MORT - VanEck Mortgage REIT Income ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

103.7%

Best CAGR

Total Months

11.1%

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	103.7	100.0	7.6	0.0	0.0	9.6	0.0
pair	LWTI	MACDhist	pos-neg	3	1.7	103.7	100.0	7.6	0.0	0.0	9.6	0.0
pair	LWTI	RSmean	neg-neg	1	0.6	88.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.6	88.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	5	2.9	51.2	80.0	4.4	0.0	52.1	9.6	-1.0
pair	MRmean	MACDhist	neg-pos	5	2.9	51.2	80.0	4.4	0.0	52.1	9.6	-1.0
pair	RSIhist	MACD	neg-neg	36	20.7	49.0	69.4	1.5	1.9	2.1	29.7	-23.7
pair	MACD	RSIhist	neg-neg	36	20.7	49.0	69.4	1.5	1.9	2.1	29.7	-23.7
pair	SLmean	MACD	neg-neg	36	20.7	48.0	72.2	1.5	1.9	2.0	30.4	-23.7
pair	MACD	SLmean	neg-neg	36	20.7	48.0	72.2	1.5	1.9	2.0	30.4	-23.7
pair	MACD	MRmean	neg-neg	38	21.8	47.0	71.1	1.5	1.9	2.0	29.1	-23.7
pair	MRmean	MACD	neg-neg	38	21.8	47.0	71.1	1.5	1.9	2.0	29.1	-23.7
pair	RSIhist	LWTI	neg-neg	22	12.6	45.6	72.7	1.3	1.5	1.9	33.8	-23.7
pair	LWTI	RSIhist	neg-neg	22	12.6	45.6	72.7	1.3	1.5	1.9	33.8	-23.7
pair	RSI	LWTI	pos-neg	10	5.7	41.8	80.0	3.0	97.0	23.4	11.9	-1.8
pair	LWTI	RSI	pos-neg	10	5.7	41.8	80.0	3.0	97.0	23.4	11.9	-1.8
pair	RSIhist	RSI	neg-neg	39	22.4	40.2	71.8	1.3	1.6	1.7	29.5	-23.7
pair	RSI	RSIhist	neg-neg	39	22.4	40.2	71.8	1.3	1.6	1.7	29.5	-23.7
pair	MRmean	RSI	neg-neg	39	22.4	37.9	69.2	1.2	1.7	1.6	29.9	-23.7
pair	RSI	MRmean	neg-neg	39	22.4	37.9	69.2	1.2	1.7	1.6	29.9	-23.7
pair	LWTI	SLmean	neg-neg	19	10.9	37.3	68.4	1.0	1.4	1.6	37.6	-23.7
pair	SLmean	LWTI	neg-neg	19	10.9	37.3	68.4	1.0	1.4	1.6	37.6	-23.7
pair	MACD	LWTI	neg-neg	28	16.1	37.1	67.9	1.2	1.5	1.3	32.0	-29.3
pair	LWTI	MACD	neg-neg	28	16.1	37.1	67.9	1.2	1.5	1.3	32.0	-29.3
pair	RSI	SLmean	neg-neg	37	21.3	36.7	70.3	1.2	1.6	1.5	31.0	-23.7
pair	SLmean	RSI	neg-neg	37	21.3	36.7	70.3	1.2	1.6	1.5	31.0	-23.7
pair	MACD	RSI	neg-neg	39	22.4	36.4	66.7	1.2	1.7	1.2	31.0	-29.3
pair	RSI	MACD	neg-neg	39	22.4	36.4	66.7	1.2	1.7	1.2	31.0	-29.3
pair	MRmean	RSmean	neg-neg	14	8.0	34.0	78.6	2.3	3.2	14.6	13.2	-2.3
pair	RSmean	MRmean	neg-neg	14	8.0	34.0	78.6	2.3	3.2	14.6	13.2	-2.3
pair	RSIhist	MRmean	neg-neg	53	30.5	32.4	66.0	1.2	1.7	1.2	26.4	-26.8
pair	MRmean	RSIhist	neg-neg	53	30.5	32.4	66.0	1.2	1.7	1.2	26.4	-26.8
pair	SLmean	MACDhist	neg-neg	53	30.5	31.7	67.9	1.2	1.7	1.2	27.2	-26.8
pair	MACDhist	SLmean	neg-neg	53	30.5	31.7	67.9	1.2	1.7	1.2	27.2	-26.8
pair	RSI	RSmean	neg-neg	8	4.6	30.6	62.5	1.6	2.9	13.2	17.6	-2.3
pair	RSmean	RSI	neg-neg	8	4.6	30.6	62.5	1.6	2.9	13.2	17.6	-2.3
pair	LWTI	MRmean	neg-neg	23	13.2	30.5	65.2	0.9	1.3	1.3	35.2	-23.7
pair	MRmean	LWTI	neg-neg	23	13.2	30.5	65.2	0.9	1.3	1.3	35.2	-23.7
pair	MRmean	SLmean	neg-neg	55	31.6	30.2	67.3	1.1	1.6	1.1	26.5	-26.8
pair	SLmean	MRmean	neg-neg	55	31.6	30.2	67.3	1.1	1.6	1.1	26.5	-26.8
pair	RSI	LWTI	neg-pos	23	13.2	30.0	65.2	1.3	2.5	1.8	21.9	-17.0
pair	LWTI	RSI	neg-pos	23	13.2	30.0	65.2	1.3	2.5	1.8	21.9	-17.0
pair	RSI	MACDhist	neg-neg	42	24.1	29.4	66.7	1.0	1.5	1.0	30.1	-29.3
pair	MACDhist	RSI	neg-neg	42	24.1	29.4	66.7	1.0	1.5	1.0	30.1	-29.3
pair	SLmean	RSmean	neg-neg	13	7.5	29.3	76.9	2.0	2.8	12.6	13.1	-2.3
pair	RSmean	SLmean	neg-neg	13	7.5	29.3	76.9	2.0	2.8	12.6	13.1	-2.3
single	MRmean	MRmean	neg-neg	60	34.5	29.2	66.7	1.1	1.6	1.1	25.9	-26.8
pair	RSmean	MACDhist	neg-pos	7	4.0	28.4	71.4	1.7	2.8	5.2	15.4	-5.4
pair	LWTI	MRmean	neg-pos	37	21.3	28.4	67.6	1.4	3.6	2.0	18.5	-13.9
pair	MRmean	LWTI	neg-pos	37	21.3	28.4	67.6	1.4	3.6	2.0	18.5	-13.9
pair	MACDhist	RSmean	neg-pos	7	4.0	28.4	71.4	1.7	2.8	5.2	15.4	-5.4
pair	RSmean	MRmean	neg-pos	46	26.4	27.8	63.0	1.0	1.5	1.0	28.8	-26.8
pair	RSIhist	RSmean	neg-neg	13	7.5	27.8	76.9	1.9	2.7	12.0	13.2	-2.3
pair	MRmean	RSmean	neg-pos	46	26.4	27.8	63.0	1.0	1.5	1.0	28.8	-26.8
pair	RSmean	RSIhist	neg-neg	13	7.5	27.8	76.9	1.9	2.7	12.0	13.2	-2.3
pair	MACDhist	MRmean	neg-neg	55	31.6	27.4	65.5	1.0	1.5	1.0	26.9	-26.8
pair	MRmean	MACDhist	neg-neg	55	31.6	27.4	65.5	1.0	1.5	1.0	26.9	-26.8
pair	MACD	MACDhist	neg-neg	55	31.6	27.1	63.6	1.0	1.5	0.9	27.0	-29.3
pair	MACDhist	MACD	neg-neg	55	31.6	27.1	63.6	1.0	1.5	0.9	27.0	-29.3
pair	MACDhist	RSIhist	neg-neg	63	36.2	27.0	66.7	1.1	1.5	1.0	25.2	-26.8
pair	RSIhist	MACDhist	neg-neg	63	36.2	27.0	66.7	1.1	1.5	1.0	25.2	-26.8
single	LWTI	LWTI	neg-neg	38	21.8	26.6	68.4	1.0	1.3	0.9	29.1	-29.3
pair	RSmean	MACD	neg-neg	18	10.3	26.3	72.2	1.8	3.0	4.9	13.8	-5.4
pair	MACD	RSmean	neg-neg	18	10.3	26.3	72.2	1.8	3.0	4.9	13.8	-5.4
single	RSmean	RSmean	neg-neg	23	13.2	26.1	73.9	1.7	2.9	4.5	14.1	-5.8
