PFF - iShares Preferred and Income Securities ETF

Signal Pair Analysis

RSIhist-LWTI

Best Pair

39.8%

Best CAGR

Total Months

2.9%

Avg CAGR

PFF 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 PFF

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSIhist	pos-neg	10	4.3	39.8	50.0	1.1	2.7	4.8	35.0	-8.2
pair	RSIhist	LWTI	pos-neg	10	4.3	39.8	50.0	1.1	2.7	4.8	35.0	-8.2
pair	RSmean	MACDhist	neg-pos	1	0.4	39.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	39.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	SLmean	neg-pos	7	3.0	22.8	42.9	0.9	2.9	4.0	27.1	-5.7
pair	SLmean	RSIhist	neg-pos	7	3.0	22.8	42.9	0.9	2.9	4.0	27.1	-5.7
pair	LWTI	MRmean	pos-neg	6	2.6	22.0	50.0	1.1	25.5	5.0	18.9	-4.5
pair	MRmean	LWTI	pos-neg	6	2.6	22.0	50.0	1.1	25.5	5.0	18.9	-4.5
pair	MACDhist	MACD	neg-pos	3	1.3	20.4	100.0	5.1	0.0	0.0	3.7	0.0
pair	MACD	MACDhist	neg-pos	3	1.3	20.4	100.0	5.1	0.0	0.0	3.7	0.0
pair	SLmean	RSmean	pos-neg	7	3.0	17.4	71.4	2.9	11.7	18.4	5.7	-0.9
pair	RSmean	SLmean	pos-neg	7	3.0	17.4	71.4	2.9	11.7	18.4	5.7	-0.9
pair	RSmean	MRmean	pos-neg	7	3.0	16.9	71.4	2.7	8.0	14.3	5.9	-1.2
pair	MRmean	RSmean	pos-neg	7	3.0	16.9	71.4	2.7	8.0	14.3	5.9	-1.2
pair	RSIhist	MRmean	neg-pos	8	3.4	15.4	25.0	0.5	1.4	0.9	38.6	-16.7
pair	MRmean	RSIhist	neg-pos	8	3.4	15.4	25.0	0.5	1.4	0.9	38.6	-16.7
pair	RSmean	RSI	neg-pos	9	3.9	13.8	66.7	2.0	28.5	8.9	6.4	-1.5
pair	RSI	RSmean	neg-pos	9	3.9	13.8	66.7	2.0	28.5	8.9	6.4	-1.5
pair	MACD	RSIhist	neg-pos	24	10.3	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	RSIhist	MACD	neg-pos	24	10.3	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	MACDhist	RSIhist	neg-pos	44	18.9	13.2	68.2	0.8	1.2	0.5	18.5	-24.9
pair	RSIhist	MACDhist	neg-pos	44	18.9	13.2	68.2	0.8	1.2	0.5	18.5	-24.9
pair	MACD	RSI	pos-neg	8	3.4	12.9	50.0	0.7	2.6	1.6	19.3	-8.1
pair	RSI	MACD	pos-neg	8	3.4	12.9	50.0	0.7	2.6	1.6	19.3	-8.1
pair	RSI	MACD	neg-pos	12	5.2	12.7	66.7	1.2	3.5	3.7	10.0	-3.5
pair	MACD	RSI	neg-pos	12	5.2	12.7	66.7	1.2	3.5	3.7	10.0	-3.5
pair	MACD	MRmean	pos-neg	16	6.9	12.1	62.5	0.8	1.1	1.3	16.3	-9.5
pair	MRmean	MACD	pos-neg	16	6.9	12.1	62.5	0.8	1.1	1.3	16.3	-9.5
pair	RSIhist	RSI	neg-pos	14	6.0	11.2	35.7	0.5	1.1	0.5	32.1	-24.9
pair	RSI	RSIhist	neg-pos	14	6.0	11.2	35.7	0.5	1.1	0.5	32.1	-24.9
pair	MACD	RSmean	neg-pos	5	2.1	11.0	60.0	1.5	18.4	7.1	7.1	-1.5
pair	RSmean	MACD	neg-pos	5	2.1	11.0	60.0	1.5	18.4	7.1	7.1	-1.5
pair	MRmean	MACDhist	pos-neg	54	23.2	9.7	70.4	1.0	1.3	1.0	9.8	-9.5
pair	MACDhist	MRmean	pos-neg	54	23.2	9.7	70.4	1.0	1.3	1.0	9.8	-9.5
pair	SLmean	MACD	pos-neg	20	8.6	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	MACD	SLmean	pos-neg	20	8.6	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	SLmean	MACDhist	pos-neg	53	22.7	8.3	66.0	0.6	0.8	0.4	14.8	-20.0
pair	MACDhist	SLmean	pos-neg	53	22.7	8.3	66.0	0.6	0.8	0.4	14.8	-20.0
pair	LWTI	SLmean	pos-neg	10	4.3	8.2	40.0	0.4	0.9	0.7	30.4	-12.2
pair	SLmean	LWTI	pos-neg	10	4.3	8.2	40.0	0.4	0.9	0.7	30.4	-12.2
pair	MACDhist	MACD	pos-neg	72	30.9	7.6	70.8	0.8	1.3	0.6	9.3	-13.2
pair	MACD	MACDhist	pos-neg	72	30.9	7.6	70.8	0.8	1.3	0.6	9.3	-13.2
pair	RSI	MACDhist	pos-neg	73	31.3	7.4	71.2	0.9	1.4	0.7	7.9	-10.9
pair	MACDhist	RSI	pos-neg	73	31.3	7.4	71.2	0.9	1.4	0.7	7.9	-10.9
pair	RSIhist	RSmean	pos-pos	138	59.2	7.1	65.2	0.7	0.9	0.4	11.5	-17.9
pair	RSmean	RSIhist	pos-pos	138	59.2	7.1	65.2	0.7	0.9	0.4	11.5	-17.9
single	RSIhist	RSIhist	pos-pos	146	62.7	7.0	65.1	0.7	0.9	0.3	11.4	-24.9
pair	RSmean	RSIhist	neg-pos	8	3.4	6.7	62.5	0.7	0.6	1.1	10.0	-6.0
pair	RSIhist	RSmean	neg-pos	8	3.4	6.7	62.5	0.7	0.6	1.1	10.0	-6.0
pair	RSI	RSIhist	pos-pos	132	56.7	6.6	68.2	1.0	1.4	0.8	6.5	-8.5
pair	MRmean	RSIhist	pos-pos	138	59.2	6.6	67.4	0.8	1.1	0.6	7.8	-10.7
pair	RSIhist	RSI	pos-pos	132	56.7	6.6	68.2	1.0	1.4	0.8	6.5	-8.5
pair	RSIhist	MRmean	pos-pos	138	59.2	6.6	67.4	0.8	1.1	0.6	7.8	-10.7
pair	SLmean	RSIhist	pos-pos	139	59.7	6.3	66.2	0.7	0.8	0.3	10.2	-20.0
pair	SLmean	MRmean	pos-pos	147	63.1	6.3	66.7	0.8	1.1	0.7	7.7	-9.5
pair	RSIhist	SLmean	pos-pos	139	59.7	6.3	66.2	0.7	0.8	0.3	10.2	-20.0
pair	MRmean	SLmean	pos-pos	147	63.1	6.3	66.7	0.8	1.1	0.7	7.7	-9.5
pair	MACDhist	RSmean	pos-neg	99	42.5	6.2	65.7	0.4	0.4	0.1	21.6	-52.0
pair	RSmean	MACDhist	pos-neg	99	42.5	6.2	65.7	0.4	0.4	0.1	21.6	-52.0
