OIH - VanEck Oil Services ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

82.1%

Best CAGR

Total Months

-0.7%

Avg CAGR

OIH 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 OIH

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSmean	neg-pos	4	1.3	82.1	75.0	2.0	0.0	19.9	32.1	-4.1
pair	RSmean	MACDhist	neg-pos	4	1.3	82.1	75.0	2.0	0.0	19.9	32.1	-4.1
pair	MACDhist	RSI	neg-pos	42	14.0	45.0	59.5	1.2	2.8	1.2	38.3	-36.4
pair	RSI	MACDhist	neg-pos	42	14.0	45.0	59.5	1.2	2.8	1.2	38.3	-36.4
pair	RSIhist	RSmean	neg-pos	11	3.7	44.4	54.5	1.4	8.7	5.2	29.7	-8.5
pair	RSmean	RSIhist	neg-pos	11	3.7	44.4	54.5	1.4	8.7	5.2	29.7	-8.5
pair	MACDhist	LWTI	pos-neg	13	4.3	43.9	69.2	1.3	2.3	3.2	32.7	-13.5
pair	LWTI	MACDhist	pos-neg	13	4.3	43.9	69.2	1.3	2.3	3.2	32.7	-13.5
pair	SLmean	RSIhist	pos-neg	18	6.0	26.7	55.6	0.9	1.5	1.4	33.8	-19.1
pair	RSIhist	SLmean	pos-neg	18	6.0	26.7	55.6	0.9	1.5	1.4	33.8	-19.1
pair	MACDhist	MRmean	neg-pos	25	8.3	24.8	56.0	0.7	1.4	0.8	46.7	-31.8
pair	MRmean	MACDhist	neg-pos	25	8.3	24.8	56.0	0.7	1.4	0.8	46.7	-31.8
pair	MRmean	SLmean	neg-pos	12	4.0	24.7	58.3	0.9	4.1	1.3	29.3	-18.5
pair	SLmean	MRmean	neg-pos	12	4.0	24.7	58.3	0.9	4.1	1.3	29.3	-18.5
pair	MACD	MACDhist	neg-pos	62	20.7	20.9	59.7	0.8	1.3	0.5	32.2	-41.3
pair	MACDhist	MACD	neg-pos	62	20.7	20.9	59.7	0.8	1.3	0.5	32.2	-41.3
pair	LWTI	RSmean	neg-neg	4	1.3	16.1	50.0	0.6	3.9	1.6	35.7	-10.2
pair	RSmean	LWTI	neg-neg	4	1.3	16.1	50.0	0.6	3.9	1.6	35.7	-10.2
pair	MACDhist	RSIhist	pos-pos	116	38.7	12.1	57.8	0.5	0.8	0.4	28.7	-32.4
pair	RSIhist	MACDhist	pos-pos	116	38.7	12.1	57.8	0.5	0.8	0.4	28.7	-32.4
pair	MACDhist	SLmean	neg-pos	38	12.7	11.6	52.6	0.5	0.9	0.4	40.2	-30.4
pair	SLmean	MACDhist	neg-pos	38	12.7	11.6	52.6	0.5	0.9	0.4	40.2	-30.4
pair	SLmean	RSI	pos-neg	51	17.0	11.5	51.0	0.5	0.9	0.2	31.7	-52.9
pair	RSI	SLmean	pos-neg	51	17.0	11.5	51.0	0.5	0.9	0.2	31.7	-52.9
single	MACDhist	MACDhist	pos-pos	157	52.3	11.2	56.7	0.5	0.8	0.2	32.0	-57.1
pair	SLmean	MACDhist	pos-pos	119	39.7	11.0	58.0	0.5	0.8	0.2	29.1	-47.5
pair	MACDhist	SLmean	pos-pos	119	39.7	11.0	58.0	0.5	0.8	0.2	29.1	-47.5
pair	LWTI	RSIhist	neg-neg	53	17.7	10.7	66.0	0.5	0.6	0.1	51.5	-71.0
pair	MACD	SLmean	pos-neg	74	24.7	10.7	55.4	0.5	0.8	0.2	31.7	-55.0
pair	SLmean	MACD	pos-neg	74	24.7	10.7	55.4	0.5	0.8	0.2	31.7	-55.0
pair	RSIhist	LWTI	neg-neg	53	17.7	10.7	66.0	0.5	0.6	0.1	51.5	-71.0
pair	MACDhist	RSmean	pos-pos	153	51.0	9.8	56.2	0.5	0.7	0.2	32.0	-61.6
pair	RSmean	MACDhist	pos-pos	153	51.0	9.8	56.2	0.5	0.7	0.2	32.0	-61.6
pair	SLmean	LWTI	pos-neg	34	11.3	9.5	55.9	0.4	0.8	0.3	31.9	-37.1
pair	LWTI	SLmean	pos-neg	34	11.3	9.5	55.9	0.4	0.8	0.3	31.9	-37.1
pair	SLmean	RSmean	pos-pos	153	51.0	9.4	55.6	0.5	0.7	0.2	29.0	-56.5
pair	RSmean	SLmean	pos-pos	153	51.0	9.4	55.6	0.5	0.7	0.2	29.0	-56.5
pair	MRmean	MACDhist	pos-pos	132	44.0	8.8	56.8	0.4	0.7	0.2	28.5	-50.0
pair	MACDhist	MRmean	pos-pos	132	44.0	8.8	56.8	0.4	0.7	0.2	28.5	-50.0
pair	RSmean	RSI	neg-neg	18	6.0	8.7	44.4	0.4	0.9	0.3	37.4	-32.9
pair	MRmean	RSIhist	pos-neg	29	9.7	8.7	51.7	0.4	0.7	0.3	27.7	-29.5
pair	RSIhist	MRmean	pos-neg	29	9.7	8.7	51.7	0.4	0.7	0.3	27.7	-29.5
pair	RSIhist	MACDhist	pos-neg	41	13.7	8.7	53.7	0.4	0.7	0.2	40.3	-47.7
pair	RSI	RSmean	neg-neg	18	6.0	8.7	44.4	0.4	0.9	0.3	37.4	-32.9
pair	MACDhist	RSIhist	pos-neg	41	13.7	8.7	53.7	0.4	0.7	0.2	40.3	-47.7
pair	LWTI	MACDhist	pos-pos	144	48.0	8.6	55.6	0.4	0.7	0.1	31.9	-62.2
pair	MACDhist	LWTI	pos-pos	144	48.0	8.6	55.6	0.4	0.7	0.1	31.9	-62.2
pair	LWTI	RSIhist	pos-pos	121	40.3	8.5	54.5	0.4	0.7	0.2	27.6	-43.2
pair	RSIhist	LWTI	pos-pos	121	40.3	8.5	54.5	0.4	0.7	0.2	27.6	-43.2
pair	LWTI	MACD	neg-neg	88	29.3	8.1	62.5	0.4	0.5	0.1	44.6	-76.1
pair	MACD	LWTI	neg-neg	88	29.3	8.1	62.5	0.4	0.5	0.1	44.6	-76.1
single	SLmean	SLmean	pos-pos	159	53.0	7.8	54.7	0.4	0.6	0.1	28.8	-58.3
pair	MRmean	RSIhist	neg-pos	23	7.7	7.7	60.9	0.4	0.6	0.3	34.0	-25.6
pair	RSIhist	MRmean	neg-pos	23	7.7	7.7	60.9	0.4	0.6	0.3	34.0	-25.6
pair	SLmean	LWTI	pos-pos	125	41.7	7.3	54.4	0.4	0.6	0.2	28.1	-46.5
pair	LWTI	SLmean	pos-pos	125	41.7	7.3	54.4	0.4	0.6	0.2	28.1	-46.5
pair	MACD	RSIhist	neg-pos	90	30.0	6.7	54.4	0.4	0.6	0.1	31.2	-56.7
pair	RSIhist	MACD	neg-pos	90	30.0	6.7	54.4	0.4	0.6	0.1	31.2	-56.7
pair	RSmean	MRmean	pos-pos	161	53.7	6.7	54.7	0.4	0.6	0.1	28.3	-59.8
pair	MRmean	RSmean	pos-pos	161	53.7	6.7	54.7	0.4	0.6	0.1	28.3	-59.8
pair	RSI	RSIhist	neg-pos	66	22.0	6.6	51.5	0.4	0.6	0.1	31.1	-55.1
pair	RSIhist	RSI	neg-pos	66	22.0	6.6	51.5	0.4	0.6	0.1	31.1	-55.1
pair	MRmean	SLmean	pos-pos	147	49.0	6.5	54.4	0.4	0.6	0.1	28.9	-60.6
pair	SLmean	MRmean	pos-pos	147	49.0	6.5	54.4	0.4	0.6	0.1	28.9	-60.6
