NLR - VanEck Uranium and Nuclear ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

32.6%

Best CAGR

Total Months

2.1%

Avg CAGR

NLR 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 NLR

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	SLmean	pos-neg	20	8.9	32.6	75.0	2.1	6.6	7.7	13.9	-4.2
pair	SLmean	MRmean	pos-neg	20	8.9	32.6	75.0	2.1	6.6	7.7	13.9	-4.2
pair	MACDhist	LWTI	pos-neg	10	4.5	25.1	60.0	1.4	4.1	5.7	17.1	-4.4
pair	LWTI	MACDhist	pos-neg	10	4.5	25.1	60.0	1.4	4.1	5.7	17.1	-4.4
pair	MRmean	LWTI	pos-neg	17	7.6	24.2	64.7	1.3	3.3	2.7	17.7	-9.0
pair	LWTI	MRmean	pos-neg	17	7.6	24.2	64.7	1.3	3.3	2.7	17.7	-9.0
pair	SLmean	RSI	neg-pos	37	16.5	24.1	64.9	1.2	2.1	1.5	20.6	-16.2
pair	RSI	SLmean	neg-pos	37	16.5	24.1	64.9	1.2	2.1	1.5	20.6	-16.2
pair	MACD	SLmean	neg-pos	43	19.2	23.6	67.4	1.2	1.8	1.6	19.9	-15.0
pair	SLmean	MACD	neg-pos	43	19.2	23.6	67.4	1.2	1.8	1.6	19.9	-15.0
pair	RSI	MRmean	neg-pos	21	9.4	20.1	61.9	0.9	1.5	1.2	24.3	-16.2
pair	MRmean	RSI	neg-pos	21	9.4	20.1	61.9	0.9	1.5	1.2	24.3	-16.2
pair	MACD	LWTI	neg-neg	46	20.5	20.0	63.0	0.9	1.6	1.0	23.3	-20.1
pair	LWTI	MACD	neg-neg	46	20.5	20.0	63.0	0.9	1.6	1.0	23.3	-20.1
pair	MRmean	RSIhist	pos-neg	34	15.2	19.7	64.7	1.0	1.9	1.5	20.6	-13.1
pair	RSIhist	MRmean	pos-neg	34	15.2	19.7	64.7	1.0	1.9	1.5	20.6	-13.1
pair	RSI	RSIhist	pos-neg	54	24.1	19.7	63.0	0.9	1.8	0.9	22.0	-20.8
pair	RSIhist	RSI	pos-neg	54	24.1	19.7	63.0	0.9	1.8	0.9	22.0	-20.8
pair	MACD	RSIhist	pos-neg	61	27.2	18.5	63.9	0.9	1.6	1.0	21.4	-18.0
pair	RSIhist	MACD	pos-neg	61	27.2	18.5	63.9	0.9	1.6	1.0	21.4	-18.0
pair	MRmean	MACD	pos-neg	32	14.3	18.2	68.8	1.1	1.6	1.1	17.3	-15.9
pair	MACD	MRmean	pos-neg	32	14.3	18.2	68.8	1.1	1.6	1.1	17.3	-15.9
pair	RSmean	LWTI	pos-neg	52	23.2	17.6	61.5	0.8	1.4	0.9	22.2	-20.1
pair	LWTI	RSmean	pos-neg	52	23.2	17.6	61.5	0.8	1.4	0.9	22.2	-20.1
pair	MACDhist	SLmean	neg-pos	33	14.7	17.4	66.7	0.9	1.2	0.7	19.7	-24.9
pair	SLmean	MACDhist	neg-pos	33	14.7	17.4	66.7	0.9	1.2	0.7	19.7	-24.9
pair	MRmean	MACD	neg-pos	28	12.5	17.3	64.3	0.8	1.2	1.1	22.5	-15.0
pair	MACD	MRmean	neg-pos	28	12.5	17.3	64.3	0.8	1.2	1.1	22.5	-15.0
pair	LWTI	SLmean	neg-neg	26	11.6	17.0	69.2	0.7	1.0	0.9	29.1	-18.6
pair	SLmean	LWTI	neg-neg	26	11.6	17.0	69.2	0.7	1.0	0.9	29.1	-18.6
pair	MACD	MACDhist	neg-pos	27	12.1	16.0	63.0	0.8	1.1	0.6	20.7	-26.1
pair	MACDhist	MACD	neg-pos	27	12.1	16.0	63.0	0.8	1.1	0.6	20.7	-26.1
pair	RSIhist	LWTI	neg-neg	27	12.1	15.9	66.7	0.7	1.0	0.9	29.0	-18.6
pair	LWTI	RSIhist	neg-neg	27	12.1	15.9	66.7	0.7	1.0	0.9	29.0	-18.6
pair	MACD	MACDhist	pos-neg	38	17.0	15.0	57.9	0.8	1.3	0.7	21.9	-20.6
pair	MACDhist	MACD	pos-neg	38	17.0	15.0	57.9	0.8	1.3	0.7	21.9	-20.6
pair	MACDhist	RSI	pos-neg	32	14.3	13.6	53.1	0.7	1.4	0.5	23.0	-25.1
pair	RSI	MACDhist	pos-neg	32	14.3	13.6	53.1	0.7	1.4	0.5	23.0	-25.1
pair	RSIhist	MACDhist	pos-neg	38	17.0	13.5	60.5	0.7	1.1	0.5	23.8	-27.5
pair	MACDhist	RSIhist	pos-neg	38	17.0	13.5	60.5	0.7	1.1	0.5	23.8	-27.5
pair	SLmean	RSIhist	neg-pos	5	2.2	13.5	80.0	1.2	0.0	3.4	10.8	-4.0
pair	RSIhist	SLmean	neg-pos	5	2.2	13.5	80.0	1.2	0.0	3.4	10.8	-4.0
pair	RSI	LWTI	pos-neg	4	1.8	13.2	50.0	1.3	2.8	69.6	9.5	-0.2
pair	LWTI	RSI	pos-neg	4	1.8	13.2	50.0	1.3	2.8	69.6	9.5	-0.2
pair	LWTI	RSI	neg-neg	49	21.9	13.0	61.2	0.6	1.0	0.6	24.2	-21.8
pair	RSI	LWTI	neg-neg	49	21.9	13.0	61.2	0.6	1.0	0.6	24.2	-21.8
single	LWTI	LWTI	neg-neg	53	23.7	13.0	60.4	0.6	1.0	0.6	23.3	-21.7
pair	MACD	RSI	neg-pos	12	5.4	12.7	66.7	0.7	0.7	0.8	18.9	-16.2
pair	RSI	MACD	neg-pos	12	5.4	12.7	66.7	0.7	0.7	0.8	18.9	-16.2
pair	RSmean	RSI	pos-pos	131	58.5	12.0	58.0	0.7	1.1	0.5	20.1	-22.6
pair	RSI	RSmean	pos-pos	131	58.5	12.0	58.0	0.7	1.1	0.5	20.1	-22.6
pair	RSmean	RSIhist	pos-neg	89	39.7	11.7	64.0	0.6	0.7	0.4	27.1	-30.7
pair	RSIhist	RSmean	pos-neg	89	39.7	11.7	64.0	0.6	0.7	0.4	27.1	-30.7
pair	RSmean	MRmean	pos-pos	135	60.3	11.3	59.3	0.7	1.0	0.5	19.3	-22.2
pair	MRmean	RSmean	pos-pos	135	60.3	11.3	59.3	0.7	1.0	0.5	19.3	-22.2
pair	RSI	MRmean	pos-neg	23	10.3	10.9	65.2	0.6	1.1	0.7	19.2	-15.9
pair	MRmean	RSI	pos-neg	23	10.3	10.9	65.2	0.6	1.1	0.7	19.2	-15.9
pair	RSIhist	MACD	neg-pos	41	18.3	10.8	61.0	0.7	1.2	0.5	16.2	-21.0
pair	MACD	RSIhist	neg-pos	41	18.3	10.8	61.0	0.7	1.2	0.5	16.2	-21.0
pair	RSmean	SLmean	neg-pos	76	33.9	10.6	65.8	0.5	0.6	0.3	27.0	-31.1
pair	SLmean	RSmean	neg-pos	76	33.9	10.6	65.8	0.5	0.6	0.3	27.0	-31.1
pair	MACD	SLmean	pos-neg	38	17.0	10.5	57.9	0.7	1.1	0.5	17.1	-21.6
pair	SLmean	MACD	pos-neg	38	17.0	10.5	57.9	0.7	1.1	0.5	17.1	-21.6
pair	MACDhist	LWTI	neg-neg	43	19.2	10.3	60.5	0.5	0.8	0.5	24.7	-20.1
pair	LWTI	MACDhist	neg-neg	43	19.2	10.3	60.5	0.5	0.8	0.5	24.7	-20.1
