	0.7	20.8	-10.2
pair	MRmean	RSIhist	neg-pos	8	3.6	7.2	62.5	0.4	0.5	0.7	20.8	-10.2
pair	MRmean	MACDhist	neg-neg	83	37.2	7.1	61.4	0.4	0.5	0.1	27.3	-58.8
pair	MACDhist	MRmean	neg-neg	83	37.2	7.1	61.4	0.4	0.5	0.1	27.3	-58.8
pair	MACD	RSI	neg-pos	28	12.6	7.0	50.0	0.4	0.8	0.3	21.0	-21.8
pair	RSI	MACD	neg-pos	28	12.6	7.0	50.0	0.4	0.8	0.3	21.0	-21.8
pair	RSIhist	RSmean	pos-pos	109	48.9	6.9	55.0	0.5	0.9	0.4	15.0	-19.3
pair	RSmean	RSIhist	pos-pos	109	48.9	6.9	55.0	0.5	0.9	0.4	15.0	-19.3
pair	RSI	SLmean	pos-pos	121	54.3	6.7	56.2	0.5	0.8	0.2	14.2	-27.4
pair	SLmean	RSI	pos-pos	121	54.3	6.7	56.2	0.5	0.8	0.2	14.2	-27.4
single	MACDhist	MACDhist	pos-pos	99	44.4	6.4	56.6	0.5	0.7	0.1	16.3	-45.0
single	RSmean	RSmean	pos-pos	197	88.3	6.4	57.4	0.4	0.6	0.2	19.6	-30.0
pair	RSIhist	RSI	pos-pos	98	43.9	6.3	55.1	0.5	0.8	0.3	14.6	-19.1
pair	RSI	RSIhist	pos-pos	98	43.9	6.3	55.1	0.5	0.8	0.3	14.6	-19.1
pair	LWTI	RSIhist	pos-neg	23	10.3	6.2	56.5	0.4	0.7	0.6	17.6	-11.4
pair	RSIhist	LWTI	pos-neg	23	10.3	6.2	56.5	0.4	0.7	0.6	17.6	-11.4
pair	LWTI	RSI	neg-pos	33	14.8	6.1	60.6	0.3	0.4	0.1	35.0	-48.9
pair	RSI	LWTI	neg-pos	33	14.8	6.1	60.6	0.3	0.4	0.1	35.0	-48.9
single	MACD	MACD	neg-neg	73	32.7	6.0	57.5	0.4	0.4	0.1	26.2	-58.8
pair	SLmean	MRmean	pos-pos	125	56.1	5.9	55.2	0.5	0.7	0.2	14.8	-36.0
pair	MRmean	SLmean	pos-pos	125	56.1	5.9	55.2	0.5	0.7	0.2	14.8	-36.0
pair	MRmean	MACDhist	pos-pos	97	43.5	5.8	56.7	0.4	0.6	0.1	15.4	-45.0
pair	MACDhist	MRmean	pos-pos	97	43.5	5.8	56.7	0.4	0.6	0.1	15.4	-45.0
pair	RSmean	RSIhist	pos-neg	88	39.5	5.8	60.2	0.4	0.5	0.2	24.3	-23.1
pair	RSIhist	RSmean	pos-neg	88	39.5	5.8	60.2	0.4	0.5	0.2	24.3	-23.1
pair	SLmean	RSI	neg-neg	45	20.2	5.5	64.4	0.3	0.4	0.1	30.7	-48.9
pair	RSI	SLmean	neg-neg	45	20.2	5.5	64.4	0.3	0.4	0.1	30.7	-48.9
pair	LWTI	MACDhist	pos-pos	96	43.0	5.5	57.3	0.4	0.6	0.1	15.9	-43.9
pair	MACDhist	LWTI	pos-pos	96	43.0	5.5	57.3	0.4	0.6	0.1	15.9	-43.9
pair	RSI	MACD	neg-neg	45	20.2	5.3	62.2	0.3	0.3	0.1	29.2	-48.9
pair	MACD	RSI	neg-neg	45	20.2	5.3	62.2	0.3	0.3	0.1	29.2	-48.9
pair	RSmean	MACDhist	pos-pos	96	43.0	5.3	55.2	0.4	0.6	0.1	16.4	-45.3
pair	MACDhist	RSmean	pos-pos	96	43.0	5.3	55.2	0.4	0.6	0.1	16.4	-45.3
pair	LWTI	MACD	pos-pos	135	60.5	5.1	59.3	0.4	0.5	0.2	17.7	-25.3
pair	MACD	LWTI	pos-pos	135	60.5	5.1	59.3	0.4	0.5	0.2	17.7	-25.3
pair		benchmark___benchmark_	benchmark-benchmark	223	100.0	5.1	57.8	0.3	0.4	0.1	21.0	-58.8
pair	benchmark___benchmark_		benchmark-benchmark	223	100.0	5.1	57.8	0.3	0.4	0.1	21.0	-58.8
pair	RSIhist	MACD	pos-pos	80	35.9	5.1	55.0	0.4	0.6	0.3	14.6	-19.1
pair	MACD	RSIhist	pos-pos	80	35.9	5.1	55.0	0.4	0.6	0.3	14.6	-19.1
single	MACD	MACD	pos-pos	150	67.3	4.7	58.0	0.3	0.5	0.2	18.0	-29.3
pair	RSIhist	MACDhist	neg-neg	83	37.2	4.4	60.2	0.3	0.4	0.1	27.0	-58.8
pair	LWTI	RSmean	pos-pos	155	69.5	4.4	56.8	0.3	0.4	0.1	19.5	-30.0
pair	RSmean	LWTI	pos-pos	155	69.5	4.4	56.8	0.3	0.4	0.1	19.5	-30.0
pair	MACDhist	RSIhist	neg-neg	83	37.2	4.4	60.2	0.3	0.4	0.1	27.0	-58.8
pair	MACD	RSIhist	pos-neg	70	31.4	4.3	61.4	0.3	0.4	0.2	21.2	-22.0
pair	RSIhist	MACD	pos-neg	70	31.4	4.3	61.4	0.3	0.4	0.2	21.2	-22.0
pair	MRmean	MACD	neg-neg	44	19.7	4.1	59.1	0.3	0.3	0.1	31.5	-58.8
pair	LWTI	MRmean	pos-pos	120	53.8	4.1	57.5	0.3	0.5	0.1	15.6	-27.3
pair	MRmean	LWTI	pos-pos	120	53.8	4.1	57.5	0.3	0.5	0.1	15.6	-27.3
pair	MACD	MRmean	neg-neg	44	19.7	4.1	59.1	0.3	0.3	0.1	31.5	-58.8
single	MACDhist	MACDhist	neg-neg	124	55.6	4.1	58.9	0.3	0.4	0.1	24.1	-58.8
pair	RSI	MACDhist	pos-pos	96	43.0	3.9	55.2	0.3	0.4	0.1	15.7	-45.0
pair	MACDhist	RSI	pos-pos	96	43.0	3.9	55.2	0.3	0.4	0.1	15.7	-45.0
pair	MACD	RSmean	pos-pos	143	64.1	3.6	55.9	0.3	0.4	0.1	18.2	-30.0
