PAVE - Global X U.S. Infrastructure Development ETF

Signal Pair Analysis

MRmean-LWTI

Best Pair

239.9%

Best CAGR

Total Months

29.1%

Avg CAGR

PAVE 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 PAVE

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	LWTI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MRmean	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	LWTI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	LWTI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSIhist	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	neg-neg	1	0.9	239.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	pos-neg	2	1.8	125.1	100.0	4.7	0.0	0.0	18.0	0.0
pair	MACD	LWTI	pos-neg	2	1.8	125.1	100.0	4.7	0.0	0.0	18.0	0.0
single	LWTI	LWTI	neg-neg	2	1.8	125.1	100.0	4.7	0.0	0.0	18.0	0.0
pair	LWTI	RSmean	pos-neg	2	1.8	125.1	100.0	4.7	0.0	0.0	18.0	0.0
pair	RSmean	LWTI	pos-neg	2	1.8	125.1	100.0	4.7	0.0	0.0	18.0	0.0
pair	RSI	MACD	pos-neg	6	5.5	78.6	83.3	1.5	0.0	3.8	46.9	-21.0
pair	MACD	RSI	pos-neg	6	5.5	78.6	83.3	1.5	0.0	3.8	46.9	-21.0
pair	RSI	MACDhist	neg-neg	18	16.4	64.7	72.2	2.3	2.9	5.0	23.6	-12.9
pair	MACDhist	RSI	neg-neg	18	16.4	64.7	72.2	2.3	2.9	5.0	23.6	-12.9
pair	RSI	SLmean	pos-neg	2	1.8	57.4	100.0	10.9	0.0	0.0	4.3	0.0
pair	SLmean	RSI	pos-neg	2	1.8	57.4	100.0	10.9	0.0	0.0	4.3	0.0
pair	RSmean	RSI	pos-neg	11	10.0	53.3	81.8	1.3	2.6	2.5	39.3	-21.0
pair	RSI	RSmean	pos-neg	11	10.0	53.3	81.8	1.3	2.6	2.5	39.3	-21.0
pair	MACDhist	LWTI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MRmean	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	LWTI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSIhist	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	SLmean	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	LWTI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	LWTI	pos-neg	1	0.9	49.1	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	pos-neg	19	17.3	47.0	68.4	2.1	5.5	4.9	19.7	-9.6
pair	RSIhist	MRmean	pos-neg	19	17.3	47.0	68.4	2.1	5.5	4.9	19.7	-9.6
pair	MACDhist	RSIhist	neg-neg	36	32.7	44.4	66.7	1.7	2.5	3.4	23.3	-13.0
pair	RSIhist	MACDhist	neg-neg	36	32.7	44.4	66.7	1.7	2.5	3.4	23.3	-13.0
pair	RSI	MRmean	pos-neg	1	0.9	42.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSIhist	neg-pos	1	0.9	42.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSI	neg-pos	1	0.9	42.4	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSI	pos-neg	1	0.9	42.4	100.0	0.0	0.0	0.0	-	0.0
single	RSI	RSI	neg-neg	19	17.3	38.3	68.4	1.2	1.3	1.8	30.6	-21.0
pair	MRmean	RSI	neg-neg	18	16.4	38.1	66.7	1.2	1.3	1.8	31.4	-21.0
pair	RSI	MRmean	neg-neg	18	16.4	38.1	66.7	1.2	1.3	1.8	31.4	-21.0
pair	RSI	RSIhist	neg-neg	18	16.4	38.1	66.7	1.2	1.3	1.8	31.4	-21.0
pair	RSIhist	RSI	neg-neg	18	16.4	38.1	66.7	1.2	1.3	1.8	31.4	-21.0
pair	MRmean	SLmean	pos-neg	11	10.0	37.5	63.6	1.5	3.0	4.3	22.9	-8.7
pair	SLmean	MRmean	pos-neg	11	10.0	37.5	63.6	1.5	3.0	4.3	22.9	-8.7
pair	MACD	RSIhist	pos-neg	29	26.4	37.0	65.5	1.2	1.8	1.8	30.5	-21.0
pair	RSIhist	MACD	pos-neg	29	26.4	37.0	65.5	1.2	1.8	1.8	30.5	-21.0
pair	RSIhist	RSmean	pos-neg	37	33.6	37.0	67.6	1.2	1.8	1.8	29.2	-21.0
pair	RSmean	RSIhist	pos-neg	37	33.6	37.0	67.6	1.2	1.8	1.8	29.2	-21.0
pair	MACDhist	MRmean	neg-neg	31	28.2	36.8	64.5	1.4	2.1	2.8	24.7	-13.0
pair	MRmean	MACDhist	neg-neg	31	28.2	36.8	64.5	1.4	2.1	2.8	24.7	-13.0
pair	SLmean	RSI	neg-neg	17	15.5	36.2	64.7	1.1	1.2	1.7	32.4	-21.0
pair	RSI	SLmean	neg-neg	17	15.5	36.2	64.7	1.1	1.2	1.7	32.4	-21.0
pair	SLmean	RSIhist	pos-neg	11	10.0	34.3	63.6	1.7	3.1	3.6	18.9	-9.6
pair	RSIhist	SLmean	pos-neg	11	10.0	34.3	63.6	1.7	3.1	3.6	18.9	-9.6
pair	MACDhist	SLmean	neg-neg	32	29.1	33.9	62.5	1.3	2.0	2.6	24.6	-13.0
pair	SLmean	MACDhist	neg-neg	32	29.1	33.9	62.5	1.3	2.0	2.6	24.6	-13.0
single	RSIhist	RSIhist	neg-neg	49	44.5	33.0	65.3	1.2	1.6	1.6	25.8	-21.0
pair	RSIhist	SLmean	neg-neg	38	34.5	32.6	65.8	1.2	1.5	1.6	27.7	-21.0
pair	SLmean	RSIhist	neg-neg	38	34.5	32.6	65.8	1.2	1.5	1.6	27.7	-21.0
pair	RSI	LWTI	neg-pos	18	16.4	31.5	66.7	1.1	1.1	1.5	30.7	-21.0
pair	LWTI	RSI	neg-pos	18	16.4	31.5	66.7	1.1	1.1	1.5	30.7	-21.0
pair	RSmean	SLmean	neg-pos	27	24.5	31.1	66.7	1.0	1.6	1.1	33.2	-27.9
