MORT - VanEck Mortgage REIT Income ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

103.8%

Best CAGR

Total Months

11.4%

Avg CAGR

MORT 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 MORT

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	LWTI	pos-neg	3	1.7	103.8	100.0	7.6	0.0	0.0	9.7	0.0
pair	LWTI	MACDhist	pos-neg	3	1.7	103.8	100.0	7.6	0.0	0.0	9.7	0.0
pair	LWTI	RSmean	neg-neg	1	0.6	88.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.6	88.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	7	3.9	54.3	85.7	4.6	0.0	55.3	9.6	-1.0
pair	MRmean	MACDhist	neg-pos	7	3.9	54.3	85.7	4.6	0.0	55.3	9.6	-1.0
pair	RSIhist	MACD	neg-neg	36	20.0	49.0	69.4	1.5	1.9	2.1	29.7	-23.7
pair	MACD	RSIhist	neg-neg	36	20.0	49.0	69.4	1.5	1.9	2.1	29.7	-23.7
pair	SLmean	MACD	neg-neg	36	20.0	48.0	72.2	1.5	1.9	2.0	30.4	-23.7
pair	MACD	SLmean	neg-neg	36	20.0	48.0	72.2	1.5	1.9	2.0	30.4	-23.7
pair	MACD	MRmean	neg-neg	38	21.1	47.0	71.1	1.5	1.9	2.0	29.1	-23.7
pair	MRmean	MACD	neg-neg	38	21.1	47.0	71.1	1.5	1.9	2.0	29.1	-23.7
pair	RSIhist	LWTI	neg-neg	22	12.2	45.6	72.7	1.3	1.5	1.9	33.8	-23.7
pair	LWTI	RSIhist	neg-neg	22	12.2	45.6	72.7	1.3	1.5	1.9	33.8	-23.7
pair	RSI	LWTI	pos-neg	10	5.6	41.8	80.0	3.0	95.8	23.3	11.9	-1.8
pair	LWTI	RSI	pos-neg	10	5.6	41.8	80.0	3.0	95.8	23.3	11.9	-1.8
pair	RSIhist	RSI	neg-neg	39	21.7	40.2	71.8	1.3	1.6	1.7	29.5	-23.7
pair	RSI	RSIhist	neg-neg	39	21.7	40.2	71.8	1.3	1.6	1.7	29.5	-23.7
pair	MRmean	RSI	neg-neg	39	21.7	37.9	69.2	1.2	1.7	1.6	29.9	-23.7
pair	RSI	MRmean	neg-neg	39	21.7	37.9	69.2	1.2	1.7	1.6	29.9	-23.7
pair	LWTI	SLmean	neg-neg	19	10.6	37.3	68.4	1.0	1.4	1.6	37.6	-23.7
pair	SLmean	LWTI	neg-neg	19	10.6	37.3	68.4	1.0	1.4	1.6	37.6	-23.7
pair	MACD	LWTI	neg-neg	28	15.6	37.1	67.9	1.2	1.5	1.3	32.0	-29.3
pair	LWTI	MACD	neg-neg	28	15.6	37.1	67.9	1.2	1.5	1.3	32.0	-29.3
pair	RSI	SLmean	neg-neg	37	20.6	36.7	70.3	1.2	1.6	1.5	31.0	-23.7
pair	SLmean	RSI	neg-neg	37	20.6	36.7	70.3	1.2	1.6	1.5	31.0	-23.7
pair	MACD	RSI	neg-neg	39	21.7	36.4	66.7	1.2	1.7	1.2	31.0	-29.3
pair	RSI	MACD	neg-neg	39	21.7	36.4	66.7	1.2	1.7	1.2	31.0	-29.3
pair	MRmean	RSmean	neg-neg	14	7.8	34.0	78.6	2.3	3.2	14.8	13.2	-2.3
pair	RSmean	MRmean	neg-neg	14	7.8	34.0	78.6	2.3	3.2	14.8	13.2	-2.3
pair	RSIhist	MRmean	neg-neg	55	30.6	33.4	67.3	1.2	1.7	1.2	26.0	-26.8
pair	MRmean	RSIhist	neg-neg	55	30.6	33.4	67.3	1.2	1.7	1.2	26.0	-26.8
pair	SLmean	MACDhist	neg-neg	53	29.4	31.7	67.9	1.2	1.7	1.2	27.2	-26.8
pair	MACDhist	SLmean	neg-neg	53	29.4	31.7	67.9	1.2	1.7	1.2	27.2	-26.8
pair	MRmean	SLmean	neg-neg	57	31.7	31.2	68.4	1.2	1.6	1.2	26.1	-26.8
pair	SLmean	MRmean	neg-neg	57	31.7	31.2	68.4	1.2	1.6	1.2	26.1	-26.8
pair	RSI	RSmean	neg-neg	8	4.4	30.7	62.5	1.6	2.9	13.3	17.6	-2.3
pair	RSmean	RSI	neg-neg	8	4.4	30.7	62.5	1.6	2.9	13.3	17.6	-2.3
pair	LWTI	MRmean	neg-neg	23	12.8	30.5	65.2	0.9	1.3	1.3	35.2	-23.7
pair	MRmean	LWTI	neg-neg	23	12.8	30.5	65.2	0.9	1.3	1.3	35.2	-23.7
single	MRmean	MRmean	neg-neg	62	34.4	30.2	67.7	1.2	1.6	1.1	25.6	-26.8
pair	LWTI	MRmean	neg-pos	39	21.7	30.0	69.2	1.5	3.7	2.2	18.2	-13.9
pair	RSI	LWTI	neg-pos	23	12.8	30.0	65.2	1.3	2.5	1.8	21.9	-17.0
pair	MRmean	LWTI	neg-pos	39	21.7	30.0	69.2	1.5	3.7	2.2	18.2	-13.9
pair	LWTI	RSI	neg-pos	23	12.8	30.0	65.2	1.3	2.5	1.8	21.9	-17.0
pair	RSI	MACDhist	neg-neg	42	23.3	29.4	66.7	1.0	1.5	1.0	30.1	-29.3
pair	MACDhist	RSI	neg-neg	42	23.3	29.4	66.7	1.0	1.5	1.0	30.1	-29.3
pair	SLmean	RSmean	neg-neg	13	7.2	29.3	76.9	2.0	2.8	12.7	13.1	-2.3
pair	RSmean	SLmean	neg-neg	13	7.2	29.3	76.9	2.0	2.8	12.7	13.1	-2.3
pair	RSmean	MRmean	neg-pos	48	26.7	29.1	64.6	1.1	1.6	1.1	28.3	-26.8
pair	MRmean	RSmean	neg-pos	48	26.7	29.1	64.6	1.1	1.6	1.1	28.3	-26.8
pair	RSmean	MACDhist	neg-pos	7	3.9	28.4	71.4	1.7	2.8	5.2	15.4	-5.4
pair	MACDhist	RSmean	neg-pos	7	3.9	28.4	71.4	1.7	2.8	5.2	15.4	-5.4
pair	RSIhist	RSmean	neg-neg	13	7.2	27.8	76.9	1.9	2.7	12.1	13.2	-2.3
pair	RSmean	RSIhist	neg-neg	13	7.2	27.8	76.9	1.9	2.7	12.1	13.2	-2.3
pair	MACDhist	MRmean	neg-neg	55	30.6	27.4	65.5	1.0	1.5	1.0	26.9	-26.8
pair	MRmean	MACDhist	neg-neg	55	30.6	27.4	65.5	1.0	1.5	1.0	26.9	-26.8
pair	MACD	MACDhist	neg-neg	55	30.6	27.1	63.6	1.0	1.5	0.9	27.0	-29.3
pair	MACDhist	MACD	neg-neg	55	30.6	27.1	63.6	1.0	1.5	0.9	27.0	-29.3
pair	MACDhist	RSIhist	neg-neg	63	35.0	27.0	66.7	1.1	1.5	1.0	25.2	-26.8
pair	RSIhist	MACDhist	neg-neg	63	35.0	27.0	66.7	1.1	1.5	1.0	25.2	-26.8
single	LWTI	LWTI	neg-neg	38	21.1	26.6	68.4	1.0	1.3	0.9	29.1	-29.3
pair	RSmean	MACD	neg-neg	18	10.0	26.3	72.2	1.8	3.0	4.9	13.8	-5.4
pair	MACD	RSmean	neg-neg	18	10.0	26.3	72.2	1.8	3.0	4.9	13.8	-5.4