pair	SLmean	RSI	pos-pos	108	36.0	6.1	56.5	0.3	0.5	0.1	27.5	-53.1
pair	RSI	SLmean	pos-pos	108	36.0	6.1	56.5	0.3	0.5	0.1	27.5	-53.1
pair	SLmean	RSIhist	pos-pos	141	47.0	5.6	54.6	0.3	0.5	0.1	28.2	-53.6
pair	RSIhist	SLmean	pos-pos	141	47.0	5.6	54.6	0.3	0.5	0.1	28.2	-53.6
pair	MACD	RSI	neg-neg	141	47.0	5.5	56.0	0.3	0.5	0.1	40.8	-88.0
pair	RSI	MACD	neg-neg	141	47.0	5.5	56.0	0.3	0.5	0.1	40.8	-88.0
pair	MRmean	RSI	pos-pos	120	40.0	5.4	55.8	0.3	0.5	0.1	27.0	-58.1
pair	RSI	MRmean	pos-pos	120	40.0	5.4	55.8	0.3	0.5	0.1	27.0	-58.1
pair	MACD	SLmean	pos-pos	85	28.3	5.4	54.1	0.3	0.5	0.1	26.2	-48.1
pair	SLmean	MACD	pos-pos	85	28.3	5.4	54.1	0.3	0.5	0.1	26.2	-48.1
pair	MACDhist	MACD	pos-pos	95	31.7	5.3	54.7	0.3	0.5	0.1	31.8	-60.8
pair	MACD	MACDhist	pos-pos	95	31.7	5.3	54.7	0.3	0.5	0.1	31.8	-60.8
pair	MACD	RSmean	pos-neg	145	48.3	5.2	58.6	0.3	0.5	0.1	40.0	-89.7
pair	RSmean	MACD	pos-neg	145	48.3	5.2	58.6	0.3	0.5	0.1	40.0	-89.7
pair	LWTI	MRmean	pos-pos	143	47.7	5.2	53.1	0.3	0.5	0.1	27.3	-54.9
pair	MRmean	LWTI	pos-pos	143	47.7	5.2	53.1	0.3	0.5	0.1	27.3	-54.9
pair	MACD	MRmean	pos-pos	96	32.0	5.1	54.2	0.3	0.5	0.1	25.7	-52.1
pair	MRmean	MACD	pos-pos	96	32.0	5.1	54.2	0.3	0.5	0.1	25.7	-52.1
single	MRmean	MRmean	pos-pos	169	56.3	4.9	53.3	0.3	0.5	0.1	28.0	-61.5
pair	MRmean	MACD	pos-neg	73	24.3	4.8	52.1	0.3	0.5	0.1	30.9	-58.3
pair	MACD	MRmean	pos-neg	73	24.3	4.8	52.1	0.3	0.5	0.1	30.9	-58.3
single	RSIhist	RSIhist	pos-pos	163	54.3	4.7	54.6	0.3	0.5	0.1	28.9	-62.7
pair	RSIhist	MRmean	pos-pos	140	46.7	4.2	53.6	0.3	0.4	0.1	28.1	-55.4
pair	MRmean	RSIhist	pos-pos	140	46.7	4.2	53.6	0.3	0.4	0.1	28.1	-55.4
pair	LWTI	RSI	neg-neg	90	30.0	3.9	61.1	0.3	0.4	0.1	45.1	-76.1
pair	RSI	LWTI	neg-neg	90	30.0	3.9	61.1	0.3	0.4	0.1	45.1	-76.1
pair	MRmean	LWTI	pos-neg	26	8.7	3.7	53.8	0.3	0.5	0.1	32.2	-32.0
pair	LWTI	MRmean	pos-neg	26	8.7	3.7	53.8	0.3	0.5	0.1	32.2	-32.0
pair	MRmean	RSI	pos-neg	49	16.3	3.7	46.9	0.3	0.5	0.1	30.7	-56.7
pair	RSI	MRmean	pos-neg	49	16.3	3.7	46.9	0.3	0.5	0.1	30.7	-56.7
single	MACD	MACD	neg-neg	167	55.7	3.6	56.3	0.3	0.4	0.0	39.7	-88.5
pair	RSIhist	RSI	pos-pos	97	32.3	3.3	56.7	0.3	0.4	0.1	27.5	-59.8
pair	RSI	RSmean	pos-pos	131	43.7	3.3	56.5	0.3	0.4	0.0	28.4	-73.7
pair	RSmean	RSI	pos-pos	131	43.7	3.3	56.5	0.3	0.4	0.0	28.4	-73.7
pair	RSI	RSIhist	pos-pos	97	32.3	3.3	56.7	0.3	0.4	0.1	27.5	-59.8
single	LWTI	LWTI	neg-neg	95	31.7	3.1	61.1	0.3	0.4	0.0	44.1	-76.1
pair	LWTI	MRmean	neg-neg	69	23.0	2.9	63.8	0.3	0.4	0.0	48.0	-71.0
pair	MRmean	LWTI	neg-neg	69	23.0	2.9	63.8	0.3	0.4	0.0	48.0	-71.0
pair	MRmean	MACD	neg-neg	94	31.3	2.7	59.6	0.3	0.4	0.0	45.6	-76.4
pair	MACD	MRmean	neg-neg	94	31.3	2.7	59.6	0.3	0.4	0.0	45.6	-76.4
pair	RSmean	LWTI	pos-neg	91	30.3	2.6	61.5	0.3	0.4	0.0	44.6	-76.1
pair	LWTI	RSmean	pos-neg	91	30.3	2.6	61.5	0.3	0.4	0.0	44.6	-76.1
pair	RSmean	RSIhist	pos-pos	152	50.7	2.3	54.6	0.2	0.3	0.0	28.9	-65.1
pair	RSIhist	RSmean	pos-pos	152	50.7	2.3	54.6	0.2	0.3	0.0	28.9	-65.1
pair	RSIhist	MACD	pos-pos	73	24.3	2.2	54.8	0.2	0.3	0.0	26.1	-53.3
pair	MACD	RSIhist	pos-pos	73	24.3	2.2	54.8	0.2	0.3	0.0	26.1	-53.3
single	RSmean	RSmean	pos-pos	275	91.7	1.3	55.6	0.2	0.3	0.0	37.1	-93.8
pair	RSI	MACD	pos-pos	112	37.3	1.1	53.6	0.2	0.3	0.0	27.5	-72.1
pair	MACD	RSI	pos-pos	112	37.3	1.1	53.6	0.2	0.3	0.0	27.5	-72.1
pair	RSI	MACDhist	pos-pos	115	38.3	0.9	55.7	0.2	0.2	0.0	28.9	-71.8
pair	MACDhist	RSI	pos-pos	115	38.3	0.9	55.7	0.2	0.2	0.0	28.9	-71.8
pair	RSmean	LWTI	pos-pos	184	61.3	0.7	52.7	0.2	0.3	0.0	33.0	-89.8
pair	LWTI	RSmean	pos-pos	184	61.3	0.7	52.7	0.2	0.3	0.0	33.0	-89.8
single	RSI	RSI	neg-neg	162	54.0	0.5	53.7	0.2	0.3	0.0	42.9	-89.4
pair	RSIhist	RSmean	pos-neg	123	41.0	0.2	56.9	0.2	0.3	0.0	45.4	-88.3
pair	RSmean	RSIhist	pos-neg	123	41.0	0.2	56.9	0.2	0.3	0.0	45.4	-88.3
pair		benchmark___benchmark_	benchmark-benchmark	300	100.0	0.1	54.0	0.2	0.3	0.0	37.0	-93.3
pair	benchmark___benchmark_		benchmark-benchmark	300	100.0	0.1	54.0	0.2	0.3	0.0	37.0	-93.3
pair	MACD	RSIhist	neg-neg	77	25.7	0.0	58.4	0.3	0.3	0.0	48.1	-80.9
pair	RSIhist	MACD	neg-neg	77	25.7	0.0	58.4	0.3	0.3	0.0	48.1	-80.9
pair	LWTI	RSI	pos-pos	133	44.3	0.0	54.1	0.1	0.2	0.0	29.1	-74.3
pair	RSI	LWTI	pos-pos	133	44.3	0.0	54.1	0.1	0.2	0.0	29.1	-74.3
single	RSI	RSI	pos-pos	138	46.0	-0.3	54.3	0.1	0.2	-0.0	28.8	-76.0
pair	LWTI	SLmean	neg-neg	61	20.3	-0.3	63.9	0.3	0.3	-0.0	49.8	-71.0
pair	SLmean	LWTI	neg-neg	61	20.3	-0.3	63.9	0.3	0.3	-0.0	49.8	-71.0
pair	RSmean	RSI	pos-neg	144	48.0	-0.5	54.9	0.2	0.3	-0.0	43.7	-90.5
pair	RSI	RSmean	pos-neg	144	48.0	-0.5	54.9	0.2	0.3	-0.0	43.7	-90.5
pair	RSI	MRmean	neg-neg	113	37.7	-0.9	56.6	0.2	0.3	-0.0	47.4	-77.4
