MUB - iShares National Muni Bond ETF

Signal Pair Analysis

MRmean-RSIhist

Best Pair

20.0%

Best CAGR

Total Months

3.6%

Avg CAGR

MUB 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 MUB

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSIhist	MRmean	neg-pos	3	1.4	20.0	66.7	3.4	0.0	0.0	5.4	0.0
pair	MRmean	RSIhist	neg-pos	3	1.4	20.0	66.7	3.4	0.0	0.0	5.4	0.0
pair	RSmean	MACDhist	neg-pos	2	0.9	16.8	100.0	3.4	0.0	0.0	4.6	0.0
pair	MACDhist	RSmean	neg-pos	2	0.9	16.8	100.0	3.4	0.0	0.0	4.6	0.0
pair	LWTI	SLmean	neg-neg	10	4.5	13.4	60.0	1.6	3.6	3.7	8.2	-3.6
pair	SLmean	LWTI	neg-neg	10	4.5	13.4	60.0	1.6	3.6	3.7	8.2	-3.6
pair	RSIhist	RSmean	neg-pos	4	1.8	11.8	75.0	3.0	0.0	0.0	3.7	0.0
pair	RSmean	RSIhist	neg-pos	4	1.8	11.8	75.0	3.0	0.0	0.0	3.7	0.0
pair	RSI	MACD	neg-neg	17	7.7	10.9	52.9	1.1	3.1	1.8	9.5	-6.0
pair	MACD	RSI	neg-neg	17	7.7	10.9	52.9	1.1	3.1	1.8	9.5	-6.0
pair	RSI	RSmean	neg-neg	3	1.4	10.2	66.7	1.4	0.0	10.4	7.3	-1.0
pair	RSmean	RSI	neg-neg	3	1.4	10.2	66.7	1.4	0.0	10.4	7.3	-1.0
pair	RSI	LWTI	neg-neg	12	5.4	9.7	58.3	1.2	2.6	1.6	8.1	-6.0
pair	LWTI	RSI	neg-neg	12	5.4	9.7	58.3	1.2	2.6	1.6	8.1	-6.0
pair	LWTI	MACD	pos-neg	14	6.3	9.6	71.4	2.2	5.2	6.6	4.2	-1.5
pair	MACD	LWTI	pos-neg	14	6.3	9.6	71.4	2.2	5.2	6.6	4.2	-1.5
pair	LWTI	MRmean	neg-neg	15	6.8	9.1	53.3	1.2	2.5	1.5	7.6	-6.0
pair	MRmean	LWTI	neg-neg	15	6.8	9.1	53.3	1.2	2.5	1.5	7.6	-6.0
pair	MACDhist	RSI	neg-neg	23	10.4	8.6	52.2	1.0	2.7	1.0	9.0	-8.7
pair	RSI	MACDhist	neg-neg	23	10.4	8.6	52.2	1.0	2.7	1.0	9.0	-8.7
pair	RSIhist	LWTI	neg-neg	13	5.9	7.6	53.8	1.0	2.1	1.3	7.8	-6.0
pair	LWTI	RSIhist	neg-neg	13	5.9	7.6	53.8	1.0	2.1	1.3	7.8	-6.0
pair	RSI	MRmean	neg-neg	24	10.9	7.6	50.0	0.9	2.5	0.9	8.9	-8.7
pair	MRmean	RSI	neg-neg	24	10.9	7.6	50.0	0.9	2.5	0.9	8.9	-8.7
pair	LWTI	MACDhist	neg-neg	24	10.9	7.0	58.3	1.1	2.0	1.2	6.4	-6.0
single	LWTI	LWTI	neg-neg	24	10.9	7.0	58.3	1.1	2.0	1.2	6.4	-6.0
pair	LWTI	RSmean	pos-neg	24	10.9	7.0	58.3	1.1	2.0	1.2	6.4	-6.0
pair	RSmean	LWTI	pos-neg	24	10.9	7.0	58.3	1.1	2.0	1.2	6.4	-6.0
pair	MACDhist	LWTI	neg-neg	24	10.9	7.0	58.3	1.1	2.0	1.2	6.4	-6.0
pair	SLmean	MACDhist	neg-neg	55	24.9	6.7	63.6	0.9	1.6	1.0	7.1	-6.9
pair	MACDhist	SLmean	neg-neg	55	24.9	6.7	63.6	0.9	1.6	1.0	7.1	-6.9
pair	RSI	SLmean	neg-neg	21	9.5	6.6	47.6	0.7	2.3	1.0	9.4	-6.4
pair	SLmean	RSmean	pos-neg	7	3.2	6.6	57.1	2.0	10.6	21.0	3.2	-0.3
pair	SLmean	RSI	neg-neg	21	9.5	6.6	47.6	0.7	2.3	1.0	9.4	-6.4
pair	RSmean	MRmean	pos-neg	7	3.2	6.6	57.1	2.0	10.6	21.0	3.2	-0.3
pair	MRmean	RSmean	pos-neg	7	3.2	6.6	57.1	2.0	10.6	21.0	3.2	-0.3
pair	RSmean	SLmean	pos-neg	7	3.2	6.6	57.1	2.0	10.6	21.0	3.2	-0.3
pair	SLmean	MACD	neg-neg	24	10.9	6.5	62.5	0.7	1.4	1.4	9.2	-4.8
pair	MACD	MRmean	neg-neg	25	11.3	6.5	60.0	0.7	1.4	1.1	9.1	-6.0
pair	MRmean	MACD	neg-neg	25	11.3	6.5	60.0	0.7	1.4	1.1	9.1	-6.0
pair	MACD	SLmean	neg-neg	24	10.9	6.5	62.5	0.7	1.4	1.4	9.2	-4.8
pair	LWTI	RSIhist	pos-neg	11	5.0	6.4	63.6	1.3	1.8	2.8	4.7	-2.3
pair	RSIhist	LWTI	pos-neg	11	5.0	6.4	63.6	1.3	1.8	2.8	4.7	-2.3
pair	MACDhist	RSIhist	neg-pos	46	20.8	6.4	69.6	1.5	2.2	2.5	4.2	-2.6
pair	RSIhist	MACDhist	neg-pos	46	20.8	6.4	69.6	1.5	2.2	2.5	4.2	-2.6
pair	RSIhist	RSI	neg-pos	5	2.3	6.2	60.0	0.9	1.1	2.4	7.2	-2.6
pair	RSI	RSIhist	neg-pos	5	2.3	6.2	60.0	0.9	1.1	2.4	7.2	-2.6
pair	MACD	MACDhist	neg-neg	36	16.3	6.1	61.1	0.8	1.3	1.0	8.2	-6.4
pair	RSmean	MACD	pos-neg	29	13.1	6.1	55.2	0.8	1.9	1.0	8.1	-6.4
pair	MACDhist	MACD	neg-neg	36	16.3	6.1	61.1	0.8	1.3	1.0	8.2	-6.4
pair	MACD	RSmean	pos-neg	29	13.1	6.1	55.2	0.8	1.9	1.0	8.1	-6.4
single	RSI	RSI	neg-neg	26	11.8	6.0	50.0	0.7	2.0	0.7	8.8	-8.7
pair	RSmean	MACDhist	pos-neg	100	45.2	5.9	64.0	1.0	1.8	0.5	5.8	-11.6
pair	MACDhist	RSmean	pos-neg	100	45.2	5.9	64.0	1.0	1.8	0.5	5.8	-11.6
pair	RSIhist	RSI	neg-neg	21	9.5	5.9	47.6	0.7	2.1	0.7	9.3	-8.7
pair	RSI	RSIhist	neg-neg	21	9.5	5.9	47.6	0.7	2.1	0.7	9.3	-8.7
pair	RSmean	MRmean	neg-pos	46	20.8	5.8	54.3	0.8	1.8	0.6	7.2	-9.2
pair	MRmean	RSmean	neg-pos	46	20.8	5.8	54.3	0.8	1.8	0.6	7.2	-9.2
pair	MRmean	MACDhist	neg-neg	54	24.4	5.7	61.1	0.8	1.4	0.6	7.4	-9.2
pair	MACDhist	MRmean	neg-neg	54	24.4	5.7	61.1	0.8	1.4	0.6	7.4	-9.2
pair	MACD	RSIhist	neg-neg	23	10.4	5.6	60.9	0.6	1.2	0.9	9.3	-6.0
pair	RSIhist	MACD	neg-neg	23	10.4	5.6	60.9	0.6	1.2	0.9	9.3	-6.0
pair	RSI	RSmean	pos-neg	23	10.4	5.4	47.8	0.6	1.8	0.6	9.1	-8.7
