PALL - abrdn Physical Palladium Shares ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

237.5%

Best CAGR

Total Months

16.9%

Avg CAGR

PALL 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 PALL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.5	237.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.5	237.5	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	neg-neg	17	8.8	100.8	82.4	2.6	2.7	5.1	28.8	-19.7
pair	RSmean	MRmean	neg-neg	17	8.8	100.8	82.4	2.6	2.7	5.1	28.8	-19.7
pair	MACDhist	MRmean	neg-pos	12	6.2	88.4	83.3	2.5	4.5	11.9	27.7	-7.4
pair	MRmean	MACDhist	neg-pos	12	6.2	88.4	83.3	2.5	4.5	11.9	27.7	-7.4
pair	RSI	LWTI	neg-pos	20	10.4	85.0	80.0	2.1	5.1	6.2	32.7	-13.6
pair	LWTI	RSI	neg-pos	20	10.4	85.0	80.0	2.1	5.1	6.2	32.7	-13.6
pair	SLmean	RSmean	neg-neg	17	8.8	85.0	82.4	2.3	2.4	4.3	28.6	-19.7
pair	RSmean	SLmean	neg-neg	17	8.8	85.0	82.4	2.3	2.4	4.3	28.6	-19.7
pair	RSmean	MACD	neg-neg	17	8.8	78.1	76.5	2.0	3.4	4.0	32.3	-19.7
pair	MACD	RSmean	neg-neg	17	8.8	78.1	76.5	2.0	3.4	4.0	32.3	-19.7
pair	RSmean	MACDhist	neg-neg	18	9.3	75.2	77.8	2.0	2.6	3.8	30.9	-19.7
pair	MACDhist	RSmean	neg-neg	18	9.3	75.2	77.8	2.0	2.6	3.8	30.9	-19.7
pair	MACDhist	RSI	neg-pos	14	7.3	72.7	71.4	1.7	5.9	3.9	35.5	-18.8
pair	RSI	MACDhist	neg-pos	14	7.3	72.7	71.4	1.7	5.9	3.9	35.5	-18.8
pair	RSmean	RSI	neg-pos	18	9.3	71.6	77.8	1.9	2.5	3.6	31.1	-19.7
pair	RSI	RSmean	neg-pos	18	9.3	71.6	77.8	1.9	2.5	3.6	31.1	-19.7
pair	MACDhist	SLmean	neg-pos	19	9.8	68.6	78.9	2.1	4.8	5.0	26.5	-13.8
pair	SLmean	MACDhist	neg-pos	19	9.8	68.6	78.9	2.1	4.8	5.0	26.5	-13.8
pair	RSmean	RSIhist	neg-neg	16	8.3	66.4	75.0	1.8	2.4	3.4	32.1	-19.7
pair	RSIhist	RSmean	neg-neg	16	8.3	66.4	75.0	1.8	2.4	3.4	32.1	-19.7
single	RSmean	RSmean	neg-neg	24	12.4	64.9	75.0	1.8	3.0	3.3	30.3	-19.7
pair	RSIhist	RSmean	neg-pos	8	4.1	62.0	75.0	1.9	6.0	7.2	28.4	-8.6
pair	RSmean	RSIhist	neg-pos	8	4.1	62.0	75.0	1.9	6.0	7.2	28.4	-8.6
pair	MRmean	RSIhist	neg-pos	12	6.2	61.4	75.0	2.0	12.2	5.7	25.6	-10.8
pair	RSIhist	MRmean	neg-pos	12	6.2	61.4	75.0	2.0	12.2	5.7	25.6	-10.8
pair	RSmean	LWTI	neg-pos	23	11.9	59.8	73.9	1.7	2.8	3.0	30.6	-19.7
pair	LWTI	RSmean	neg-pos	23	11.9	59.8	73.9	1.7	2.8	3.0	30.6	-19.7
pair	MRmean	LWTI	neg-pos	41	21.2	57.3	75.6	1.6	1.9	1.9	31.8	-30.3
pair	LWTI	MRmean	neg-pos	41	21.2	57.3	75.6	1.6	1.9	1.9	31.8	-30.3
pair	SLmean	RSIhist	neg-pos	10	5.2	48.5	70.0	1.6	10.2	2.8	26.7	-17.4
pair	RSIhist	SLmean	neg-pos	10	5.2	48.5	70.0	1.6	10.2	2.8	26.7	-17.4
pair	RSI	RSmean	neg-neg	6	3.1	46.3	66.7	1.4	4.9	5.4	30.2	-8.6
pair	RSmean	RSI	neg-neg	6	3.1	46.3	66.7	1.4	4.9	5.4	30.2	-8.6
pair	MACD	RSI	pos-neg	16	8.3	46.2	68.8	1.4	2.7	2.5	31.9	-18.1
pair	RSI	MACD	pos-neg	16	8.3	46.2	68.8	1.4	2.7	2.5	31.9	-18.1
pair	SLmean	LWTI	neg-pos	50	25.9	40.6	72.0	1.2	1.5	1.1	33.0	-35.1
pair	LWTI	SLmean	neg-pos	50	25.9	40.6	72.0	1.2	1.5	1.1	33.0	-35.1
pair	MACDhist	RSmean	neg-pos	6	3.1	37.4	66.7	1.2	4.1	4.4	30.5	-8.6
pair	RSmean	MACDhist	neg-pos	6	3.1	37.4	66.7	1.2	4.1	4.4	30.5	-8.6
pair	RSmean	MACD	neg-pos	7	3.6	36.7	71.4	1.3	1.5	3.6	25.9	-10.2
pair	MACD	RSmean	neg-pos	7	3.6	36.7	71.4	1.3	1.5	3.6	25.9	-10.2
pair	MACDhist	MACD	neg-pos	23	11.9	35.0	65.2	1.0	3.0	1.9	35.7	-18.8
pair	MACD	MACDhist	neg-pos	23	11.9	35.0	65.2	1.0	3.0	1.9	35.7	-18.8
pair	MACD	LWTI	neg-pos	43	22.3	33.4	65.1	1.0	1.7	1.2	33.6	-26.7
pair	LWTI	MACD	neg-pos	43	22.3	33.4	65.1	1.0	1.7	1.2	33.6	-26.7
pair	RSI	RSIhist	neg-pos	17	8.8	26.9	58.8	0.9	2.7	1.0	34.6	-25.8
pair	RSIhist	RSI	neg-pos	17	8.8	26.9	58.8	0.9	2.7	1.0	34.6	-25.8
pair	RSmean	SLmean	pos-neg	7	3.6	24.7	57.1	0.8	3.0	1.9	35.1	-13.2
pair	SLmean	RSmean	pos-neg	7	3.6	24.7	57.1	0.8	3.0	1.9	35.1	-13.2
pair	LWTI	RSIhist	pos-pos	71	36.8	22.7	67.6	0.9	1.5	0.6	26.4	-35.3
pair	RSIhist	LWTI	pos-pos	71	36.8	22.7	67.6	0.9	1.5	0.6	26.4	-35.3
pair	RSIhist	MACDhist	pos-neg	23	11.9	22.5	65.2	0.8	1.4	1.0	28.7	-22.4
pair	MACDhist	RSIhist	pos-neg	23	11.9	22.5	65.2	0.8	1.4	1.0	28.7	-22.4
pair	RSIhist	MACD	neg-pos	32	16.6	22.3	59.4	0.8	1.9	0.7	32.8	-34.1
pair	MACD	RSIhist	neg-pos	32	16.6	22.3	59.4	0.8	1.9	0.7	32.8	-34.1
pair	MACDhist	LWTI	pos-pos	84	43.5	22.0	66.7	0.9	1.5	0.6	26.8	-35.5
pair	LWTI	MACDhist	pos-pos	84	43.5	22.0	66.7	0.9	1.5	0.6	26.8	-35.5
single	LWTI	LWTI	pos-pos	135	69.9	21.6	65.2	0.8	1.2	0.5	28.9	-41.4
pair	MACDhist	LWTI	neg-pos	51	26.4	21.0	62.7	0.8	1.0	0.7	32.4	-30.3
pair	LWTI	MACDhist	neg-pos	51	26.4	21.0	62.7	0.8	1.0	0.7	32.4	-30.3
pair	LWTI	RSIhist	neg-pos	64	33.2	20.4	62.5	0.8	1.0	0.5	31.7	-38.0
pair	RSIhist	LWTI	neg-pos	64	33.2	20.4	62.5	0.8	1.0	0.5	31.7	-38.0
