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	4.4	39.8	50.0	1.1	2.7	4.8	35.0	-8.3
pair	RSIhist	LWTI	pos-neg	10	4.4	39.8	50.0	1.1	2.7	4.8	35.0	-8.3
pair	RSmean	MACDhist	neg-pos	1	0.4	39.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	39.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	SLmean	neg-pos	7	3.1	22.8	42.9	0.9	2.9	4.0	27.1	-5.7
pair	SLmean	RSIhist	neg-pos	7	3.1	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	4.9	18.9	-4.5
pair	MRmean	LWTI	pos-neg	6	2.6	22.0	50.0	1.1	25.5	4.9	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	3.1	17.4	71.4	2.9	11.6	18.4	5.7	-0.9
pair	RSmean	SLmean	pos-neg	7	3.1	17.4	71.4	2.9	11.6	18.4	5.7	-0.9
pair	RSmean	MRmean	pos-neg	7	3.1	16.9	71.4	2.7	8.0	14.3	5.9	-1.2
pair	MRmean	RSmean	pos-neg	7	3.1	16.9	71.4	2.7	8.0	14.3	5.9	-1.2
pair	RSIhist	MRmean	neg-pos	8	3.5	15.4	25.0	0.5	1.4	0.9	38.6	-16.7
pair	MRmean	RSIhist	neg-pos	8	3.5	15.4	25.0	0.5	1.4	0.9	38.6	-16.7
pair	RSmean	RSI	neg-pos	9	3.9	13.7	66.7	2.0	28.5	8.8	6.4	-1.6
pair	RSI	RSmean	neg-pos	9	3.9	13.7	66.7	2.0	28.5	8.8	6.4	-1.6
pair	MACD	RSIhist	neg-pos	24	10.5	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	RSIhist	MACD	neg-pos	24	10.5	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	MACDhist	RSIhist	neg-pos	44	19.2	13.2	68.2	0.8	1.2	0.5	18.5	-24.9
pair	RSIhist	MACDhist	neg-pos	44	19.2	13.2	68.2	0.8	1.2	0.5	18.5	-24.9
pair	MACD	RSI	pos-neg	8	3.5	12.9	50.0	0.7	2.6	1.6	19.3	-8.1
pair	RSI	MACD	pos-neg	8	3.5	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	7.0	12.1	62.5	0.8	1.1	1.3	16.3	-9.5
pair	MRmean	MACD	pos-neg	16	7.0	12.1	62.5	0.8	1.1	1.3	16.3	-9.5
pair	RSIhist	RSI	neg-pos	14	6.1	11.2	35.7	0.5	1.1	0.5	32.1	-24.9
pair	RSI	RSIhist	neg-pos	14	6.1	11.2	35.7	0.5	1.1	0.5	32.1	-24.9
pair	MACD	RSmean	neg-pos	5	2.2	11.0	60.0	1.5	18.6	7.1	7.1	-1.6
pair	RSmean	MACD	neg-pos	5	2.2	11.0	60.0	1.5	18.6	7.1	7.1	-1.6
pair	MRmean	MACDhist	pos-neg	54	23.6	9.6	70.4	1.0	1.3	1.0	9.8	-9.5
pair	MACDhist	MRmean	pos-neg	54	23.6	9.6	70.4	1.0	1.3	1.0	9.8	-9.5
pair	SLmean	MACD	pos-neg	20	8.7	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	MACD	SLmean	pos-neg	20	8.7	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	SLmean	MACDhist	pos-neg	53	23.1	8.3	66.0	0.6	0.8	0.4	14.8	-20.0
pair	MACDhist	SLmean	pos-neg	53	23.1	8.3	66.0	0.6	0.8	0.4	14.8	-20.0
pair	LWTI	SLmean	pos-neg	10	4.4	8.2	40.0	0.4	0.9	0.7	30.4	-12.2
pair	SLmean	LWTI	pos-neg	10	4.4	8.2	40.0	0.4	0.9	0.7	30.4	-12.2
pair	MACDhist	MACD	pos-neg	71	31.0	7.6	70.4	0.8	1.3	0.6	9.3	-13.2
pair	MACD	MACDhist	pos-neg	71	31.0	7.6	70.4	0.8	1.3	0.6	9.3	-13.2
pair	RSIhist	RSmean	pos-pos	136	59.4	7.4	65.4	0.7	1.0	0.4	11.6	-17.9
pair	RSmean	RSIhist	pos-pos	136	59.4	7.4	65.4	0.7	1.0	0.4	11.6	-17.9
pair	RSI	MACDhist	pos-neg	72	31.4	7.4	70.8	0.9	1.4	0.7	8.0	-10.9
pair	MACDhist	RSI	pos-neg	72	31.4	7.4	70.8	0.9	1.4	0.7	8.0	-10.9
single	RSIhist	RSIhist	pos-pos	144	62.9	7.3	65.3	0.7	1.0	0.3	11.5	-24.9
pair	RSI	RSIhist	pos-pos	130	56.8	6.9	68.5	1.1	1.5	0.8	6.4	-8.5