pair	RSmean	MACD	neg-pos	5	2.9	25.3	80.0	1.4	0.0	4.4	16.6	-5.8
single	RSI	RSI	neg-neg	51	29.3	25.3	64.7	0.9	1.4	0.9	28.5	-29.3
pair	MACD	RSmean	neg-pos	5	2.9	25.3	80.0	1.4	0.0	4.4	16.6	-5.8
pair	RSmean	LWTI	pos-neg	37	21.3	25.2	67.6	0.9	1.2	0.9	29.5	-29.3
pair	LWTI	RSmean	pos-neg	37	21.3	25.2	67.6	0.9	1.2	0.9	29.5	-29.3
pair	MACDhist	RSmean	neg-neg	16	9.2	25.1	75.0	1.7	2.6	4.3	14.0	-5.8
pair	RSmean	MACDhist	neg-neg	16	9.2	25.1	75.0	1.7	2.6	4.3	14.0	-5.8
pair	RSmean	RSI	pos-neg	43	24.7	24.3	65.1	0.9	1.3	0.8	30.2	-29.3
pair	RSI	RSmean	pos-neg	43	24.7	24.3	65.1	0.9	1.3	0.8	30.2	-29.3
single	MACD	MACD	neg-neg	70	40.2	24.0	64.3	1.0	1.4	0.8	25.6	-29.3
pair	RSIhist	RSmean	neg-pos	10	5.7	23.9	70.0	1.4	2.5	4.1	15.9	-5.8
pair	RSmean	RSIhist	neg-pos	10	5.7	23.9	70.0	1.4	2.5	4.1	15.9	-5.8
pair	LWTI	RSmean	neg-pos	22	12.6	23.8	72.7	1.6	2.7	4.1	14.2	-5.8
pair	RSmean	LWTI	neg-pos	22	12.6	23.8	72.7	1.6	2.7	4.1	14.2	-5.8
pair	RSI	RSmean	neg-pos	15	8.6	23.7	80.0	1.8	2.5	4.1	12.5	-5.8
pair	RSmean	RSI	neg-pos	15	8.6	23.7	80.0	1.8	2.5	4.1	12.5	-5.8
pair	RSmean	MACD	pos-neg	52	29.9	23.3	61.5	0.9	1.3	0.8	28.6	-29.3
pair	MACD	RSmean	pos-neg	52	29.9	23.3	61.5	0.9	1.3	0.8	28.6	-29.3
pair	RSmean	SLmean	pos-neg	10	5.7	22.1	70.0	1.3	2.4	3.8	16.0	-5.8
pair	SLmean	RSmean	pos-neg	10	5.7	22.1	70.0	1.3	2.4	3.8	16.0	-5.8
pair	LWTI	RSI	neg-neg	28	16.1	21.6	64.3	0.8	1.1	0.7	33.3	-29.3
pair	RSI	LWTI	neg-neg	28	16.1	21.6	64.3	0.8	1.1	0.7	33.3	-29.3
pair	MACDhist	LWTI	neg-neg	35	20.1	21.5	65.7	0.8	1.1	0.7	30.0	-29.3
pair	LWTI	MACDhist	neg-neg	35	20.1	21.5	65.7	0.8	1.1	0.7	30.0	-29.3
pair	MRmean	LWTI	pos-neg	15	8.6	20.8	73.3	1.2	1.7	1.4	16.9	-14.9
pair	LWTI	MRmean	pos-neg	15	8.6	20.8	73.3	1.2	1.7	1.4	16.9	-14.9
pair	MRmean	SLmean	neg-pos	5	2.9	18.9	60.0	0.9	1.2	2.1	21.2	-8.9
pair	SLmean	MRmean	neg-pos	5	2.9	18.9	60.0	0.9	1.2	2.1	21.2	-8.9
pair	LWTI	SLmean	pos-neg	19	10.9	16.7	68.4	1.0	1.4	0.8	17.5	-21.6
pair	SLmean	LWTI	pos-neg	19	10.9	16.7	68.4	1.0	1.4	0.8	17.5	-21.6
pair	LWTI	MACD	neg-pos	42	24.1	16.0	61.9	0.8	1.4	0.8	20.2	-19.9
pair	MACD	LWTI	neg-pos	42	24.1	16.0	61.9	0.8	1.4	0.8	20.2	-19.9
single	MACDhist	MACDhist	neg-neg	93	53.4	15.5	64.5	0.7	1.1	0.5	23.3	-33.4
pair	RSmean	MRmean	pos-neg	9	5.2	14.7	66.7	0.9	1.6	2.5	15.8	-5.8
pair	MRmean	RSmean	pos-neg	9	5.2	14.7	66.7	0.9	1.6	2.5	15.8	-5.8
pair	RSI	MRmean	neg-pos	21	12.1	14.6	61.9	0.9	1.9	0.8	15.9	-17.4
pair	MRmean	RSI	neg-pos	21	12.1	14.6	61.9	0.9	1.9	0.8	15.9	-17.4
pair	RSmean	MACDhist	pos-neg	77	44.3	13.6	62.3	0.6	0.9	0.4	24.9	-33.4
pair	MACDhist	RSmean	pos-neg	77	44.3	13.6	62.3	0.6	0.9	0.4	24.9	-33.4
pair	MACD	MACDhist	neg-pos	15	8.6	13.5	66.7	0.7	1.2	0.9	19.9	-15.0
pair	MACDhist	MACD	neg-pos	15	8.6	13.5	66.7	0.7	1.2	0.9	19.9	-15.0
pair	MACDhist	LWTI	neg-pos	58	33.3	12.0	63.8	0.7	1.2	0.4	18.4	-28.4
pair	LWTI	MACDhist	neg-pos	58	33.3	12.0	63.8	0.7	1.2	0.4	18.4	-28.4
pair	RSI	MACD	neg-pos	31	17.8	10.1	61.3	0.7	1.0	0.5	15.9	-21.2
pair	MACD	RSI	neg-pos	31	17.8	10.1	61.3	0.7	1.0	0.5	15.9	-21.2
pair	SLmean	RSIhist	neg-pos	5	2.9	8.2	80.0	0.5	0.0	0.9	20.0	-9.4
pair	RSIhist	SLmean	neg-pos	5	2.9	8.2	80.0	0.5	0.0	0.9	20.0	-9.4
pair	RSI	MACDhist	neg-pos	9	5.2	7.9	55.6	0.5	0.6	0.5	19.9	-15.0
pair	MACDhist	RSI	neg-pos	9	5.2	7.9	55.6	0.5	0.6	0.5	19.9	-15.0
single	SLmean	SLmean	neg-neg	66	37.9	7.7	66.7	0.4	0.4	0.1	35.6	-55.8
pair	RSIhist	MRmean	neg-pos	7	4.0	7.7	71.4	0.4	2.7	0.5	22.9	-16.5
pair	MRmean	RSIhist	neg-pos	7	4.0	7.7	71.4	0.4	2.7	0.5	22.9	-16.5
pair	RSIhist	SLmean	neg-neg	61	35.1	7.6	65.6	0.4	0.4	0.1	36.6	-55.8
pair	SLmean	RSIhist	neg-neg	61	35.1	7.6	65.6	0.4	0.4	0.1	36.6	-55.8
single	RSIhist	RSIhist	neg-neg	84	48.3	7.0	65.5	0.4	0.4	0.1	31.7	-55.8
pair	RSIhist	MACDhist	pos-pos	60	34.5	5.8	61.7	0.5	0.8	0.4	13.7	-13.7
pair	MACDhist	RSIhist	pos-pos	60	34.5	5.8	61.7	0.5	0.8	0.4	13.7	-13.7
pair	MACDhist	SLmean	pos-pos	68	39.1	5.6	61.8	0.5	0.8	0.4	13.0	-13.4
pair	SLmean	MACDhist	pos-pos	68	39.1	5.6	61.8	0.5	0.8	0.4	13.0	-13.4
pair	SLmean	RSIhist	pos-neg	23	13.2	5.4	65.2	0.6	0.6	0.6	10.5	-8.9
pair	RSIhist	SLmean	pos-neg	23	13.2	5.4	65.2	0.6	0.6	0.6	10.5	-8.9
pair	RSI	MACDhist	pos-neg	51	29.3	5.1	62.7	0.4	0.6	0.2	15.4	-22.1
pair	MACDhist	RSI	pos-neg	51	29.3	5.1	62.7	0.4	0.6	0.2	15.4	-22.1
pair	RSIhist	LWTI	pos-neg	16	9.2	4.4	62.5	0.3	0.5	0.1	20.5	-28.9
pair	LWTI	RSIhist	pos-neg	16	9.2	4.4	62.5	0.3	0.5	0.1	20.5	-28.9
pair	RSI	RSIhist	pos-pos	78	44.8	4.4	64.1	0.4	0.5	0.2	13.7	-20.4
pair	RSIhist	RSI	pos-pos	78	44.8	4.4	64.1	0.4	0.5	0.2	13.7	-20.4