pair	RSmean	MACD	pos-pos	143	64.1	3.6	55.9	0.3	0.4	0.1	18.2	-30.0
pair	RSI	MRmean	pos-pos	127	57.0	3.6	55.9	0.3	0.4	0.1	15.4	-29.4
pair	MRmean	RSI	pos-pos	127	57.0	3.6	55.9	0.3	0.4	0.1	15.4	-29.4
pair	MACDhist	RSIhist	neg-pos	41	18.4	3.5	56.1	0.3	0.4	0.1	17.0	-24.3
pair	RSIhist	MACDhist	neg-pos	41	18.4	3.5	56.1	0.3	0.4	0.1	17.0	-24.3
single	MRmean	MRmean	pos-pos	138	61.9	3.5	55.8	0.3	0.4	0.1	15.6	-35.6
single	LWTI	LWTI	pos-pos	176	78.9	3.5	57.4	0.3	0.3	0.1	21.4	-58.8
pair	MRmean	RSI	pos-neg	11	4.9	3.4	54.5	0.3	0.6	0.3	18.1	-10.1
pair	RSI	MRmean	pos-neg	11	4.9	3.4	54.5	0.3	0.6	0.3	18.1	-10.1
pair	LWTI	RSI	pos-pos	143	64.1	2.9	56.6	0.2	0.3	0.1	16.9	-28.5
pair	RSI	LWTI	pos-pos	143	64.1	2.9	56.6	0.2	0.3	0.1	16.9	-28.5
single	RSIhist	RSIhist	neg-neg	109	48.9	2.6	59.6	0.2	0.3	0.0	25.9	-58.8
single	RSI	RSI	pos-pos	158	70.9	2.5	55.1	0.2	0.3	0.1	16.9	-34.8
pair	RSmean	MRmean	pos-pos	131	58.7	2.4	54.2	0.2	0.3	0.1	15.8	-34.3
pair	MRmean	RSmean	pos-pos	131	58.7	2.4	54.2	0.2	0.3	0.1	15.8	-34.3
pair	MACD	MACDhist	pos-pos	85	38.1	2.2	55.3	0.2	0.3	0.1	16.0	-43.2
pair	MACDhist	MACD	pos-pos	85	38.1	2.2	55.3	0.2	0.3	0.1	16.0	-43.2
pair	MRmean	MACD	pos-pos	109	48.9	2.2	56.0	0.2	0.3	0.1	15.6	-28.4
pair	MACD	MRmean	pos-pos	109	48.9	2.2	56.0	0.2	0.3	0.1	15.6	-28.4
pair	LWTI	MRmean	neg-pos	56	25.1	2.0	57.1	0.2	0.3	0.0	30.5	-58.8
pair	MRmean	LWTI	neg-pos	56	25.1	2.0	57.1	0.2	0.3	0.0	30.5	-58.8
pair	RSI	MACD	pos-pos	130	58.3	1.6	56.2	0.2	0.2	0.1	16.0	-34.2
pair	MACD	RSI	pos-pos	130	58.3	1.6	56.2	0.2	0.2	0.1	16.0	-34.2
pair	MACD	LWTI	pos-neg	15	6.7	1.6	46.7	0.2	0.3	0.1	21.1	-16.1
pair	LWTI	MACD	pos-neg	15	6.7	1.6	46.7	0.2	0.3	0.1	21.1	-16.1
pair	MRmean	SLmean	neg-neg	69	30.9	1.2	58.0	0.2	0.2	0.0	28.7	-58.8
pair	SLmean	MRmean	neg-neg	69	30.9	1.2	58.0	0.2	0.2	0.0	28.7	-58.8
pair	RSmean	SLmean	neg-pos	66	29.6	1.2	60.6	0.2	0.2	0.1	25.2	-25.8
pair	SLmean	RSmean	neg-pos	66	29.6	1.2	60.6	0.2	0.2	0.1	25.2	-25.8
pair	LWTI	MACDhist	neg-pos	80	35.9	1.1	57.5	0.2	0.2	0.0	26.6	-58.8
pair	MACDhist	LWTI	neg-pos	80	35.9	1.1	57.5	0.2	0.2	0.0	26.6	-58.8
pair	RSmean	RSI	pos-pos	139	62.3	0.9	53.2	0.1	0.2	0.0	16.0	-35.2
pair	RSI	RSmean	pos-pos	139	62.3	0.9	53.2	0.1	0.2	0.0	16.0	-35.2
pair	RSI	MACDhist	pos-neg	62	27.8	0.5	54.8	0.1	0.2	0.0	18.8	-37.8
pair	MACDhist	RSI	pos-neg	62	27.8	0.5	54.8	0.1	0.2	0.0	18.8	-37.8
pair	MACD	MACDhist	neg-neg	59	26.5	-0.2	55.9	0.1	0.2	-0.0	27.8	-58.8
pair	MACDhist	MACD	neg-neg	59	26.5	-0.2	55.9	0.1	0.2	-0.0	27.8	-58.8
pair	LWTI	MRmean	pos-neg	18	8.1	-0.3	44.4	0.1	0.1	-0.0	15.6	-11.8
pair	MRmean	LWTI	pos-neg	18	8.1	-0.3	44.4	0.1	0.1	-0.0	15.6	-11.8
pair	MACD	RSIhist	neg-neg	39	17.5	-0.5	56.4	0.2	0.2	-0.0	32.9	-58.8
pair	RSIhist	MACD	neg-neg	39	17.5	-0.5	56.4	0.2	0.2	-0.0	32.9	-58.8
pair	LWTI	RSI	pos-neg	15	6.7	-0.7	40.0	0.0	0.1	-0.1	17.7	-13.2
pair	RSI	LWTI	pos-neg	15	6.7	-0.7	40.0	0.0	0.1	-0.1	17.7	-13.2
pair	SLmean	MACDhist	neg-neg	68	30.5	-1.1	57.4	0.1	0.1	-0.0	28.3	-58.8
pair	MACDhist	SLmean	neg-neg	68	30.5	-1.1	57.4	0.1	0.1	-0.0	28.3	-58.8
pair	RSIhist	SLmean	neg-neg	78	35.0	-1.1	59.0	0.1	0.1	-0.0	28.1	-58.8
pair	SLmean	RSIhist	neg-neg	78	35.0	-1.1	59.0	0.1	0.1	-0.0	28.1	-58.8
pair	SLmean	MACD	neg-neg	39	17.5	-1.2	59.0	0.1	0.1	-0.0	30.7	-58.8
pair	MACD	SLmean	neg-neg	39	17.5	-1.2	59.0	0.1	0.1	-0.0	30.7	-58.8
pair	RSIhist	LWTI	neg-pos	85	38.1	-1.2	58.8	0.1	0.1	-0.0	27.1	-60.4
pair	LWTI	RSIhist	neg-pos	85	38.1	-1.2	58.8	0.1	0.1	-0.0	27.1	-60.4
pair	MRmean	RSI	neg-pos	31	13.9	-1.6	51.6	0.0	0.1	-0.1	22.4	-31.3
pair	RSI	MRmean	neg-pos	31	13.9	-1.6	51.6	0.0	0.1	-0.1	22.4	-31.3
pair	MRmean	MACDhist	pos-neg	41	18.4	-1.6	53.7	-0.0	-0.0	-0.1	15.9	-25.5
