MXI - iShares Global Materials ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

70.9%

Best CAGR

Total Months

9.1%

Avg CAGR

MXI 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 MXI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSIhist	neg-pos	11	4.7	70.9	81.8	2.6	4.9	14.8	21.7	-4.8
pair	RSIhist	RSI	neg-pos	11	4.7	70.9	81.8	2.6	4.9	14.8	21.7	-4.8
pair	MACD	RSmean	neg-neg	13	5.6	61.9	92.3	4.3	0.0	102.8	11.6	-0.6
pair	RSmean	MACD	neg-neg	13	5.6	61.9	92.3	4.3	0.0	102.8	11.6	-0.6
pair	RSIhist	MRmean	neg-pos	6	2.6	57.6	66.7	1.7	12.0	8.3	29.6	-6.9
pair	MRmean	RSIhist	neg-pos	6	2.6	57.6	66.7	1.7	12.0	8.3	29.6	-6.9
pair	SLmean	RSI	pos-neg	15	6.4	51.7	73.3	2.1	6.6	10.8	20.7	-4.8
pair	RSI	SLmean	pos-neg	15	6.4	51.7	73.3	2.1	6.6	10.8	20.7	-4.8
pair	MRmean	SLmean	neg-pos	13	5.6	40.7	76.9	1.8	49.3	8.6	20.2	-4.7
pair	SLmean	MRmean	neg-pos	13	5.6	40.7	76.9	1.8	49.3	8.6	20.2	-4.7
pair	LWTI	RSI	neg-neg	36	15.5	39.4	66.7	1.4	2.9	1.6	27.4	-25.3
pair	RSI	LWTI	neg-neg	36	15.5	39.4	66.7	1.4	2.9	1.6	27.4	-25.3
pair	MACD	RSIhist	neg-pos	29	12.4	35.9	72.4	1.7	2.8	3.6	19.7	-10.0
pair	RSIhist	MACD	neg-pos	29	12.4	35.9	72.4	1.7	2.8	3.6	19.7	-10.0
pair	MACDhist	LWTI	pos-neg	4	1.7	33.3	75.0	2.1	0.0	13.1	14.4	-2.5
pair	LWTI	MACDhist	pos-neg	4	1.7	33.3	75.0	2.1	0.0	13.1	14.4	-2.5
pair	MRmean	LWTI	neg-neg	33	14.2	32.3	63.6	1.1	2.7	1.1	28.4	-29.8
pair	LWTI	MRmean	neg-neg	33	14.2	32.3	63.6	1.1	2.7	1.1	28.4	-29.8
pair	RSmean	MRmean	neg-neg	18	7.7	30.8	83.3	1.6	1.2	2.1	18.3	-14.7
pair	MRmean	RSmean	neg-neg	18	7.7	30.8	83.3	1.6	1.2	2.1	18.3	-14.7
pair	SLmean	RSmean	neg-neg	18	7.7	30.8	83.3	1.6	1.2	2.1	18.3	-14.7
pair	RSmean	SLmean	neg-neg	18	7.7	30.8	83.3	1.6	1.2	2.1	18.3	-14.7
pair	SLmean	LWTI	neg-neg	27	11.6	28.9	63.0	1.0	2.7	1.1	28.9	-26.8
pair	LWTI	SLmean	neg-neg	27	11.6	28.9	63.0	1.0	2.7	1.1	28.9	-26.8
pair	RSmean	RSIhist	neg-pos	2	0.9	26.0	50.0	1.1	0.0	0.0	22.8	0.0
pair	RSIhist	RSmean	neg-pos	2	0.9	26.0	50.0	1.1	0.0	0.0	22.8	0.0
pair	RSIhist	LWTI	neg-neg	28	12.0	25.2	60.7	0.9	2.1	1.0	28.1	-25.9
pair	LWTI	RSIhist	neg-neg	28	12.0	25.2	60.7	0.9	2.1	1.0	28.1	-25.9
pair	MACDhist	RSI	neg-pos	7	3.0	23.9	42.9	1.2	4.2	4.6	19.9	-5.2
pair	RSI	MACDhist	neg-pos	7	3.0	23.9	42.9	1.2	4.2	4.6	19.9	-5.2
pair	MACD	LWTI	neg-neg	33	14.2	23.6	60.6	1.0	2.3	0.9	25.1	-25.3
pair	LWTI	MACD	neg-neg	33	14.2	23.6	60.6	1.0	2.3	0.9	25.1	-25.3
pair	MACD	MACDhist	neg-pos	16	6.9	21.0	62.5	1.1	1.6	2.1	18.2	-10.0
pair	MACDhist	MACD	neg-pos	16	6.9	21.0	62.5	1.1	1.6	2.1	18.2	-10.0
pair	RSI	MRmean	pos-neg	9	3.9	19.8	66.7	1.1	1.6	2.8	18.4	-7.2
pair	MRmean	RSI	pos-neg	9	3.9	19.8	66.7	1.1	1.6	2.8	18.4	-7.2
pair	MACD	SLmean	pos-neg	39	16.7	19.4	61.5	1.0	1.8	1.0	20.0	-19.7
pair	SLmean	MACD	pos-neg	39	16.7	19.4	61.5	1.0	1.8	1.0	20.0	-19.7
single	LWTI	LWTI	neg-neg	57	24.5	19.2	57.9	0.8	1.9	0.6	24.4	-31.1
pair	LWTI	RSmean	pos-neg	57	24.5	19.2	57.9	0.8	1.9	0.6	24.4	-31.1
pair	RSmean	LWTI	pos-neg	57	24.5	19.2	57.9	0.8	1.9	0.6	24.4	-31.1
pair	MACDhist	LWTI	neg-neg	53	22.7	18.2	56.6	0.8	1.8	0.6	25.1	-31.1
pair	LWTI	MACDhist	neg-neg	53	22.7	18.2	56.6	0.8	1.8	0.6	25.1	-31.1
pair	MRmean	MACD	neg-neg	43	18.5	17.7	67.4	0.7	0.8	0.3	30.6	-51.6
pair	MACD	MRmean	neg-neg	43	18.5	17.7	67.4	0.7	0.8	0.3	30.6	-51.6
pair	MACD	RSI	neg-pos	40	17.2	17.0	65.0	1.0	1.5	0.8	17.9	-21.3
pair	RSI	MACD	neg-pos	40	17.2	17.0	65.0	1.0	1.5	0.8	17.9	-21.3
pair	MACDhist	MRmean	neg-neg	79	33.9	15.8	64.6	0.7	0.9	0.3	27.6	-55.5
pair	MRmean	MACDhist	neg-neg	79	33.9	15.8	64.6	0.7	0.9	0.3	27.6	-55.5
pair	MACD	RSI	pos-neg	27	11.6	15.7	48.1	0.7	1.3	0.7	28.2	-21.9
pair	RSI	MACD	pos-neg	27	11.6	15.7	48.1	0.7	1.3	0.7	28.2	-21.9
pair	RSI	RSmean	pos-neg	64	27.5	15.2	56.2	0.6	0.9	0.4	29.9	-38.2
pair	RSmean	RSI	pos-neg	64	27.5	15.2	56.2	0.6	0.9	0.4	29.9	-38.2
single	MACD	MACD	neg-neg	80	34.3	14.8	63.8	0.7	0.8	0.3	25.5	-57.8
pair	RSIhist	SLmean	neg-pos	5	2.1	14.5	60.0	0.9	3.1	2.1	16.0	-6.7
pair	SLmean	RSIhist	neg-pos	5	2.1	14.5	60.0	0.9	3.1	2.1	16.0	-6.7
pair	RSIhist	MACDhist	neg-pos	36	15.5	13.9	58.3	0.8	1.8	1.0	19.8	-14.1
single	RSI	RSI	neg-neg	67	28.8	13.9	56.7	0.6	0.8	0.3	30.1	-51.9
pair	MACDhist	RSIhist	neg-pos	36	15.5	13.9	58.3	0.8	1.8	1.0	19.8	-14.1
pair	RSIhist	LWTI	pos-neg	29	12.4	13.7	55.2	0.7	1.9	1.0	20.5	-13.6
pair	LWTI	RSIhist	pos-neg	29	12.4	13.7	55.2	0.7	1.9	1.0	20.5	-13.6
pair	MACD	LWTI	pos-neg	24	10.3	13.4	54.2	0.6	1.3	0.5	23.8	-25.2
pair	LWTI	MACD	pos-neg	24	10.3	13.4	54.2	0.6	1.3	0.5	23.8	-25.2