pair	RSmean	MACD	pos-pos	130	58.0	10.0	56.9	0.6	0.9	0.4	20.2	-22.6
pair	RSIhist	LWTI	pos-neg	26	11.6	10.0	53.8	0.7	1.7	0.9	15.9	-11.2
pair	MACD	RSmean	pos-pos	130	58.0	10.0	56.9	0.6	0.9	0.4	20.2	-22.6
pair	LWTI	RSIhist	pos-neg	26	11.6	10.0	53.8	0.7	1.7	0.9	15.9	-11.2
pair	LWTI	MACD	pos-pos	130	58.0	9.9	56.2	0.6	0.9	0.4	20.5	-22.6
pair	MACD	LWTI	pos-pos	130	58.0	9.9	56.2	0.6	0.9	0.4	20.5	-22.6
single	RSI	RSI	pos-pos	139	62.1	9.5	56.1	0.6	0.9	0.4	20.4	-22.6
pair	LWTI	RSI	pos-pos	135	60.3	9.4	56.3	0.5	0.9	0.4	20.6	-22.6
pair	RSI	LWTI	pos-pos	135	60.3	9.4	56.3	0.5	0.9	0.4	20.6	-22.6
pair	SLmean	LWTI	pos-neg	27	12.1	9.3	51.9	0.6	1.6	0.7	16.5	-13.5
pair	LWTI	SLmean	pos-neg	27	12.1	9.3	51.9	0.6	1.6	0.7	16.5	-13.5
pair	MACD	RSI	pos-pos	127	56.7	9.2	55.1	0.5	0.9	0.4	20.6	-22.6
pair	RSI	MACD	pos-pos	127	56.7	9.2	55.1	0.5	0.9	0.4	20.6	-22.6
pair	MRmean	MACDhist	pos-pos	108	48.2	9.1	56.5	0.5	0.8	0.4	19.9	-25.3
pair	MACDhist	MRmean	pos-pos	108	48.2	9.1	56.5	0.5	0.8	0.4	19.9	-25.3
pair	MACDhist	RSmean	pos-neg	79	35.3	9.0	62.0	0.5	0.6	0.3	26.2	-28.7
pair	RSmean	MACDhist	pos-neg	79	35.3	9.0	62.0	0.5	0.6	0.3	26.2	-28.7
pair	MACDhist	RSI	pos-pos	107	47.8	8.4	57.0	0.5	0.7	0.5	19.6	-17.9
pair	RSI	MACDhist	pos-pos	107	47.8	8.4	57.0	0.5	0.7	0.5	19.6	-17.9
single	MRmean	MRmean	pos-pos	141	62.9	8.3	56.7	0.5	0.8	0.4	19.5	-22.2
single	RSmean	RSmean	pos-pos	202	90.2	8.2	58.9	0.5	0.6	0.2	22.6	-42.3
pair	LWTI	MRmean	neg-neg	36	16.1	8.0	58.3	0.4	0.7	0.4	25.7	-20.1
pair	MRmean	LWTI	neg-neg	36	16.1	8.0	58.3	0.4	0.7	0.4	25.7	-20.1
pair	RSI	MRmean	pos-pos	118	52.7	7.8	55.1	0.5	0.7	0.4	19.7	-19.9
pair	MRmean	RSI	pos-pos	118	52.7	7.8	55.1	0.5	0.7	0.4	19.7	-19.9
single	MACD	MACD	pos-pos	137	61.2	7.8	55.5	0.5	0.7	0.3	20.6	-23.2
pair	RSmean	MACDhist	pos-pos	123	54.9	7.7	56.9	0.5	0.7	0.2	20.1	-40.5
pair	MACDhist	RSmean	pos-pos	123	54.9	7.7	56.9	0.5	0.7	0.2	20.1	-40.5
single	MACDhist	MACDhist	pos-pos	126	56.2	7.4	56.3	0.5	0.7	0.2	20.2	-38.4
pair	SLmean	RSIhist	pos-neg	20	8.9	7.4	55.0	0.4	1.1	0.6	24.6	-13.2
pair	RSIhist	SLmean	pos-neg	20	8.9	7.4	55.0	0.4	1.1	0.6	24.6	-13.2
pair	SLmean	RSmean	pos-pos	126	56.2	6.8	54.8	0.4	0.7	0.2	19.6	-30.7
pair	RSmean	SLmean	pos-pos	126	56.2	6.8	54.8	0.4	0.7	0.2	19.6	-30.7
pair	MRmean	LWTI	pos-pos	124	55.4	6.2	55.6	0.4	0.6	0.3	19.8	-21.0
pair	LWTI	MRmean	pos-pos	124	55.4	6.2	55.6	0.4	0.6	0.3	19.8	-21.0
pair	MACDhist	LWTI	pos-pos	116	51.8	6.0	56.0	0.4	0.6	0.2	20.5	-36.3
pair	LWTI	MACDhist	pos-pos	116	51.8	6.0	56.0	0.4	0.6	0.2	20.5	-36.3
single	SLmean	SLmean	neg-neg	92	41.1	6.0	63.0	0.3	0.5	0.1	27.9	-62.0
single	RSIhist	RSIhist	neg-neg	107	47.8	5.9	60.7	0.3	0.5	0.1	27.8	-62.0
pair	MACDhist	MRmean	pos-neg	33	14.7	5.7	57.6	0.4	0.7	0.3	18.6	-22.4
pair	MRmean	MACDhist	pos-neg	33	14.7	5.7	57.6	0.4	0.7	0.3	18.6	-22.4
pair	RSIhist	RSmean	pos-pos	113	50.4	5.6	54.9	0.4	0.6	0.2	18.4	-24.9
pair	RSmean	RSIhist	pos-pos	113	50.4	5.6	54.9	0.4	0.6	0.2	18.4	-24.9
pair	RSIhist	SLmean	neg-neg	87	38.8	5.6	62.1	0.3	0.4	0.1	28.6	-62.0
pair	SLmean	RSIhist	neg-neg	87	38.8	5.6	62.1	0.3	0.4	0.1	28.6	-62.0
pair	MACD	MRmean	pos-pos	109	48.7	5.5	53.2	0.4	0.6	0.3	20.1	-17.9
pair	MRmean	MACD	pos-pos	109	48.7	5.5	53.2	0.4	0.6	0.3	20.1	-17.9
pair	MACDhist	MACD	pos-pos	99	44.2	5.2	54.5	0.3	0.5	0.3	20.1	-17.9
pair	MACD	MACDhist	pos-pos	99	44.2	5.2	54.5	0.3	0.5	0.3	20.1	-17.9
pair	LWTI	RSmean	pos-pos	150	67.0	5.1	58.0	0.3	0.4	0.1	22.8	-41.0
pair	RSmean	LWTI	pos-pos	150	67.0	5.1	58.0	0.3	0.4	0.1	22.8	-41.0
pair	RSmean	MACD	pos-neg	72	32.1	5.0	62.5	0.3	0.4	0.2	26.6	-30.7
pair	MACD	RSmean	pos-neg	72	32.1	5.0	62.5	0.3	0.4	0.2	26.6	-30.7
pair	RSIhist	MACDhist	pos-pos	88	39.3	4.9	54.5	0.3	0.5	0.2	18.5	-24.9
pair	MACDhist	RSIhist	pos-pos	88	39.3	4.9	54.5	0.3	0.5	0.2	18.5	-24.9
pair	MRmean	RSIhist	pos-pos	107	47.8	4.9	54.2	0.3	0.5	0.2	19.2	-24.9
pair	RSIhist	MRmean	pos-pos	107	47.8	4.9	54.2	0.3	0.5	0.2	19.2	-24.9
pair	RSI	SLmean	pos-pos	102	45.5	4.7	52.9	0.3	0.5	0.2	20.2	-25.5
pair	SLmean	RSI	pos-pos	102	45.5	4.7	52.9	0.3	0.5	0.2	20.2	-25.5
pair		benchmark___benchmark_	benchmark-benchmark	224	100.0	4.7	56.7	0.3	0.4	0.1	23.4	-62.0
pair	benchmark___benchmark_		benchmark-benchmark	224	100.0	4.7	56.7	0.3	0.4	0.1	23.4	-62.0
pair	MRmean	SLmean	pos-pos	121	54.0	4.7	53.7	0.3	0.5	0.2	20.2	-26.4
pair	SLmean	MRmean	pos-pos	121	54.0	4.7	53.7	0.3	0.5	0.2	20.2	-26.4
pair	MACDhist	SLmean	pos-pos	93	41.5	4.1	52.7	0.3	0.4	0.1	20.4	-26.9
pair	SLmean	MACDhist	pos-pos	93	41.5	4.1	52.7	0.3	0.4	0.1	20.4	-26.9
pair	RSI	RSIhist	neg-pos	32	14.3	4.0	56.2	0.3	0.5	0.2	17.2	-21.0
pair	RSIhist	RSI	neg-pos	32	14.3	4.0	56.2	0.3	0.5	0.2	17.2	-21.0