pair	MACDhist	MRmean	pos-neg	41	18.4	-1.6	53.7	-0.0	-0.0	-0.1	15.9	-25.5
pair	MACD	LWTI	neg-pos	41	18.4	-1.7	51.2	0.1	0.1	-0.0	30.9	-58.8
pair	LWTI	MACD	neg-pos	41	18.4	-1.7	51.2	0.1	0.1	-0.0	30.9	-58.8
single	SLmean	SLmean	neg-neg	82	36.8	-1.8	58.5	0.1	0.1	-0.0	27.7	-58.8
pair	MACD	SLmean	neg-pos	43	19.3	-2.3	58.1	0.0	0.1	-0.1	25.0	-21.4
pair	SLmean	MACD	neg-pos	43	19.3	-2.3	58.1	0.0	0.1	-0.1	25.0	-21.4
pair	LWTI	RSmean	neg-pos	21	9.4	-3.0	61.9	0.1	0.1	-0.1	32.7	-41.3
pair	RSmean	LWTI	neg-pos	21	9.4	-3.0	61.9	0.1	0.1	-0.1	32.7	-41.3
pair	RSIhist	MACDhist	pos-neg	26	11.7	-3.1	57.7	-0.0	-0.0	-0.1	22.1	-27.8
pair	MACDhist	RSIhist	pos-neg	26	11.7	-3.1	57.7	-0.0	-0.0	-0.1	22.1	-27.8
pair	RSI	RSIhist	pos-neg	60	26.9	-3.4	55.0	-0.1	-0.1	-0.1	20.2	-39.8
pair	RSIhist	RSI	pos-neg	60	26.9	-3.4	55.0	-0.1	-0.1	-0.1	20.2	-39.8
single	RSmean	RSmean	neg-neg	26	11.7	-4.3	61.5	0.0	0.0	-0.1	29.6	-41.3
pair	LWTI	SLmean	neg-pos	62	27.8	-4.7	56.5	0.0	0.0	-0.1	30.3	-58.9
pair	SLmean	LWTI	neg-pos	62	27.8	-4.7	56.5	0.0	0.0	-0.1	30.3	-58.9
pair	SLmean	MACDhist	neg-pos	14	6.3	-5.0	64.3	-0.1	-0.1	-0.2	25.6	-28.0
pair	MACDhist	SLmean	neg-pos	14	6.3	-5.0	64.3	-0.1	-0.1	-0.2	25.6	-28.0
pair	RSIhist	MRmean	pos-neg	32	14.3	-8.9	56.2	-0.4	-0.5	-0.3	18.4	-27.3
pair	MRmean	RSIhist	pos-neg	32	14.3	-8.9	56.2	-0.4	-0.5	-0.3	18.4	-27.3
pair	RSmean	LWTI	neg-neg	5	2.2	-9.4	60.0	-0.8	-2.7	-1.1	11.9	-8.2
pair	LWTI	RSmean	neg-neg	5	2.2	-9.4	60.0	-0.8	-2.7	-1.1	11.9	-8.2
pair	MACDhist	RSmean	neg-neg	23	10.3	-9.7	56.5	-0.2	-0.2	-0.2	31.1	-41.3
pair	RSmean	MACDhist	neg-neg	23	10.3	-9.7	56.5	-0.2	-0.2	-0.2	31.1	-41.3
pair	RSIhist	RSmean	neg-neg	21	9.4	-9.9	57.1	-0.1	-0.2	-0.2	32.3	-41.3
pair	RSmean	RSIhist	neg-neg	21	9.4	-9.9	57.1	-0.1	-0.2	-0.2	32.3	-41.3
pair	RSI	SLmean	neg-pos	37	16.6	-10.0	51.4	-0.3	-0.5	-0.2	23.7	-46.1
pair	SLmean	RSI	neg-pos	37	16.6	-10.0	51.4	-0.3	-0.5	-0.2	23.7	-46.1
pair	RSmean	SLmean	neg-neg	16	7.2	-13.4	50.0	-0.2	-0.3	-0.3	37.0	-41.3
pair	SLmean	RSmean	neg-neg	16	7.2	-13.4	50.0	-0.2	-0.3	-0.3	37.0	-41.3
pair	RSmean	MRmean	neg-neg	19	8.5	-13.8	52.6	-0.3	-0.3	-0.3	34.0	-42.0
pair	MRmean	RSmean	neg-neg	19	8.5	-13.8	52.6	-0.3	-0.3	-0.3	34.0	-42.0
pair	MACD	RSmean	neg-neg	19	8.5	-14.5	47.4	-0.3	-0.4	-0.3	33.7	-45.4
pair	RSmean	MACD	neg-neg	19	8.5	-14.5	47.4	-0.3	-0.4	-0.3	33.7	-45.4
pair	RSIhist	SLmean	neg-pos	4	1.8	-15.1	50.0	-0.7	-0.6	-73.4	21.4	-0.2
pair	SLmean	RSIhist	neg-pos	4	1.8	-15.1	50.0	-0.7	-0.6	-73.4	21.4	-0.2
pair	SLmean	MRmean	pos-neg	13	5.8	-16.3	61.5	-0.7	-0.8	-0.6	21.7	-27.7
pair	MRmean	SLmean	pos-neg	13	5.8	-16.3	61.5	-0.7	-0.8	-0.6	21.7	-27.7
pair	RSmean	RSI	neg-neg	7	3.1	-41.9	42.9	-1.1	-1.1	-1.1	42.3	-37.7
pair	RSI	RSmean	neg-neg	7	3.1	-41.9	42.9	-1.1	-1.1	-1.1	42.3	-37.7

All Contingency Tables for MOO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 55% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -36.0% Months 125M (56%)	CAGR -16.3% \| Win 62% Sharpe -0.71 \| Sortino -0.77 \| Calmar -0.6 Vol 22% \| MDD -27.7% Months 13M (6%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 41.3% \| Win 75% Sharpe 1.71 \| Sortino 4.01 \| Calmar 3.6 Vol 22% \| MDD -11.5% Months 16M (7%)	CAGR 1.2% \| Win 58% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -58.8% Months 69M (31%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
SLmean only	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 54% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -34.3% Months 131M (59%)	CAGR 27.1% \| Win 86% Sharpe 2.35 \| Sortino 0.00 \| Calmar 7.8 Vol 10% \| MDD -3.5% Months 7M (3%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 14.9% \| Win 64% Sharpe 0.68 \| Sortino 0.88 \| Calmar 0.7 Vol 26% \| MDD -20.8% Months 66M (30%)	CAGR -13.8% \| Win 53% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.3 Vol 34% \| MDD -42.0% Months 19M (8%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
