OILK - ProShares K-1 Free Crude Oil

Signal Pair Analysis

MRmean-RSmean

Best Pair

220.2%

Best CAGR

Total Months

13.0%

Avg CAGR

OILK 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 OILK

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	1	0.8	220.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.8	220.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.8	220.2	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.8	220.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MRmean	pos-neg	10	8.3	127.8	90.0	4.1	0.0	46.5	21.1	-2.7
pair	MRmean	RSI	pos-neg	10	8.3	127.8	90.0	4.1	0.0	46.5	21.1	-2.7
pair	MACDhist	RSI	neg-pos	6	5.0	111.9	83.3	4.2	0.0	0.0	18.6	0.0
pair	RSI	MACDhist	neg-pos	6	5.0	111.9	83.3	4.2	0.0	0.0	18.6	0.0
pair	SLmean	RSI	pos-neg	14	11.6	110.7	92.9	4.7	0.0	40.3	16.8	-2.7
pair	RSI	SLmean	pos-neg	14	11.6	110.7	92.9	4.7	0.0	40.3	16.8	-2.7
pair	MRmean	SLmean	neg-pos	5	4.1	108.3	100.0	14.2	0.0	0.0	5.4	0.0
pair	SLmean	MRmean	neg-pos	5	4.1	108.3	100.0	14.2	0.0	0.0	5.4	0.0
pair	RSI	RSIhist	neg-pos	11	9.1	97.1	81.8	3.4	11.3	35.3	21.3	-2.7
pair	RSIhist	RSI	neg-pos	11	9.1	97.1	81.8	3.4	11.3	35.3	21.3	-2.7
pair	RSIhist	MRmean	neg-pos	4	3.3	59.6	75.0	2.3	0.0	0.0	21.9	0.0
pair	MRmean	RSIhist	neg-pos	4	3.3	59.6	75.0	2.3	0.0	0.0	21.9	0.0
pair	MACD	MACDhist	neg-pos	12	9.9	58.1	75.0	1.8	2.3	4.0	28.2	-14.5
pair	MACDhist	MACD	neg-pos	12	9.9	58.1	75.0	1.8	2.3	4.0	28.2	-14.5
pair	LWTI	RSI	neg-neg	29	24.0	49.9	65.5	1.2	1.5	1.5	40.6	-32.4
pair	RSI	LWTI	neg-neg	29	24.0	49.9	65.5	1.2	1.5	1.5	40.6	-32.4
pair	RSI	MACD	pos-neg	14	11.6	48.0	71.4	1.8	3.3	10.0	24.3	-4.8
pair	MACD	RSI	pos-neg	14	11.6	48.0	71.4	1.8	3.3	10.0	24.3	-4.8
pair	MRmean	MACDhist	neg-pos	2	1.7	45.4	50.0	1.3	0.0	15.7	30.6	-2.9
pair	MACDhist	MRmean	neg-pos	2	1.7	45.4	50.0	1.3	0.0	15.7	30.6	-2.9
pair	MACD	SLmean	pos-neg	31	25.6	44.6	74.2	1.6	2.1	2.6	26.4	-16.9
pair	SLmean	MACD	pos-neg	31	25.6	44.6	74.2	1.6	2.1	2.6	26.4	-16.9
pair	MRmean	MACD	pos-neg	29	24.0	42.9	72.4	1.4	2.1	2.5	27.7	-16.9
pair	MACD	MRmean	pos-neg	29	24.0	42.9	72.4	1.4	2.1	2.5	27.7	-16.9
pair	MACD	RSIhist	neg-pos	31	25.6	36.3	71.0	1.3	1.9	1.5	26.5	-24.6
pair	RSIhist	MACD	neg-pos	31	25.6	36.3	71.0	1.3	1.9	1.5	26.5	-24.6
pair	MACDhist	RSIhist	pos-pos	30	24.8	34.7	60.0	1.2	2.5	1.5	29.7	-22.9
pair	RSIhist	MACDhist	pos-pos	30	24.8	34.7	60.0	1.2	2.5	1.5	29.7	-22.9
pair	SLmean	LWTI	pos-pos	51	42.1	33.1	64.7	1.3	2.3	1.5	24.9	-22.3
pair	LWTI	SLmean	pos-pos	51	42.1	33.1	64.7	1.3	2.3	1.5	24.9	-22.3
pair	MACD	LWTI	neg-neg	22	18.2	32.7	59.1	0.8	1.1	0.8	47.5	-42.9
pair	LWTI	MACD	neg-neg	22	18.2	32.7	59.1	0.8	1.1	0.8	47.5	-42.9
pair	RSIhist	LWTI	pos-pos	46	38.0	32.2	63.0	1.2	2.4	1.5	26.5	-21.0
pair	LWTI	RSIhist	pos-pos	46	38.0	32.2	63.0	1.2	2.4	1.5	26.5	-21.0
pair	MACDhist	SLmean	pos-pos	32	26.4	31.4	56.2	1.1	2.3	1.3	28.9	-24.2
pair	SLmean	MACDhist	pos-pos	32	26.4	31.4	56.2	1.1	2.3	1.3	28.9	-24.2
pair	MRmean	LWTI	neg-neg	26	21.5	31.3	61.5	0.9	1.1	0.9	42.1	-35.0
pair	LWTI	MRmean	neg-neg	26	21.5	31.3	61.5	0.9	1.1	0.9	42.1	-35.0
pair	MRmean	MACD	neg-pos	23	19.0	27.4	60.9	1.2	2.4	2.3	22.9	-12.0
pair	MACD	MRmean	neg-pos	23	19.0	27.4	60.9	1.2	2.4	2.3	22.9	-12.0
pair	LWTI	MACDhist	pos-pos	38	31.4	27.3	52.6	1.0	2.0	0.8	29.5	-34.2
pair	MACDhist	LWTI	pos-pos	38	31.4	27.3	52.6	1.0	2.0	0.8	29.5	-34.2
pair	MACDhist	RSmean	pos-pos	40	33.1	27.2	52.5	1.0	2.1	0.8	29.0	-34.2
pair	RSmean	MACDhist	pos-pos	40	33.1	27.2	52.5	1.0	2.1	0.8	29.0	-34.2
single	MACDhist	MACDhist	pos-pos	40	33.1	27.2	52.5	1.0	2.1	0.8	29.0	-34.2
pair	RSIhist	RSmean	pos-pos	54	44.6	26.8	63.0	1.0	1.7	0.7	28.7	-37.2
pair	SLmean	RSIhist	pos-pos	54	44.6	26.8	63.0	1.0	1.7	0.7	28.7	-37.2
pair	RSIhist	SLmean	pos-pos	54	44.6	26.8	63.0	1.0	1.7	0.7	28.7	-37.2
pair	RSmean	RSIhist	pos-pos	54	44.6	26.8	63.0	1.0	1.7	0.7	28.7	-37.2
pair	MACDhist	MRmean	pos-pos	38	31.4	26.3	52.6	0.9	2.0	0.7	29.4	-38.2
pair	MRmean	MACDhist	pos-pos	38	31.4	26.3	52.6	0.9	2.0	0.7	29.4	-38.2
single	RSIhist	RSIhist	pos-pos	56	46.3	26.2	62.5	1.0	1.7	0.7	28.5	-37.2
pair	MACDhist	LWTI	pos-neg	2	1.7	26.2	50.0	1.1	0.0	0.0	23.6	0.0
pair	LWTI	MACDhist	pos-neg	2	1.7	26.2	50.0	1.1	0.0	0.0	23.6	0.0
single	SLmean	SLmean	pos-pos	65	53.7	25.7	64.6	1.0	1.5	1.0	27.7	-24.9
pair	RSI	RSmean	pos-neg	38	31.4	24.9	71.1	0.8	0.6	0.4	49.7	-69.4
pair	RSmean	RSI	pos-neg	38	31.4	24.9	71.1	0.8	0.6	0.4	49.7	-69.4
pair	RSIhist	MRmean	pos-pos	52	43.0	24.0	61.5	0.9	1.5	0.6	29.0	-37.2
pair	MRmean	RSIhist	pos-pos	52	43.0	24.0	61.5	0.9	1.5	0.6	29.0	-37.2
