PDBC - Invesco Optimum Yld Dvsfd Cmd Str No K-1 ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

64.3%

Best CAGR

Total Months

2.8%

Avg CAGR

PDBC 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 PDBC

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	2	1.5	64.3	100.0	10.3	0.0	0.0	4.9	0.0
pair	LWTI	MACDhist	pos-neg	2	1.5	64.3	100.0	10.3	0.0	0.0	4.9	0.0
pair	MACDhist	RSI	neg-pos	3	2.2	54.6	100.0	8.6	0.0	0.0	5.2	0.0
pair	RSI	MACDhist	neg-pos	3	2.2	54.6	100.0	8.6	0.0	0.0	5.2	0.0
pair	MACD	MACDhist	neg-pos	9	6.7	49.3	88.9	3.8	0.0	58.7	10.8	-0.8
pair	MACDhist	MACD	neg-pos	9	6.7	49.3	88.9	3.8	0.0	58.7	10.8	-0.8
pair	MACDhist	RSIhist	pos-pos	34	25.2	32.1	76.5	1.9	3.0	3.3	15.7	-9.7
pair	RSIhist	MACDhist	pos-pos	34	25.2	32.1	76.5	1.9	3.0	3.3	15.7	-9.7
pair	RSI	MACD	pos-neg	10	7.4	29.5	90.0	2.6	0.0	0.0	10.2	0.0
pair	MACD	RSI	pos-neg	10	7.4	29.5	90.0	2.6	0.0	0.0	10.2	0.0
pair	MACDhist	SLmean	pos-pos	38	28.1	28.6	73.7	1.7	2.9	2.6	15.2	-11.0
pair	SLmean	MACDhist	pos-pos	38	28.1	28.6	73.7	1.7	2.9	2.6	15.2	-11.0
pair	MACDhist	MRmean	pos-pos	41	30.4	26.3	73.2	1.6	2.6	1.5	15.7	-17.1
pair	MRmean	MACDhist	pos-pos	41	30.4	26.3	73.2	1.6	2.6	1.5	15.7	-17.1
pair	RSIhist	MRmean	neg-pos	9	6.7	23.7	66.7	1.1	4.1	3.9	21.0	-6.0
pair	MRmean	RSIhist	neg-pos	9	6.7	23.7	66.7	1.1	4.1	3.9	21.0	-6.0
single	MACDhist	MACDhist	pos-pos	43	31.9	22.7	72.1	1.3	1.9	1.3	16.8	-17.1
pair	RSmean	MACDhist	pos-pos	43	31.9	22.7	72.1	1.3	1.9	1.3	16.8	-17.1
pair	MACDhist	RSmean	pos-pos	43	31.9	22.7	72.1	1.3	1.9	1.3	16.8	-17.1
pair	MRmean	LWTI	neg-neg	22	16.3	22.3	63.6	1.3	2.6	3.0	16.8	-7.5
pair	LWTI	MRmean	neg-neg	22	16.3	22.3	63.6	1.3	2.6	3.0	16.8	-7.5
pair	SLmean	LWTI	neg-neg	18	13.3	21.7	61.1	1.2	3.1	3.3	17.5	-6.5
pair	LWTI	SLmean	neg-neg	18	13.3	21.7	61.1	1.2	3.1	3.3	17.5	-6.5
pair	LWTI	RSI	neg-neg	28	20.7	21.5	64.3	1.4	2.4	2.3	15.1	-9.4
pair	RSI	LWTI	neg-neg	28	20.7	21.5	64.3	1.4	2.4	2.3	15.1	-9.4
pair	LWTI	MACDhist	pos-pos	41	30.4	21.0	70.7	1.2	1.8	1.2	17.1	-17.1
pair	MACDhist	LWTI	pos-pos	41	30.4	21.0	70.7	1.2	1.8	1.2	17.1	-17.1
pair	RSI	MACDhist	pos-pos	40	29.6	20.6	70.0	1.2	1.8	1.2	17.3	-17.1
pair	MACDhist	RSI	pos-pos	40	29.6	20.6	70.0	1.2	1.8	1.2	17.3	-17.1
pair	MACD	RSI	neg-pos	7	5.2	19.0	71.4	1.0	1.0	2.2	19.7	-8.6
pair	RSI	MACD	neg-pos	7	5.2	19.0	71.4	1.0	1.0	2.2	19.7	-8.6
pair	MACD	MACDhist	pos-pos	34	25.2	16.5	67.6	0.9	1.5	1.0	17.9	-17.1
pair	MACDhist	MACD	pos-pos	34	25.2	16.5	67.6	0.9	1.5	1.0	17.9	-17.1
pair	LWTI	MACD	neg-neg	29	21.5	16.4	62.1	1.0	1.6	1.3	16.3	-12.6
pair	MACD	LWTI	neg-neg	29	21.5	16.4	62.1	1.0	1.6	1.3	16.3	-12.6
pair	RSIhist	RSmean	pos-pos	66	48.9	16.1	65.2	1.0	1.6	0.7	15.8	-22.5
pair	RSmean	RSIhist	pos-pos	66	48.9	16.1	65.2	1.0	1.6	0.7	15.8	-22.5
pair	RSIhist	RSI	pos-pos	46	34.1	15.0	65.2	1.0	1.4	0.8	15.9	-17.5
pair	RSI	RSIhist	pos-pos	46	34.1	15.0	65.2	1.0	1.4	0.8	15.9	-17.5
pair	MACD	RSIhist	pos-pos	39	28.9	14.3	64.1	0.9	1.4	0.9	15.4	-15.9
pair	SLmean	LWTI	pos-pos	58	43.0	14.3	63.8	1.0	1.6	0.6	14.2	-22.9
pair	RSIhist	MACD	pos-pos	39	28.9	14.3	64.1	0.9	1.4	0.9	15.4	-15.9
pair	LWTI	SLmean	pos-pos	58	43.0	14.3	63.8	1.0	1.6	0.6	14.2	-22.9
pair	LWTI	RSIhist	pos-pos	52	38.5	13.8	63.5	0.9	1.5	0.9	15.0	-15.3
pair	RSIhist	LWTI	pos-pos	52	38.5	13.8	63.5	0.9	1.5	0.9	15.0	-15.3
pair	SLmean	RSIhist	pos-pos	64	47.4	13.5	64.1	0.9	1.3	0.6	15.1	-22.5
pair	RSIhist	SLmean	pos-pos	64	47.4	13.5	64.1	0.9	1.3	0.6	15.1	-22.5
pair	LWTI	RSIhist	neg-neg	18	13.3	13.4	55.6	0.9	1.7	2.1	14.6	-6.5
pair	RSIhist	LWTI	neg-neg	18	13.3	13.4	55.6	0.9	1.7	2.1	14.6	-6.5
pair	MACD	SLmean	pos-neg	29	21.5	13.2	62.1	0.9	1.2	1.3	14.2	-10.0
pair	SLmean	MACD	pos-neg	29	21.5	13.2	62.1	0.9	1.2	1.3	14.2	-10.0
pair	SLmean	RSmean	pos-pos	72	53.3	13.0	62.5	0.9	1.3	0.7	14.5	-19.7
pair	RSmean	SLmean	pos-pos	72	53.3	13.0	62.5	0.9	1.3	0.7	14.5	-19.7
single	RSIhist	RSIhist	pos-pos	71	52.6	12.9	62.0	0.8	1.4	0.6	15.7	-22.5
pair	MRmean	LWTI	pos-pos	60	44.4	12.7	63.3	0.9	1.4	0.5	14.7	-26.7
pair	LWTI	MRmean	pos-pos	60	44.4	12.7	63.3	0.9	1.4	0.5	14.7	-26.7
pair	SLmean	RSI	pos-neg	23	17.0	12.5	60.9	1.0	1.4	1.8	12.2	-6.9
pair	RSI	SLmean	pos-neg	23	17.0	12.5	60.9	1.0	1.4	1.8	12.2	-6.9
pair	RSmean	LWTI	pos-neg	36	26.7	12.3	58.3	0.8	1.4	1.0	16.4	-12.4
pair	LWTI	RSmean	pos-neg	36	26.7	12.3	58.3	0.8	1.4	1.0	16.4	-12.4
pair	MRmean	SLmean	neg-pos	8	5.9	12.3	62.5	1.0	1.2	2.0	12.6	-6.0
pair	SLmean	MRmean	neg-pos	8	5.9	12.3	62.5	1.0	1.2	2.0	12.6	-6.0
single	LWTI	LWTI	neg-neg	37	27.4	11.9	56.8	0.8	1.3	0.9	16.2	-12.6