pair	MRmean	RSIhist	pos-pos	136	59.4	6.9	67.6	0.9	1.1	0.6	7.8	-10.7
pair	RSIhist	RSI	pos-pos	130	56.8	6.9	68.5	1.1	1.5	0.8	6.4	-8.5
pair	RSIhist	MRmean	pos-pos	136	59.4	6.9	67.6	0.9	1.1	0.6	7.8	-10.7
pair	RSmean	RSIhist	neg-pos	8	3.5	6.7	62.5	0.7	0.6	1.1	10.0	-6.1
pair	RSIhist	RSmean	neg-pos	8	3.5	6.7	62.5	0.7	0.6	1.1	10.0	-6.1
pair	SLmean	RSIhist	pos-pos	137	59.8	6.6	66.4	0.7	0.9	0.3	10.2	-20.0
pair	SLmean	MRmean	pos-pos	145	63.3	6.6	66.9	0.9	1.1	0.7	7.7	-9.5
pair	RSIhist	SLmean	pos-pos	137	59.8	6.6	66.4	0.7	0.9	0.3	10.2	-20.0
pair	MRmean	SLmean	pos-pos	145	63.3	6.6	66.9	0.9	1.1	0.7	7.7	-9.5
pair	RSIhist	MACD	pos-pos	120	52.4	6.2	68.3	1.1	1.3	0.7	5.9	-9.1
pair	RSI	MRmean	pos-pos	155	67.7	6.2	66.5	1.0	1.4	0.9	6.5	-7.2
pair	MRmean	RSI	pos-pos	155	67.7	6.2	66.5	1.0	1.4	0.9	6.5	-7.2
pair	SLmean	RSI	pos-pos	143	62.4	6.2	66.4	1.0	1.4	0.7	6.4	-8.5
pair	RSI	SLmean	pos-pos	143	62.4	6.2	66.4	1.0	1.4	0.7	6.4	-8.5
pair	RSmean	MACDhist	pos-neg	98	42.8	6.2	65.3	0.4	0.4	0.1	21.7	-52.0
pair	MACDhist	RSmean	pos-neg	98	42.8	6.2	65.3	0.4	0.4	0.1	21.7	-52.0
pair	MACD	RSIhist	pos-pos	120	52.4	6.2	68.3	1.1	1.3	0.7	5.9	-9.1
single	MRmean	MRmean	pos-pos	161	70.3	6.2	65.8	0.8	1.1	0.7	7.7	-9.5
pair	RSI	MRmean	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	MRmean	RSI	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	MRmean	RSmean	pos-pos	154	67.2	5.7	65.6	0.8	1.0	0.6	7.7	-10.5
pair	RSmean	MRmean	pos-pos	154	67.2	5.7	65.6	0.8	1.0	0.6	7.7	-10.5
pair	MACDhist	LWTI	neg-pos	92	40.2	5.7	64.1	0.6	0.8	0.3	11.2	-16.1
pair	LWTI	MACDhist	neg-pos	92	40.2	5.7	64.1	0.6	0.8	0.3	11.2	-16.1
pair	MRmean	LWTI	pos-pos	155	67.7	5.6	66.5	0.8	1.0	0.6	7.0	-9.5
single	SLmean	SLmean	pos-pos	154	67.2	5.6	64.3	0.6	0.8	0.3	10.0	-20.0
pair	MRmean	MACD	pos-pos	145	63.3	5.6	66.2	0.9	1.3	0.8	6.1	-7.2
pair	LWTI	MRmean	pos-pos	155	67.7	5.6	66.5	0.8	1.0	0.6	7.0	-9.5
pair	MACD	MRmean	pos-pos	145	63.3	5.6	66.2	0.9	1.3	0.8	6.1	-7.2
pair	SLmean	LWTI	pos-pos	144	62.9	5.5	66.0	0.8	0.9	0.6	6.9	-9.5
pair	LWTI	SLmean	pos-pos	144	62.9	5.5	66.0	0.8	0.9	0.6	6.9	-9.5
pair	RSIhist	LWTI	pos-pos	134	58.5	5.2	66.4	0.8	0.8	0.3	7.2	-14.9
pair	LWTI	RSIhist	pos-pos	134	58.5	5.2	66.4	0.8	0.8	0.3	7.2	-14.9
pair	RSmean	SLmean	pos-pos	147	64.2	5.1	63.9	0.5	0.7	0.2	10.1	-20.4
pair	SLmean	MACD	pos-pos	134	58.5	5.1	65.7	0.8	1.1	0.4	6.1	-12.7
pair	LWTI	RSI	pos-pos	179	78.2	5.1	66.5	0.7	0.8	0.3	7.7	-15.8
pair	RSI	LWTI	pos-pos	179	78.2	5.1	66.5	0.7	0.8	0.3	7.7	-15.8
pair	SLmean	RSmean	pos-pos	147	64.2	5.1	63.9	0.5	0.7	0.2	10.1	-20.4
pair	MACD	SLmean	pos-pos	134	58.5	5.1	65.7	0.8	1.1	0.4	6.1	-12.7
single	RSI	RSI	pos-pos	182	79.5	4.9	65.9	0.7	0.8	0.3	7.7	-15.8
pair	RSI	RSmean	pos-neg	34	14.8	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
pair	RSIhist	MACDhist	pos-pos	100	43.7	4.9	64.0	0.8	1.0	0.7	6.2	-7.1
pair	RSmean	RSI	pos-neg	34	14.8	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
pair	MACDhist	RSIhist	pos-pos	100	43.7	4.9	64.0	0.8	1.0	0.7	6.2	-7.1
pair	RSmean	LWTI	pos-pos	181	79.0	4.8	65.2	0.6	0.7	0.2	9.0	-21.1