pair	RSmean	SLmean	pos-pos	64	52.9	23.9	64.1	0.9	1.4	0.8	27.7	-29.5
pair	SLmean	RSmean	pos-pos	64	52.9	23.9	64.1	0.9	1.4	0.8	27.7	-29.5
pair	SLmean	LWTI	neg-neg	23	19.0	21.7	56.5	0.7	0.9	0.6	44.5	-35.0
pair	LWTI	SLmean	neg-neg	23	19.0	21.7	56.5	0.7	0.9	0.6	44.5	-35.0
pair	MRmean	LWTI	pos-pos	56	46.3	20.7	58.9	0.8	1.2	0.6	28.4	-34.5
pair	LWTI	MRmean	pos-pos	56	46.3	20.7	58.9	0.8	1.2	0.6	28.4	-34.5
pair	MRmean	SLmean	pos-pos	60	49.6	20.5	61.7	0.8	1.3	0.7	28.5	-28.6
pair	SLmean	MRmean	pos-pos	60	49.6	20.5	61.7	0.8	1.3	0.7	28.5	-28.6
pair	SLmean	RSIhist	pos-neg	11	9.1	20.4	72.7	0.9	0.7	1.3	23.4	-15.4
pair	MACDhist	SLmean	pos-neg	33	27.3	20.4	72.7	0.8	1.0	0.9	26.9	-22.4
pair	RSIhist	SLmean	pos-neg	11	9.1	20.4	72.7	0.9	0.7	1.3	23.4	-15.4
pair	SLmean	MACDhist	pos-neg	33	27.3	20.4	72.7	0.8	1.0	0.9	26.9	-22.4
pair	LWTI	RSIhist	neg-neg	27	22.3	18.5	59.3	0.6	0.8	0.6	43.2	-32.4
pair	RSIhist	LWTI	neg-neg	27	22.3	18.5	59.3	0.6	0.8	0.6	43.2	-32.4
pair	RSIhist	MACDhist	neg-pos	26	21.5	17.1	65.4	0.7	1.0	0.5	27.4	-37.2
pair	MACDhist	RSIhist	neg-pos	26	21.5	17.1	65.4	0.7	1.0	0.5	27.4	-37.2
pair	RSI	MACDhist	pos-pos	34	28.1	16.3	47.1	0.7	1.4	0.5	30.0	-34.2
pair	MACDhist	RSI	pos-pos	34	28.1	16.3	47.1	0.7	1.4	0.5	30.0	-34.2
pair	MACD	MACDhist	pos-pos	28	23.1	15.9	42.9	0.6	1.6	0.5	29.5	-34.2
pair	MACDhist	MACD	pos-pos	28	23.1	15.9	42.9	0.6	1.6	0.5	29.5	-34.2
pair	MACD	RSIhist	pos-pos	25	20.7	14.8	52.0	0.6	1.2	0.9	31.1	-16.6
pair	RSIhist	MACD	pos-pos	25	20.7	14.8	52.0	0.6	1.2	0.9	31.1	-16.6
single	RSI	RSI	neg-neg	50	41.3	14.8	62.0	0.6	0.6	0.2	45.1	-73.4
pair	RSmean	LWTI	pos-neg	34	28.1	14.0	61.8	0.5	0.7	0.3	42.6	-42.9
pair	LWTI	RSmean	pos-neg	34	28.1	14.0	61.8	0.5	0.7	0.3	42.6	-42.9
single	LWTI	LWTI	neg-neg	37	30.6	13.8	59.5	0.5	0.7	0.3	41.3	-42.9
pair	MACDhist	LWTI	neg-neg	35	28.9	13.2	60.0	0.5	0.7	0.3	42.3	-42.9
pair	LWTI	MACDhist	neg-neg	35	28.9	13.2	60.0	0.5	0.7	0.3	42.3	-42.9
pair	RSIhist	RSI	pos-pos	45	37.2	13.2	57.8	0.6	1.0	0.3	29.3	-44.4
pair	RSI	RSIhist	pos-pos	45	37.2	13.2	57.8	0.6	1.0	0.3	29.3	-44.4
single	MRmean	MRmean	pos-pos	67	55.4	13.1	58.2	0.6	0.8	0.3	30.4	-43.2
pair	LWTI	RSmean	neg-neg	3	2.5	12.4	33.3	0.5	1.9	6.8	27.5	-1.8
pair	RSmean	LWTI	neg-neg	3	2.5	12.4	33.3	0.5	1.9	6.8	27.5	-1.8
pair	SLmean	RSIhist	neg-pos	2	1.7	12.1	50.0	0.4	0.0	0.0	31.8	0.0
pair	RSIhist	SLmean	neg-pos	2	1.7	12.1	50.0	0.4	0.0	0.0	31.8	0.0
pair	RSIhist	RSmean	neg-pos	2	1.7	12.1	50.0	0.4	0.0	0.0	31.8	0.0
pair	RSmean	RSIhist	neg-pos	2	1.7	12.1	50.0	0.4	0.0	0.0	31.8	0.0
pair	MACDhist	SLmean	neg-pos	8	6.6	11.9	37.5	0.5	1.1	0.8	31.3	-14.6
pair	SLmean	MACDhist	neg-pos	8	6.6	11.9	37.5	0.5	1.1	0.8	31.3	-14.6
pair	MRmean	RSmean	pos-pos	66	54.5	11.4	57.6	0.5	0.8	0.2	30.4	-48.5
pair	RSmean	MRmean	pos-pos	66	54.5	11.4	57.6	0.5	0.8	0.2	30.4	-48.5
pair	LWTI	RSI	pos-pos	63	52.1	11.3	54.0	0.5	0.8	0.3	26.9	-35.2
pair	RSI	LWTI	pos-pos	63	52.1	11.3	54.0	0.5	0.8	0.3	26.9	-35.2
pair	MACD	LWTI	pos-pos	46	38.0	11.2	50.0	0.5	0.8	0.4	28.5	-31.1
pair	LWTI	MACD	pos-pos	46	38.0	11.2	50.0	0.5	0.8	0.4	28.5	-31.1
pair	SLmean	MACD	pos-pos	34	28.1	10.6	55.9	0.5	0.8	0.4	28.7	-28.6
pair	MACD	SLmean	pos-pos	34	28.1	10.6	55.9	0.5	0.8	0.4	28.7	-28.6
pair	MACD	RSmean	pos-neg	46	38.0	9.8	65.2	0.5	0.5	0.1	47.0	-76.7
pair	RSmean	MACD	pos-neg	46	38.0	9.8	65.2	0.5	0.5	0.1	47.0	-76.7
single	RSmean	RSmean	pos-pos	104	86.0	9.2	59.6	0.5	0.5	0.1	38.0	-79.9
pair	SLmean	RSI	pos-pos	51	42.1	9.1	56.9	0.4	0.7	0.2	28.8	-41.0
pair	RSI	SLmean	pos-pos	51	42.1	9.1	56.9	0.4	0.7	0.2	28.8	-41.0
pair	RSmean	MACD	pos-pos	58	47.9	8.8	55.2	0.4	0.7	0.3	29.2	-27.9
pair	MACD	RSmean	pos-pos	58	47.9	8.8	55.2	0.4	0.7	0.3	29.2	-27.9
pair	MACD	RSI	neg-pos	24	19.8	7.7	62.5	0.4	0.6	0.2	26.5	-33.2
pair	RSI	MACD	neg-pos	24	19.8	7.7	62.5	0.4	0.6	0.2	26.5	-33.2
pair	RSIhist	MACDhist	pos-neg	10	8.3	7.3	30.0	0.4	0.8	0.5	27.7	-16.0
pair	MACDhist	RSIhist	pos-neg	10	8.3	7.3	30.0	0.4	0.8	0.5	27.7	-16.0
pair	LWTI	RSmean	pos-pos	70	57.9	7.0	58.6	0.4	0.4	0.1	35.8	-61.5
pair	RSmean	LWTI	pos-pos	70	57.9	7.0	58.6	0.4	0.4	0.1	35.8	-61.5
single	MACD	MACD	pos-pos	61	50.4	5.9	52.5	0.3	0.5	0.2	28.8	-27.9
pair		benchmark___benchmark_	benchmark-benchmark	121	100.0	5.7	56.2	0.4	0.4	0.1	36.2	-81.6
pair	benchmark___benchmark_		benchmark-benchmark	121	100.0	5.7	56.2	0.4	0.4	0.1	36.2	-81.6
pair	MACDhist	RSI	neg-neg	44	36.4	5.6	59.1	0.4	0.4	0.1	47.3	-73.4
pair	RSI	MACDhist	neg-neg	44	36.4	5.6	59.1	0.4	0.4	0.1	47.3	-73.4
pair	RSmean	MRmean	neg-pos	38	31.4	5.5	63.2	0.4	0.4	0.1	48.9	-69.4
pair	MRmean	RSmean	neg-pos	38	31.4	5.5	63.2	0.4	0.4	0.1	48.9	-69.4