pair	MACDhist	MACD	neg-neg	64	27.5	13.3	64.1	0.6	0.8	0.2	27.1	-57.8
pair	MACD	MACDhist	neg-neg	64	27.5	13.3	64.1	0.6	0.8	0.2	27.1	-57.8
single	RSIhist	RSIhist	pos-pos	117	50.2	13.3	59.0	0.8	1.5	0.7	17.6	-20.2
pair	SLmean	RSIhist	pos-pos	112	48.1	13.2	58.9	0.8	1.5	0.6	17.8	-21.8
pair	RSIhist	SLmean	pos-pos	112	48.1	13.2	58.9	0.8	1.5	0.6	17.8	-21.8
pair	LWTI	RSIhist	pos-pos	88	37.8	13.1	60.2	0.8	1.4	0.6	16.7	-22.1
pair	RSIhist	LWTI	pos-pos	88	37.8	13.1	60.2	0.8	1.4	0.6	16.7	-22.1
pair	RSIhist	RSmean	pos-pos	115	49.4	13.1	59.1	0.8	1.5	0.5	17.7	-24.7
pair	RSmean	RSIhist	pos-pos	115	49.4	13.1	59.1	0.8	1.5	0.5	17.7	-24.7
pair	MACDhist	RSIhist	pos-pos	81	34.8	13.0	59.3	0.8	1.4	0.7	16.7	-18.9
pair	RSIhist	MACDhist	pos-pos	81	34.8	13.0	59.3	0.8	1.4	0.7	16.7	-18.9
pair	MRmean	RSI	neg-neg	58	24.9	13.0	55.2	0.6	0.8	0.2	31.6	-51.9
pair	RSI	MRmean	neg-neg	58	24.9	13.0	55.2	0.6	0.8	0.2	31.6	-51.9
pair	MACDhist	RSI	neg-neg	60	25.8	12.7	58.3	0.6	0.8	0.2	31.1	-51.9
pair	RSI	MACDhist	neg-neg	60	25.8	12.7	58.3	0.6	0.8	0.2	31.1	-51.9
pair	RSI	MACD	neg-neg	40	17.2	12.6	62.5	0.5	0.7	0.3	31.6	-47.7
pair	MACD	RSI	neg-neg	40	17.2	12.6	62.5	0.5	0.7	0.3	31.6	-47.7
pair	MACDhist	SLmean	neg-neg	73	31.3	12.6	63.0	0.6	0.8	0.2	27.9	-55.5
pair	SLmean	MACDhist	neg-neg	73	31.3	12.6	63.0	0.6	0.8	0.2	27.9	-55.5
single	MRmean	MRmean	neg-neg	90	38.6	12.1	62.2	0.6	0.7	0.2	27.5	-55.5
pair	RSmean	RSI	neg-pos	20	8.6	12.1	70.0	0.7	0.7	0.5	20.4	-25.9
pair	RSI	RSmean	neg-pos	20	8.6	12.1	70.0	0.7	0.7	0.5	20.4	-25.9
pair	MACDhist	RSmean	neg-neg	20	8.6	11.6	75.0	0.6	0.6	0.3	24.0	-33.2
pair	RSmean	MACDhist	neg-neg	20	8.6	11.6	75.0	0.6	0.6	0.3	24.0	-33.2
pair	MRmean	MACD	pos-neg	37	15.9	11.5	59.5	0.7	1.1	0.7	18.2	-17.0
pair	MACD	MRmean	pos-neg	37	15.9	11.5	59.5	0.7	1.1	0.7	18.2	-17.0
pair	RSIhist	MRmean	pos-pos	111	47.6	11.3	58.6	0.7	1.3	0.6	16.8	-20.2
pair	MRmean	RSIhist	pos-pos	111	47.6	11.3	58.6	0.7	1.3	0.6	16.8	-20.2
pair	SLmean	LWTI	pos-neg	30	12.9	11.1	53.3	0.6	1.6	0.8	19.7	-13.6
pair	LWTI	SLmean	pos-neg	30	12.9	11.1	53.3	0.6	1.6	0.8	19.7	-13.6
pair	RSI	MRmean	neg-pos	32	13.7	10.7	75.0	0.7	0.6	0.4	18.4	-24.9
pair	MRmean	RSI	neg-pos	32	13.7	10.7	75.0	0.7	0.6	0.4	18.4	-24.9
pair	MACD	SLmean	neg-neg	41	17.6	10.6	65.9	0.5	0.6	0.2	30.1	-51.6
pair	SLmean	MACD	neg-neg	41	17.6	10.6	65.9	0.5	0.6	0.2	30.1	-51.6
pair	MACDhist	SLmean	pos-pos	85	36.5	10.2	56.5	0.7	1.2	0.4	16.5	-23.1
pair	SLmean	MACDhist	pos-pos	85	36.5	10.2	56.5	0.7	1.2	0.4	16.5	-23.1
pair	SLmean	RSI	neg-pos	43	18.5	10.0	67.4	0.6	0.7	0.3	19.8	-32.5
pair	RSI	SLmean	neg-pos	43	18.5	10.0	67.4	0.6	0.7	0.3	19.8	-32.5
pair	RSIhist	MRmean	neg-neg	84	36.1	9.4	61.9	0.5	0.6	0.2	27.4	-55.5
pair	MRmean	RSIhist	neg-neg	84	36.1	9.4	61.9	0.5	0.6	0.2	27.4	-55.5
pair	SLmean	RSmean	pos-pos	133	57.1	9.2	56.4	0.6	1.1	0.3	17.3	-26.1
pair	RSmean	SLmean	pos-pos	133	57.1	9.2	56.4	0.6	1.1	0.3	17.3	-26.1
pair	LWTI	MACD	neg-pos	47	20.2	9.0	66.0	0.5	0.5	0.2	26.0	-53.2
pair	MACD	LWTI	neg-pos	47	20.2	9.0	66.0	0.5	0.5	0.2	26.0	-53.2
pair	LWTI	RSmean	neg-pos	23	9.9	8.8	69.6	0.5	0.5	0.3	22.5	-34.4
pair	RSmean	LWTI	neg-pos	23	9.9	8.8	69.6	0.5	0.5	0.3	22.5	-34.4
single	RSmean	RSmean	neg-neg	23	9.9	8.8	69.6	0.5	0.5	0.3	22.5	-34.4
pair	RSIhist	RSI	pos-pos	106	45.5	8.5	56.6	0.6	1.0	0.3	16.8	-25.9
pair	RSI	RSIhist	pos-pos	106	45.5	8.5	56.6	0.6	1.0	0.3	16.8	-25.9
pair	MACDhist	MRmean	pos-pos	96	41.2	8.1	55.2	0.5	1.0	0.3	17.0	-25.1
pair	MRmean	MACDhist	pos-pos	96	41.2	8.1	55.2	0.5	1.0	0.3	17.0	-25.1
pair	MRmean	SLmean	neg-neg	77	33.0	7.9	59.7	0.4	0.6	0.1	28.6	-55.5
pair	SLmean	MRmean	neg-neg	77	33.0	7.9	59.7	0.4	0.6	0.1	28.6	-55.5
pair	MRmean	RSmean	neg-pos	72	30.9	7.9	56.9	0.4	0.6	0.1	29.4	-51.9
pair	RSmean	MRmean	neg-pos	72	30.9	7.9	56.9	0.4	0.6	0.1	29.4	-51.9
single	MACDhist	MACDhist	neg-neg	126	54.1	7.6	58.7	0.4	0.6	0.1	24.9	-61.2
pair	RSmean	MACD	pos-neg	67	28.8	7.4	58.2	0.4	0.5	0.1	27.1	-57.8
pair	MACD	RSmean	pos-neg	67	28.8	7.4	58.2	0.4	0.5	0.1	27.1	-57.8
pair	RSmean	RSIhist	neg-neg	21	9.0	7.3	71.4	0.4	0.5	0.2	23.1	-34.4
pair	RSIhist	RSmean	neg-neg	21	9.0	7.3	71.4	0.4	0.5	0.2	23.1	-34.4
pair	MACD	MRmean	neg-pos	47	20.2	7.3	57.4	0.4	0.6	0.4	24.6	-18.2
pair	MRmean	MACD	neg-pos	47	20.2	7.3	57.4	0.4	0.6	0.4	24.6	-18.2
single	SLmean	SLmean	neg-neg	95	40.8	7.1	58.9	0.4	0.5	0.1	27.1	-55.5
pair	MACDhist	RSmean	pos-neg	106	45.5	6.8	55.7	0.4	0.6	0.1	25.2	-61.2
pair	RSmean	MACDhist	pos-neg	106	45.5	6.8	55.7	0.4	0.6	0.1	25.2	-61.2
pair	benchmark___benchmark_		benchmark-benchmark	233	100.0	6.8	56.7	0.4	0.6	0.1	22.1	-61.2