single	SLmean	SLmean	pos-pos	132	58.9	3.8	52.3	0.3	0.5	0.1	19.7	-30.9
single	RSIhist	RSIhist	pos-pos	117	52.2	3.6	53.0	0.3	0.4	0.1	18.6	-24.9
pair	RSI	RSIhist	pos-pos	85	37.9	3.5	51.8	0.3	0.4	0.1	19.1	-26.1
pair	RSIhist	RSI	pos-pos	85	37.9	3.5	51.8	0.3	0.4	0.1	19.1	-26.1
pair	SLmean	MACDhist	pos-neg	39	17.4	3.3	51.3	0.3	0.5	0.1	18.3	-28.6
pair	MACDhist	SLmean	pos-neg	39	17.4	3.3	51.3	0.3	0.5	0.1	18.3	-28.6
pair	SLmean	RSIhist	pos-pos	112	50.0	3.2	51.8	0.3	0.4	0.1	18.9	-24.9
pair	RSIhist	SLmean	pos-pos	112	50.0	3.2	51.8	0.3	0.4	0.1	18.9	-24.9
pair	RSIhist	LWTI	neg-pos	80	35.7	2.7	58.8	0.2	0.3	0.0	27.5	-67.9
pair	LWTI	RSIhist	neg-pos	80	35.7	2.7	58.8	0.2	0.3	0.0	27.5	-67.9
pair	SLmean	LWTI	pos-pos	105	46.9	2.5	52.4	0.2	0.3	0.1	20.5	-30.1
pair	LWTI	SLmean	pos-pos	105	46.9	2.5	52.4	0.2	0.3	0.1	20.5	-30.1
single	LWTI	LWTI	pos-pos	171	76.3	2.3	55.6	0.2	0.3	0.0	23.4	-72.6
pair	RSI	MACDhist	neg-pos	19	8.5	2.1	52.6	0.2	0.3	0.1	23.9	-27.4
pair	MACDhist	RSI	neg-pos	19	8.5	2.1	52.6	0.2	0.3	0.1	23.9	-27.4
pair	MRmean	RSmean	neg-pos	67	29.9	2.1	58.2	0.2	0.3	0.1	28.2	-31.9
pair	RSmean	MRmean	neg-pos	67	29.9	2.1	58.2	0.2	0.3	0.1	28.2	-31.9
pair	SLmean	LWTI	neg-pos	66	29.5	2.0	60.6	0.2	0.3	0.0	27.6	-66.6
pair	LWTI	SLmean	neg-pos	66	29.5	2.0	60.6	0.2	0.3	0.0	27.6	-66.6
pair	RSIhist	MACDhist	neg-neg	69	30.8	2.0	60.9	0.2	0.3	0.0	29.9	-62.0
pair	MACDhist	RSIhist	neg-neg	69	30.8	2.0	60.9	0.2	0.3	0.0	29.9	-62.0
pair	RSIhist	LWTI	pos-pos	91	40.6	1.9	52.7	0.2	0.3	0.1	19.3	-26.5
pair	LWTI	RSIhist	pos-pos	91	40.6	1.9	52.7	0.2	0.3	0.1	19.3	-26.5
pair	RSI	RSmean	pos-neg	71	31.7	1.6	60.6	0.2	0.2	0.1	26.7	-31.9
pair	RSmean	RSI	pos-neg	71	31.7	1.6	60.6	0.2	0.2	0.1	26.7	-31.9
single	MACDhist	MACDhist	neg-neg	98	43.8	1.4	57.1	0.2	0.3	0.0	27.1	-62.0
pair	MACD	SLmean	pos-pos	94	42.0	1.3	50.0	0.2	0.2	0.1	20.7	-26.2
pair	SLmean	MACD	pos-pos	94	42.0	1.3	50.0	0.2	0.2	0.1	20.7	-26.2
pair	RSI	SLmean	pos-neg	30	13.4	1.0	50.0	0.1	0.3	0.1	18.3	-21.6
pair	SLmean	RSI	pos-neg	30	13.4	1.0	50.0	0.1	0.3	0.1	18.3	-21.6
pair	RSIhist	MRmean	neg-neg	73	32.6	0.1	58.9	0.2	0.2	0.0	30.6	-62.0
pair	MRmean	RSIhist	neg-neg	73	32.6	0.1	58.9	0.2	0.2	0.0	30.6	-62.0
pair	MACDhist	SLmean	neg-neg	59	26.3	0.1	61.0	0.2	0.2	0.0	31.7	-62.0
pair	SLmean	MACDhist	neg-neg	59	26.3	0.1	61.0	0.2	0.2	0.0	31.7	-62.0
pair	MACDhist	RSIhist	neg-pos	29	12.9	0.0	48.3	0.1	0.2	0.0	19.0	-25.2
pair	RSIhist	MACD	pos-pos	76	33.9	-0.0	48.7	0.1	0.1	-0.0	19.7	-25.4
single	MACD	MACD	neg-neg	87	38.8	0.0	58.6	0.1	0.2	0.0	27.3	-62.0
pair	RSIhist	MACDhist	neg-pos	29	12.9	0.0	48.3	0.1	0.2	0.0	19.0	-25.2
pair	MACD	RSIhist	pos-pos	76	33.9	-0.0	48.7	0.1	0.1	-0.0	19.7	-25.4
pair	MRmean	SLmean	neg-neg	72	32.1	-0.4	59.7	0.1	0.2	-0.0	30.6	-62.0
pair	SLmean	MRmean	neg-neg	72	32.1	-0.4	59.7	0.1	0.2	-0.0	30.6	-62.0
pair	MACDhist	MRmean	neg-neg	65	29.0	-0.8	56.9	0.1	0.2	-0.0	30.6	-62.0
pair	MRmean	MACDhist	neg-neg	65	29.0	-0.8	56.9	0.1	0.2	-0.0	30.6	-62.0
single	MRmean	MRmean	neg-neg	83	37.1	-1.0	56.6	0.1	0.1	-0.0	28.9	-62.7
pair	RSI	MACD	neg-neg	75	33.5	-1.9	57.3	0.1	0.1	-0.0	28.5	-54.6
pair	MACD	RSI	neg-neg	75	33.5	-1.9	57.3	0.1	0.1	-0.0	28.5	-54.6
pair	MRmean	MACDhist	neg-pos	18	8.0	-2.1	55.6	0.0	0.0	-0.1	22.5	-24.9
pair	MACDhist	MRmean	neg-pos	18	8.0	-2.1	55.6	0.0	0.0	-0.1	22.5	-24.9
single	RSI	RSI	neg-neg	85	37.9	-2.7	57.6	0.0	0.1	-0.1	27.7	-54.6
pair	RSI	MACDhist	neg-neg	66	29.5	-4.0	59.1	0.0	0.0	-0.1	28.9	-54.6
pair	MACDhist	RSI	neg-neg	66	29.5	-4.0	59.1	0.0	0.0	-0.1	28.9	-54.6
pair	RSI	SLmean	neg-neg	55	24.6	-4.7	61.8	0.0	0.0	-0.1	31.8	-54.6
pair	SLmean	RSI	neg-neg	55	24.6	-4.7	61.8	0.0	0.0	-0.1	31.8	-54.6
pair	RSmean	MACDhist	neg-pos	3	1.3	-4.9	33.3	-0.1	-0.1	-0.6	28.5	-8.6
pair	MACDhist	RSmean	neg-pos	3	1.3	-4.9	33.3	-0.1	-0.1	-0.6	28.5	-8.6
pair	MACDhist	LWTI	neg-pos	55	24.6	-5.1	54.5	-0.0	-0.0	-0.1	28.9	-65.1
pair	LWTI	MACDhist	neg-pos	55	24.6	-5.1	54.5	-0.0	-0.0	-0.1	28.9	-65.1
pair	MRmean	SLmean	neg-pos	11	4.9	-5.1	36.4	-0.3	-0.7	-0.5	14.0	-10.7
pair	SLmean	MRmean	neg-pos	11	4.9	-5.1	36.4	-0.3	-0.7	-0.5	14.0	-10.7
pair	MACDhist	MACD	neg-neg	60	26.8	-6.4	56.7	-0.1	-0.1	-0.1	29.9	-62.0
pair	MACD	MACDhist	neg-neg	60	26.8	-6.4	56.7	-0.1	-0.1	-0.1	29.9	-62.0
pair	RSIhist	RSI	neg-neg	53	23.7	-6.5	58.5	-0.0	-0.1	-0.1	32.6	-54.6
pair	RSI	RSIhist	neg-neg	53	23.7	-6.5	58.5	-0.0	-0.1	-0.1	32.6	-54.6
pair	MRmean	RSI	neg-neg	62	27.7	-7.3	54.8	-0.1	-0.1	-0.1	30.3	-56.4
pair	RSI	MRmean	neg-neg	62	27.7	-7.3	54.8	-0.1	-0.1	-0.1	30.3	-56.4
pair	SLmean	MACD	neg-neg	49	21.9	-7.4	59.2	-0.1	-0.1	-0.1	33.3	-62.0
pair	MACD	SLmean	neg-neg	49	21.9	-7.4	59.2	-0.1	-0.1	-0.1	33.3	-62.0