pair	RSI	MRmean	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	SLmean	RSI	pos-pos	145	62.2	5.9	66.2	0.9	1.3	0.7	6.4	-8.5
pair	MRmean	RSI	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	RSI	MRmean	pos-pos	158	67.8	5.9	66.5	0.9	1.3	0.8	6.5	-7.3
pair	MRmean	RSI	pos-pos	158	67.8	5.9	66.5	0.9	1.3	0.8	6.5	-7.3
single	MRmean	MRmean	pos-pos	164	70.4	5.9	65.9	0.8	1.1	0.6	7.6	-9.5
pair	RSI	SLmean	pos-pos	145	62.2	5.9	66.2	0.9	1.3	0.7	6.4	-8.5
pair	MACD	RSIhist	pos-pos	122	52.4	5.9	68.0	1.0	1.2	0.6	6.0	-9.1
pair	RSIhist	MACD	pos-pos	122	52.4	5.9	68.0	1.0	1.2	0.6	6.0	-9.1
pair	MACDhist	LWTI	neg-pos	93	39.9	5.8	64.5	0.6	0.8	0.4	11.2	-16.1
pair	LWTI	MACDhist	neg-pos	93	39.9	5.8	64.5	0.6	0.8	0.4	11.2	-16.1
pair	MRmean	RSmean	pos-pos	157	67.4	5.5	65.6	0.7	1.0	0.5	7.7	-10.5
pair	RSmean	MRmean	pos-pos	157	67.4	5.5	65.6	0.7	1.0	0.5	7.7	-10.5
pair	MRmean	LWTI	pos-pos	158	67.8	5.4	66.5	0.8	0.9	0.6	7.0	-9.5
single	SLmean	SLmean	pos-pos	156	67.0	5.4	64.1	0.6	0.8	0.3	10.0	-20.0
pair	LWTI	MRmean	pos-pos	158	67.8	5.4	66.5	0.8	0.9	0.6	7.0	-9.5
pair	MRmean	MACD	pos-pos	148	63.5	5.3	66.2	0.9	1.2	0.7	6.1	-7.3
pair	MACD	MRmean	pos-pos	148	63.5	5.3	66.2	0.9	1.2	0.7	6.1	-7.3
pair	SLmean	LWTI	pos-pos	146	62.7	5.2	65.8	0.8	0.9	0.6	7.0	-9.5
pair	LWTI	SLmean	pos-pos	146	62.7	5.2	65.8	0.8	0.9	0.6	7.0	-9.5
pair	RSIhist	LWTI	pos-pos	136	58.4	5.0	66.2	0.7	0.8	0.3	7.2	-14.9
pair	LWTI	RSIhist	pos-pos	136	58.4	5.0	66.2	0.7	0.8	0.3	7.2	-14.9
pair	RSmean	RSI	pos-neg	34	14.6	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
pair	RSI	RSmean	pos-neg	34	14.6	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
pair	RSI	LWTI	pos-pos	183	78.5	4.9	66.7	0.7	0.7	0.3	7.7	-15.8
pair	LWTI	RSI	pos-pos	183	78.5	4.9	66.7	0.7	0.7	0.3	7.7	-15.8
pair	RSmean	SLmean	pos-pos	149	63.9	4.8	63.8	0.5	0.7	0.2	10.1	-20.4
pair	SLmean	MACD	pos-pos	136	58.4	4.8	65.4	0.8	1.1	0.4	6.1	-12.7
pair	MACD	SLmean	pos-pos	136	58.4	4.8	65.4	0.8	1.1	0.4	6.1	-12.7
pair	SLmean	RSmean	pos-pos	149	63.9	4.8	63.8	0.5	0.7	0.2	10.1	-20.4
single	RSI	RSI	pos-pos	186	79.8	4.7	66.1	0.6	0.7	0.3	7.7	-15.8
pair	LWTI	MACD	pos-pos	178	76.4	4.6	65.7	0.6	0.7	0.3	8.1	-17.5
pair	MACD	LWTI	pos-pos	178	76.4	4.6	65.7	0.6	0.7	0.3	8.1	-17.5
pair	RSmean	LWTI	pos-pos	185	79.4	4.6	65.4	0.6	0.7	0.2	9.0	-21.1
pair	LWTI	RSmean	pos-pos	185	79.4	4.6	65.4	0.6	0.7	0.2	9.0	-21.1
pair	RSIhist	MACDhist	pos-pos	102	43.8	4.5	63.7	0.7	1.0	0.5	6.3	-9.1
single	MACD	MACD	pos-pos	182	78.1	4.5	65.4	0.6	0.7	0.2	8.3	-19.5
pair	MACDhist	RSIhist	pos-pos	102	43.8	4.5	63.7	0.7	1.0	0.5	6.3	-9.1
single	MACDhist	MACDhist	neg-neg	120	51.5	4.4	61.7	0.3	0.4	0.1	20.3	-56.6
pair	RSmean	MACD	pos-neg	34	14.6	4.4	55.9	0.3	0.4	0.1	34.7	-52.0
pair	MACD	RSmean	pos-neg	34	14.6	4.4	55.9	0.3	0.4	0.1	34.7	-52.0
pair	RSmean	MACD	pos-pos	177	76.0	4.3	65.5	0.6	0.7	0.2	8.3	-19.5
pair	MACD	RSmean	pos-pos	177	76.0	4.3	65.5	0.6	0.7	0.2	8.3	-19.5
single	RSmean	RSmean	pos-pos	211	90.6	4.3	64.0	0.3	0.4	0.1	15.8	-52.0
single	LWTI	LWTI	pos-pos	206	88.4	4.2	63.6	0.5	0.6	0.2	9.3	-19.9
pair	MRmean	MACDhist	pos-pos	110	47.2	4.2	63.6	0.7	0.9	0.6	6.3	-7.4
pair	MACDhist	MRmean	pos-pos	110	47.2	4.2	63.6	0.7	0.9	0.6	6.3	-7.4
pair	RSmean	RSI	pos-pos	177	76.0	4.2	66.1	0.6	0.7	0.3	7.8	-16.5
pair	RSI	RSmean	pos-pos	177	76.0	4.2	66.1	0.6	0.7	0.3	7.8	-16.5
pair	RSI	MACD	pos-pos	174	74.7	4.1	66.1	0.6	0.6	0.3	7.5	-15.8
pair	MACD	RSI	pos-pos	174	74.7	4.1	66.1	0.6	0.6	0.3	7.5	-15.8
pair	SLmean	MACDhist	pos-pos	103	44.2	3.9	63.1	0.7	0.8	0.5	6.2	-8.5
pair	MACDhist	SLmean	pos-pos	103	44.2	3.9	63.1	0.7	0.8	0.5	6.2	-8.5
pair	benchmark___benchmark_		benchmark-benchmark	233	100.0	3.7	62.2	0.3	0.3	0.1	15.5	-56.6
pair		benchmark___benchmark_	benchmark-benchmark	233	100.0	3.7	62.2	0.3	0.3	0.1	15.5	-56.6
pair	MACD	SLmean	neg-pos	46	19.7	3.6	65.2	0.3	0.4	0.3	12.8	-12.7
pair	SLmean	MACD	neg-pos	46	19.7	3.6	65.2	0.3	0.4	0.3	12.8	-12.7
pair	SLmean	RSmean	neg-pos	62	26.6	3.1	64.5	0.2	0.3	0.1	24.6	-40.1
pair	RSmean	SLmean	neg-pos	62	26.6	3.1	64.5	0.2	0.3	0.1	24.6	-40.1
single	MACDhist	MACDhist	pos-pos	113	48.5	3.0	62.8	0.4	0.4	0.2	7.5	-16.2
pair	MACDhist	LWTI	pos-pos	113	48.5	3.0	62.8	0.4	0.4	0.2	7.5	-16.2
pair	MACDhist	RSI	pos-pos	113	48.5	3.0	62.8	0.4	0.4	0.2	7.5	-16.2
pair	RSI	MACDhist	pos-pos	113	48.5	3.0	62.8	0.4	0.4	0.2	7.5	-16.2
pair	LWTI	MACDhist	pos-pos	113	48.5	3.0	62.8	0.4	0.4	0.2	7.5	-16.2