single	RSmean	RSmean	neg-neg	23	12.8	26.1	73.9	1.7	2.9	4.5	14.1	-5.8
pair	RSmean	MACD	neg-pos	5	2.8	25.3	80.0	1.4	0.0	4.4	16.6	-5.8
single	RSI	RSI	neg-neg	51	28.3	25.3	64.7	0.9	1.4	0.9	28.5	-29.3
pair	MACD	RSmean	neg-pos	5	2.8	25.3	80.0	1.4	0.0	4.4	16.6	-5.8
pair	RSmean	LWTI	pos-neg	37	20.6	25.2	67.6	0.9	1.2	0.9	29.5	-29.3
pair	LWTI	RSmean	pos-neg	37	20.6	25.2	67.6	0.9	1.2	0.9	29.5	-29.3
pair	MACDhist	RSmean	neg-neg	16	8.9	25.1	75.0	1.7	2.6	4.3	14.0	-5.8
pair	RSmean	MACDhist	neg-neg	16	8.9	25.1	75.0	1.7	2.6	4.3	14.0	-5.8
pair	RSmean	RSI	pos-neg	43	23.9	24.3	65.1	0.9	1.3	0.8	30.2	-29.3
pair	RSI	RSmean	pos-neg	43	23.9	24.3	65.1	0.9	1.3	0.8	30.2	-29.3
single	MACD	MACD	neg-neg	70	38.9	24.0	64.3	1.0	1.4	0.8	25.6	-29.3
pair	RSIhist	RSmean	neg-pos	10	5.6	23.9	70.0	1.4	2.5	4.1	15.9	-5.8
pair	RSmean	RSIhist	neg-pos	10	5.6	23.9	70.0	1.4	2.5	4.1	15.9	-5.8
pair	LWTI	RSmean	neg-pos	22	12.2	23.8	72.7	1.6	2.7	4.1	14.2	-5.8
pair	RSmean	LWTI	neg-pos	22	12.2	23.8	72.7	1.6	2.7	4.1	14.2	-5.8
pair	RSI	RSmean	neg-pos	15	8.3	23.7	80.0	1.8	2.5	4.1	12.5	-5.8
pair	RSmean	RSI	neg-pos	15	8.3	23.7	80.0	1.8	2.5	4.1	12.5	-5.8
pair	RSmean	MACD	pos-neg	52	28.9	23.3	61.5	0.9	1.3	0.8	28.6	-29.3
pair	MACD	RSmean	pos-neg	52	28.9	23.3	61.5	0.9	1.3	0.8	28.6	-29.3
pair	RSmean	SLmean	pos-neg	10	5.6	22.1	70.0	1.3	2.3	3.8	16.0	-5.8
pair	SLmean	RSmean	pos-neg	10	5.6	22.1	70.0	1.3	2.3	3.8	16.0	-5.8
pair	LWTI	RSI	neg-neg	28	15.6	21.6	64.3	0.8	1.1	0.7	33.3	-29.3
pair	RSI	LWTI	neg-neg	28	15.6	21.6	64.3	0.8	1.1	0.7	33.3	-29.3
pair	MACDhist	LWTI	neg-neg	35	19.4	21.5	65.7	0.8	1.1	0.7	30.0	-29.3
pair	LWTI	MACDhist	neg-neg	35	19.4	21.5	65.7	0.8	1.1	0.7	30.0	-29.3
pair	MRmean	LWTI	pos-neg	15	8.3	20.8	73.3	1.2	1.7	1.4	16.9	-14.9
pair	LWTI	MRmean	pos-neg	15	8.3	20.8	73.3	1.2	1.7	1.4	16.9	-14.9
pair	MRmean	SLmean	neg-pos	5	2.8	19.0	60.0	0.9	1.2	2.1	21.2	-8.9
pair	SLmean	MRmean	neg-pos	5	2.8	19.0	60.0	0.9	1.2	2.1	21.2	-8.9
pair	RSI	MRmean	neg-pos	23	12.8	18.1	65.2	1.1	2.3	1.0	15.7	-17.4
pair	MRmean	RSI	neg-pos	23	12.8	18.1	65.2	1.1	2.3	1.0	15.7	-17.4
pair	LWTI	SLmean	pos-neg	19	10.6	16.8	68.4	1.0	1.4	0.8	17.5	-21.6
pair	SLmean	LWTI	pos-neg	19	10.6	16.8	68.4	1.0	1.4	0.8	17.5	-21.6
pair	LWTI	MACD	neg-pos	42	23.3	16.0	61.9	0.8	1.4	0.8	20.2	-19.9
pair	MACD	LWTI	neg-pos	42	23.3	16.0	61.9	0.8	1.4	0.8	20.2	-19.9
single	MACDhist	MACDhist	neg-neg	93	51.7	15.5	64.5	0.7	1.1	0.5	23.3	-33.4
pair	RSmean	MRmean	pos-neg	9	5.0	14.7	66.7	0.9	1.6	2.5	15.8	-5.8
pair	MRmean	RSmean	pos-neg	9	5.0	14.7	66.7	0.9	1.6	2.5	15.8	-5.8
pair	RSmean	MACDhist	pos-neg	77	42.8	13.6	62.3	0.6	0.9	0.4	24.9	-33.4
pair	MACDhist	RSmean	pos-neg	77	42.8	13.6	62.3	0.6	0.9	0.4	24.9	-33.4
pair	MACD	MACDhist	neg-pos	15	8.3	13.5	66.7	0.7	1.2	0.9	19.9	-15.0
pair	MACDhist	MACD	neg-pos	15	8.3	13.5	66.7	0.7	1.2	0.9	19.9	-15.0
pair	MACDhist	LWTI	neg-pos	58	32.2	12.0	63.8	0.7	1.2	0.4	18.4	-28.4
pair	LWTI	MACDhist	neg-pos	58	32.2	12.0	63.8	0.7	1.2	0.4	18.4	-28.4
pair	RSI	MACD	neg-pos	31	17.2	10.1	61.3	0.7	1.0	0.5	15.9	-21.2
pair	MACD	RSI	neg-pos	31	17.2	10.1	61.3	0.7	1.0	0.5	15.9	-21.2
pair	RSIhist	SLmean	neg-neg	64	35.6	9.3	67.2	0.5	0.4	0.2	35.8	-55.8
pair	SLmean	RSIhist	neg-neg	64	35.6	9.3	67.2	0.5	0.4	0.2	35.8	-55.8
single	SLmean	SLmean	neg-neg	69	38.3	9.2	68.1	0.5	0.4	0.2	34.8	-55.8
single	RSIhist	RSIhist	neg-neg	87	48.3	8.3	66.7	0.5	0.4	0.1	31.2	-55.8
pair	RSIhist	SLmean	neg-pos	5	2.8	8.2	80.0	0.5	0.0	0.9	20.0	-9.4
pair	SLmean	RSIhist	neg-pos	5	2.8	8.2	80.0	0.5	0.0	0.9	20.0	-9.4
pair	RSI	MACDhist	neg-pos	9	5.0	7.9	55.6	0.5	0.6	0.5	19.9	-15.0
pair	MACDhist	RSI	neg-pos	9	5.0	7.9	55.6	0.5	0.6	0.5	19.9	-15.0
pair	MRmean	RSIhist	neg-pos	7	3.9	7.7	71.4	0.4	2.7	0.5	22.9	-16.5
pair	RSIhist	MRmean	neg-pos	7	3.9	7.7	71.4	0.4	2.7	0.5	22.9	-16.5
pair	MRmean	MACD	neg-pos	24	13.3	7.3	62.5	0.5	0.8	0.5	17.6	-16.1
pair	MACD	MRmean	neg-pos	24	13.3	7.3	62.5	0.5	0.8	0.5	17.6	-16.1
pair	SLmean	RSIhist	pos-neg	23	12.8	5.4	65.2	0.6	0.6	0.6	10.5	-8.9
pair	RSIhist	SLmean	pos-neg	23	12.8	5.4	65.2	0.6	0.6	0.6	10.5	-8.9
pair	RSIhist	RSmean	pos-neg	74	41.1	5.1	64.9	0.4	0.3	0.1	33.4	-55.8
pair	RSmean	RSIhist	pos-neg	74	41.1	5.1	64.9	0.4	0.3	0.1	33.4	-55.8
pair	RSI	MACDhist	pos-neg	51	28.3	5.1	62.7	0.4	0.6	0.2	15.4	-22.1
pair	MACDhist	RSI	pos-neg	51	28.3	5.1	62.7	0.4	0.6	0.2	15.4	-22.1
pair	RSmean	SLmean	neg-pos	56	31.1	5.0	66.1	0.4	0.3	0.1	38.2	-55.8
pair	SLmean	RSmean	neg-pos	56	31.1	5.0	66.1	0.4	0.3	0.1	38.2	-55.8
pair	RSIhist	LWTI	pos-neg	16	8.9	4.4	62.5	0.3	0.5	0.1	20.5	-28.9
pair	LWTI	RSIhist	pos-neg	16	8.9	4.4	62.5	0.3	0.5	0.1	20.5	-28.9