pair	MRmean	LWTI	neg-pos	47	21.0	-7.5	55.3	-0.1	-0.1	-0.1	31.3	-67.4
pair	LWTI	MRmean	neg-pos	47	21.0	-7.5	55.3	-0.1	-0.1	-0.1	31.3	-67.4
pair	RSIhist	MACD	neg-neg	46	20.5	-8.7	56.5	-0.1	-0.1	-0.1	34.4	-62.0
pair	MACD	RSIhist	neg-neg	46	20.5	-8.7	56.5	-0.1	-0.1	-0.1	34.4	-62.0
pair	MRmean	RSIhist	neg-pos	10	4.5	-8.8	40.0	-0.9	-1.5	-0.9	9.6	-9.8
pair	RSIhist	MRmean	neg-pos	10	4.5	-8.8	40.0	-0.9	-1.5	-0.9	9.6	-9.8
pair	RSI	MACD	pos-neg	10	4.5	-8.9	60.0	-0.3	-0.3	-0.6	21.5	-14.9
pair	MACD	RSI	pos-neg	10	4.5	-8.9	60.0	-0.3	-0.3	-0.6	21.5	-14.9
pair	MACD	MRmean	neg-neg	55	24.6	-9.2	52.7	-0.1	-0.2	-0.1	31.7	-62.0
pair	MRmean	MACD	neg-neg	55	24.6	-9.2	52.7	-0.1	-0.2	-0.1	31.7	-62.0
pair	SLmean	RSmean	neg-neg	16	7.1	-13.3	50.0	-0.3	-0.6	-0.4	32.3	-36.4
pair	RSmean	MRmean	neg-neg	16	7.1	-13.3	50.0	-0.3	-0.6	-0.4	32.3	-36.4
pair	MRmean	RSmean	neg-neg	16	7.1	-13.3	50.0	-0.3	-0.6	-0.4	32.3	-36.4
pair	RSmean	SLmean	neg-neg	16	7.1	-13.3	50.0	-0.3	-0.6	-0.4	32.3	-36.4
pair	LWTI	RSmean	neg-pos	21	9.4	-16.0	38.1	-0.5	-0.9	-0.4	27.8	-42.2
pair	RSmean	LWTI	neg-pos	21	9.4	-16.0	38.1	-0.5	-0.9	-0.4	27.8	-42.2
pair	RSIhist	RSmean	neg-neg	18	8.0	-18.4	44.4	-0.5	-1.1	-0.4	31.0	-43.3
pair	MACD	LWTI	neg-pos	41	18.3	-18.4	53.7	-0.5	-0.7	-0.3	30.6	-65.9
pair	LWTI	MACD	neg-pos	41	18.3	-18.4	53.7	-0.5	-0.7	-0.3	30.6	-65.9
pair	RSmean	RSIhist	neg-neg	18	8.0	-18.4	44.4	-0.5	-1.1	-0.4	31.0	-43.3
pair	RSI	LWTI	neg-pos	36	16.1	-20.6	52.8	-0.6	-0.8	-0.3	31.4	-66.1
pair	LWTI	RSI	neg-pos	36	16.1	-20.6	52.8	-0.6	-0.8	-0.3	31.4	-66.1
pair	MACD	RSmean	neg-neg	15	6.7	-20.8	40.0	-0.6	-1.3	-0.5	30.8	-39.9
pair	RSmean	MACD	neg-neg	15	6.7	-20.8	40.0	-0.6	-1.3	-0.5	30.8	-39.9
pair	RSmean	RSI	neg-neg	14	6.2	-21.8	42.9	-0.6	-1.2	-0.6	32.5	-34.0
pair	RSI	RSmean	neg-neg	14	6.2	-21.8	42.9	-0.6	-1.2	-0.6	32.5	-34.0
single	RSmean	RSmean	neg-neg	22	9.8	-22.4	36.4	-0.7	-1.2	-0.4	29.0	-50.9
pair	RSI	RSmean	neg-pos	8	3.6	-23.6	25.0	-1.0	-1.5	-0.9	23.4	-26.8
pair	RSmean	RSI	neg-pos	8	3.6	-23.6	25.0	-1.0	-1.5	-0.9	23.4	-26.8
pair	MACD	LWTI	pos-neg	7	3.1	-23.9	42.9	-1.1	-1.1	-1.3	21.7	-17.8
pair	LWTI	MACD	pos-neg	7	3.1	-23.9	42.9	-1.1	-1.1	-1.3	21.7	-17.8
pair	MACDhist	RSmean	neg-neg	19	8.5	-24.9	36.8	-0.8	-1.4	-0.5	29.7	-50.3
pair	RSmean	MACDhist	neg-neg	19	8.5	-24.9	36.8	-0.8	-1.4	-0.5	29.7	-50.3
pair	RSmean	MACD	neg-pos	7	3.1	-25.8	28.6	-1.0	-1.2	-1.1	26.9	-24.1
pair	MACD	RSmean	neg-pos	7	3.1	-25.8	28.6	-1.0	-1.2	-1.1	26.9	-24.1
pair	RSmean	RSIhist	neg-pos	4	1.8	-38.3	0.0	-2.4	-2.4	-2.8	18.9	-13.7
pair	RSIhist	RSmean	neg-pos	4	1.8	-38.3	0.0	-2.4	-2.4	-2.8	18.9	-13.7
pair	MRmean	RSmean	pos-neg	6	2.7	-42.4	0.0	-3.2	-3.2	-1.8	16.2	-23.1
pair	RSmean	MRmean	pos-neg	6	2.7	-42.4	0.0	-3.2	-3.2	-1.8	16.2	-23.1
pair	SLmean	RSmean	pos-neg	6	2.7	-42.4	0.0	-3.2	-3.2	-1.8	16.2	-23.1
pair	RSmean	SLmean	pos-neg	6	2.7	-42.4	0.0	-3.2	-3.2	-1.8	16.2	-23.1
pair	RSmean	LWTI	neg-neg	1	0.4	-85.6	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.4	-85.6	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for NLR

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 54% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -26.4% Months 121M (54%)	CAGR 32.6% \| Win 75% Sharpe 2.12 \| Sortino 6.62 \| Calmar 7.7 Vol 14% \| MDD -4.2% Months 20M (9%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -5.1% \| Win 36% Sharpe -0.31 \| Sortino -0.71 \| Calmar -0.5 Vol 14% \| MDD -10.7% Months 11M (5%)	CAGR -0.4% \| Win 60% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 31% \| MDD -62.0% Months 72M (32%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
SLmean only	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 59% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.5 Vol 19% \| MDD -22.2% Months 135M (60%)	CAGR -42.4% \| Win 0% Sharpe -3.25 \| Sortino -3.25 \| Calmar -1.8 Vol 16% \| MDD -23.1% Months 6M (3%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 2.1% \| Win 58% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 28% \| MDD -31.9% Months 67M (30%)	CAGR -13.3% \| Win 50% Sharpe -0.29 \| Sortino -0.63 \| Calmar -0.4 Vol 32% \| MDD -36.4% Months 16M (7%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
RSmean only	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 53% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.3 Vol 20% \| MDD -17.9% Months 109M (49%)	CAGR 18.2% \| Win 69% Sharpe 1.06 \| Sortino 1.60 \| Calmar 1.1 Vol 17% \| MDD -15.9% Months 32M (14%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 17.3% \| Win 64% Sharpe 0.82 \| Sortino 1.23 \| Calmar 1.1 Vol 22% \| MDD -15.0% Months 28M (12%)	CAGR -9.2% \| Win 53% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 32% \| MDD -62.0% Months 55M (25%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