RSmean only	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 16% \| MDD -28.4% Months 109M (49%)	CAGR 8.8% \| Win 55% Sharpe 0.61 \| Sortino 1.40 \| Calmar 0.9 Vol 16% \| MDD -10.2% Months 29M (13%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 11.8% \| Win 63% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.6 Vol 23% \| MDD -20.8% Months 41M (18%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.35 \| Calmar 0.1 Vol 32% \| MDD -58.8% Months 44M (20%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
MACD only	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 15% \| MDD -29.4% Months 127M (57%)	CAGR 3.4% \| Win 55% Sharpe 0.27 \| Sortino 0.61 \| Calmar 0.3 Vol 18% \| MDD -10.1% Months 11M (5%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR -1.6% \| Win 52% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.1 Vol 22% \| MDD -31.3% Months 31M (14%)	CAGR 13.5% \| Win 67% Sharpe 0.58 \| Sortino 0.66 \| Calmar 0.3 Vol 30% \| MDD -48.9% Months 54M (24%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 57% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 15% \| MDD -45.0% Months 97M (44%)	CAGR -1.6% \| Win 54% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -25.5% Months 41M (18%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 40.6% \| Win 50% Sharpe 0.77 \| Sortino 0.00 \| Calmar 5.3 Vol 55% \| MDD -7.7% Months 2M (1%)	CAGR 7.1% \| Win 61% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -58.8% Months 83M (37%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.6% \| Win 56% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.4 Vol 15% \| MDD -21.8% Months 106M (48%)	CAGR -8.9% \| Win 56% Sharpe -0.41 \| Sortino -0.45 \| Calmar -0.3 Vol 18% \| MDD -27.3% Months 32M (14%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 7.2% \| Win 62% Sharpe 0.43 \| Sortino 0.51 \| Calmar 0.7 Vol 21% \| MDD -10.2% Months 8M (4%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 77M (34%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 57% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.2 Vol 16% \| MDD -27.3% Months 120M (54%)	CAGR -0.3% \| Win 44% Sharpe 0.05 \| Sortino 0.12 \| Calmar -0.0 Vol 16% \| MDD -11.8% Months 18M (8%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 2.0% \| Win 57% Sharpe 0.23 \| Sortino 0.28 \| Calmar 0.0 Vol 30% \| MDD -58.8% Months 56M (25%)	CAGR 19.8% \| Win 69% Sharpe 0.95 \| Sortino 1.73 \| Calmar 1.5 Vol 22% \| MDD -13.0% Months 29M (13%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.2% \| Win 56% Sharpe 0.62 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -29.4% Months 131M (59%)	CAGR 12.3% \| Win 80% Sharpe 1.07 \| Sortino 3.56 \| Calmar 1.5 Vol 11% \| MDD -8.2% Months 10M (4%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR 1.2% \| Win 61% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -25.8% Months 66M (30%)	CAGR -13.4% \| Win 50% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.3 Vol 37% \| MDD -41.3% Months 16M (7%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
RSmean only	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 58% Sharpe 0.59 \| Sortino 0.88 \| Calmar 0.3 Vol 14% \| MDD -23.0% Months 107M (48%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 2.17 \| Calmar 0.8 Vol 20% \| MDD -19.2% Months 34M (15%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR -2.3% \| Win 58% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -21.4% Months 43M (19%)	CAGR -1.2% \| Win 59% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -58.8% Months 39M (18%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