pair		benchmark___benchmark_	benchmark-benchmark	233	100.0	6.8	56.7	0.4	0.6	0.1	22.1	-61.2
pair	RSIhist	SLmean	neg-neg	90	38.6	6.7	58.9	0.4	0.5	0.1	27.6	-55.5
pair	SLmean	RSIhist	neg-neg	90	38.6	6.7	58.9	0.4	0.5	0.1	27.6	-55.5
pair	MACD	RSIhist	pos-pos	88	37.8	6.7	54.5	0.5	0.9	0.3	16.7	-22.1
pair	RSIhist	MACD	pos-pos	88	37.8	6.7	54.5	0.5	0.9	0.3	16.7	-22.1
single	SLmean	SLmean	pos-pos	138	59.2	6.6	55.1	0.5	0.8	0.2	18.0	-33.6
single	RSmean	RSmean	pos-pos	210	90.1	6.6	55.2	0.4	0.6	0.1	22.1	-61.2
pair	RSmean	MACDhist	pos-pos	104	44.6	6.4	54.8	0.4	0.7	0.2	18.5	-38.6
pair	MACDhist	RSmean	pos-pos	104	44.6	6.4	54.8	0.4	0.7	0.2	18.5	-38.6
pair	RSmean	MACD	pos-pos	143	61.4	6.2	53.8	0.4	0.7	0.2	19.4	-38.0
pair	MACD	RSmean	pos-pos	143	61.4	6.2	53.8	0.4	0.7	0.2	19.4	-38.0
pair	RSI	LWTI	pos-pos	145	62.2	6.1	58.6	0.4	0.6	0.2	18.3	-34.0
pair	LWTI	RSI	pos-pos	145	62.2	6.1	58.6	0.4	0.6	0.2	18.3	-34.0
single	MACDhist	MACDhist	pos-pos	107	45.9	5.9	54.2	0.4	0.6	0.1	18.3	-38.6
pair	RSmean	MRmean	pos-pos	138	59.2	5.9	54.3	0.4	0.8	0.2	17.2	-29.1
pair	MRmean	RSmean	pos-pos	138	59.2	5.9	54.3	0.4	0.8	0.2	17.2	-29.1
pair	SLmean	LWTI	pos-pos	108	46.4	5.4	55.6	0.4	0.6	0.2	17.5	-33.9
pair	LWTI	SLmean	pos-pos	108	46.4	5.4	55.6	0.4	0.6	0.2	17.5	-33.9
pair	RSIhist	RSI	neg-neg	56	24.0	5.1	51.8	0.3	0.5	0.1	31.1	-51.9
pair	RSI	RSIhist	neg-neg	56	24.0	5.1	51.8	0.3	0.5	0.1	31.1	-51.9
pair	MACDhist	RSIhist	neg-neg	90	38.6	5.1	58.9	0.3	0.4	0.1	26.8	-61.2
pair	RSIhist	MACDhist	neg-neg	90	38.6	5.1	58.9	0.3	0.4	0.1	26.8	-61.2
pair	LWTI	MACDhist	pos-pos	103	44.2	5.0	53.4	0.4	0.6	0.1	18.4	-38.6
pair	MACDhist	LWTI	pos-pos	103	44.2	5.0	53.4	0.4	0.6	0.1	18.4	-38.6
pair	MACDhist	RSI	pos-pos	100	42.9	4.8	55.0	0.3	0.5	0.1	18.2	-36.5
pair	SLmean	RSI	neg-neg	52	22.3	4.8	51.9	0.3	0.5	0.1	32.1	-51.9
pair	RSI	SLmean	neg-neg	52	22.3	4.8	51.9	0.3	0.5	0.1	32.1	-51.9
pair	RSI	MACDhist	pos-pos	100	42.9	4.8	55.0	0.3	0.5	0.1	18.2	-36.5
pair	SLmean	MACD	neg-pos	54	23.2	4.6	53.7	0.3	0.5	0.2	24.8	-29.4
pair	MACD	SLmean	neg-pos	54	23.2	4.6	53.7	0.3	0.5	0.2	24.8	-29.4
pair	RSIhist	MACD	neg-neg	51	21.9	4.3	58.8	0.3	0.4	0.1	28.1	-57.8
pair	MACD	RSIhist	neg-neg	51	21.9	4.3	58.8	0.3	0.4	0.1	28.1	-57.8
single	RSI	RSI	pos-pos	166	71.2	4.1	56.6	0.3	0.5	0.1	17.9	-43.7
pair	SLmean	MRmean	pos-neg	18	7.7	3.8	55.6	0.3	0.5	0.1	20.1	-25.1
pair	MRmean	SLmean	pos-neg	18	7.7	3.8	55.6	0.3	0.5	0.1	20.1	-25.1
pair	LWTI	MRmean	pos-pos	119	51.1	3.6	53.8	0.3	0.5	0.1	18.1	-34.9
pair	MRmean	LWTI	pos-pos	119	51.1	3.6	53.8	0.3	0.5	0.1	18.1	-34.9
pair	SLmean	MRmean	pos-pos	125	53.6	3.6	52.8	0.3	0.5	0.1	17.6	-33.6
pair	MRmean	SLmean	pos-pos	125	53.6	3.6	52.8	0.3	0.5	0.1	17.6	-33.6
single	MRmean	MRmean	pos-pos	143	61.4	3.6	53.1	0.3	0.5	0.1	17.9	-33.3
pair	MACD	MACDhist	pos-pos	91	39.1	3.5	52.7	0.3	0.4	0.1	18.3	-35.3
pair	MACDhist	MACD	pos-pos	91	39.1	3.5	52.7	0.3	0.4	0.1	18.3	-35.3
pair	LWTI	MRmean	pos-neg	24	10.3	3.3	50.0	0.3	0.6	0.2	17.0	-13.6
pair	MRmean	LWTI	pos-neg	24	10.3	3.3	50.0	0.3	0.6	0.2	17.0	-13.6
single	LWTI	LWTI	pos-pos	176	75.5	3.1	56.2	0.2	0.3	0.1	21.3	-59.1
pair	RSI	MACDhist	pos-neg	66	28.3	3.1	59.1	0.3	0.4	0.1	17.6	-41.0
pair	MACDhist	RSI	pos-neg	66	28.3	3.1	59.1	0.3	0.4	0.1	17.6	-41.0
pair	RSI	RSmean	pos-pos	146	62.7	3.0	54.8	0.3	0.4	0.1	17.6	-43.7
pair	RSmean	RSI	pos-pos	146	62.7	3.0	54.8	0.3	0.4	0.1	17.6	-43.7
single	MACD	MACD	pos-pos	153	65.7	2.9	52.9	0.2	0.4	0.1	20.1	-39.2
pair	RSI	MRmean	pos-pos	134	57.5	2.6	52.2	0.2	0.4	0.1	17.8	-33.3
pair	MRmean	RSI	pos-pos	134	57.5	2.6	52.2	0.2	0.4	0.1	17.8	-33.3
pair	RSmean	LWTI	pos-pos	153	65.7	2.3	54.2	0.2	0.3	0.0	21.1	-58.0
pair	LWTI	RSmean	pos-pos	153	65.7	2.3	54.2	0.2	0.3	0.0	21.1	-58.0
pair	RSmean	SLmean	neg-pos	77	33.0	2.2	53.2	0.2	0.3	0.0	28.7	-55.5
pair	SLmean	RSmean	neg-pos	77	33.0	2.2	53.2	0.2	0.3	0.0	28.7	-55.5
pair	SLmean	RSI	pos-pos	123	52.8	2.1	52.8	0.2	0.3	0.1	17.3	-33.6
pair	RSI	SLmean	pos-pos	123	52.8	2.1	52.8	0.2	0.3	0.1	17.3	-33.6
pair	MACD	MACDhist	pos-neg	62	26.6	2.0	53.2	0.2	0.3	0.1	22.5	-42.8
pair	MACDhist	MACD	pos-neg	62	26.6	2.0	53.2	0.2	0.3	0.1	22.5	-42.8
pair	LWTI	MRmean	neg-pos	57	24.5	1.9	61.4	0.2	0.2	0.0	26.9	-56.9
pair	MRmean	LWTI	neg-pos	57	24.5	1.9	61.4	0.2	0.2	0.0	26.9	-56.9
pair	MACD	SLmean	pos-pos	99	42.5	1.9	52.5	0.2	0.3	0.1	17.0	-33.6
pair	SLmean	MACD	pos-pos	99	42.5	1.9	52.5	0.2	0.3	0.1	17.0	-33.6
pair	MRmean	MACD	pos-pos	106	45.5	1.0	50.9	0.1	0.2	0.0	17.8	-34.1