single	MACD	MACD	neg-neg	60	49.6	5.4	60.0	0.4	0.4	0.1	42.7	-77.6
pair	RSI	MACD	neg-neg	36	29.8	3.9	58.3	0.4	0.4	0.1	51.1	-73.4
pair	MACD	RSI	neg-neg	36	29.8	3.9	58.3	0.4	0.4	0.1	51.1	-73.4
single	LWTI	LWTI	pos-pos	84	69.4	2.2	54.8	0.3	0.3	0.0	33.9	-66.5
pair	LWTI	SLmean	pos-neg	14	11.6	2.0	64.3	0.2	0.4	0.1	36.7	-15.4
pair	SLmean	LWTI	pos-neg	14	11.6	2.0	64.3	0.2	0.4	0.1	36.7	-15.4
pair	RSIhist	LWTI	pos-neg	10	8.3	2.0	60.0	0.2	0.3	0.1	37.5	-15.4
pair	LWTI	RSIhist	pos-neg	10	8.3	2.0	60.0	0.2	0.3	0.1	37.5	-15.4
pair	RSI	RSmean	pos-pos	66	54.5	1.1	53.0	0.2	0.3	0.0	29.1	-57.4
pair	RSmean	RSI	pos-pos	66	54.5	1.1	53.0	0.2	0.3	0.0	29.1	-57.4
pair	MACD	SLmean	neg-pos	27	22.3	0.2	48.1	0.1	0.2	0.0	29.3	-19.4
pair	SLmean	MACD	neg-pos	27	22.3	0.2	48.1	0.1	0.2	0.0	29.3	-19.4
pair	RSIhist	MACD	pos-neg	36	29.8	0.1	52.8	0.1	0.2	0.0	27.3	-20.7
pair	MACD	RSIhist	pos-neg	36	29.8	0.1	52.8	0.1	0.2	0.0	27.3	-20.7
pair	MRmean	RSI	pos-pos	57	47.1	0.1	52.6	0.1	0.2	0.0	30.5	-59.7
pair	RSI	MRmean	pos-pos	57	47.1	0.1	52.6	0.1	0.2	0.0	30.5	-59.7
single	RSI	RSI	pos-pos	71	58.7	-0.3	52.1	0.1	0.2	-0.0	28.4	-59.4
pair	RSmean	MACDhist	pos-neg	64	52.9	-0.8	64.1	0.2	0.2	-0.0	42.7	-79.9
pair	MACDhist	RSmean	pos-neg	64	52.9	-0.8	64.1	0.2	0.2	-0.0	42.7	-79.9
pair	RSIhist	RSI	neg-neg	39	32.2	-1.5	56.4	0.3	0.3	-0.0	49.3	-73.4
pair	RSI	RSIhist	neg-neg	39	32.2	-1.5	56.4	0.3	0.3	-0.0	49.3	-73.4
pair	MRmean	RSI	neg-pos	14	11.6	-1.9	50.0	-0.0	-0.0	-0.1	18.7	-13.9
pair	RSI	MRmean	neg-pos	14	11.6	-1.9	50.0	-0.0	-0.0	-0.1	18.7	-13.9
pair	MACD	MACDhist	pos-neg	33	27.3	-2.0	60.6	0.1	0.1	-0.1	28.4	-22.0
pair	MACDhist	MACD	pos-neg	33	27.3	-2.0	60.6	0.1	0.1	-0.1	28.4	-22.0
pair	MACDhist	MRmean	pos-neg	29	24.0	-2.1	65.5	0.1	0.1	-0.1	31.7	-43.2
pair	MRmean	MACDhist	pos-neg	29	24.0	-2.1	65.5	0.1	0.1	-0.1	31.7	-43.2
single	MRmean	MRmean	neg-neg	54	44.6	-2.9	53.7	0.2	0.2	-0.0	42.6	-74.3
pair	RSI	MRmean	neg-neg	40	33.1	-3.3	55.0	0.2	0.2	-0.0	48.5	-74.3
pair	MRmean	RSI	neg-neg	40	33.1	-3.3	55.0	0.2	0.2	-0.0	48.5	-74.3
single	MACDhist	MACDhist	neg-neg	81	66.9	-3.6	58.0	0.1	0.1	-0.0	39.3	-81.6
pair	MACD	RSI	pos-pos	47	38.8	-4.2	46.8	0.0	0.0	-0.1	29.6	-42.3
pair	RSI	MACD	pos-pos	47	38.8	-4.2	46.8	0.0	0.0	-0.1	29.6	-42.3
pair	MACDhist	MRmean	neg-neg	52	43.0	-4.4	53.8	0.2	0.2	-0.1	43.2	-74.3
pair	MRmean	MACDhist	neg-neg	52	43.0	-4.4	53.8	0.2	0.2	-0.1	43.2	-74.3
pair	MACDhist	MACD	neg-neg	48	39.7	-4.7	56.2	0.2	0.2	-0.1	45.5	-77.6
pair	MACD	MACDhist	neg-neg	48	39.7	-4.7	56.2	0.2	0.2	-0.1	45.5	-77.6
pair	MACD	MRmean	pos-pos	38	31.4	-5.3	47.4	-0.0	-0.0	-0.1	31.7	-42.7
pair	MRmean	MACD	pos-pos	38	31.4	-5.3	47.4	-0.0	-0.0	-0.1	31.7	-42.7
pair	MRmean	RSIhist	neg-neg	50	41.3	-6.7	52.0	0.1	0.1	-0.1	43.9	-74.3
pair	RSIhist	MRmean	neg-neg	50	41.3	-6.7	52.0	0.1	0.1	-0.1	43.9	-74.3
pair	RSIhist	RSmean	pos-neg	50	41.3	-7.1	56.0	0.1	0.1	-0.1	46.0	-69.4
pair	RSmean	RSIhist	pos-neg	50	41.3	-7.1	56.0	0.1	0.1	-0.1	46.0	-69.4
pair	MACD	RSmean	neg-neg	14	11.6	-7.6	42.9	-0.2	-0.5	-0.4	23.9	-19.6
pair	RSmean	MACD	neg-neg	14	11.6	-7.6	42.9	-0.2	-0.5	-0.4	23.9	-19.6
pair	LWTI	MACD	neg-pos	38	31.4	-7.7	60.5	0.1	0.1	-0.1	39.8	-64.8
pair	MACD	LWTI	neg-pos	38	31.4	-7.7	60.5	0.1	0.1	-0.1	39.8	-64.8
pair	LWTI	MACD	pos-neg	15	12.4	-9.1	60.0	-0.2	-0.2	-0.6	30.0	-15.4
pair	MACD	LWTI	pos-neg	15	12.4	-9.1	60.0	-0.2	-0.2	-0.6	30.0	-15.4
single	RSIhist	RSIhist	neg-neg	65	53.7	-9.4	50.8	0.0	0.0	-0.1	41.6	-74.5
pair	RSI	SLmean	neg-neg	36	29.8	-9.4	50.0	0.1	0.1	-0.1	51.1	-74.3
pair	SLmean	RSI	neg-neg	36	29.8	-9.4	50.0	0.1	0.1	-0.1	51.1	-74.3
pair	SLmean	MRmean	neg-neg	49	40.5	-10.2	49.0	0.0	0.0	-0.1	44.3	-74.3
pair	MRmean	SLmean	neg-neg	49	40.5	-10.2	49.0	0.0	0.0	-0.1	44.3	-74.3
pair	RSmean	SLmean	neg-pos	40	33.1	-10.7	52.5	0.1	0.1	-0.1	50.4	-69.4
pair	SLmean	RSmean	neg-pos	40	33.1	-10.7	52.5	0.1	0.1	-0.1	50.4	-69.4
pair	RSIhist	MACDhist	neg-neg	55	45.5	-12.1	54.5	-0.0	-0.0	-0.2	43.8	-74.5
pair	MACDhist	RSIhist	neg-neg	55	45.5	-12.1	54.5	-0.0	-0.0	-0.2	43.8	-74.5
pair	RSI	RSmean	neg-neg	12	9.9	-12.3	33.3	-0.4	-0.9	-0.8	23.9	-14.5
pair	RSmean	RSI	neg-neg	12	9.9	-12.3	33.3	-0.4	-0.9	-0.8	23.9	-14.5
pair	RSI	MACDhist	pos-neg	37	30.6	-13.5	56.8	-0.4	-0.5	-0.2	26.7	-54.9
pair	MACDhist	RSI	pos-neg	37	30.6	-13.5	56.8	-0.4	-0.5	-0.2	26.7	-54.9
single	SLmean	SLmean	neg-neg	56	46.3	-13.6	46.4	-0.1	-0.1	-0.2	43.9	-79.8
single	RSmean	RSmean	neg-neg	17	14.0	-13.7	35.3	-0.6	-1.2	-0.6	22.1	-24.2
pair	MACDhist	RSmean	neg-neg	17	14.0	-13.7	35.3	-0.6	-1.2	-0.6	22.1	-24.2
pair	RSmean	MACDhist	neg-neg	17	14.0	-13.7	35.3	-0.6	-1.2	-0.6	22.1	-24.2