pair	SLmean	RSmean	neg-pos	27	24.5	31.1	66.7	1.0	1.6	1.1	33.2	-27.9
pair	SLmean	MACD	neg-pos	22	20.0	30.7	63.6	1.0	1.5	1.1	34.1	-27.9
pair	MACD	SLmean	neg-pos	22	20.0	30.7	63.6	1.0	1.5	1.1	34.1	-27.9
pair	LWTI	RSIhist	neg-pos	48	43.6	30.4	64.6	1.2	1.5	1.4	25.8	-21.0
pair	RSIhist	LWTI	neg-pos	48	43.6	30.4	64.6	1.2	1.5	1.4	25.8	-21.0
pair	RSIhist	RSI	pos-neg	31	28.2	30.1	64.5	1.3	2.3	1.0	22.5	-29.1
pair	RSI	RSIhist	pos-neg	31	28.2	30.1	64.5	1.3	2.3	1.0	22.5	-29.1
pair	SLmean	MRmean	neg-pos	2	1.8	29.9	50.0	2.2	0.0	114.9	12.2	-0.3
pair	MRmean	SLmean	neg-pos	2	1.8	29.9	50.0	2.2	0.0	114.9	12.2	-0.3
pair	MACD	MACDhist	pos-neg	28	25.5	29.4	60.7	1.1	2.1	2.2	25.6	-13.0
pair	MACDhist	MACD	pos-neg	28	25.5	29.4	60.7	1.1	2.1	2.2	25.6	-13.0
pair	RSmean	MACDhist	pos-neg	39	35.5	28.7	64.1	1.1	1.7	1.2	25.5	-23.6
pair	MACDhist	RSmean	pos-neg	39	35.5	28.7	64.1	1.1	1.7	1.2	25.5	-23.6
pair	RSIhist	MACD	neg-neg	20	18.2	27.4	65.0	1.5	1.6	2.1	17.5	-12.9
pair	MACD	RSIhist	neg-neg	20	18.2	27.4	65.0	1.5	1.6	2.1	17.5	-12.9
pair	RSmean	MRmean	neg-pos	18	16.4	27.3	66.7	0.8	1.3	1.3	37.2	-21.0
pair	MRmean	RSmean	neg-pos	18	16.4	27.3	66.7	0.8	1.3	1.3	37.2	-21.0
pair	RSIhist	MRmean	neg-neg	30	27.3	24.8	63.3	0.9	1.1	1.2	29.3	-21.0
pair	MRmean	RSIhist	neg-neg	30	27.3	24.8	63.3	0.9	1.1	1.2	29.3	-21.0
single	SLmean	SLmean	neg-neg	42	38.2	24.2	61.9	0.9	1.3	0.9	27.5	-27.9
pair	MRmean	MACD	neg-pos	13	11.8	22.9	61.5	0.7	1.1	1.0	40.3	-23.0
pair	MACD	MRmean	neg-pos	13	11.8	22.9	61.5	0.7	1.1	1.0	40.3	-23.0
pair	MACD	RSI	neg-neg	13	11.8	22.9	61.5	1.1	1.2	1.8	20.5	-12.9
pair	RSI	MACD	neg-neg	13	11.8	22.9	61.5	1.1	1.2	1.8	20.5	-12.9
single	MACDhist	MACDhist	neg-neg	57	51.8	21.8	59.6	1.0	1.5	1.0	22.2	-21.7
pair	RSIhist	RSmean	neg-neg	12	10.9	21.2	58.3	1.9	5.6	7.2	10.5	-2.9
pair	SLmean	LWTI	neg-pos	41	37.3	21.2	61.0	0.8	1.2	0.8	27.4	-27.9
pair	RSmean	RSIhist	neg-neg	12	10.9	21.2	58.3	1.9	5.6	7.2	10.5	-2.9
pair	LWTI	SLmean	neg-pos	41	37.3	21.2	61.0	0.8	1.2	0.8	27.4	-27.9
single	MRmean	MRmean	neg-neg	33	30.0	20.4	60.6	0.8	1.0	1.0	28.4	-21.0
pair	RSmean	RSI	neg-neg	8	7.3	20.0	50.0	1.6	4.7	6.8	11.6	-2.9
pair	RSI	RSmean	neg-neg	8	7.3	20.0	50.0	1.6	4.7	6.8	11.6	-2.9
pair	MRmean	SLmean	neg-neg	31	28.2	19.8	61.3	0.8	1.0	0.9	29.2	-21.0
pair	SLmean	MRmean	neg-neg	31	28.2	19.8	61.3	0.8	1.0	0.9	29.2	-21.0
pair	MACDhist	MRmean	pos-pos	51	46.4	19.6	56.9	0.9	1.8	1.2	21.7	-16.4
pair	MRmean	MACDhist	pos-pos	51	46.4	19.6	56.9	0.9	1.8	1.2	21.7	-16.4
pair	LWTI	MACDhist	neg-pos	56	50.9	19.6	58.9	0.9	1.4	0.9	22.0	-21.7
pair	MACDhist	LWTI	neg-pos	56	50.9	19.6	58.9	0.9	1.4	0.9	22.0	-21.7
pair	MACD	MRmean	neg-neg	20	18.2	18.8	60.0	1.1	1.2	1.4	18.1	-12.9
pair	MRmean	MACD	neg-neg	20	18.2	18.8	60.0	1.1	1.2	1.4	18.1	-12.9
pair	RSmean	MACD	pos-pos	76	69.1	18.3	57.9	0.8	1.3	0.6	25.1	-30.9
pair	MACD	RSmean	pos-pos	76	69.1	18.3	57.9	0.8	1.3	0.6	25.1	-30.9
single	RSmean	RSmean	pos-pos	92	83.6	18.2	58.7	0.8	1.2	0.6	24.6	-30.9
pair	RSmean	MACD	pos-neg	16	14.5	17.8	62.5	0.8	0.9	0.8	22.9	-23.6
pair	MACD	RSmean	pos-neg	16	14.5	17.8	62.5	0.8	0.9	0.8	22.9	-23.6
pair	MACD	SLmean	neg-neg	20	18.2	17.4	60.0	1.0	1.2	1.3	18.3	-12.9
pair	MACDhist	RSI	pos-pos	52	47.3	17.4	55.8	0.8	1.7	1.0	21.8	-17.2
pair	RSI	MACDhist	pos-pos	52	47.3	17.4	55.8	0.8	1.7	1.0	21.8	-17.2
pair	SLmean	MACD	neg-neg	20	18.2	17.4	60.0	1.0	1.2	1.3	18.3	-12.9
single	MACD	MACD	pos-pos	81	73.6	17.0	56.8	0.8	1.2	0.6	24.6	-30.9
pair	SLmean	RSI	neg-pos	25	22.7	16.6	60.0	0.8	1.4	0.7	24.1	-22.5
pair	RSI	SLmean	neg-pos	25	22.7	16.6	60.0	0.8	1.4	0.7	24.1	-22.5
pair	LWTI	MRmean	neg-pos	32	29.1	16.5	59.4	0.7	0.9	0.8	28.3	-21.0
pair	MRmean	LWTI	neg-pos	32	29.1	16.5	59.4	0.7	0.9	0.8	28.3	-21.0
pair	LWTI	RSmean	pos-pos	90	81.8	16.5	57.8	0.8	1.1	0.4	24.7	-37.5
pair	RSmean	LWTI	pos-pos	90	81.8	16.5	57.8	0.8	1.1	0.4	24.7	-37.5
pair		benchmark___benchmark_	benchmark-benchmark	110	100.0	16.5	57.3	0.8	1.2	0.5	23.0	-30.9
pair	benchmark___benchmark_		benchmark-benchmark	110	100.0	16.5	57.3	0.8	1.2	0.5	23.0	-30.9
pair	MRmean	RSmean	pos-pos	74	67.3	16.1	56.8	0.8	1.4	0.7	20.8	-22.1
pair	RSmean	MRmean	pos-pos	74	67.3	16.1	56.8	0.8	1.4	0.7	20.8	-22.1