pair	MACD	SLmean	neg-pos	38	19.7	20.3	65.8	0.8	1.0	0.6	29.2	-35.1
pair	SLmean	MACD	neg-pos	38	19.7	20.3	65.8	0.8	1.0	0.6	29.2	-35.1
single	MACDhist	MACDhist	pos-pos	90	46.6	20.2	65.6	0.8	1.4	0.6	27.2	-33.5
pair	RSIhist	MACDhist	pos-pos	67	34.7	19.5	65.7	0.8	1.4	0.5	26.9	-41.0
pair	MACDhist	RSIhist	pos-pos	67	34.7	19.5	65.7	0.8	1.4	0.5	26.9	-41.0
pair	RSmean	MACDhist	pos-pos	84	43.5	19.1	65.5	0.8	1.3	0.6	27.1	-33.5
pair	MACDhist	RSmean	pos-pos	84	43.5	19.1	65.5	0.8	1.3	0.6	27.1	-33.5
single	RSIhist	RSIhist	pos-pos	85	44.0	18.3	64.7	0.8	1.4	0.4	27.8	-43.2
pair	MACD	MRmean	neg-neg	56	29.0	17.3	62.5	0.7	1.3	0.3	31.4	-51.8
pair	MRmean	MACD	neg-neg	56	29.0	17.3	62.5	0.7	1.3	0.3	31.4	-51.8
pair	SLmean	RSI	neg-pos	38	19.7	17.0	65.8	0.7	0.8	0.6	32.5	-28.1
pair	RSI	SLmean	neg-pos	38	19.7	17.0	65.8	0.7	0.8	0.6	32.5	-28.1
pair	MRmean	SLmean	neg-neg	76	39.4	16.7	61.8	0.7	1.1	0.3	31.2	-53.1
pair	SLmean	MRmean	neg-neg	76	39.4	16.7	61.8	0.7	1.1	0.3	31.2	-53.1
pair	MACD	LWTI	pos-pos	92	47.7	16.5	65.2	0.7	0.9	0.4	26.5	-41.4
pair	LWTI	MACD	pos-pos	92	47.7	16.5	65.2	0.7	0.9	0.4	26.5	-41.4
pair	RSIhist	RSI	pos-pos	68	35.2	16.3	66.2	0.7	1.1	0.4	26.1	-38.6
pair	RSI	RSIhist	pos-pos	68	35.2	16.3	66.2	0.7	1.1	0.4	26.1	-38.6
pair	RSIhist	MACD	pos-pos	53	27.5	16.0	67.9	0.7	1.1	0.6	24.6	-26.1
pair	MACD	RSIhist	pos-pos	53	27.5	16.0	67.9	0.7	1.1	0.6	24.6	-26.1
pair	MACDhist	MACD	pos-pos	67	34.7	15.6	65.7	0.7	1.1	0.5	23.7	-29.4
pair	MACD	MACDhist	pos-pos	67	34.7	15.6	65.7	0.7	1.1	0.5	23.7	-29.4
pair	MACD	RSI	neg-pos	32	16.6	15.2	59.4	0.6	0.9	0.3	33.9	-42.7
pair	RSI	MACD	neg-pos	32	16.6	15.2	59.4	0.6	0.9	0.3	33.9	-42.7
pair	LWTI	RSmean	pos-pos	112	58.0	15.0	63.4	0.6	0.9	0.3	28.4	-43.2
pair	RSmean	LWTI	pos-pos	112	58.0	15.0	63.4	0.6	0.9	0.3	28.4	-43.2
single	SLmean	SLmean	neg-neg	89	46.1	15.0	61.8	0.6	1.0	0.3	31.2	-53.1
pair	RSIhist	SLmean	pos-pos	75	38.9	14.8	64.0	0.6	1.1	0.4	28.0	-34.6
pair	SLmean	RSIhist	pos-pos	75	38.9	14.8	64.0	0.6	1.1	0.4	28.0	-34.6
pair	RSIhist	RSmean	pos-pos	77	39.9	14.5	63.6	0.6	1.1	0.4	27.8	-37.8
pair	RSmean	RSIhist	pos-pos	77	39.9	14.5	63.6	0.6	1.1	0.4	27.8	-37.8
pair	MACDhist	RSIhist	neg-pos	18	9.3	14.2	61.1	0.6	1.1	0.5	31.9	-31.8
pair	RSIhist	MACDhist	neg-pos	18	9.3	14.2	61.1	0.6	1.1	0.5	31.9	-31.8
pair	RSI	MRmean	pos-neg	8	4.1	13.8	50.0	0.5	1.7	0.6	43.9	-23.9
pair	MRmean	RSI	pos-neg	8	4.1	13.8	50.0	0.5	1.7	0.6	43.9	-23.9
pair	SLmean	RSI	neg-neg	51	26.4	13.6	58.8	0.6	1.4	0.3	30.6	-53.1
pair	RSI	SLmean	neg-neg	51	26.4	13.6	58.8	0.6	1.4	0.3	30.6	-53.1
pair	MRmean	RSI	neg-neg	58	30.1	13.4	60.3	0.6	1.1	0.3	31.0	-51.8
single	RSI	RSI	neg-neg	66	34.2	13.4	59.1	0.6	1.2	0.3	32.4	-52.2
pair	RSI	MRmean	neg-neg	58	30.1	13.4	60.3	0.6	1.1	0.3	31.0	-51.8
pair	LWTI	RSI	pos-pos	115	59.6	13.1	62.6	0.6	0.8	0.3	27.8	-48.3
pair	RSI	LWTI	pos-pos	115	59.6	13.1	62.6	0.6	0.8	0.3	27.8	-48.3
pair	RSI	SLmean	pos-neg	15	7.8	13.0	60.0	0.5	0.9	0.5	39.2	-23.9
pair	SLmean	RSI	pos-neg	15	7.8	13.0	60.0	0.5	0.9	0.5	39.2	-23.9
single	MRmean	MRmean	neg-neg	90	46.6	12.8	61.1	0.5	0.9	0.2	31.4	-56.0
pair	MACDhist	RSI	pos-pos	76	39.4	12.5	64.5	0.6	0.9	0.4	25.1	-34.3
pair	RSI	MACDhist	pos-pos	76	39.4	12.5	64.5	0.6	0.9	0.4	25.1	-34.3
pair	RSIhist	MRmean	pos-pos	73	37.8	12.4	63.0	0.6	1.0	0.3	28.0	-43.7
pair	MRmean	RSIhist	pos-pos	73	37.8	12.4	63.0	0.6	1.0	0.3	28.0	-43.7
pair	MRmean	MACDhist	pos-pos	78	40.4	12.2	62.8	0.6	0.9	0.3	26.7	-46.2
pair	MACDhist	MRmean	pos-pos	78	40.4	12.2	62.8	0.6	0.9	0.3	26.7	-46.2
pair	MRmean	RSI	neg-pos	32	16.6	11.9	62.5	0.5	0.7	0.4	32.7	-33.1
pair	RSI	MRmean	neg-pos	32	16.6	11.9	62.5	0.5	0.7	0.4	32.7	-33.1
pair	LWTI	SLmean	pos-pos	85	44.0	11.7	61.2	0.6	0.9	0.3	26.1	-40.9
pair	SLmean	LWTI	pos-pos	85	44.0	11.7	61.2	0.6	0.9	0.3	26.1	-40.9
pair	RSIhist	SLmean	neg-neg	79	40.9	11.3	60.8	0.5	0.8	0.2	31.8	-50.3
pair	SLmean	RSIhist	neg-neg	79	40.9	11.3	60.8	0.5	0.8	0.2	31.8	-50.3
pair	MACD	SLmean	neg-neg	51	26.4	11.2	58.8	0.5	0.9	0.2	32.9	-53.1
pair	SLmean	MACD	neg-neg	51	26.4	11.2	58.8	0.5	0.9	0.2	32.9	-53.1
pair	RSI	RSmean	pos-neg	60	31.1	10.6	58.3	0.5	1.0	0.2	32.8	-52.2
pair	RSmean	RSI	pos-neg	60	31.1	10.6	58.3	0.5	1.0	0.2	32.8	-52.2
pair	MACD	MRmean	pos-pos	77	39.9	10.4	63.6	0.5	0.8	0.3	24.5	-32.4
pair	MRmean	MACD	pos-pos	77	39.9	10.4	63.6	0.5	0.8	0.3	24.5	-32.4
pair	SLmean	MACDhist	pos-pos	71	36.8	9.8	62.0	0.5	0.8	0.2	26.9	-40.0
pair	MACDhist	SLmean	pos-pos	71	36.8	9.8	62.0	0.5	0.8	0.2	26.9	-40.0
pair	RSIhist	RSI	neg-neg	49	25.4	9.1	59.2	0.4	0.8	0.2	31.9	-50.3
pair	RSI	RSIhist	neg-neg	49	25.4	9.1	59.2	0.4	0.8	0.2	31.9	-50.3