single	SLmean	SLmean	pos-pos	77	57.0	11.5	61.0	0.8	1.2	0.5	14.3	-23.5
pair	MRmean	RSmean	pos-pos	71	52.6	11.4	62.0	0.8	1.2	0.5	14.8	-23.0
pair	RSmean	MRmean	pos-pos	71	52.6	11.4	62.0	0.8	1.2	0.5	14.8	-23.0
pair	MRmean	RSIhist	pos-pos	62	45.9	11.4	61.3	0.8	1.2	0.5	15.0	-23.2
pair	RSIhist	MRmean	pos-pos	62	45.9	11.4	61.3	0.8	1.2	0.5	15.0	-23.2
pair	SLmean	MRmean	pos-pos	69	51.1	11.4	60.9	0.8	1.2	0.5	14.6	-22.8
pair	MRmean	SLmean	pos-pos	69	51.1	11.4	60.9	0.8	1.2	0.5	14.6	-22.8
pair	MACD	RSIhist	neg-pos	32	23.7	11.3	59.4	0.7	1.3	0.8	16.4	-14.1
pair	RSIhist	MACD	neg-pos	32	23.7	11.3	59.4	0.7	1.3	0.8	16.4	-14.1
pair	SLmean	RSI	pos-pos	54	40.0	11.1	61.1	0.8	1.2	0.5	15.3	-23.5
pair	RSI	SLmean	pos-pos	54	40.0	11.1	61.1	0.8	1.2	0.5	15.3	-23.5
pair	RSI	MRmean	pos-pos	56	41.5	10.8	62.5	0.7	1.1	0.4	15.6	-27.3
pair	MRmean	RSI	pos-pos	56	41.5	10.8	62.5	0.7	1.1	0.4	15.6	-27.3
pair	RSIhist	LWTI	pos-neg	19	14.1	10.5	57.9	0.7	1.1	0.7	17.9	-16.2
pair	LWTI	RSIhist	pos-neg	19	14.1	10.5	57.9	0.7	1.1	0.7	17.9	-16.2
pair	MACD	SLmean	pos-pos	48	35.6	10.5	60.4	0.8	1.2	0.5	14.6	-23.5
pair	SLmean	MACD	pos-pos	48	35.6	10.5	60.4	0.8	1.2	0.5	14.6	-23.5
pair	RSmean	RSI	pos-neg	51	37.8	10.1	60.8	0.7	0.8	0.5	16.1	-19.0
pair	RSI	RSmean	pos-neg	51	37.8	10.1	60.8	0.7	0.8	0.5	16.1	-19.0
pair	LWTI	RSI	pos-pos	60	44.4	9.7	60.0	0.7	1.0	0.4	15.5	-25.8
single	MRmean	MRmean	pos-pos	75	55.6	9.7	60.0	0.7	1.1	0.3	14.7	-27.3
pair	MRmean	MACD	pos-pos	49	36.3	9.7	61.2	0.7	1.1	0.4	15.1	-27.3
pair	MACD	MRmean	pos-pos	49	36.3	9.7	61.2	0.7	1.1	0.4	15.1	-27.3
pair	RSI	LWTI	pos-pos	60	44.4	9.7	60.0	0.7	1.0	0.4	15.5	-25.8
pair	MACD	MRmean	pos-neg	26	19.3	9.6	57.7	0.7	1.1	0.6	14.2	-14.9
pair	LWTI	MACD	pos-pos	64	47.4	9.6	62.5	0.7	1.0	0.5	15.0	-19.6
pair	MACD	LWTI	pos-pos	64	47.4	9.6	62.5	0.7	1.0	0.5	15.0	-19.6
pair	MRmean	MACD	pos-neg	26	19.3	9.6	57.7	0.7	1.1	0.6	14.2	-14.9
pair	MACDhist	LWTI	neg-neg	35	25.9	9.5	54.3	0.6	1.1	0.8	16.4	-12.6
pair	LWTI	MACDhist	neg-neg	35	25.9	9.5	54.3	0.6	1.1	0.8	16.4	-12.6
pair	RSI	RSIhist	neg-pos	25	18.5	9.3	56.0	0.6	1.2	1.3	15.7	-6.9
pair	RSIhist	RSI	neg-pos	25	18.5	9.3	56.0	0.6	1.2	1.3	15.7	-6.9
pair	RSmean	MACD	pos-pos	67	49.6	9.2	59.7	0.7	1.0	0.5	15.3	-19.2
pair	MACD	RSmean	pos-pos	67	49.6	9.2	59.7	0.7	1.0	0.5	15.3	-19.2
single	RSmean	RSmean	pos-pos	116	85.9	8.6	58.6	0.6	0.8	0.3	16.0	-33.3
single	MACD	MACD	pos-pos	72	53.3	8.1	59.7	0.6	0.9	0.3	15.0	-23.1
pair	RSIhist	SLmean	neg-pos	7	5.2	8.0	42.9	0.4	1.8	1.3	22.4	-6.0
pair	SLmean	RSIhist	neg-pos	7	5.2	8.0	42.9	0.4	1.8	1.3	22.4	-6.0
pair	RSmean	MACD	pos-neg	49	36.3	7.7	57.1	0.5	0.7	0.3	17.2	-26.0
pair	MACD	RSmean	pos-neg	49	36.3	7.7	57.1	0.5	0.7	0.3	17.2	-26.0
pair	RSI	RSmean	pos-pos	65	48.1	7.4	56.9	0.5	0.8	0.3	16.1	-25.8
pair	RSmean	RSI	pos-pos	65	48.1	7.4	56.9	0.5	0.8	0.3	16.1	-25.8
pair	LWTI	RSmean	pos-pos	80	59.3	6.9	58.8	0.5	0.6	0.3	16.0	-25.5
pair	RSmean	LWTI	pos-pos	80	59.3	6.9	58.8	0.5	0.6	0.3	16.0	-25.5
pair	MRmean	RSI	pos-neg	19	14.1	6.4	52.6	0.6	0.9	0.9	12.1	-6.9
pair	RSI	MRmean	pos-neg	19	14.1	6.4	52.6	0.6	0.9	0.9	12.1	-6.9
single	RSI	RSI	pos-pos	69	51.1	6.3	56.5	0.5	0.7	0.2	15.9	-29.3
pair	MACD	RSI	pos-pos	62	45.9	5.0	54.8	0.4	0.6	0.2	15.6	-29.3
pair	RSI	MACD	pos-pos	62	45.9	5.0	54.8	0.4	0.6	0.2	15.6	-29.3
pair	MACD	MRmean	neg-pos	23	17.0	4.7	56.5	0.4	0.5	0.7	15.1	-7.0
pair	MRmean	MACD	neg-pos	23	17.0	4.7	56.5	0.4	0.5	0.7	15.1	-7.0
pair	MRmean	RSmean	neg-pos	45	33.3	4.3	53.3	0.3	0.4	0.2	17.9	-26.0
pair	RSmean	MRmean	neg-pos	45	33.3	4.3	53.3	0.3	0.4	0.2	17.9	-26.0
pair	MACD	SLmean	neg-pos	24	17.8	3.4	58.3	0.3	0.4	0.2	16.1	-14.2
pair	SLmean	MACD	neg-pos	24	17.8	3.4	58.3	0.3	0.4	0.2	16.1	-14.2
pair	LWTI	SLmean	pos-neg	19	14.1	3.4	52.6	0.3	0.4	0.3	14.8	-12.1
pair	SLmean	LWTI	pos-neg	19	14.1	3.4	52.6	0.3	0.4	0.3	14.8	-12.1
pair		benchmark___benchmark_	benchmark-benchmark	135	100.0	3.2	55.6	0.3	0.4	0.1	16.3	-38.9
pair	benchmark___benchmark_		benchmark-benchmark	135	100.0	3.2	55.6	0.3	0.4	0.1	16.3	-38.9
pair	SLmean	RSIhist	pos-neg	13	9.6	2.3	46.2	0.3	0.5	0.2	10.2	-11.2
pair	RSIhist	SLmean	pos-neg	13	9.6	2.3	46.2	0.3	0.5	0.2	10.2	-11.2
pair	RSmean	SLmean	neg-pos	44	32.6	1.7	52.3	0.2	0.2	0.1	18.3	-24.5
pair	SLmean	RSmean	neg-pos	44	32.6	1.7	52.3	0.2	0.2	0.1	18.3	-24.5
pair	MRmean	RSIhist	pos-neg	13	9.6	1.6	53.8	0.2	0.3	0.1	13.6	-14.8
pair	RSIhist	MRmean	pos-neg	13	9.6	1.6	53.8	0.2	0.3	0.1	13.6	-14.8
pair	MACD	RSIhist	pos-neg	33	24.4	1.2	54.5	0.2	0.2	0.1	14.6	-16.8
pair	RSIhist	MACD	pos-neg	33	24.4	1.2	54.5	0.2	0.2	0.1	14.6	-16.8