pair	RSIhist	LWTI	neg-pos	70	30.0	2.8	58.6	0.3	0.4	0.2	12.5	-15.3
pair	LWTI	RSIhist	neg-pos	70	30.0	2.8	58.6	0.3	0.4	0.2	12.5	-15.3
pair	MACDhist	RSmean	pos-pos	112	48.1	2.7	62.5	0.4	0.4	0.2	7.5	-16.2
pair	RSmean	MACDhist	pos-pos	112	48.1	2.7	62.5	0.4	0.4	0.2	7.5	-16.2
pair	MRmean	RSIhist	pos-neg	26	11.2	2.6	57.7	0.4	0.8	0.6	6.6	-4.3
pair	RSIhist	MRmean	pos-neg	26	11.2	2.6	57.7	0.4	0.8	0.6	6.6	-4.3
pair	SLmean	MRmean	pos-neg	17	7.3	2.5	58.8	0.4	0.8	0.4	6.9	-6.4
pair	MRmean	SLmean	pos-neg	17	7.3	2.5	58.8	0.4	0.8	0.4	6.9	-6.4
pair	MACD	MACDhist	pos-pos	110	47.2	2.5	61.8	0.4	0.4	0.2	7.6	-16.2
pair	MACDhist	MACD	pos-pos	110	47.2	2.5	61.8	0.4	0.4	0.2	7.6	-16.2
pair	LWTI	RSmean	pos-neg	26	11.2	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	RSmean	LWTI	pos-neg	26	11.2	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	LWTI	SLmean	neg-pos	60	25.8	1.9	58.3	0.2	0.3	0.1	13.5	-17.6
pair	SLmean	LWTI	neg-pos	60	25.8	1.9	58.3	0.2	0.3	0.1	13.5	-17.6
pair	RSIhist	MACD	pos-neg	60	25.8	1.8	60.0	0.2	0.3	0.1	11.7	-13.2
pair	MACD	RSIhist	pos-neg	60	25.8	1.8	60.0	0.2	0.3	0.1	11.7	-13.2
pair	MACD	LWTI	neg-pos	28	12.0	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	LWTI	MACD	neg-pos	28	12.0	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	MACDhist	SLmean	neg-neg	67	28.8	1.5	58.2	0.2	0.2	0.0	23.9	-45.6
pair	SLmean	MACDhist	neg-neg	67	28.8	1.5	58.2	0.2	0.2	0.0	23.9	-45.6
pair	MACD	MRmean	neg-pos	34	14.6	1.2	61.8	0.1	0.2	0.1	14.5	-16.6
pair	MRmean	MACD	neg-pos	34	14.6	1.2	61.8	0.1	0.2	0.1	14.5	-16.6
pair	MRmean	RSmean	neg-pos	54	23.2	1.1	59.3	0.2	0.2	0.0	28.5	-47.1
pair	RSmean	MRmean	neg-pos	54	23.2	1.1	59.3	0.2	0.2	0.0	28.5	-47.1
pair	LWTI	RSI	neg-neg	24	10.3	0.9	54.2	0.2	0.3	0.0	40.3	-47.1
pair	RSI	LWTI	neg-neg	24	10.3	0.9	54.2	0.2	0.3	0.0	40.3	-47.1
single	MACD	MACD	neg-neg	51	21.9	0.9	51.0	0.2	0.2	0.0	29.3	-56.6
pair	RSmean	LWTI	neg-pos	21	9.0	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	LWTI	RSmean	neg-pos	21	9.0	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	RSI	SLmean	neg-neg	36	15.5	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	SLmean	RSI	neg-neg	36	15.5	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	MRmean	LWTI	neg-pos	48	20.6	0.5	54.2	0.1	0.2	0.0	14.7	-19.6
pair	LWTI	MRmean	neg-pos	48	20.6	0.5	54.2	0.1	0.2	0.0	14.7	-19.6
pair	RSI	SLmean	neg-pos	41	17.6	0.4	65.9	0.1	0.1	0.0	11.1	-21.0
pair	SLmean	RSI	neg-pos	41	17.6	0.4	65.9	0.1	0.1	0.0	11.1	-21.0
single	SLmean	SLmean	neg-neg	77	33.0	0.4	58.4	0.1	0.1	0.0	23.0	-45.6
pair	MACDhist	MRmean	neg-neg	66	28.3	0.3	54.5	0.1	0.2	0.0	26.0	-51.9
pair	MRmean	MACDhist	neg-neg	66	28.3	0.3	54.5	0.1	0.2	0.0	26.0	-51.9
pair	RSI	RSIhist	pos-neg	54	23.2	0.1	61.1	0.1	0.1	0.0	10.1	-16.0
pair	RSIhist	RSI	pos-neg	54	23.2	0.1	61.1	0.1	0.1	0.0	10.1	-16.0
pair	LWTI	MACD	neg-neg	23	9.9	0.0	52.2	0.2	0.3	0.0	40.8	-47.1
pair	RSI	MACDhist	neg-neg	47	20.2	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACDhist	RSI	neg-neg	47	20.2	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
single	LWTI	LWTI	neg-neg	27	11.6	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	LWTI	MACDhist	neg-neg	27	11.6	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	MACDhist	LWTI	neg-neg	27	11.6	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
single	RSI	RSI	neg-neg	47	20.2	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACD	LWTI	neg-neg	23	9.9	0.0	52.2	0.2	0.3	0.0	40.8	-47.1
pair	MACD	MACDhist	neg-neg	48	20.6	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	SLmean	MRmean	neg-neg	60	25.8	-0.2	58.3	0.1	0.1	-0.0	25.8	-45.6
pair	MRmean	SLmean	neg-neg	60	25.8	-0.2	58.3	0.1	0.1	-0.0	25.8	-45.6
pair	MACDhist	MACD	neg-neg	48	20.6	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	RSIhist	MACDhist	neg-neg	76	32.6	-0.3	57.9	0.1	0.1	-0.0	21.3	-42.8
pair	MACDhist	RSIhist	neg-neg	76	32.6	-0.3	57.9	0.1	0.1	-0.0	21.3	-42.8
pair	MACD	LWTI	pos-neg	4	1.7	-0.5	50.0	0.0	0.4	-0.1	17.6	-8.1
pair	LWTI	MACD	pos-neg	4	1.7	-0.5	50.0	0.0	0.4	-0.1	17.6	-8.1
pair	RSmean	RSIhist	pos-neg	73	31.3	-0.6	61.6	0.1	0.1	-0.0	21.7	-40.1
pair	RSIhist	RSmean	pos-neg	73	31.3	-0.6	61.6	0.1	0.1	-0.0	21.7	-40.1
pair	MRmean	RSI	neg-neg	41	17.6	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	RSI	MRmean	neg-neg	41	17.6	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	LWTI	RSI	neg-pos	23	9.9	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