single	MACD	MACD	pos-pos	111	57.5	9.0	62.2	0.5	0.7	0.2	26.8	-41.4
pair		benchmark___benchmark_	benchmark-benchmark	193	100.0	8.8	60.1	0.4	0.7	0.1	29.5	-69.6
pair	benchmark___benchmark_		benchmark-benchmark	193	100.0	8.8	60.1	0.4	0.7	0.1	29.5	-69.6
pair	LWTI	MRmean	pos-pos	94	48.7	8.7	60.6	0.5	0.7	0.2	27.0	-51.4
pair	MRmean	LWTI	pos-pos	94	48.7	8.7	60.6	0.5	0.7	0.2	27.0	-51.4
single	MACD	MACD	neg-neg	82	42.5	8.6	57.3	0.4	0.8	0.2	32.9	-52.2
pair	MACD	RSmean	pos-pos	104	53.9	7.3	61.5	0.4	0.6	0.2	27.0	-43.2
pair	RSmean	MACD	pos-pos	104	53.9	7.3	61.5	0.4	0.6	0.2	27.0	-43.2
pair	RSIhist	MRmean	neg-neg	78	40.4	6.8	59.0	0.4	0.6	0.1	32.1	-54.6
pair	MRmean	RSIhist	neg-neg	78	40.4	6.8	59.0	0.4	0.6	0.1	32.1	-54.6
single	RSI	RSI	pos-pos	127	65.8	6.5	60.6	0.4	0.5	0.1	27.9	-60.5
pair	MACD	MRmean	neg-pos	34	17.6	5.9	58.8	0.3	0.5	0.2	31.9	-32.7
pair	MRmean	MACD	neg-pos	34	17.6	5.9	58.8	0.3	0.5	0.2	31.9	-32.7
pair	MRmean	RSmean	pos-pos	96	49.7	5.7	59.4	0.3	0.5	0.1	27.7	-50.3
pair	RSmean	MRmean	pos-pos	96	49.7	5.7	59.4	0.3	0.5	0.1	27.7	-50.3
pair	MRmean	SLmean	pos-neg	13	6.7	5.7	61.5	0.3	0.3	0.8	32.6	-6.9
pair	SLmean	MRmean	pos-neg	13	6.7	5.7	61.5	0.3	0.3	0.8	32.6	-6.9
pair	MRmean	SLmean	pos-pos	90	46.6	5.4	58.9	0.3	0.6	0.1	27.2	-49.3
pair	SLmean	MRmean	pos-pos	90	46.6	5.4	58.9	0.3	0.6	0.1	27.2	-49.3
single	MRmean	MRmean	pos-pos	103	53.4	5.4	59.2	0.3	0.5	0.1	27.8	-53.2
pair	MRmean	RSI	pos-pos	95	49.2	4.7	60.0	0.3	0.5	0.1	26.3	-54.9
pair	RSI	MRmean	pos-pos	95	49.2	4.7	60.0	0.3	0.5	0.1	26.3	-54.9
pair	MACD	RSI	neg-neg	50	25.9	4.6	56.0	0.3	0.6	0.1	32.5	-52.2
pair	RSI	MACD	neg-neg	50	25.9	4.6	56.0	0.3	0.6	0.1	32.5	-52.2
pair	SLmean	MACD	pos-neg	31	16.1	4.4	54.8	0.3	0.5	0.1	33.4	-35.7
pair	MACD	SLmean	pos-neg	31	16.1	4.4	54.8	0.3	0.5	0.1	33.4	-35.7
pair	MRmean	MACDhist	neg-neg	78	40.4	4.3	57.7	0.3	0.5	0.1	31.5	-56.0
pair	MACDhist	MRmean	neg-neg	78	40.4	4.3	57.7	0.3	0.5	0.1	31.5	-56.0
single	SLmean	SLmean	pos-pos	104	53.9	3.8	58.7	0.3	0.5	0.1	28.0	-51.3
pair	MACDhist	SLmean	neg-neg	70	36.3	3.7	57.1	0.3	0.4	0.1	31.9	-51.8
pair	SLmean	MACDhist	neg-neg	70	36.3	3.7	57.1	0.3	0.4	0.1	31.9	-51.8
pair	RSI	MACD	pos-pos	95	49.2	3.7	61.1	0.3	0.4	0.1	25.8	-53.4
pair	MACD	RSI	pos-pos	95	49.2	3.7	61.1	0.3	0.4	0.1	25.8	-53.4
pair	MACD	SLmean	pos-pos	73	37.8	3.5	60.3	0.3	0.4	0.1	25.6	-37.8
pair	SLmean	MACD	pos-pos	73	37.8	3.5	60.3	0.3	0.4	0.1	25.6	-37.8
pair	RSIhist	MACD	pos-neg	58	30.1	3.0	56.9	0.2	0.3	0.1	28.8	-38.0
pair	MACD	RSIhist	pos-neg	58	30.1	3.0	56.9	0.2	0.3	0.1	28.8	-38.0
pair	SLmean	RSmean	neg-pos	72	37.3	2.8	56.9	0.2	0.4	0.1	31.1	-53.1
pair	RSmean	SLmean	neg-pos	72	37.3	2.8	56.9	0.2	0.4	0.1	31.1	-53.1
single	RSmean	RSmean	pos-pos	169	87.6	2.6	58.0	0.2	0.4	0.0	29.0	-70.5
pair	SLmean	RSmean	pos-pos	97	50.3	2.4	58.8	0.2	0.3	0.1	27.6	-47.9
pair	RSmean	SLmean	pos-pos	97	50.3	2.4	58.8	0.2	0.3	0.1	27.6	-47.9
pair	RSI	SLmean	pos-pos	89	46.1	2.3	58.4	0.2	0.3	0.1	25.9	-50.0
pair	SLmean	RSI	pos-pos	89	46.1	2.3	58.4	0.2	0.3	0.1	25.9	-50.0
pair	RSmean	MRmean	pos-neg	7	3.6	2.2	57.1	0.2	0.7	0.1	31.1	-14.6
pair	MRmean	RSmean	pos-neg	7	3.6	2.2	57.1	0.2	0.7	0.1	31.1	-14.6
single	RSIhist	RSIhist	neg-neg	108	56.0	1.9	56.5	0.2	0.3	0.0	30.7	-58.8
pair	MACDhist	RSI	neg-neg	52	26.9	1.3	55.8	0.2	0.4	0.0	31.0	-51.8
pair	RSI	MACDhist	neg-neg	52	26.9	1.3	55.8	0.2	0.4	0.0	31.0	-51.8
pair	MACD	RSIhist	neg-neg	50	25.9	0.7	56.0	0.2	0.3	0.0	33.1	-51.2
pair	RSIhist	MACD	neg-neg	50	25.9	0.7	56.0	0.2	0.3	0.0	33.1	-51.2
pair	MACD	MACDhist	neg-neg	59	30.6	-0.2	54.2	0.1	0.2	-0.0	31.7	-52.2
pair	MACDhist	MACD	neg-neg	59	30.6	-0.2	54.2	0.1	0.2	-0.0	31.7	-52.2
pair	MACDhist	MACD	pos-neg	44	22.8	-0.3	56.8	0.1	0.2	-0.0	31.1	-30.3
pair	MACD	MACDhist	pos-neg	44	22.8	-0.3	56.8	0.1	0.2	-0.0	31.1	-30.3
single	MACDhist	MACDhist	neg-neg	103	53.4	-0.3	55.3	0.1	0.2	-0.0	31.3	-64.0
pair	RSmean	MRmean	neg-pos	73	37.8	-1.3	56.2	0.1	0.2	-0.0	30.9	-56.0
pair	MRmean	RSmean	neg-pos	73	37.8	-1.3	56.2	0.1	0.2	-0.0	30.9	-56.0
pair	LWTI	RSIhist	pos-neg	14	7.3	-1.6	50.0	0.1	0.3	-0.1	34.8	-24.8
pair	RSIhist	LWTI	pos-neg	14	7.3	-1.6	50.0	0.1	0.3	-0.1	34.8	-24.8
pair	RSI	RSmean	pos-pos	109	56.5	-1.6	57.8	0.1	0.1	-0.0	26.8	-57.9
pair	RSmean	RSI	pos-pos	109	56.5	-1.6	57.8	0.1	0.1	-0.0	26.8	-57.9
pair	MACDhist	RSI	pos-neg	51	26.4	-1.8	54.9	0.1	0.1	-0.0	31.9	-51.2
pair	RSI	MACDhist	pos-neg	51	26.4	-1.8	54.9	0.1	0.1	-0.0	31.9	-51.2
pair	MACDhist	LWTI	pos-neg	6	3.1	-2.0	50.0	0.1	0.2	-0.1	34.9	-18.8
pair	LWTI	MACDhist	pos-neg	6	3.1	-2.0	50.0	0.1	0.2	-0.1	34.9	-18.8