pair	MRmean	MACD	pos-pos	68	61.8	16.0	55.9	0.8	1.6	1.1	20.7	-14.4
pair	MACD	MRmean	pos-pos	68	61.8	16.0	55.9	0.8	1.6	1.1	20.7	-14.4
pair	LWTI	MACD	pos-pos	79	71.8	15.1	55.7	0.7	1.1	0.5	24.6	-30.9
pair	MACD	LWTI	pos-pos	79	71.8	15.1	55.7	0.7	1.1	0.5	24.6	-30.9
single	LWTI	LWTI	pos-pos	108	98.2	15.0	56.5	0.7	1.1	0.4	23.0	-34.9
pair	MACD	LWTI	neg-pos	29	26.4	14.8	58.6	0.8	1.0	0.7	18.5	-21.7
single	MRmean	MRmean	pos-pos	77	70.0	14.8	55.8	0.8	1.4	0.6	20.5	-24.6
pair	MACDhist	MACD	neg-neg	29	26.4	14.8	58.6	0.8	1.0	0.7	18.5	-21.7
pair	LWTI	MACD	neg-pos	29	26.4	14.8	58.6	0.8	1.0	0.7	18.5	-21.7
single	MACD	MACD	neg-neg	29	26.4	14.8	58.6	0.8	1.0	0.7	18.5	-21.7
pair	MACD	MACDhist	neg-neg	29	26.4	14.8	58.6	0.8	1.0	0.7	18.5	-21.7
pair	MRmean	RSI	pos-pos	76	69.1	14.5	55.3	0.8	1.3	0.6	20.6	-24.6
pair	RSI	MRmean	pos-pos	76	69.1	14.5	55.3	0.8	1.3	0.6	20.6	-24.6
pair	MACDhist	SLmean	pos-pos	43	39.1	14.4	53.5	0.7	1.4	0.9	20.9	-15.7
pair	LWTI	MRmean	pos-pos	76	69.1	14.4	55.3	0.8	1.3	0.6	20.6	-24.6
pair	MRmean	LWTI	pos-pos	76	69.1	14.4	55.3	0.8	1.3	0.6	20.6	-24.6
pair	SLmean	MACDhist	pos-pos	43	39.1	14.4	53.5	0.7	1.4	0.9	20.9	-15.7
pair	RSmean	RSI	pos-pos	81	73.6	14.1	55.6	0.7	1.2	0.5	22.0	-29.2
pair	RSI	RSmean	pos-pos	81	73.6	14.1	55.6	0.7	1.2	0.5	22.0	-29.2
pair	RSmean	SLmean	pos-pos	65	59.1	13.2	55.4	0.7	1.2	0.8	20.2	-15.7
pair	MACD	RSI	pos-pos	75	68.2	13.2	54.7	0.7	1.2	0.4	22.0	-30.4
pair	RSI	MACD	pos-pos	75	68.2	13.2	54.7	0.7	1.2	0.4	22.0	-30.4
pair	SLmean	RSmean	pos-pos	65	59.1	13.2	55.4	0.7	1.2	0.8	20.2	-15.7
pair	MACDhist	RSIhist	pos-pos	40	36.4	12.7	52.5	0.7	1.2	0.7	21.4	-18.8
pair	RSIhist	MACDhist	pos-pos	40	36.4	12.7	52.5	0.7	1.2	0.7	21.4	-18.8
pair	SLmean	RSmean	neg-neg	15	13.6	12.6	53.3	1.1	1.9	1.7	11.9	-7.3
pair	RSmean	SLmean	neg-neg	15	13.6	12.6	53.3	1.1	1.9	1.7	11.9	-7.3
pair	RSmean	MRmean	neg-neg	15	13.6	12.6	53.3	1.1	1.9	1.7	11.9	-7.3
pair	MRmean	RSmean	neg-neg	15	13.6	12.6	53.3	1.1	1.9	1.7	11.9	-7.3
single	RSI	RSI	pos-pos	91	82.7	12.4	54.9	0.7	1.1	0.4	21.2	-30.4
pair	MACD	SLmean	pos-pos	59	53.6	12.3	54.2	0.7	1.2	0.8	20.1	-15.7
pair	SLmean	MACD	pos-pos	59	53.6	12.3	54.2	0.7	1.2	0.8	20.1	-15.7
pair	RSI	LWTI	pos-pos	90	81.8	12.0	54.4	0.6	1.1	0.4	21.3	-30.4
pair	LWTI	RSI	pos-pos	90	81.8	12.0	54.4	0.6	1.1	0.4	21.3	-30.4
single	SLmean	SLmean	pos-pos	68	61.8	11.9	54.4	0.7	1.1	0.6	19.9	-18.5
pair	SLmean	LWTI	pos-pos	67	60.9	11.5	53.7	0.6	1.1	0.6	20.0	-18.5
pair	LWTI	SLmean	pos-pos	67	60.9	11.5	53.7	0.6	1.1	0.6	20.0	-18.5
pair	MRmean	SLmean	pos-pos	66	60.0	11.4	54.5	0.6	1.1	0.5	20.1	-22.0
pair	SLmean	MRmean	pos-pos	66	60.0	11.4	54.5	0.6	1.1	0.5	20.1	-22.0
pair	RSmean	MACD	neg-neg	13	11.8	11.2	53.8	1.0	1.6	1.5	11.9	-7.3
pair	MACD	RSmean	neg-neg	13	11.8	11.2	53.8	1.0	1.6	1.5	11.9	-7.3
pair	MACDhist	RSmean	pos-pos	53	48.2	11.0	54.7	0.6	0.8	0.4	24.1	-28.7
pair	RSmean	MACDhist	pos-pos	53	48.2	11.0	54.7	0.6	0.8	0.4	24.1	-28.7
pair	MACD	MACDhist	pos-pos	53	48.2	11.0	54.7	0.6	0.8	0.4	24.1	-28.7
pair	MACDhist	MACD	pos-pos	53	48.2	11.0	54.7	0.6	0.8	0.4	24.1	-28.7
single	MACDhist	MACDhist	pos-pos	53	48.2	11.0	54.7	0.6	0.8	0.4	24.1	-28.7
pair	RSI	SLmean	pos-pos	66	60.0	10.8	53.0	0.6	1.0	0.5	20.1	-22.2
pair	SLmean	RSI	pos-pos	66	60.0	10.8	53.0	0.6	1.0	0.5	20.1	-22.2
pair	MACDhist	LWTI	pos-pos	52	47.3	10.4	53.8	0.5	0.8	0.4	24.3	-28.7
pair	LWTI	MACDhist	pos-pos	52	47.3	10.4	53.8	0.5	0.8	0.4	24.3	-28.7
pair	MACD	SLmean	pos-neg	9	8.2	9.4	55.6	0.6	0.6	0.8	19.9	-12.3
pair	SLmean	MACD	pos-neg	9	8.2	9.4	55.6	0.6	0.6	0.8	19.9	-12.3
pair	MACD	RSI	neg-pos	16	14.5	8.7	56.2	0.6	0.7	0.7	17.2	-12.9
pair	RSI	MACD	neg-pos	16	14.5	8.7	56.2	0.6	0.7	0.7	17.2	-12.9
pair	SLmean	RSIhist	pos-pos	57	51.8	8.1	52.6	0.5	0.8	0.3	20.1	-26.2
pair	RSIhist	SLmean	pos-pos	57	51.8	8.1	52.6	0.5	0.8	0.3	20.1	-26.2
pair	RSmean	LWTI	neg-pos	18	16.4	8.0	50.0	0.7	1.2	0.8	12.0	-9.9
pair	LWTI	RSmean	neg-pos	18	16.4	8.0	50.0	0.7	1.2	0.8	12.0	-9.9
single	RSmean	RSmean	neg-neg	18	16.4	8.0	50.0	0.7	1.2	0.8	12.0	-9.9
pair	RSmean	MACDhist	neg-neg	18	16.4	8.0	50.0	0.7	1.2	0.8	12.0	-9.9
pair	MACDhist	RSmean	neg-neg	18	16.4	8.0	50.0	0.7	1.2	0.8	12.0	-9.9