pair	SLmean	RSIhist	neg-neg	54	44.6	-14.5	46.3	-0.1	-0.1	-0.2	44.5	-80.1
pair	RSIhist	SLmean	neg-neg	54	44.6	-14.5	46.3	-0.1	-0.1	-0.2	44.5	-80.1
pair	LWTI	MACDhist	neg-pos	46	38.0	-14.7	56.5	-0.2	-0.2	-0.2	36.9	-66.9
pair	MACDhist	LWTI	neg-pos	46	38.0	-14.7	56.5	-0.2	-0.2	-0.2	36.9	-66.9
pair	RSIhist	RSmean	neg-neg	15	12.4	-16.6	33.3	-0.7	-1.5	-0.7	21.8	-25.6
pair	RSmean	RSIhist	neg-neg	15	12.4	-16.6	33.3	-0.7	-1.5	-0.7	21.8	-25.6
pair	RSmean	RSI	neg-pos	5	4.1	-16.8	40.0	-0.8	-3.0	-1.2	19.6	-13.8
pair	RSI	RSmean	neg-pos	5	4.1	-16.8	40.0	-0.8	-3.0	-1.2	19.6	-13.8
pair	SLmean	MACDhist	neg-neg	48	39.7	-17.3	47.9	-0.1	-0.1	-0.2	45.9	-79.8
pair	MACDhist	SLmean	neg-neg	48	39.7	-17.3	47.9	-0.1	-0.1	-0.2	45.9	-79.8
pair	RSIhist	MRmean	pos-neg	15	12.4	-17.6	46.7	-0.4	-0.5	-0.6	34.1	-31.2
pair	MRmean	RSIhist	pos-neg	15	12.4	-17.6	46.7	-0.4	-0.5	-0.6	34.1	-31.2
pair	LWTI	RSmean	neg-pos	14	11.6	-18.4	35.7	-0.8	-1.7	-0.7	21.6	-26.4
pair	RSmean	LWTI	neg-pos	14	11.6	-18.4	35.7	-0.8	-1.7	-0.7	21.6	-26.4
pair	MRmean	LWTI	pos-neg	11	9.1	-18.7	54.5	-0.3	-0.6	-1.0	39.3	-19.6
pair	LWTI	MRmean	pos-neg	11	9.1	-18.7	54.5	-0.3	-0.6	-1.0	39.3	-19.6
pair	MACD	RSIhist	neg-neg	29	24.0	-19.8	48.3	-0.1	-0.1	-0.3	55.0	-74.1
pair	RSIhist	MACD	neg-neg	29	24.0	-19.8	48.3	-0.1	-0.1	-0.3	55.0	-74.1
pair	RSIhist	RSI	pos-neg	26	21.5	-20.0	42.3	-0.7	-0.8	-0.4	26.1	-48.7
pair	RSI	RSIhist	pos-neg	26	21.5	-20.0	42.3	-0.7	-0.8	-0.4	26.1	-48.7
pair	MRmean	RSmean	neg-neg	16	13.2	-20.4	31.2	-1.0	-2.1	-0.7	20.4	-31.2
pair	RSmean	MRmean	neg-neg	16	13.2	-20.4	31.2	-1.0	-2.1	-0.7	20.4	-31.2
pair	RSmean	SLmean	neg-neg	16	13.2	-20.4	31.2	-1.0	-2.1	-0.7	20.4	-31.2
pair	SLmean	RSmean	neg-neg	16	13.2	-20.4	31.2	-1.0	-2.1	-0.7	20.4	-31.2
pair	LWTI	RSI	neg-pos	21	17.4	-20.6	57.1	-0.1	-0.1	-0.3	50.2	-60.6
pair	RSI	LWTI	neg-pos	21	17.4	-20.6	57.1	-0.1	-0.1	-0.3	50.2	-60.6
pair	MACD	MRmean	neg-neg	31	25.6	-20.7	48.4	-0.1	-0.1	-0.3	52.8	-76.1
pair	MRmean	MACD	neg-neg	31	25.6	-20.7	48.4	-0.1	-0.1	-0.3	52.8	-76.1
pair	SLmean	RSI	neg-pos	20	16.5	-20.8	40.0	-0.7	-0.9	-0.5	27.0	-46.5
pair	RSI	SLmean	neg-pos	20	16.5	-20.8	40.0	-0.7	-0.9	-0.5	27.0	-46.5
pair	SLmean	MACD	neg-neg	29	24.0	-24.8	44.8	-0.2	-0.2	-0.3	54.6	-76.1
pair	MACD	SLmean	neg-neg	29	24.0	-24.8	44.8	-0.2	-0.2	-0.3	54.6	-76.1
pair	RSIhist	LWTI	neg-pos	38	31.4	-25.1	44.7	-0.4	-0.4	-0.4	40.2	-68.6
pair	LWTI	RSIhist	neg-pos	38	31.4	-25.1	44.7	-0.4	-0.4	-0.4	40.2	-68.6
pair	MRmean	LWTI	neg-pos	28	23.1	-26.7	46.4	-0.4	-0.4	-0.4	42.4	-60.6
pair	LWTI	MRmean	neg-pos	28	23.1	-26.7	46.4	-0.4	-0.4	-0.4	42.4	-60.6
pair	SLmean	LWTI	neg-pos	33	27.3	-32.0	39.4	-0.6	-0.6	-0.4	42.9	-72.6
pair	LWTI	SLmean	neg-pos	33	27.3	-32.0	39.4	-0.6	-0.6	-0.4	42.9	-72.6
pair	SLmean	MRmean	pos-neg	7	5.8	-34.2	28.6	-0.8	-1.1	-1.7	43.4	-19.7
pair	MRmean	SLmean	pos-neg	7	5.8	-34.2	28.6	-0.8	-1.1	-1.7	43.4	-19.7
pair	MACD	RSmean	neg-pos	3	2.5	-37.1	0.0	-7.7	-7.7	-5.8	5.9	-6.4
pair	RSmean	MACD	neg-pos	3	2.5	-37.1	0.0	-7.7	-7.7	-5.8	5.9	-6.4
pair	LWTI	RSI	pos-neg	8	6.6	-58.0	37.5	-2.6	-4.5	-1.8	30.9	-32.7
pair	RSI	LWTI	pos-neg	8	6.6	-58.0	37.5	-2.6	-4.5	-1.8	30.9	-32.7

All Contingency Tables for OILK

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 20.5% \| Win 62% Sharpe 0.80 \| Sortino 1.27 \| Calmar 0.7 Vol 28% \| MDD -28.6% Months 60M (50%)	CAGR -34.2% \| Win 29% Sharpe -0.75 \| Sortino -1.07 \| Calmar -1.7 Vol 43% \| MDD -19.7% Months 7M (6%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 108.3% \| Win 100% Sharpe 14.15 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 5M (4%)	CAGR -10.2% \| Win 49% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.1 Vol 44% \| MDD -74.3% Months 49M (40%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
SLmean only	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 58% Sharpe 0.51 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -48.5% Months 66M (54%)	CAGR 220.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 5.5% \| Win 63% Sharpe 0.41 \| Sortino 0.38 \| Calmar 0.1 Vol 49% \| MDD -69.4% Months 38M (31%)	CAGR -20.4% \| Win 31% Sharpe -1.02 \| Sortino -2.06 \| Calmar -0.7 Vol 20% \| MDD -31.2% Months 16M (13%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