pair	LWTI	MACD	pos-pos	129	55.4	1.0	52.7	0.1	0.2	0.0	19.3	-36.9
pair	SLmean	MACDhist	pos-neg	53	22.7	1.0	52.8	0.1	0.2	0.0	20.2	-26.4
pair	MACD	MRmean	pos-pos	106	45.5	1.0	50.9	0.1	0.2	0.0	17.8	-34.1
pair	MACD	LWTI	pos-pos	129	55.4	1.0	52.7	0.1	0.2	0.0	19.3	-36.9
pair	MACDhist	SLmean	pos-neg	53	22.7	1.0	52.8	0.1	0.2	0.0	20.2	-26.4
single	RSIhist	RSIhist	neg-neg	116	49.8	0.7	54.3	0.2	0.2	0.0	25.8	-61.2
pair	LWTI	MACDhist	neg-pos	73	31.3	0.5	60.3	0.1	0.2	0.0	24.8	-57.4
pair	MACDhist	LWTI	neg-pos	73	31.3	0.5	60.3	0.1	0.2	0.0	24.8	-57.4
pair	RSI	MACD	pos-pos	126	54.1	0.3	54.0	0.1	0.1	0.0	17.9	-40.8
pair	MACD	RSI	pos-pos	126	54.1	0.3	54.0	0.1	0.1	0.0	17.9	-40.8
pair	SLmean	LWTI	neg-pos	68	29.2	-0.5	57.4	0.1	0.1	-0.0	26.2	-59.9
pair	LWTI	SLmean	neg-pos	68	29.2	-0.5	57.4	0.1	0.1	-0.0	26.2	-59.9
pair	RSmean	RSIhist	pos-neg	95	40.8	-0.7	50.5	0.1	0.1	-0.0	26.5	-61.2
pair	RSIhist	RSmean	pos-neg	95	40.8	-0.7	50.5	0.1	0.1	-0.0	26.5	-61.2
pair	RSIhist	MACD	pos-neg	65	27.9	-2.1	50.8	0.0	0.1	-0.1	24.0	-41.5
pair	MACD	RSIhist	pos-neg	65	27.9	-2.1	50.8	0.0	0.1	-0.1	24.0	-41.5
pair	RSIhist	RSI	pos-neg	60	25.8	-3.3	56.7	-0.1	-0.1	-0.1	19.8	-50.3
pair	RSI	RSIhist	pos-neg	60	25.8	-3.3	56.7	-0.1	-0.1	-0.1	19.8	-50.3
pair	MACDhist	MRmean	pos-neg	47	20.2	-5.0	48.9	-0.2	-0.3	-0.1	19.4	-34.9
pair	MRmean	MACDhist	pos-neg	47	20.2	-5.0	48.9	-0.2	-0.3	-0.1	19.4	-34.9
pair	RSIhist	LWTI	neg-pos	88	37.8	-6.1	52.3	-0.1	-0.1	-0.1	24.9	-70.5
pair	LWTI	RSIhist	neg-pos	88	37.8	-6.1	52.3	-0.1	-0.1	-0.1	24.9	-70.5
pair	MACDhist	RSmean	neg-pos	3	1.3	-8.4	33.3	-0.9	-4.4	-4.6	9.2	-1.8
pair	RSmean	MACDhist	neg-pos	3	1.3	-8.4	33.3	-0.9	-4.4	-4.6	9.2	-1.8
pair	LWTI	RSI	pos-neg	21	9.0	-8.9	42.9	-0.5	-1.1	-0.4	15.3	-24.2
pair	RSI	LWTI	pos-neg	21	9.0	-8.9	42.9	-0.5	-1.1	-0.4	15.3	-24.2
pair	MACDhist	SLmean	neg-pos	22	9.4	-9.1	45.5	-0.3	-0.4	-0.3	24.0	-33.0
pair	SLmean	MACDhist	neg-pos	22	9.4	-9.1	45.5	-0.3	-0.4	-0.3	24.0	-33.0
pair	LWTI	RSI	neg-pos	31	13.3	-10.0	45.2	-0.2	-0.2	-0.2	32.0	-48.9
pair	RSI	LWTI	neg-pos	31	13.3	-10.0	45.2	-0.2	-0.2	-0.2	32.0	-48.9
pair	RSI	RSmean	neg-neg	3	1.3	-10.8	66.7	-0.1	0.0	-0.8	40.1	-13.8
pair	RSmean	RSI	neg-neg	3	1.3	-10.8	66.7	-0.1	0.0	-0.8	40.1	-13.8
pair	MACDhist	MRmean	neg-pos	11	4.7	-11.0	45.5	-0.3	-0.3	-0.6	27.7	-19.8
pair	MRmean	MACDhist	neg-pos	11	4.7	-11.0	45.5	-0.3	-0.3	-0.6	27.7	-19.8
pair	MACDhist	RSIhist	pos-neg	26	11.2	-13.3	38.5	-0.5	-0.8	-0.3	21.9	-38.3
pair	RSIhist	MACDhist	pos-neg	26	11.2	-13.3	38.5	-0.5	-0.8	-0.3	21.9	-38.3
pair	RSIhist	SLmean	pos-neg	26	11.2	-17.8	38.5	-1.1	-1.3	-0.5	17.1	-37.8
pair	SLmean	RSIhist	pos-neg	26	11.2	-17.8	38.5	-1.1	-1.3	-0.5	17.1	-37.8
pair	RSIhist	MRmean	pos-neg	32	13.7	-19.2	34.4	-1.0	-1.5	-0.4	19.8	-48.0
pair	MRmean	RSIhist	pos-neg	32	13.7	-19.2	34.4	-1.0	-1.5	-0.4	19.8	-48.0
pair	MACD	RSmean	neg-pos	10	4.3	-35.1	40.0	-1.6	-1.9	-1.0	25.4	-34.4
pair	RSmean	MACD	neg-pos	10	4.3	-35.1	40.0	-1.6	-1.9	-1.0	25.4	-34.4
pair	SLmean	RSmean	pos-neg	5	2.1	-44.0	20.0	-1.9	-2.4	-1.8	28.6	-24.4
pair	RSmean	SLmean	pos-neg	5	2.1	-44.0	20.0	-1.9	-2.4	-1.8	28.6	-24.4
pair	MRmean	RSmean	pos-neg	5	2.1	-44.0	20.0	-1.9	-2.4	-1.8	28.6	-24.4
pair	RSmean	MRmean	pos-neg	5	2.1	-44.0	20.0	-1.9	-2.4	-1.8	28.6	-24.4

All Contingency Tables for MXI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -33.6% Months 125M (54%)	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -25.1% Months 18M (8%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 40.7% \| Win 77% Sharpe 1.80 \| Sortino 49.30 \| Calmar 8.6 Vol 20% \| MDD -4.7% Months 13M (6%)	CAGR 7.9% \| Win 60% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 29% \| MDD -55.5% Months 77M (33%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
SLmean only	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 54% Sharpe 0.42 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -29.1% Months 138M (59%)	CAGR -44.0% \| Win 20% Sharpe -1.86 \| Sortino -2.44 \| Calmar -1.8 Vol 29% \| MDD -24.4% Months 5M (2%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 7.9% \| Win 57% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -51.9% Months 72M (31%)	CAGR 30.8% \| Win 83% Sharpe 1.57 \| Sortino 1.20 \| Calmar 2.1 Vol 18% \| MDD -14.7% Months 18M (8%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