pair	SLmean	MACDhist	pos-neg	25	22.7	7.9	56.0	0.5	0.7	0.4	18.4	-18.5
pair	MACDhist	SLmean	pos-neg	25	22.7	7.9	56.0	0.5	0.7	0.4	18.4	-18.5
pair	MACD	RSIhist	pos-pos	52	47.3	7.2	51.9	0.4	0.8	0.3	20.3	-26.2
pair	RSIhist	MACD	pos-pos	52	47.3	7.2	51.9	0.4	0.8	0.3	20.3	-26.2
pair	RSmean	RSIhist	pos-pos	55	50.0	7.0	52.7	0.4	0.7	0.3	20.7	-26.2
pair	RSIhist	RSmean	pos-pos	55	50.0	7.0	52.7	0.4	0.7	0.3	20.7	-26.2
pair	MACD	MRmean	pos-neg	9	8.2	6.6	55.6	0.4	0.5	0.5	20.4	-12.3
pair	MRmean	MACD	pos-neg	9	8.2	6.6	55.6	0.4	0.5	0.5	20.4	-12.3
pair	MRmean	MACDhist	pos-neg	26	23.6	6.0	53.8	0.4	0.6	0.3	18.2	-22.0
pair	MACDhist	MRmean	pos-neg	26	23.6	6.0	53.8	0.4	0.6	0.3	18.2	-22.0
pair	MACDhist	RSI	pos-neg	39	35.5	5.9	53.8	0.4	0.6	0.2	20.5	-29.3
pair	RSI	MACDhist	pos-neg	39	35.5	5.9	53.8	0.4	0.6	0.2	20.5	-29.3
pair	RSIhist	MACDhist	pos-neg	13	11.8	5.9	61.5	0.3	0.5	0.5	32.1	-11.9
pair	MRmean	RSIhist	pos-pos	58	52.7	5.9	51.7	0.4	0.6	0.2	20.4	-28.2
pair	RSIhist	MRmean	pos-pos	58	52.7	5.9	51.7	0.4	0.6	0.2	20.4	-28.2
pair	MACDhist	RSIhist	pos-neg	13	11.8	5.9	61.5	0.3	0.5	0.5	32.1	-11.9
single	RSIhist	RSIhist	pos-pos	61	55.5	4.7	50.8	0.3	0.5	0.1	20.1	-33.8
pair	RSI	RSIhist	pos-pos	60	54.5	4.1	50.0	0.3	0.5	0.1	20.3	-33.8
pair	RSIhist	RSI	pos-pos	60	54.5	4.1	50.0	0.3	0.5	0.1	20.3	-33.8
pair	LWTI	RSIhist	pos-pos	60	54.5	4.1	50.0	0.3	0.5	0.1	20.3	-33.8
pair	RSIhist	LWTI	pos-pos	60	54.5	4.1	50.0	0.3	0.5	0.1	20.3	-33.8
pair	MRmean	RSI	neg-pos	15	13.6	2.1	53.3	0.2	0.3	0.1	24.2	-23.7
pair	RSI	MRmean	neg-pos	15	13.6	2.1	53.3	0.2	0.3	0.1	24.2	-23.7
pair	MACD	RSmean	neg-pos	5	4.5	-0.1	40.0	0.1	0.1	-0.0	13.6	-5.1
pair	RSmean	MACD	neg-pos	5	4.5	-0.1	40.0	0.1	0.1	-0.0	13.6	-5.1
pair	RSmean	RSI	neg-pos	10	9.1	-0.7	50.0	-0.0	-0.0	-0.1	12.4	-12.5
pair	RSI	RSmean	neg-pos	10	9.1	-0.7	50.0	-0.0	-0.0	-0.1	12.4	-12.5
pair	MACDhist	SLmean	neg-pos	10	9.1	-2.4	60.0	0.1	0.1	-0.1	36.0	-21.0
pair	SLmean	MACDhist	neg-pos	10	9.1	-2.4	60.0	0.1	0.1	-0.1	36.0	-21.0
pair	MACD	RSIhist	neg-pos	9	8.2	-8.8	44.4	-0.4	-0.4	-0.5	20.0	-19.1
pair	RSIhist	MACD	neg-pos	9	8.2	-8.8	44.4	-0.4	-0.4	-0.5	20.0	-19.1
pair	MACDhist	RSIhist	neg-pos	21	19.1	-9.1	47.6	-0.5	-0.6	-0.3	17.3	-31.5
pair	RSIhist	MACDhist	neg-pos	21	19.1	-9.1	47.6	-0.5	-0.6	-0.3	17.3	-31.5
pair	RSmean	MRmean	pos-neg	3	2.7	-12.2	33.3	-0.9	-1.1	-2.4	13.3	-5.1
pair	MRmean	RSmean	pos-neg	3	2.7	-12.2	33.3	-0.9	-1.1	-2.4	13.3	-5.1
pair	SLmean	RSmean	pos-neg	3	2.7	-12.2	33.3	-0.9	-1.1	-2.4	13.3	-5.1
pair	RSmean	SLmean	pos-neg	3	2.7	-12.2	33.3	-0.9	-1.1	-2.4	13.3	-5.1
pair	RSIhist	RSmean	neg-pos	6	5.5	-14.3	33.3	-1.1	-1.6	-1.1	13.0	-12.5
pair	RSmean	RSIhist	neg-pos	6	5.5	-14.3	33.3	-1.1	-1.6	-1.1	13.0	-12.5
pair	RSIhist	MRmean	neg-pos	3	2.7	-16.3	33.3	-1.1	-1.7	-2.2	15.6	-7.3
pair	MRmean	RSIhist	neg-pos	3	2.7	-16.3	33.3	-1.1	-1.7	-2.2	15.6	-7.3
pair	RSIhist	SLmean	neg-pos	4	3.6	-33.5	25.0	-2.2	-3.1	-2.2	18.0	-15.4
pair	SLmean	RSIhist	neg-pos	4	3.6	-33.5	25.0	-2.2	-3.1	-2.2	18.0	-15.4
pair	MACDhist	MRmean	neg-pos	2	1.8	-83.4	0.0	-4.5	-4.5	-13.5	36.3	-6.2
pair	MRmean	MACDhist	neg-pos	2	1.8	-83.4	0.0	-4.5	-4.5	-13.5	36.3	-6.2
pair	RSI	MACDhist	neg-pos	1	0.9	-94.1	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.9	-94.1	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for PAVE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 55% Sharpe 0.64 \| Sortino 1.08 \| Calmar 0.5 Vol 20% \| MDD -22.0% Months 66M (60%)	CAGR 37.5% \| Win 64% Sharpe 1.51 \| Sortino 3.00 \| Calmar 4.3 Vol 23% \| MDD -8.7% Months 11M (10%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 29.9% \| Win 50% Sharpe 2.19 \| Sortino 0.00 \| Calmar 114.9 Vol 12% \| MDD -0.3% Months 2M (2%)	CAGR 19.8% \| Win 61% Sharpe 0.77 \| Sortino 1.01 \| Calmar 0.9 Vol 29% \| MDD -21.0% Months 31M (28%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
SLmean only	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 16.1% \| Win 57% Sharpe 0.82 \| Sortino 1.44 \| Calmar 0.7 Vol 21% \| MDD -22.1% Months 74M (67%)	CAGR -12.2% \| Win 33% Sharpe -0.93 \| Sortino -1.11 \| Calmar -2.4 Vol 13% \| MDD -5.1% Months 3M (3%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 27.3% \| Win 67% Sharpe 0.84 \| Sortino 1.29 \| Calmar 1.3 Vol 37% \| MDD -21.0% Months 18M (16%)	CAGR 12.6% \| Win 53% Sharpe 1.06 \| Sortino 1.93 \| Calmar 1.7 Vol 12% \| MDD -7.3% Months 15M (14%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