pair	RSI	LWTI	neg-pos	23	9.9	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
single	MRmean	MRmean	neg-neg	69	29.6	-1.4	53.6	0.1	0.1	-0.0	26.0	-51.9
single	RSIhist	RSIhist	neg-neg	87	37.3	-1.6	57.5	0.0	0.0	-0.0	20.6	-42.8
pair	RSI	SLmean	pos-neg	11	4.7	-1.6	36.4	0.1	0.2	-0.1	30.7	-20.0
pair	RSIhist	SLmean	neg-neg	70	30.0	-1.6	60.0	0.1	0.1	-0.0	22.7	-42.8
pair	SLmean	RSIhist	neg-neg	70	30.0	-1.6	60.0	0.1	0.1	-0.0	22.7	-42.8
pair	SLmean	RSI	pos-neg	11	4.7	-1.6	36.4	0.1	0.2	-0.1	30.7	-20.0
pair	RSIhist	SLmean	pos-neg	17	7.3	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
pair	SLmean	RSIhist	pos-neg	17	7.3	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
single	RSmean	RSmean	neg-neg	22	9.4	-2.1	45.5	-0.1	-0.1	-0.1	12.5	-15.0
pair	RSI	MRmean	neg-pos	28	12.0	-2.2	64.3	-0.1	-0.1	-0.1	12.6	-21.8
pair	MRmean	RSI	neg-pos	28	12.0	-2.2	64.3	-0.1	-0.1	-0.1	12.6	-21.8
pair	RSI	MACD	neg-neg	39	16.7	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	MACD	RSI	neg-neg	39	16.7	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	RSIhist	MRmean	neg-neg	61	26.2	-3.4	57.4	-0.0	-0.0	-0.1	24.2	-42.8
pair	MRmean	RSIhist	neg-neg	61	26.2	-3.4	57.4	-0.0	-0.0	-0.1	24.2	-42.8
pair	RSmean	MACDhist	neg-neg	21	9.0	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MACDhist	RSmean	neg-neg	21	9.0	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MRmean	MACD	neg-neg	35	15.0	-3.8	45.7	0.1	0.1	-0.1	33.8	-51.9
pair	MACD	MRmean	neg-neg	35	15.0	-3.8	45.7	0.1	0.1	-0.1	33.8	-51.9
pair	MACD	SLmean	neg-neg	31	13.3	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	SLmean	MACD	neg-neg	31	13.3	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	RSI	RSIhist	neg-neg	33	14.2	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	RSIhist	RSI	neg-neg	33	14.2	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	SLmean	LWTI	neg-neg	17	7.3	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	LWTI	SLmean	neg-neg	17	7.3	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	MACD	RSmean	neg-neg	17	7.3	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	RSmean	MACD	neg-neg	17	7.3	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	MRmean	LWTI	neg-neg	21	9.0	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	LWTI	MRmean	neg-neg	21	9.0	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	SLmean	MACDhist	neg-pos	10	4.3	-6.2	60.0	-0.3	-0.3	-0.4	16.3	-16.4
pair	MACDhist	SLmean	neg-pos	10	4.3	-6.2	60.0	-0.3	-0.3	-0.4	16.3	-16.4
pair	RSIhist	RSmean	neg-neg	14	6.0	-6.8	35.7	-0.4	-0.7	-0.5	13.9	-13.5
pair	RSmean	RSIhist	neg-neg	14	6.0	-6.8	35.7	-0.4	-0.7	-0.5	13.9	-13.5
pair	LWTI	RSI	pos-neg	3	1.3	-7.0	33.3	-0.8	-11.2	-3.3	8.6	-2.1
pair	RSI	LWTI	pos-neg	3	1.3	-7.0	33.3	-0.8	-11.2	-3.3	8.6	-2.1
pair	MACD	RSIhist	neg-neg	27	11.6	-8.9	51.9	-0.1	-0.1	-0.2	32.9	-42.8
pair	RSIhist	MACD	neg-neg	27	11.6	-8.9	51.9	-0.1	-0.1	-0.2	32.9	-42.8
pair	SLmean	MRmean	neg-pos	9	3.9	-9.1	22.2	-0.2	-0.5	-0.8	28.6	-12.0
pair	MRmean	SLmean	neg-pos	9	3.9	-9.1	22.2	-0.2	-0.5	-0.8	28.6	-12.0
pair	RSmean	MRmean	neg-neg	15	6.4	-9.8	33.3	-0.7	-1.0	-0.7	14.2	-14.7
pair	MRmean	RSmean	neg-neg	15	6.4	-9.8	33.3	-0.7	-1.0	-0.7	14.2	-14.7
pair	SLmean	RSmean	neg-neg	15	6.4	-10.0	33.3	-0.7	-1.1	-0.7	14.2	-14.7
pair	RSmean	SLmean	neg-neg	15	6.4	-10.0	33.3	-0.7	-1.1	-0.7	14.2	-14.7
pair	MACDhist	RSIhist	pos-neg	11	4.7	-10.2	54.5	-0.7	-0.6	-0.7	14.8	-15.1
pair	RSIhist	MACDhist	pos-neg	11	4.7	-10.2	54.5	-0.7	-0.6	-0.7	14.8	-15.1
pair	RSmean	RSI	neg-neg	13	5.6	-11.7	30.8	-0.8	-1.2	-0.8	15.0	-14.2
pair	RSI	RSmean	neg-neg	13	5.6	-11.7	30.8	-0.8	-1.2	-0.8	15.0	-14.2
pair	LWTI	RSIhist	neg-neg	17	7.3	-17.9	52.9	-0.3	-0.3	-0.5	39.7	-40.1
pair	RSIhist	LWTI	neg-neg	17	7.3	-17.9	52.9	-0.3	-0.3	-0.5	39.7	-40.1
pair	MRmean	MACDhist	neg-pos	3	1.3	-32.4	33.3	-1.3	-1.4	-26.2	28.4	-1.2
pair	MACDhist	MRmean	neg-pos	3	1.3	-32.4	33.3	-1.3	-1.4	-26.2	28.4	-1.2
pair	RSmean	LWTI	neg-neg	1	0.4	-43.3	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.4	-43.3	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for PFF