pair	MACDhist	MACD	pos-neg	38	28.1	1.1	52.6	0.1	0.2	0.1	11.7	-12.9
pair	MACD	MACDhist	pos-neg	38	28.1	1.1	52.6	0.1	0.2	0.1	11.7	-12.9
pair	RSmean	MACDhist	pos-neg	73	54.1	1.0	50.7	0.1	0.2	0.0	15.3	-26.0
pair	MACDhist	RSmean	pos-neg	73	54.1	1.0	50.7	0.1	0.2	0.0	15.3	-26.0
single	LWTI	LWTI	pos-pos	98	72.6	0.1	55.1	0.1	0.1	0.0	16.4	-42.0
single	RSI	RSI	neg-neg	66	48.9	-0.0	54.5	0.1	0.1	-0.0	16.9	-30.6
pair	RSIhist	RSmean	pos-neg	50	37.0	-0.7	50.0	0.0	0.1	-0.0	16.2	-18.9
pair	RSmean	RSIhist	pos-neg	50	37.0	-0.7	50.0	0.0	0.1	-0.0	16.2	-18.9
pair	LWTI	MRmean	pos-neg	15	11.1	-1.7	46.7	-0.1	-0.1	-0.1	14.9	-14.9
pair	MRmean	LWTI	pos-neg	15	11.1	-1.7	46.7	-0.1	-0.1	-0.1	14.9	-14.9
pair	LWTI	RSmean	neg-neg	1	0.7	-2.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.7	-2.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACDhist	neg-neg	63	46.7	-2.1	52.4	-0.0	-0.1	-0.1	17.0	-33.1
pair	MACDhist	RSI	neg-neg	63	46.7	-2.1	52.4	-0.0	-0.1	-0.1	17.0	-33.1
pair	RSIhist	MACDhist	neg-pos	37	27.4	-2.2	48.6	-0.1	-0.1	-0.1	14.7	-19.2
pair	MACDhist	RSIhist	neg-pos	37	27.4	-2.2	48.6	-0.1	-0.1	-0.1	14.7	-19.2
single	MACD	MACD	neg-neg	63	46.7	-2.2	50.8	-0.0	-0.1	-0.1	17.7	-34.5
pair	RSI	MRmean	neg-neg	47	34.8	-2.5	55.3	-0.0	-0.1	-0.1	18.5	-37.0
pair	MRmean	RSI	neg-neg	47	34.8	-2.5	55.3	-0.0	-0.1	-0.1	18.5	-37.0
pair	MACDhist	SLmean	pos-neg	39	28.9	-2.9	48.7	-0.2	-0.2	-0.1	12.3	-19.3
pair	SLmean	MACDhist	pos-neg	39	28.9	-2.9	48.7	-0.2	-0.2	-0.1	12.3	-19.3
pair	LWTI	MACD	pos-neg	8	5.9	-3.1	37.5	-0.1	-0.2	-0.4	15.9	-7.3
pair	MACD	LWTI	pos-neg	8	5.9	-3.1	37.5	-0.1	-0.2	-0.4	15.9	-7.3
pair	MACDhist	MRmean	neg-neg	58	43.0	-3.3	50.0	-0.1	-0.1	-0.1	17.6	-37.0
pair	MRmean	MACDhist	neg-neg	58	43.0	-3.3	50.0	-0.1	-0.1	-0.1	17.6	-37.0
single	MRmean	MRmean	neg-neg	60	44.4	-4.4	50.0	-0.2	-0.2	-0.1	18.1	-43.8
pair	RSI	MACD	neg-neg	56	41.5	-4.5	48.2	-0.2	-0.2	-0.1	17.5	-33.2
pair	MACD	RSI	neg-neg	56	41.5	-4.5	48.2	-0.2	-0.2	-0.1	17.5	-33.2
single	MACDhist	MACDhist	neg-neg	92	68.1	-4.9	47.8	-0.2	-0.3	-0.1	15.6	-38.9
pair	RSIhist	RSI	neg-neg	41	30.4	-5.3	53.7	-0.2	-0.3	-0.2	17.5	-30.5
pair	RSI	RSIhist	neg-neg	41	30.4	-5.3	53.7	-0.2	-0.3	-0.2	17.5	-30.5
pair	RSmean	MACD	neg-pos	5	3.7	-5.8	60.0	-0.5	-1.4	-1.8	11.7	-3.2
pair	MACD	RSmean	neg-pos	5	3.7	-5.8	60.0	-0.5	-1.4	-1.8	11.7	-3.2
pair	SLmean	RSI	neg-neg	43	31.9	-6.1	51.2	-0.2	-0.3	-0.2	18.8	-37.1
pair	RSI	SLmean	neg-neg	43	31.9	-6.1	51.2	-0.2	-0.3	-0.2	18.8	-37.1
pair	MACDhist	SLmean	neg-neg	53	39.3	-6.2	47.2	-0.3	-0.4	-0.2	17.8	-37.1
pair	SLmean	MACDhist	neg-neg	53	39.3	-6.2	47.2	-0.3	-0.4	-0.2	17.8	-37.1
single	RSIhist	RSIhist	neg-neg	64	47.4	-6.6	48.4	-0.3	-0.4	-0.2	16.6	-35.3
pair	RSIhist	MACDhist	neg-neg	55	40.7	-6.6	47.3	-0.3	-0.4	-0.2	16.3	-31.7
pair	MACDhist	RSIhist	neg-neg	55	40.7	-6.6	47.3	-0.3	-0.4	-0.2	16.3	-31.7
pair	SLmean	MRmean	neg-neg	52	38.5	-6.7	48.1	-0.3	-0.4	-0.2	18.8	-42.4
pair	MRmean	SLmean	neg-neg	52	38.5	-6.7	48.1	-0.3	-0.4	-0.2	18.8	-42.4
pair	MACDhist	RSIhist	pos-neg	9	6.7	-6.9	55.6	-0.3	-0.4	-0.5	19.4	-14.6
pair	RSIhist	MACDhist	pos-neg	9	6.7	-6.9	55.6	-0.3	-0.4	-0.5	19.4	-14.6
single	SLmean	SLmean	neg-neg	58	43.0	-6.9	48.3	-0.3	-0.4	-0.2	18.4	-43.4
pair	MRmean	MACDhist	pos-neg	34	25.2	-7.5	44.1	-0.6	-0.7	-0.3	11.8	-27.4
pair	MACDhist	MRmean	pos-neg	34	25.2	-7.5	44.1	-0.6	-0.7	-0.3	11.8	-27.4
pair	RSmean	SLmean	pos-neg	5	3.7	-7.9	40.0	-0.7	-0.9	-1.0	11.5	-7.9
pair	SLmean	RSmean	pos-neg	5	3.7	-7.9	40.0	-0.7	-0.9	-1.0	11.5	-7.9
pair	MRmean	SLmean	pos-neg	6	4.4	-8.4	50.0	-0.5	-1.0	-1.2	16.1	-6.9
pair	SLmean	MRmean	pos-neg	6	4.4	-8.4	50.0	-0.5	-1.0	-1.2	16.1	-6.9
pair	RSIhist	MRmean	neg-neg	51	37.8	-8.6	47.1	-0.4	-0.6	-0.2	17.4	-40.8
pair	MRmean	RSIhist	neg-neg	51	37.8	-8.6	47.1	-0.4	-0.6	-0.2	17.4	-40.8
pair	RSIhist	SLmean	neg-neg	51	37.8	-8.8	49.0	-0.4	-0.6	-0.2	18.0	-42.6
pair	MACD	MACDhist	neg-neg	54	40.0	-8.8	44.4	-0.4	-0.6	-0.2	17.9	-42.4
pair	MACDhist	MACD	neg-neg	54	40.0	-8.8	44.4	-0.4	-0.6	-0.2	17.9	-42.4
pair	SLmean	RSIhist	neg-neg	51	37.8	-8.8	49.0	-0.4	-0.6	-0.2	18.0	-42.6
pair	RSI	RSIhist	pos-neg	23	17.0	-9.0	39.1	-0.5	-0.8	-0.4	15.3	-21.9
pair	RSIhist	RSI	pos-neg	23	17.0	-9.0	39.1	-0.5	-0.8	-0.4	15.3	-21.9
pair	RSI	SLmean	neg-pos	15	11.1	-9.1	40.0	-0.5	-0.7	-0.7	17.9	-12.3
pair	SLmean	RSI	neg-pos	15	11.1	-9.1	40.0	-0.5	-0.7	-0.7	17.9	-12.3
pair	RSI	RSmean	neg-pos	4	3.0	-9.4	50.0	-0.7	-2.3	-2.9	13.2	-3.2
pair	RSmean	RSI	neg-pos	4	3.0	-9.4	50.0	-0.7	-2.3	-2.9	13.2	-3.2