pair		benchmark___benchmark_	benchmark-benchmark	174	100.0	4.3	63.2	0.3	0.3	0.1	24.5	-59.7
pair	benchmark___benchmark_		benchmark-benchmark	174	100.0	4.3	63.2	0.3	0.3	0.1	24.5	-59.7
pair	RSIhist	RSmean	pos-neg	71	40.8	3.6	63.4	0.3	0.3	0.1	34.0	-55.8
pair	RSmean	RSIhist	pos-neg	71	40.8	3.6	63.4	0.3	0.3	0.1	34.0	-55.8
pair	MRmean	MACD	neg-pos	22	12.6	3.4	59.1	0.3	0.4	0.2	17.8	-16.1
pair	MACD	MRmean	neg-pos	22	12.6	3.4	59.1	0.3	0.4	0.2	17.8	-16.1
pair	RSmean	SLmean	neg-pos	53	30.5	3.0	64.2	0.3	0.3	0.1	39.2	-55.8
pair	SLmean	RSmean	neg-pos	53	30.5	3.0	64.2	0.3	0.3	0.1	39.2	-55.8
pair	MACD	SLmean	pos-neg	34	19.5	2.9	55.9	0.2	0.4	0.1	17.8	-23.9
pair	SLmean	MACD	pos-neg	34	19.5	2.9	55.9	0.2	0.4	0.1	17.8	-23.9
pair	RSI	SLmean	pos-pos	94	54.0	2.8	62.8	0.3	0.4	0.2	13.2	-17.3
pair	SLmean	RSI	pos-pos	94	54.0	2.8	62.8	0.3	0.4	0.2	13.2	-17.3
single	SLmean	SLmean	pos-pos	108	62.1	2.4	61.1	0.2	0.3	0.1	14.0	-29.7
pair	RSIhist	MACD	neg-pos	34	19.5	2.2	58.8	0.2	0.3	0.1	18.9	-31.1
pair	MACD	RSIhist	neg-pos	34	19.5	2.2	58.8	0.2	0.3	0.1	18.9	-31.1
pair	SLmean	MACD	pos-pos	74	42.5	2.1	63.5	0.2	0.3	0.1	12.1	-26.1
pair	MACD	SLmean	pos-pos	74	42.5	2.1	63.5	0.2	0.3	0.1	12.1	-26.1
single	RSIhist	RSIhist	pos-pos	90	51.7	1.9	61.1	0.2	0.3	0.1	15.1	-35.2
pair	RSIhist	MACD	pos-pos	56	32.2	1.7	62.5	0.2	0.3	0.1	12.4	-25.7
pair	MACD	RSIhist	pos-pos	56	32.2	1.7	62.5	0.2	0.3	0.1	12.4	-25.7
pair	SLmean	MRmean	pos-pos	103	59.2	1.6	61.2	0.2	0.2	0.1	13.7	-27.6
pair	MRmean	SLmean	pos-pos	103	59.2	1.6	61.2	0.2	0.2	0.1	13.7	-27.6
pair	SLmean	RSIhist	pos-pos	85	48.9	1.5	60.0	0.2	0.3	0.1	14.9	-28.5
pair	RSIhist	SLmean	pos-pos	85	48.9	1.5	60.0	0.2	0.3	0.1	14.9	-28.5
pair	LWTI	RSIhist	pos-pos	74	42.5	1.4	60.8	0.2	0.2	0.1	13.8	-23.6
pair	RSIhist	LWTI	pos-pos	74	42.5	1.4	60.8	0.2	0.2	0.1	13.8	-23.6
pair	RSIhist	MRmean	pos-pos	83	47.7	1.4	60.2	0.2	0.2	0.1	14.4	-24.4
pair	MRmean	RSIhist	pos-pos	83	47.7	1.4	60.2	0.2	0.2	0.1	14.4	-24.4
pair	MRmean	MACD	pos-neg	32	18.4	1.4	56.2	0.2	0.2	0.1	19.2	-26.3
pair	MACD	MRmean	pos-neg	32	18.4	1.4	56.2	0.2	0.2	0.1	19.2	-26.3
single	RSmean	RSmean	pos-pos	151	86.8	1.4	61.6	0.2	0.2	0.0	25.7	-59.7
pair	MACD	LWTI	pos-neg	10	5.7	1.2	70.0	0.1	0.2	0.1	18.2	-15.1
pair	LWTI	MACD	pos-neg	10	5.7	1.2	70.0	0.1	0.2	0.1	18.2	-15.1
pair	SLmean	RSmean	pos-pos	98	56.3	0.5	60.2	0.1	0.1	0.0	13.8	-37.8
pair	MACD	MACDhist	pos-neg	38	21.8	0.5	65.8	0.1	0.2	0.0	16.0	-19.7
pair	MACDhist	MACD	pos-neg	38	21.8	0.5	65.8	0.1	0.2	0.0	16.0	-19.7
pair	RSmean	SLmean	pos-pos	98	56.3	0.5	60.2	0.1	0.1	0.0	13.8	-37.8
pair	MRmean	MACDhist	pos-neg	38	21.8	0.2	63.2	0.1	0.1	0.0	16.1	-19.9
pair	MACDhist	MRmean	pos-neg	38	21.8	0.2	63.2	0.1	0.1	0.0	16.1	-19.9
pair	SLmean	RSI	pos-neg	14	8.0	-0.4	50.0	0.1	0.1	-0.0	19.5	-23.9
pair	RSI	SLmean	pos-neg	14	8.0	-0.4	50.0	0.1	0.1	-0.0	19.5	-23.9
pair	LWTI	SLmean	pos-pos	89	51.1	-0.5	59.6	0.0	0.0	-0.0	13.2	-22.0
pair	SLmean	LWTI	pos-pos	89	51.1	-0.5	59.6	0.0	0.0	-0.0	13.2	-22.0
pair	RSmean	RSIhist	pos-pos	80	46.0	-0.6	60.0	0.0	0.1	-0.0	14.9	-41.1
pair	RSIhist	RSmean	pos-pos	80	46.0	-0.6	60.0	0.0	0.1	-0.0	14.9	-41.1
single	LWTI	LWTI	pos-pos	136	78.2	-1.1	61.8	0.1	0.1	-0.0	22.9	-62.5
pair	LWTI	SLmean	neg-pos	47	27.0	-2.4	66.0	0.2	0.1	-0.0	34.7	-55.8
pair	SLmean	LWTI	neg-pos	47	27.0	-2.4	66.0	0.2	0.1	-0.0	34.7	-55.8
pair	SLmean	MACDhist	pos-neg	40	23.0	-3.0	60.0	-0.1	-0.1	-0.1	15.8	-23.6
pair	MACDhist	SLmean	pos-neg	40	23.0	-3.0	60.0	-0.1	-0.1	-0.1	15.8	-23.6
single	RSI	RSI	pos-pos	123	70.7	-3.3	62.6	0.0	0.0	-0.1	22.4	-64.9
pair	LWTI	RSIhist	neg-pos	62	35.6	-4.1	62.9	0.1	0.1	-0.1	30.5	-56.3
pair	RSIhist	LWTI	neg-pos	62	35.6	-4.1	62.9	0.1	0.1	-0.1	30.5	-56.3
pair	MACD	RSI	pos-neg	12	6.9	-4.9	58.3	-0.2	-0.3	-0.3	15.9	-14.6
pair	RSI	MACD	pos-neg	12	6.9	-4.9	58.3	-0.2	-0.3	-0.3	15.9	-14.6
pair	LWTI	RSmean	pos-pos	114	65.5	-5.4	59.6	-0.1	-0.1	-0.1	24.1	-62.5
pair	RSmean	LWTI	pos-pos	114	65.5	-5.4	59.6	-0.1	-0.1	-0.1	24.1	-62.5
pair	RSIhist	MACDhist	neg-pos	30	17.2	-5.5	60.0	-0.2	-0.3	-0.2	17.7	-33.8
pair	MACDhist	RSIhist	neg-pos	30	17.2	-5.5	60.0	-0.2	-0.3	-0.2	17.7	-33.8
pair	LWTI	RSI	pos-pos	113	64.9	-6.5	61.1	-0.1	-0.1	-0.1	22.9	-69.0
pair	RSI	LWTI	pos-pos	113	64.9	-6.5	61.1	-0.1	-0.1	-0.1	22.9	-69.0
pair	RSI	RSmean	pos-pos	108	62.1	-6.5	60.2	-0.1	-0.1	-0.1	23.3	-64.4
pair	RSmean	RSI	pos-pos	108	62.1	-6.5	60.2	-0.1	-0.1	-0.1	23.3	-64.4
pair	RSI	MRmean	pos-pos	102	58.6	-6.6	62.7	-0.1	-0.1	-0.1	23.5	-66.6
pair	MRmean	RSI	pos-pos	102	58.6	-6.6	62.7	-0.1	-0.1	-0.1	23.5	-66.6
single	MRmean	MRmean	pos-pos	114	65.5	-6.8	61.4	-0.1	-0.1	-0.1	23.2	-69.3