RSmean only	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.0% \| Win 51% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.0 Vol 18% \| MDD -34.1% Months 106M (46%)	CAGR 11.5% \| Win 60% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.7 Vol 18% \| MDD -17.0% Months 37M (16%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 7.3% \| Win 57% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.4 Vol 25% \| MDD -18.2% Months 47M (20%)	CAGR 17.7% \| Win 67% Sharpe 0.69 \| Sortino 0.83 \| Calmar 0.3 Vol 31% \| MDD -51.6% Months 43M (18%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
MACD only	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 134M (58%)	CAGR 19.8% \| Win 67% Sharpe 1.07 \| Sortino 1.56 \| Calmar 2.8 Vol 18% \| MDD -7.2% Months 9M (4%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 10.7% \| Win 75% Sharpe 0.65 \| Sortino 0.59 \| Calmar 0.4 Vol 18% \| MDD -24.9% Months 32M (14%)	CAGR 13.0% \| Win 55% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -51.9% Months 58M (25%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
RSI only	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 55% Sharpe 0.54 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -25.1% Months 96M (41%)	CAGR -5.0% \| Win 49% Sharpe -0.17 \| Sortino -0.26 \| Calmar -0.1 Vol 19% \| MDD -34.9% Months 47M (20%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR -11.0% \| Win 46% Sharpe -0.28 \| Sortino -0.35 \| Calmar -0.6 Vol 28% \| MDD -19.8% Months 11M (5%)	CAGR 15.8% \| Win 65% Sharpe 0.68 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -55.5% Months 79M (34%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 59% Sharpe 0.72 \| Sortino 1.28 \| Calmar 0.6 Vol 17% \| MDD -20.2% Months 111M (48%)	CAGR -19.2% \| Win 34% Sharpe -0.97 \| Sortino -1.50 \| Calmar -0.4 Vol 20% \| MDD -48.0% Months 32M (14%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 57.6% \| Win 67% Sharpe 1.68 \| Sortino 12.02 \| Calmar 8.3 Vol 30% \| MDD -6.9% Months 6M (3%)	CAGR 9.4% \| Win 62% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.2 Vol 27% \| MDD -55.5% Months 84M (36%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 54% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 18% \| MDD -34.9% Months 119M (51%)	CAGR 3.3% \| Win 50% Sharpe 0.27 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -13.6% Months 24M (10%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 1.9% \| Win 61% Sharpe 0.21 \| Sortino 0.23 \| Calmar 0.0 Vol 27% \| MDD -56.9% Months 57M (24%)	CAGR 32.3% \| Win 64% Sharpe 1.13 \| Sortino 2.74 \| Calmar 1.1 Vol 28% \| MDD -29.8% Months 33M (14%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.2% \| Win 56% Sharpe 0.60 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -26.1% Months 133M (57%)	CAGR -44.0% \| Win 20% Sharpe -1.86 \| Sortino -2.44 \| Calmar -1.8 Vol 29% \| MDD -24.4% Months 5M (2%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR 2.2% \| Win 53% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 29% \| MDD -55.5% Months 77M (33%)	CAGR 30.8% \| Win 83% Sharpe 1.57 \| Sortino 1.20 \| Calmar 2.1 Vol 18% \| MDD -14.7% Months 18M (8%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
RSmean only	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.9% \| Win 52% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 17% \| MDD -33.6% Months 99M (42%)	CAGR 19.4% \| Win 62% Sharpe 0.99 \| Sortino 1.83 \| Calmar 1.0 Vol 20% \| MDD -19.7% Months 39M (17%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR 4.6% \| Win 54% Sharpe 0.30 \| Sortino 0.49 \| Calmar 0.2 Vol 25% \| MDD -29.4% Months 54M (23%)	CAGR 10.6% \| Win 66% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 30% \| MDD -51.6% Months 41M (18%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
MACD only	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.1% \| Win 53% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -33.6% Months 123M (53%)	CAGR 51.7% \| Win 73% Sharpe 2.15 \| Sortino 6.58 \| Calmar 10.8 Vol 21% \| MDD -4.8% Months 15M (6%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR 10.0% \| Win 67% Sharpe 0.58 \| Sortino 0.71 \| Calmar 0.3 Vol 20% \| MDD -32.5% Months 43M (18%)	CAGR 4.8% \| Win 52% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 32% \| MDD -51.9% Months 52M (22%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