pair	RSmean	RSI	pos-neg	23	10.4	5.4	47.8	0.6	1.8	0.6	9.1	-8.7
pair	MRmean	SLmean	neg-neg	52	23.5	5.0	59.6	0.7	1.2	0.7	7.5	-6.9
single	MACDhist	MACDhist	neg-neg	118	53.4	5.0	63.6	0.9	1.3	0.4	5.9	-11.6
pair	SLmean	MRmean	neg-neg	52	23.5	5.0	59.6	0.7	1.2	0.7	7.5	-6.9
pair	SLmean	RSmean	neg-pos	58	26.2	4.7	53.4	0.7	1.3	0.7	6.9	-6.9
pair	RSmean	SLmean	neg-pos	58	26.2	4.7	53.4	0.7	1.3	0.7	6.9	-6.9
pair	LWTI	MACD	neg-pos	34	15.4	4.6	64.7	0.6	1.0	0.7	7.6	-7.1
pair	MACD	LWTI	neg-pos	34	15.4	4.6	64.7	0.6	1.0	0.7	7.6	-7.1
pair	LWTI	MACDhist	neg-pos	94	42.5	4.5	64.9	0.8	1.1	0.6	5.7	-8.0
pair	MACDhist	LWTI	neg-pos	94	42.5	4.5	64.9	0.8	1.1	0.6	5.7	-8.0
pair	MACDhist	MACD	pos-neg	82	37.1	4.5	64.6	1.0	1.4	0.6	4.5	-8.1
pair	MACD	MACDhist	pos-neg	82	37.1	4.5	64.6	1.0	1.4	0.6	4.5	-8.1
pair	MRmean	MACDhist	pos-neg	64	29.0	4.4	65.6	1.1	1.4	0.8	4.2	-5.3
pair	RSI	LWTI	pos-neg	12	5.4	4.4	58.3	1.0	1.5	1.8	4.3	-2.5
pair	LWTI	RSI	pos-neg	12	5.4	4.4	58.3	1.0	1.5	1.8	4.3	-2.5
pair	MACDhist	MRmean	pos-neg	64	29.0	4.4	65.6	1.1	1.4	0.8	4.2	-5.3
single	MRmean	MRmean	neg-neg	59	26.7	4.3	57.6	0.6	1.1	0.5	7.2	-9.2
single	MACD	MACD	neg-neg	44	19.9	4.3	59.1	0.6	1.0	0.7	7.8	-6.4
pair	RSIhist	MACDhist	neg-neg	72	32.6	4.1	59.7	0.6	1.0	0.4	6.7	-11.4
pair	MACDhist	RSIhist	neg-neg	72	32.6	4.1	59.7	0.6	1.0	0.4	6.7	-11.4
pair	MACDhist	RSI	pos-neg	95	43.0	4.1	66.3	0.9	1.0	0.6	4.8	-6.5
pair	RSI	MACDhist	pos-neg	95	43.0	4.1	66.3	0.9	1.0	0.6	4.8	-6.5
pair	SLmean	RSIhist	neg-neg	67	30.3	3.7	56.7	0.6	0.9	0.5	7.0	-6.9
pair	MACD	RSmean	neg-pos	5	2.3	3.7	60.0	1.7	4.9	11.6	2.2	-0.3
single	SLmean	SLmean	neg-neg	71	32.1	3.7	56.3	0.6	0.9	0.5	6.9	-6.9
pair	RSmean	MACD	neg-pos	5	2.3	3.7	60.0	1.7	4.9	11.6	2.2	-0.3
pair	RSIhist	SLmean	neg-neg	67	30.3	3.7	56.7	0.6	0.9	0.5	7.0	-6.9
pair	MACD	RSIhist	pos-pos	107	48.4	3.7	65.4	1.0	1.4	0.6	3.7	-5.8
pair	RSIhist	MACD	pos-pos	107	48.4	3.7	65.4	1.0	1.4	0.6	3.7	-5.8
pair	RSI	SLmean	pos-neg	5	2.3	3.6	60.0	0.6	0.7	1.3	6.3	-2.7
single	RSIhist	RSIhist	pos-pos	128	57.9	3.6	64.1	0.9	1.2	0.7	4.1	-5.5
pair	LWTI	MRmean	pos-neg	9	4.1	3.6	66.7	0.9	0.9	1.4	4.1	-2.5
pair	MRmean	LWTI	pos-neg	9	4.1	3.6	66.7	0.9	0.9	1.4	4.1	-2.5
pair	SLmean	RSIhist	pos-pos	124	56.1	3.6	64.5	0.9	1.3	0.6	4.0	-6.0
pair	RSIhist	SLmean	pos-pos	124	56.1	3.6	64.5	0.9	1.3	0.6	4.0	-6.0
pair	SLmean	RSI	pos-neg	5	2.3	3.6	60.0	0.6	0.7	1.3	6.3	-2.7
pair	MACD	LWTI	neg-neg	10	4.5	3.5	40.0	0.4	0.9	0.6	8.9	-6.0
pair	RSmean	RSIhist	pos-neg	77	34.8	3.5	55.8	0.6	1.0	0.3	6.4	-11.4
pair	RSIhist	RSmean	pos-neg	77	34.8	3.5	55.8	0.6	1.0	0.3	6.4	-11.4
pair	LWTI	MACD	neg-neg	10	4.5	3.5	40.0	0.4	0.9	0.6	8.9	-6.0
pair	RSI	RSIhist	pos-pos	123	55.7	3.5	64.2	0.9	1.3	0.4	4.0	-7.8
pair	RSIhist	MRmean	neg-neg	56	25.3	3.5	57.1	0.5	0.9	0.4	7.3	-9.2
pair	MRmean	RSIhist	neg-neg	56	25.3	3.5	57.1	0.5	0.9	0.4	7.3	-9.2
pair	SLmean	RSIhist	neg-pos	4	1.8	3.5	50.0	0.5	0.7	1.2	7.7	-2.9
pair	RSIhist	SLmean	neg-pos	4	1.8	3.5	50.0	0.5	0.7	1.2	7.7	-2.9
pair	SLmean	MACDhist	pos-neg	63	28.5	3.5	63.5	0.8	1.1	0.6	4.4	-6.3
pair	MACDhist	SLmean	pos-neg	63	28.5	3.5	63.5	0.8	1.1	0.6	4.4	-6.3
pair	RSIhist	RSI	pos-pos	123	55.7	3.5	64.2	0.9	1.3	0.4	4.0	-7.8
single	RSmean	RSmean	pos-pos	201	91.0	3.4	60.7	0.7	1.1	0.3	5.1	-11.6
pair	RSIhist	RSmean	pos-pos	124	56.1	3.3	63.7	0.8	1.2	0.5	4.1	-7.0
pair	RSmean	RSIhist	pos-pos	124	56.1	3.3	63.7	0.8	1.2	0.5	4.1	-7.0
pair	LWTI	RSIhist	pos-pos	117	52.9	3.3	64.1	0.8	1.2	0.5	4.1	-7.4
pair	RSIhist	LWTI	pos-pos	117	52.9	3.3	64.1	0.8	1.2	0.5	4.1	-7.4
pair	MACD	RSI	pos-pos	168	76.0	3.3	62.5	0.8	1.1	0.5	4.2	-7.3
pair	RSI	MACD	pos-pos	168	76.0	3.3	62.5	0.8	1.1	0.5	4.2	-7.3
pair	benchmark___benchmark_		benchmark-benchmark	221	100.0	3.2	61.1	0.6	0.9	0.3	5.2	-11.6
pair		benchmark___benchmark_	benchmark-benchmark	221	100.0	3.2	61.1	0.6	0.9	0.3	5.2	-11.6
pair	RSIhist	MRmean	pos-pos	125	56.6	3.2	64.0	0.8	1.1	0.3	4.1	-9.7
pair	MRmean	RSIhist	pos-pos	125	56.6	3.2	64.0	0.8	1.1	0.3	4.1	-9.7
pair	MRmean	SLmean	pos-pos	143	64.7	3.2	64.3	0.8	1.1	0.4	4.1	-7.3
pair	SLmean	MRmean	pos-pos	143	64.7	3.2	64.3	0.8	1.1	0.4	4.1	-7.3
pair	MACD	SLmean	pos-pos	130	58.8	3.2	64.6	0.8	1.2	0.5	3.9	-6.3
pair	SLmean	MACD	pos-pos	130	58.8	3.2	64.6	0.8	1.2	0.5	3.9	-6.3
pair	RSI	RSmean	pos-pos	178	80.5	3.1	62.4	0.7	1.0	0.4	4.4	-8.3
pair	RSmean	RSI	pos-pos	178	80.5	3.1	62.4	0.7	1.0	0.4	4.4	-8.3
pair	MRmean	RSI	pos-pos	160	72.4	3.1	62.5	0.7	1.0	0.4	4.2	-6.9