pair	MRmean	MACD	neg-neg	37	27.4	-9.7	45.9	-0.4	-0.6	-0.2	19.7	-40.6
pair	MACD	MRmean	neg-neg	37	27.4	-9.7	45.9	-0.4	-0.6	-0.2	19.7	-40.6
pair	MACDhist	RSI	pos-neg	29	21.5	-10.7	37.9	-0.9	-1.1	-0.5	12.2	-19.9
pair	RSI	MACDhist	pos-neg	29	21.5	-10.7	37.9	-0.9	-1.1	-0.5	12.2	-19.9
pair	MRmean	RSI	neg-pos	13	9.6	-11.0	30.8	-0.6	-0.9	-1.2	16.9	-9.3
pair	RSI	MRmean	neg-pos	13	9.6	-11.0	30.8	-0.6	-0.9	-1.2	16.9	-9.3
pair	MACDhist	LWTI	neg-pos	57	42.2	-12.7	43.9	-0.8	-1.0	-0.3	14.8	-47.1
pair	LWTI	MACDhist	neg-pos	57	42.2	-12.7	43.9	-0.8	-1.0	-0.3	14.8	-47.1
pair	RSI	LWTI	pos-neg	9	6.7	-13.4	33.3	-0.7	-1.2	-1.8	17.9	-7.3
pair	LWTI	RSI	neg-pos	38	28.1	-13.4	47.4	-0.8	-0.9	-0.3	17.1	-38.5
pair	RSI	LWTI	neg-pos	38	28.1	-13.4	47.4	-0.8	-0.9	-0.3	17.1	-38.5
pair	LWTI	RSI	pos-neg	9	6.7	-13.4	33.3	-0.7	-1.2	-1.8	17.9	-7.3
pair	LWTI	RSIhist	neg-pos	46	34.1	-13.5	45.7	-0.8	-0.9	-0.3	17.1	-43.6
pair	RSIhist	LWTI	neg-pos	46	34.1	-13.5	45.7	-0.8	-0.9	-0.3	17.1	-43.6
pair	MACD	SLmean	neg-neg	34	25.2	-13.6	41.2	-0.6	-0.9	-0.3	19.8	-39.1
pair	SLmean	MACD	neg-neg	34	25.2	-13.6	41.2	-0.6	-0.9	-0.3	19.8	-39.1
pair	SLmean	MACDhist	neg-pos	5	3.7	-13.7	60.0	-0.5	-1.2	-1.2	26.2	-11.3
pair	MACDhist	SLmean	neg-pos	5	3.7	-13.7	60.0	-0.5	-1.2	-1.2	26.2	-11.3
pair	RSIhist	MACD	neg-neg	31	23.0	-14.4	41.9	-0.7	-0.9	-0.4	18.6	-34.5
pair	MACD	RSIhist	neg-neg	31	23.0	-14.4	41.9	-0.7	-0.9	-0.4	18.6	-34.5
pair	LWTI	MACD	neg-pos	34	25.2	-15.6	41.2	-0.8	-1.1	-0.4	18.0	-37.8
pair	MACD	LWTI	neg-pos	34	25.2	-15.6	41.2	-0.8	-1.1	-0.4	18.0	-37.8
pair	RSmean	MRmean	pos-neg	4	3.0	-16.3	25.0	-1.5	-2.1	-2.1	11.2	-7.9
pair	MRmean	RSmean	pos-neg	4	3.0	-16.3	25.0	-1.5	-2.1	-2.1	11.2	-7.9
pair	LWTI	MRmean	neg-pos	38	28.1	-17.1	42.1	-1.0	-1.2	-0.4	17.7	-47.9
pair	MRmean	LWTI	neg-pos	38	28.1	-17.1	42.1	-1.0	-1.2	-0.4	17.7	-47.9
pair	LWTI	SLmean	neg-pos	40	29.6	-17.5	42.5	-1.0	-1.3	-0.3	17.9	-50.6
pair	SLmean	LWTI	neg-pos	40	29.6	-17.5	42.5	-1.0	-1.3	-0.3	17.9	-50.6
pair	RSmean	RSIhist	neg-pos	5	3.7	-21.9	20.0	-2.1	-2.9	-2.4	11.3	-9.1
pair	RSIhist	RSmean	neg-pos	5	3.7	-21.9	20.0	-2.1	-2.9	-2.4	11.3	-9.1
pair	RSmean	MACDhist	neg-neg	19	14.1	-24.3	36.8	-1.7	-2.7	-0.7	15.6	-33.1
pair	MACDhist	RSmean	neg-neg	19	14.1	-24.3	36.8	-1.7	-2.7	-0.7	15.6	-33.1
single	RSmean	RSmean	neg-neg	19	14.1	-24.3	36.8	-1.7	-2.7	-0.7	15.6	-33.1
pair	RSIhist	RSmean	neg-neg	14	10.4	-25.2	42.9	-1.6	-3.0	-1.1	17.3	-24.0
pair	RSmean	RSIhist	neg-neg	14	10.4	-25.2	42.9	-1.6	-3.0	-1.1	17.3	-24.0
pair	LWTI	RSmean	neg-pos	18	13.3	-25.4	38.9	-1.7	-3.3	-0.8	16.0	-33.0
pair	RSmean	LWTI	neg-pos	18	13.3	-25.4	38.9	-1.7	-3.3	-0.8	16.0	-33.0
pair	MRmean	RSmean	neg-neg	15	11.1	-26.3	40.0	-1.7	-3.2	-1.0	16.9	-27.2
pair	RSmean	MRmean	neg-neg	15	11.1	-26.3	40.0	-1.7	-3.2	-1.0	16.9	-27.2
pair	RSI	RSmean	neg-neg	15	11.1	-27.9	33.3	-1.9	-3.0	-1.0	16.4	-27.4
pair	RSmean	RSI	neg-neg	15	11.1	-27.9	33.3	-1.9	-3.0	-1.0	16.4	-27.4
pair	RSmean	SLmean	neg-neg	14	10.4	-29.5	35.7	-2.0	-3.7	-1.1	16.8	-27.2
pair	SLmean	RSmean	neg-neg	14	10.4	-29.5	35.7	-2.0	-3.7	-1.1	16.8	-27.2
pair	RSmean	MACD	neg-neg	14	10.4	-30.0	28.6	-2.0	-3.2	-1.1	16.7	-27.4
pair	MACD	RSmean	neg-neg	14	10.4	-30.0	28.6	-2.0	-3.2	-1.1	16.7	-27.4
pair	MACDhist	MRmean	neg-pos	2	1.5	-31.9	50.0	-0.9	0.0	0.0	38.7	0.0
pair	MRmean	MACDhist	neg-pos	2	1.5	-31.9	50.0	-0.9	0.0	0.0	38.7	0.0

All Contingency Tables for PDBC

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 61% Sharpe 0.81 \| Sortino 1.22 \| Calmar 0.5 Vol 15% \| MDD -22.8% Months 69M (51%)	CAGR -8.4% \| Win 50% Sharpe -0.48 \| Sortino -0.96 \| Calmar -1.2 Vol 16% \| MDD -6.9% Months 6M (4%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 12.3% \| Win 62% Sharpe 0.98 \| Sortino 1.19 \| Calmar 2.1 Vol 13% \| MDD -6.0% Months 8M (6%)	CAGR -6.7% \| Win 48% Sharpe -0.28 \| Sortino -0.40 \| Calmar -0.2 Vol 19% \| MDD -42.4% Months 52M (38%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
SLmean only	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 62% Sharpe 0.80 \| Sortino 1.22 \| Calmar 0.5 Vol 15% \| MDD -23.0% Months 71M (53%)	CAGR -16.3% \| Win 25% Sharpe -1.53 \| Sortino -2.10 \| Calmar -2.1 Vol 11% \| MDD -7.9% Months 4M (3%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 4.3% \| Win 53% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 45M (33%)	CAGR -26.3% \| Win 40% Sharpe -1.71 \| Sortino -3.19 \| Calmar -1.0 Vol 17% \| MDD -27.2% Months 15M (11%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 61% Sharpe 0.69 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 49M (36%)	CAGR 9.6% \| Win 58% Sharpe 0.72 \| Sortino 1.05 \| Calmar 0.6 Vol 14% \| MDD -14.9% Months 26M (19%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 4.7% \| Win 56% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.7 Vol 15% \| MDD -7.0% Months 23M (17%)	CAGR -9.7% \| Win 46% Sharpe -0.41 \| Sortino -0.60 \| Calmar -0.2 Vol 20% \| MDD -40.6% Months 37M (27%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