pair	LWTI	RSmean	pos-pos	181	79.0	4.8	65.2	0.6	0.7	0.2	9.0	-21.1
pair	LWTI	MACD	pos-pos	174	76.0	4.8	65.5	0.6	0.7	0.3	8.1	-17.5
pair	MACD	LWTI	pos-pos	174	76.0	4.8	65.5	0.6	0.7	0.3	8.1	-17.5
single	MACD	MACD	pos-pos	178	77.7	4.7	65.2	0.6	0.7	0.2	8.3	-19.5
single	RSmean	RSmean	pos-pos	207	90.4	4.5	63.8	0.4	0.4	0.1	15.9	-52.0
pair	RSmean	MACD	pos-pos	173	75.5	4.5	65.3	0.6	0.7	0.2	8.4	-19.5
pair	MACD	RSmean	pos-pos	173	75.5	4.5	65.3	0.6	0.7	0.2	8.4	-19.5
pair	MACDhist	MRmean	pos-pos	107	46.7	4.5	63.6	0.7	1.0	0.8	6.3	-5.4
pair	MRmean	MACDhist	pos-pos	107	46.7	4.5	63.6	0.7	1.0	0.8	6.3	-5.4
single	MACDhist	MACDhist	neg-neg	119	52.0	4.4	61.3	0.3	0.4	0.1	20.4	-56.6
single	LWTI	LWTI	pos-pos	202	88.2	4.4	63.4	0.5	0.6	0.2	9.4	-19.9
pair	MACD	RSmean	pos-neg	34	14.8	4.4	55.9	0.3	0.4	0.1	34.8	-52.0
pair	RSmean	MACD	pos-neg	34	14.8	4.4	55.9	0.3	0.4	0.1	34.8	-52.0
pair	RSmean	RSI	pos-pos	173	75.5	4.4	65.9	0.6	0.7	0.3	7.8	-16.5
pair	RSI	RSmean	pos-pos	173	75.5	4.4	65.9	0.6	0.7	0.3	7.8	-16.5
pair	MACDhist	SLmean	pos-pos	101	44.1	4.3	63.4	0.7	0.9	0.7	6.1	-6.5
pair	SLmean	MACDhist	pos-pos	101	44.1	4.3	63.4	0.7	0.9	0.7	6.1	-6.5
pair	MACD	RSI	pos-pos	170	74.2	4.3	65.9	0.6	0.7	0.3	7.6	-15.8
pair	RSI	MACD	pos-pos	170	74.2	4.3	65.9	0.6	0.7	0.3	7.6	-15.8
pair	benchmark___benchmark_		benchmark-benchmark	229	100.0	3.8	62.0	0.3	0.3	0.1	15.6	-56.6
pair		benchmark___benchmark_	benchmark-benchmark	229	100.0	3.8	62.0	0.3	0.3	0.1	15.6	-56.6
pair	MACD	SLmean	neg-pos	44	19.2	3.5	63.6	0.3	0.4	0.3	13.1	-12.7
pair	SLmean	MACD	neg-pos	44	19.2	3.5	63.6	0.3	0.4	0.3	13.1	-12.7
pair	LWTI	MACDhist	pos-pos	110	48.0	3.3	62.7	0.5	0.5	0.2	7.6	-16.2
pair	MACDhist	LWTI	pos-pos	110	48.0	3.3	62.7	0.5	0.5	0.2	7.6	-16.2
single	MACDhist	MACDhist	pos-pos	110	48.0	3.3	62.7	0.5	0.5	0.2	7.6	-16.2
pair	RSI	MACDhist	pos-pos	110	48.0	3.3	62.7	0.5	0.5	0.2	7.6	-16.2
pair	MACDhist	RSI	pos-pos	110	48.0	3.3	62.7	0.5	0.5	0.2	7.6	-16.2
pair	MACDhist	RSmean	pos-pos	109	47.6	3.0	62.4	0.4	0.4	0.2	7.5	-16.2
pair	SLmean	RSmean	neg-pos	60	26.2	3.0	63.3	0.2	0.3	0.1	25.1	-40.1
pair	RSmean	SLmean	neg-pos	60	26.2	3.0	63.3	0.2	0.3	0.1	25.1	-40.1
pair	RSmean	MACDhist	pos-pos	109	47.6	3.0	62.4	0.4	0.4	0.2	7.5	-16.2
pair	MACD	MACDhist	pos-pos	107	46.7	2.8	61.7	0.4	0.4	0.2	7.6	-16.2
pair	MACDhist	MACD	pos-pos	107	46.7	2.8	61.7	0.4	0.4	0.2	7.6	-16.2
pair	RSIhist	LWTI	neg-pos	68	29.7	2.7	57.4	0.3	0.4	0.2	12.7	-15.3
pair	LWTI	RSIhist	neg-pos	68	29.7	2.7	57.4	0.3	0.4	0.2	12.7	-15.3
pair	MRmean	RSIhist	pos-neg	25	10.9	2.5	56.0	0.4	0.8	0.6	6.8	-4.3
pair	RSIhist	MRmean	pos-neg	25	10.9	2.5	56.0	0.4	0.8	0.6	6.8	-4.3
pair	SLmean	MRmean	pos-neg	16	7.0	2.4	56.2	0.4	0.8	0.4	7.2	-6.4
pair	MRmean	SLmean	pos-neg	16	7.0	2.4	56.2	0.4	0.8	0.4	7.2	-6.4
pair	LWTI	RSmean	pos-neg	26	11.4	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	RSmean	LWTI	pos-neg	26	11.4	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	MACD	LWTI	neg-pos	28	12.2	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	LWTI	MACD	neg-pos	28	12.2	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	LWTI	SLmean	neg-pos	58	25.3	1.7	56.9	0.2	0.3	0.1	13.8	-17.6