pair	RSI	MRmean	pos-pos	160	72.4	3.1	62.5	0.7	1.0	0.4	4.2	-6.9
pair	SLmean	LWTI	pos-pos	136	61.5	3.1	64.0	0.8	1.1	0.5	4.1	-6.3
pair	LWTI	SLmean	pos-pos	136	61.5	3.1	64.0	0.8	1.1	0.5	4.1	-6.3
pair	RSI	SLmean	pos-pos	145	65.6	3.0	63.4	0.8	1.1	0.4	4.1	-7.8
pair	SLmean	RSI	pos-pos	145	65.6	3.0	63.4	0.8	1.1	0.4	4.1	-7.8
pair	RSmean	MACD	pos-pos	172	77.8	3.0	61.6	0.7	0.9	0.3	4.4	-9.5
pair	MACD	RSmean	pos-pos	172	77.8	3.0	61.6	0.7	0.9	0.3	4.4	-9.5
single	SLmean	SLmean	pos-pos	150	67.9	3.0	63.3	0.7	1.0	0.4	4.1	-7.5
single	MACD	MACD	pos-pos	177	80.1	3.0	61.6	0.7	0.9	0.3	4.4	-9.5
pair	MACD	MRmean	pos-pos	143	64.7	3.0	62.9	0.8	1.0	0.6	4.0	-5.6
pair	MRmean	MACD	pos-pos	143	64.7	3.0	62.9	0.8	1.0	0.6	4.0	-5.6
pair	RSI	LWTI	neg-pos	14	6.3	2.9	42.9	0.3	1.1	0.3	9.5	-8.9
pair	LWTI	RSI	neg-pos	14	6.3	2.9	42.9	0.3	1.1	0.3	9.5	-8.9
pair	LWTI	RSmean	pos-pos	177	80.1	2.9	61.0	0.6	0.9	0.2	4.9	-12.2
pair	RSmean	LWTI	pos-pos	177	80.1	2.9	61.0	0.6	0.9	0.2	4.9	-12.2
pair	RSIhist	MACD	neg-pos	21	9.5	2.9	57.1	0.5	0.8	0.8	5.9	-3.9
pair	MACD	RSIhist	neg-pos	21	9.5	2.9	57.1	0.5	0.8	0.8	5.9	-3.9
pair	SLmean	RSmean	pos-pos	143	64.7	2.9	63.6	0.7	1.0	0.3	4.2	-9.4
pair	RSmean	SLmean	pos-pos	143	64.7	2.9	63.6	0.7	1.0	0.3	4.2	-9.4
single	RSI	RSI	pos-pos	195	88.2	2.9	62.6	0.7	0.8	0.4	4.5	-7.3
single	MRmean	MRmean	pos-pos	162	73.3	2.9	62.3	0.7	0.9	0.3	4.2	-8.8
single	LWTI	LWTI	pos-pos	197	89.1	2.8	61.4	0.6	0.8	0.2	5.0	-12.2
single	RSIhist	RSIhist	neg-neg	93	42.1	2.8	57.0	0.5	0.7	0.2	6.4	-11.4
pair	LWTI	MRmean	pos-pos	153	69.2	2.8	62.1	0.7	0.9	0.4	4.2	-7.9
pair	MRmean	LWTI	pos-pos	153	69.2	2.8	62.1	0.7	0.9	0.4	4.2	-7.9
pair	LWTI	RSI	pos-pos	183	82.8	2.8	62.8	0.6	0.8	0.4	4.6	-6.5
pair	RSI	LWTI	pos-pos	183	82.8	2.8	62.8	0.6	0.8	0.4	4.6	-6.5
pair	MACD	MRmean	neg-pos	34	15.4	2.7	55.9	0.5	0.9	0.4	5.7	-6.5
pair	MRmean	MACD	neg-pos	34	15.4	2.7	55.9	0.5	0.9	0.4	5.7	-6.5
pair	LWTI	MRmean	neg-pos	44	19.9	2.7	59.1	0.4	0.7	0.4	7.2	-6.7
pair	MRmean	LWTI	neg-pos	44	19.9	2.7	59.1	0.4	0.7	0.4	7.2	-6.7
pair	SLmean	LWTI	pos-neg	14	6.3	2.7	57.1	0.6	0.8	1.0	4.8	-2.8
pair	LWTI	SLmean	pos-neg	14	6.3	2.7	57.1	0.6	0.8	1.0	4.8	-2.8
pair	MRmean	RSmean	pos-pos	155	70.1	2.7	62.6	0.6	0.8	0.3	4.3	-10.5
pair	RSmean	MRmean	pos-pos	155	70.1	2.7	62.6	0.6	0.8	0.3	4.3	-10.5
pair	SLmean	MACDhist	pos-pos	87	39.4	2.7	63.2	0.7	1.0	0.7	3.9	-4.2
pair	MACDhist	SLmean	pos-pos	87	39.4	2.7	63.2	0.7	1.0	0.7	3.9	-4.2
pair	RSI	SLmean	neg-pos	50	22.6	2.5	60.0	0.5	0.5	0.4	5.7	-6.1
pair	SLmean	RSI	neg-pos	50	22.6	2.5	60.0	0.5	0.5	0.4	5.7	-6.1
pair	MACD	LWTI	pos-pos	163	73.8	2.4	60.7	0.6	0.8	0.3	4.3	-9.5
pair	LWTI	MACD	pos-pos	163	73.8	2.4	60.7	0.6	0.8	0.3	4.3	-9.5
pair	SLmean	MACD	neg-pos	47	21.3	2.2	53.2	0.4	0.6	0.4	5.5	-5.9
pair	MACD	SLmean	neg-pos	47	21.3	2.2	53.2	0.4	0.6	0.4	5.5	-5.9
pair	RSI	MRmean	neg-pos	35	15.8	2.1	62.9	0.4	0.5	0.2	5.9	-8.2
pair	MRmean	RSI	neg-pos	35	15.8	2.1	62.9	0.4	0.5	0.2	5.9	-8.2
pair	LWTI	SLmean	neg-pos	61	27.6	2.1	55.7	0.3	0.5	0.2	6.7	-9.1
pair	SLmean	LWTI	neg-pos	61	27.6	2.1	55.7	0.3	0.5	0.2	6.7	-9.1
pair	MACDhist	RSIhist	pos-pos	82	37.1	2.0	61.0	0.5	0.7	0.3	4.1	-7.3
pair	RSIhist	MACDhist	pos-pos	82	37.1	2.0	61.0	0.5	0.7	0.3	4.1	-7.3
pair	RSIhist	LWTI	neg-pos	80	36.2	2.0	57.5	0.4	0.5	0.2	6.2	-11.7
pair	LWTI	RSIhist	neg-pos	80	36.2	2.0	57.5	0.4	0.5	0.2	6.2	-11.7
pair	MRmean	MACDhist	pos-pos	98	44.3	1.9	60.2	0.5	0.6	0.3	4.2	-7.0
pair	MACDhist	MRmean	pos-pos	98	44.3	1.9	60.2	0.5	0.6	0.3	4.2	-7.0
pair	RSIhist	RSI	pos-neg	72	32.6	1.9	59.7	0.4	0.5	0.2	5.3	-8.0
pair	RSI	RSIhist	pos-neg	72	32.6	1.9	59.7	0.4	0.5	0.2	5.3	-8.0
pair	RSIhist	MACD	pos-neg	70	31.7	1.9	55.7	0.4	0.6	0.2	5.2	-8.0
pair	MACD	RSIhist	pos-neg	70	31.7	1.9	55.7	0.4	0.6	0.2	5.2	-8.0
pair	RSI	MACDhist	pos-pos	100	45.2	1.7	59.0	0.4	0.6	0.2	4.2	-7.0
pair	MACDhist	RSI	pos-pos	100	45.2	1.7	59.0	0.4	0.6	0.2	4.2	-7.0
pair	MACD	MACDhist	pos-pos	95	43.0	1.7	58.9	0.4	0.6	0.2	4.2	-7.0
pair	MACDhist	MACD	pos-pos	95	43.0	1.7	58.9	0.4	0.6	0.2	4.2	-7.0
pair	MACD	SLmean	pos-neg	20	9.0	1.7	55.0	0.3	0.5	0.3	5.7	-6.1
pair	SLmean	MACD	pos-neg	20	9.0	1.7	55.0	0.3	0.5	0.3	5.7	-6.1
pair	MRmean	RSIhist	pos-neg	37	16.7	1.7	56.8	0.4	0.4	0.2	4.8	-8.0
pair	RSIhist	MRmean	pos-neg	37	16.7	1.7	56.8	0.4	0.4	0.2	4.8	-8.0
single	RSmean	RSmean	neg-neg	20	9.0	1.6	65.0	0.3	0.3	0.3	6.2	-4.6
pair	LWTI	RSmean	neg-pos	20	9.0	1.6	65.0	0.3	0.3	0.3	6.2	-4.6