RSmean only	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -5.3% \| Win 47% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 32% \| MDD -42.7% Months 38M (31%)	CAGR 42.9% \| Win 72% Sharpe 1.45 \| Sortino 2.06 \| Calmar 2.5 Vol 28% \| MDD -16.9% Months 29M (24%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 27.4% \| Win 61% Sharpe 1.17 \| Sortino 2.35 \| Calmar 2.3 Vol 23% \| MDD -12.0% Months 23M (19%)	CAGR -20.7% \| Win 48% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.3 Vol 53% \| MDD -76.1% Months 31M (26%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
MACD only	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 53% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -59.7% Months 57M (47%)	CAGR 127.8% \| Win 90% Sharpe 4.13 \| Sortino 0.00 \| Calmar 46.5 Vol 21% \| MDD -2.7% Months 10M (8%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR -1.9% \| Win 50% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 19% \| MDD -13.9% Months 14M (12%)	CAGR -3.3% \| Win 55% Sharpe 0.23 \| Sortino 0.23 \| Calmar -0.0 Vol 48% \| MDD -74.3% Months 40M (33%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
RSI only	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 26.3% \| Win 53% Sharpe 0.94 \| Sortino 1.98 \| Calmar 0.7 Vol 29% \| MDD -38.2% Months 38M (31%)	CAGR -2.1% \| Win 66% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 32% \| MDD -43.2% Months 29M (24%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 45.4% \| Win 50% Sharpe 1.32 \| Sortino 0.00 \| Calmar 15.7 Vol 31% \| MDD -2.9% Months 2M (2%)	CAGR -4.4% \| Win 54% Sharpe 0.16 \| Sortino 0.16 \| Calmar -0.1 Vol 43% \| MDD -74.3% Months 52M (43%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 24.0% \| Win 62% Sharpe 0.89 \| Sortino 1.54 \| Calmar 0.6 Vol 29% \| MDD -37.2% Months 52M (43%)	CAGR -17.6% \| Win 47% Sharpe -0.40 \| Sortino -0.47 \| Calmar -0.6 Vol 34% \| MDD -31.2% Months 15M (12%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 59.6% \| Win 75% Sharpe 2.26 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 4M (3%)	CAGR -6.7% \| Win 52% Sharpe 0.11 \| Sortino 0.11 \| Calmar -0.1 Vol 44% \| MDD -74.3% Months 50M (41%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 20.7% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 28% \| MDD -34.5% Months 56M (46%)	CAGR -18.7% \| Win 55% Sharpe -0.34 \| Sortino -0.58 \| Calmar -1.0 Vol 39% \| MDD -19.6% Months 11M (9%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR -26.7% \| Win 46% Sharpe -0.43 \| Sortino -0.40 \| Calmar -0.4 Vol 42% \| MDD -60.6% Months 28M (23%)	CAGR 31.3% \| Win 62% Sharpe 0.86 \| Sortino 1.09 \| Calmar 0.9 Vol 42% \| MDD -35.0% Months 26M (22%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 23.9% \| Win 64% Sharpe 0.92 \| Sortino 1.42 \| Calmar 0.8 Vol 28% \| MDD -29.5% Months 64M (53%)	CAGR 220.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR -10.7% \| Win 52% Sharpe 0.08 \| Sortino 0.08 \| Calmar -0.2 Vol 50% \| MDD -69.4% Months 40M (33%)	CAGR -20.4% \| Win 31% Sharpe -1.02 \| Sortino -2.06 \| Calmar -0.7 Vol 20% \| MDD -31.2% Months 16M (13%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
RSmean only	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 56% Sharpe 0.49 \| Sortino 0.80 \| Calmar 0.4 Vol 29% \| MDD -28.6% Months 34M (28%)	CAGR 44.6% \| Win 74% Sharpe 1.55 \| Sortino 2.11 \| Calmar 2.6 Vol 26% \| MDD -16.9% Months 31M (26%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR 0.2% \| Win 48% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.0 Vol 29% \| MDD -19.4% Months 27M (22%)	CAGR -24.8% \| Win 45% Sharpe -0.18 \| Sortino -0.20 \| Calmar -0.3 Vol 55% \| MDD -76.1% Months 29M (24%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
MACD only	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.1% \| Win 57% Sharpe 0.44 \| Sortino 0.70 \| Calmar 0.2 Vol 29% \| MDD -41.0% Months 51M (42%)	CAGR 110.7% \| Win 93% Sharpe 4.65 \| Sortino 0.00 \| Calmar 40.3 Vol 17% \| MDD -2.7% Months 14M (12%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR -20.8% \| Win 40% Sharpe -0.72 \| Sortino -0.91 \| Calmar -0.4 Vol 27% \| MDD -46.5% Months 20M (16%)	CAGR -9.4% \| Win 50% Sharpe 0.12 \| Sortino 0.13 \| Calmar -0.1 Vol 51% \| MDD -74.3% Months 36M (30%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