pair	SLmean	LWTI	neg-pos	58	25.3	1.7	56.9	0.2	0.3	0.1	13.8	-17.6
pair	RSIhist	MACD	pos-neg	58	25.3	1.6	58.6	0.2	0.3	0.1	11.9	-13.2
pair	MACD	RSIhist	pos-neg	58	25.3	1.6	58.6	0.2	0.3	0.1	11.9	-13.2
pair	MACDhist	SLmean	neg-neg	66	28.8	1.3	57.6	0.2	0.2	0.0	24.1	-45.6
pair	SLmean	MACDhist	neg-neg	66	28.8	1.3	57.6	0.2	0.2	0.0	24.1	-45.6
pair	MRmean	RSmean	neg-pos	53	23.1	1.0	58.5	0.2	0.2	0.0	28.7	-47.1
pair	MRmean	MACD	neg-pos	33	14.4	1.0	60.6	0.1	0.2	0.1	14.8	-16.6
pair	MACD	MRmean	neg-pos	33	14.4	1.0	60.6	0.1	0.2	0.1	14.8	-16.6
pair	RSmean	MRmean	neg-pos	53	23.1	1.0	58.5	0.2	0.2	0.0	28.7	-47.1
pair	LWTI	RSI	neg-neg	24	10.5	0.9	54.2	0.2	0.3	0.0	40.4	-47.1
pair	RSI	LWTI	neg-neg	24	10.5	0.9	54.2	0.2	0.3	0.0	40.4	-47.1
single	MACD	MACD	neg-neg	51	22.3	0.9	51.0	0.2	0.2	0.0	29.4	-56.6
pair	RSmean	LWTI	neg-pos	21	9.2	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	LWTI	RSmean	neg-pos	21	9.2	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	RSI	SLmean	neg-neg	36	15.7	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	SLmean	RSI	neg-neg	36	15.7	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	MRmean	LWTI	neg-pos	47	20.5	0.4	53.2	0.1	0.1	0.0	14.9	-19.6
pair	LWTI	MRmean	neg-pos	47	20.5	0.4	53.2	0.1	0.1	0.0	14.9	-19.6
single	SLmean	SLmean	neg-neg	75	32.8	0.3	57.3	0.1	0.1	0.0	23.3	-45.6
pair	MACDhist	MRmean	neg-neg	65	28.4	0.2	53.8	0.1	0.2	0.0	26.2	-51.9
pair	MRmean	MACDhist	neg-neg	65	28.4	0.2	53.8	0.1	0.2	0.0	26.2	-51.9
pair	SLmean	RSI	neg-pos	39	17.0	0.0	64.1	0.1	0.1	0.0	11.4	-21.0
pair	RSI	SLmean	neg-pos	39	17.0	0.0	64.1	0.1	0.1	0.0	11.4	-21.0
pair	MACDhist	RSI	neg-neg	47	20.5	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
single	LWTI	LWTI	neg-neg	27	11.8	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	LWTI	MACD	neg-neg	23	10.0	0.0	52.2	0.2	0.3	0.0	40.9	-47.1
pair	RSI	MACDhist	neg-neg	47	20.5	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	LWTI	MACDhist	neg-neg	27	11.8	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	MACD	LWTI	neg-neg	23	10.0	0.0	52.2	0.2	0.3	0.0	40.9	-47.1
single	RSI	RSI	neg-neg	47	20.5	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACDhist	LWTI	neg-neg	27	11.8	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	RSI	RSIhist	pos-neg	52	22.7	-0.1	59.6	0.0	0.0	-0.0	10.3	-16.0
pair	RSIhist	RSI	pos-neg	52	22.7	-0.1	59.6	0.0	0.0	-0.0	10.3	-16.0
pair	MACD	MACDhist	neg-neg	48	21.0	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	MACDhist	MACD	neg-neg	48	21.0	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	MRmean	SLmean	neg-neg	59	25.8	-0.3	57.6	0.1	0.1	-0.0	26.0	-45.6
pair	SLmean	MRmean	neg-neg	59	25.8	-0.3	57.6	0.1	0.1	-0.0	26.0	-45.6
pair	RSIhist	MACDhist	neg-neg	75	32.8	-0.4	57.3	0.1	0.1	-0.0	21.5	-42.8
pair	MACDhist	RSIhist	neg-neg	75	32.8	-0.4	57.3	0.1	0.1	-0.0	21.5	-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	MRmean	RSI	neg-neg	41	17.9	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	RSIhist	RSmean	pos-neg	71	31.0	-0.8	60.6	0.1	0.1	-0.0	22.0	-40.1