single	MACD	MACD	pos-pos	104	59.8	-7.1	62.5	-0.1	-0.1	-0.1	23.3	-70.5
single	MACDhist	MACDhist	pos-pos	81	46.6	-7.1	61.7	-0.1	-0.1	-0.1	25.6	-63.3
pair	RSI	MACD	pos-pos	92	52.9	-7.4	63.0	-0.1	-0.1	-0.1	24.2	-68.7
pair	MACD	RSI	pos-pos	92	52.9	-7.4	63.0	-0.1	-0.1	-0.1	24.2	-68.7
pair	LWTI	MACD	pos-pos	94	54.0	-8.0	61.7	-0.2	-0.1	-0.1	23.8	-67.0
pair	MACD	LWTI	pos-pos	94	54.0	-8.0	61.7	-0.2	-0.1	-0.1	23.8	-67.0
pair	MRmean	RSI	pos-neg	12	6.9	-8.2	50.0	-0.3	-0.5	-0.3	21.5	-26.3
pair	RSI	MRmean	pos-neg	12	6.9	-8.2	50.0	-0.3	-0.5	-0.3	21.5	-26.3
pair	RSmean	MRmean	pos-pos	105	60.3	-8.4	61.0	-0.2	-0.2	-0.1	23.7	-70.4
pair	MRmean	RSmean	pos-pos	105	60.3	-8.4	61.0	-0.2	-0.2	-0.1	23.7	-70.4
pair	MACD	RSmean	pos-pos	99	56.9	-8.5	61.6	-0.2	-0.2	-0.1	23.6	-70.5
pair	RSmean	MACD	pos-pos	99	56.9	-8.5	61.6	-0.2	-0.2	-0.1	23.6	-70.5
pair	MACDhist	RSI	pos-pos	72	41.4	-8.8	62.5	-0.2	-0.1	-0.1	26.3	-62.7
pair	RSI	MACDhist	pos-pos	72	41.4	-8.8	62.5	-0.2	-0.1	-0.1	26.3	-62.7
pair	MRmean	MACD	pos-pos	82	47.1	-9.8	63.4	-0.2	-0.2	-0.1	24.6	-69.2
pair	MACD	MRmean	pos-pos	82	47.1	-9.8	63.4	-0.2	-0.2	-0.1	24.6	-69.2
pair	MACDhist	RSmean	pos-pos	74	42.5	-9.9	60.8	-0.2	-0.1	-0.1	26.2	-65.6
pair	RSmean	MACDhist	pos-pos	74	42.5	-9.9	60.8	-0.2	-0.1	-0.1	26.2	-65.6
pair	MACDhist	LWTI	pos-pos	78	44.8	-9.9	60.3	-0.2	-0.2	-0.1	25.6	-68.1
pair	LWTI	MACDhist	pos-pos	78	44.8	-9.9	60.3	-0.2	-0.2	-0.1	25.6	-68.1
pair	MACDhist	MRmean	pos-pos	76	43.7	-10.0	60.5	-0.2	-0.2	-0.1	26.1	-65.6
pair	MRmean	MACDhist	pos-pos	76	43.7	-10.0	60.5	-0.2	-0.2	-0.1	26.1	-65.6
pair	MRmean	LWTI	pos-pos	99	56.9	-10.4	59.6	-0.3	-0.2	-0.1	23.9	-71.3
pair	LWTI	MRmean	pos-pos	99	56.9	-10.4	59.6	-0.3	-0.2	-0.1	23.9	-71.3
pair	MACD	MACDhist	pos-pos	66	37.9	-11.3	60.6	-0.2	-0.2	-0.2	26.7	-66.5
pair	MACDhist	MACD	pos-pos	66	37.9	-11.3	60.6	-0.2	-0.2	-0.2	26.7	-66.5
pair	RSIhist	RSI	neg-pos	12	6.9	-13.1	41.7	-0.5	-1.0	-0.4	22.6	-31.1
pair	RSI	RSIhist	neg-pos	12	6.9	-13.1	41.7	-0.5	-1.0	-0.4	22.6	-31.1
pair	RSIhist	RSI	pos-neg	45	25.9	-15.3	60.0	-0.3	-0.2	-0.2	32.4	-62.7
pair	RSI	RSIhist	pos-neg	45	25.9	-15.3	60.0	-0.3	-0.2	-0.2	32.4	-62.7
pair	RSIhist	MACD	pos-neg	48	27.6	-16.5	62.5	-0.3	-0.2	-0.2	31.6	-64.9
pair	MACD	RSIhist	pos-neg	48	27.6	-16.5	62.5	-0.3	-0.2	-0.2	31.6	-64.9
pair	RSI	SLmean	neg-pos	29	16.7	-20.6	62.1	-0.3	-0.2	-0.3	39.9	-61.9
pair	SLmean	RSI	neg-pos	29	16.7	-20.6	62.1	-0.3	-0.2	-0.3	39.9	-61.9
pair	RSIhist	MRmean	pos-neg	31	17.8	-25.6	64.5	-0.5	-0.3	-0.4	37.8	-64.3
pair	MRmean	RSIhist	pos-neg	31	17.8	-25.6	64.5	-0.5	-0.3	-0.4	37.8	-64.3
pair	SLmean	MACD	neg-pos	30	17.2	-26.5	60.0	-0.5	-0.4	-0.4	39.1	-63.7
pair	MACD	SLmean	neg-pos	30	17.2	-26.5	60.0	-0.5	-0.4	-0.4	39.1	-63.7
pair	MACDhist	RSIhist	pos-neg	21	12.1	-36.0	61.9	-0.7	-0.5	-0.6	44.5	-62.9
pair	RSIhist	MACDhist	pos-neg	21	12.1	-36.0	61.9	-0.7	-0.5	-0.6	44.5	-62.9
pair	SLmean	MACDhist	neg-pos	13	7.5	-52.6	61.5	-0.9	-0.6	-0.9	56.4	-61.4
pair	MACDhist	SLmean	neg-pos	13	7.5	-52.6	61.5	-0.9	-0.6	-0.9	56.4	-61.4
pair	SLmean	MRmean	pos-neg	11	6.3	-58.4	63.6	-0.9	-0.7	-0.9	62.1	-62.7
pair	MRmean	SLmean	pos-neg	11	6.3	-58.4	63.6	-0.9	-0.7	-0.9	62.1	-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 1.6% \| Win 61% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 14% \| MDD -27.6% Months 103M (59%)	CAGR -58.4% \| Win 64% Sharpe -0.93 \| Sortino -0.68 \| Calmar -0.9 Vol 62% \| MDD -62.7% Months 11M (6%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 18.9% \| Win 60% Sharpe 0.91 \| Sortino 1.17 \| Calmar 2.1 Vol 21% \| MDD -8.9% Months 5M (3%)	CAGR 30.2% \| Win 67% Sharpe 1.14 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 55M (32%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
SLmean only	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -8.4% \| Win 61% Sharpe -0.20 \| Sortino -0.16 \| Calmar -0.1 Vol 24% \| MDD -70.4% Months 105M (60%)	CAGR 14.7% \| Win 67% Sharpe 0.94 \| Sortino 1.64 \| Calmar 2.5 Vol 16% \| MDD -5.8% Months 9M (5%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 27.8% \| Win 63% Sharpe 1.00 \| Sortino 1.50 \| Calmar 1.0 Vol 29% \| MDD -26.8% Months 46M (26%)	CAGR 34.0% \| Win 79% Sharpe 2.31 \| Sortino 3.21 \| Calmar 14.6 Vol 13% \| MDD -2.3% Months 14M (8%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