RSI only	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 31.4% \| Win 56% Sharpe 1.09 \| Sortino 2.27 \| Calmar 1.3 Vol 29% \| MDD -24.2% Months 32M (26%)	CAGR 20.4% \| Win 73% Sharpe 0.83 \| Sortino 1.03 \| Calmar 0.9 Vol 27% \| MDD -22.4% Months 33M (27%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR 11.9% \| Win 38% Sharpe 0.50 \| Sortino 1.05 \| Calmar 0.8 Vol 31% \| MDD -14.6% Months 8M (7%)	CAGR -17.3% \| Win 48% Sharpe -0.14 \| Sortino -0.15 \| Calmar -0.2 Vol 46% \| MDD -79.8% Months 48M (40%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 26.8% \| Win 63% Sharpe 0.98 \| Sortino 1.67 \| Calmar 0.7 Vol 29% \| MDD -37.2% Months 54M (45%)	CAGR 20.4% \| Win 73% Sharpe 0.91 \| Sortino 0.73 \| Calmar 1.3 Vol 23% \| MDD -15.4% Months 11M (9%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR 12.1% \| Win 50% Sharpe 0.44 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 2M (2%)	CAGR -14.5% \| Win 46% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.2 Vol 44% \| MDD -80.1% Months 54M (45%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 33.1% \| Win 65% Sharpe 1.28 \| Sortino 2.34 \| Calmar 1.5 Vol 25% \| MDD -22.3% Months 51M (42%)	CAGR 2.0% \| Win 64% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 37% \| MDD -15.4% Months 14M (12%)	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)
SLmean neg	CAGR -32.0% \| Win 39% Sharpe -0.60 \| Sortino -0.61 \| Calmar -0.4 Vol 43% \| MDD -72.6% Months 33M (27%)	CAGR 21.7% \| Win 56% Sharpe 0.66 \| Sortino 0.89 \| Calmar 0.6 Vol 44% \| MDD -35.0% Months 23M (19%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 55% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.3 Vol 29% \| MDD -27.9% Months 58M (48%)	CAGR 9.8% \| Win 65% Sharpe 0.48 \| Sortino 0.46 \| Calmar 0.1 Vol 47% \| MDD -76.7% Months 46M (38%)	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)
RSmean neg	CAGR -37.1% \| Win 0% Sharpe -7.73 \| Sortino -7.73 \| Calmar -5.8 Vol 6% \| MDD -6.4% Months 3M (2%)	CAGR -7.6% \| Win 43% Sharpe -0.22 \| Sortino -0.47 \| Calmar -0.4 Vol 24% \| MDD -19.6% Months 14M (12%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)
MACD only	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.1% \| Win 53% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -57.4% Months 66M (54%)	CAGR 24.9% \| Win 71% Sharpe 0.76 \| Sortino 0.64 \| Calmar 0.4 Vol 50% \| MDD -69.4% Months 38M (31%)	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)
RSmean neg	CAGR -16.8% \| Win 40% Sharpe -0.85 \| Sortino -2.99 \| Calmar -1.2 Vol 20% \| MDD -13.8% Months 5M (4%)	CAGR -12.3% \| Win 33% Sharpe -0.44 \| Sortino -0.90 \| Calmar -0.8 Vol 24% \| MDD -14.5% Months 12M (10%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)
RSI only	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -0.8% \| Win 64% Sharpe 0.24 \| Sortino 0.23 \| Calmar -0.0 Vol 43% \| MDD -79.9% Months 64M (53%)	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)
RSmean neg	-	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 26.8% \| Win 63% Sharpe 0.98 \| Sortino 1.67 \| Calmar 0.7 Vol 29% \| MDD -37.2% Months 54M (45%)	CAGR -7.1% \| Win 56% Sharpe 0.12 \| Sortino 0.12 \| Calmar -0.1 Vol 46% \| MDD -69.4% Months 50M (41%)	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)
RSmean neg	CAGR 12.1% \| Win 50% Sharpe 0.44 \| Sortino 0.00 \| Calmar 0.0 Vol 32% \| MDD 0.0% Months 2M (2%)	CAGR -16.6% \| Win 33% Sharpe -0.72 \| Sortino -1.49 \| Calmar -0.6 Vol 22% \| MDD -25.6% Months 15M (12%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.0% \| Win 59% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.1 Vol 36% \| MDD -61.5% Months 70M (58%)	CAGR 14.0% \| Win 62% Sharpe 0.52 \| Sortino 0.71 \| Calmar 0.3 Vol 43% \| MDD -42.9% Months 34M (28%)	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)
RSmean neg	CAGR -18.4% \| Win 36% Sharpe -0.83 \| Sortino -1.72 \| Calmar -0.7 Vol 22% \| MDD -26.4% Months 14M (12%)	CAGR 12.4% \| Win 33% Sharpe 0.51 \| Sortino 1.93 \| Calmar 6.8 Vol 28% \| MDD -1.8% Months 3M (2%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -4.2% \| Win 47% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 30% \| MDD -42.3% Months 47M (39%)	CAGR 48.0% \| Win 71% Sharpe 1.75 \| Sortino 3.30 \| Calmar 10.0 Vol 24% \| MDD -4.8% Months 14M (12%)	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)
MACD neg	CAGR 7.7% \| Win 62% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -33.2% Months 24M (20%)	CAGR 3.9% \| Win 58% Sharpe 0.39 \| Sortino 0.39 \| Calmar 0.1 Vol 51% \| MDD -73.4% Months 36M (30%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)
RSI only	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.9% \| Win 43% Sharpe 0.64 \| Sortino 1.58 \| Calmar 0.5 Vol 30% \| MDD -34.2% Months 28M (23%)	CAGR -2.0% \| Win 61% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.1 Vol 28% \| MDD -22.0% Months 33M (27%)	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)