pair	MRmean	RSI	neg-neg	113	37.7	-0.9	56.6	0.2	0.3	-0.0	47.4	-77.4
pair	RSIhist	SLmean	neg-pos	22	7.3	-1.1	54.5	0.1	0.2	-0.0	33.9	-28.7
pair	SLmean	RSIhist	neg-pos	22	7.3	-1.1	54.5	0.1	0.2	-0.0	33.9	-28.7
pair	MACD	LWTI	pos-pos	126	42.0	-1.2	51.6	0.1	0.2	-0.0	33.3	-82.0
pair	LWTI	MACD	pos-pos	126	42.0	-1.2	51.6	0.1	0.2	-0.0	33.3	-82.0
single	LWTI	LWTI	pos-pos	205	68.3	-1.2	50.7	0.1	0.2	-0.0	33.4	-88.7
pair	SLmean	MACDhist	pos-neg	40	13.3	-1.3	45.0	0.1	0.2	-0.0	28.4	-47.1
pair	MACDhist	SLmean	pos-neg	40	13.3	-1.3	45.0	0.1	0.2	-0.0	28.4	-47.1
pair	MACD	LWTI	neg-pos	79	26.3	-1.3	49.4	0.1	0.2	-0.0	33.7	-67.2
pair	LWTI	MACD	neg-pos	79	26.3	-1.3	49.4	0.1	0.2	-0.0	33.7	-67.2
pair	SLmean	MACD	neg-neg	93	31.0	-1.7	57.0	0.2	0.3	-0.0	45.3	-76.4
pair	MACD	SLmean	neg-neg	93	31.0	-1.7	57.0	0.2	0.3	-0.0	45.3	-76.4
pair	LWTI	MACDhist	neg-neg	82	27.3	-2.2	59.8	0.2	0.2	-0.0	45.6	-76.1
pair	MACDhist	LWTI	neg-neg	82	27.3	-2.2	59.8	0.2	0.2	-0.0	45.6	-76.1
pair	RSmean	MACD	pos-pos	130	43.3	-2.9	52.3	0.1	0.1	-0.0	33.7	-84.7
pair	MACD	RSmean	pos-pos	130	43.3	-2.9	52.3	0.1	0.1	-0.0	33.7	-84.7
pair	RSI	RSIhist	neg-neg	96	32.0	-3.5	55.2	0.2	0.3	-0.0	49.6	-83.1
pair	RSIhist	RSI	neg-neg	96	32.0	-3.5	55.2	0.2	0.3	-0.0	49.6	-83.1
pair	LWTI	RSI	neg-pos	72	24.0	-3.6	44.4	0.1	0.2	-0.1	40.4	-76.5
pair	RSI	LWTI	neg-pos	72	24.0	-3.6	44.4	0.1	0.2	-0.1	40.4	-76.5
single	MACD	MACD	pos-pos	133	44.3	-4.1	51.1	0.0	0.1	-0.1	33.4	-84.7
pair	SLmean	RSI	neg-neg	111	37.0	-4.2	55.0	0.2	0.2	-0.1	47.3	-79.7
pair	RSI	SLmean	neg-neg	111	37.0	-4.2	55.0	0.2	0.2	-0.1	47.3	-79.7
single	RSIhist	RSIhist	neg-neg	137	45.7	-5.0	53.3	0.1	0.2	-0.1	44.9	-88.3
pair	MRmean	SLmean	pos-neg	22	7.3	-5.1	45.5	-0.1	-0.2	-0.2	21.4	-30.5
pair	SLmean	MRmean	pos-neg	22	7.3	-5.1	45.5	-0.1	-0.2	-0.2	21.4	-30.5
pair	RSmean	MRmean	neg-neg	17	5.7	-5.4	41.2	0.1	0.1	-0.1	42.7	-49.1
pair	MRmean	RSmean	neg-neg	17	5.7	-5.4	41.2	0.1	0.1	-0.1	42.7	-49.1
pair	MACD	MACDhist	neg-neg	105	35.0	-5.5	54.3	0.1	0.1	-0.1	43.6	-83.1
pair	MACDhist	MACD	neg-neg	105	35.0	-5.5	54.3	0.1	0.1	-0.1	43.6	-83.1
pair	RSIhist	LWTI	pos-neg	42	14.0	-5.7	54.8	-0.0	-0.0	-0.1	32.6	-50.8
pair	LWTI	RSIhist	pos-neg	42	14.0	-5.7	54.8	-0.0	-0.0	-0.1	32.6	-50.8
single	MRmean	MRmean	neg-neg	131	43.7	-5.8	55.0	0.1	0.2	-0.1	46.3	-86.2
pair	RSmean	MRmean	neg-pos	114	38.0	-5.8	57.0	0.1	0.2	-0.1	47.0	-88.2
pair	MRmean	RSmean	neg-pos	114	38.0	-5.8	57.0	0.1	0.2	-0.1	47.0	-88.2
pair	MACDhist	RSI	pos-neg	23	7.7	-6.2	47.8	-0.1	-0.1	-0.2	28.5	-25.6
pair	RSI	MACDhist	pos-neg	23	7.7	-6.2	47.8	-0.1	-0.1	-0.2	28.5	-25.6
pair	RSI	MACD	neg-pos	26	8.7	-6.3	57.7	-0.0	-0.0	-0.1	34.2	-41.9
pair	MACD	RSI	neg-pos	26	8.7	-6.3	57.7	-0.0	-0.0	-0.1	34.2	-41.9
pair	MACD	RSmean	neg-neg	22	7.3	-6.7	40.9	0.0	0.0	-0.1	38.4	-49.1
pair	RSmean	MACD	neg-neg	22	7.3	-6.7	40.9	0.0	0.0	-0.1	38.4	-49.1
pair	SLmean	RSmean	neg-neg	19	6.3	-7.2	36.8	0.0	0.0	-0.1	40.4	-49.1
pair	RSmean	SLmean	neg-neg	19	6.3	-7.2	36.8	0.0	0.0	-0.1	40.4	-49.1
pair	MACDhist	MRmean	pos-neg	37	12.3	-7.7	40.5	-0.2	-0.3	-0.2	26.1	-39.9
pair	MRmean	MACDhist	pos-neg	37	12.3	-7.7	40.5	-0.2	-0.3	-0.2	26.1	-39.9
single	SLmean	SLmean	neg-neg	141	47.0	-7.9	53.2	0.1	0.1	-0.1	44.6	-88.2
pair	SLmean	RSmean	neg-pos	122	40.7	-8.0	55.7	0.1	0.1	-0.1	45.4	-89.9
pair	RSmean	SLmean	neg-pos	122	40.7	-8.0	55.7	0.1	0.1	-0.1	45.4	-89.9
pair	MRmean	SLmean	neg-neg	119	39.7	-8.4	54.6	0.1	0.1	-0.1	47.7	-87.3
pair	SLmean	MRmean	neg-neg	119	39.7	-8.4	54.6	0.1	0.1	-0.1	47.7	-87.3
pair	MRmean	RSIhist	neg-neg	108	36.0	-8.4	53.7	0.1	0.1	-0.1	48.6	-88.5
pair	RSIhist	MRmean	neg-neg	108	36.0	-8.4	53.7	0.1	0.1	-0.1	48.6	-88.5
pair	RSmean	MACDhist	pos-neg	122	40.7	-8.4	54.9	0.0	0.0	-0.1	42.8	-85.1
pair	MACDhist	RSmean	pos-neg	122	40.7	-8.4	54.9	0.0	0.0	-0.1	42.8	-85.1
pair	RSIhist	RSI	pos-neg	41	13.7	-8.5	48.8	-0.1	-0.2	-0.2	31.8	-52.8
pair	RSI	RSIhist	pos-neg	41	13.7	-8.5	48.8	-0.1	-0.2	-0.2	31.8	-52.8
pair	SLmean	RSIhist	neg-neg	119	39.7	-9.1	52.9	0.0	0.1	-0.1	46.4	-88.7
pair	RSIhist	SLmean	neg-neg	119	39.7	-9.1	52.9	0.0	0.1	-0.1	46.4	-88.7
pair	LWTI	RSI	pos-neg	5	1.7	-9.4	60.0	-0.4	-7.6	-1.4	20.6	-6.7
pair	RSI	LWTI	pos-neg	5	1.7	-9.4	60.0	-0.4	-7.6	-1.4	20.6	-6.7
pair	MACDhist	RSIhist	neg-neg	96	32.0	-10.4	53.1	0.0	0.0	-0.1	46.9	-82.9
pair	RSIhist	MACDhist	neg-neg	96	32.0	-10.4	53.1	0.0	0.0	-0.1	46.9	-82.9
single	MACDhist	MACDhist	neg-neg	143	47.7	-10.8	51.0	-0.1	-0.1	-0.1	41.9	-86.0
pair	MACD	RSIhist	pos-neg	60	20.0	-11.1	46.7	-0.1	-0.1	-0.1	40.8	-77.8
pair	RSIhist	MACD	pos-neg	60	20.0	-11.1	46.7	-0.1	-0.1	-0.1	40.8	-77.8
pair	RSIhist	MACDhist	neg-pos	47	15.7	-11.6	46.8	-0.3	-0.4	-0.2	29.4	-59.8
