NORW - Global X MSCI Norway ETF

Signal Pair Analysis

MRmean-RSmean

Best Pair

77.0%

Best CAGR

Total Months

11.6%

Avg CAGR

NORW 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 NORW

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	RSmean	pos-neg	5	2.5	77.0	80.0	2.4	0.0	17.3	25.9	-4.4
pair	RSmean	MRmean	pos-neg	5	2.5	77.0	80.0	2.4	0.0	17.3	25.9	-4.4
pair	RSmean	RSI	neg-neg	10	4.9	64.5	80.0	3.1	67.0	35.2	16.6	-1.8
pair	RSI	RSmean	neg-neg	10	4.9	64.5	80.0	3.1	67.0	35.2	16.6	-1.8
pair	RSmean	LWTI	neg-neg	2	1.0	54.3	100.0	6.1	0.0	0.0	7.3	0.0
pair	LWTI	RSmean	neg-neg	2	1.0	54.3	100.0	6.1	0.0	0.0	7.3	0.0
pair	SLmean	MRmean	pos-neg	14	6.9	48.2	64.3	1.8	6.3	8.9	23.9	-5.4
pair	MRmean	SLmean	pos-neg	14	6.9	48.2	64.3	1.8	6.3	8.9	23.9	-5.4
pair	RSmean	MACDhist	neg-pos	1	0.5	44.4	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.5	44.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	5	2.5	39.4	80.0	2.3	0.0	8.9	15.1	-4.4
pair	SLmean	RSmean	pos-neg	5	2.5	39.4	80.0	2.3	0.0	8.9	15.1	-4.4
pair	SLmean	RSI	pos-neg	13	6.4	36.6	69.2	2.0	5.2	7.7	16.1	-4.8
pair	RSI	SLmean	pos-neg	13	6.4	36.6	69.2	2.0	5.2	7.7	16.1	-4.8
pair	RSIhist	SLmean	neg-pos	4	2.0	34.2	50.0	1.2	5.7	25.7	26.4	-1.3
pair	SLmean	RSIhist	neg-pos	4	2.0	34.2	50.0	1.2	5.7	25.7	26.4	-1.3
pair	SLmean	MACDhist	neg-pos	17	8.3	31.1	64.7	1.4	2.5	2.2	20.6	-14.1
pair	MACDhist	SLmean	neg-pos	17	8.3	31.1	64.7	1.4	2.5	2.2	20.6	-14.1
pair	RSmean	RSIhist	neg-pos	5	2.5	30.2	80.0	1.9	0.0	6.8	14.5	-4.4
pair	RSIhist	RSmean	neg-pos	5	2.5	30.2	80.0	1.9	0.0	6.8	14.5	-4.4
pair	MACDhist	MACD	neg-pos	6	2.9	28.0	50.0	1.3	2.9	4.2	21.0	-6.6
pair	MACD	MACDhist	neg-pos	6	2.9	28.0	50.0	1.3	2.9	4.2	21.0	-6.6
pair	MACD	RSmean	neg-neg	17	8.3	26.7	58.8	1.1	1.8	2.0	23.9	-13.6
pair	RSmean	MACD	neg-neg	17	8.3	26.7	58.8	1.1	1.8	2.0	23.9	-13.6
pair	RSIhist	LWTI	neg-neg	32	15.7	26.2	65.6	1.4	3.3	2.0	18.0	-13.4
pair	LWTI	RSIhist	neg-neg	32	15.7	26.2	65.6	1.4	3.3	2.0	18.0	-13.4
pair	RSI	LWTI	neg-neg	34	16.7	25.5	61.8	1.4	3.3	1.9	17.3	-13.1
pair	LWTI	RSI	neg-neg	34	16.7	25.5	61.8	1.4	3.3	1.9	17.3	-13.1
pair	MRmean	MACD	pos-neg	22	10.8	24.8	59.1	1.1	3.4	1.7	21.8	-14.7
pair	MACD	MRmean	pos-neg	22	10.8	24.8	59.1	1.1	3.4	1.7	21.8	-14.7
single	RSmean	RSmean	neg-neg	23	11.3	23.9	60.9	1.1	1.8	1.8	21.3	-13.6
pair	MACDhist	RSmean	neg-neg	22	10.8	23.0	59.1	1.1	1.8	1.7	21.8	-13.6
pair	RSmean	MACDhist	neg-neg	22	10.8	23.0	59.1	1.1	1.8	1.7	21.8	-13.6
pair	MACD	SLmean	pos-neg	25	12.3	22.8	60.0	1.2	3.1	2.2	18.1	-10.2
pair	SLmean	MACD	pos-neg	25	12.3	22.8	60.0	1.2	3.1	2.2	18.1	-10.2
pair	RSmean	RSIhist	neg-neg	18	8.8	22.2	55.6	1.0	1.6	1.6	23.2	-13.6
pair	RSIhist	RSmean	neg-neg	18	8.8	22.2	55.6	1.0	1.6	1.6	23.2	-13.6
pair	RSIhist	RSI	neg-neg	50	24.5	21.6	64.0	1.0	1.3	1.1	22.8	-19.7
pair	RSI	RSIhist	neg-neg	50	24.5	21.6	64.0	1.0	1.3	1.1	22.8	-19.7
pair	RSmean	LWTI	neg-pos	21	10.3	21.3	57.1	1.0	1.6	1.6	22.2	-13.6
pair	LWTI	RSmean	neg-pos	21	10.3	21.3	57.1	1.0	1.6	1.6	22.2	-13.6
pair	MACD	SLmean	neg-pos	49	24.0	20.4	59.2	1.0	1.4	1.0	21.3	-19.7
pair	SLmean	MACD	neg-pos	49	24.0	20.4	59.2	1.0	1.4	1.0	21.3	-19.7
pair	RSmean	SLmean	neg-neg	18	8.8	19.9	55.6	0.9	1.5	1.5	23.1	-13.6
pair	SLmean	RSmean	neg-neg	18	8.8	19.9	55.6	0.9	1.5	1.5	23.1	-13.6
pair	MACDhist	RSI	neg-neg	55	27.0	19.5	60.0	0.9	1.3	1.0	21.5	-19.7
pair	RSI	MACDhist	neg-neg	55	27.0	19.5	60.0	0.9	1.3	1.0	21.5	-19.7
pair	SLmean	LWTI	neg-neg	24	11.8	18.7	58.3	1.0	2.5	1.6	18.1	-11.4
pair	LWTI	SLmean	neg-neg	24	11.8	18.7	58.3	1.0	2.5	1.6	18.1	-11.4
pair	MRmean	RSI	neg-neg	54	26.5	18.1	59.3	0.9	1.2	0.9	22.2	-19.7
pair	RSI	MRmean	neg-neg	54	26.5	18.1	59.3	0.9	1.2	0.9	22.2	-19.7
pair	MACD	RSI	pos-neg	30	14.7	17.6	60.0	0.8	1.1	0.9	24.1	-19.7
pair	RSI	MACD	pos-neg	30	14.7	17.6	60.0	0.8	1.1	0.9	24.1	-19.7
pair	RSI	MACD	neg-neg	29	14.2	17.5	58.6	0.9	1.5	1.0	19.0	-17.4
pair	MACD	RSI	neg-neg	29	14.2	17.5	58.6	0.9	1.5	1.0	19.0	-17.4
single	RSI	RSI	neg-neg	59	28.9	17.5	59.3	0.9	1.2	0.9	21.6	-19.7
pair	MRmean	LWTI	neg-neg	35	17.2	17.5	60.0	0.9	1.5	1.3	19.5	-13.6
pair	LWTI	MRmean	neg-neg	35	17.2	17.5	60.0	0.9	1.5	1.3	19.5	-13.6
pair	MRmean	MACDhist	pos-pos	85	41.7	16.7	58.8	1.0	2.0	1.0	16.3	-16.7
pair	MACDhist	MRmean	pos-pos	85	41.7	16.7	58.8	1.0	2.0	1.0	16.3	-16.7
pair	MACDhist	RSI	pos-pos	87	42.6	16.7	58.6	1.0	2.0	1.1	16.2	-14.5
pair	RSI	MACDhist	pos-pos	87	42.6	16.7	58.6	1.0	2.0	1.1	16.2	-14.5
pair	RSmean	MACD	neg-pos	6	2.9	16.3	66.7	1.2	2.5	2.6	12.7	-6.2