RSmean only	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (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 -9.8% \| Win 63% Sharpe -0.23 \| Sortino -0.17 \| Calmar -0.1 Vol 25% \| MDD -69.2% Months 82M (47%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 19% \| MDD -26.3% Months 32M (18%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 3.4% \| Win 59% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.2 Vol 18% \| MDD -16.1% Months 22M (13%)	CAGR 47.0% \| Win 71% Sharpe 1.49 \| Sortino 1.91 \| Calmar 2.0 Vol 29% \| MDD -23.7% Months 38M (22%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
MACD only	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -6.6% \| Win 63% Sharpe -0.12 \| Sortino -0.09 \| Calmar -0.1 Vol 24% \| MDD -66.6% Months 102M (59%)	CAGR -8.2% \| Win 50% Sharpe -0.30 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -26.3% Months 12M (7%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 14.6% \| Win 62% Sharpe 0.94 \| Sortino 1.89 \| Calmar 0.8 Vol 16% \| MDD -17.4% Months 21M (12%)	CAGR 37.9% \| Win 69% Sharpe 1.24 \| Sortino 1.67 \| Calmar 1.6 Vol 30% \| MDD -23.7% Months 39M (22%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
RSI only	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.0% \| Win 60% Sharpe -0.21 \| Sortino -0.16 \| Calmar -0.2 Vol 26% \| MDD -65.6% Months 76M (44%)	CAGR 0.2% \| Win 63% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -19.9% Months 38M (22%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 51.2% \| Win 80% Sharpe 4.41 \| Sortino 0.00 \| Calmar 52.1 Vol 10% \| MDD -1.0% Months 5M (3%)	CAGR 27.4% \| Win 66% Sharpe 1.04 \| Sortino 1.53 \| Calmar 1.0 Vol 27% \| MDD -26.8% Months 55M (32%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
MACDhist only	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 60% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.1 Vol 14% \| MDD -24.4% Months 83M (48%)	CAGR -25.6% \| Win 64% Sharpe -0.49 \| Sortino -0.34 \| Calmar -0.4 Vol 38% \| MDD -64.3% Months 31M (18%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 7.7% \| Win 71% Sharpe 0.43 \| Sortino 2.67 \| Calmar 0.5 Vol 23% \| MDD -16.5% Months 7M (4%)	CAGR 32.4% \| Win 66% Sharpe 1.20 \| Sortino 1.70 \| Calmar 1.2 Vol 26% \| MDD -26.8% Months 53M (30%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
RSIhist only	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -10.4% \| Win 60% Sharpe -0.29 \| Sortino -0.23 \| Calmar -0.1 Vol 24% \| MDD -71.3% Months 99M (57%)	CAGR 20.8% \| Win 73% Sharpe 1.21 \| Sortino 1.69 \| Calmar 1.4 Vol 17% \| MDD -14.9% Months 15M (9%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 28.4% \| Win 68% Sharpe 1.45 \| Sortino 3.57 \| Calmar 2.0 Vol 18% \| MDD -13.9% Months 37M (21%)	CAGR 30.5% \| Win 65% Sharpe 0.94 \| Sortino 1.31 \| Calmar 1.3 Vol 35% \| MDD -23.7% Months 23M (13%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 0.5% \| Win 60% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 14% \| MDD -37.8% Months 98M (56%)	CAGR 22.1% \| Win 70% Sharpe 1.33 \| Sortino 2.35 \| Calmar 3.8 Vol 16% \| MDD -5.8% Months 10M (6%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)
SLmean neg	CAGR 3.0% \| Win 64% Sharpe 0.33 \| Sortino 0.29 \| Calmar 0.1 Vol 39% \| MDD -55.8% Months 53M (30%)	CAGR 29.3% \| Win 77% Sharpe 2.04 \| Sortino 2.82 \| Calmar 12.6 Vol 13% \| MDD -2.3% Months 13M (8%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
RSmean only	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (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 2.1% \| Win 64% Sharpe 0.23 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -26.1% Months 74M (42%)	CAGR 2.9% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 18% \| MDD -23.9% Months 34M (20%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)
SLmean neg	CAGR -26.5% \| Win 60% Sharpe -0.49 \| Sortino -0.37 \| Calmar -0.4 Vol 39% \| MDD -63.7% Months 30M (17%)	CAGR 48.0% \| Win 72% Sharpe 1.46 \| Sortino 1.87 \| Calmar 2.0 Vol 30% \| MDD -23.7% Months 36M (21%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
MACD only	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 63% Sharpe 0.27 \| Sortino 0.36 \| Calmar 0.2 Vol 13% \| MDD -17.3% Months 94M (54%)	CAGR -0.4% \| Win 50% Sharpe 0.07 \| Sortino 0.12 \| Calmar -0.0 Vol 20% \| MDD -23.9% Months 14M (8%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)
SLmean neg	CAGR -20.6% \| Win 62% Sharpe -0.28 \| Sortino -0.20 \| Calmar -0.3 Vol 40% \| MDD -61.9% Months 29M (17%)	CAGR 36.7% \| Win 70% Sharpe 1.17 \| Sortino 1.60 \| Calmar 1.5 Vol 31% \| MDD -23.7% Months 37M (21%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