MACD only	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 56% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -27.4% Months 121M (54%)	CAGR 27.4% \| Win 65% Sharpe 1.15 \| Sortino 3.46 \| Calmar 1.7 Vol 23% \| MDD -16.5% Months 20M (9%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR -10.0% \| Win 51% Sharpe -0.33 \| Sortino -0.52 \| Calmar -0.2 Vol 24% \| MDD -46.1% Months 37M (17%)	CAGR 5.5% \| Win 64% Sharpe 0.34 \| Sortino 0.37 \| Calmar 0.1 Vol 31% \| MDD -48.9% Months 45M (20%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 55% Sharpe 0.63 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -27.6% Months 85M (38%)	CAGR 10.9% \| Win 61% Sharpe 0.66 \| Sortino 1.23 \| Calmar 0.5 Vol 18% \| MDD -22.6% Months 56M (25%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR -5.0% \| Win 64% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.2 Vol 26% \| MDD -28.0% Months 14M (6%)	CAGR -1.1% \| Win 57% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 68M (30%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 56% Sharpe 0.63 \| Sortino 1.14 \| Calmar 0.4 Vol 15% \| MDD -21.9% Months 110M (49%)	CAGR 12.4% \| Win 61% Sharpe 0.69 \| Sortino 1.08 \| Calmar 0.6 Vol 20% \| MDD -21.5% Months 31M (14%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR -15.1% \| Win 50% Sharpe -0.68 \| Sortino -0.59 \| Calmar -73.4 Vol 21% \| MDD -0.2% Months 4M (2%)	CAGR -1.1% \| Win 59% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 78M (35%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.2% \| Win 58% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.3 Vol 14% \| MDD -25.0% Months 114M (51%)	CAGR 14.8% \| Win 56% Sharpe 0.76 \| Sortino 2.09 \| Calmar 1.0 Vol 21% \| MDD -15.0% Months 27M (12%)	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)
SLmean neg	CAGR -4.7% \| Win 56% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 30% \| MDD -58.9% Months 62M (28%)	CAGR 7.6% \| Win 65% Sharpe 0.50 \| Sortino 0.67 \| Calmar 0.5 Vol 18% \| MDD -15.1% Months 20M (9%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.6% \| Win 56% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -30.0% Months 143M (64%)	CAGR 14.2% \| Win 61% Sharpe 0.70 \| Sortino 0.85 \| Calmar 1.5 Vol 23% \| MDD -9.3% Months 54M (24%)	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)
RSmean neg	CAGR 29.8% \| Win 100% Sharpe 2.14 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 7M (3%)	CAGR -14.5% \| Win 47% Sharpe -0.29 \| Sortino -0.38 \| Calmar -0.3 Vol 34% \| MDD -45.4% Months 19M (8%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)
MACD only	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 0.9% \| Win 53% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 16% \| MDD -35.2% Months 139M (62%)	CAGR 21.0% \| Win 67% Sharpe 0.87 \| Sortino 1.08 \| Calmar 1.5 Vol 26% \| MDD -14.2% Months 58M (26%)	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)
RSmean neg	CAGR 15.1% \| Win 68% Sharpe 0.72 \| Sortino 1.28 \| Calmar 0.8 Vol 23% \| MDD -19.3% Months 19M (8%)	CAGR -41.9% \| Win 43% Sharpe -1.05 \| Sortino -1.15 \| Calmar -1.1 Vol 42% \| MDD -37.7% Months 7M (3%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 5.3% \| Win 55% Sharpe 0.40 \| Sortino 0.56 \| Calmar 0.1 Vol 16% \| MDD -45.3% Months 96M (43%)	CAGR 7.6% \| Win 59% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.4 Vol 22% \| MDD -21.2% Months 101M (45%)	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)