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 67% Sharpe 0.83 \| Sortino 1.07 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 147M (63%)	CAGR 2.5% \| Win 59% Sharpe 0.39 \| Sortino 0.79 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 17M (7%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -9.1% \| Win 22% Sharpe -0.21 \| Sortino -0.47 \| Calmar -0.8 Vol 29% \| MDD -12.0% Months 9M (4%)	CAGR -0.2% \| Win 58% Sharpe 0.13 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 60M (26%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
SLmean only	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 66% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.5 Vol 8% \| MDD -10.5% Months 157M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 1.1% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 28% \| MDD -47.1% Months 54M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.02 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (6%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
RSmean only	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 66% Sharpe 0.88 \| Sortino 1.20 \| Calmar 0.7 Vol 6% \| MDD -7.3% Months 148M (64%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 1.2% \| Win 62% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 14% \| MDD -16.6% Months 34M (15%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
MACD only	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 66% Sharpe 0.93 \| Sortino 1.34 \| Calmar 0.8 Vol 6% \| MDD -7.3% Months 158M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -2.2% \| Win 64% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.1 Vol 13% \| MDD -21.8% Months 28M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
RSI only	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 64% Sharpe 0.68 \| Sortino 0.90 \| Calmar 0.6 Vol 6% \| MDD -7.4% Months 110M (47%)	CAGR 9.7% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (23%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -32.4% \| Win 33% Sharpe -1.26 \| Sortino -1.37 \| Calmar -26.2 Vol 28% \| MDD -1.2% Months 3M (1%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 66M (28%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 67% Sharpe 0.85 \| Sortino 1.08 \| Calmar 0.6 Vol 8% \| MDD -10.7% Months 138M (59%)	CAGR 2.6% \| Win 58% Sharpe 0.42 \| Sortino 0.80 \| Calmar 0.6 Vol 7% \| MDD -4.3% Months 26M (11%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 15.4% \| Win 25% Sharpe 0.53 \| Sortino 1.38 \| Calmar 0.9 Vol 39% \| MDD -16.7% Months 8M (3%)	CAGR -3.4% \| Win 57% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 24% \| MDD -42.8% Months 61M (26%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 66% Sharpe 0.79 \| Sortino 0.93 \| Calmar 0.6 Vol 7% \| MDD -9.5% Months 158M (68%)	CAGR 22.0% \| Win 50% Sharpe 1.14 \| Sortino 25.49 \| Calmar 4.9 Vol 19% \| MDD -4.5% Months 6M (3%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 0.5% \| Win 54% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 15% \| MDD -19.6% Months 48M (21%)	CAGR -5.6% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 42% \| MDD -47.1% Months 21M (9%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 64% Sharpe 0.52 \| Sortino 0.69 \| Calmar 0.2 Vol 10% \| MDD -20.4% Months 149M (64%)	CAGR 17.4% \| Win 71% Sharpe 2.85 \| Sortino 11.65 \| Calmar 18.4 Vol 6% \| MDD -0.9% Months 7M (3%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR 3.1% \| Win 64% Sharpe 0.25 \| Sortino 0.26 \| Calmar 0.1 Vol 25% \| MDD -40.1% Months 62M (27%)	CAGR -10.0% \| Win 33% Sharpe -0.67 \| Sortino -1.05 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (6%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
RSmean only	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 65% Sharpe 0.80 \| Sortino 1.06 \| Calmar 0.4 Vol 6% \| MDD -12.7% Months 136M (58%)	CAGR 9.2% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.5 Vol 23% \| MDD -20.0% Months 20M (9%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR 3.6% \| Win 65% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.3 Vol 13% \| MDD -12.7% Months 46M (20%)	CAGR -4.1% \| Win 48% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -45.6% Months 31M (13%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