pair	MACDhist	RSIhist	neg-neg	85	44.0	-3.1	54.1	0.1	0.1	-0.1	31.3	-57.9
pair	RSIhist	MACDhist	neg-neg	85	44.0	-3.1	54.1	0.1	0.1	-0.1	31.3	-57.9
pair	RSI	RSIhist	pos-neg	59	30.6	-3.7	54.2	0.0	0.0	-0.1	29.9	-48.4
pair	RSIhist	RSI	pos-neg	59	30.6	-3.7	54.2	0.0	0.0	-0.1	29.9	-48.4
pair	MACD	RSmean	pos-neg	65	33.7	-4.6	52.3	0.0	0.0	-0.1	32.2	-52.2
pair	RSmean	MACD	pos-neg	65	33.7	-4.6	52.3	0.0	0.0	-0.1	32.2	-52.2
pair	MRmean	SLmean	neg-pos	14	7.3	-5.8	57.1	-0.0	-0.0	-0.2	33.5	-29.4
pair	SLmean	MRmean	neg-pos	14	7.3	-5.8	57.1	-0.0	-0.0	-0.2	33.5	-29.4
pair	RSIhist	RSmean	pos-neg	92	47.7	-6.4	53.3	-0.1	-0.1	-0.1	30.0	-58.8
pair	RSmean	RSIhist	pos-neg	92	47.7	-6.4	53.3	-0.1	-0.1	-0.1	30.0	-58.8
pair	MRmean	MACD	pos-neg	26	13.5	-7.9	46.2	-0.1	-0.1	-0.2	36.2	-49.6
pair	MACD	MRmean	pos-neg	26	13.5	-7.9	46.2	-0.1	-0.1	-0.2	36.2	-49.6
pair	MACDhist	SLmean	pos-neg	33	17.1	-8.1	51.5	-0.1	-0.2	-0.2	30.2	-35.2
pair	SLmean	MACDhist	pos-neg	33	17.1	-8.1	51.5	-0.1	-0.2	-0.2	30.2	-35.2
pair	LWTI	RSI	neg-neg	46	23.8	-8.3	50.0	-0.1	-0.3	-0.2	30.5	-50.5
pair	RSI	LWTI	neg-neg	46	23.8	-8.3	50.0	-0.1	-0.3	-0.2	30.5	-50.5
pair	MRmean	RSIhist	pos-neg	30	15.5	-9.9	50.0	-0.2	-0.3	-0.3	27.0	-35.8
pair	RSIhist	MRmean	pos-neg	30	15.5	-9.9	50.0	-0.2	-0.3	-0.3	27.0	-35.8
pair	LWTI	SLmean	neg-neg	39	20.2	-11.1	48.7	-0.3	-0.6	-0.2	27.3	-50.3
pair	SLmean	LWTI	neg-neg	39	20.2	-11.1	48.7	-0.3	-0.6	-0.2	27.3	-50.3
pair	MACDhist	RSmean	pos-neg	85	44.0	-11.5	50.6	-0.2	-0.4	-0.2	30.4	-64.0
pair	RSmean	MACDhist	pos-neg	85	44.0	-11.5	50.6	-0.2	-0.4	-0.2	30.4	-64.0
pair	MACDhist	MRmean	pos-neg	25	13.0	-13.2	48.0	-0.3	-0.4	-0.3	30.8	-41.0
pair	MRmean	MACDhist	pos-neg	25	13.0	-13.2	48.0	-0.3	-0.4	-0.3	30.8	-41.0
pair	MACD	LWTI	neg-neg	39	20.2	-13.5	48.7	-0.3	-0.6	-0.3	31.2	-52.0
pair	LWTI	MACD	neg-neg	39	20.2	-13.5	48.7	-0.3	-0.6	-0.3	31.2	-52.0
pair	LWTI	MRmean	neg-neg	49	25.4	-14.5	49.0	-0.4	-0.7	-0.2	29.0	-59.7
pair	MRmean	LWTI	neg-neg	49	25.4	-14.5	49.0	-0.4	-0.7	-0.2	29.0	-59.7
single	LWTI	LWTI	neg-neg	58	30.1	-16.0	48.3	-0.4	-0.9	-0.3	29.7	-61.8
pair	MACDhist	LWTI	neg-neg	52	26.9	-17.5	48.1	-0.5	-0.9	-0.3	29.4	-59.5
pair	LWTI	MACDhist	neg-neg	52	26.9	-17.5	48.1	-0.5	-0.9	-0.3	29.4	-59.5
pair	LWTI	RSmean	pos-neg	57	29.5	-18.0	47.4	-0.5	-1.0	-0.3	29.5	-61.8
pair	RSmean	LWTI	pos-neg	57	29.5	-18.0	47.4	-0.5	-1.0	-0.3	29.5	-61.8
pair	RSIhist	SLmean	pos-neg	29	15.0	-20.0	44.8	-0.7	-0.9	-0.4	26.8	-48.4
pair	SLmean	RSIhist	pos-neg	29	15.0	-20.0	44.8	-0.7	-0.9	-0.4	26.8	-48.4
pair	LWTI	RSIhist	neg-neg	44	22.8	-20.1	47.7	-0.7	-1.1	-0.3	28.2	-66.0
pair	RSIhist	LWTI	neg-neg	44	22.8	-20.1	47.7	-0.7	-1.1	-0.3	28.2	-66.0
pair	MACD	LWTI	pos-neg	19	9.8	-20.9	47.4	-0.7	-1.4	-0.6	27.2	-36.1
pair	LWTI	MACD	pos-neg	19	9.8	-20.9	47.4	-0.7	-1.4	-0.6	27.2	-36.1
pair	LWTI	MRmean	pos-neg	9	4.7	-23.5	44.4	-0.6	-1.6	-1.2	35.3	-20.0
pair	MRmean	LWTI	pos-neg	9	4.7	-23.5	44.4	-0.6	-1.6	-1.2	35.3	-20.0
pair	LWTI	SLmean	pos-neg	19	9.8	-25.2	47.4	-0.7	-1.3	-0.6	34.7	-39.2
pair	SLmean	LWTI	pos-neg	19	9.8	-25.2	47.4	-0.7	-1.3	-0.6	34.7	-39.2
pair	LWTI	RSI	pos-neg	12	6.2	-40.0	41.7	-1.9	-3.8	-1.0	24.9	-41.1
pair	RSI	LWTI	pos-neg	12	6.2	-40.0	41.7	-1.9	-3.8	-1.0	24.9	-41.1

All Contingency Tables for PALL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -49.3% Months 90M (47%)	CAGR 5.7% \| Win 62% Sharpe 0.33 \| Sortino 0.35 \| Calmar 0.8 Vol 33% \| MDD -6.9% Months 13M (7%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR -5.8% \| Win 57% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.2 Vol 34% \| MDD -29.4% Months 14M (7%)	CAGR 16.7% \| Win 62% Sharpe 0.65 \| Sortino 1.13 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 76M (39%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
SLmean only	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 28% \| MDD -50.3% Months 96M (50%)	CAGR 2.2% \| Win 57% Sharpe 0.20 \| Sortino 0.69 \| Calmar 0.2 Vol 31% \| MDD -14.6% Months 7M (4%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR -1.3% \| Win 56% Sharpe 0.11 \| Sortino 0.18 \| Calmar -0.0 Vol 31% \| MDD -56.0% Months 73M (38%)	CAGR 100.8% \| Win 82% Sharpe 2.63 \| Sortino 2.69 \| Calmar 5.1 Vol 29% \| MDD -19.7% Months 17M (9%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