pair	MACD	RSmean	neg-pos	6	2.9	16.3	66.7	1.2	2.5	2.6	12.7	-6.2
pair	MACDhist	RSIhist	pos-pos	70	34.3	16.0	57.1	1.0	2.0	1.4	15.8	-11.7
pair	RSIhist	MACDhist	pos-pos	70	34.3	16.0	57.1	1.0	2.0	1.4	15.8	-11.7
single	MACDhist	MACDhist	pos-pos	91	44.6	15.5	58.2	1.0	1.8	0.7	16.5	-22.9
pair	LWTI	MACDhist	pos-pos	91	44.6	15.5	58.2	1.0	1.8	0.7	16.5	-22.9
pair	MACDhist	LWTI	pos-pos	91	44.6	15.5	58.2	1.0	1.8	0.7	16.5	-22.9
pair	RSmean	MACDhist	pos-pos	90	44.1	15.2	57.8	0.9	1.7	0.7	16.5	-22.9
pair	MACDhist	RSmean	pos-pos	90	44.1	15.2	57.8	0.9	1.7	0.7	16.5	-22.9
pair	MACD	MACDhist	pos-pos	85	41.7	14.7	58.8	0.9	1.6	0.6	16.2	-22.9
pair	MACDhist	MACD	pos-pos	85	41.7	14.7	58.8	0.9	1.6	0.6	16.2	-22.9
pair	MACDhist	RSIhist	pos-neg	21	10.3	14.1	61.9	0.8	1.3	0.7	19.0	-19.5
pair	RSIhist	MACDhist	pos-neg	21	10.3	14.1	61.9	0.8	1.3	0.7	19.0	-19.5
pair	LWTI	RSIhist	pos-pos	89	43.6	13.1	58.4	0.9	1.6	0.8	15.9	-17.3
pair	RSIhist	LWTI	pos-pos	89	43.6	13.1	58.4	0.9	1.6	0.8	15.9	-17.3
pair	MRmean	LWTI	pos-pos	111	54.4	13.0	57.7	0.8	1.4	0.4	17.9	-29.3
pair	LWTI	MRmean	pos-pos	111	54.4	13.0	57.7	0.8	1.4	0.4	17.9	-29.3
pair	SLmean	RSI	neg-neg	46	22.5	12.6	56.5	0.6	0.9	0.6	22.9	-19.7
pair	RSI	SLmean	neg-neg	46	22.5	12.6	56.5	0.6	0.9	0.6	22.9	-19.7
pair	MACDhist	SLmean	pos-pos	74	36.3	12.2	56.8	0.8	1.5	0.6	15.4	-20.2
pair	RSmean	MRmean	neg-neg	18	8.8	12.2	55.6	0.7	0.9	0.9	19.7	-13.6
pair	MRmean	RSmean	neg-neg	18	8.8	12.2	55.6	0.7	0.9	0.9	19.7	-13.6
pair	SLmean	MACDhist	pos-pos	74	36.3	12.2	56.8	0.8	1.5	0.6	15.4	-20.2
single	SLmean	SLmean	neg-neg	80	39.2	12.0	55.0	0.6	0.9	0.5	22.0	-26.0
pair	RSI	MRmean	pos-neg	5	2.5	11.4	60.0	0.8	1.1	2.4	15.0	-4.8
pair	MRmean	RSI	pos-neg	5	2.5	11.4	60.0	0.8	1.1	2.4	15.0	-4.8
pair	MACD	RSIhist	neg-neg	32	15.7	11.4	56.2	0.6	0.9	0.4	24.1	-26.0
pair	RSIhist	MACD	neg-neg	32	15.7	11.4	56.2	0.6	0.9	0.4	24.1	-26.0
pair	RSI	SLmean	neg-pos	34	16.7	11.2	52.9	0.6	1.0	0.5	21.1	-22.2
pair	SLmean	RSI	neg-pos	34	16.7	11.2	52.9	0.6	1.0	0.5	21.1	-22.2
pair	MRmean	RSIhist	pos-pos	97	47.5	11.0	56.7	0.7	1.4	0.5	15.8	-21.3
pair	RSIhist	MRmean	pos-pos	97	47.5	11.0	56.7	0.7	1.4	0.5	15.8	-21.3
pair	RSIhist	SLmean	neg-neg	76	37.3	11.0	55.3	0.6	0.9	0.4	21.9	-26.0
pair	SLmean	RSIhist	neg-neg	76	37.3	11.0	55.3	0.6	0.9	0.4	21.9	-26.0
pair	SLmean	MRmean	neg-pos	14	6.9	10.8	64.3	0.6	0.7	0.8	20.7	-13.5
pair	MRmean	SLmean	neg-pos	14	6.9	10.8	64.3	0.6	0.7	0.8	20.7	-13.5
pair	MRmean	MACD	neg-pos	46	22.5	10.8	58.7	0.6	0.8	0.5	21.8	-22.2
pair	MACD	MRmean	neg-pos	46	22.5	10.8	58.7	0.6	0.8	0.5	21.8	-22.2
pair	MRmean	RSIhist	neg-neg	72	35.3	10.6	56.9	0.6	0.8	0.4	21.3	-27.6
pair	RSIhist	MRmean	neg-neg	72	35.3	10.6	56.9	0.6	0.8	0.4	21.3	-27.6
single	MRmean	MRmean	pos-pos	124	60.8	10.4	56.5	0.7	1.2	0.3	17.5	-32.1
pair	MRmean	RSI	pos-pos	119	58.3	10.3	56.3	0.7	1.2	0.3	17.6	-32.9
pair	RSI	MRmean	pos-pos	119	58.3	10.3	56.3	0.7	1.2	0.3	17.6	-32.9
single	RSIhist	RSIhist	neg-neg	99	48.5	10.0	56.6	0.6	0.8	0.3	21.7	-30.5
pair	LWTI	MACD	neg-neg	20	9.8	10.0	55.0	0.7	1.3	0.8	15.0	-13.1
pair	MACD	LWTI	neg-neg	20	9.8	10.0	55.0	0.7	1.3	0.8	15.0	-13.1
pair	SLmean	RSmean	neg-pos	62	30.4	9.8	54.8	0.5	0.8	0.5	21.9	-21.7
pair	RSmean	SLmean	neg-pos	62	30.4	9.8	54.8	0.5	0.8	0.5	21.9	-21.7
pair	RSmean	RSI	pos-neg	49	24.0	9.7	55.1	0.5	0.8	0.5	22.1	-19.7
pair	RSI	RSmean	pos-neg	49	24.0	9.7	55.1	0.5	0.8	0.5	22.1	-19.7
single	MACD	MACD	neg-neg	56	27.5	9.6	53.6	0.5	0.9	0.3	21.0	-36.6
pair	LWTI	MACD	neg-pos	36	17.6	9.4	52.8	0.5	0.9	0.3	24.0	-32.8
pair	MACD	LWTI	neg-pos	36	17.6	9.4	52.8	0.5	0.9	0.3	24.0	-32.8
pair	MACD	RSIhist	pos-neg	67	32.8	9.3	56.7	0.5	0.8	0.3	20.6	-32.1
single	LWTI	LWTI	neg-neg	48	23.5	9.3	56.2	0.6	1.0	0.4	18.1	-21.8
pair	RSIhist	MACD	pos-neg	67	32.8	9.3	56.7	0.5	0.8	0.3	20.6	-32.1
pair	SLmean	LWTI	neg-pos	56	27.5	9.3	53.6	0.5	0.7	0.4	23.6	-26.0
pair	LWTI	SLmean	neg-pos	56	27.5	9.3	53.6	0.5	0.7	0.4	23.6	-26.0
pair	MACDhist	LWTI	neg-neg	48	23.5	9.3	56.2	0.6	1.0	0.4	18.1	-21.8
pair	LWTI	MACDhist	neg-neg	48	23.5	9.3	56.2	0.6	1.0	0.4	18.1	-21.8
pair	MACDhist	RSIhist	neg-neg	78	38.2	8.9	55.1	0.5	0.7	0.3	22.4	-30.1
pair	RSIhist	MACDhist	neg-neg	78	38.2	8.9	55.1	0.5	0.7	0.3	22.4	-30.1
pair	LWTI	MACD	pos-neg	28	13.7	8.9	57.1	0.5	0.9	0.5	20.3	-18.7
pair	MACD	LWTI	pos-neg	28	13.7	8.9	57.1	0.5	0.9	0.5	20.3	-18.7
pair	RSI	LWTI	pos-pos	131	64.2	8.9	55.7	0.6	0.9	0.4	17.7	-24.9
pair	LWTI	RSI	pos-pos	131	64.2	8.9	55.7	0.6	0.9	0.4	17.7	-24.9
pair		benchmark___benchmark_	benchmark-benchmark	204	100.0	8.8	55.9	0.5	0.8	0.3	19.0	-32.8