RSI only	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 56% Sharpe 0.67 \| Sortino 1.21 \| Calmar 0.4 Vol 16% \| MDD -23.1% Months 85M (36%)	CAGR 1.0% \| Win 53% Sharpe 0.15 \| Sortino 0.25 \| Calmar 0.0 Vol 20% \| MDD -26.4% Months 53M (23%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR -9.1% \| Win 46% Sharpe -0.28 \| Sortino -0.39 \| Calmar -0.3 Vol 24% \| MDD -33.0% Months 22M (9%)	CAGR 12.6% \| Win 63% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 73M (31%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.2% \| Win 59% Sharpe 0.79 \| Sortino 1.48 \| Calmar 0.6 Vol 18% \| MDD -21.8% Months 112M (48%)	CAGR -17.8% \| Win 38% Sharpe -1.05 \| Sortino -1.34 \| Calmar -0.5 Vol 17% \| MDD -37.8% Months 26M (11%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR 14.5% \| Win 60% Sharpe 0.91 \| Sortino 3.09 \| Calmar 2.2 Vol 16% \| MDD -6.7% Months 5M (2%)	CAGR 6.7% \| Win 59% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -55.5% Months 90M (39%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.4% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 18% \| MDD -33.9% Months 108M (46%)	CAGR 11.1% \| Win 53% Sharpe 0.63 \| Sortino 1.64 \| Calmar 0.8 Vol 20% \| MDD -13.6% Months 30M (13%)	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)
SLmean neg	CAGR -0.5% \| Win 57% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 26% \| MDD -59.9% Months 68M (29%)	CAGR 28.9% \| Win 63% Sharpe 1.03 \| Sortino 2.68 \| Calmar 1.1 Vol 29% \| MDD -26.8% Months 27M (12%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 6.2% \| Win 54% Sharpe 0.41 \| Sortino 0.70 \| Calmar 0.2 Vol 19% \| MDD -38.0% Months 143M (61%)	CAGR 7.4% \| Win 58% Sharpe 0.40 \| Sortino 0.53 \| Calmar 0.1 Vol 27% \| MDD -57.8% Months 67M (29%)	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)
RSmean neg	CAGR -35.1% \| Win 40% Sharpe -1.55 \| Sortino -1.93 \| Calmar -1.0 Vol 25% \| MDD -34.4% Months 10M (4%)	CAGR 61.9% \| Win 92% Sharpe 4.27 \| Sortino 0.00 \| Calmar 102.8 Vol 12% \| MDD -0.6% Months 13M (6%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)
MACD only	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 146M (63%)	CAGR 15.2% \| Win 56% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 30% \| MDD -38.2% Months 64M (28%)	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)
RSmean neg	CAGR 12.1% \| Win 70% Sharpe 0.66 \| Sortino 0.69 \| Calmar 0.5 Vol 20% \| MDD -25.9% Months 20M (9%)	CAGR -10.8% \| Win 67% Sharpe -0.14 \| Sortino 0.00 \| Calmar -0.8 Vol 40% \| MDD -13.8% Months 3M (1%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)
RSI only	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 6.4% \| Win 55% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 104M (45%)	CAGR 6.8% \| Win 56% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 106M (46%)	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)
RSmean neg	CAGR -8.4% \| Win 33% Sharpe -0.92 \| Sortino -4.39 \| Calmar -4.6 Vol 9% \| MDD -1.8% Months 3M (1%)	CAGR 11.6% \| Win 75% Sharpe 0.58 \| Sortino 0.64 \| Calmar 0.4 Vol 24% \| MDD -33.2% Months 20M (9%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 13.1% \| Win 59% Sharpe 0.78 \| Sortino 1.48 \| Calmar 0.5 Vol 18% \| MDD -24.7% Months 115M (49%)	CAGR -0.7% \| Win 50% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -61.2% Months 95M (41%)	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)
RSmean neg	CAGR 26.0% \| Win 50% Sharpe 1.08 \| Sortino 0.00 \| Calmar 0.0 Vol 23% \| MDD 0.0% Months 2M (1%)	CAGR 7.3% \| Win 71% Sharpe 0.42 \| Sortino 0.45 \| Calmar 0.2 Vol 23% \| MDD -34.4% Months 21M (9%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 54% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.0 Vol 21% \| MDD -58.0% Months 153M (66%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)
RSmean neg	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)	-	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.3% \| Win 54% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 18% \| MDD -40.8% Months 126M (54%)	CAGR 15.7% \| Win 48% Sharpe 0.66 \| Sortino 1.30 \| Calmar 0.7 Vol 28% \| MDD -21.9% Months 27M (12%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)
MACD neg	CAGR 17.0% \| Win 65% Sharpe 0.97 \| Sortino 1.51 \| Calmar 0.8 Vol 18% \| MDD -21.3% Months 40M (17%)	CAGR 12.6% \| Win 62% Sharpe 0.54 \| Sortino 0.68 \| Calmar 0.3 Vol 32% \| MDD -47.7% Months 40M (17%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)
RSI only	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.5% \| Win 53% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -35.3% Months 91M (39%)	CAGR 2.0% \| Win 53% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 22% \| MDD -42.8% Months 62M (27%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)