pair	MACDhist	RSI	neg-neg	120	40.0	-11.6	51.7	-0.0	-0.1	-0.1	44.1	-86.0
pair	RSI	MACDhist	neg-neg	120	40.0	-11.6	51.7	-0.0	-0.1	-0.1	44.1	-86.0
pair	MACDhist	RSIhist	neg-pos	47	15.7	-11.6	46.8	-0.3	-0.4	-0.2	29.4	-59.8
pair	MRmean	MACDhist	neg-neg	106	35.3	-11.8	54.7	-0.0	-0.0	-0.1	46.2	-83.6
pair	MACDhist	MRmean	neg-neg	106	35.3	-11.8	54.7	-0.0	-0.0	-0.1	46.2	-83.6
single	RSmean	RSmean	neg-neg	25	8.3	-12.2	36.0	-0.2	-0.3	-0.2	36.5	-49.1
pair	LWTI	SLmean	neg-pos	80	26.7	-13.3	45.0	-0.1	-0.3	-0.2	40.3	-80.5
pair	SLmean	LWTI	neg-pos	80	26.7	-13.3	45.0	-0.1	-0.3	-0.2	40.3	-80.5
pair	RSIhist	LWTI	neg-pos	84	28.0	-13.8	45.2	-0.2	-0.3	-0.2	40.2	-85.7
pair	LWTI	RSIhist	neg-pos	84	28.0	-13.8	45.2	-0.2	-0.3	-0.2	40.2	-85.7
pair	MACDhist	SLmean	neg-neg	103	34.3	-14.2	53.4	-0.1	-0.1	-0.2	46.2	-87.1
pair	SLmean	MACDhist	neg-neg	103	34.3	-14.2	53.4	-0.1	-0.1	-0.2	46.2	-87.1
pair	LWTI	MRmean	neg-pos	62	20.7	-14.6	45.2	-0.1	-0.2	-0.2	44.5	-79.4
pair	MRmean	LWTI	neg-pos	62	20.7	-14.6	45.2	-0.1	-0.2	-0.2	44.5	-79.4
pair	LWTI	RSmean	neg-pos	21	7.0	-16.7	33.3	-0.3	-0.6	-0.3	37.4	-49.1
pair	RSmean	LWTI	neg-pos	21	7.0	-16.7	33.3	-0.3	-0.6	-0.3	37.4	-49.1
pair	SLmean	MACD	neg-pos	48	16.0	-18.7	45.8	-0.3	-0.4	-0.2	43.4	-77.4
pair	MACD	SLmean	neg-pos	48	16.0	-18.7	45.8	-0.3	-0.4	-0.2	43.4	-77.4
pair	RSI	SLmean	neg-pos	30	10.0	-20.4	46.7	-0.5	-0.7	-0.4	32.6	-57.2
pair	SLmean	RSI	neg-pos	30	10.0	-20.4	46.7	-0.5	-0.7	-0.4	32.6	-57.2
pair	LWTI	MACDhist	neg-pos	61	20.3	-21.1	39.3	-0.5	-0.7	-0.3	36.1	-72.1
pair	MACDhist	LWTI	neg-pos	61	20.3	-21.1	39.3	-0.5	-0.7	-0.3	36.1	-72.1
pair	MACDhist	RSmean	neg-neg	21	7.0	-23.6	28.6	-0.6	-1.0	-0.5	36.7	-49.1
pair	RSmean	MACDhist	neg-neg	21	7.0	-23.6	28.6	-0.6	-1.0	-0.5	36.7	-49.1
pair	MACDhist	MACD	pos-neg	38	12.7	-23.9	42.1	-0.6	-0.8	-0.3	36.8	-71.5
pair	MACD	MACDhist	pos-neg	38	12.7	-23.9	42.1	-0.6	-0.8	-0.3	36.8	-71.5
pair	MACD	MRmean	neg-pos	37	12.3	-24.2	43.2	-0.3	-0.6	-0.3	48.1	-76.5
pair	MRmean	MACD	neg-pos	37	12.3	-24.2	43.2	-0.3	-0.6	-0.3	48.1	-76.5
pair	MRmean	RSmean	pos-neg	8	2.7	-25.0	25.0	-1.4	-3.0	-1.6	18.7	-16.1
pair	RSmean	MRmean	pos-neg	8	2.7	-25.0	25.0	-1.4	-3.0	-1.6	18.7	-16.1
pair	SLmean	RSmean	pos-neg	6	2.0	-26.2	33.3	-1.3	-3.8	-1.6	22.1	-16.1
pair	RSmean	SLmean	pos-neg	6	2.0	-26.2	33.3	-1.3	-3.8	-1.6	22.1	-16.1
pair	MACD	RSI	pos-neg	21	7.0	-27.5	38.1	-0.3	-0.6	-0.7	55.9	-37.8
pair	RSI	MACD	pos-neg	21	7.0	-27.5	38.1	-0.3	-0.6	-0.7	55.9	-37.8
pair	MRmean	RSI	neg-pos	18	6.0	-31.5	44.4	-0.8	-1.1	-0.7	38.2	-47.5
pair	RSI	MRmean	neg-pos	18	6.0	-31.5	44.4	-0.8	-1.1	-0.7	38.2	-47.5
pair	RSIhist	RSmean	neg-neg	14	4.7	-40.6	21.4	-1.1	-2.0	-0.8	38.7	-49.1
pair	RSmean	RSIhist	neg-neg	14	4.7	-40.6	21.4	-1.1	-2.0	-0.8	38.7	-49.1
pair	MACD	LWTI	pos-neg	7	2.3	-43.2	42.9	-1.4	-1.8	-1.2	34.8	-36.4
pair	LWTI	MACD	pos-neg	7	2.3	-43.2	42.9	-1.4	-1.8	-1.2	34.8	-36.4
pair	RSmean	MACD	neg-pos	3	1.0	-43.7	0.0	-3.7	-3.7	-3.3	14.9	-13.2
pair	MACD	RSmean	neg-pos	3	1.0	-43.7	0.0	-3.7	-3.7	-3.3	14.9	-13.2
pair	RSI	RSmean	neg-pos	7	2.3	-49.3	14.3	-2.0	-2.5	-1.7	31.3	-29.6
pair	RSmean	RSI	neg-pos	7	2.3	-49.3	14.3	-2.0	-2.5	-1.7	31.3	-29.6

All Contingency Tables for OIH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 29% \| MDD -60.6% Months 147M (49%)	CAGR -5.1% \| Win 46% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.2 Vol 21% \| MDD -30.5% Months 22M (7%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR 24.7% \| Win 58% Sharpe 0.89 \| Sortino 4.12 \| Calmar 1.3 Vol 29% \| MDD -18.5% Months 12M (4%)	CAGR -8.4% \| Win 55% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 48% \| MDD -87.3% Months 119M (40%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
SLmean only	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 55% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.1 Vol 28% \| MDD -59.8% Months 161M (54%)	CAGR -25.0% \| Win 25% Sharpe -1.44 \| Sortino -2.97 \| Calmar -1.5 Vol 19% \| MDD -16.1% Months 8M (3%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -5.8% \| Win 57% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 47% \| MDD -88.2% Months 114M (38%)	CAGR -5.4% \| Win 41% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.1 Vol 43% \| MDD -49.1% Months 17M (6%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
RSmean only	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 54% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -52.1% Months 96M (32%)	CAGR 4.8% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 31% \| MDD -58.3% Months 73M (24%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -24.2% \| Win 43% Sharpe -0.34 \| Sortino -0.56 \| Calmar -0.3 Vol 48% \| MDD -76.5% Months 37M (12%)	CAGR 2.7% \| Win 60% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.0 Vol 46% \| MDD -76.4% Months 94M (31%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