pair	benchmark___benchmark_		benchmark-benchmark	204	100.0	8.8	55.9	0.5	0.8	0.3	19.0	-32.8
pair	RSIhist	RSI	pos-pos	96	47.1	8.8	57.3	0.6	1.0	0.4	16.4	-24.0
pair	RSI	RSIhist	pos-pos	96	47.1	8.8	57.3	0.6	1.0	0.4	16.4	-24.0
single	LWTI	LWTI	pos-pos	156	76.5	8.7	55.8	0.5	0.8	0.2	19.3	-34.4
single	MACD	MACD	pos-pos	148	72.5	8.5	56.8	0.5	0.8	0.3	18.2	-31.1
pair	MACD	LWTI	pos-pos	120	58.8	8.4	56.7	0.6	0.8	0.2	17.7	-37.6
pair	LWTI	MACD	pos-pos	120	58.8	8.4	56.7	0.6	0.8	0.2	17.7	-37.6
pair	MRmean	RSIhist	pos-neg	27	13.2	8.3	55.6	0.5	0.8	0.2	22.9	-32.9
pair	RSIhist	MRmean	pos-neg	27	13.2	8.3	55.6	0.5	0.8	0.2	22.9	-32.9
pair	LWTI	SLmean	pos-pos	100	49.0	8.3	57.0	0.6	0.9	0.2	16.5	-34.5
pair	SLmean	LWTI	pos-pos	100	49.0	8.3	57.0	0.6	0.9	0.2	16.5	-34.5
pair	RSmean	MACD	pos-pos	142	69.6	8.2	56.3	0.5	0.8	0.2	18.4	-33.5
pair	MACD	RSmean	pos-pos	142	69.6	8.2	56.3	0.5	0.8	0.2	18.4	-33.5
pair	MRmean	RSmean	pos-pos	119	58.3	8.2	55.5	0.6	1.0	0.2	16.9	-36.0
pair	RSmean	MRmean	pos-pos	119	58.3	8.2	55.5	0.6	1.0	0.2	16.9	-36.0
pair	RSIhist	MACD	pos-pos	81	39.7	7.9	56.8	0.6	0.8	0.4	16.1	-20.1
pair	MACD	RSIhist	pos-pos	81	39.7	7.9	56.8	0.6	0.8	0.4	16.1	-20.1
single	RSIhist	RSIhist	pos-pos	105	51.5	7.7	55.2	0.5	0.9	0.3	16.1	-24.0
pair	RSmean	LWTI	pos-neg	46	22.5	7.7	54.3	0.5	0.9	0.3	18.3	-25.7
pair	LWTI	RSmean	pos-neg	46	22.5	7.7	54.3	0.5	0.9	0.3	18.3	-25.7
pair	MACDhist	MACD	neg-neg	50	24.5	7.6	54.0	0.5	0.8	0.2	21.2	-36.6
pair	MACD	MACDhist	neg-neg	50	24.5	7.6	54.0	0.5	0.8	0.2	21.2	-36.6
pair	RSI	LWTI	neg-pos	25	12.3	7.5	56.0	0.4	0.5	0.3	26.5	-23.8
pair	LWTI	RSI	neg-pos	25	12.3	7.5	56.0	0.4	0.5	0.3	26.5	-23.8
pair	MRmean	MACD	pos-pos	102	50.0	7.5	55.9	0.5	0.8	0.2	16.4	-32.8
pair	MACD	MRmean	pos-pos	102	50.0	7.5	55.9	0.5	0.8	0.2	16.4	-32.8
pair	MACDhist	SLmean	neg-neg	63	30.9	7.4	52.4	0.4	0.6	0.3	22.4	-26.0
pair	SLmean	MACDhist	neg-neg	63	30.9	7.4	52.4	0.4	0.6	0.3	22.4	-26.0
pair	RSIhist	RSmean	pos-neg	81	39.7	7.4	56.8	0.4	0.7	0.2	21.4	-32.9
pair	RSmean	RSIhist	pos-neg	81	39.7	7.4	56.8	0.4	0.7	0.2	21.4	-32.9
pair	RSIhist	MACD	neg-pos	24	11.8	7.3	50.0	0.5	1.2	0.5	16.5	-16.1
pair	MACD	RSIhist	neg-pos	24	11.8	7.3	50.0	0.5	1.2	0.5	16.5	-16.1
single	RSmean	RSmean	pos-pos	181	88.7	7.0	55.2	0.5	0.7	0.2	18.6	-33.5
pair	MRmean	MACDhist	neg-neg	74	36.3	7.0	55.4	0.4	0.6	0.2	21.4	-27.6
pair	MACDhist	MRmean	neg-neg	74	36.3	7.0	55.4	0.4	0.6	0.2	21.4	-27.6
pair	RSIhist	SLmean	pos-pos	101	49.5	6.8	55.4	0.5	0.8	0.3	15.7	-24.0
pair	SLmean	RSIhist	pos-pos	101	49.5	6.8	55.4	0.5	0.8	0.3	15.7	-24.0
pair	RSIhist	SLmean	pos-neg	23	11.3	6.8	60.9	0.4	0.7	0.2	21.2	-29.5
pair	SLmean	RSIhist	pos-neg	23	11.3	6.8	60.9	0.4	0.7	0.2	21.2	-29.5
pair	LWTI	RSmean	pos-pos	135	66.2	6.8	55.6	0.5	0.6	0.2	18.8	-38.8
pair	RSmean	LWTI	pos-pos	135	66.2	6.8	55.6	0.5	0.6	0.2	18.8	-38.8
single	SLmean	SLmean	pos-pos	124	60.8	6.8	56.5	0.5	0.8	0.2	16.7	-33.7
pair	RSIhist	RSmean	pos-pos	100	49.0	6.7	54.0	0.5	0.8	0.3	16.2	-24.0
pair	RSmean	RSIhist	pos-pos	100	49.0	6.7	54.0	0.5	0.8	0.3	16.2	-24.0
single	MRmean	MRmean	neg-neg	80	39.2	6.5	55.0	0.4	0.6	0.2	21.1	-27.6
pair	SLmean	MRmean	pos-pos	110	53.9	6.3	55.5	0.5	0.8	0.2	16.3	-35.0
pair	MRmean	SLmean	pos-pos	110	53.9	6.3	55.5	0.5	0.8	0.2	16.3	-35.0
pair	MACD	RSI	pos-pos	118	57.8	6.3	55.9	0.5	0.7	0.2	16.4	-30.1
pair	RSI	MACD	pos-pos	118	57.8	6.3	55.9	0.5	0.7	0.2	16.4	-30.1
pair	RSI	RSmean	pos-pos	132	64.7	6.1	55.3	0.4	0.7	0.2	17.3	-35.8
pair	RSmean	RSI	pos-pos	132	64.7	6.1	55.3	0.4	0.7	0.2	17.3	-35.8
pair	SLmean	RSmean	pos-pos	119	58.3	5.6	55.5	0.4	0.6	0.1	16.8	-37.4
pair	RSmean	SLmean	pos-pos	119	58.3	5.6	55.5	0.4	0.6	0.1	16.8	-37.4
pair	SLmean	MRmean	neg-neg	66	32.4	5.6	53.0	0.4	0.5	0.2	21.4	-27.6
pair	MRmean	SLmean	neg-neg	66	32.4	5.6	53.0	0.4	0.5	0.2	21.4	-27.6
single	RSI	RSI	pos-pos	145	71.1	5.5	54.5	0.4	0.6	0.1	17.8	-35.8
pair	MRmean	RSmean	neg-pos	62	30.4	4.8	54.8	0.3	0.5	0.2	21.7	-22.2
pair	RSmean	MRmean	neg-pos	62	30.4	4.8	54.8	0.3	0.5	0.2	21.7	-22.2
pair	RSI	SLmean	pos-pos	111	54.4	3.8	55.0	0.3	0.5	0.1	16.7	-39.6
pair	SLmean	RSI	pos-pos	111	54.4	3.8	55.0	0.3	0.5	0.1	16.7	-39.6
single	MACDhist	MACDhist	neg-neg	113	55.4	3.7	54.0	0.3	0.4	0.1	20.7	-32.8
pair	SLmean	MACD	pos-pos	99	48.5	3.1	55.6	0.3	0.4	0.1	16.3	-36.8
pair	MACD	SLmean	pos-pos	99	48.5	3.1	55.6	0.3	0.4	0.1	16.3	-36.8
pair	RSIhist	LWTI	neg-pos	67	32.8	3.0	52.2	0.2	0.3	0.1	23.1	-33.9
pair	LWTI	RSIhist	neg-pos	67	32.8	3.0	52.2	0.2	0.3	0.1	23.1	-33.9