MACD neg	CAGR 21.0% \| Win 62% Sharpe 1.14 \| Sortino 1.61 \| Calmar 2.1 Vol 18% \| MDD -10.0% Months 16M (7%)	CAGR 13.3% \| Win 64% Sharpe 0.60 \| Sortino 0.76 \| Calmar 0.2 Vol 27% \| MDD -57.8% Months 64M (28%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.7% \| Win 55% Sharpe 0.47 \| Sortino 0.88 \| Calmar 0.3 Vol 17% \| MDD -22.1% Months 88M (38%)	CAGR -2.1% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 24% \| MDD -41.5% Months 65M (28%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)
MACD neg	CAGR 35.9% \| Win 72% Sharpe 1.67 \| Sortino 2.84 \| Calmar 3.6 Vol 20% \| MDD -10.0% Months 29M (12%)	CAGR 4.3% \| Win 59% Sharpe 0.29 \| Sortino 0.38 \| Calmar 0.1 Vol 28% \| MDD -57.8% Months 51M (22%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.0% \| Win 53% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 19% \| MDD -36.9% Months 129M (55%)	CAGR 13.4% \| Win 54% Sharpe 0.64 \| Sortino 1.26 \| Calmar 0.5 Vol 24% \| MDD -25.2% Months 24M (10%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)
MACD neg	CAGR 9.0% \| Win 66% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 26% \| MDD -53.2% Months 47M (20%)	CAGR 23.6% \| Win 61% Sharpe 0.97 \| Sortino 2.32 \| Calmar 0.9 Vol 25% \| MDD -25.3% Months 33M (14%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.8% \| Win 55% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 100M (43%)	CAGR 3.1% \| Win 59% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -41.0% Months 66M (28%)	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)
RSI neg	CAGR 23.9% \| Win 43% Sharpe 1.17 \| Sortino 4.23 \| Calmar 4.6 Vol 20% \| MDD -5.2% Months 7M (3%)	CAGR 12.7% \| Win 58% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 31% \| MDD -51.9% Months 60M (26%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.5% \| Win 57% Sharpe 0.57 \| Sortino 1.03 \| Calmar 0.3 Vol 17% \| MDD -25.9% Months 106M (46%)	CAGR -3.3% \| Win 57% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 20% \| MDD -50.3% Months 60M (26%)	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)
RSI neg	CAGR 70.9% \| Win 82% Sharpe 2.62 \| Sortino 4.88 \| Calmar 14.8 Vol 22% \| MDD -4.8% Months 11M (5%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 31% \| MDD -51.9% Months 56M (24%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.1% \| Win 59% Sharpe 0.42 \| Sortino 0.59 \| Calmar 0.2 Vol 18% \| MDD -34.0% Months 145M (62%)	CAGR -8.9% \| Win 43% Sharpe -0.53 \| Sortino -1.13 \| Calmar -0.4 Vol 15% \| MDD -24.2% Months 21M (9%)	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)
RSI neg	CAGR -10.0% \| Win 45% Sharpe -0.16 \| Sortino -0.20 \| Calmar -0.2 Vol 32% \| MDD -48.9% Months 31M (13%)	CAGR 39.4% \| Win 67% Sharpe 1.36 \| Sortino 2.91 \| Calmar 1.6 Vol 27% \| MDD -25.3% Months 36M (16%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.0% \| Win 59% Sharpe 0.81 \| Sortino 1.41 \| Calmar 0.7 Vol 17% \| MDD -18.9% Months 81M (35%)	CAGR -13.3% \| Win 38% Sharpe -0.54 \| Sortino -0.77 \| Calmar -0.3 Vol 22% \| MDD -38.3% Months 26M (11%)	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)
MACDhist neg	CAGR 13.9% \| Win 58% Sharpe 0.76 \| Sortino 1.77 \| Calmar 1.0 Vol 20% \| MDD -14.1% Months 36M (16%)	CAGR 5.1% \| Win 59% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 27% \| MDD -61.2% Months 90M (39%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)
RSIhist only	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.0% \| Win 53% Sharpe 0.36 \| Sortino 0.55 \| Calmar 0.1 Vol 18% \| MDD -38.6% Months 103M (44%)	CAGR 33.3% \| Win 75% Sharpe 2.07 \| Sortino 0.00 \| Calmar 13.1 Vol 14% \| MDD -2.5% Months 4M (2%)	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)
MACDhist neg	CAGR 0.5% \| Win 60% Sharpe 0.15 \| Sortino 0.17 \| Calmar 0.0 Vol 25% \| MDD -57.4% Months 73M (31%)	CAGR 18.2% \| Win 57% Sharpe 0.79 \| Sortino 1.77 \| Calmar 0.6 Vol 25% \| MDD -31.1% Months 53M (23%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.1% \| Win 60% Sharpe 0.82 \| Sortino 1.39 \| Calmar 0.6 Vol 17% \| MDD -22.1% Months 88M (38%)	CAGR 13.7% \| Win 55% Sharpe 0.72 \| Sortino 1.94 \| Calmar 1.0 Vol 20% \| MDD -13.6% Months 29M (12%)	CAGR 13.3% \| Win 59% Sharpe 0.80 \| Sortino 1.51 \| Calmar 0.7 Vol 18% \| MDD -20.2% Months 117M (50%)