MACD only	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -27.3% Months 56M (42%)	CAGR 6.4% \| Win 53% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.9 Vol 12% \| MDD -6.9% Months 19M (14%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR -11.0% \| Win 31% Sharpe -0.61 \| Sortino -0.88 \| Calmar -1.2 Vol 17% \| MDD -9.3% Months 13M (10%)	CAGR -2.5% \| Win 55% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 18% \| MDD -37.0% Months 47M (35%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
RSI only	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 26.3% \| Win 73% Sharpe 1.58 \| Sortino 2.64 \| Calmar 1.5 Vol 16% \| MDD -17.1% Months 41M (30%)	CAGR -7.5% \| Win 44% Sharpe -0.60 \| Sortino -0.74 \| Calmar -0.3 Vol 12% \| MDD -27.4% Months 34M (25%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR -31.9% \| Win 50% Sharpe -0.88 \| Sortino 0.00 \| Calmar 0.0 Vol 39% \| MDD 0.0% Months 2M (2%)	CAGR -3.3% \| Win 50% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 18% \| MDD -37.0% Months 58M (43%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 61% Sharpe 0.80 \| Sortino 1.19 \| Calmar 0.5 Vol 15% \| MDD -23.2% Months 62M (46%)	CAGR 1.6% \| Win 54% Sharpe 0.18 \| Sortino 0.32 \| Calmar 0.1 Vol 14% \| MDD -14.8% Months 13M (10%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 23.7% \| Win 67% Sharpe 1.11 \| Sortino 4.14 \| Calmar 3.9 Vol 21% \| MDD -6.0% Months 9M (7%)	CAGR -8.6% \| Win 47% Sharpe -0.43 \| Sortino -0.55 \| Calmar -0.2 Vol 17% \| MDD -40.8% Months 51M (38%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 63% Sharpe 0.89 \| Sortino 1.42 \| Calmar 0.5 Vol 15% \| MDD -26.7% Months 60M (44%)	CAGR -1.7% \| Win 47% Sharpe -0.05 \| Sortino -0.06 \| Calmar -0.1 Vol 15% \| MDD -14.9% Months 15M (11%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR -17.1% \| Win 42% Sharpe -0.96 \| Sortino -1.21 \| Calmar -0.4 Vol 18% \| MDD -47.9% Months 38M (28%)	CAGR 22.3% \| Win 64% Sharpe 1.29 \| Sortino 2.58 \| Calmar 3.0 Vol 17% \| MDD -7.5% Months 22M (16%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 13.0% \| Win 62% Sharpe 0.92 \| Sortino 1.34 \| Calmar 0.7 Vol 14% \| MDD -19.7% Months 72M (53%)	CAGR -7.9% \| Win 40% Sharpe -0.67 \| Sortino -0.94 \| Calmar -1.0 Vol 12% \| MDD -7.9% Months 5M (4%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR 1.7% \| Win 52% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 18% \| MDD -24.5% Months 44M (33%)	CAGR -29.5% \| Win 36% Sharpe -1.97 \| Sortino -3.66 \| Calmar -1.1 Vol 17% \| MDD -27.2% Months 14M (10%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.5% \| Win 60% Sharpe 0.76 \| Sortino 1.21 \| Calmar 0.4 Vol 15% \| MDD -23.5% Months 48M (36%)	CAGR 13.2% \| Win 62% Sharpe 0.95 \| Sortino 1.25 \| Calmar 1.3 Vol 14% \| MDD -10.0% Months 29M (22%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR 3.4% \| Win 58% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.2 Vol 16% \| MDD -14.2% Months 24M (18%)	CAGR -13.6% \| Win 41% Sharpe -0.63 \| Sortino -0.94 \| Calmar -0.3 Vol 20% \| MDD -39.1% Months 34M (25%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
MACD only	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 11.1% \| Win 61% Sharpe 0.77 \| Sortino 1.19 \| Calmar 0.5 Vol 15% \| MDD -23.5% Months 54M (40%)	CAGR 12.5% \| Win 61% Sharpe 1.03 \| Sortino 1.36 \| Calmar 1.8 Vol 12% \| MDD -6.9% Months 23M (17%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR -9.1% \| Win 40% Sharpe -0.45 \| Sortino -0.66 \| Calmar -0.7 Vol 18% \| MDD -12.3% Months 15M (11%)	CAGR -6.1% \| Win 51% Sharpe -0.24 \| Sortino -0.35 \| Calmar -0.2 Vol 19% \| MDD -37.1% Months 43M (32%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