pair	RSmean	LWTI	neg-pos	20	9.0	1.6	65.0	0.3	0.3	0.3	6.2	-4.6
pair	MACD	MRmean	pos-neg	19	8.6	1.5	57.9	0.3	0.4	0.2	5.8	-8.2
pair	MRmean	MACD	pos-neg	19	8.6	1.5	57.9	0.3	0.4	0.2	5.8	-8.2
pair	MACDhist	LWTI	pos-pos	103	46.6	1.3	58.3	0.3	0.4	0.2	4.3	-7.0
pair	LWTI	MACDhist	pos-pos	103	46.6	1.3	58.3	0.3	0.4	0.2	4.3	-7.0
single	MACDhist	MACDhist	pos-pos	103	46.6	1.3	58.3	0.3	0.4	0.2	4.3	-7.0
pair	RSmean	MACDhist	pos-pos	101	45.7	1.0	57.4	0.2	0.3	0.1	4.2	-8.2
pair	MACDhist	RSmean	pos-pos	101	45.7	1.0	57.4	0.2	0.3	0.1	4.2	-8.2
pair	MACD	RSmean	neg-neg	15	6.8	0.9	66.7	0.2	0.2	0.2	7.1	-4.6
pair	RSmean	MACD	neg-neg	15	6.8	0.9	66.7	0.2	0.2	0.2	7.1	-4.6
pair	SLmean	RSIhist	pos-neg	26	11.8	0.6	57.7	0.1	0.2	0.1	4.7	-4.8
pair	RSIhist	SLmean	pos-neg	26	11.8	0.6	57.7	0.1	0.2	0.1	4.7	-4.8
pair	MACD	RSI	neg-pos	27	12.2	0.4	63.0	0.1	0.1	0.1	6.3	-6.3
pair	RSI	MACD	neg-pos	27	12.2	0.4	63.0	0.1	0.1	0.1	6.3	-6.3
pair	RSI	RSmean	neg-pos	17	7.7	0.2	64.7	0.1	0.1	0.0	6.2	-5.7
pair	RSmean	RSI	neg-pos	17	7.7	0.2	64.7	0.1	0.1	0.0	6.2	-5.7
pair	RSmean	MACDhist	neg-neg	18	8.1	0.1	61.1	0.0	0.0	0.0	6.3	-4.6
pair	MACDhist	RSmean	neg-neg	18	8.1	0.1	61.1	0.0	0.0	0.0	6.3	-4.6
pair	MRmean	SLmean	pos-neg	19	8.6	0.1	47.4	0.1	0.1	0.0	5.3	-7.0
pair	SLmean	MRmean	pos-neg	19	8.6	0.1	47.4	0.1	0.1	0.0	5.3	-7.0
pair	SLmean	MRmean	neg-pos	7	3.2	-0.8	42.9	-0.1	-0.2	-0.3	5.5	-2.8
pair	MRmean	SLmean	neg-pos	7	3.2	-0.8	42.9	-0.1	-0.2	-0.3	5.5	-2.8
pair	RSIhist	RSmean	neg-neg	16	7.2	-0.8	62.5	-0.1	-0.1	-0.2	6.6	-4.6
pair	RSmean	RSIhist	neg-neg	16	7.2	-0.8	62.5	-0.1	-0.1	-0.2	6.6	-4.6
pair	RSmean	MRmean	neg-neg	13	5.9	-1.0	69.2	-0.1	-0.1	-0.2	7.4	-4.6
pair	MRmean	RSmean	neg-neg	13	5.9	-1.0	69.2	-0.1	-0.1	-0.2	7.4	-4.6
pair	SLmean	RSmean	neg-neg	13	5.9	-1.0	69.2	-0.1	-0.1	-0.2	7.4	-4.6
pair	RSmean	SLmean	neg-neg	13	5.9	-1.0	69.2	-0.1	-0.1	-0.2	7.4	-4.6
pair	MACDhist	RSIhist	pos-neg	21	9.5	-1.4	47.6	-0.3	-0.3	-0.2	5.0	-7.1
pair	RSIhist	MACDhist	pos-neg	21	9.5	-1.4	47.6	-0.3	-0.3	-0.2	5.0	-7.1
pair	MACD	RSI	pos-neg	9	4.1	-2.7	44.4	-0.4	-1.0	-0.5	7.0	-5.1
pair	RSI	MACD	pos-neg	9	4.1	-2.7	44.4	-0.4	-1.0	-0.5	7.0	-5.1
pair	MACD	MACDhist	neg-pos	8	3.6	-3.5	50.0	-0.7	-1.2	-0.8	4.9	-4.5
pair	MACDhist	MACD	neg-pos	8	3.6	-3.5	50.0	-0.7	-1.2	-0.8	4.9	-4.5
pair	SLmean	MACDhist	neg-pos	16	7.2	-6.1	31.2	-1.1	-1.4	-0.8	5.5	-8.0
pair	MACDhist	SLmean	neg-pos	16	7.2	-6.1	31.2	-1.1	-1.4	-0.8	5.5	-8.0
pair	MRmean	MACDhist	neg-pos	5	2.3	-9.6	20.0	-2.5	-3.0	-4.3	4.0	-2.2
pair	MACDhist	MRmean	neg-pos	5	2.3	-9.6	20.0	-2.5	-3.0	-4.3	4.0	-2.2
pair	RSI	MRmean	pos-neg	2	0.9	-11.5	50.0	-1.6	0.0	-4.5	7.6	-2.6
pair	MRmean	RSI	pos-neg	2	0.9	-11.5	50.0	-1.6	0.0	-4.5	7.6	-2.6
pair	MACDhist	RSI	neg-pos	3	1.4	-12.3	33.3	-2.4	-4.1	-3.3	5.4	-3.8
pair	RSI	MACDhist	neg-pos	3	1.4	-12.3	33.3	-2.4	-4.1	-3.3	5.4	-3.8

All Contingency Tables for MUB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 64% Sharpe 0.80 \| Sortino 1.11 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 143M (65%)	CAGR 0.1% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar 0.0 Vol 5% \| MDD -7.0% Months 19M (9%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR -0.8% \| Win 43% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.3 Vol 6% \| MDD -2.8% Months 7M (3%)	CAGR 5.0% \| Win 60% Sharpe 0.69 \| Sortino 1.24 \| Calmar 0.7 Vol 8% \| MDD -6.9% Months 52M (24%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
SLmean only	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 63% Sharpe 0.64 \| Sortino 0.85 \| Calmar 0.3 Vol 4% \| MDD -10.5% Months 155M (70%)	CAGR 6.6% \| Win 57% Sharpe 2.03 \| Sortino 10.56 \| Calmar 21.0 Vol 3% \| MDD -0.3% Months 7M (3%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 5.8% \| Win 54% Sharpe 0.82 \| Sortino 1.82 \| Calmar 0.6 Vol 7% \| MDD -9.2% Months 46M (21%)	CAGR -1.0% \| Win 69% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.2 Vol 7% \| MDD -4.6% Months 13M (6%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
RSmean only	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 63% Sharpe 0.77 \| Sortino 0.98 \| Calmar 0.5 Vol 4% \| MDD -5.6% Months 143M (65%)	CAGR 1.5% \| Win 58% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.2 Vol 6% \| MDD -8.2% Months 19M (9%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 2.7% \| Win 56% Sharpe 0.49 \| Sortino 0.86 \| Calmar 0.4 Vol 6% \| MDD -6.5% Months 34M (15%)	CAGR 6.5% \| Win 60% Sharpe 0.74 \| Sortino 1.38 \| Calmar 1.1 Vol 9% \| MDD -6.0% Months 25M (11%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