RSmean only	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 56% Sharpe 0.82 \| Sortino 1.55 \| Calmar 1.1 Vol 21% \| MDD -14.4% Months 68M (62%)	CAGR 6.6% \| Win 56% Sharpe 0.41 \| Sortino 0.45 \| Calmar 0.5 Vol 20% \| MDD -12.3% Months 9M (8%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 22.9% \| Win 62% Sharpe 0.71 \| Sortino 1.14 \| Calmar 1.0 Vol 40% \| MDD -23.0% Months 13M (12%)	CAGR 18.8% \| Win 60% Sharpe 1.05 \| Sortino 1.25 \| Calmar 1.5 Vol 18% \| MDD -12.9% Months 20M (18%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
MACD only	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.5% \| Win 55% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.6 Vol 21% \| MDD -24.6% Months 76M (69%)	CAGR 42.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 2.1% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 24% \| MDD -23.7% Months 15M (14%)	CAGR 38.1% \| Win 67% Sharpe 1.20 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 18M (16%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
RSI only	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.6% \| Win 57% Sharpe 0.94 \| Sortino 1.79 \| Calmar 1.2 Vol 22% \| MDD -16.4% Months 51M (46%)	CAGR 6.0% \| Win 54% Sharpe 0.41 \| Sortino 0.58 \| Calmar 0.3 Vol 18% \| MDD -22.0% Months 26M (24%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR -83.4% \| Win 0% Sharpe -4.49 \| Sortino -4.49 \| Calmar -13.5 Vol 36% \| MDD -6.2% Months 2M (2%)	CAGR 36.8% \| Win 64% Sharpe 1.40 \| Sortino 2.08 \| Calmar 2.8 Vol 25% \| MDD -13.0% Months 31M (28%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 52% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -28.2% Months 58M (53%)	CAGR 47.0% \| Win 68% Sharpe 2.08 \| Sortino 5.45 \| Calmar 4.9 Vol 20% \| MDD -9.6% Months 19M (17%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR -16.3% \| Win 33% Sharpe -1.08 \| Sortino -1.67 \| Calmar -2.2 Vol 16% \| MDD -7.3% Months 3M (3%)	CAGR 24.8% \| Win 63% Sharpe 0.91 \| Sortino 1.13 \| Calmar 1.2 Vol 29% \| MDD -21.0% Months 30M (27%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 14.4% \| Win 55% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.6 Vol 21% \| MDD -24.6% Months 76M (69%)	CAGR 49.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 16.5% \| Win 59% Sharpe 0.68 \| Sortino 0.88 \| Calmar 0.8 Vol 28% \| MDD -21.0% Months 32M (29%)	CAGR 239.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 13.2% \| Win 55% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 20% \| MDD -15.7% Months 65M (59%)	CAGR -12.2% \| Win 33% Sharpe -0.93 \| Sortino -1.11 \| Calmar -2.4 Vol 13% \| MDD -5.1% Months 3M (3%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR 31.1% \| Win 67% Sharpe 0.99 \| Sortino 1.57 \| Calmar 1.1 Vol 33% \| MDD -27.9% Months 27M (24%)	CAGR 12.6% \| Win 53% Sharpe 1.06 \| Sortino 1.93 \| Calmar 1.7 Vol 12% \| MDD -7.3% Months 15M (14%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
RSmean only	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 12.3% \| Win 54% Sharpe 0.68 \| Sortino 1.25 \| Calmar 0.8 Vol 20% \| MDD -15.7% Months 59M (54%)	CAGR 9.4% \| Win 56% Sharpe 0.55 \| Sortino 0.55 \| Calmar 0.8 Vol 20% \| MDD -12.3% Months 9M (8%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR 30.7% \| Win 64% Sharpe 0.96 \| Sortino 1.49 \| Calmar 1.1 Vol 34% \| MDD -27.9% Months 22M (20%)	CAGR 17.4% \| Win 60% Sharpe 0.97 \| Sortino 1.22 \| Calmar 1.3 Vol 18% \| MDD -12.9% Months 20M (18%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
MACD only	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 53% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.5 Vol 20% \| MDD -22.2% Months 66M (60%)	CAGR 57.4% \| Win 100% Sharpe 10.87 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 2M (2%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR 16.6% \| Win 60% Sharpe 0.76 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -22.5% Months 25M (23%)	CAGR 36.2% \| Win 65% Sharpe 1.13 \| Sortino 1.23 \| Calmar 1.7 Vol 32% \| MDD -21.0% Months 17M (16%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