MACD only	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 55% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 118M (53%)	CAGR 10.9% \| Win 65% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.7 Vol 19% \| MDD -15.9% Months 23M (10%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 20.1% \| Win 62% Sharpe 0.87 \| Sortino 1.52 \| Calmar 1.2 Vol 24% \| MDD -16.2% Months 21M (9%)	CAGR -7.3% \| Win 55% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -56.4% Months 62M (28%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
RSI only	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 56% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.4 Vol 20% \| MDD -25.3% Months 108M (48%)	CAGR 5.7% \| Win 58% Sharpe 0.39 \| Sortino 0.70 \| Calmar 0.3 Vol 19% \| MDD -22.4% Months 33M (15%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -2.1% \| Win 56% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 22% \| MDD -24.9% Months 18M (8%)	CAGR -0.8% \| Win 57% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 31% \| MDD -62.0% Months 65M (29%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 54% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.2 Vol 19% \| MDD -24.9% Months 107M (48%)	CAGR 19.7% \| Win 65% Sharpe 0.97 \| Sortino 1.92 \| Calmar 1.5 Vol 21% \| MDD -13.1% Months 34M (15%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -8.8% \| Win 40% Sharpe -0.91 \| Sortino -1.47 \| Calmar -0.9 Vol 10% \| MDD -9.8% Months 10M (4%)	CAGR 0.1% \| Win 59% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -62.0% Months 73M (33%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.2% \| Win 56% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.3 Vol 20% \| MDD -21.0% Months 124M (55%)	CAGR 24.2% \| Win 65% Sharpe 1.32 \| Sortino 3.26 \| Calmar 2.7 Vol 18% \| MDD -9.0% Months 17M (8%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -7.5% \| Win 55% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 31% \| MDD -67.4% Months 47M (21%)	CAGR 8.0% \| Win 58% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.4 Vol 26% \| MDD -20.1% Months 36M (16%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.8% \| Win 55% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.2 Vol 20% \| MDD -30.7% Months 126M (56%)	CAGR -42.4% \| Win 0% Sharpe -3.25 \| Sortino -3.25 \| Calmar -1.8 Vol 16% \| MDD -23.1% Months 6M (3%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 10.6% \| Win 66% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.3 Vol 27% \| MDD -31.1% Months 76M (34%)	CAGR -13.3% \| Win 50% Sharpe -0.29 \| Sortino -0.63 \| Calmar -0.4 Vol 32% \| MDD -36.4% Months 16M (7%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
RSmean only	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.3% \| Win 50% Sharpe 0.16 \| Sortino 0.25 \| Calmar 0.0 Vol 21% \| MDD -26.2% Months 94M (42%)	CAGR 10.5% \| Win 58% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.5 Vol 17% \| MDD -21.6% Months 38M (17%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 23.6% \| Win 67% Sharpe 1.17 \| Sortino 1.76 \| Calmar 1.6 Vol 20% \| MDD -15.0% Months 43M (19%)	CAGR -7.4% \| Win 59% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 33% \| MDD -62.0% Months 49M (22%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
MACD only	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 53% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.2 Vol 20% \| MDD -25.5% Months 102M (46%)	CAGR 1.0% \| Win 50% Sharpe 0.14 \| Sortino 0.28 \| Calmar 0.0 Vol 18% \| MDD -21.6% Months 30M (13%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 24.1% \| Win 65% Sharpe 1.16 \| Sortino 2.08 \| Calmar 1.5 Vol 21% \| MDD -16.2% Months 37M (16%)	CAGR -4.7% \| Win 62% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 32% \| MDD -54.6% Months 55M (25%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