pair		benchmark___benchmark_	benchmark-benchmark	180	100.0	4.1	62.8	0.3	0.3	0.1	24.2	-59.7
pair	benchmark___benchmark_		benchmark-benchmark	180	100.0	4.1	62.8	0.3	0.3	0.1	24.2	-59.7
pair	MACDhist	SLmean	pos-pos	71	39.4	3.4	59.2	0.3	0.5	0.2	13.0	-13.4
pair	SLmean	MACDhist	pos-pos	71	39.4	3.4	59.2	0.3	0.5	0.2	13.0	-13.4
pair	RSIhist	MACDhist	pos-pos	63	35.0	3.3	58.7	0.3	0.5	0.2	13.7	-13.7
pair	MACDhist	RSIhist	pos-pos	63	35.0	3.3	58.7	0.3	0.5	0.2	13.7	-13.7
pair	MACD	SLmean	pos-neg	34	18.9	2.9	55.9	0.2	0.4	0.1	17.8	-23.9
pair	SLmean	MACD	pos-neg	34	18.9	2.9	55.9	0.2	0.4	0.1	17.8	-23.9
pair	RSI	RSIhist	pos-pos	81	45.0	2.5	61.7	0.2	0.4	0.1	13.7	-20.4
pair	RSIhist	RSI	pos-pos	81	45.0	2.5	61.7	0.2	0.4	0.1	13.7	-20.4
pair	MACD	RSIhist	neg-pos	34	18.9	2.2	58.8	0.2	0.3	0.1	18.9	-31.1
pair	RSIhist	MACD	neg-pos	34	18.9	2.2	58.8	0.2	0.3	0.1	18.9	-31.1
pair	MRmean	MACD	pos-neg	32	17.8	1.4	56.2	0.2	0.2	0.1	19.2	-26.3
pair	MACD	MRmean	pos-neg	32	17.8	1.4	56.2	0.2	0.2	0.1	19.2	-26.3
pair	RSI	SLmean	pos-pos	97	53.9	1.3	60.8	0.2	0.2	0.1	13.2	-17.3
pair	SLmean	RSI	pos-pos	97	53.9	1.3	60.8	0.2	0.2	0.1	13.2	-17.3
single	RSmean	RSmean	pos-pos	157	87.2	1.2	61.1	0.2	0.2	0.0	25.3	-59.7
pair	MACD	LWTI	pos-neg	10	5.6	1.2	70.0	0.1	0.2	0.1	18.2	-15.1
pair	LWTI	MACD	pos-neg	10	5.6	1.2	70.0	0.1	0.2	0.1	18.2	-15.1
single	SLmean	SLmean	pos-pos	111	61.7	1.0	59.5	0.1	0.2	0.0	14.0	-29.7
pair	MACD	MACDhist	pos-neg	38	21.1	0.5	65.8	0.1	0.2	0.0	16.0	-19.7
pair	MACDhist	MACD	pos-neg	38	21.1	0.5	65.8	0.1	0.2	0.0	16.0	-19.7
single	RSIhist	RSIhist	pos-pos	93	51.7	0.4	59.1	0.1	0.1	0.0	15.0	-35.2
pair	MRmean	SLmean	pos-pos	106	58.9	0.3	59.4	0.1	0.1	0.0	13.7	-27.6
pair	SLmean	MRmean	pos-pos	106	58.9	0.3	59.4	0.1	0.1	0.0	13.7	-27.6
pair	MRmean	MACDhist	pos-neg	38	21.1	0.2	63.2	0.1	0.1	0.0	16.1	-19.9
pair	MACDhist	MRmean	pos-neg	38	21.1	0.2	63.2	0.1	0.1	0.0	16.1	-19.9
pair	SLmean	MACD	pos-pos	77	42.8	0.2	61.0	0.1	0.1	0.0	12.1	-26.1
pair	MACD	SLmean	pos-pos	77	42.8	0.2	61.0	0.1	0.1	0.0	12.1	-26.1
pair	SLmean	LWTI	neg-pos	50	27.8	0.1	68.0	0.2	0.2	0.0	33.8	-55.8
pair	LWTI	SLmean	neg-pos	50	27.8	0.1	68.0	0.2	0.2	0.0	33.8	-55.8
pair	RSIhist	SLmean	pos-pos	88	48.9	-0.1	58.0	0.1	0.1	-0.0	14.8	-28.6
pair	SLmean	RSIhist	pos-pos	88	48.9	-0.1	58.0	0.1	0.1	-0.0	14.8	-28.6
pair	MRmean	RSIhist	pos-pos	86	47.8	-0.2	58.1	0.1	0.1	-0.0	14.4	-25.3
pair	RSIhist	MRmean	pos-pos	86	47.8	-0.2	58.1	0.1	0.1	-0.0	14.4	-25.3
pair	SLmean	RSI	pos-neg	14	7.8	-0.4	50.0	0.1	0.1	-0.0	19.5	-23.9
pair	RSI	SLmean	pos-neg	14	7.8	-0.4	50.0	0.1	0.1	-0.0	19.5	-23.9
pair	RSIhist	LWTI	pos-pos	77	42.8	-0.5	58.4	0.0	0.1	-0.0	13.8	-23.6
pair	LWTI	RSIhist	pos-pos	77	42.8	-0.5	58.4	0.0	0.1	-0.0	13.8	-23.6
pair	MACD	RSIhist	pos-pos	59	32.8	-0.7	59.3	0.0	0.0	-0.0	12.5	-26.6
pair	RSIhist	MACD	pos-pos	59	32.8	-0.7	59.3	0.0	0.0	-0.0	12.5	-26.6
pair	SLmean	RSmean	pos-pos	101	56.1	-0.8	58.4	0.0	0.0	-0.0	13.8	-38.5
pair	RSmean	SLmean	pos-pos	101	56.1	-0.8	58.4	0.0	0.0	-0.0	13.8	-38.5
single	LWTI	LWTI	pos-pos	142	78.9	-1.2	61.3	0.1	0.1	-0.0	22.6	-62.5
pair	SLmean	LWTI	pos-pos	92	51.1	-1.9	57.6	-0.1	-0.1	-0.1	13.1	-22.0
pair	LWTI	SLmean	pos-pos	92	51.1	-1.9	57.6	-0.1	-0.1	-0.1	13.1	-22.0
pair	RSIhist	LWTI	neg-pos	65	36.1	-2.1	64.6	0.1	0.1	-0.0	30.0	-56.3
pair	LWTI	RSIhist	neg-pos	65	36.1	-2.1	64.6	0.1	0.1	-0.0	30.0	-56.3
pair	RSIhist	RSmean	pos-pos	83	46.1	-2.2	57.8	-0.1	-0.1	-0.1	14.9	-41.8
pair	RSmean	RSIhist	pos-pos	83	46.1	-2.2	57.8	-0.1	-0.1	-0.1	14.9	-41.8
pair	SLmean	MACDhist	pos-neg	40	22.2	-3.0	60.0	-0.1	-0.1	-0.1	15.8	-23.6
pair	MACDhist	SLmean	pos-neg	40	22.2	-3.0	60.0	-0.1	-0.1	-0.1	15.8	-23.6
single	RSI	RSI	pos-pos	129	71.7	-3.3	62.0	0.0	0.0	-0.1	22.0	-64.9
pair	MACD	RSI	pos-neg	12	6.7	-5.0	58.3	-0.2	-0.3	-0.3	15.9	-14.6
pair	RSI	MACD	pos-neg	12	6.7	-5.0	58.3	-0.2	-0.3	-0.3	15.9	-14.6
pair	LWTI	RSmean	pos-pos	120	66.7	-5.2	59.2	-0.1	-0.1	-0.1	23.7	-62.5
pair	RSmean	LWTI	pos-pos	120	66.7	-5.2	59.2	-0.1	-0.1	-0.1	23.7	-62.5
pair	RSIhist	MACDhist	neg-pos	30	16.7	-5.5	60.0	-0.2	-0.3	-0.2	17.7	-33.8
pair	MACDhist	RSIhist	neg-pos	30	16.7	-5.5	60.0	-0.2	-0.3	-0.2	17.7	-33.8
pair	LWTI	RSI	pos-pos	119	66.1	-6.3	60.5	-0.1	-0.1	-0.1	22.5	-69.0
pair	RSI	LWTI	pos-pos	119	66.1	-6.3	60.5	-0.1	-0.1	-0.1	22.5	-69.0
pair	RSI	RSmean	pos-pos	114	63.3	-6.3	59.6	-0.1	-0.1	-0.1	22.9	-64.4
pair	RSmean	RSI	pos-pos	114	63.3	-6.3	59.6	-0.1	-0.1	-0.1	22.9	-64.4
single	MACDhist	MACDhist	pos-pos	87	48.3	-6.8	60.9	-0.1	-0.1	-0.1	24.9	-63.3
single	MACD	MACD	pos-pos	110	61.1	-6.9	61.8	-0.1	-0.1	-0.1	22.9	-70.5
pair	MACD	RSI	pos-pos	98	54.4	-7.1	62.2	-0.1	-0.1	-0.1	23.6	-68.7