RSI only	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 28.6% \| Win 74% Sharpe 1.74 \| Sortino 2.88 \| Calmar 2.6 Vol 15% \| MDD -11.0% Months 38M (28%)	CAGR -2.9% \| Win 49% Sharpe -0.18 \| Sortino -0.22 \| Calmar -0.2 Vol 12% \| MDD -19.3% Months 39M (29%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR -13.7% \| Win 60% Sharpe -0.45 \| Sortino -1.25 \| Calmar -1.2 Vol 26% \| MDD -11.3% Months 5M (4%)	CAGR -6.2% \| Win 47% Sharpe -0.27 \| Sortino -0.40 \| Calmar -0.2 Vol 18% \| MDD -37.1% Months 53M (39%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.5% \| Win 64% Sharpe 0.92 \| Sortino 1.32 \| Calmar 0.6 Vol 15% \| MDD -22.5% Months 64M (47%)	CAGR 2.3% \| Win 46% Sharpe 0.27 \| Sortino 0.53 \| Calmar 0.2 Vol 10% \| MDD -11.2% Months 13M (10%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR 8.0% \| Win 43% Sharpe 0.44 \| Sortino 1.84 \| Calmar 1.3 Vol 22% \| MDD -6.0% Months 7M (5%)	CAGR -8.8% \| Win 49% Sharpe -0.42 \| Sortino -0.56 \| Calmar -0.2 Vol 18% \| MDD -42.6% Months 51M (38%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.3% \| Win 64% Sharpe 1.01 \| Sortino 1.59 \| Calmar 0.6 Vol 14% \| MDD -22.9% Months 58M (43%)	CAGR 3.4% \| Win 53% Sharpe 0.29 \| Sortino 0.39 \| Calmar 0.3 Vol 15% \| MDD -12.1% Months 19M (14%)	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)
SLmean neg	CAGR -17.5% \| Win 42% Sharpe -0.97 \| Sortino -1.26 \| Calmar -0.3 Vol 18% \| MDD -50.6% Months 40M (30%)	CAGR 21.7% \| Win 61% Sharpe 1.21 \| Sortino 3.06 \| Calmar 3.3 Vol 18% \| MDD -6.5% Months 18M (13%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.2% \| Win 60% Sharpe 0.66 \| Sortino 0.98 \| Calmar 0.5 Vol 15% \| MDD -19.2% Months 67M (50%)	CAGR 7.7% \| Win 57% Sharpe 0.52 \| Sortino 0.66 \| Calmar 0.3 Vol 17% \| MDD -26.0% Months 49M (36%)	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)
RSmean neg	CAGR -5.8% \| Win 60% Sharpe -0.46 \| Sortino -1.36 \| Calmar -1.8 Vol 12% \| MDD -3.2% Months 5M (4%)	CAGR -30.0% \| Win 29% Sharpe -2.03 \| Sortino -3.24 \| Calmar -1.1 Vol 17% \| MDD -27.4% Months 14M (10%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)
MACD only	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 7.4% \| Win 57% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.3 Vol 16% \| MDD -25.8% Months 65M (48%)	CAGR 10.1% \| Win 61% Sharpe 0.68 \| Sortino 0.84 \| Calmar 0.5 Vol 16% \| MDD -19.0% Months 51M (38%)	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)
RSmean neg	CAGR -9.4% \| Win 50% Sharpe -0.69 \| Sortino -2.31 \| Calmar -2.9 Vol 13% \| MDD -3.2% Months 4M (3%)	CAGR -27.9% \| Win 33% Sharpe -1.89 \| Sortino -2.96 \| Calmar -1.0 Vol 16% \| MDD -27.4% Months 15M (11%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)
RSI only	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR 1.0% \| Win 51% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 15% \| MDD -26.0% Months 73M (54%)	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)
RSmean neg	-	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 16.1% \| Win 65% Sharpe 1.03 \| Sortino 1.60 \| Calmar 0.7 Vol 16% \| MDD -22.5% Months 66M (49%)	CAGR -0.7% \| Win 50% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 16% \| MDD -18.9% Months 50M (37%)	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)
RSmean neg	CAGR -21.9% \| Win 20% Sharpe -2.12 \| Sortino -2.92 \| Calmar -2.4 Vol 11% \| MDD -9.1% Months 5M (4%)	CAGR -25.2% \| Win 43% Sharpe -1.57 \| Sortino -2.99 \| Calmar -1.1 Vol 17% \| MDD -24.0% Months 14M (10%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.9% \| Win 59% Sharpe 0.50 \| Sortino 0.63 \| Calmar 0.3 Vol 16% \| MDD -25.5% Months 80M (59%)	CAGR 12.3% \| Win 58% Sharpe 0.79 \| Sortino 1.40 \| Calmar 1.0 Vol 16% \| MDD -12.4% Months 36M (27%)	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)
RSmean neg	CAGR -25.4% \| Win 39% Sharpe -1.73 \| Sortino -3.26 \| Calmar -0.8 Vol 16% \| MDD -33.0% Months 18M (13%)	CAGR -2.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.0% \| Win 55% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 62M (46%)	CAGR 29.5% \| Win 90% Sharpe 2.60 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 10M (7%)	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)
MACD neg	CAGR 19.0% \| Win 71% Sharpe 0.97 \| Sortino 1.00 \| Calmar 2.2 Vol 20% \| MDD -8.6% Months 7M (5%)	CAGR -4.5% \| Win 48% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 18% \| MDD -33.2% Months 56M (42%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)
RSI only	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 16.5% \| Win 68% Sharpe 0.95 \| Sortino 1.53 \| Calmar 1.0 Vol 18% \| MDD -17.1% Months 34M (25%)	CAGR 1.1% \| Win 53% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 12% \| MDD -12.9% Months 38M (28%)	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)