pair	RSmean	RSIhist	pos-neg	71	31.0	-0.8	60.6	0.1	0.1	-0.0	22.0	-40.1
pair	RSI	MRmean	neg-neg	41	17.9	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	LWTI	RSI	neg-pos	23	10.0	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
pair	RSI	LWTI	neg-pos	23	10.0	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
single	MRmean	MRmean	neg-neg	68	29.7	-1.5	52.9	0.1	0.1	-0.0	26.2	-51.9
pair	SLmean	RSI	pos-neg	11	4.8	-1.6	36.4	0.1	0.2	-0.1	30.6	-20.0
pair	RSI	SLmean	pos-neg	11	4.8	-1.6	36.4	0.1	0.2	-0.1	30.6	-20.0
single	RSIhist	RSIhist	neg-neg	85	37.1	-1.8	56.5	0.0	0.0	-0.0	20.8	-42.8
pair	SLmean	RSIhist	neg-neg	68	29.7	-1.8	58.8	0.0	0.0	-0.0	23.0	-42.8
pair	RSIhist	SLmean	neg-neg	68	29.7	-1.8	58.8	0.0	0.0	-0.0	23.0	-42.8
pair	RSIhist	SLmean	pos-neg	17	7.4	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
pair	SLmean	RSIhist	pos-neg	17	7.4	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
single	RSmean	RSmean	neg-neg	22	9.6	-2.1	45.5	-0.1	-0.1	-0.1	12.5	-15.0
pair	RSI	MRmean	neg-pos	27	11.8	-2.5	63.0	-0.1	-0.1	-0.1	12.8	-21.8
pair	MRmean	RSI	neg-pos	27	11.8	-2.5	63.0	-0.1	-0.1	-0.1	12.8	-21.8
pair	RSI	MACD	neg-neg	39	17.0	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	MACD	RSI	neg-neg	39	17.0	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	RSIhist	MRmean	neg-neg	60	26.2	-3.6	56.7	-0.0	-0.0	-0.1	24.4	-42.8
pair	MRmean	RSIhist	neg-neg	60	26.2	-3.6	56.7	-0.0	-0.0	-0.1	24.4	-42.8
pair	RSmean	MACDhist	neg-neg	21	9.2	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MACDhist	RSmean	neg-neg	21	9.2	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MRmean	MACD	neg-neg	35	15.3	-3.8	45.7	0.1	0.1	-0.1	33.9	-51.9
pair	MACD	MRmean	neg-neg	35	15.3	-3.8	45.7	0.1	0.1	-0.1	33.9	-51.9
pair	MACD	SLmean	neg-neg	31	13.5	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	SLmean	MACD	neg-neg	31	13.5	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	RSI	RSIhist	neg-neg	33	14.4	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	RSIhist	RSI	neg-neg	33	14.4	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	SLmean	LWTI	neg-neg	17	7.4	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	LWTI	SLmean	neg-neg	17	7.4	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	MACD	RSmean	neg-neg	17	7.4	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	RSmean	MACD	neg-neg	17	7.4	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	MRmean	LWTI	neg-neg	21	9.2	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	LWTI	MRmean	neg-neg	21	9.2	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	RSIhist	RSmean	neg-neg	14	6.1	-6.8	35.7	-0.4	-0.7	-0.5	13.9	-13.5
pair	RSmean	RSIhist	neg-neg	14	6.1	-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	SLmean	MACDhist	neg-pos	9	3.9	-7.3	55.6	-0.4	-0.4	-0.5	17.3	-16.4
pair	MACDhist	SLmean	neg-pos	9	3.9	-7.3	55.6	-0.4	-0.4	-0.5	17.3	-16.4