pair	RSI	MACD	pos-pos	98	54.4	-7.1	62.2	-0.1	-0.1	-0.1	23.6	-68.7
pair	RSI	MRmean	pos-pos	106	58.9	-7.3	61.3	-0.2	-0.1	-0.1	23.1	-66.6
pair	MRmean	RSI	pos-pos	106	58.9	-7.3	61.3	-0.2	-0.1	-0.1	23.1	-66.6
single	MRmean	MRmean	pos-pos	118	65.6	-7.4	60.2	-0.2	-0.1	-0.1	22.9	-69.3
pair	LWTI	MACD	pos-pos	100	55.6	-7.7	61.0	-0.2	-0.1	-0.1	23.4	-67.0
pair	MACD	LWTI	pos-pos	100	55.6	-7.7	61.0	-0.2	-0.1	-0.1	23.4	-67.0
pair	MRmean	RSI	pos-neg	12	6.7	-8.2	50.0	-0.3	-0.5	-0.3	21.5	-26.3
pair	RSI	MRmean	pos-neg	12	6.7	-8.2	50.0	-0.3	-0.5	-0.3	21.5	-26.3
pair	MACD	RSmean	pos-pos	105	58.3	-8.2	61.0	-0.2	-0.2	-0.1	23.1	-70.5
pair	RSmean	MACD	pos-pos	105	58.3	-8.2	61.0	-0.2	-0.2	-0.1	23.1	-70.5
pair	MACDhist	RSI	pos-pos	78	43.3	-8.4	61.5	-0.1	-0.1	-0.1	25.5	-62.7
pair	RSI	MACDhist	pos-pos	78	43.3	-8.4	61.5	-0.1	-0.1	-0.1	25.5	-62.7
pair	RSmean	MRmean	pos-pos	109	60.6	-9.1	59.6	-0.2	-0.2	-0.1	23.4	-70.4
pair	MRmean	RSmean	pos-pos	109	60.6	-9.1	59.6	-0.2	-0.2	-0.1	23.4	-70.4
pair	MACDhist	LWTI	pos-pos	84	46.7	-9.4	59.5	-0.2	-0.2	-0.1	25.0	-68.2
pair	LWTI	MACDhist	pos-pos	84	46.7	-9.4	59.5	-0.2	-0.2	-0.1	25.0	-68.2
pair	MACDhist	RSmean	pos-pos	80	44.4	-9.4	60.0	-0.2	-0.1	-0.1	25.5	-65.6
pair	RSmean	MACDhist	pos-pos	80	44.4	-9.4	60.0	-0.2	-0.1	-0.1	25.5	-65.6
pair	MRmean	MACD	pos-pos	86	47.8	-10.5	61.6	-0.3	-0.2	-0.1	24.1	-69.2
pair	MACD	MRmean	pos-pos	86	47.8	-10.5	61.6	-0.3	-0.2	-0.1	24.1	-69.2
pair	MACD	MACDhist	pos-pos	72	40.0	-10.6	59.7	-0.2	-0.2	-0.2	25.8	-66.5
pair	MACDhist	MACD	pos-pos	72	40.0	-10.6	59.7	-0.2	-0.2	-0.2	25.8	-66.5
pair	MACDhist	MRmean	pos-pos	80	44.4	-10.8	58.8	-0.3	-0.2	-0.2	25.5	-65.6
pair	MRmean	MACDhist	pos-pos	80	44.4	-10.8	58.8	-0.3	-0.2	-0.2	25.5	-65.6
pair	MRmean	LWTI	pos-pos	103	57.2	-11.0	58.3	-0.3	-0.3	-0.1	23.5	-71.3
pair	LWTI	MRmean	pos-pos	103	57.2	-11.0	58.3	-0.3	-0.3	-0.1	23.5	-71.3
pair	RSIhist	RSI	pos-neg	48	26.7	-12.3	62.5	-0.2	-0.1	-0.2	31.6	-62.7
pair	RSI	RSIhist	pos-neg	48	26.7	-12.3	62.5	-0.2	-0.1	-0.2	31.6	-62.7
pair	RSIhist	RSI	neg-pos	12	6.7	-13.1	41.7	-0.5	-1.0	-0.4	22.6	-31.1
pair	RSI	RSIhist	neg-pos	12	6.7	-13.1	41.7	-0.5	-1.0	-0.4	22.6	-31.1
pair	RSIhist	MACD	pos-neg	51	28.3	-13.6	64.7	-0.2	-0.2	-0.2	30.9	-64.9
pair	MACD	RSIhist	pos-neg	51	28.3	-13.6	64.7	-0.2	-0.2	-0.2	30.9	-64.9
pair	RSI	SLmean	neg-pos	32	17.8	-15.7	65.6	-0.2	-0.1	-0.3	38.3	-61.9
pair	SLmean	RSI	neg-pos	32	17.8	-15.7	65.6	-0.2	-0.1	-0.3	38.3	-61.9
pair	SLmean	MACD	neg-pos	33	18.3	-21.6	63.6	-0.4	-0.3	-0.3	37.7	-63.7
pair	MACD	SLmean	neg-pos	33	18.3	-21.6	63.6	-0.4	-0.3	-0.3	37.7	-63.7
pair	RSIhist	MRmean	pos-neg	32	17.8	-24.4	65.6	-0.5	-0.3	-0.4	37.2	-64.3
pair	MRmean	RSIhist	pos-neg	32	17.8	-24.4	65.6	-0.5	-0.3	-0.4	37.2	-64.3
pair	MACDhist	RSIhist	pos-neg	24	13.3	-28.9	66.7	-0.5	-0.3	-0.5	42.2	-62.9
pair	RSIhist	MACDhist	pos-neg	24	13.3	-28.9	66.7	-0.5	-0.3	-0.5	42.2	-62.9
pair	SLmean	MACDhist	neg-pos	16	8.9	-41.2	68.8	-0.6	-0.4	-0.7	51.7	-61.4
pair	MACDhist	SLmean	neg-pos	16	8.9	-41.2	68.8	-0.6	-0.4	-0.7	51.7	-61.4
pair	SLmean	MRmean	pos-neg	12	6.7	-54.3	66.7	-0.8	-0.6	-0.9	59.5	-62.7
pair	MRmean	SLmean	pos-neg	12	6.7	-54.3	66.7	-0.8	-0.6	-0.9	59.5	-62.7

All Contingency Tables for MORT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 0.3% \| Win 59% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 14% \| MDD -27.6% Months 106M (59%)	CAGR -54.3% \| Win 67% Sharpe -0.85 \| Sortino -0.60 \| Calmar -0.9 Vol 60% \| MDD -62.7% Months 12M (7%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 19.0% \| Win 60% Sharpe 0.91 \| Sortino 1.17 \| Calmar 2.1 Vol 21% \| MDD -8.9% Months 5M (3%)	CAGR 31.2% \| Win 68% Sharpe 1.18 \| Sortino 1.65 \| Calmar 1.2 Vol 26% \| MDD -26.8% Months 57M (32%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
SLmean only	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -9.1% \| Win 60% Sharpe -0.24 \| Sortino -0.20 \| Calmar -0.1 Vol 23% \| MDD -70.4% Months 109M (61%)	CAGR 14.7% \| Win 67% Sharpe 0.94 \| Sortino 1.64 \| Calmar 2.5 Vol 16% \| MDD -5.8% Months 9M (5%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 29.1% \| Win 65% Sharpe 1.05 \| Sortino 1.55 \| Calmar 1.1 Vol 28% \| MDD -26.8% Months 48M (27%)	CAGR 34.0% \| Win 79% Sharpe 2.31 \| Sortino 3.21 \| Calmar 14.8 Vol 13% \| MDD -2.3% Months 14M (8%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