pair	RSmean	MACD	pos-neg	39	19.1	2.9	51.3	0.2	0.4	0.1	19.7	-36.6
pair	MACD	RSmean	pos-neg	39	19.1	2.9	51.3	0.2	0.4	0.1	19.7	-36.6
pair	RSI	MACD	neg-pos	27	13.2	1.8	48.1	0.2	0.3	0.1	23.2	-23.3
pair	MACD	RSI	neg-pos	27	13.2	1.8	48.1	0.2	0.3	0.1	23.2	-23.3
pair	MACD	MRmean	neg-neg	34	16.7	0.8	50.0	0.1	0.2	0.0	20.5	-31.7
pair	MRmean	MACD	neg-neg	34	16.7	0.8	50.0	0.1	0.2	0.0	20.5	-31.7
pair	LWTI	SLmean	pos-neg	24	11.8	0.7	54.2	0.1	0.2	0.0	18.1	-19.2
pair	SLmean	LWTI	pos-neg	24	11.8	0.7	54.2	0.1	0.2	0.0	18.1	-19.2
pair	MACDhist	MACD	pos-neg	63	30.9	0.7	54.0	0.1	0.2	0.0	20.5	-30.1
pair	MACD	MACDhist	pos-neg	63	30.9	0.7	54.0	0.1	0.2	0.0	20.5	-30.1
pair	MRmean	MACDhist	neg-pos	6	2.9	0.3	50.0	0.1	0.1	0.0	20.2	-9.8
pair	MACDhist	MRmean	neg-pos	6	2.9	0.3	50.0	0.1	0.1	0.0	20.2	-9.8
pair	SLmean	MACD	neg-neg	31	15.2	-0.0	48.4	0.1	0.2	-0.0	23.1	-29.4
pair	MACD	SLmean	neg-neg	31	15.2	-0.0	48.4	0.1	0.2	-0.0	23.1	-29.4
pair	LWTI	MACDhist	neg-pos	65	31.9	-0.3	52.3	0.1	0.1	-0.0	22.6	-39.7
pair	MACDhist	LWTI	neg-pos	65	31.9	-0.3	52.3	0.1	0.1	-0.0	22.6	-39.7
pair	RSmean	RSI	neg-pos	13	6.4	-0.4	46.2	0.1	0.1	-0.0	23.0	-20.7
pair	RSI	RSmean	neg-pos	13	6.4	-0.4	46.2	0.1	0.1	-0.0	23.0	-20.7
pair	RSmean	MACDhist	pos-neg	91	44.6	-0.5	52.7	0.1	0.1	-0.0	20.4	-36.1
pair	MACDhist	RSmean	pos-neg	91	44.6	-0.5	52.7	0.1	0.1	-0.0	20.4	-36.1
pair	RSI	RSIhist	pos-neg	49	24.0	-0.7	49.0	0.1	0.1	-0.0	20.3	-25.3
pair	RSIhist	RSI	pos-neg	49	24.0	-0.7	49.0	0.1	0.1	-0.0	20.3	-25.3
pair	SLmean	MACDhist	pos-neg	50	24.5	-0.7	56.0	0.1	0.1	-0.0	18.6	-27.5
pair	MACDhist	SLmean	pos-neg	50	24.5	-0.7	56.0	0.1	0.1	-0.0	18.6	-27.5
pair	LWTI	MRmean	neg-pos	45	22.1	-1.4	51.1	0.1	0.1	-0.1	22.4	-28.3
pair	MRmean	LWTI	neg-pos	45	22.1	-1.4	51.1	0.1	0.1	-0.1	22.4	-28.3
pair	MRmean	MACDhist	pos-neg	39	19.1	-2.2	51.3	-0.0	-0.0	-0.1	19.6	-39.3
pair	MACDhist	MRmean	pos-neg	39	19.1	-2.2	51.3	-0.0	-0.0	-0.1	19.6	-39.3
pair	RSI	RSIhist	neg-pos	9	4.4	-2.8	33.3	-0.2	-0.4	-0.4	12.6	-6.2
pair	RSIhist	RSI	neg-pos	9	4.4	-2.8	33.3	-0.2	-0.4	-0.4	12.6	-6.2
pair	RSI	MACDhist	neg-pos	4	2.0	-6.8	50.0	-0.2	-0.2	-5.1	24.4	-1.3
pair	MACDhist	RSI	neg-pos	4	2.0	-6.8	50.0	-0.2	-0.2	-5.1	24.4	-1.3
pair	RSIhist	MACDhist	neg-pos	35	17.2	-7.0	51.4	-0.4	-0.5	-0.2	16.1	-34.6
pair	MACDhist	RSIhist	neg-pos	35	17.2	-7.0	51.4	-0.4	-0.5	-0.2	16.1	-34.6
pair	RSI	MACDhist	pos-neg	58	28.4	-9.4	48.3	-0.4	-0.6	-0.2	19.3	-46.4
pair	MACDhist	RSI	pos-neg	58	28.4	-9.4	48.3	-0.4	-0.6	-0.2	19.3	-46.4
pair	LWTI	MRmean	pos-neg	13	6.4	-9.9	46.2	-0.8	-1.2	-1.0	12.5	-10.2
pair	MRmean	LWTI	pos-neg	13	6.4	-9.9	46.2	-0.8	-1.2	-1.0	12.5	-10.2
pair	RSI	MRmean	neg-pos	26	12.7	-14.2	46.2	-0.8	-0.9	-0.3	17.5	-42.5
pair	MRmean	RSI	neg-pos	26	12.7	-14.2	46.2	-0.8	-0.9	-0.3	17.5	-42.5
pair	RSIhist	LWTI	pos-neg	16	7.8	-17.9	37.5	-1.2	-1.4	-0.7	15.4	-24.4
pair	LWTI	RSIhist	pos-neg	16	7.8	-17.9	37.5	-1.2	-1.4	-0.7	15.4	-24.4
pair	LWTI	RSI	pos-neg	14	6.9	-21.8	42.9	-1.4	-1.7	-0.9	16.6	-24.0
pair	RSI	LWTI	pos-neg	14	6.9	-21.8	42.9	-1.4	-1.7	-0.9	16.6	-24.0
pair	MRmean	RSIhist	neg-pos	8	3.9	-24.6	37.5	-1.5	-1.5	-3.5	17.2	-7.0
pair	RSIhist	MRmean	neg-pos	8	3.9	-24.6	37.5	-1.5	-1.5	-3.5	17.2	-7.0

All Contingency Tables for NORW

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -35.0% Months 110M (54%)	CAGR 48.2% \| Win 64% Sharpe 1.78 \| Sortino 6.28 \| Calmar 8.9 Vol 24% \| MDD -5.4% Months 14M (7%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 10.8% \| Win 64% Sharpe 0.59 \| Sortino 0.70 \| Calmar 0.8 Vol 21% \| MDD -13.5% Months 14M (7%)	CAGR 5.6% \| Win 53% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 66M (32%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
SLmean only	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 56% Sharpe 0.55 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -36.0% Months 119M (58%)	CAGR 77.0% \| Win 80% Sharpe 2.36 \| Sortino 0.00 \| Calmar 17.3 Vol 26% \| MDD -4.4% Months 5M (2%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 4.8% \| Win 55% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.2 Vol 22% \| MDD -22.2% Months 62M (30%)	CAGR 12.2% \| Win 56% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.9 Vol 20% \| MDD -13.6% Months 18M (9%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