RSI only	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 62% Sharpe 0.49 \| Sortino 0.76 \| Calmar 0.4 Vol 13% \| MDD -13.4% Months 68M (39%)	CAGR -3.0% \| Win 60% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 16% \| MDD -23.6% Months 40M (23%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)
SLmean neg	CAGR -52.6% \| Win 62% Sharpe -0.88 \| Sortino -0.63 \| Calmar -0.9 Vol 56% \| MDD -61.4% Months 13M (8%)	CAGR 31.7% \| Win 68% Sharpe 1.16 \| Sortino 1.66 \| Calmar 1.2 Vol 27% \| MDD -26.8% Months 53M (30%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
MACDhist only	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.5% \| Win 60% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.1 Vol 15% \| MDD -28.5% Months 85M (49%)	CAGR 5.4% \| Win 65% Sharpe 0.55 \| Sortino 0.58 \| Calmar 0.6 Vol 10% \| MDD -8.9% Months 23M (13%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (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 7.6% \| Win 66% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 37% \| MDD -55.8% Months 61M (35%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
RSIhist only	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -0.5% \| Win 60% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -22.0% Months 89M (51%)	CAGR 16.7% \| Win 68% Sharpe 0.97 \| Sortino 1.43 \| Calmar 0.8 Vol 18% \| MDD -21.6% Months 19M (11%)	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)
SLmean neg	CAGR -2.4% \| Win 66% Sharpe 0.17 \| Sortino 0.13 \| Calmar -0.0 Vol 35% \| MDD -55.8% Months 47M (27%)	CAGR 37.3% \| Win 68% Sharpe 1.04 \| Sortino 1.43 \| Calmar 1.6 Vol 38% \| MDD -23.7% Months 19M (11%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -8.5% \| Win 62% Sharpe -0.21 \| Sortino -0.16 \| Calmar -0.1 Vol 24% \| MDD -70.5% Months 99M (57%)	CAGR 23.3% \| Win 62% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.8 Vol 29% \| MDD -29.3% Months 52M (30%)	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (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 -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.5% \| Win 60% Sharpe -0.12 \| Sortino -0.10 \| Calmar -0.1 Vol 23% \| MDD -64.4% Months 108M (62%)	CAGR 24.3% \| Win 65% Sharpe 0.88 \| Sortino 1.32 \| Calmar 0.8 Vol 30% \| MDD -29.3% Months 43M (25%)	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (87%)
RSmean neg	CAGR 23.7% \| Win 80% Sharpe 1.78 \| Sortino 2.53 \| Calmar 4.1 Vol 12% \| MDD -5.8% Months 15M (9%)	CAGR 30.6% \| Win 62% Sharpe 1.61 \| Sortino 2.93 \| Calmar 13.2 Vol 18% \| MDD -2.3% Months 8M (5%)	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 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -9.9% \| Win 61% Sharpe -0.20 \| Sortino -0.15 \| Calmar -0.2 Vol 26% \| MDD -65.6% Months 74M (42%)	CAGR 13.6% \| Win 62% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.4 Vol 25% \| MDD -33.4% Months 77M (44%)	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (87%)
RSmean neg	CAGR 28.4% \| Win 71% Sharpe 1.71 \| Sortino 2.79 \| 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 -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -0.6% \| Win 60% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 15% \| MDD -41.1% Months 80M (46%)	CAGR 3.6% \| Win 63% Sharpe 0.32 \| Sortino 0.28 \| Calmar 0.1 Vol 34% \| MDD -55.8% Months 71M (41%)	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (87%)
RSmean neg	CAGR 23.9% \| Win 70% Sharpe 1.43 \| Sortino 2.51 \| Calmar 4.1 Vol 16% \| MDD -5.8% Months 10M (6%)	CAGR 27.8% \| Win 77% Sharpe 1.95 \| Sortino 2.70 \| Calmar 12.0 Vol 13% \| MDD -2.3% Months 13M (8%)	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 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -5.4% \| Win 60% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.1 Vol 24% \| MDD -62.5% Months 114M (66%)	CAGR 25.2% \| Win 68% Sharpe 0.92 \| Sortino 1.24 \| Calmar 0.9 Vol 30% \| MDD -29.3% Months 37M (21%)	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (87%)
RSmean neg	CAGR 23.8% \| Win 73% Sharpe 1.59 \| Sortino 2.69 \| Calmar 4.1 Vol 14% \| MDD -5.8% Months 22M (13%)	CAGR 88.1% \| 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 -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -7.4% \| Win 63% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 24% \| MDD -68.7% Months 92M (53%)	CAGR -4.9% \| Win 58% Sharpe -0.24 \| Sortino -0.28 \| Calmar -0.3 Vol 16% \| MDD -14.6% Months 12M (7%)	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)