RSmean neg	CAGR 49.8% \| Win 100% Sharpe 4.79 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (1%)	CAGR -9.7% \| Win 56% Sharpe -0.17 \| Sortino -0.20 \| Calmar -0.2 Vol 31% \| MDD -41.3% Months 23M (10%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.9% \| Win 55% Sharpe 0.52 \| Sortino 0.88 \| Calmar 0.4 Vol 15% \| MDD -19.3% Months 109M (49%)	CAGR 5.8% \| Win 60% Sharpe 0.36 \| Sortino 0.46 \| Calmar 0.3 Vol 24% \| MDD -23.1% Months 88M (40%)	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)
RSmean neg	CAGR 23.3% \| Win 80% Sharpe 1.53 \| Sortino 0.00 \| Calmar 4.8 Vol 14% \| MDD -4.9% Months 5M (2%)	CAGR -9.9% \| Win 57% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.2 Vol 32% \| MDD -41.3% Months 21M (9%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 57% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 20% \| MDD -30.0% Months 155M (70%)	CAGR 14.5% \| Win 60% Sharpe 0.77 \| Sortino 1.46 \| Calmar 0.9 Vol 20% \| MDD -16.1% Months 42M (19%)	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)
RSmean neg	CAGR -3.0% \| Win 62% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.1 Vol 33% \| MDD -41.3% Months 21M (9%)	CAGR -9.4% \| Win 60% Sharpe -0.78 \| Sortino -2.70 \| Calmar -1.2 Vol 12% \| MDD -8.2% Months 5M (2%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.6% \| Win 56% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 16% \| MDD -34.2% Months 130M (58%)	CAGR 27.8% \| Win 70% Sharpe 1.04 \| Sortino 1.99 \| Calmar 2.0 Vol 27% \| MDD -14.2% Months 20M (9%)	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)
MACD neg	CAGR 7.0% \| Win 50% Sharpe 0.42 \| Sortino 0.82 \| Calmar 0.3 Vol 21% \| MDD -21.8% Months 28M (13%)	CAGR 5.3% \| Win 62% Sharpe 0.33 \| Sortino 0.35 \| Calmar 0.1 Vol 29% \| MDD -48.9% Months 45M (20%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.2% \| Win 55% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.1 Vol 16% \| MDD -43.2% Months 85M (38%)	CAGR 8.2% \| Win 62% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.4 Vol 20% \| MDD -21.2% Months 65M (29%)	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)
MACD neg	CAGR 36.3% \| Win 64% Sharpe 1.90 \| Sortino 14.63 \| Calmar 7.6 Vol 17% \| MDD -4.7% Months 14M (6%)	CAGR -0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 59M (26%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.1% \| Win 55% Sharpe 0.41 \| Sortino 0.64 \| Calmar 0.3 Vol 15% \| MDD -19.1% Months 80M (36%)	CAGR 4.3% \| Win 61% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.2 Vol 21% \| MDD -22.0% Months 70M (31%)	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)
MACD neg	CAGR 13.9% \| Win 59% Sharpe 0.90 \| Sortino 1.93 \| Calmar 1.9 Vol 16% \| MDD -7.3% Months 34M (15%)	CAGR -0.5% \| Win 56% Sharpe 0.16 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -58.8% Months 39M (18%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.1% \| Win 59% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.2 Vol 18% \| MDD -25.3% Months 135M (60%)	CAGR 1.6% \| Win 47% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.1 Vol 21% \| MDD -16.1% Months 15M (7%)	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)
MACD neg	CAGR -1.7% \| Win 51% Sharpe 0.11 \| Sortino 0.13 \| Calmar -0.0 Vol 31% \| MDD -58.8% Months 41M (18%)	CAGR 16.7% \| Win 66% Sharpe 0.91 \| Sortino 2.31 \| Calmar 2.1 Vol 19% \| MDD -8.0% Months 32M (14%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.9% \| Win 55% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 96M (43%)	CAGR 0.5% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 19% \| MDD -37.8% Months 62M (28%)	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)