RSI only	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 14.4% \| Win 54% Sharpe 0.74 \| Sortino 1.39 \| Calmar 0.9 Vol 21% \| MDD -15.7% Months 43M (39%)	CAGR 7.9% \| Win 56% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.4 Vol 18% \| MDD -18.5% Months 25M (23%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR -2.4% \| Win 60% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.1 Vol 36% \| MDD -21.0% Months 10M (9%)	CAGR 33.9% \| Win 62% Sharpe 1.32 \| Sortino 2.05 \| Calmar 2.6 Vol 25% \| MDD -13.0% Months 32M (29%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.1% \| Win 53% Sharpe 0.48 \| Sortino 0.79 \| Calmar 0.3 Vol 20% \| MDD -26.2% Months 57M (52%)	CAGR 34.3% \| Win 64% Sharpe 1.67 \| Sortino 3.11 \| Calmar 3.6 Vol 19% \| MDD -9.6% Months 11M (10%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR -33.5% \| Win 25% Sharpe -2.16 \| Sortino -3.15 \| Calmar -2.2 Vol 18% \| MDD -15.4% Months 4M (4%)	CAGR 32.6% \| Win 66% Sharpe 1.17 \| Sortino 1.50 \| Calmar 1.6 Vol 28% \| MDD -21.0% Months 38M (34%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.5% \| Win 54% Sharpe 0.64 \| Sortino 1.08 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 67M (61%)	CAGR 49.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)
SLmean neg	CAGR 21.2% \| Win 61% Sharpe 0.84 \| Sortino 1.16 \| Calmar 0.8 Vol 27% \| MDD -27.9% Months 41M (37%)	CAGR 239.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 18.3% \| Win 58% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 76M (69%)	CAGR 17.8% \| Win 62% Sharpe 0.83 \| Sortino 0.93 \| Calmar 0.8 Vol 23% \| MDD -23.6% Months 16M (14%)	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)
RSmean neg	CAGR -0.1% \| Win 40% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 14% \| MDD -5.1% Months 5M (4%)	CAGR 11.2% \| Win 54% Sharpe 0.96 \| Sortino 1.60 \| Calmar 1.5 Vol 12% \| MDD -7.3% Months 13M (12%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)
MACD only	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 14.1% \| Win 56% Sharpe 0.71 \| Sortino 1.24 \| Calmar 0.5 Vol 22% \| MDD -29.2% Months 81M (74%)	CAGR 53.3% \| Win 82% Sharpe 1.30 \| Sortino 2.58 \| Calmar 2.5 Vol 39% \| MDD -21.0% Months 11M (10%)	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)
RSmean neg	CAGR -0.7% \| Win 50% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 12% \| MDD -12.5% Months 10M (9%)	CAGR 20.0% \| Win 50% Sharpe 1.63 \| Sortino 4.72 \| Calmar 6.8 Vol 12% \| MDD -2.9% Months 8M (7%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)
RSI only	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 28.7% \| Win 64% Sharpe 1.13 \| Sortino 1.73 \| Calmar 1.2 Vol 26% \| MDD -23.6% Months 39M (36%)	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)
RSmean neg	-	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.0% \| Win 53% Sharpe 0.43 \| Sortino 0.69 \| Calmar 0.3 Vol 21% \| MDD -26.2% Months 55M (50%)	CAGR 37.0% \| Win 68% Sharpe 1.24 \| Sortino 1.77 \| Calmar 1.8 Vol 29% \| MDD -21.0% Months 37M (34%)	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)
RSmean neg	CAGR -14.3% \| Win 33% Sharpe -1.12 \| Sortino -1.65 \| Calmar -1.1 Vol 13% \| MDD -12.5% Months 6M (6%)	CAGR 21.2% \| Win 58% Sharpe 1.89 \| Sortino 5.58 \| Calmar 7.2 Vol 10% \| MDD -2.9% Months 12M (11%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 16.5% \| Win 58% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.4 Vol 25% \| MDD -37.5% Months 90M (82%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)
RSmean neg	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)	-	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 13.2% \| Win 55% Sharpe 0.67 \| Sortino 1.25 \| Calmar 0.4 Vol 22% \| MDD -30.4% Months 75M (68%)	CAGR 78.6% \| Win 83% Sharpe 1.48 \| Sortino 0.00 \| Calmar 3.7 Vol 47% \| MDD -21.0% Months 6M (6%)	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)