RSI only	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.1% \| Win 53% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.2 Vol 20% \| MDD -26.9% Months 93M (42%)	CAGR 3.3% \| Win 51% Sharpe 0.27 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -28.6% Months 39M (17%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 17.4% \| Win 67% Sharpe 0.91 \| Sortino 1.21 \| Calmar 0.7 Vol 20% \| MDD -24.9% Months 33M (15%)	CAGR 0.1% \| Win 61% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 32% \| MDD -62.0% Months 59M (26%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 52% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 112M (50%)	CAGR 7.4% \| Win 55% Sharpe 0.41 \| Sortino 1.06 \| Calmar 0.6 Vol 25% \| MDD -13.2% Months 20M (9%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 13.5% \| Win 80% Sharpe 1.22 \| Sortino 0.00 \| Calmar 3.4 Vol 11% \| MDD -4.0% Months 5M (2%)	CAGR 5.6% \| Win 62% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 29% \| MDD -62.0% Months 87M (39%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 52% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 20% \| MDD -30.1% Months 105M (47%)	CAGR 9.3% \| Win 52% Sharpe 0.62 \| Sortino 1.60 \| Calmar 0.7 Vol 16% \| MDD -13.5% Months 27M (12%)	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)
SLmean neg	CAGR 2.0% \| Win 61% Sharpe 0.21 \| Sortino 0.26 \| Calmar 0.0 Vol 28% \| MDD -66.6% Months 66M (30%)	CAGR 17.0% \| Win 69% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.9 Vol 29% \| MDD -18.6% Months 26M (12%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.0% \| Win 57% Sharpe 0.57 \| Sortino 0.93 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 130M (58%)	CAGR 5.0% \| Win 62% Sharpe 0.32 \| Sortino 0.39 \| Calmar 0.2 Vol 27% \| MDD -30.7% Months 72M (32%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)
RSmean neg	CAGR -25.8% \| Win 29% Sharpe -0.97 \| Sortino -1.25 \| Calmar -1.1 Vol 27% \| MDD -24.1% Months 7M (3%)	CAGR -20.8% \| Win 40% Sharpe -0.61 \| Sortino -1.26 \| Calmar -0.5 Vol 31% \| MDD -39.9% Months 15M (7%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)
MACD only	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 12.0% \| Win 58% Sharpe 0.66 \| Sortino 1.05 \| Calmar 0.5 Vol 20% \| MDD -22.6% Months 131M (58%)	CAGR 1.6% \| Win 61% Sharpe 0.20 \| Sortino 0.24 \| Calmar 0.0 Vol 27% \| MDD -31.9% Months 71M (32%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)
RSmean neg	CAGR -23.6% \| Win 25% Sharpe -1.03 \| Sortino -1.54 \| Calmar -0.9 Vol 23% \| MDD -26.8% Months 8M (4%)	CAGR -21.8% \| Win 43% Sharpe -0.59 \| Sortino -1.16 \| Calmar -0.6 Vol 32% \| MDD -34.0% Months 14M (6%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)
RSI only	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.2 Vol 20% \| MDD -40.5% Months 123M (55%)	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.58 \| Calmar 0.3 Vol 26% \| MDD -28.7% Months 79M (35%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)
RSmean neg	CAGR -4.9% \| Win 33% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.6 Vol 28% \| MDD -8.6% Months 3M (1%)	CAGR -24.9% \| Win 37% Sharpe -0.81 \| Sortino -1.43 \| Calmar -0.5 Vol 30% \| MDD -50.3% Months 19M (8%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.6% \| Win 55% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.2 Vol 18% \| MDD -24.9% Months 113M (50%)	CAGR 11.7% \| Win 64% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.4 Vol 27% \| MDD -30.7% Months 89M (40%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)
RSmean neg	CAGR -38.3% \| Win 0% Sharpe -2.42 \| Sortino -2.42 \| Calmar -2.8 Vol 19% \| MDD -13.7% Months 4M (2%)	CAGR -18.4% \| Win 44% Sharpe -0.50 \| Sortino -1.06 \| Calmar -0.4 Vol 31% \| MDD -43.3% Months 18M (8%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.1% \| Win 58% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 23% \| MDD -41.0% Months 150M (67%)	CAGR 17.6% \| Win 62% Sharpe 0.84 \| Sortino 1.44 \| Calmar 0.9 Vol 22% \| MDD -20.1% Months 52M (23%)	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)
RSmean neg	CAGR -16.0% \| Win 38% Sharpe -0.49 \| Sortino -0.87 \| Calmar -0.4 Vol 28% \| MDD -42.2% Months 21M (9%)	CAGR -85.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.2% \| Win 55% Sharpe 0.53 \| Sortino 0.87 \| Calmar 0.4 Vol 21% \| MDD -22.6% Months 127M (57%)	CAGR -8.9% \| Win 60% Sharpe -0.33 \| Sortino -0.35 \| Calmar -0.6 Vol 22% \| MDD -14.9% Months 10M (4%)	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)
MACD neg	CAGR 12.7% \| Win 67% Sharpe 0.72 \| Sortino 0.74 \| Calmar 0.8 Vol 19% \| MDD -16.2% Months 12M (5%)	CAGR -1.9% \| Win 57% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 28% \| MDD -54.6% Months 75M (34%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)
RSI only	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.2% \| Win 55% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.3 Vol 20% \| MDD -17.9% Months 99M (44%)	CAGR 15.0% \| Win 58% Sharpe 0.75 \| Sortino 1.30 \| Calmar 0.7 Vol 22% \| MDD -20.6% Months 38M (17%)	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)