MACD neg	CAGR 49.3% \| Win 89% Sharpe 3.83 \| Sortino 0.00 \| Calmar 58.7 Vol 11% \| MDD -0.8% Months 9M (7%)	CAGR -8.8% \| Win 44% Sharpe -0.42 \| Sortino -0.60 \| Calmar -0.2 Vol 18% \| MDD -42.4% Months 54M (40%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 14.3% \| Win 64% Sharpe 0.95 \| Sortino 1.40 \| Calmar 0.9 Vol 15% \| MDD -15.9% Months 39M (29%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.1 Vol 15% \| MDD -16.8% Months 33M (24%)	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)
MACD neg	CAGR 11.3% \| Win 59% Sharpe 0.74 \| Sortino 1.27 \| Calmar 0.8 Vol 16% \| MDD -14.1% Months 32M (24%)	CAGR -14.4% \| Win 42% Sharpe -0.74 \| Sortino -0.94 \| Calmar -0.4 Vol 19% \| MDD -34.5% Months 31M (23%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.6% \| Win 62% Sharpe 0.69 \| Sortino 1.00 \| Calmar 0.5 Vol 15% \| MDD -19.6% Months 64M (47%)	CAGR -3.1% \| Win 38% Sharpe -0.13 \| Sortino -0.25 \| Calmar -0.4 Vol 16% \| MDD -7.3% Months 8M (6%)	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)
MACD neg	CAGR -15.6% \| Win 41% Sharpe -0.85 \| Sortino -1.10 \| Calmar -0.4 Vol 18% \| MDD -37.8% Months 34M (25%)	CAGR 16.4% \| Win 62% Sharpe 1.02 \| Sortino 1.62 \| Calmar 1.3 Vol 16% \| MDD -12.6% Months 29M (22%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 20.6% \| Win 70% Sharpe 1.18 \| Sortino 1.80 \| Calmar 1.2 Vol 17% \| MDD -17.1% Months 40M (30%)	CAGR -10.7% \| Win 38% Sharpe -0.86 \| Sortino -1.10 \| Calmar -0.5 Vol 12% \| MDD -19.9% Months 29M (22%)	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)
RSI neg	CAGR 54.6% \| Win 100% Sharpe 8.56 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (2%)	CAGR -2.1% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 17% \| MDD -33.1% Months 63M (47%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 15.0% \| Win 65% Sharpe 0.96 \| Sortino 1.39 \| Calmar 0.9 Vol 16% \| MDD -17.5% Months 46M (34%)	CAGR -9.0% \| Win 39% Sharpe -0.54 \| Sortino -0.82 \| Calmar -0.4 Vol 15% \| MDD -21.9% Months 23M (17%)	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)
RSI neg	CAGR 9.3% \| Win 56% Sharpe 0.64 \| Sortino 1.23 \| Calmar 1.3 Vol 16% \| MDD -6.9% Months 25M (18%)	CAGR -5.3% \| Win 54% Sharpe -0.22 \| Sortino -0.27 \| Calmar -0.2 Vol 18% \| MDD -30.5% Months 41M (30%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 9.7% \| Win 60% Sharpe 0.67 \| Sortino 0.99 \| Calmar 0.4 Vol 16% \| MDD -25.8% Months 60M (44%)	CAGR -13.4% \| Win 33% Sharpe -0.71 \| Sortino -1.18 \| Calmar -1.8 Vol 18% \| MDD -7.3% Months 9M (7%)	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)
RSI neg	CAGR -13.4% \| Win 47% Sharpe -0.75 \| Sortino -0.94 \| Calmar -0.3 Vol 17% \| MDD -38.5% Months 38M (28%)	CAGR 21.5% \| Win 64% Sharpe 1.37 \| Sortino 2.38 \| Calmar 2.3 Vol 15% \| MDD -9.4% Months 28M (21%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 32.1% \| Win 76% Sharpe 1.87 \| Sortino 2.99 \| Calmar 3.3 Vol 16% \| MDD -9.7% Months 34M (25%)	CAGR -6.9% \| Win 56% Sharpe -0.28 \| Sortino -0.36 \| Calmar -0.5 Vol 19% \| MDD -14.6% Months 9M (7%)	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)
MACDhist neg	CAGR -2.2% \| Win 49% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 15% \| MDD -19.2% Months 37M (27%)	CAGR -6.6% \| Win 47% Sharpe -0.33 \| Sortino -0.44 \| Calmar -0.2 Vol 16% \| MDD -31.7% Months 55M (41%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)
RSIhist only	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 21.0% \| Win 71% Sharpe 1.21 \| Sortino 1.83 \| Calmar 1.2 Vol 17% \| MDD -17.1% Months 41M (30%)	CAGR 64.3% \| Win 100% Sharpe 10.26 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 2M (2%)	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)
MACDhist neg	CAGR -12.7% \| Win 44% Sharpe -0.84 \| Sortino -0.99 \| Calmar -0.3 Vol 15% \| MDD -47.1% Months 57M (42%)	CAGR 9.5% \| Win 54% Sharpe 0.63 \| Sortino 1.11 \| Calmar 0.8 Vol 16% \| MDD -12.6% Months 35M (26%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.8% \| Win 64% Sharpe 0.94 \| Sortino 1.48 \| Calmar 0.9 Vol 15% \| MDD -15.3% Months 52M (38%)	CAGR 10.5% \| Win 58% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 18% \| MDD -16.2% Months 19M (14%)	CAGR 12.9% \| Win 62% Sharpe 0.85 \| Sortino 1.38 \| Calmar 0.6 Vol 16% \| MDD -22.5% Months 71M (53%)