MACD neg	CAGR 8.7% \| Win 56% Sharpe 0.57 \| Sortino 0.67 \| Calmar 0.7 Vol 17% \| MDD -12.9% Months 16M (14%)	CAGR 22.9% \| Win 62% Sharpe 1.11 \| Sortino 1.23 \| Calmar 1.8 Vol 20% \| MDD -12.9% Months 13M (12%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)
RSI only	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 29.4% \| Win 61% Sharpe 1.14 \| Sortino 2.14 \| Calmar 2.3 Vol 26% \| MDD -13.0% Months 28M (26%)	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)
MACD neg	-	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.2% \| Win 52% Sharpe 0.44 \| Sortino 0.77 \| Calmar 0.3 Vol 20% \| MDD -26.2% Months 52M (47%)	CAGR 37.0% \| Win 66% Sharpe 1.20 \| Sortino 1.79 \| Calmar 1.8 Vol 30% \| MDD -21.0% Months 29M (26%)	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)
MACD neg	CAGR -8.8% \| Win 44% Sharpe -0.37 \| Sortino -0.44 \| Calmar -0.5 Vol 20% \| MDD -19.1% Months 9M (8%)	CAGR 27.4% \| Win 65% Sharpe 1.48 \| Sortino 1.65 \| Calmar 2.1 Vol 18% \| MDD -12.9% Months 20M (18%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 15.1% \| Win 56% Sharpe 0.70 \| Sortino 1.13 \| Calmar 0.5 Vol 25% \| MDD -30.9% Months 79M (72%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)
MACD neg	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)	-	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 17.4% \| Win 56% Sharpe 0.85 \| Sortino 1.66 \| Calmar 1.0 Vol 22% \| MDD -17.2% Months 52M (47%)	CAGR 5.9% \| Win 54% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 39M (36%)	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)
RSI neg	CAGR -94.1% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 64.7% \| Win 72% Sharpe 2.27 \| Sortino 2.90 \| Calmar 5.0 Vol 24% \| MDD -12.9% Months 18M (16%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.1% \| Win 50% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 60M (54%)	CAGR 30.1% \| Win 64% Sharpe 1.29 \| Sortino 2.32 \| Calmar 1.0 Vol 22% \| MDD -29.1% Months 31M (28%)	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)
RSI neg	CAGR 42.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 38.1% \| Win 67% Sharpe 1.20 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 18M (16%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.0% \| Win 54% Sharpe 0.64 \| Sortino 1.11 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 90M (82%)	CAGR 49.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)
RSI neg	CAGR 31.5% \| Win 67% Sharpe 1.05 \| Sortino 1.09 \| Calmar 1.5 Vol 31% \| MDD -21.0% Months 18M (16%)	CAGR 239.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.7% \| Win 52% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.7 Vol 21% \| MDD -18.8% Months 40M (36%)	CAGR 5.9% \| Win 62% Sharpe 0.34 \| Sortino 0.46 \| Calmar 0.5 Vol 32% \| MDD -11.9% Months 13M (12%)	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)
MACDhist neg	CAGR -9.1% \| Win 48% Sharpe -0.46 \| Sortino -0.60 \| Calmar -0.3 Vol 17% \| MDD -31.5% Months 21M (19%)	CAGR 44.4% \| Win 67% Sharpe 1.71 \| Sortino 2.48 \| Calmar 3.4 Vol 23% \| MDD -13.0% Months 36M (33%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)
RSIhist only	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.4% \| Win 54% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 52M (47%)	CAGR 49.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)
MACDhist neg	CAGR 19.6% \| Win 59% Sharpe 0.93 \| Sortino 1.41 \| Calmar 0.9 Vol 22% \| MDD -21.7% Months 56M (51%)	CAGR 239.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.1% \| Win 50% Sharpe 0.30 \| Sortino 0.49 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 60M (54%)	CAGR 49.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.7% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -33.8% Months 61M (56%)
RSIhist neg	CAGR 30.4% \| Win 65% Sharpe 1.17 \| Sortino 1.54 \| Calmar 1.4 Vol 26% \| MDD -21.0% Months 48M (44%)	CAGR 239.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 33.0% \| Win 65% Sharpe 1.25 \| Sortino 1.65 \| Calmar 1.6 Vol 26% \| MDD -21.0% Months 49M (44%)