MACD neg	CAGR 10.1% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.5 Vol 16% \| MDD -21.2% Months 31M (18%)	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 (40%)
RSI only	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -11.3% \| Win 61% Sharpe -0.24 \| Sortino -0.18 \| Calmar -0.2 Vol 27% \| MDD -66.5% Months 66M (38%)	CAGR 0.5% \| Win 66% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.0 Vol 16% \| MDD -19.7% Months 38M (22%)	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)
MACD neg	CAGR 13.5% \| Win 67% Sharpe 0.73 \| Sortino 1.18 \| Calmar 0.9 Vol 20% \| MDD -15.0% Months 15M (9%)	CAGR 27.1% \| Win 64% Sharpe 1.03 \| Sortino 1.47 \| Calmar 0.9 Vol 27% \| MDD -29.3% Months 55M (32%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)
MACDhist only	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.7% \| Win 62% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 12% \| MDD -25.7% Months 56M (32%)	CAGR -16.5% \| Win 62% Sharpe -0.33 \| Sortino -0.24 \| Calmar -0.3 Vol 32% \| MDD -64.9% Months 48M (28%)	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)
MACD neg	CAGR 2.2% \| Win 59% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -31.1% Months 34M (20%)	CAGR 49.0% \| Win 69% Sharpe 1.51 \| Sortino 1.92 \| Calmar 2.1 Vol 30% \| MDD -23.7% Months 36M (21%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)
RSIhist only	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -8.0% \| Win 62% Sharpe -0.17 \| Sortino -0.13 \| Calmar -0.1 Vol 24% \| MDD -67.0% Months 94M (54%)	CAGR 1.2% \| Win 70% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.1 Vol 18% \| MDD -15.1% Months 10M (6%)	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)
MACD neg	CAGR 16.0% \| Win 62% Sharpe 0.83 \| Sortino 1.44 \| Calmar 0.8 Vol 20% \| MDD -19.9% Months 42M (24%)	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 (40%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -8.8% \| Win 62% Sharpe -0.16 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -62.7% Months 72M (41%)	CAGR 5.1% \| Win 63% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 15% \| MDD -22.1% Months 51M (29%)	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)
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 (24%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)
MACDhist only	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.4% \| Win 64% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.2 Vol 14% \| MDD -20.4% Months 78M (45%)	CAGR -15.3% \| Win 60% Sharpe -0.27 \| Sortino -0.20 \| Calmar -0.2 Vol 32% \| MDD -62.7% Months 45M (26%)	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)
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 (29%)
RSIhist only	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -6.5% \| Win 61% Sharpe -0.13 \| Sortino -0.10 \| Calmar -0.1 Vol 23% \| MDD -69.0% Months 113M (65%)	CAGR 41.8% \| Win 80% Sharpe 3.02 \| Sortino 96.97 \| Calmar 23.4 Vol 12% \| MDD -1.8% Months 10M (6%)	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)
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 0.75 \| 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 (29%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 5.8% \| Win 62% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.4 Vol 14% \| MDD -13.7% Months 60M (34%)	CAGR -36.0% \| Win 62% Sharpe -0.65 \| Sortino -0.45 \| Calmar -0.6 Vol 44% \| MDD -62.9% Months 21M (12%)	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)
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 (36%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)
RSIhist only	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -9.9% \| Win 60% Sharpe -0.22 \| Sortino -0.17 \| Calmar -0.1 Vol 26% \| MDD -68.1% Months 78M (45%)	CAGR 103.7% \| Win 100% Sharpe 7.64 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 3M (2%)	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)
MACDhist neg	CAGR 12.0% \| Win 64% Sharpe 0.70 \| Sortino 1.24 \| Calmar 0.4 Vol 18% \| MDD -28.4% Months 58M (33%)	CAGR 21.5% \| Win 66% Sharpe 0.80 \| Sortino 1.11 \| Calmar 0.7 Vol 30% \| MDD -29.3% Months 35M (20%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 1.4% \| Win 61% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.1 Vol 14% \| MDD -23.6% Months 74M (42%)	CAGR 4.4% \| Win 62% Sharpe 0.31 \| Sortino 0.54 \| Calmar 0.2 Vol 20% \| MDD -28.9% Months 16M (9%)	CAGR 1.9% \| Win 61% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 15% \| MDD -35.2% Months 90M (52%)