MACD only	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 62% Sharpe 0.74 \| Sortino 0.98 \| Calmar 0.4 Vol 4% \| MDD -6.9% Months 160M (72%)	CAGR -11.5% \| Win 50% Sharpe -1.57 \| Sortino 0.00 \| Calmar -4.5 Vol 8% \| MDD -2.6% Months 2M (1%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 2.1% \| Win 63% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.3 Vol 6% \| MDD -8.2% Months 35M (16%)	CAGR 7.6% \| Win 50% Sharpe 0.87 \| Sortino 2.52 \| Calmar 0.9 Vol 9% \| MDD -8.7% Months 24M (11%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
RSI only	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 60% Sharpe 0.46 \| Sortino 0.60 \| Calmar 0.3 Vol 4% \| MDD -7.0% Months 98M (44%)	CAGR 4.4% \| Win 66% Sharpe 1.05 \| Sortino 1.35 \| Calmar 0.8 Vol 4% \| MDD -5.3% Months 64M (29%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR -9.6% \| Win 20% Sharpe -2.54 \| Sortino -3.02 \| Calmar -4.3 Vol 4% \| MDD -2.2% Months 5M (2%)	CAGR 5.7% \| Win 61% Sharpe 0.79 \| Sortino 1.39 \| Calmar 0.6 Vol 7% \| MDD -9.2% Months 54M (24%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 64% Sharpe 0.80 \| Sortino 1.12 \| Calmar 0.3 Vol 4% \| MDD -9.7% Months 125M (57%)	CAGR 1.7% \| Win 57% Sharpe 0.38 \| Sortino 0.44 \| Calmar 0.2 Vol 5% \| MDD -8.0% Months 37M (17%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 20.0% \| Win 67% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (1%)	CAGR 3.5% \| Win 57% Sharpe 0.51 \| Sortino 0.93 \| Calmar 0.4 Vol 7% \| MDD -9.2% Months 56M (25%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 62% Sharpe 0.68 \| Sortino 0.89 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 153M (69%)	CAGR 3.6% \| Win 67% Sharpe 0.88 \| Sortino 0.91 \| Calmar 1.4 Vol 4% \| MDD -2.5% Months 9M (4%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 2.7% \| Win 59% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.4 Vol 7% \| MDD -6.7% Months 44M (20%)	CAGR 9.1% \| Win 53% Sharpe 1.19 \| Sortino 2.54 \| Calmar 1.5 Vol 8% \| MDD -6.0% Months 15M (7%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 64% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.3 Vol 4% \| MDD -9.4% Months 143M (65%)	CAGR 6.6% \| Win 57% Sharpe 2.03 \| Sortino 10.56 \| Calmar 21.0 Vol 3% \| MDD -0.3% Months 7M (3%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR 4.7% \| Win 53% Sharpe 0.71 \| Sortino 1.30 \| Calmar 0.7 Vol 7% \| MDD -6.9% Months 58M (26%)	CAGR -1.0% \| Win 69% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.2 Vol 7% \| MDD -4.6% Months 13M (6%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
RSmean only	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 65% Sharpe 0.85 \| Sortino 1.16 \| Calmar 0.5 Vol 4% \| MDD -6.3% Months 130M (59%)	CAGR 1.7% \| Win 55% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.3 Vol 6% \| MDD -6.1% Months 20M (9%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR 2.2% \| Win 53% Sharpe 0.42 \| Sortino 0.62 \| Calmar 0.4 Vol 6% \| MDD -5.9% Months 47M (21%)	CAGR 6.5% \| Win 62% Sharpe 0.73 \| Sortino 1.43 \| Calmar 1.4 Vol 9% \| MDD -4.8% Months 24M (11%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
MACD only	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 63% Sharpe 0.75 \| Sortino 1.05 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 145M (66%)	CAGR 3.6% \| Win 60% Sharpe 0.58 \| Sortino 0.69 \| Calmar 1.3 Vol 6% \| MDD -2.7% Months 5M (2%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR 2.5% \| Win 60% Sharpe 0.46 \| Sortino 0.53 \| Calmar 0.4 Vol 6% \| MDD -6.1% Months 50M (23%)	CAGR 6.6% \| Win 48% Sharpe 0.72 \| Sortino 2.34 \| Calmar 1.0 Vol 9% \| MDD -6.4% Months 21M (10%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