LWTI only	CAGR 15.0% \| Win 56% Sharpe 0.73 \| Sortino 1.10 \| Calmar 0.4 Vol 23% \| MDD -34.9% Months 108M (98%)	CAGR 125.1% \| Win 100% Sharpe 4.71 \| Sortino 0.00 \| Calmar 0.0 Vol 18% \| MDD 0.0% Months 2M (2%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 55% Sharpe 0.64 \| Sortino 1.08 \| Calmar 0.5 Vol 20% \| MDD -22.0% Months 66M (60%)	CAGR 37.5% \| Win 64% Sharpe 1.51 \| Sortino 3.00 \| Calmar 4.3 Vol 23% \| MDD -8.7% Months 11M (10%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 29.9% \| Win 50% Sharpe 2.19 \| Sortino 0.00 \| Calmar 114.9 Vol 12% \| MDD -0.3% Months 2M (2%)	CAGR 19.8% \| Win 61% Sharpe 0.77 \| Sortino 1.01 \| Calmar 0.9 Vol 29% \| MDD -21.0% Months 31M (28%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
SLmean only	CAGR 11.9% \| Win 54% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.6 Vol 20% \| MDD -18.5% Months 68M (62%)	CAGR 24.2% \| Win 62% Sharpe 0.93 \| Sortino 1.29 \| Calmar 0.9 Vol 28% \| MDD -27.9% Months 42M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 16.1% \| Win 57% Sharpe 0.82 \| Sortino 1.44 \| Calmar 0.7 Vol 21% \| MDD -22.1% Months 74M (67%)	CAGR -12.2% \| Win 33% Sharpe -0.93 \| Sortino -1.11 \| Calmar -2.4 Vol 13% \| MDD -5.1% Months 3M (3%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 27.3% \| Win 67% Sharpe 0.84 \| Sortino 1.29 \| Calmar 1.3 Vol 37% \| MDD -21.0% Months 18M (16%)	CAGR 12.6% \| Win 53% Sharpe 1.06 \| Sortino 1.93 \| Calmar 1.7 Vol 12% \| MDD -7.3% Months 15M (14%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
RSmean only	CAGR 18.2% \| Win 59% Sharpe 0.81 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 92M (84%)	CAGR 8.0% \| Win 50% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.8 Vol 12% \| MDD -9.9% Months 18M (16%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 56% Sharpe 0.82 \| Sortino 1.55 \| Calmar 1.1 Vol 21% \| MDD -14.4% Months 68M (62%)	CAGR 6.6% \| Win 56% Sharpe 0.41 \| Sortino 0.45 \| Calmar 0.5 Vol 20% \| MDD -12.3% Months 9M (8%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 22.9% \| Win 62% Sharpe 0.71 \| Sortino 1.14 \| Calmar 1.0 Vol 40% \| MDD -23.0% Months 13M (12%)	CAGR 18.8% \| Win 60% Sharpe 1.05 \| Sortino 1.25 \| Calmar 1.5 Vol 18% \| MDD -12.9% Months 20M (18%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
MACD only	CAGR 17.0% \| Win 57% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.6 Vol 25% \| MDD -30.9% Months 81M (74%)	CAGR 14.8% \| Win 59% Sharpe 0.84 \| Sortino 1.01 \| Calmar 0.7 Vol 18% \| MDD -21.7% Months 29M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.5% \| Win 55% Sharpe 0.76 \| Sortino 1.34 \| Calmar 0.6 Vol 21% \| MDD -24.6% Months 76M (69%)	CAGR 42.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR 2.1% \| Win 53% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 24% \| MDD -23.7% Months 15M (14%)	CAGR 38.1% \| Win 67% Sharpe 1.20 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 18M (16%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
RSI only	CAGR 12.4% \| Win 55% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.4 Vol 21% \| MDD -30.4% Months 91M (83%)	CAGR 38.3% \| Win 68% Sharpe 1.23 \| Sortino 1.26 \| Calmar 1.8 Vol 31% \| MDD -21.0% Months 19M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.6% \| Win 57% Sharpe 0.94 \| Sortino 1.79 \| Calmar 1.2 Vol 22% \| MDD -16.4% Months 51M (46%)	CAGR 6.0% \| Win 54% Sharpe 0.41 \| Sortino 0.58 \| Calmar 0.3 Vol 18% \| MDD -22.0% Months 26M (24%)	CAGR 14.8% \| Win 56% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 20% \| MDD -24.6% Months 77M (70%)
MRmean neg	CAGR -83.4% \| Win 0% Sharpe -4.49 \| Sortino -4.49 \| Calmar -13.5 Vol 36% \| MDD -6.2% Months 2M (2%)	CAGR 36.8% \| Win 64% Sharpe 1.40 \| Sortino 2.08 \| Calmar 2.8 Vol 25% \| MDD -13.0% Months 31M (28%)	CAGR 20.4% \| Win 61% Sharpe 0.80 \| Sortino 1.03 \| Calmar 1.0 Vol 28% \| MDD -21.0% Months 33M (30%)
MACDhist only	CAGR 11.0% \| Win 55% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.4 Vol 24% \| MDD -28.7% Months 53M (48%)	CAGR 21.8% \| Win 60% Sharpe 1.00 \| Sortino 1.54 \| Calmar 1.0 Vol 22% \| MDD -21.7% Months 57M (52%)