RSIhist neg	CAGR -4.1% \| Win 63% Sharpe 0.08 \| Sortino 0.06 \| Calmar -0.1 Vol 30% \| MDD -56.3% Months 62M (36%)	CAGR 45.6% \| Win 73% Sharpe 1.30 \| Sortino 1.48 \| Calmar 1.9 Vol 34% \| MDD -23.7% Months 22M (13%)	CAGR 7.0% \| Win 66% Sharpe 0.42 \| Sortino 0.36 \| Calmar 0.1 Vol 32% \| MDD -55.8% Months 84M (48%)
LWTI only	CAGR -1.1% \| Win 62% Sharpe 0.10 \| Sortino 0.09 \| Calmar -0.0 Vol 23% \| MDD -62.5% Months 136M (78%)	CAGR 26.6% \| Win 68% Sharpe 0.96 \| Sortino 1.29 \| Calmar 0.9 Vol 29% \| MDD -29.3% Months 38M (22%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 61% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 14% \| MDD -27.6% Months 103M (59%)	CAGR -58.4% \| Win 64% Sharpe -0.93 \| Sortino -0.68 \| Calmar -0.9 Vol 62% \| MDD -62.7% Months 11M (6%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 18.9% \| Win 60% Sharpe 0.91 \| Sortino 1.17 \| Calmar 2.1 Vol 21% \| MDD -8.9% Months 5M (3%)	CAGR 30.2% \| Win 67% Sharpe 1.14 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 55M (32%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
SLmean only	CAGR 2.4% \| Win 61% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 108M (62%)	CAGR 7.7% \| Win 67% Sharpe 0.44 \| Sortino 0.38 \| Calmar 0.1 Vol 36% \| MDD -55.8% Months 66M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -8.4% \| Win 61% Sharpe -0.20 \| Sortino -0.16 \| Calmar -0.1 Vol 24% \| MDD -70.4% Months 105M (60%)	CAGR 14.7% \| Win 67% Sharpe 0.94 \| Sortino 1.64 \| Calmar 2.5 Vol 16% \| MDD -5.8% Months 9M (5%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 27.8% \| Win 63% Sharpe 1.00 \| Sortino 1.50 \| Calmar 1.0 Vol 29% \| MDD -26.8% Months 46M (26%)	CAGR 34.0% \| Win 79% Sharpe 2.31 \| Sortino 3.21 \| Calmar 14.6 Vol 13% \| MDD -2.3% Months 14M (8%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
RSmean only	CAGR 1.4% \| Win 62% Sharpe 0.21 \| Sortino 0.20 \| Calmar 0.0 Vol 26% \| MDD -59.7% Months 151M (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 -9.8% \| Win 63% Sharpe -0.23 \| Sortino -0.17 \| Calmar -0.1 Vol 25% \| MDD -69.2% Months 82M (47%)	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 19% \| MDD -26.3% Months 32M (18%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 3.4% \| Win 59% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.2 Vol 18% \| MDD -16.1% Months 22M (13%)	CAGR 47.0% \| Win 71% Sharpe 1.49 \| Sortino 1.91 \| Calmar 2.0 Vol 29% \| MDD -23.7% Months 38M (22%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
MACD only	CAGR -7.1% \| Win 62% Sharpe -0.15 \| Sortino -0.12 \| Calmar -0.1 Vol 23% \| MDD -70.5% Months 104M (60%)	CAGR 24.0% \| Win 64% Sharpe 0.98 \| Sortino 1.42 \| Calmar 0.8 Vol 26% \| MDD -29.3% Months 70M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -6.6% \| Win 63% Sharpe -0.12 \| Sortino -0.09 \| Calmar -0.1 Vol 24% \| MDD -66.6% Months 102M (59%)	CAGR -8.2% \| Win 50% Sharpe -0.30 \| Sortino -0.49 \| Calmar -0.3 Vol 22% \| MDD -26.3% Months 12M (7%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 14.6% \| Win 62% Sharpe 0.94 \| Sortino 1.89 \| Calmar 0.8 Vol 16% \| MDD -17.4% Months 21M (12%)	CAGR 37.9% \| Win 69% Sharpe 1.24 \| Sortino 1.67 \| Calmar 1.6 Vol 30% \| MDD -23.7% Months 39M (22%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
RSI only	CAGR -3.3% \| Win 63% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 22% \| MDD -64.9% Months 123M (71%)	CAGR 25.3% \| Win 65% Sharpe 0.94 \| Sortino 1.40 \| Calmar 0.9 Vol 28% \| MDD -29.3% Months 51M (29%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -10.0% \| Win 60% Sharpe -0.21 \| Sortino -0.16 \| Calmar -0.2 Vol 26% \| MDD -65.6% Months 76M (44%)	CAGR 0.2% \| Win 63% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -19.9% Months 38M (22%)	CAGR -6.8% \| Win 61% Sharpe -0.14 \| Sortino -0.11 \| Calmar -0.1 Vol 23% \| MDD -69.3% Months 114M (66%)
MRmean neg	CAGR 51.2% \| Win 80% Sharpe 4.41 \| Sortino 0.00 \| Calmar 52.1 Vol 10% \| MDD -1.0% Months 5M (3%)	CAGR 27.4% \| Win 66% Sharpe 1.04 \| Sortino 1.53 \| Calmar 1.0 Vol 27% \| MDD -26.8% Months 55M (32%)	CAGR 29.2% \| Win 67% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.1 Vol 26% \| MDD -26.8% Months 60M (34%)
MACDhist only	CAGR -7.1% \| Win 62% Sharpe -0.10 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -63.3% Months 81M (47%)	CAGR 15.5% \| Win 64% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 23% \| MDD -33.4% Months 93M (53%)