MACD neg	CAGR 58.1% \| Win 75% Sharpe 1.79 \| Sortino 2.30 \| Calmar 4.0 Vol 28% \| MDD -14.5% Months 12M (10%)	CAGR -4.7% \| Win 56% Sharpe 0.17 \| Sortino 0.18 \| Calmar -0.1 Vol 46% \| MDD -77.6% Months 48M (40%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 14.8% \| Win 52% Sharpe 0.59 \| Sortino 1.20 \| Calmar 0.9 Vol 31% \| MDD -16.6% Months 25M (21%)	CAGR 0.1% \| Win 53% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 27% \| MDD -20.7% Months 36M (30%)	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)
MACD neg	CAGR 36.3% \| Win 71% Sharpe 1.31 \| Sortino 1.91 \| Calmar 1.5 Vol 26% \| MDD -24.6% Months 31M (26%)	CAGR -19.8% \| Win 48% Sharpe -0.07 \| Sortino -0.07 \| Calmar -0.3 Vol 55% \| MDD -74.1% Months 29M (24%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 11.2% \| Win 50% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.4 Vol 28% \| MDD -31.1% Months 46M (38%)	CAGR -9.1% \| Win 60% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.6 Vol 30% \| MDD -15.4% Months 15M (12%)	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)
MACD neg	CAGR -7.7% \| Win 60% Sharpe 0.07 \| Sortino 0.06 \| Calmar -0.1 Vol 40% \| MDD -64.8% Months 38M (31%)	CAGR 32.7% \| Win 59% Sharpe 0.83 \| Sortino 1.10 \| Calmar 0.8 Vol 48% \| MDD -42.9% Months 22M (18%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 16.3% \| Win 47% Sharpe 0.65 \| Sortino 1.39 \| Calmar 0.5 Vol 30% \| MDD -34.2% Months 34M (28%)	CAGR -13.5% \| Win 57% Sharpe -0.40 \| Sortino -0.47 \| Calmar -0.2 Vol 27% \| MDD -54.9% Months 37M (31%)	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)
RSI neg	CAGR 111.9% \| Win 83% Sharpe 4.25 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 6M (5%)	CAGR 5.6% \| Win 59% Sharpe 0.40 \| Sortino 0.40 \| Calmar 0.1 Vol 47% \| MDD -73.4% Months 44M (36%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 13.2% \| Win 58% Sharpe 0.57 \| Sortino 0.98 \| Calmar 0.3 Vol 29% \| MDD -44.4% Months 45M (37%)	CAGR -20.0% \| Win 42% Sharpe -0.71 \| Sortino -0.85 \| Calmar -0.4 Vol 26% \| MDD -48.7% Months 26M (22%)	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)
RSI neg	CAGR 97.1% \| Win 82% Sharpe 3.36 \| Sortino 11.35 \| Calmar 35.3 Vol 21% \| MDD -2.7% Months 11M (9%)	CAGR -1.5% \| Win 56% Sharpe 0.27 \| Sortino 0.28 \| Calmar -0.0 Vol 49% \| MDD -73.4% Months 39M (32%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.3% \| Win 54% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.3 Vol 27% \| MDD -35.2% Months 63M (52%)	CAGR -58.0% \| Win 38% Sharpe -2.57 \| Sortino -4.53 \| Calmar -1.8 Vol 31% \| MDD -32.7% Months 8M (7%)	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)
RSI neg	CAGR -20.6% \| Win 57% Sharpe -0.12 \| Sortino -0.10 \| Calmar -0.3 Vol 50% \| MDD -60.6% Months 21M (17%)	CAGR 49.9% \| Win 66% Sharpe 1.22 \| Sortino 1.48 \| Calmar 1.5 Vol 41% \| MDD -32.4% Months 29M (24%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 34.7% \| Win 60% Sharpe 1.16 \| Sortino 2.52 \| Calmar 1.5 Vol 30% \| MDD -22.9% Months 30M (25%)	CAGR 7.3% \| Win 30% Sharpe 0.38 \| Sortino 0.76 \| Calmar 0.5 Vol 28% \| MDD -16.0% Months 10M (8%)	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)
MACDhist neg	CAGR 17.1% \| Win 65% Sharpe 0.72 \| Sortino 0.99 \| Calmar 0.5 Vol 27% \| MDD -37.2% Months 26M (22%)	CAGR -12.1% \| Win 55% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.2 Vol 44% \| MDD -74.5% Months 55M (46%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)
RSIhist only	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 27.3% \| Win 53% Sharpe 0.96 \| Sortino 2.04 \| Calmar 0.8 Vol 30% \| MDD -34.2% Months 38M (31%)	CAGR 26.2% \| Win 50% Sharpe 1.05 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 2M (2%)	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)
MACDhist neg	CAGR -14.7% \| Win 56% Sharpe -0.18 \| Sortino -0.16 \| Calmar -0.2 Vol 37% \| MDD -66.9% Months 46M (38%)	CAGR 13.2% \| Win 60% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.3 Vol 42% \| MDD -42.9% Months 35M (29%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 32.2% \| Win 63% Sharpe 1.19 \| Sortino 2.43 \| Calmar 1.5 Vol 26% \| MDD -21.0% Months 46M (38%)	CAGR 2.0% \| Win 60% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 38% \| MDD -15.4% Months 10M (8%)	CAGR 26.2% \| Win 62% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.7 Vol 28% \| MDD -37.2% Months 56M (46%)