RSmean only	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -10.5% \| Win 62% Sharpe -0.28 \| Sortino -0.21 \| Calmar -0.2 Vol 24% \| MDD -69.2% Months 86M (48%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 19% \| MDD -26.3% Months 32M (18%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 7.3% \| Win 62% Sharpe 0.49 \| Sortino 0.76 \| Calmar 0.5 Vol 18% \| MDD -16.1% Months 24M (13%)	CAGR 47.0% \| Win 71% Sharpe 1.49 \| Sortino 1.91 \| Calmar 2.0 Vol 29% \| MDD -23.7% Months 38M (21%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
MACD only	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.3% \| Win 61% Sharpe -0.17 \| Sortino -0.13 \| Calmar -0.1 Vol 23% \| MDD -66.6% Months 106M (59%)	CAGR -8.2% \| Win 50% Sharpe -0.30 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -26.3% Months 12M (7%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 18.1% \| Win 65% Sharpe 1.14 \| Sortino 2.28 \| Calmar 1.0 Vol 16% \| MDD -17.4% Months 23M (13%)	CAGR 37.9% \| Win 69% Sharpe 1.24 \| Sortino 1.67 \| Calmar 1.6 Vol 30% \| MDD -23.7% Months 39M (22%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
RSI only	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.8% \| Win 59% Sharpe -0.26 \| Sortino -0.20 \| Calmar -0.2 Vol 26% \| MDD -65.6% Months 80M (44%)	CAGR 0.2% \| Win 63% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -19.9% Months 38M (21%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 54.3% \| Win 86% Sharpe 4.64 \| Sortino 0.00 \| Calmar 55.3 Vol 10% \| MDD -1.0% Months 7M (4%)	CAGR 27.4% \| Win 66% Sharpe 1.04 \| Sortino 1.53 \| Calmar 1.0 Vol 27% \| MDD -26.8% Months 55M (31%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -0.2% \| Win 58% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 14% \| MDD -25.3% Months 86M (48%)	CAGR -24.4% \| Win 66% Sharpe -0.46 \| Sortino -0.31 \| Calmar -0.4 Vol 37% \| MDD -64.3% Months 32M (18%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 7.7% \| Win 71% Sharpe 0.42 \| Sortino 2.67 \| Calmar 0.5 Vol 23% \| MDD -16.5% Months 7M (4%)	CAGR 33.4% \| Win 67% Sharpe 1.25 \| Sortino 1.74 \| Calmar 1.2 Vol 26% \| MDD -26.8% Months 55M (31%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -11.0% \| Win 58% Sharpe -0.33 \| Sortino -0.26 \| Calmar -0.2 Vol 24% \| MDD -71.3% Months 103M (57%)	CAGR 20.8% \| Win 73% Sharpe 1.21 \| Sortino 1.69 \| Calmar 1.4 Vol 17% \| MDD -14.9% Months 15M (8%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 30.0% \| Win 69% Sharpe 1.54 \| Sortino 3.73 \| Calmar 2.2 Vol 18% \| MDD -13.9% Months 39M (22%)	CAGR 30.5% \| Win 65% Sharpe 0.94 \| Sortino 1.31 \| Calmar 1.3 Vol 35% \| MDD -23.7% Months 23M (13%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -0.8% \| Win 58% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 14% \| MDD -38.5% Months 101M (56%)	CAGR 22.1% \| Win 70% Sharpe 1.33 \| Sortino 2.34 \| Calmar 3.8 Vol 16% \| MDD -5.8% Months 10M (6%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR 5.0% \| Win 66% Sharpe 0.37 \| Sortino 0.33 \| Calmar 0.1 Vol 38% \| MDD -55.8% Months 56M (31%)	CAGR 29.3% \| Win 77% Sharpe 2.04 \| Sortino 2.82 \| Calmar 12.7 Vol 13% \| MDD -2.3% Months 13M (7%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
RSmean only	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 0.2% \| Win 61% Sharpe 0.08 \| Sortino 0.11 \| Calmar 0.0 Vol 12% \| MDD -26.1% Months 77M (43%)	CAGR 2.9% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 18% \| MDD -23.9% Months 34M (19%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR -21.6% \| Win 64% Sharpe -0.36 \| Sortino -0.26 \| Calmar -0.3 Vol 38% \| MDD -63.7% Months 33M (18%)	CAGR 48.0% \| Win 72% Sharpe 1.46 \| Sortino 1.87 \| Calmar 2.0 Vol 30% \| MDD -23.7% Months 36M (20%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
MACD only	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 1.3% \| Win 61% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.1 Vol 13% \| MDD -17.3% Months 97M (54%)	CAGR -0.4% \| Win 50% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.0 Vol 20% \| MDD -23.9% Months 14M (8%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR -15.7% \| Win 66% Sharpe -0.16 \| Sortino -0.11 \| Calmar -0.3 Vol 38% \| MDD -61.9% Months 32M (18%)	CAGR 36.7% \| Win 70% Sharpe 1.17 \| Sortino 1.60 \| Calmar 1.5 Vol 31% \| MDD -23.7% Months 37M (21%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