RSI neg	CAGR 131.8% \| Win 100% Sharpe 4.00 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 3M (1%)	CAGR 7.9% \| Win 63% Sharpe 0.42 \| Sortino 0.49 \| Calmar 0.2 Vol 29% \| MDD -48.9% Months 62M (28%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.3% \| Win 55% Sharpe 0.49 \| Sortino 0.81 \| Calmar 0.3 Vol 15% \| MDD -19.1% Months 98M (44%)	CAGR -3.4% \| Win 55% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 20% \| MDD -39.8% Months 60M (27%)	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)
RSI neg	CAGR 15.7% \| Win 62% Sharpe 0.92 \| Sortino 1.78 \| Calmar 2.2 Vol 17% \| MDD -7.2% Months 16M (7%)	CAGR 10.5% \| Win 65% Sharpe 0.48 \| Sortino 0.57 \| Calmar 0.2 Vol 32% \| MDD -48.9% Months 49M (22%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.9% \| Win 57% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 17% \| MDD -28.5% Months 143M (64%)	CAGR -0.7% \| Win 40% Sharpe 0.04 \| Sortino 0.08 \| Calmar -0.1 Vol 18% \| MDD -13.2% Months 15M (7%)	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)
RSI neg	CAGR 6.1% \| Win 61% Sharpe 0.35 \| Sortino 0.40 \| Calmar 0.1 Vol 35% \| MDD -48.9% Months 33M (15%)	CAGR 17.9% \| Win 69% Sharpe 0.91 \| Sortino 2.02 \| Calmar 1.9 Vol 20% \| MDD -9.7% Months 32M (14%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.0% \| Win 56% Sharpe 0.76 \| Sortino 1.66 \| Calmar 0.4 Vol 14% \| MDD -25.0% Months 73M (33%)	CAGR -3.1% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 22% \| MDD -27.8% Months 26M (12%)	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)
MACDhist neg	CAGR 3.5% \| Win 56% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -24.3% Months 41M (18%)	CAGR 4.4% \| Win 60% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 27% \| MDD -58.8% Months 83M (37%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)
RSIhist only	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.5% \| Win 57% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 16% \| MDD -43.9% Months 96M (43%)	CAGR 41.1% \| Win 33% Sharpe 1.27 \| Sortino 54.87 \| Calmar 25.0 Vol 30% \| MDD -1.6% Months 3M (1%)	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)
MACDhist neg	CAGR 1.1% \| Win 57% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 27% \| MDD -58.8% Months 80M (36%)	CAGR 9.9% \| Win 61% Sharpe 0.59 \| Sortino 1.09 \| Calmar 0.6 Vol 19% \| MDD -16.6% Months 44M (20%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 8.0% \| Win 56% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.4 Vol 14% \| MDD -19.1% Months 91M (41%)	CAGR 6.2% \| Win 56% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.5 Vol 18% \| MDD -11.4% Months 23M (10%)	CAGR 7.6% \| Win 56% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -22.1% Months 114M (51%)
RSIhist neg	CAGR -1.2% \| Win 59% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -60.4% Months 85M (38%)	CAGR 17.1% \| Win 62% Sharpe 0.84 \| Sortino 1.85 \| Calmar 1.1 Vol 21% \| MDD -16.1% Months 24M (11%)	CAGR 2.6% \| Win 60% Sharpe 0.23 \| Sortino 0.29 \| Calmar 0.0 Vol 26% \| MDD -58.8% Months 109M (49%)
LWTI only	CAGR 3.5% \| Win 57% Sharpe 0.27 \| Sortino 0.33 \| Calmar 0.1 Vol 21% \| MDD -58.8% Months 176M (79%)	CAGR 11.6% \| Win 60% Sharpe 0.66 \| Sortino 1.28 \| Calmar 0.7 Vol 20% \| MDD -16.1% Months 47M (21%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 55% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -36.0% Months 125M (56%)	CAGR -16.3% \| Win 62% Sharpe -0.71 \| Sortino -0.77 \| Calmar -0.6 Vol 22% \| MDD -27.7% Months 13M (6%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 41.3% \| Win 75% Sharpe 1.71 \| Sortino 4.01 \| Calmar 3.6 Vol 22% \| MDD -11.5% Months 16M (7%)	CAGR 1.2% \| Win 58% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -58.8% Months 69M (31%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