pair	MACD	RSIhist	neg-neg	27	11.8	-8.8	51.9	-0.1	-0.1	-0.2	32.9	-42.8
pair	RSIhist	MACD	neg-neg	27	11.8	-8.8	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	6.6	-9.8	33.3	-0.7	-1.0	-0.7	14.2	-14.7
pair	MRmean	RSmean	neg-neg	15	6.6	-9.8	33.3	-0.7	-1.0	-0.7	14.2	-14.7
pair	SLmean	RSmean	neg-neg	15	6.6	-10.0	33.3	-0.7	-1.1	-0.7	14.2	-14.7
pair	RSmean	SLmean	neg-neg	15	6.6	-10.0	33.3	-0.7	-1.1	-0.7	14.2	-14.7
pair	MACDhist	RSIhist	pos-neg	10	4.4	-11.6	50.0	-0.7	-0.7	-0.8	15.5	-15.1
pair	RSIhist	MACDhist	pos-neg	10	4.4	-11.6	50.0	-0.7	-0.7	-0.8	15.5	-15.1
pair	RSmean	RSI	neg-neg	13	5.7	-11.7	30.8	-0.8	-1.2	-0.8	15.0	-14.2
pair	RSI	RSmean	neg-neg	13	5.7	-11.7	30.8	-0.8	-1.2	-0.8	15.0	-14.2
pair	LWTI	RSIhist	neg-neg	17	7.4	-17.9	52.9	-0.3	-0.3	-0.5	39.7	-40.1
pair	RSIhist	LWTI	neg-neg	17	7.4	-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	-43.4	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.4	-43.4	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 6.6% \| Win 67% Sharpe 0.87 \| Sortino 1.11 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 145M (63%)	CAGR 2.4% \| Win 56% Sharpe 0.36 \| Sortino 0.75 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 16M (7%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (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 -0.3% \| Win 58% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 59M (26%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
SLmean only	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 66% Sharpe 0.76 \| Sortino 1.00 \| Calmar 0.5 Vol 8% \| MDD -10.5% Months 154M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 1.0% \| Win 58% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 29% \| MDD -47.1% Months 53M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.03 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 66% Sharpe 0.92 \| Sortino 1.26 \| Calmar 0.8 Vol 6% \| MDD -7.2% Months 145M (63%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 1.0% \| Win 61% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 15% \| MDD -16.6% Months 33M (14%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 6.2% \| Win 66% Sharpe 0.96 \| Sortino 1.40 \| Calmar 0.9 Vol 6% \| MDD -7.2% Months 155M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR -2.5% \| Win 63% Sharpe -0.14 \| Sortino -0.15 \| Calmar -0.1 Vol 13% \| MDD -21.8% Months 27M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 4.5% \| Win 64% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.8 Vol 6% \| MDD -5.4% Months 107M (47%)	CAGR 9.6% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (24%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (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 0.2% \| Win 54% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 65M (28%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