RSI only	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 59% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.3 Vol 13% \| MDD -13.4% Months 71M (39%)	CAGR -3.0% \| Win 60% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 16% \| MDD -23.6% Months 40M (22%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR -41.2% \| Win 69% Sharpe -0.63 \| Sortino -0.41 \| Calmar -0.7 Vol 52% \| MDD -61.4% Months 16M (9%)	CAGR 31.7% \| Win 68% Sharpe 1.16 \| Sortino 1.66 \| Calmar 1.2 Vol 27% \| MDD -26.8% Months 53M (29%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -0.1% \| Win 58% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.0 Vol 15% \| MDD -28.6% Months 88M (49%)	CAGR 5.4% \| Win 65% Sharpe 0.55 \| Sortino 0.58 \| Calmar 0.6 Vol 10% \| MDD -8.9% Months 23M (13%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR 8.2% \| Win 80% Sharpe 0.48 \| Sortino 0.00 \| Calmar 0.9 Vol 20% \| MDD -9.4% Months 5M (3%)	CAGR 9.3% \| Win 67% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 36% \| MDD -55.8% Months 64M (36%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -1.9% \| Win 58% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 13% \| MDD -22.0% Months 92M (51%)	CAGR 16.8% \| Win 68% Sharpe 0.97 \| Sortino 1.43 \| Calmar 0.8 Vol 18% \| MDD -21.6% Months 19M (11%)	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)
SLmean neg	CAGR 0.1% \| Win 68% Sharpe 0.24 \| Sortino 0.18 \| Calmar 0.0 Vol 34% \| MDD -55.8% Months 50M (28%)	CAGR 37.3% \| Win 68% Sharpe 1.04 \| Sortino 1.43 \| Calmar 1.6 Vol 38% \| MDD -23.7% Months 19M (11%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -8.2% \| Win 61% Sharpe -0.20 \| Sortino -0.16 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 105M (58%)	CAGR 23.3% \| Win 62% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.8 Vol 29% \| MDD -29.3% Months 52M (29%)	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)
RSmean neg	CAGR 25.3% \| Win 80% Sharpe 1.44 \| Sortino 0.00 \| Calmar 4.4 Vol 17% \| MDD -5.8% Months 5M (3%)	CAGR 26.3% \| Win 72% Sharpe 1.77 \| Sortino 2.97 \| Calmar 4.9 Vol 14% \| MDD -5.4% Months 18M (10%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)
MACD only	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.3% \| Win 60% Sharpe -0.12 \| Sortino -0.10 \| Calmar -0.1 Vol 23% \| MDD -64.4% Months 114M (63%)	CAGR 24.3% \| Win 65% Sharpe 0.88 \| Sortino 1.32 \| Calmar 0.8 Vol 30% \| MDD -29.3% Months 43M (24%)	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)
RSmean neg	CAGR 23.7% \| Win 80% Sharpe 1.77 \| Sortino 2.53 \| Calmar 4.1 Vol 12% \| MDD -5.8% Months 15M (8%)	CAGR 30.7% \| Win 62% Sharpe 1.62 \| Sortino 2.93 \| Calmar 13.3 Vol 18% \| MDD -2.3% Months 8M (4%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)
RSI only	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -9.4% \| Win 60% Sharpe -0.20 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -65.6% Months 80M (44%)	CAGR 13.6% \| Win 62% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.4 Vol 25% \| MDD -33.4% Months 77M (43%)	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)
RSmean neg	CAGR 28.4% \| Win 71% Sharpe 1.71 \| Sortino 2.78 \| Calmar 5.2 Vol 15% \| MDD -5.4% Months 7M (4%)	CAGR 25.1% \| Win 75% Sharpe 1.68 \| Sortino 2.62 \| Calmar 4.3 Vol 14% \| MDD -5.8% Months 16M (9%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -2.2% \| Win 58% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 15% \| MDD -41.8% Months 83M (46%)	CAGR 5.1% \| Win 65% Sharpe 0.36 \| Sortino 0.32 \| Calmar 0.1 Vol 33% \| MDD -55.8% Months 74M (41%)	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)
RSmean neg	CAGR 23.9% \| Win 70% Sharpe 1.43 \| Sortino 2.50 \| Calmar 4.1 Vol 16% \| MDD -5.8% Months 10M (6%)	CAGR 27.8% \| Win 77% Sharpe 1.95 \| Sortino 2.70 \| Calmar 12.1 Vol 13% \| MDD -2.3% Months 13M (7%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -5.2% \| Win 59% Sharpe -0.07 \| Sortino -0.06 \| Calmar -0.1 Vol 24% \| MDD -62.5% Months 120M (67%)	CAGR 25.2% \| Win 68% Sharpe 0.92 \| Sortino 1.24 \| Calmar 0.9 Vol 30% \| MDD -29.3% Months 37M (21%)	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)
RSmean neg	CAGR 23.8% \| Win 73% Sharpe 1.59 \| Sortino 2.69 \| Calmar 4.1 Vol 14% \| MDD -5.8% Months 22M (12%)	CAGR 88.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -7.1% \| Win 62% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 24% \| MDD -68.7% Months 98M (54%)	CAGR -5.0% \| Win 58% Sharpe -0.24 \| Sortino -0.28 \| Calmar -0.3 Vol 16% \| MDD -14.6% Months 12M (7%)	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)
MACD neg	CAGR 10.1% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.5 Vol 16% \| MDD -21.2% Months 31M (17%)	CAGR 36.4% \| Win 67% Sharpe 1.17 \| Sortino 1.73 \| Calmar 1.2 Vol 31% \| MDD -29.3% Months 39M (22%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)