RSmean only	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 64% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.3 Vol 24% \| MDD -32.4% Months 77M (40%)	CAGR -7.9% \| Win 46% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 36% \| MDD -49.6% Months 26M (14%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 5.9% \| Win 59% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.2 Vol 32% \| MDD -32.7% Months 34M (18%)	CAGR 17.3% \| Win 62% Sharpe 0.67 \| Sortino 1.28 \| Calmar 0.3 Vol 31% \| MDD -51.8% Months 56M (29%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
MACD only	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.31 \| Sortino 0.45 \| Calmar 0.1 Vol 26% \| MDD -54.9% Months 95M (49%)	CAGR 13.8% \| Win 50% Sharpe 0.49 \| Sortino 1.74 \| Calmar 0.6 Vol 44% \| MDD -23.9% Months 8M (4%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 11.9% \| Win 62% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.4 Vol 33% \| MDD -33.1% Months 32M (17%)	CAGR 13.4% \| Win 60% Sharpe 0.56 \| Sortino 1.11 \| Calmar 0.3 Vol 31% \| MDD -51.8% Months 58M (30%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 63% Sharpe 0.57 \| Sortino 0.95 \| Calmar 0.3 Vol 27% \| MDD -46.2% Months 78M (40%)	CAGR -13.2% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.3 Vol 31% \| MDD -41.0% Months 25M (13%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 88.4% \| Win 83% Sharpe 2.47 \| Sortino 4.45 \| Calmar 11.9 Vol 28% \| MDD -7.4% Months 12M (6%)	CAGR 4.3% \| Win 58% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 32% \| MDD -56.0% Months 78M (40%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.4% \| Win 63% Sharpe 0.56 \| Sortino 0.98 \| Calmar 0.3 Vol 28% \| MDD -43.7% Months 73M (38%)	CAGR -9.9% \| Win 50% Sharpe -0.25 \| Sortino -0.32 \| Calmar -0.3 Vol 27% \| MDD -35.8% Months 30M (16%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 61.4% \| Win 75% Sharpe 2.02 \| Sortino 12.18 \| Calmar 5.7 Vol 26% \| MDD -10.8% Months 12M (6%)	CAGR 6.8% \| Win 59% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 32% \| MDD -54.6% Months 78M (40%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 61% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -51.4% Months 94M (49%)	CAGR -23.5% \| Win 44% Sharpe -0.59 \| Sortino -1.61 \| Calmar -1.2 Vol 35% \| MDD -20.0% Months 9M (5%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 57.3% \| Win 76% Sharpe 1.61 \| Sortino 1.92 \| Calmar 1.9 Vol 32% \| MDD -30.3% Months 41M (21%)	CAGR -14.5% \| Win 49% Sharpe -0.40 \| Sortino -0.74 \| Calmar -0.2 Vol 29% \| MDD -59.7% Months 49M (25%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.4% \| Win 59% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 28% \| MDD -47.9% Months 97M (50%)	CAGR 24.7% \| Win 57% Sharpe 0.79 \| Sortino 3.02 \| Calmar 1.9 Vol 35% \| MDD -13.2% Months 7M (4%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 2.8% \| Win 57% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -53.1% Months 72M (37%)	CAGR 85.0% \| Win 82% Sharpe 2.34 \| Sortino 2.38 \| Calmar 4.3 Vol 29% \| MDD -19.7% Months 17M (9%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
RSmean only	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 60% Sharpe 0.26 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -37.8% Months 73M (38%)	CAGR 4.4% \| Win 55% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 33% \| MDD -35.7% Months 31M (16%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 20.3% \| Win 66% Sharpe 0.78 \| Sortino 1.00 \| Calmar 0.6 Vol 29% \| MDD -35.1% Months 38M (20%)	CAGR 11.2% \| Win 59% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.2 Vol 33% \| MDD -53.1% Months 51M (26%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
MACD only	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.0 Vol 26% \| MDD -50.0% Months 89M (46%)	CAGR 13.0% \| Win 60% Sharpe 0.50 \| Sortino 0.91 \| Calmar 0.5 Vol 39% \| MDD -23.9% Months 15M (8%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 17.0% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.6 Vol 32% \| MDD -28.1% Months 38M (20%)	CAGR 13.6% \| Win 59% Sharpe 0.56 \| Sortino 1.35 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 51M (26%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 62% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 27% \| MDD -40.0% Months 71M (37%)	CAGR -8.1% \| Win 52% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.2 Vol 30% \| MDD -35.2% Months 33M (17%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 68.6% \| Win 79% Sharpe 2.13 \| Sortino 4.77 \| Calmar 5.0 Vol 26% \| MDD -13.8% Months 19M (10%)	CAGR 3.7% \| Win 57% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 32% \| MDD -51.8% Months 70M (36%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.8% \| Win 64% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.4 Vol 28% \| MDD -34.6% Months 75M (39%)	CAGR -20.0% \| Win 45% Sharpe -0.69 \| Sortino -0.95 \| Calmar -0.4 Vol 27% \| MDD -48.4% Months 29M (15%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 48.5% \| Win 70% Sharpe 1.62 \| Sortino 10.19 \| Calmar 2.8 Vol 27% \| MDD -17.4% Months 10M (5%)	CAGR 11.3% \| Win 61% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.2 Vol 32% \| MDD -50.3% Months 79M (41%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 61% Sharpe 0.56 \| Sortino 0.89 \| Calmar 0.3 Vol 26% \| MDD -40.9% Months 85M (44%)	CAGR -25.2% \| Win 47% Sharpe -0.66 \| Sortino -1.29 \| Calmar -0.6 Vol 35% \| MDD -39.2% Months 19M (10%)	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)
SLmean neg	CAGR 40.6% \| Win 72% Sharpe 1.21 \| Sortino 1.47 \| Calmar 1.2 Vol 33% \| MDD -35.1% Months 50M (26%)	CAGR -11.1% \| Win 49% Sharpe -0.29 \| Sortino -0.62 \| Calmar -0.2 Vol 27% \| MDD -50.3% Months 39M (20%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.3% \| Win 62% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.2 Vol 27% \| MDD -43.2% Months 104M (54%)	CAGR -4.6% \| Win 52% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 32% \| MDD -52.2% Months 65M (34%)	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)
RSmean neg	CAGR 36.7% \| Win 71% Sharpe 1.33 \| Sortino 1.50 \| Calmar 3.6 Vol 26% \| MDD -10.2% Months 7M (4%)	CAGR 78.1% \| Win 76% Sharpe 1.98 \| Sortino 3.37 \| Calmar 4.0 Vol 32% \| MDD -19.7% Months 17M (9%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)
MACD only	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -1.6% \| Win 58% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -57.9% Months 109M (56%)	CAGR 10.6% \| Win 58% Sharpe 0.47 \| Sortino 0.98 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 60M (31%)	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)
RSmean neg	CAGR 71.6% \| Win 78% Sharpe 1.92 \| Sortino 2.54 \| Calmar 3.6 Vol 31% \| MDD -19.7% Months 18M (9%)	CAGR 46.3% \| Win 67% Sharpe 1.41 \| Sortino 4.87 \| Calmar 5.4 Vol 30% \| MDD -8.6% Months 6M (3%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 19.1% \| Win 66% Sharpe 0.78 \| Sortino 1.31 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 84M (44%)	CAGR -11.5% \| Win 51% Sharpe -0.24 \| Sortino -0.38 \| Calmar -0.2 Vol 30% \| MDD -64.0% Months 85M (44%)	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)
RSmean neg	CAGR 37.4% \| Win 67% Sharpe 1.18 \| Sortino 4.13 \| Calmar 4.4 Vol 30% \| MDD -8.6% Months 6M (3%)	CAGR 75.2% \| Win 78% Sharpe 2.01 \| Sortino 2.63 \| Calmar 3.8 Vol 31% \| MDD -19.7% Months 18M (9%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 14.5% \| Win 64% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.4 Vol 28% \| MDD -37.8% Months 77M (40%)	CAGR -6.4% \| Win 53% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.1 Vol 30% \| MDD -58.8% Months 92M (48%)	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)
RSmean neg	CAGR 62.0% \| Win 75% Sharpe 1.86 \| Sortino 6.05 \| Calmar 7.2 Vol 28% \| MDD -8.6% Months 8M (4%)	CAGR 66.4% \| Win 75% Sharpe 1.77 \| Sortino 2.41 \| Calmar 3.4 Vol 32% \| MDD -19.7% Months 16M (8%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.0% \| Win 63% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.3 Vol 28% \| MDD -43.2% Months 112M (58%)	CAGR -18.0% \| Win 47% Sharpe -0.52 \| Sortino -1.02 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 57M (30%)	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)
RSmean neg	CAGR 59.8% \| Win 74% Sharpe 1.71 \| Sortino 2.79 \| Calmar 3.0 Vol 31% \| MDD -19.7% Months 23M (12%)	CAGR 237.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.7% \| Win 61% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.1 Vol 26% \| MDD -53.4% Months 95M (49%)	CAGR 46.2% \| Win 69% Sharpe 1.35 \| Sortino 2.67 \| Calmar 2.5 Vol 32% \| MDD -18.1% Months 16M (8%)	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)
MACD neg	CAGR 15.2% \| Win 59% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 34% \| MDD -42.7% Months 32M (17%)	CAGR 4.6% \| Win 56% Sharpe 0.30 \| Sortino 0.64 \| Calmar 0.1 Vol 32% \| MDD -52.2% Months 50M (26%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.6% \| Win 66% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.5 Vol 24% \| MDD -29.4% Months 67M (35%)	CAGR -0.3% \| Win 57% Sharpe 0.14 \| Sortino 0.22 \| Calmar -0.0 Vol 31% \| MDD -30.3% Months 44M (23%)	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)