RSmean only	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 102M (50%)	CAGR 24.8% \| Win 59% Sharpe 1.12 \| Sortino 3.40 \| Calmar 1.7 Vol 22% \| MDD -14.7% Months 22M (11%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 10.8% \| Win 59% Sharpe 0.58 \| Sortino 0.76 \| Calmar 0.5 Vol 22% \| MDD -22.2% Months 46M (22%)	CAGR 0.8% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -31.7% Months 34M (17%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
MACD only	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 56% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 18% \| MDD -32.9% Months 119M (58%)	CAGR 11.4% \| Win 60% Sharpe 0.78 \| Sortino 1.15 \| Calmar 2.4 Vol 15% \| MDD -4.8% Months 5M (2%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR -14.2% \| Win 46% Sharpe -0.78 \| Sortino -0.86 \| Calmar -0.3 Vol 18% \| MDD -42.5% Months 26M (13%)	CAGR 18.1% \| Win 59% Sharpe 0.87 \| Sortino 1.23 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 54M (26%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
RSI only	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.7% \| Win 59% Sharpe 1.03 \| Sortino 2.00 \| Calmar 1.0 Vol 16% \| MDD -16.7% Months 85M (42%)	CAGR -2.2% \| Win 51% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 20% \| MDD -39.3% Months 39M (19%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 0.3% \| Win 50% Sharpe 0.10 \| Sortino 0.12 \| Calmar 0.0 Vol 20% \| MDD -9.8% Months 6M (3%)	CAGR 7.0% \| Win 55% Sharpe 0.42 \| Sortino 0.58 \| Calmar 0.3 Vol 21% \| MDD -27.6% Months 74M (36%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 57% Sharpe 0.74 \| Sortino 1.37 \| Calmar 0.5 Vol 16% \| MDD -21.3% Months 97M (48%)	CAGR 8.3% \| Win 56% Sharpe 0.46 \| Sortino 0.84 \| Calmar 0.3 Vol 23% \| MDD -32.9% Months 27M (13%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR -24.6% \| Win 38% Sharpe -1.54 \| Sortino -1.47 \| Calmar -3.5 Vol 17% \| MDD -7.0% Months 8M (4%)	CAGR 10.6% \| Win 57% Sharpe 0.58 \| Sortino 0.81 \| Calmar 0.4 Vol 21% \| MDD -27.6% Months 72M (35%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.0% \| Win 58% Sharpe 0.78 \| Sortino 1.40 \| Calmar 0.4 Vol 18% \| MDD -29.3% Months 111M (54%)	CAGR -9.9% \| Win 46% Sharpe -0.78 \| Sortino -1.23 \| Calmar -1.0 Vol 12% \| MDD -10.2% Months 13M (6%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR -1.4% \| Win 51% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 22% \| MDD -28.3% Months 45M (22%)	CAGR 17.5% \| Win 60% Sharpe 0.93 \| Sortino 1.54 \| Calmar 1.3 Vol 20% \| MDD -13.6% Months 35M (17%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 56% Sharpe 0.41 \| Sortino 0.64 \| Calmar 0.1 Vol 17% \| MDD -37.4% Months 119M (58%)	CAGR 39.4% \| Win 80% Sharpe 2.29 \| Sortino 0.00 \| Calmar 8.9 Vol 15% \| MDD -4.4% Months 5M (2%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 9.8% \| Win 55% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.5 Vol 22% \| MDD -21.7% Months 62M (30%)	CAGR 19.9% \| Win 56% Sharpe 0.90 \| Sortino 1.48 \| Calmar 1.5 Vol 23% \| MDD -13.6% Months 18M (9%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
RSmean only	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 56% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 16% \| MDD -36.8% Months 99M (48%)	CAGR 22.8% \| Win 60% Sharpe 1.23 \| Sortino 3.06 \| Calmar 2.2 Vol 18% \| MDD -10.2% Months 25M (12%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 20.4% \| Win 59% Sharpe 0.98 \| Sortino 1.40 \| Calmar 1.0 Vol 21% \| MDD -19.7% Months 49M (24%)	CAGR -0.0% \| Win 48% Sharpe 0.11 \| Sortino 0.18 \| Calmar -0.0 Vol 23% \| MDD -29.4% Months 31M (15%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
MACD only	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -39.6% Months 111M (54%)	CAGR 36.6% \| Win 69% Sharpe 2.04 \| Sortino 5.22 \| Calmar 7.7 Vol 16% \| MDD -4.8% Months 13M (6%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 11.2% \| Win 53% Sharpe 0.61 \| Sortino 1.01 \| Calmar 0.5 Vol 21% \| MDD -22.2% Months 34M (17%)	CAGR 12.6% \| Win 56% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.6 Vol 23% \| MDD -19.7% Months 46M (22%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