MACDhist only	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.9% \| Win 68% Sharpe 0.89 \| Sortino 1.12 \| Calmar 0.6 Vol 8% \| MDD -10.7% Months 136M (59%)	CAGR 2.5% \| Win 56% Sharpe 0.40 \| Sortino 0.78 \| Calmar 0.6 Vol 7% \| MDD -4.3% Months 25M (11%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 15.4% \| Win 25% Sharpe 0.53 \| Sortino 1.38 \| Calmar 0.9 Vol 39% \| MDD -16.7% Months 8M (4%)	CAGR -3.6% \| Win 57% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 24% \| MDD -42.8% Months 60M (26%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
RSIhist only	CAGR 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 66% Sharpe 0.82 \| Sortino 0.97 \| Calmar 0.6 Vol 7% \| MDD -9.5% Months 155M (68%)	CAGR 22.0% \| Win 50% Sharpe 1.13 \| Sortino 25.48 \| Calmar 4.9 Vol 19% \| MDD -4.5% Months 6M (3%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 0.4% \| Win 53% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 15% \| MDD -19.6% Months 47M (20%)	CAGR -5.6% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 42% \| MDD -47.1% Months 21M (9%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
LWTI only	CAGR 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 5.1% \| Win 64% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 10% \| MDD -20.4% Months 147M (64%)	CAGR 17.4% \| Win 71% Sharpe 2.85 \| Sortino 11.59 \| Calmar 18.4 Vol 6% \| MDD -0.9% Months 7M (3%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR 3.0% \| Win 63% Sharpe 0.25 \| Sortino 0.26 \| Calmar 0.1 Vol 25% \| MDD -40.1% Months 60M (26%)	CAGR -10.0% \| Win 33% Sharpe -0.67 \| Sortino -1.05 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.1% \| Win 66% Sharpe 0.85 \| Sortino 1.13 \| Calmar 0.4 Vol 6% \| MDD -12.7% Months 134M (58%)	CAGR 9.2% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.5 Vol 23% \| MDD -20.0% Months 20M (9%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR 3.5% \| Win 64% Sharpe 0.32 \| Sortino 0.43 \| Calmar 0.3 Vol 13% \| MDD -12.7% Months 44M (19%)	CAGR -4.1% \| Win 48% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -45.6% Months 31M (14%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 6.2% \| Win 66% Sharpe 0.97 \| Sortino 1.40 \| Calmar 0.7 Vol 6% \| MDD -8.5% Months 143M (62%)	CAGR -1.6% \| Win 36% Sharpe 0.08 \| Sortino 0.17 \| Calmar -0.1 Vol 31% \| MDD -20.0% Months 11M (5%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR 0.0% \| Win 64% Sharpe 0.06 \| Sortino 0.06 \| Calmar 0.0 Vol 11% \| MDD -21.0% Months 39M (17%)	CAGR 0.5% \| Win 50% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 32% \| MDD -45.0% Months 36M (16%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 4.3% \| Win 63% Sharpe 0.71 \| Sortino 0.93 \| Calmar 0.7 Vol 6% \| MDD -6.5% Months 101M (44%)	CAGR 8.3% \| Win 66% Sharpe 0.61 \| Sortino 0.84 \| Calmar 0.4 Vol 15% \| MDD -20.0% Months 53M (23%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR -7.3% \| Win 56% Sharpe -0.36 \| Sortino -0.36 \| Calmar -0.4 Vol 17% \| MDD -16.4% Months 9M (4%)	CAGR 1.3% \| Win 58% Sharpe 0.18 \| Sortino 0.20 \| Calmar 0.0 Vol 24% \| MDD -45.6% Months 66M (29%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