MACD neg	CAGR 35.0% \| Win 65% Sharpe 1.02 \| Sortino 3.02 \| Calmar 1.9 Vol 36% \| MDD -18.8% Months 23M (12%)	CAGR -0.2% \| Win 54% Sharpe 0.15 \| Sortino 0.25 \| Calmar -0.0 Vol 32% \| MDD -52.2% Months 59M (31%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 16.0% \| Win 68% Sharpe 0.73 \| Sortino 1.06 \| Calmar 0.6 Vol 25% \| MDD -26.1% Months 53M (28%)	CAGR 3.0% \| Win 57% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 29% \| MDD -38.0% Months 58M (30%)	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)
MACD neg	CAGR 22.3% \| Win 59% Sharpe 0.78 \| Sortino 1.93 \| Calmar 0.7 Vol 33% \| MDD -34.1% Months 32M (17%)	CAGR 0.7% \| Win 56% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 33% \| MDD -51.2% Months 50M (26%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 16.5% \| Win 65% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.4 Vol 26% \| MDD -41.4% Months 92M (48%)	CAGR -20.9% \| Win 47% Sharpe -0.73 \| Sortino -1.40 \| Calmar -0.6 Vol 27% \| MDD -36.1% Months 19M (10%)	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)
MACD neg	CAGR 33.4% \| Win 65% Sharpe 1.03 \| Sortino 1.69 \| Calmar 1.2 Vol 34% \| MDD -26.7% Months 43M (22%)	CAGR -13.5% \| Win 49% Sharpe -0.31 \| Sortino -0.61 \| Calmar -0.3 Vol 31% \| MDD -52.0% Months 39M (20%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.5% \| Win 64% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.4 Vol 25% \| MDD -34.3% Months 76M (39%)	CAGR -1.8% \| Win 55% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.0 Vol 32% \| MDD -51.2% Months 51M (26%)	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)
RSI neg	CAGR 72.7% \| Win 71% Sharpe 1.73 \| Sortino 5.87 \| Calmar 3.9 Vol 36% \| MDD -18.8% Months 14M (7%)	CAGR 1.3% \| Win 56% Sharpe 0.19 \| Sortino 0.37 \| Calmar 0.0 Vol 31% \| MDD -51.8% Months 52M (27%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 16.3% \| Win 66% Sharpe 0.71 \| Sortino 1.13 \| Calmar 0.4 Vol 26% \| MDD -38.6% Months 68M (35%)	CAGR -3.7% \| Win 54% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.1 Vol 30% \| MDD -48.4% Months 59M (31%)	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)
RSI neg	CAGR 26.9% \| Win 59% Sharpe 0.86 \| Sortino 2.70 \| Calmar 1.0 Vol 35% \| MDD -25.8% Months 17M (9%)	CAGR 9.1% \| Win 59% Sharpe 0.43 \| Sortino 0.82 \| Calmar 0.2 Vol 32% \| MDD -50.3% Months 49M (25%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 13.1% \| Win 63% Sharpe 0.59 \| Sortino 0.79 \| Calmar 0.3 Vol 28% \| MDD -48.3% Months 115M (60%)	CAGR -40.0% \| Win 42% Sharpe -1.89 \| Sortino -3.76 \| Calmar -1.0 Vol 25% \| MDD -41.1% Months 12M (6%)	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)
RSI neg	CAGR 85.0% \| Win 80% Sharpe 2.08 \| Sortino 5.10 \| Calmar 6.3 Vol 33% \| MDD -13.6% Months 20M (10%)	CAGR -8.3% \| Win 50% Sharpe -0.13 \| Sortino -0.26 \| Calmar -0.2 Vol 30% \| MDD -50.5% Months 46M (24%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 19.5% \| Win 66% Sharpe 0.80 \| Sortino 1.41 \| Calmar 0.5 Vol 27% \| MDD -41.0% Months 67M (35%)	CAGR 22.5% \| Win 65% Sharpe 0.85 \| Sortino 1.40 \| Calmar 1.0 Vol 29% \| MDD -22.4% Months 23M (12%)	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)
MACDhist neg	CAGR 14.2% \| Win 61% Sharpe 0.57 \| Sortino 1.11 \| Calmar 0.4 Vol 32% \| MDD -31.8% Months 18M (9%)	CAGR -3.1% \| Win 54% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 31% \| MDD -57.9% Months 85M (44%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)
RSIhist only	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 22.0% \| Win 67% Sharpe 0.88 \| Sortino 1.47 \| Calmar 0.6 Vol 27% \| MDD -35.5% Months 84M (44%)	CAGR -2.0% \| Win 50% Sharpe 0.09 \| Sortino 0.24 \| Calmar -0.1 Vol 35% \| MDD -18.8% Months 6M (3%)	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)
MACDhist neg	CAGR 21.0% \| Win 63% Sharpe 0.76 \| Sortino 0.98 \| Calmar 0.7 Vol 32% \| MDD -30.3% Months 51M (26%)	CAGR -17.5% \| Win 48% Sharpe -0.50 \| Sortino -0.95 \| Calmar -0.3 Vol 29% \| MDD -59.5% Months 52M (27%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 22.7% \| Win 68% Sharpe 0.91 \| Sortino 1.48 \| Calmar 0.6 Vol 26% \| MDD -35.3% Months 71M (37%)	CAGR -1.6% \| Win 50% Sharpe 0.11 \| Sortino 0.35 \| Calmar -0.1 Vol 35% \| MDD -24.8% Months 14M (7%)	CAGR 18.3% \| Win 65% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.4 Vol 28% \| MDD -43.2% Months 85M (44%)