RSIhist neg	CAGR -13.5% \| Win 46% Sharpe -0.76 \| Sortino -0.95 \| Calmar -0.3 Vol 17% \| MDD -43.6% Months 46M (34%)	CAGR 13.4% \| Win 56% Sharpe 0.93 \| Sortino 1.73 \| Calmar 2.1 Vol 15% \| MDD -6.5% Months 18M (13%)	CAGR -6.6% \| Win 48% Sharpe -0.33 \| Sortino -0.43 \| Calmar -0.2 Vol 17% \| MDD -35.3% Months 64M (47%)
LWTI only	CAGR 0.1% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 16% \| MDD -42.0% Months 98M (73%)	CAGR 11.9% \| Win 57% Sharpe 0.78 \| Sortino 1.34 \| Calmar 0.9 Vol 16% \| MDD -12.6% Months 37M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 61% Sharpe 0.81 \| Sortino 1.22 \| Calmar 0.5 Vol 15% \| MDD -22.8% Months 69M (51%)	CAGR -8.4% \| Win 50% Sharpe -0.48 \| Sortino -0.96 \| Calmar -1.2 Vol 16% \| MDD -6.9% Months 6M (4%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 12.3% \| Win 62% Sharpe 0.98 \| Sortino 1.19 \| Calmar 2.1 Vol 13% \| MDD -6.0% Months 8M (6%)	CAGR -6.7% \| Win 48% Sharpe -0.28 \| Sortino -0.40 \| Calmar -0.2 Vol 19% \| MDD -42.4% Months 52M (38%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
SLmean only	CAGR 11.5% \| Win 61% Sharpe 0.83 \| Sortino 1.24 \| Calmar 0.5 Vol 14% \| MDD -23.5% Months 77M (57%)	CAGR -6.9% \| Win 48% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 18% \| MDD -43.4% Months 58M (43%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 62% Sharpe 0.80 \| Sortino 1.22 \| Calmar 0.5 Vol 15% \| MDD -23.0% Months 71M (53%)	CAGR -16.3% \| Win 25% Sharpe -1.53 \| Sortino -2.10 \| Calmar -2.1 Vol 11% \| MDD -7.9% Months 4M (3%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 4.3% \| Win 53% Sharpe 0.32 \| Sortino 0.42 \| Calmar 0.2 Vol 18% \| MDD -26.0% Months 45M (33%)	CAGR -26.3% \| Win 40% Sharpe -1.71 \| Sortino -3.19 \| Calmar -1.0 Vol 17% \| MDD -27.2% Months 15M (11%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
RSmean only	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 116M (86%)	CAGR -24.3% \| Win 37% Sharpe -1.69 \| Sortino -2.73 \| Calmar -0.7 Vol 16% \| MDD -33.1% Months 19M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 61% Sharpe 0.69 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 49M (36%)	CAGR 9.6% \| Win 58% Sharpe 0.72 \| Sortino 1.05 \| Calmar 0.6 Vol 14% \| MDD -14.9% Months 26M (19%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR 4.7% \| Win 56% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.7 Vol 15% \| MDD -7.0% Months 23M (17%)	CAGR -9.7% \| Win 46% Sharpe -0.41 \| Sortino -0.60 \| Calmar -0.2 Vol 20% \| MDD -40.6% Months 37M (27%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
MACD only	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 15% \| MDD -23.1% Months 72M (53%)	CAGR -2.2% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 18% \| MDD -34.5% Months 63M (47%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.14 \| Calmar 0.4 Vol 16% \| MDD -27.3% Months 56M (42%)	CAGR 6.4% \| Win 53% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.9 Vol 12% \| MDD -6.9% Months 19M (14%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR -11.0% \| Win 31% Sharpe -0.61 \| Sortino -0.88 \| Calmar -1.2 Vol 17% \| MDD -9.3% Months 13M (10%)	CAGR -2.5% \| Win 55% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 18% \| MDD -37.0% Months 47M (35%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
RSI only	CAGR 6.3% \| Win 56% Sharpe 0.47 \| Sortino 0.71 \| Calmar 0.2 Vol 16% \| MDD -29.3% Months 69M (51%)	CAGR -0.0% \| Win 55% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 17% \| MDD -30.6% Months 66M (49%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 26.3% \| Win 73% Sharpe 1.58 \| Sortino 2.64 \| Calmar 1.5 Vol 16% \| MDD -17.1% Months 41M (30%)	CAGR -7.5% \| Win 44% Sharpe -0.60 \| Sortino -0.74 \| Calmar -0.3 Vol 12% \| MDD -27.4% Months 34M (25%)	CAGR 9.7% \| Win 60% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -27.3% Months 75M (56%)
MRmean neg	CAGR -31.9% \| Win 50% Sharpe -0.88 \| Sortino 0.00 \| Calmar 0.0 Vol 39% \| MDD 0.0% Months 2M (2%)	CAGR -3.3% \| Win 50% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 18% \| MDD -37.0% Months 58M (43%)	CAGR -4.4% \| Win 50% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 18% \| MDD -43.8% Months 60M (44%)
MACDhist only	CAGR 22.7% \| Win 72% Sharpe 1.31 \| Sortino 1.95 \| Calmar 1.3 Vol 17% \| MDD -17.1% Months 43M (32%)	CAGR -4.9% \| Win 48% Sharpe -0.24 \| Sortino -0.33 \| Calmar -0.1 Vol 16% \| MDD -38.9% Months 92M (68%)