MACD only	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 56% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -58.1% Months 120M (40%)	CAGR 3.7% \| Win 47% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 31% \| MDD -56.7% Months 49M (16%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -31.5% \| Win 44% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.7 Vol 38% \| MDD -47.5% Months 18M (6%)	CAGR -0.9% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar -0.0 Vol 47% \| MDD -77.4% Months 113M (38%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
RSI only	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 28% \| MDD -50.0% Months 132M (44%)	CAGR -7.7% \| Win 40% Sharpe -0.18 \| Sortino -0.30 \| Calmar -0.2 Vol 26% \| MDD -39.9% Months 37M (12%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR 24.8% \| Win 56% Sharpe 0.69 \| Sortino 1.36 \| Calmar 0.8 Vol 47% \| MDD -31.8% Months 25M (8%)	CAGR -11.8% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 46% \| MDD -83.6% Months 106M (35%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 54% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 28% \| MDD -55.4% Months 140M (47%)	CAGR 8.7% \| Win 52% Sharpe 0.43 \| Sortino 0.70 \| Calmar 0.3 Vol 28% \| MDD -29.5% Months 29M (10%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR 7.7% \| Win 61% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.3 Vol 34% \| MDD -25.6% Months 23M (8%)	CAGR -8.4% \| Win 54% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.1 Vol 49% \| MDD -88.5% Months 108M (36%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 53% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -54.9% Months 143M (48%)	CAGR 3.7% \| Win 54% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 32% \| MDD -32.0% Months 26M (9%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -14.6% \| Win 45% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.2 Vol 44% \| MDD -79.4% Months 62M (21%)	CAGR 2.9% \| Win 64% Sharpe 0.32 \| Sortino 0.39 \| Calmar 0.0 Vol 48% \| MDD -71.0% Months 69M (23%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.4% \| Win 56% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.2 Vol 29% \| MDD -56.5% Months 153M (51%)	CAGR -26.2% \| Win 33% Sharpe -1.26 \| Sortino -3.75 \| Calmar -1.6 Vol 22% \| MDD -16.1% Months 6M (2%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR -8.0% \| Win 56% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.1 Vol 45% \| MDD -89.9% Months 122M (41%)	CAGR -7.2% \| Win 37% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.1 Vol 40% \| MDD -49.1% Months 19M (6%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
RSmean only	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.4% \| Win 54% Sharpe 0.33 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -48.1% Months 85M (28%)	CAGR 10.7% \| Win 55% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.2 Vol 32% \| MDD -55.0% Months 74M (25%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR -18.7% \| Win 46% Sharpe -0.26 \| Sortino -0.41 \| Calmar -0.2 Vol 43% \| MDD -77.4% Months 48M (16%)	CAGR -1.7% \| Win 57% Sharpe 0.21 \| Sortino 0.28 \| Calmar -0.0 Vol 45% \| MDD -76.4% Months 93M (31%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
MACD only	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.1% Months 108M (36%)	CAGR 11.5% \| Win 51% Sharpe 0.50 \| Sortino 0.90 \| Calmar 0.2 Vol 32% \| MDD -52.9% Months 51M (17%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR -20.4% \| Win 47% Sharpe -0.53 \| Sortino -0.69 \| Calmar -0.4 Vol 33% \| MDD -57.2% Months 30M (10%)	CAGR -4.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar -0.1 Vol 47% \| MDD -79.7% Months 111M (37%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