SLmean only	CAGR 9.4% \| Win 57% Sharpe 0.65 \| Sortino 1.12 \| Calmar 0.3 Vol 16% \| MDD -34.2% Months 141M (63%)	CAGR -1.8% \| Win 58% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -58.8% Months 82M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 54% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -34.3% Months 131M (59%)	CAGR 27.1% \| Win 86% Sharpe 2.35 \| Sortino 0.00 \| Calmar 7.8 Vol 10% \| MDD -3.5% Months 7M (3%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 14.9% \| Win 64% Sharpe 0.68 \| Sortino 0.88 \| Calmar 0.7 Vol 26% \| MDD -20.8% Months 66M (30%)	CAGR -13.8% \| Win 53% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.3 Vol 34% \| MDD -42.0% Months 19M (8%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
RSmean only	CAGR 6.4% \| Win 57% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 20% \| MDD -30.0% Months 197M (88%)	CAGR -4.3% \| Win 62% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 30% \| MDD -41.3% Months 26M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 16% \| MDD -28.4% Months 109M (49%)	CAGR 8.8% \| Win 55% Sharpe 0.61 \| Sortino 1.40 \| Calmar 0.9 Vol 16% \| MDD -10.2% Months 29M (13%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 11.8% \| Win 63% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.6 Vol 23% \| MDD -20.8% Months 41M (18%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.35 \| Calmar 0.1 Vol 32% \| MDD -58.8% Months 44M (20%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
MACD only	CAGR 4.7% \| Win 58% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -29.3% Months 150M (67%)	CAGR 6.0% \| Win 57% Sharpe 0.36 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -58.8% Months 73M (33%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 15% \| MDD -29.4% Months 127M (57%)	CAGR 3.4% \| Win 55% Sharpe 0.27 \| Sortino 0.61 \| Calmar 0.3 Vol 18% \| MDD -10.1% Months 11M (5%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR -1.6% \| Win 52% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.1 Vol 22% \| MDD -31.3% Months 31M (14%)	CAGR 13.5% \| Win 67% Sharpe 0.58 \| Sortino 0.66 \| Calmar 0.3 Vol 30% \| MDD -48.9% Months 54M (24%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -34.8% Months 158M (71%)	CAGR 11.8% \| Win 65% Sharpe 0.54 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -48.9% Months 65M (29%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 57% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 15% \| MDD -45.0% Months 97M (44%)	CAGR -1.6% \| Win 54% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 16% \| MDD -25.5% Months 41M (18%)	CAGR 3.5% \| Win 56% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 138M (62%)
MRmean neg	CAGR 40.6% \| Win 50% Sharpe 0.77 \| Sortino 0.00 \| Calmar 5.3 Vol 55% \| MDD -7.7% Months 2M (1%)	CAGR 7.1% \| Win 61% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -58.8% Months 83M (37%)	CAGR 7.8% \| Win 61% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.1 Vol 28% \| MDD -58.8% Months 85M (38%)
MACDhist only	CAGR 6.4% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 16% \| MDD -45.0% Months 99M (44%)	CAGR 4.1% \| Win 59% Sharpe 0.29 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -58.8% Months 124M (56%)