RSI only	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 57% Sharpe 0.83 \| Sortino 1.47 \| Calmar 0.6 Vol 15% \| MDD -20.2% Months 74M (36%)	CAGR -0.7% \| Win 56% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 19% \| MDD -27.5% Months 50M (24%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 31.1% \| Win 65% Sharpe 1.42 \| Sortino 2.51 \| Calmar 2.2 Vol 21% \| MDD -14.1% Months 17M (8%)	CAGR 7.4% \| Win 52% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.3 Vol 22% \| MDD -26.0% Months 63M (31%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.8% \| Win 55% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 101M (50%)	CAGR 6.8% \| Win 61% Sharpe 0.41 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -29.5% Months 23M (11%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 34.2% \| Win 50% Sharpe 1.22 \| Sortino 5.65 \| Calmar 25.7 Vol 26% \| MDD -1.3% Months 4M (2%)	CAGR 11.0% \| Win 55% Sharpe 0.58 \| Sortino 0.86 \| Calmar 0.4 Vol 22% \| MDD -26.0% Months 76M (37%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.3% \| Win 57% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 16% \| MDD -34.5% Months 100M (49%)	CAGR 0.7% \| Win 54% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.0 Vol 18% \| MDD -19.2% Months 24M (12%)	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)
SLmean neg	CAGR 9.3% \| Win 54% Sharpe 0.49 \| Sortino 0.70 \| Calmar 0.4 Vol 24% \| MDD -26.0% Months 56M (28%)	CAGR 18.7% \| Win 58% Sharpe 1.04 \| Sortino 2.48 \| Calmar 1.6 Vol 18% \| MDD -11.4% Months 24M (12%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.2% \| Win 56% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -33.5% Months 142M (70%)	CAGR 2.9% \| Win 51% Sharpe 0.24 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -36.6% Months 39M (19%)	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)
RSmean neg	CAGR 16.3% \| Win 67% Sharpe 1.25 \| Sortino 2.47 \| Calmar 2.6 Vol 13% \| MDD -6.2% Months 6M (3%)	CAGR 26.7% \| Win 59% Sharpe 1.11 \| Sortino 1.77 \| Calmar 2.0 Vol 24% \| MDD -13.6% Months 17M (8%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)
MACD only	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.1% \| Win 55% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -35.8% Months 132M (65%)	CAGR 9.7% \| Win 55% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.5 Vol 22% \| MDD -19.7% Months 49M (24%)	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)
RSmean neg	CAGR -0.4% \| Win 46% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 23% \| MDD -20.7% Months 13M (6%)	CAGR 64.5% \| Win 80% Sharpe 3.14 \| Sortino 66.95 \| Calmar 35.2 Vol 17% \| MDD -1.8% Months 10M (5%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)
RSI only	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 15.2% \| Win 58% Sharpe 0.94 \| Sortino 1.73 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 90M (44%)	CAGR -0.5% \| Win 53% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 20% \| MDD -36.1% Months 91M (45%)	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)
RSmean neg	CAGR 44.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 23.0% \| Win 59% Sharpe 1.06 \| Sortino 1.75 \| Calmar 1.7 Vol 22% \| MDD -13.6% Months 22M (11%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 6.7% \| Win 54% Sharpe 0.48 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 100M (49%)	CAGR 7.4% \| Win 57% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 21% \| MDD -32.9% Months 81M (40%)	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)
RSmean neg	CAGR 30.2% \| Win 80% Sharpe 1.90 \| Sortino 0.00 \| Calmar 6.8 Vol 14% \| MDD -4.4% Months 5M (2%)	CAGR 22.2% \| Win 56% Sharpe 0.98 \| Sortino 1.62 \| Calmar 1.6 Vol 23% \| MDD -13.6% Months 18M (9%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.8% \| Win 56% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 19% \| MDD -38.8% Months 135M (66%)	CAGR 7.7% \| Win 54% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -25.7% Months 46M (22%)	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)
RSmean neg	CAGR 21.3% \| Win 57% Sharpe 0.98 \| Sortino 1.65 \| Calmar 1.6 Vol 22% \| MDD -13.6% Months 21M (10%)	CAGR 54.3% \| Win 100% Sharpe 6.10 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.3% \| Win 56% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 16% \| MDD -30.1% Months 118M (58%)	CAGR 17.6% \| Win 60% Sharpe 0.80 \| Sortino 1.06 \| Calmar 0.9 Vol 24% \| MDD -19.7% Months 30M (15%)	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)
MACD neg	CAGR 1.8% \| Win 48% Sharpe 0.18 \| Sortino 0.35 \| Calmar 0.1 Vol 23% \| MDD -23.3% Months 27M (13%)	CAGR 17.5% \| Win 59% Sharpe 0.94 \| Sortino 1.48 \| Calmar 1.0 Vol 19% \| MDD -17.4% Months 29M (14%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)