MACD only	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.9% \| Win 66% Sharpe 0.93 \| Sortino 1.33 \| Calmar 0.7 Vol 6% \| MDD -8.5% Months 145M (62%)	CAGR -1.6% \| Win 36% Sharpe 0.08 \| Sortino 0.17 \| Calmar -0.1 Vol 31% \| MDD -20.0% Months 11M (5%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR 0.4% \| Win 66% Sharpe 0.09 \| Sortino 0.09 \| Calmar 0.0 Vol 11% \| MDD -21.0% Months 41M (18%)	CAGR 0.5% \| Win 50% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 32% \| MDD -45.0% Months 36M (16%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
RSI only	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.9% \| Win 63% Sharpe 0.65 \| Sortino 0.85 \| Calmar 0.5 Vol 6% \| MDD -8.5% Months 103M (44%)	CAGR 8.3% \| Win 66% Sharpe 0.61 \| Sortino 0.84 \| Calmar 0.4 Vol 15% \| MDD -20.0% Months 53M (23%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR -6.2% \| Win 60% Sharpe -0.31 \| Sortino -0.30 \| Calmar -0.4 Vol 16% \| MDD -16.4% Months 10M (4%)	CAGR 1.5% \| Win 58% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -45.6% Months 67M (29%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 66% Sharpe 0.65 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 139M (60%)	CAGR -1.8% \| Win 47% Sharpe -0.21 \| Sortino -0.38 \| Calmar -0.3 Vol 8% \| MDD -6.6% Months 17M (7%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR 22.8% \| Win 43% Sharpe 0.87 \| Sortino 2.87 \| Calmar 4.0 Vol 27% \| MDD -5.7% Months 7M (3%)	CAGR -1.6% \| Win 60% Sharpe 0.05 \| Sortino 0.05 \| Calmar -0.0 Vol 23% \| MDD -42.8% Months 70M (30%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 66% Sharpe 0.76 \| Sortino 0.89 \| Calmar 0.5 Vol 7% \| MDD -9.5% Months 146M (63%)	CAGR 8.2% \| Win 40% Sharpe 0.39 \| Sortino 0.94 \| Calmar 0.7 Vol 30% \| MDD -12.2% Months 10M (4%)	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)
SLmean neg	CAGR 1.9% \| Win 58% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 14% \| MDD -17.6% Months 60M (26%)	CAGR -4.6% \| Win 59% Sharpe 0.10 \| Sortino 0.13 \| Calmar -0.1 Vol 43% \| MDD -40.1% Months 17M (7%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.3% \| Win 66% Sharpe 0.55 \| Sortino 0.65 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 177M (76%)	CAGR 4.4% \| Win 56% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 35% \| MDD -52.0% Months 34M (15%)	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)
RSmean neg	CAGR 11.0% \| Win 60% Sharpe 1.51 \| Sortino 18.36 \| Calmar 7.1 Vol 7% \| MDD -1.5% Months 5M (2%)	CAGR -5.6% \| Win 41% Sharpe -0.36 \| Sortino -0.52 \| Calmar -0.4 Vol 14% \| MDD -15.0% Months 17M (7%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)
MACD only	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.2% \| Win 66% Sharpe 0.57 \| Sortino 0.65 \| Calmar 0.3 Vol 8% \| MDD -16.5% Months 177M (76%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 36% \| MDD -52.0% Months 34M (15%)	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)
RSmean neg	CAGR 13.8% \| Win 67% Sharpe 2.04 \| Sortino 28.51 \| Calmar 8.9 Vol 6% \| MDD -1.5% Months 9M (4%)	CAGR -11.7% \| Win 31% Sharpe -0.76 \| Sortino -1.18 \| Calmar -0.8 Vol 15% \| MDD -14.2% Months 13M (6%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)
RSI only	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 62% Sharpe 0.39 \| Sortino 0.41 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 112M (48%)	CAGR 6.2% \| Win 66% Sharpe 0.39 \| Sortino 0.42 \| Calmar 0.1 Vol 22% \| MDD -52.0% Months 99M (42%)	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)
RSmean neg	CAGR 39.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -3.7% \| Win 43% Sharpe -0.24 \| Sortino -0.34 \| Calmar -0.2 Vol 13% \| MDD -15.0% Months 21M (9%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.1% \| Win 65% Sharpe 0.65 \| Sortino 0.95 \| Calmar 0.4 Vol 12% \| MDD -17.9% Months 138M (59%)	CAGR -0.6% \| Win 62% Sharpe 0.09 \| Sortino 0.09 \| Calmar -0.0 Vol 22% \| MDD -40.1% Months 73M (31%)	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)
RSmean neg	CAGR 6.7% \| Win 62% Sharpe 0.70 \| Sortino 0.64 \| Calmar 1.1 Vol 10% \| MDD -6.0% Months 8M (3%)	CAGR -6.8% \| Win 36% Sharpe -0.44 \| Sortino -0.71 \| Calmar -0.5 Vol 14% \| MDD -13.5% Months 14M (6%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 65% Sharpe 0.55 \| Sortino 0.65 \| Calmar 0.2 Vol 9% \| MDD -21.1% Months 185M (79%)	CAGR 2.2% \| Win 54% Sharpe 0.25 \| Sortino 0.33 \| Calmar 0.0 Vol 39% \| MDD -47.1% Months 26M (11%)	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)