RSI only	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 63% Sharpe 0.70 \| Sortino 1.03 \| Calmar 0.7 Vol 4% \| MDD -4.2% Months 87M (39%)	CAGR 3.5% \| Win 64% Sharpe 0.80 \| Sortino 1.05 \| Calmar 0.6 Vol 4% \| MDD -6.3% Months 63M (28%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR -6.1% \| Win 31% Sharpe -1.13 \| Sortino -1.39 \| Calmar -0.8 Vol 6% \| MDD -8.0% Months 16M (7%)	CAGR 6.7% \| Win 64% Sharpe 0.94 \| Sortino 1.57 \| Calmar 1.0 Vol 7% \| MDD -6.9% Months 55M (25%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 64% Sharpe 0.89 \| Sortino 1.29 \| Calmar 0.6 Vol 4% \| MDD -6.0% Months 124M (56%)	CAGR 0.6% \| Win 58% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.1 Vol 5% \| MDD -4.8% Months 26M (12%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR 3.5% \| Win 50% Sharpe 0.47 \| Sortino 0.66 \| Calmar 1.2 Vol 8% \| MDD -2.9% Months 4M (2%)	CAGR 3.7% \| Win 57% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 67M (30%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 64% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.5 Vol 4% \| MDD -6.3% Months 136M (62%)	CAGR 2.7% \| Win 57% Sharpe 0.57 \| Sortino 0.76 \| Calmar 1.0 Vol 5% \| MDD -2.8% Months 14M (6%)	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)
SLmean neg	CAGR 2.1% \| Win 56% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.2 Vol 7% \| MDD -9.1% Months 61M (28%)	CAGR 13.4% \| Win 60% Sharpe 1.58 \| Sortino 3.59 \| Calmar 3.7 Vol 8% \| MDD -3.6% Months 10M (4%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 62% Sharpe 0.68 \| Sortino 0.94 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 172M (78%)	CAGR 6.1% \| Win 55% Sharpe 0.77 \| Sortino 1.86 \| Calmar 1.0 Vol 8% \| MDD -6.4% Months 29M (13%)	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)
RSmean neg	CAGR 3.7% \| Win 60% Sharpe 1.69 \| Sortino 4.87 \| Calmar 11.6 Vol 2% \| MDD -0.3% Months 5M (2%)	CAGR 0.9% \| Win 67% Sharpe 0.17 \| Sortino 0.18 \| Calmar 0.2 Vol 7% \| MDD -4.6% Months 15M (7%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)
MACD only	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 62% Sharpe 0.73 \| Sortino 1.01 \| Calmar 0.4 Vol 4% \| MDD -8.3% Months 178M (80%)	CAGR 5.4% \| Win 48% Sharpe 0.63 \| Sortino 1.81 \| Calmar 0.6 Vol 9% \| MDD -8.7% Months 23M (10%)	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)
RSmean neg	CAGR 0.2% \| Win 65% Sharpe 0.06 \| Sortino 0.06 \| Calmar 0.0 Vol 6% \| MDD -5.7% Months 17M (8%)	CAGR 10.2% \| Win 67% Sharpe 1.36 \| Sortino 0.00 \| Calmar 10.4 Vol 7% \| MDD -1.0% Months 3M (1%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)
RSI only	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 1.0% \| Win 57% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 4% \| MDD -8.2% Months 101M (46%)	CAGR 5.9% \| Win 64% Sharpe 1.02 \| Sortino 1.76 \| Calmar 0.5 Vol 6% \| MDD -11.6% Months 100M (45%)	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)
RSmean neg	CAGR 16.8% \| Win 100% Sharpe 3.39 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 2M (1%)	CAGR 0.1% \| Win 61% Sharpe 0.04 \| Sortino 0.04 \| Calmar 0.0 Vol 6% \| MDD -4.6% Months 18M (8%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 64% Sharpe 0.81 \| Sortino 1.17 \| Calmar 0.5 Vol 4% \| MDD -7.0% Months 124M (56%)	CAGR 3.5% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.3 Vol 6% \| MDD -11.4% Months 77M (35%)	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)
RSmean neg	CAGR 11.8% \| Win 75% Sharpe 3.03 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR -0.8% \| Win 62% Sharpe -0.08 \| Sortino -0.09 \| Calmar -0.2 Vol 7% \| MDD -4.6% Months 16M (7%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.9% \| Win 61% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 177M (80%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)
RSmean neg	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)	-	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 62% Sharpe 0.80 \| Sortino 1.07 \| Calmar 0.5 Vol 4% \| MDD -7.3% Months 168M (76%)	CAGR -2.7% \| Win 44% Sharpe -0.36 \| Sortino -0.96 \| Calmar -0.5 Vol 7% \| MDD -5.1% Months 9M (4%)	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)
MACD neg	CAGR 0.4% \| Win 63% Sharpe 0.09 \| Sortino 0.11 \| Calmar 0.1 Vol 6% \| MDD -6.3% Months 27M (12%)	CAGR 10.9% \| Win 53% Sharpe 1.13 \| Sortino 3.14 \| Calmar 1.8 Vol 10% \| MDD -6.0% Months 17M (8%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)