RSI only	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -10.6% \| Win 60% Sharpe -0.24 \| Sortino -0.18 \| Calmar -0.2 Vol 26% \| MDD -66.5% Months 72M (40%)	CAGR 0.5% \| Win 66% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 16% \| MDD -19.7% Months 38M (21%)	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)
MACD neg	CAGR 13.5% \| Win 67% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.9 Vol 20% \| MDD -15.0% Months 15M (8%)	CAGR 27.1% \| Win 64% Sharpe 1.03 \| Sortino 1.47 \| Calmar 0.9 Vol 27% \| MDD -29.3% Months 55M (31%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -0.7% \| Win 59% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 12% \| MDD -26.6% Months 59M (33%)	CAGR -13.6% \| Win 65% Sharpe -0.24 \| Sortino -0.17 \| Calmar -0.2 Vol 31% \| MDD -64.9% Months 51M (28%)	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)
MACD neg	CAGR 2.2% \| Win 59% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -31.1% Months 34M (19%)	CAGR 49.0% \| Win 69% Sharpe 1.51 \| Sortino 1.92 \| Calmar 2.1 Vol 30% \| MDD -23.7% Months 36M (20%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -7.7% \| Win 61% Sharpe -0.17 \| Sortino -0.13 \| Calmar -0.1 Vol 23% \| MDD -67.0% Months 100M (56%)	CAGR 1.2% \| Win 70% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.1 Vol 18% \| MDD -15.1% Months 10M (6%)	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)
MACD neg	CAGR 16.0% \| Win 62% Sharpe 0.84 \| Sortino 1.44 \| Calmar 0.8 Vol 20% \| MDD -19.9% Months 42M (23%)	CAGR 37.1% \| Win 68% Sharpe 1.16 \| Sortino 1.53 \| Calmar 1.3 Vol 32% \| MDD -29.3% Months 28M (16%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -8.4% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -62.7% Months 78M (43%)	CAGR 5.1% \| Win 63% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 15% \| MDD -22.1% Months 51M (28%)	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)
RSI neg	CAGR 7.9% \| Win 56% Sharpe 0.47 \| Sortino 0.59 \| Calmar 0.5 Vol 20% \| MDD -15.0% Months 9M (5%)	CAGR 29.4% \| Win 67% Sharpe 1.01 \| Sortino 1.51 \| Calmar 1.0 Vol 30% \| MDD -29.3% Months 42M (23%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 62% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -20.4% Months 81M (45%)	CAGR -12.3% \| Win 62% Sharpe -0.18 \| Sortino -0.13 \| Calmar -0.2 Vol 32% \| MDD -62.7% Months 48M (27%)	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)
RSI neg	CAGR -13.1% \| Win 42% Sharpe -0.51 \| Sortino -1.03 \| Calmar -0.4 Vol 23% \| MDD -31.1% Months 12M (7%)	CAGR 40.2% \| Win 72% Sharpe 1.31 \| Sortino 1.65 \| Calmar 1.7 Vol 30% \| MDD -23.7% Months 39M (22%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -6.3% \| Win 60% Sharpe -0.13 \| Sortino -0.11 \| Calmar -0.1 Vol 22% \| MDD -69.0% Months 119M (66%)	CAGR 41.8% \| Win 80% Sharpe 3.02 \| Sortino 95.85 \| Calmar 23.3 Vol 12% \| MDD -1.8% Months 10M (6%)	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)
RSI neg	CAGR 30.0% \| Win 65% Sharpe 1.31 \| Sortino 2.50 \| Calmar 1.8 Vol 22% \| MDD -17.0% Months 23M (13%)	CAGR 21.6% \| Win 64% Sharpe 0.76 \| Sortino 1.14 \| Calmar 0.7 Vol 33% \| MDD -29.3% Months 28M (16%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.3% \| Win 59% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.2 Vol 14% \| MDD -13.7% Months 63M (35%)	CAGR -28.9% \| Win 67% Sharpe -0.48 \| Sortino -0.31 \| Calmar -0.5 Vol 42% \| MDD -62.9% Months 24M (13%)	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)
MACDhist neg	CAGR -5.5% \| Win 60% Sharpe -0.23 \| Sortino -0.33 \| Calmar -0.2 Vol 18% \| MDD -33.8% Months 30M (17%)	CAGR 27.0% \| Win 67% Sharpe 1.08 \| Sortino 1.53 \| Calmar 1.0 Vol 25% \| MDD -26.8% Months 63M (35%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)
RSIhist only	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -9.4% \| Win 60% Sharpe -0.21 \| Sortino -0.16 \| Calmar -0.1 Vol 25% \| MDD -68.2% Months 84M (47%)	CAGR 103.8% \| Win 100% Sharpe 7.63 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 3M (2%)	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)
MACDhist neg	CAGR 12.0% \| Win 64% Sharpe 0.70 \| Sortino 1.24 \| Calmar 0.4 Vol 18% \| MDD -28.4% Months 58M (32%)	CAGR 21.5% \| Win 66% Sharpe 0.80 \| Sortino 1.11 \| Calmar 0.7 Vol 30% \| MDD -29.3% Months 35M (19%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -0.5% \| Win 58% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 14% \| MDD -23.6% Months 77M (43%)	CAGR 4.4% \| Win 62% Sharpe 0.31 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -28.9% Months 16M (9%)	CAGR 0.4% \| Win 59% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 15% \| MDD -35.2% Months 93M (52%)