RSmean neg	CAGR 0.5% \| Win 48% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 12% \| MDD -13.5% Months 21M (9%)	CAGR -43.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 4.1% \| Win 66% Sharpe 0.58 \| Sortino 0.63 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 174M (75%)	CAGR 12.9% \| Win 50% Sharpe 0.72 \| Sortino 2.63 \| Calmar 1.6 Vol 19% \| MDD -8.1% Months 8M (3%)	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)
MACD neg	CAGR 12.7% \| Win 67% Sharpe 1.25 \| Sortino 3.48 \| Calmar 3.7 Vol 10% \| MDD -3.5% Months 12M (5%)	CAGR -2.5% \| Win 46% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 33% \| MDD -56.2% Months 39M (17%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)
RSI only	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.5% \| Win 62% Sharpe 0.37 \| Sortino 0.38 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (47%)	CAGR 7.6% \| Win 71% Sharpe 0.84 \| Sortino 1.27 \| Calmar 0.6 Vol 9% \| MDD -13.2% Months 72M (31%)	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)
MACD neg	CAGR 20.4% \| Win 100% Sharpe 5.13 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (1%)	CAGR -0.2% \| Win 48% Sharpe 0.15 \| Sortino 0.19 \| Calmar -0.0 Vol 30% \| MDD -56.6% Months 48M (21%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.9% \| Win 68% Sharpe 0.98 \| Sortino 1.25 \| Calmar 0.6 Vol 6% \| MDD -9.1% Months 122M (52%)	CAGR 1.8% \| Win 60% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.1 Vol 12% \| MDD -13.2% Months 60M (26%)	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)
MACD neg	CAGR 13.2% \| Win 50% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.5 Vol 25% \| MDD -24.9% Months 24M (10%)	CAGR -8.9% \| Win 52% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.2 Vol 33% \| MDD -42.8% Months 27M (12%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.6% \| Win 66% Sharpe 0.60 \| Sortino 0.70 \| Calmar 0.3 Vol 8% \| MDD -17.5% Months 178M (76%)	CAGR -0.5% \| Win 50% Sharpe 0.04 \| Sortino 0.43 \| Calmar -0.1 Vol 18% \| MDD -8.1% Months 4M (2%)	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)
MACD neg	CAGR 1.7% \| Win 50% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.1 Vol 15% \| MDD -14.2% Months 28M (12%)	CAGR 0.0% \| Win 52% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.0 Vol 41% \| MDD -47.1% Months 23M (10%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 7.4% \| Win 71% Sharpe 0.94 \| Sortino 1.36 \| Calmar 0.7 Vol 8% \| MDD -10.9% Months 73M (31%)	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)
RSI neg	-	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.6% \| Win 68% Sharpe 1.02 \| Sortino 1.40 \| Calmar 0.8 Vol 6% \| MDD -8.5% Months 132M (57%)	CAGR 0.1% \| Win 61% Sharpe 0.06 \| Sortino 0.07 \| Calmar 0.0 Vol 10% \| MDD -16.0% Months 54M (23%)	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)
RSI neg	CAGR 11.2% \| Win 36% Sharpe 0.47 \| Sortino 1.06 \| Calmar 0.5 Vol 32% \| MDD -24.9% Months 14M (6%)	CAGR -4.4% \| Win 52% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 31% \| MDD -42.8% Months 33M (14%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.9% \| Win 67% Sharpe 0.66 \| Sortino 0.74 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 183M (78%)	CAGR -7.0% \| Win 33% Sharpe -0.81 \| Sortino -11.21 \| Calmar -3.3 Vol 9% \| MDD -2.1% Months 3M (1%)	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)
RSI neg	CAGR -0.9% \| Win 39% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 18% \| MDD -14.7% Months 23M (10%)	CAGR 0.9% \| Win 54% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.0 Vol 40% \| MDD -47.1% Months 24M (10%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.5% \| Win 64% Sharpe 0.73 \| Sortino 0.96 \| Calmar 0.5 Vol 6% \| MDD -9.1% Months 102M (44%)	CAGR -10.2% \| Win 55% Sharpe -0.65 \| Sortino -0.61 \| Calmar -0.7 Vol 15% \| MDD -15.1% Months 11M (5%)	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)
MACDhist neg	CAGR 13.2% \| Win 68% Sharpe 0.76 \| Sortino 1.16 \| Calmar 0.5 Vol 18% \| MDD -24.9% Months 44M (19%)	CAGR -0.3% \| Win 58% Sharpe 0.10 \| Sortino 0.10 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 76M (33%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)