RSI only	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.0% \| Win 58% Sharpe 0.51 \| Sortino 0.75 \| Calmar 0.2 Vol 29% \| MDD -47.5% Months 119M (40%)	CAGR -1.3% \| Win 45% Sharpe 0.09 \| Sortino 0.17 \| Calmar -0.0 Vol 28% \| MDD -47.1% Months 40M (13%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR 11.6% \| Win 53% Sharpe 0.46 \| Sortino 0.90 \| Calmar 0.4 Vol 40% \| MDD -30.4% Months 38M (13%)	CAGR -14.2% \| Win 53% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.2 Vol 46% \| MDD -87.1% Months 103M (34%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.6% Months 141M (47%)	CAGR 26.7% \| Win 56% Sharpe 0.86 \| Sortino 1.47 \| Calmar 1.4 Vol 34% \| MDD -19.1% Months 18M (6%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR -1.1% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 34% \| MDD -28.7% Months 22M (7%)	CAGR -9.1% \| Win 53% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 46% \| MDD -88.7% Months 119M (40%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 54% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.2 Vol 28% \| MDD -46.5% Months 125M (42%)	CAGR 9.5% \| Win 56% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 32% \| MDD -37.1% Months 34M (11%)	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)
SLmean neg	CAGR -13.3% \| Win 45% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 40% \| MDD -80.5% Months 80M (27%)	CAGR -0.3% \| Win 64% Sharpe 0.27 \| Sortino 0.32 \| Calmar -0.0 Vol 50% \| MDD -71.0% Months 61M (20%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -2.9% \| Win 52% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 34% \| MDD -84.7% Months 130M (43%)	CAGR 5.2% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 40% \| MDD -89.7% Months 145M (48%)	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)
RSmean neg	CAGR -43.7% \| Win 0% Sharpe -3.71 \| Sortino -3.71 \| Calmar -3.3 Vol 15% \| MDD -13.2% Months 3M (1%)	CAGR -6.7% \| Win 41% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 38% \| MDD -49.1% Months 22M (7%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)
MACD only	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.3% \| Win 56% Sharpe 0.26 \| Sortino 0.36 \| Calmar 0.0 Vol 28% \| MDD -73.7% Months 131M (44%)	CAGR -0.5% \| Win 55% Sharpe 0.22 \| Sortino 0.31 \| Calmar -0.0 Vol 44% \| MDD -90.5% Months 144M (48%)	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)
RSmean neg	CAGR -49.3% \| Win 14% Sharpe -1.97 \| Sortino -2.53 \| Calmar -1.7 Vol 31% \| MDD -29.6% Months 7M (2%)	CAGR 8.7% \| Win 44% Sharpe 0.40 \| Sortino 0.91 \| Calmar 0.3 Vol 37% \| MDD -32.9% Months 18M (6%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)
RSI only	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 56% Sharpe 0.45 \| Sortino 0.72 \| Calmar 0.2 Vol 32% \| MDD -61.6% Months 153M (51%)	CAGR -8.4% \| Win 55% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 43% \| MDD -85.1% Months 122M (41%)	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)
RSmean neg	CAGR 82.1% \| Win 75% Sharpe 2.03 \| Sortino 0.00 \| Calmar 19.9 Vol 32% \| MDD -4.1% Months 4M (1%)	CAGR -23.6% \| Win 29% Sharpe -0.55 \| Sortino -1.04 \| Calmar -0.5 Vol 37% \| MDD -49.1% Months 21M (7%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 55% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 29% \| MDD -65.1% Months 152M (51%)	CAGR 0.2% \| Win 57% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 45% \| MDD -88.3% Months 123M (41%)	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)
RSmean neg	CAGR 44.4% \| Win 55% Sharpe 1.38 \| Sortino 8.66 \| Calmar 5.2 Vol 30% \| MDD -8.5% Months 11M (4%)	CAGR -40.6% \| Win 21% Sharpe -1.14 \| Sortino -2.04 \| Calmar -0.8 Vol 39% \| MDD -49.1% Months 14M (5%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 0.7% \| Win 53% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.0 Vol 33% \| MDD -89.8% Months 184M (61%)	CAGR 2.6% \| Win 62% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.0 Vol 45% \| MDD -76.1% Months 91M (30%)	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)
RSmean neg	CAGR -16.7% \| Win 33% Sharpe -0.31 \| Sortino -0.57 \| Calmar -0.3 Vol 37% \| MDD -49.1% Months 21M (7%)	CAGR 16.1% \| Win 50% Sharpe 0.55 \| Sortino 3.93 \| Calmar 1.6 Vol 36% \| MDD -10.2% Months 4M (1%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.1% \| Win 54% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 28% \| MDD -72.1% Months 112M (37%)	CAGR -27.5% \| Win 38% Sharpe -0.31 \| Sortino -0.56 \| Calmar -0.7 Vol 56% \| MDD -37.8% Months 21M (7%)	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)
MACD neg	CAGR -6.3% \| Win 58% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.2 Vol 34% \| MDD -41.9% Months 26M (9%)	CAGR 5.5% \| Win 56% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 41% \| MDD -88.0% Months 141M (47%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)
RSI only	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 5.3% \| Win 55% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 32% \| MDD -60.8% Months 95M (32%)	CAGR -23.9% \| Win 42% Sharpe -0.55 \| Sortino -0.76 \| Calmar -0.3 Vol 37% \| MDD -71.5% Months 38M (13%)	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)