RSIhist neg	CAGR -2.1% \| Win 65% Sharpe 0.14 \| Sortino 0.11 \| Calmar -0.0 Vol 30% \| MDD -56.3% Months 65M (36%)	CAGR 45.6% \| Win 73% Sharpe 1.30 \| Sortino 1.48 \| Calmar 1.9 Vol 34% \| MDD -23.7% Months 22M (12%)	CAGR 8.3% \| Win 67% Sharpe 0.46 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -55.8% Months 87M (48%)
LWTI only	CAGR -1.2% \| Win 61% Sharpe 0.10 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 142M (79%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (21%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 0.3% \| Win 59% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 14% \| MDD -27.6% Months 106M (59%)	CAGR -54.3% \| Win 67% Sharpe -0.85 \| Sortino -0.60 \| Calmar -0.9 Vol 60% \| MDD -62.7% Months 12M (7%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 19.0% \| Win 60% Sharpe 0.91 \| Sortino 1.17 \| Calmar 2.1 Vol 21% \| MDD -8.9% Months 5M (3%)	CAGR 31.2% \| Win 68% Sharpe 1.18 \| Sortino 1.65 \| Calmar 1.2 Vol 26% \| MDD -26.8% Months 57M (32%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
SLmean only	CAGR 1.0% \| Win 60% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 111M (62%)	CAGR 9.2% \| Win 68% Sharpe 0.48 \| Sortino 0.41 \| Calmar 0.2 Vol 35% \| MDD -55.8% Months 69M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -9.1% \| Win 60% Sharpe -0.24 \| Sortino -0.20 \| Calmar -0.1 Vol 23% \| MDD -70.4% Months 109M (61%)	CAGR 14.7% \| Win 67% Sharpe 0.94 \| Sortino 1.64 \| Calmar 2.5 Vol 16% \| MDD -5.8% Months 9M (5%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 29.1% \| Win 65% Sharpe 1.05 \| Sortino 1.55 \| Calmar 1.1 Vol 28% \| MDD -26.8% Months 48M (27%)	CAGR 34.0% \| Win 79% Sharpe 2.31 \| Sortino 3.21 \| Calmar 14.8 Vol 13% \| MDD -2.3% Months 14M (8%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
RSmean only	CAGR 1.2% \| Win 61% Sharpe 0.20 \| Sortino 0.20 \| Calmar 0.0 Vol 25% \| MDD -59.7% Months 157M (87%)	CAGR 26.1% \| Win 74% Sharpe 1.73 \| Sortino 2.91 \| Calmar 4.5 Vol 14% \| MDD -5.8% Months 23M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -10.5% \| Win 62% Sharpe -0.28 \| Sortino -0.21 \| Calmar -0.2 Vol 24% \| MDD -69.2% Months 86M (48%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 19% \| MDD -26.3% Months 32M (18%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 7.3% \| Win 62% Sharpe 0.49 \| Sortino 0.76 \| Calmar 0.5 Vol 18% \| MDD -16.1% Months 24M (13%)	CAGR 47.0% \| Win 71% Sharpe 1.49 \| Sortino 1.91 \| Calmar 2.0 Vol 29% \| MDD -23.7% Months 38M (21%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
MACD only	CAGR -6.9% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 110M (61%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (39%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.3% \| Win 61% Sharpe -0.17 \| Sortino -0.13 \| Calmar -0.1 Vol 23% \| MDD -66.6% Months 106M (59%)	CAGR -8.2% \| Win 50% Sharpe -0.30 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -26.3% Months 12M (7%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 18.1% \| Win 65% Sharpe 1.14 \| Sortino 2.28 \| Calmar 1.0 Vol 16% \| MDD -17.4% Months 23M (13%)	CAGR 37.9% \| Win 69% Sharpe 1.24 \| Sortino 1.67 \| Calmar 1.6 Vol 30% \| MDD -23.7% Months 39M (22%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
RSI only	CAGR -3.3% \| Win 62% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 129M (72%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (28%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.8% \| Win 59% Sharpe -0.26 \| Sortino -0.20 \| Calmar -0.2 Vol 26% \| MDD -65.6% Months 80M (44%)	CAGR 0.2% \| Win 63% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -19.9% Months 38M (21%)	CAGR -7.4% \| Win 60% Sharpe -0.18 \| Sortino -0.14 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 118M (66%)
MRmean neg	CAGR 54.3% \| Win 86% Sharpe 4.64 \| Sortino 0.00 \| Calmar 55.3 Vol 10% \| MDD -1.0% Months 7M (4%)	CAGR 27.4% \| Win 66% Sharpe 1.04 \| Sortino 1.53 \| Calmar 1.0 Vol 27% \| MDD -26.8% Months 55M (31%)	CAGR 30.2% \| Win 68% Sharpe 1.17 \| Sortino 1.65 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 62M (34%)
MACDhist only	CAGR -6.8% \| Win 61% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 25% \| MDD -63.3% Months 87M (48%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (52%)