RSI only	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 1.7% \| Win 59% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 95M (43%)	CAGR 4.5% \| Win 65% Sharpe 1.00 \| Sortino 1.42 \| Calmar 0.6 Vol 4% \| MDD -8.1% Months 82M (37%)	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)
MACD neg	CAGR -3.5% \| Win 50% Sharpe -0.72 \| Sortino -1.16 \| Calmar -0.8 Vol 5% \| MDD -4.5% Months 8M (4%)	CAGR 6.1% \| Win 61% Sharpe 0.77 \| Sortino 1.33 \| Calmar 1.0 Vol 8% \| MDD -6.4% Months 36M (16%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.7% \| Win 65% Sharpe 0.99 \| Sortino 1.41 \| Calmar 0.6 Vol 4% \| MDD -5.8% Months 107M (48%)	CAGR 1.9% \| Win 56% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -8.0% Months 70M (32%)	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)
MACD neg	CAGR 2.9% \| Win 57% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.7 Vol 6% \| MDD -3.9% Months 21M (10%)	CAGR 5.6% \| Win 61% Sharpe 0.63 \| Sortino 1.24 \| Calmar 0.9 Vol 9% \| MDD -6.0% Months 23M (10%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.4% \| Win 61% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 163M (74%)	CAGR 9.6% \| Win 71% Sharpe 2.24 \| Sortino 5.22 \| Calmar 6.6 Vol 4% \| MDD -1.5% Months 14M (6%)	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)
MACD neg	CAGR 4.6% \| Win 65% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.6 Vol 8% \| MDD -7.1% Months 34M (15%)	CAGR 3.5% \| Win 40% Sharpe 0.42 \| Sortino 0.93 \| Calmar 0.6 Vol 9% \| MDD -6.0% Months 10M (4%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 1.7% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 100M (45%)	CAGR 4.1% \| Win 66% Sharpe 0.86 \| Sortino 1.02 \| Calmar 0.6 Vol 5% \| MDD -6.5% Months 95M (43%)	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)
RSI neg	CAGR -12.3% \| Win 33% Sharpe -2.40 \| Sortino -4.07 \| Calmar -3.3 Vol 5% \| MDD -3.8% Months 3M (1%)	CAGR 8.6% \| Win 52% Sharpe 0.97 \| Sortino 2.73 \| Calmar 1.0 Vol 9% \| MDD -8.7% Months 23M (10%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.5% \| Win 64% Sharpe 0.87 \| Sortino 1.26 \| Calmar 0.4 Vol 4% \| MDD -7.8% Months 123M (56%)	CAGR 1.9% \| Win 60% Sharpe 0.38 \| Sortino 0.45 \| Calmar 0.2 Vol 5% \| MDD -8.0% Months 72M (33%)	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)
RSI neg	CAGR 6.2% \| Win 60% Sharpe 0.87 \| Sortino 1.12 \| Calmar 2.4 Vol 7% \| MDD -2.6% Months 5M (2%)	CAGR 5.9% \| Win 48% Sharpe 0.66 \| Sortino 2.15 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 21M (10%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.8% \| Win 63% Sharpe 0.63 \| Sortino 0.78 \| Calmar 0.4 Vol 5% \| MDD -6.5% Months 183M (83%)	CAGR 4.4% \| Win 58% Sharpe 1.01 \| Sortino 1.48 \| Calmar 1.8 Vol 4% \| MDD -2.5% Months 12M (5%)	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)
RSI neg	CAGR 2.9% \| Win 43% Sharpe 0.34 \| Sortino 1.11 \| Calmar 0.3 Vol 10% \| MDD -8.9% Months 14M (6%)	CAGR 9.7% \| Win 58% Sharpe 1.18 \| Sortino 2.61 \| Calmar 1.6 Vol 8% \| MDD -6.0% Months 12M (5%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 2.0% \| Win 61% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.3 Vol 4% \| MDD -7.3% Months 82M (37%)	CAGR -1.4% \| Win 48% Sharpe -0.26 \| Sortino -0.32 \| Calmar -0.2 Vol 5% \| MDD -7.1% Months 21M (10%)	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)
MACDhist neg	CAGR 6.4% \| Win 70% Sharpe 1.52 \| Sortino 2.22 \| Calmar 2.5 Vol 4% \| MDD -2.6% Months 46M (21%)	CAGR 4.1% \| Win 60% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.4 Vol 7% \| MDD -11.4% Months 72M (33%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)
RSIhist only	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	-	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)
MACDhist neg	CAGR 4.5% \| Win 65% Sharpe 0.79 \| Sortino 1.11 \| Calmar 0.6 Vol 6% \| MDD -8.0% Months 94M (42%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.3% \| Win 64% Sharpe 0.82 \| Sortino 1.17 \| Calmar 0.4 Vol 4% \| MDD -7.4% Months 117M (53%)	CAGR 6.4% \| Win 64% Sharpe 1.34 \| Sortino 1.83 \| Calmar 2.8 Vol 5% \| MDD -2.3% Months 11M (5%)	CAGR 3.6% \| Win 64% Sharpe 0.87 \| Sortino 1.25 \| Calmar 0.6 Vol 4% \| MDD -5.5% Months 128M (58%)
RSIhist neg	CAGR 2.0% \| Win 57% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 6% \| MDD -11.7% Months 80M (36%)	CAGR 7.6% \| Win 54% Sharpe 0.97 \| Sortino 2.15 \| Calmar 1.3 Vol 8% \| MDD -6.0% Months 13M (6%)	CAGR 2.8% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 6% \| MDD -11.4% Months 93M (42%)