MACD neg	CAGR 20.9% \| Win 60% Sharpe 0.75 \| Sortino 1.27 \| Calmar 0.5 Vol 32% \| MDD -41.3% Months 62M (21%)	CAGR -5.5% \| Win 54% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.1 Vol 44% \| MDD -83.1% Months 105M (35%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.2% \| Win 55% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -53.3% Months 73M (24%)	CAGR -11.1% \| Win 47% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 41% \| MDD -77.8% Months 60M (20%)	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)
MACD neg	CAGR 6.7% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 31% \| MDD -56.7% Months 90M (30%)	CAGR 0.0% \| Win 58% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.0 Vol 48% \| MDD -80.9% Months 77M (26%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -1.2% \| Win 52% Sharpe 0.13 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -82.0% Months 126M (42%)	CAGR -43.2% \| Win 43% Sharpe -1.43 \| Sortino -1.76 \| Calmar -1.2 Vol 35% \| MDD -36.4% Months 7M (2%)	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)
MACD neg	CAGR -1.3% \| Win 49% Sharpe 0.13 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.2% Months 79M (26%)	CAGR 8.1% \| Win 62% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.1 Vol 45% \| MDD -76.1% Months 88M (29%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 0.9% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.0 Vol 29% \| MDD -71.8% Months 115M (38%)	CAGR -6.2% \| Win 48% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.2 Vol 28% \| MDD -25.6% Months 23M (8%)	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)
RSI neg	CAGR 45.0% \| Win 60% Sharpe 1.16 \| Sortino 2.81 \| Calmar 1.2 Vol 38% \| MDD -36.4% Months 42M (14%)	CAGR -11.6% \| Win 52% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 44% \| MDD -86.0% Months 120M (40%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.3% \| Win 57% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -59.8% Months 97M (32%)	CAGR -8.5% \| Win 49% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.2 Vol 32% \| MDD -52.8% Months 41M (14%)	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)
RSI neg	CAGR 6.6% \| Win 52% Sharpe 0.36 \| Sortino 0.61 \| Calmar 0.1 Vol 31% \| MDD -55.1% Months 66M (22%)	CAGR -3.5% \| Win 55% Sharpe 0.19 \| Sortino 0.28 \| Calmar -0.0 Vol 50% \| MDD -83.1% Months 96M (32%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 0.0% \| Win 54% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.0 Vol 29% \| MDD -74.3% Months 133M (44%)	CAGR -9.4% \| Win 60% Sharpe -0.39 \| Sortino -7.62 \| Calmar -1.4 Vol 21% \| MDD -6.7% Months 5M (2%)	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)
RSI neg	CAGR -3.6% \| Win 44% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.0 Vol 40% \| MDD -76.5% Months 72M (24%)	CAGR 3.9% \| Win 61% Sharpe 0.33 \| Sortino 0.42 \| Calmar 0.1 Vol 45% \| MDD -76.1% Months 90M (30%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.1% \| Win 58% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.4 Vol 29% \| MDD -32.4% Months 116M (39%)	CAGR 8.7% \| Win 54% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.2 Vol 40% \| MDD -47.7% Months 41M (14%)	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)
MACDhist neg	CAGR -11.6% \| Win 47% Sharpe -0.27 \| Sortino -0.41 \| Calmar -0.2 Vol 29% \| MDD -59.8% Months 47M (16%)	CAGR -10.4% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 47% \| MDD -82.9% Months 96M (32%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)
RSIhist only	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.6% \| Win 56% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.1 Vol 32% \| MDD -62.2% Months 144M (48%)	CAGR 43.9% \| Win 69% Sharpe 1.27 \| Sortino 2.33 \| Calmar 3.2 Vol 33% \| MDD -13.5% Months 13M (4%)	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)
MACDhist neg	CAGR -21.1% \| Win 39% Sharpe -0.47 \| Sortino -0.72 \| Calmar -0.3 Vol 36% \| MDD -72.1% Months 61M (20%)	CAGR -2.2% \| Win 60% Sharpe 0.20 \| Sortino 0.25 \| Calmar -0.0 Vol 46% \| MDD -76.1% Months 82M (27%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 8.5% \| Win 55% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 28% \| MDD -43.2% Months 121M (40%)	CAGR -5.7% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 33% \| MDD -50.8% Months 42M (14%)	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 29% \| MDD -62.7% Months 163M (54%)