RSI only	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.7% \| Win 59% Sharpe 0.93 \| Sortino 1.65 \| Calmar 0.6 Vol 16% \| MDD -22.9% Months 85M (42%)	CAGR 0.7% \| Win 54% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 20% \| MDD -30.1% Months 63M (31%)	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)
MACD neg	CAGR 28.0% \| Win 50% Sharpe 1.27 \| Sortino 2.90 \| Calmar 4.2 Vol 21% \| MDD -6.6% Months 6M (3%)	CAGR 7.6% \| Win 54% Sharpe 0.45 \| Sortino 0.77 \| Calmar 0.2 Vol 21% \| MDD -36.6% Months 50M (24%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.9% \| Win 57% Sharpe 0.55 \| Sortino 0.84 \| Calmar 0.4 Vol 16% \| MDD -20.1% Months 81M (40%)	CAGR 9.3% \| Win 57% Sharpe 0.54 \| Sortino 0.77 \| Calmar 0.3 Vol 21% \| MDD -32.1% Months 67M (33%)	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)
MACD neg	CAGR 7.3% \| Win 50% Sharpe 0.51 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -16.1% Months 24M (12%)	CAGR 11.4% \| Win 56% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.4 Vol 24% \| MDD -26.0% Months 32M (16%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.4% \| Win 57% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -37.6% Months 120M (59%)	CAGR 8.9% \| Win 57% Sharpe 0.52 \| Sortino 0.89 \| Calmar 0.5 Vol 20% \| MDD -18.7% Months 28M (14%)	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)
MACD neg	CAGR 9.4% \| Win 53% Sharpe 0.49 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -32.8% Months 36M (18%)	CAGR 10.0% \| Win 55% Sharpe 0.71 \| Sortino 1.28 \| Calmar 0.8 Vol 15% \| MDD -13.1% Months 20M (10%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 16.7% \| Win 59% Sharpe 1.04 \| Sortino 2.02 \| Calmar 1.1 Vol 16% \| MDD -14.5% Months 87M (43%)	CAGR -9.4% \| Win 48% Sharpe -0.41 \| Sortino -0.60 \| Calmar -0.2 Vol 19% \| MDD -46.4% Months 58M (28%)	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)
RSI neg	CAGR -6.8% \| Win 50% Sharpe -0.20 \| Sortino -0.23 \| Calmar -5.1 Vol 24% \| MDD -1.3% Months 4M (2%)	CAGR 19.5% \| Win 60% Sharpe 0.94 \| Sortino 1.33 \| Calmar 1.0 Vol 22% \| MDD -19.7% Months 55M (27%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.8% \| Win 57% Sharpe 0.60 \| Sortino 0.96 \| Calmar 0.4 Vol 16% \| MDD -24.0% Months 96M (47%)	CAGR -0.7% \| Win 49% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 20% \| MDD -25.3% Months 49M (24%)	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)
RSI neg	CAGR -2.8% \| Win 33% Sharpe -0.17 \| Sortino -0.38 \| Calmar -0.4 Vol 13% \| MDD -6.2% Months 9M (4%)	CAGR 21.6% \| Win 64% Sharpe 0.98 \| Sortino 1.33 \| Calmar 1.1 Vol 23% \| MDD -19.7% Months 50M (24%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.9% \| Win 56% Sharpe 0.57 \| Sortino 0.93 \| Calmar 0.4 Vol 18% \| MDD -24.9% Months 131M (64%)	CAGR -21.8% \| Win 43% Sharpe -1.38 \| Sortino -1.70 \| Calmar -0.9 Vol 17% \| MDD -24.0% Months 14M (7%)	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)
RSI neg	CAGR 7.5% \| Win 56% Sharpe 0.40 \| Sortino 0.53 \| Calmar 0.3 Vol 26% \| MDD -23.8% Months 25M (12%)	CAGR 25.5% \| Win 62% Sharpe 1.41 \| Sortino 3.29 \| Calmar 1.9 Vol 17% \| MDD -13.1% Months 34M (17%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 16.0% \| Win 57% Sharpe 1.02 \| Sortino 2.00 \| Calmar 1.4 Vol 16% \| MDD -11.7% Months 70M (34%)	CAGR 14.1% \| Win 62% Sharpe 0.79 \| Sortino 1.27 \| Calmar 0.7 Vol 19% \| MDD -19.5% Months 21M (10%)	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)
MACDhist neg	CAGR -7.0% \| Win 51% Sharpe -0.37 \| Sortino -0.52 \| Calmar -0.2 Vol 16% \| MDD -34.6% Months 35M (17%)	CAGR 8.9% \| Win 55% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.3 Vol 22% \| MDD -30.1% Months 78M (38%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)
RSIhist only	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	-	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)
MACDhist neg	CAGR -0.3% \| Win 52% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 23% \| MDD -39.7% Months 65M (32%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.1% \| Win 58% Sharpe 0.86 \| Sortino 1.57 \| Calmar 0.8 Vol 16% \| MDD -17.3% Months 89M (44%)	CAGR -17.9% \| Win 38% Sharpe -1.19 \| Sortino -1.39 \| Calmar -0.7 Vol 15% \| MDD -24.4% Months 16M (8%)	CAGR 7.7% \| Win 55% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -24.0% Months 105M (52%)