RSIhist neg	CAGR -6.1% \| Win 52% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 25% \| MDD -70.5% Months 88M (38%)	CAGR 25.2% \| Win 61% Sharpe 0.94 \| Sortino 2.12 \| Calmar 1.0 Vol 28% \| MDD -25.9% Months 28M (12%)	CAGR 0.7% \| Win 54% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 26% \| MDD -61.2% Months 116M (50%)
LWTI only	CAGR 3.1% \| Win 56% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 21% \| MDD -59.1% Months 176M (76%)	CAGR 19.2% \| Win 58% Sharpe 0.84 \| Sortino 1.85 \| Calmar 0.6 Vol 24% \| MDD -31.1% Months 57M (24%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -33.6% Months 125M (54%)	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -25.1% Months 18M (8%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 40.7% \| Win 77% Sharpe 1.80 \| Sortino 49.30 \| Calmar 8.6 Vol 20% \| MDD -4.7% Months 13M (6%)	CAGR 7.9% \| Win 60% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.1 Vol 29% \| MDD -55.5% Months 77M (33%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
SLmean only	CAGR 6.6% \| Win 55% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.6% Months 138M (59%)	CAGR 7.1% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -55.5% Months 95M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 54% Sharpe 0.42 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -29.1% Months 138M (59%)	CAGR -44.0% \| Win 20% Sharpe -1.86 \| Sortino -2.44 \| Calmar -1.8 Vol 29% \| MDD -24.4% Months 5M (2%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 7.9% \| Win 57% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.2 Vol 29% \| MDD -51.9% Months 72M (31%)	CAGR 30.8% \| Win 83% Sharpe 1.57 \| Sortino 1.20 \| Calmar 2.1 Vol 18% \| MDD -14.7% Months 18M (8%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
RSmean only	CAGR 6.6% \| Win 55% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 22% \| MDD -61.2% Months 210M (90%)	CAGR 8.8% \| Win 70% Sharpe 0.49 \| Sortino 0.53 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 23M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.0% \| Win 51% Sharpe 0.14 \| Sortino 0.23 \| Calmar 0.0 Vol 18% \| MDD -34.1% Months 106M (46%)	CAGR 11.5% \| Win 60% Sharpe 0.69 \| Sortino 1.12 \| Calmar 0.7 Vol 18% \| MDD -17.0% Months 37M (16%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 7.3% \| Win 57% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.4 Vol 25% \| MDD -18.2% Months 47M (20%)	CAGR 17.7% \| Win 67% Sharpe 0.69 \| Sortino 0.83 \| Calmar 0.3 Vol 31% \| MDD -51.6% Months 43M (18%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
MACD only	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 20% \| MDD -39.2% Months 153M (66%)	CAGR 14.8% \| Win 64% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -57.8% Months 80M (34%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 52% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 134M (58%)	CAGR 19.8% \| Win 67% Sharpe 1.07 \| Sortino 1.56 \| Calmar 2.8 Vol 18% \| MDD -7.2% Months 9M (4%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR 10.7% \| Win 75% Sharpe 0.65 \| Sortino 0.59 \| Calmar 0.4 Vol 18% \| MDD -24.9% Months 32M (14%)	CAGR 13.0% \| Win 55% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 32% \| MDD -51.9% Months 58M (25%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
RSI only	CAGR 4.1% \| Win 57% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -43.7% Months 166M (71%)	CAGR 13.9% \| Win 57% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 30% \| MDD -51.9% Months 67M (29%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 55% Sharpe 0.54 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -25.1% Months 96M (41%)	CAGR -5.0% \| Win 49% Sharpe -0.17 \| Sortino -0.26 \| Calmar -0.1 Vol 19% \| MDD -34.9% Months 47M (20%)	CAGR 3.6% \| Win 53% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 143M (61%)
MRmean neg	CAGR -11.0% \| Win 46% Sharpe -0.28 \| Sortino -0.35 \| Calmar -0.6 Vol 28% \| MDD -19.8% Months 11M (5%)	CAGR 15.8% \| Win 65% Sharpe 0.68 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -55.5% Months 79M (34%)	CAGR 12.1% \| Win 62% Sharpe 0.56 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -55.5% Months 90M (39%)
MACDhist only	CAGR 5.9% \| Win 54% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 18% \| MDD -38.6% Months 107M (46%)	CAGR 7.6% \| Win 59% Sharpe 0.42 \| Sortino 0.60 \| Calmar 0.1 Vol 25% \| MDD -61.2% Months 126M (54%)