RSIhist neg	CAGR -25.1% \| Win 45% Sharpe -0.44 \| Sortino -0.43 \| Calmar -0.4 Vol 40% \| MDD -68.6% Months 38M (31%)	CAGR 18.5% \| Win 59% Sharpe 0.61 \| Sortino 0.81 \| Calmar 0.6 Vol 43% \| MDD -32.4% Months 27M (22%)	CAGR -9.4% \| Win 51% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 42% \| MDD -74.5% Months 65M (54%)
LWTI only	CAGR 2.2% \| Win 55% Sharpe 0.27 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -66.5% Months 84M (69%)	CAGR 13.8% \| Win 60% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.3 Vol 41% \| MDD -42.9% Months 37M (31%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 20.5% \| Win 62% Sharpe 0.80 \| Sortino 1.27 \| Calmar 0.7 Vol 28% \| MDD -28.6% Months 60M (50%)	CAGR -34.2% \| Win 29% Sharpe -0.75 \| Sortino -1.07 \| Calmar -1.7 Vol 43% \| MDD -19.7% Months 7M (6%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 108.3% \| Win 100% Sharpe 14.15 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 5M (4%)	CAGR -10.2% \| Win 49% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.1 Vol 44% \| MDD -74.3% Months 49M (40%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
SLmean only	CAGR 25.7% \| Win 65% Sharpe 0.97 \| Sortino 1.50 \| Calmar 1.0 Vol 28% \| MDD -24.9% Months 65M (54%)	CAGR -13.6% \| Win 46% Sharpe -0.07 \| Sortino -0.08 \| Calmar -0.2 Vol 44% \| MDD -79.8% Months 56M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 58% Sharpe 0.51 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -48.5% Months 66M (54%)	CAGR 220.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 5.5% \| Win 63% Sharpe 0.41 \| Sortino 0.38 \| Calmar 0.1 Vol 49% \| MDD -69.4% Months 38M (31%)	CAGR -20.4% \| Win 31% Sharpe -1.02 \| Sortino -2.06 \| Calmar -0.7 Vol 20% \| MDD -31.2% Months 16M (13%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
RSmean only	CAGR 9.2% \| Win 60% Sharpe 0.45 \| Sortino 0.49 \| Calmar 0.1 Vol 38% \| MDD -79.9% Months 104M (86%)	CAGR -13.7% \| Win 35% Sharpe -0.56 \| Sortino -1.22 \| Calmar -0.6 Vol 22% \| MDD -24.2% Months 17M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -5.3% \| Win 47% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 32% \| MDD -42.7% Months 38M (31%)	CAGR 42.9% \| Win 72% Sharpe 1.45 \| Sortino 2.06 \| Calmar 2.5 Vol 28% \| MDD -16.9% Months 29M (24%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 27.4% \| Win 61% Sharpe 1.17 \| Sortino 2.35 \| Calmar 2.3 Vol 23% \| MDD -12.0% Months 23M (19%)	CAGR -20.7% \| Win 48% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.3 Vol 53% \| MDD -76.1% Months 31M (26%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
MACD only	CAGR 5.9% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.2 Vol 29% \| MDD -27.9% Months 61M (50%)	CAGR 5.4% \| Win 60% Sharpe 0.38 \| Sortino 0.39 \| Calmar 0.1 Vol 43% \| MDD -77.6% Months 60M (50%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 53% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 30% \| MDD -59.7% Months 57M (47%)	CAGR 127.8% \| Win 90% Sharpe 4.13 \| Sortino 0.00 \| Calmar 46.5 Vol 21% \| MDD -2.7% Months 10M (8%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR -1.9% \| Win 50% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 19% \| MDD -13.9% Months 14M (12%)	CAGR -3.3% \| Win 55% Sharpe 0.23 \| Sortino 0.23 \| Calmar -0.0 Vol 48% \| MDD -74.3% Months 40M (33%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
RSI only	CAGR -0.3% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 28% \| MDD -59.4% Months 71M (59%)	CAGR 14.8% \| Win 62% Sharpe 0.58 \| Sortino 0.57 \| Calmar 0.2 Vol 45% \| MDD -73.4% Months 50M (41%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 26.3% \| Win 53% Sharpe 0.94 \| Sortino 1.98 \| Calmar 0.7 Vol 29% \| MDD -38.2% Months 38M (31%)	CAGR -2.1% \| Win 66% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 32% \| MDD -43.2% Months 29M (24%)	CAGR 13.1% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 30% \| MDD -43.2% Months 67M (55%)
MRmean neg	CAGR 45.4% \| Win 50% Sharpe 1.32 \| Sortino 0.00 \| Calmar 15.7 Vol 31% \| MDD -2.9% Months 2M (2%)	CAGR -4.4% \| Win 54% Sharpe 0.16 \| Sortino 0.16 \| Calmar -0.1 Vol 43% \| MDD -74.3% Months 52M (43%)	CAGR -2.9% \| Win 54% Sharpe 0.19 \| Sortino 0.20 \| Calmar -0.0 Vol 43% \| MDD -74.3% Months 54M (45%)
MACDhist only	CAGR 27.2% \| Win 52% Sharpe 0.98 \| Sortino 2.07 \| Calmar 0.8 Vol 29% \| MDD -34.2% Months 40M (33%)	CAGR -3.6% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar -0.0 Vol 39% \| MDD -81.6% Months 81M (67%)