RSIhist only	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	-	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)
MACDhist neg	CAGR 5.8% \| Win 64% Sharpe 0.56 \| Sortino 0.76 \| Calmar 0.4 Vol 11% \| MDD -16.1% Months 93M (40%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.0% \| Win 66% Sharpe 0.71 \| Sortino 0.78 \| Calmar 0.3 Vol 7% \| MDD -14.9% Months 136M (58%)	CAGR 39.8% \| Win 50% Sharpe 1.12 \| Sortino 2.73 \| Calmar 4.8 Vol 35% \| MDD -8.2% Months 10M (4%)	CAGR 7.0% \| Win 65% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 146M (63%)
RSIhist neg	CAGR 2.8% \| Win 59% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.2 Vol 12% \| MDD -15.3% Months 70M (30%)	CAGR -17.9% \| Win 53% Sharpe -0.29 \| Sortino -0.35 \| Calmar -0.4 Vol 40% \| MDD -40.1% Months 17M (7%)	CAGR -1.6% \| Win 57% Sharpe 0.03 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 87M (37%)
LWTI only	CAGR 4.2% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 206M (88%)	CAGR -0.0% \| Win 52% Sharpe 0.19 \| Sortino 0.26 \| Calmar -0.0 Vol 38% \| MDD -47.1% Months 27M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.3% \| Win 67% Sharpe 0.83 \| Sortino 1.07 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 147M (63%)	CAGR 2.5% \| Win 59% Sharpe 0.39 \| Sortino 0.79 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 17M (7%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -9.1% \| Win 22% Sharpe -0.21 \| Sortino -0.47 \| Calmar -0.8 Vol 29% \| MDD -12.0% Months 9M (4%)	CAGR -0.2% \| Win 58% Sharpe 0.13 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 60M (26%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
SLmean only	CAGR 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 156M (67%)	CAGR 0.4% \| Win 58% Sharpe 0.14 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 77M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 66% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.5 Vol 8% \| MDD -10.5% Months 157M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 1.1% \| Win 59% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 28% \| MDD -47.1% Months 54M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.02 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (6%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
RSmean only	CAGR 4.3% \| Win 64% Sharpe 0.35 \| Sortino 0.36 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 211M (91%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 66% Sharpe 0.88 \| Sortino 1.20 \| Calmar 0.7 Vol 6% \| MDD -7.3% Months 148M (64%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR 1.2% \| Win 62% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 14% \| MDD -16.6% Months 34M (15%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
MACD only	CAGR 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.69 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 182M (78%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.0 Vol 29% \| MDD -56.6% Months 51M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 66% Sharpe 0.93 \| Sortino 1.34 \| Calmar 0.8 Vol 6% \| MDD -7.3% Months 158M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -2.2% \| Win 64% Sharpe -0.11 \| Sortino -0.12 \| Calmar -0.1 Vol 13% \| MDD -21.8% Months 28M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
RSI only	CAGR 4.7% \| Win 66% Sharpe 0.63 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 186M (80%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 64% Sharpe 0.68 \| Sortino 0.90 \| Calmar 0.6 Vol 6% \| MDD -7.4% Months 110M (47%)	CAGR 9.7% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (23%)	CAGR 5.9% \| Win 66% Sharpe 0.79 \| Sortino 1.05 \| Calmar 0.6 Vol 8% \| MDD -9.5% Months 164M (70%)
MRmean neg	CAGR -32.4% \| Win 33% Sharpe -1.26 \| Sortino -1.37 \| Calmar -26.2 Vol 28% \| MDD -1.2% Months 3M (1%)	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 66M (28%)	CAGR -1.4% \| Win 54% Sharpe 0.08 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 69M (30%)
MACDhist only	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 113M (48%)	CAGR 4.4% \| Win 62% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 120M (52%)