RSIhist neg	CAGR 3.0% \| Win 52% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 23% \| MDD -33.9% Months 67M (33%)	CAGR 26.2% \| Win 66% Sharpe 1.39 \| Sortino 3.27 \| Calmar 2.0 Vol 18% \| MDD -13.4% Months 32M (16%)	CAGR 10.0% \| Win 57% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 22% \| MDD -30.5% Months 99M (48%)
LWTI only	CAGR 8.7% \| Win 56% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -34.4% Months 156M (76%)	CAGR 9.3% \| Win 56% Sharpe 0.58 \| Sortino 1.01 \| Calmar 0.4 Vol 18% \| MDD -21.8% Months 48M (24%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -35.0% Months 110M (54%)	CAGR 48.2% \| Win 64% Sharpe 1.78 \| Sortino 6.28 \| Calmar 8.9 Vol 24% \| MDD -5.4% Months 14M (7%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 10.8% \| Win 64% Sharpe 0.59 \| Sortino 0.70 \| Calmar 0.8 Vol 21% \| MDD -13.5% Months 14M (7%)	CAGR 5.6% \| Win 53% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 66M (32%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
SLmean only	CAGR 6.8% \| Win 56% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 17% \| MDD -33.7% Months 124M (61%)	CAGR 12.0% \| Win 55% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.5 Vol 22% \| MDD -26.0% Months 80M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 56% Sharpe 0.55 \| Sortino 0.96 \| Calmar 0.2 Vol 17% \| MDD -36.0% Months 119M (58%)	CAGR 77.0% \| Win 80% Sharpe 2.36 \| Sortino 0.00 \| Calmar 17.3 Vol 26% \| MDD -4.4% Months 5M (2%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 4.8% \| Win 55% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.2 Vol 22% \| MDD -22.2% Months 62M (30%)	CAGR 12.2% \| Win 56% Sharpe 0.68 \| Sortino 0.95 \| Calmar 0.9 Vol 20% \| MDD -13.6% Months 18M (9%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
RSmean only	CAGR 7.0% \| Win 55% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.2 Vol 19% \| MDD -33.5% Months 181M (89%)	CAGR 23.9% \| Win 61% Sharpe 1.11 \| Sortino 1.80 \| Calmar 1.8 Vol 21% \| MDD -13.6% Months 23M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 56% Sharpe 0.52 \| Sortino 0.85 \| Calmar 0.2 Vol 16% \| MDD -32.8% Months 102M (50%)	CAGR 24.8% \| Win 59% Sharpe 1.12 \| Sortino 3.40 \| Calmar 1.7 Vol 22% \| MDD -14.7% Months 22M (11%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 10.8% \| Win 59% Sharpe 0.58 \| Sortino 0.76 \| Calmar 0.5 Vol 22% \| MDD -22.2% Months 46M (22%)	CAGR 0.8% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -31.7% Months 34M (17%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
MACD only	CAGR 8.5% \| Win 57% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 18% \| MDD -31.1% Months 148M (72%)	CAGR 9.6% \| Win 54% Sharpe 0.54 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -36.6% Months 56M (28%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 56% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 18% \| MDD -32.9% Months 119M (58%)	CAGR 11.4% \| Win 60% Sharpe 0.78 \| Sortino 1.15 \| Calmar 2.4 Vol 15% \| MDD -4.8% Months 5M (2%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR -14.2% \| Win 46% Sharpe -0.78 \| Sortino -0.86 \| Calmar -0.3 Vol 18% \| MDD -42.5% Months 26M (13%)	CAGR 18.1% \| Win 59% Sharpe 0.87 \| Sortino 1.23 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 54M (26%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
RSI only	CAGR 5.5% \| Win 55% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.8% Months 145M (71%)	CAGR 17.5% \| Win 59% Sharpe 0.86 \| Sortino 1.22 \| Calmar 0.9 Vol 22% \| MDD -19.7% Months 59M (29%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.7% \| Win 59% Sharpe 1.03 \| Sortino 2.00 \| Calmar 1.0 Vol 16% \| MDD -16.7% Months 85M (42%)	CAGR -2.2% \| Win 51% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 20% \| MDD -39.3% Months 39M (19%)	CAGR 10.4% \| Win 56% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -32.1% Months 124M (61%)
MRmean neg	CAGR 0.3% \| Win 50% Sharpe 0.10 \| Sortino 0.12 \| Calmar 0.0 Vol 20% \| MDD -9.8% Months 6M (3%)	CAGR 7.0% \| Win 55% Sharpe 0.42 \| Sortino 0.58 \| Calmar 0.3 Vol 21% \| MDD -27.6% Months 74M (36%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.55 \| Calmar 0.2 Vol 21% \| MDD -27.6% Months 80M (39%)
MACDhist only	CAGR 15.5% \| Win 58% Sharpe 0.96 \| Sortino 1.75 \| Calmar 0.7 Vol 16% \| MDD -22.9% Months 91M (45%)	CAGR 3.7% \| Win 54% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -32.8% Months 113M (55%)