RSIhist neg	CAGR -13.8% \| Win 45% Sharpe -0.17 \| Sortino -0.28 \| Calmar -0.2 Vol 40% \| MDD -85.7% Months 84M (28%)	CAGR 10.7% \| Win 66% Sharpe 0.48 \| Sortino 0.55 \| Calmar 0.2 Vol 52% \| MDD -71.0% Months 53M (18%)	CAGR -5.0% \| Win 53% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 45% \| MDD -88.3% Months 137M (46%)
LWTI only	CAGR -1.2% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 33% \| MDD -88.7% Months 205M (68%)	CAGR 3.1% \| Win 61% Sharpe 0.31 \| Sortino 0.39 \| Calmar 0.0 Vol 44% \| MDD -76.1% Months 95M (32%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 29% \| MDD -60.6% Months 147M (49%)	CAGR -5.1% \| Win 46% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.2 Vol 21% \| MDD -30.5% Months 22M (7%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR 24.7% \| Win 58% Sharpe 0.89 \| Sortino 4.12 \| Calmar 1.3 Vol 29% \| MDD -18.5% Months 12M (4%)	CAGR -8.4% \| Win 55% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 48% \| MDD -87.3% Months 119M (40%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
SLmean only	CAGR 7.8% \| Win 55% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 29% \| MDD -58.3% Months 159M (53%)	CAGR -7.9% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.1 Vol 45% \| MDD -88.2% Months 141M (47%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 55% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.1 Vol 28% \| MDD -59.8% Months 161M (54%)	CAGR -25.0% \| Win 25% Sharpe -1.44 \| Sortino -2.97 \| Calmar -1.5 Vol 19% \| MDD -16.1% Months 8M (3%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -5.8% \| Win 57% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 47% \| MDD -88.2% Months 114M (38%)	CAGR -5.4% \| Win 41% Sharpe 0.07 \| Sortino 0.13 \| Calmar -0.1 Vol 43% \| MDD -49.1% Months 17M (6%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
RSmean only	CAGR 1.3% \| Win 56% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 37% \| MDD -93.8% Months 275M (92%)	CAGR -12.2% \| Win 36% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -49.1% Months 25M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 54% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -52.1% Months 96M (32%)	CAGR 4.8% \| Win 52% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 31% \| MDD -58.3% Months 73M (24%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -24.2% \| Win 43% Sharpe -0.34 \| Sortino -0.56 \| Calmar -0.3 Vol 48% \| MDD -76.5% Months 37M (12%)	CAGR 2.7% \| Win 60% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.0 Vol 46% \| MDD -76.4% Months 94M (31%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
MACD only	CAGR -4.1% \| Win 51% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 33% \| MDD -84.7% Months 133M (44%)	CAGR 3.6% \| Win 56% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.0 Vol 40% \| MDD -88.5% Months 167M (56%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 56% Sharpe 0.33 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -58.1% Months 120M (40%)	CAGR 3.7% \| Win 47% Sharpe 0.27 \| Sortino 0.46 \| Calmar 0.1 Vol 31% \| MDD -56.7% Months 49M (16%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR -31.5% \| Win 44% Sharpe -0.78 \| Sortino -1.06 \| Calmar -0.7 Vol 38% \| MDD -47.5% Months 18M (6%)	CAGR -0.9% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar -0.0 Vol 47% \| MDD -77.4% Months 113M (38%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
RSI only	CAGR -0.3% \| Win 54% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 29% \| MDD -76.0% Months 138M (46%)	CAGR 0.5% \| Win 54% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.0 Vol 43% \| MDD -89.4% Months 162M (54%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 57% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 28% \| MDD -50.0% Months 132M (44%)	CAGR -7.7% \| Win 40% Sharpe -0.18 \| Sortino -0.30 \| Calmar -0.2 Vol 26% \| MDD -39.9% Months 37M (12%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -61.5% Months 169M (56%)
MRmean neg	CAGR 24.8% \| Win 56% Sharpe 0.69 \| Sortino 1.36 \| Calmar 0.8 Vol 47% \| MDD -31.8% Months 25M (8%)	CAGR -11.8% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 46% \| MDD -83.6% Months 106M (35%)	CAGR -5.8% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.1 Vol 46% \| MDD -86.2% Months 131M (44%)
MACDhist only	CAGR 11.2% \| Win 57% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 32% \| MDD -57.1% Months 157M (52%)	CAGR -10.8% \| Win 51% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 42% \| MDD -86.0% Months 143M (48%)