LWTI only	CAGR 2.8% \| Win 61% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.2 Vol 5% \| MDD -12.2% Months 197M (89%)	CAGR 7.0% \| Win 58% Sharpe 1.09 \| Sortino 2.01 \| Calmar 1.2 Vol 6% \| MDD -6.0% Months 24M (11%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 64% Sharpe 0.80 \| Sortino 1.11 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 143M (65%)	CAGR 0.1% \| Win 47% Sharpe 0.05 \| Sortino 0.06 \| Calmar 0.0 Vol 5% \| MDD -7.0% Months 19M (9%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR -0.8% \| Win 43% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.3 Vol 6% \| MDD -2.8% Months 7M (3%)	CAGR 5.0% \| Win 60% Sharpe 0.69 \| Sortino 1.24 \| Calmar 0.7 Vol 8% \| MDD -6.9% Months 52M (24%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
SLmean only	CAGR 3.0% \| Win 63% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -7.5% Months 150M (68%)	CAGR 3.7% \| Win 56% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -6.9% Months 71M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 63% Sharpe 0.64 \| Sortino 0.85 \| Calmar 0.3 Vol 4% \| MDD -10.5% Months 155M (70%)	CAGR 6.6% \| Win 57% Sharpe 2.03 \| Sortino 10.56 \| Calmar 21.0 Vol 3% \| MDD -0.3% Months 7M (3%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 5.8% \| Win 54% Sharpe 0.82 \| Sortino 1.82 \| Calmar 0.6 Vol 7% \| MDD -9.2% Months 46M (21%)	CAGR -1.0% \| Win 69% Sharpe -0.10 \| Sortino -0.12 \| Calmar -0.2 Vol 7% \| MDD -4.6% Months 13M (6%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
RSmean only	CAGR 3.4% \| Win 61% Sharpe 0.68 \| Sortino 1.07 \| Calmar 0.3 Vol 5% \| MDD -11.6% Months 201M (91%)	CAGR 1.6% \| Win 65% Sharpe 0.29 \| Sortino 0.29 \| Calmar 0.4 Vol 6% \| MDD -4.6% Months 20M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 63% Sharpe 0.77 \| Sortino 0.98 \| Calmar 0.5 Vol 4% \| MDD -5.6% Months 143M (65%)	CAGR 1.5% \| Win 58% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.2 Vol 6% \| MDD -8.2% Months 19M (9%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 2.7% \| Win 56% Sharpe 0.49 \| Sortino 0.86 \| Calmar 0.4 Vol 6% \| MDD -6.5% Months 34M (15%)	CAGR 6.5% \| Win 60% Sharpe 0.74 \| Sortino 1.38 \| Calmar 1.1 Vol 9% \| MDD -6.0% Months 25M (11%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
MACD only	CAGR 3.0% \| Win 62% Sharpe 0.70 \| Sortino 0.95 \| Calmar 0.3 Vol 4% \| MDD -9.5% Months 177M (80%)	CAGR 4.3% \| Win 59% Sharpe 0.58 \| Sortino 1.03 \| Calmar 0.7 Vol 8% \| MDD -6.4% Months 44M (20%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 62% Sharpe 0.74 \| Sortino 0.98 \| Calmar 0.4 Vol 4% \| MDD -6.9% Months 160M (72%)	CAGR -11.5% \| Win 50% Sharpe -1.57 \| Sortino 0.00 \| Calmar -4.5 Vol 8% \| MDD -2.6% Months 2M (1%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR 2.1% \| Win 63% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.3 Vol 6% \| MDD -8.2% Months 35M (16%)	CAGR 7.6% \| Win 50% Sharpe 0.87 \| Sortino 2.52 \| Calmar 0.9 Vol 9% \| MDD -8.7% Months 24M (11%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
RSI only	CAGR 2.9% \| Win 63% Sharpe 0.65 \| Sortino 0.82 \| Calmar 0.4 Vol 4% \| MDD -7.3% Months 195M (88%)	CAGR 6.0% \| Win 50% Sharpe 0.70 \| Sortino 2.00 \| Calmar 0.7 Vol 9% \| MDD -8.7% Months 26M (12%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 60% Sharpe 0.46 \| Sortino 0.60 \| Calmar 0.3 Vol 4% \| MDD -7.0% Months 98M (44%)	CAGR 4.4% \| Win 66% Sharpe 1.05 \| Sortino 1.35 \| Calmar 0.8 Vol 4% \| MDD -5.3% Months 64M (29%)	CAGR 2.9% \| Win 62% Sharpe 0.69 \| Sortino 0.90 \| Calmar 0.3 Vol 4% \| MDD -8.8% Months 162M (73%)
MRmean neg	CAGR -9.6% \| Win 20% Sharpe -2.54 \| Sortino -3.02 \| Calmar -4.3 Vol 4% \| MDD -2.2% Months 5M (2%)	CAGR 5.7% \| Win 61% Sharpe 0.79 \| Sortino 1.39 \| Calmar 0.6 Vol 7% \| MDD -9.2% Months 54M (24%)	CAGR 4.3% \| Win 58% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.5 Vol 7% \| MDD -9.2% Months 59M (27%)
MACDhist only	CAGR 1.3% \| Win 58% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 4% \| MDD -7.0% Months 103M (47%)	CAGR 5.0% \| Win 64% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.4 Vol 6% \| MDD -11.6% Months 118M (53%)