MACD neg	CAGR 16.0% \| Win 63% Sharpe 0.82 \| Sortino 1.10 \| Calmar 0.6 Vol 21% \| MDD -26.1% Months 27M (12%)	CAGR -6.4% \| Win 57% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 30% \| MDD -62.0% Months 60M (27%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR -0.0% \| Win 49% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 20% \| MDD -25.4% Months 76M (34%)	CAGR 18.5% \| Win 64% Sharpe 0.90 \| Sortino 1.55 \| Calmar 1.0 Vol 21% \| MDD -18.0% Months 61M (27%)	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)
MACD neg	CAGR 10.8% \| Win 61% Sharpe 0.71 \| Sortino 1.17 \| Calmar 0.5 Vol 16% \| MDD -21.0% Months 41M (18%)	CAGR -8.7% \| Win 56% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 34% \| MDD -62.0% Months 46M (20%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.9% \| Win 56% Sharpe 0.56 \| Sortino 0.92 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 130M (58%)	CAGR -23.9% \| Win 43% Sharpe -1.15 \| Sortino -1.09 \| Calmar -1.3 Vol 22% \| MDD -17.8% Months 7M (3%)	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)
MACD neg	CAGR -18.4% \| Win 54% Sharpe -0.50 \| Sortino -0.65 \| Calmar -0.3 Vol 31% \| MDD -65.9% Months 41M (18%)	CAGR 20.0% \| Win 63% Sharpe 0.90 \| Sortino 1.56 \| Calmar 1.0 Vol 23% \| MDD -20.1% Months 46M (20%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.4% \| Win 57% Sharpe 0.51 \| Sortino 0.73 \| Calmar 0.5 Vol 20% \| MDD -17.9% Months 107M (48%)	CAGR 13.6% \| Win 53% Sharpe 0.66 \| Sortino 1.39 \| Calmar 0.5 Vol 23% \| MDD -25.1% Months 32M (14%)	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)
RSI neg	CAGR 2.1% \| Win 53% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.1 Vol 24% \| MDD -27.4% Months 19M (8%)	CAGR -4.0% \| Win 59% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 29% \| MDD -54.6% Months 66M (30%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.5% \| Win 52% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 19% \| MDD -26.1% Months 85M (38%)	CAGR 19.7% \| Win 63% Sharpe 0.93 \| Sortino 1.76 \| Calmar 0.9 Vol 22% \| MDD -20.8% Months 54M (24%)	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)
RSI neg	CAGR 4.0% \| Win 56% Sharpe 0.31 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -21.0% Months 32M (14%)	CAGR -6.5% \| Win 58% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 33% \| MDD -54.6% Months 53M (24%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.4% \| Win 56% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.4 Vol 21% \| MDD -22.6% Months 135M (60%)	CAGR 13.2% \| Win 50% Sharpe 1.34 \| Sortino 2.77 \| Calmar 69.6 Vol 10% \| MDD -0.2% Months 4M (2%)	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)
RSI neg	CAGR -20.6% \| Win 53% Sharpe -0.56 \| Sortino -0.76 \| Calmar -0.3 Vol 31% \| MDD -66.1% Months 36M (16%)	CAGR 13.0% \| Win 61% Sharpe 0.62 \| Sortino 1.00 \| Calmar 0.6 Vol 24% \| MDD -21.8% Months 49M (22%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.9% \| Win 55% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -24.9% Months 88M (39%)	CAGR 13.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.5 Vol 24% \| MDD -27.5% Months 38M (17%)	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)
MACDhist neg	CAGR 0.0% \| Win 48% Sharpe 0.09 \| Sortino 0.16 \| Calmar 0.0 Vol 19% \| MDD -25.2% Months 29M (13%)	CAGR 2.0% \| Win 61% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.0 Vol 30% \| MDD -62.0% Months 69M (31%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)
RSIhist only	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.0% \| Win 56% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 20% \| MDD -36.3% Months 116M (52%)	CAGR 25.1% \| Win 60% Sharpe 1.40 \| Sortino 4.07 \| Calmar 5.7 Vol 17% \| MDD -4.4% Months 10M (4%)	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)
MACDhist neg	CAGR -5.1% \| Win 55% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 29% \| MDD -65.1% Months 55M (25%)	CAGR 10.3% \| Win 60% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.5 Vol 25% \| MDD -20.1% Months 43M (19%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 1.9% \| Win 53% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.1 Vol 19% \| MDD -26.5% Months 91M (41%)	CAGR 10.0% \| Win 54% Sharpe 0.68 \| Sortino 1.68 \| Calmar 0.9 Vol 16% \| MDD -11.2% Months 26M (12%)	CAGR 3.6% \| Win 53% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 19% \| MDD -24.9% Months 117M (52%)