RSIhist neg	CAGR 20.4% \| Win 62% Sharpe 0.75 \| Sortino 1.02 \| Calmar 0.5 Vol 32% \| MDD -38.0% Months 64M (33%)	CAGR -20.1% \| Win 48% Sharpe -0.65 \| Sortino -1.13 \| Calmar -0.3 Vol 28% \| MDD -66.0% Months 44M (23%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.33 \| Calmar 0.0 Vol 31% \| MDD -58.8% Months 108M (56%)
LWTI only	CAGR 21.6% \| Win 65% Sharpe 0.83 \| Sortino 1.20 \| Calmar 0.5 Vol 29% \| MDD -41.4% Months 135M (70%)	CAGR -16.0% \| Win 48% Sharpe -0.43 \| Sortino -0.86 \| Calmar -0.3 Vol 30% \| MDD -61.8% Months 58M (30%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.56 \| Calmar 0.1 Vol 27% \| MDD -49.3% Months 90M (47%)	CAGR 5.7% \| Win 62% Sharpe 0.33 \| Sortino 0.35 \| Calmar 0.8 Vol 33% \| MDD -6.9% Months 13M (7%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR -5.8% \| Win 57% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.2 Vol 34% \| MDD -29.4% Months 14M (7%)	CAGR 16.7% \| Win 62% Sharpe 0.65 \| Sortino 1.13 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 76M (39%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
SLmean only	CAGR 3.8% \| Win 59% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 28% \| MDD -51.3% Months 104M (54%)	CAGR 15.0% \| Win 62% Sharpe 0.61 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -53.1% Months 89M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 28% \| MDD -50.3% Months 96M (50%)	CAGR 2.2% \| Win 57% Sharpe 0.20 \| Sortino 0.69 \| Calmar 0.2 Vol 31% \| MDD -14.6% Months 7M (4%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR -1.3% \| Win 56% Sharpe 0.11 \| Sortino 0.18 \| Calmar -0.0 Vol 31% \| MDD -56.0% Months 73M (38%)	CAGR 100.8% \| Win 82% Sharpe 2.63 \| Sortino 2.69 \| Calmar 5.1 Vol 29% \| MDD -19.7% Months 17M (9%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
RSmean only	CAGR 2.6% \| Win 58% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.0 Vol 29% \| MDD -70.5% Months 169M (88%)	CAGR 64.9% \| Win 75% Sharpe 1.83 \| Sortino 2.96 \| Calmar 3.3 Vol 30% \| MDD -19.7% Months 24M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 64% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.3 Vol 24% \| MDD -32.4% Months 77M (40%)	CAGR -7.9% \| Win 46% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.2 Vol 36% \| MDD -49.6% Months 26M (14%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 5.9% \| Win 59% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.2 Vol 32% \| MDD -32.7% Months 34M (18%)	CAGR 17.3% \| Win 62% Sharpe 0.67 \| Sortino 1.28 \| Calmar 0.3 Vol 31% \| MDD -51.8% Months 56M (29%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
MACD only	CAGR 9.0% \| Win 62% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 27% \| MDD -41.4% Months 111M (58%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.2 Vol 33% \| MDD -52.2% Months 82M (42%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 60% Sharpe 0.31 \| Sortino 0.45 \| Calmar 0.1 Vol 26% \| MDD -54.9% Months 95M (49%)	CAGR 13.8% \| Win 50% Sharpe 0.49 \| Sortino 1.74 \| Calmar 0.6 Vol 44% \| MDD -23.9% Months 8M (4%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 11.9% \| Win 62% Sharpe 0.51 \| Sortino 0.67 \| Calmar 0.4 Vol 33% \| MDD -33.1% Months 32M (17%)	CAGR 13.4% \| Win 60% Sharpe 0.56 \| Sortino 1.11 \| Calmar 0.3 Vol 31% \| MDD -51.8% Months 58M (30%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
RSI only	CAGR 6.5% \| Win 61% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -60.5% Months 127M (66%)	CAGR 13.4% \| Win 59% Sharpe 0.55 \| Sortino 1.17 \| Calmar 0.3 Vol 32% \| MDD -52.2% Months 66M (34%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 63% Sharpe 0.57 \| Sortino 0.95 \| Calmar 0.3 Vol 27% \| MDD -46.2% Months 78M (40%)	CAGR -13.2% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.3 Vol 31% \| MDD -41.0% Months 25M (13%)	CAGR 5.4% \| Win 59% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 28% \| MDD -53.2% Months 103M (53%)
MRmean neg	CAGR 88.4% \| Win 83% Sharpe 2.47 \| Sortino 4.45 \| Calmar 11.9 Vol 28% \| MDD -7.4% Months 12M (6%)	CAGR 4.3% \| Win 58% Sharpe 0.29 \| Sortino 0.48 \| Calmar 0.1 Vol 32% \| MDD -56.0% Months 78M (40%)	CAGR 12.8% \| Win 61% Sharpe 0.54 \| Sortino 0.90 \| Calmar 0.2 Vol 31% \| MDD -56.0% Months 90M (47%)
MACDhist only	CAGR 20.2% \| Win 66% Sharpe 0.82 \| Sortino 1.41 \| Calmar 0.6 Vol 27% \| MDD -33.5% Months 90M (47%)	CAGR -0.3% \| Win 55% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 31% \| MDD -64.0% Months 103M (53%)