RSIhist neg	CAGR 2.7% \| Win 59% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.0 Vol 28% \| MDD -67.9% Months 80M (36%)	CAGR 15.9% \| Win 67% Sharpe 0.65 \| Sortino 1.01 \| Calmar 0.9 Vol 29% \| MDD -18.6% Months 27M (12%)	CAGR 5.9% \| Win 61% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 107M (48%)
LWTI only	CAGR 2.3% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -72.6% Months 171M (76%)	CAGR 13.0% \| Win 60% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.6 Vol 23% \| MDD -21.7% Months 53M (24%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 54% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -26.4% Months 121M (54%)	CAGR 32.6% \| Win 75% Sharpe 2.12 \| Sortino 6.62 \| Calmar 7.7 Vol 14% \| MDD -4.2% Months 20M (9%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -5.1% \| Win 36% Sharpe -0.31 \| Sortino -0.71 \| Calmar -0.5 Vol 14% \| MDD -10.7% Months 11M (5%)	CAGR -0.4% \| Win 60% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 31% \| MDD -62.0% Months 72M (32%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
SLmean only	CAGR 3.8% \| Win 52% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -30.9% Months 132M (59%)	CAGR 6.0% \| Win 63% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -62.0% Months 92M (41%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 59% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.5 Vol 19% \| MDD -22.2% Months 135M (60%)	CAGR -42.4% \| Win 0% Sharpe -3.25 \| Sortino -3.25 \| Calmar -1.8 Vol 16% \| MDD -23.1% Months 6M (3%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 2.1% \| Win 58% Sharpe 0.22 \| Sortino 0.28 \| Calmar 0.1 Vol 28% \| MDD -31.9% Months 67M (30%)	CAGR -13.3% \| Win 50% Sharpe -0.29 \| Sortino -0.63 \| Calmar -0.4 Vol 32% \| MDD -36.4% Months 16M (7%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
RSmean only	CAGR 8.2% \| Win 59% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 23% \| MDD -42.3% Months 202M (90%)	CAGR -22.4% \| Win 36% Sharpe -0.73 \| Sortino -1.25 \| Calmar -0.4 Vol 29% \| MDD -50.9% Months 22M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 53% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.3 Vol 20% \| MDD -17.9% Months 109M (49%)	CAGR 18.2% \| Win 69% Sharpe 1.06 \| Sortino 1.60 \| Calmar 1.1 Vol 17% \| MDD -15.9% Months 32M (14%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 17.3% \| Win 64% Sharpe 0.82 \| Sortino 1.23 \| Calmar 1.1 Vol 22% \| MDD -15.0% Months 28M (12%)	CAGR -9.2% \| Win 53% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 32% \| MDD -62.0% Months 55M (25%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
MACD only	CAGR 7.8% \| Win 56% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.3 Vol 21% \| MDD -23.2% Months 137M (61%)	CAGR 0.0% \| Win 59% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 87M (39%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 55% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.4 Vol 20% \| MDD -19.9% Months 118M (53%)	CAGR 10.9% \| Win 65% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.7 Vol 19% \| MDD -15.9% Months 23M (10%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR 20.1% \| Win 62% Sharpe 0.87 \| Sortino 1.52 \| Calmar 1.2 Vol 24% \| MDD -16.2% Months 21M (9%)	CAGR -7.3% \| Win 55% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.1 Vol 30% \| MDD -56.4% Months 62M (28%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
RSI only	CAGR 9.5% \| Win 56% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.4 Vol 20% \| MDD -22.6% Months 139M (62%)	CAGR -2.7% \| Win 58% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 28% \| MDD -54.6% Months 85M (38%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 56% Sharpe 0.54 \| Sortino 0.80 \| Calmar 0.4 Vol 20% \| MDD -25.3% Months 108M (48%)	CAGR 5.7% \| Win 58% Sharpe 0.39 \| Sortino 0.70 \| Calmar 0.3 Vol 19% \| MDD -22.4% Months 33M (15%)	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.4 Vol 20% \| MDD -22.2% Months 141M (63%)
MRmean neg	CAGR -2.1% \| Win 56% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 22% \| MDD -24.9% Months 18M (8%)	CAGR -0.8% \| Win 57% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 31% \| MDD -62.0% Months 65M (29%)	CAGR -1.0% \| Win 57% Sharpe 0.11 \| Sortino 0.15 \| Calmar -0.0 Vol 29% \| MDD -62.7% Months 83M (37%)
MACDhist only	CAGR 7.4% \| Win 56% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -38.4% Months 126M (56%)	CAGR 1.4% \| Win 57% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 27% \| MDD -62.0% Months 98M (44%)