MACDhist only	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.6% \| Win 66% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 137M (60%)	CAGR -1.8% \| Win 47% Sharpe -0.21 \| Sortino -0.38 \| Calmar -0.3 Vol 8% \| MDD -6.6% Months 17M (7%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR 22.8% \| Win 43% Sharpe 0.87 \| Sortino 2.86 \| Calmar 4.0 Vol 27% \| MDD -5.7% Months 7M (3%)	CAGR -1.8% \| Win 59% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 23% \| MDD -42.8% Months 68M (30%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
RSIhist only	CAGR 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 66% Sharpe 0.80 \| Sortino 0.93 \| Calmar 0.6 Vol 7% \| MDD -9.5% Months 144M (63%)	CAGR 8.2% \| Win 40% Sharpe 0.39 \| Sortino 0.94 \| Calmar 0.7 Vol 30% \| MDD -12.2% Months 10M (4%)	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)
SLmean neg	CAGR 1.7% \| Win 57% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.1 Vol 14% \| MDD -17.6% Months 58M (25%)	CAGR -4.6% \| Win 59% Sharpe 0.10 \| Sortino 0.13 \| Calmar -0.1 Vol 43% \| MDD -40.1% Months 17M (7%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)
LWTI only	CAGR 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 4.5% \| Win 65% Sharpe 0.57 \| Sortino 0.68 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 173M (76%)	CAGR 4.4% \| Win 56% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 35% \| MDD -52.0% Months 34M (15%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)
RSmean neg	CAGR 11.0% \| Win 60% Sharpe 1.51 \| Sortino 18.56 \| Calmar 7.1 Vol 7% \| MDD -1.6% 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 (10%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 4.4% \| Win 66% Sharpe 0.59 \| Sortino 0.67 \| Calmar 0.3 Vol 8% \| MDD -16.5% Months 173M (76%)	CAGR 4.9% \| Win 53% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 36% \| MDD -52.0% Months 34M (15%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)
RSmean neg	CAGR 13.7% \| Win 67% Sharpe 2.04 \| Sortino 28.48 \| Calmar 8.8 Vol 6% \| MDD -1.6% 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 (10%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 3.0% \| Win 62% Sharpe 0.43 \| Sortino 0.44 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 109M (48%)	CAGR 6.2% \| Win 65% Sharpe 0.39 \| Sortino 0.42 \| Calmar 0.1 Vol 22% \| MDD -52.0% Months 98M (43%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)
RSmean neg	CAGR 39.2% \| 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 (10%)
MACDhist only	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.4% \| Win 65% Sharpe 0.67 \| Sortino 0.98 \| Calmar 0.4 Vol 12% \| MDD -17.9% Months 136M (59%)	CAGR -0.8% \| Win 61% Sharpe 0.08 \| Sortino 0.08 \| Calmar -0.0 Vol 22% \| MDD -40.1% Months 71M (31%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)
RSmean neg	CAGR 6.7% \| Win 62% Sharpe 0.70 \| Sortino 0.64 \| Calmar 1.1 Vol 10% \| MDD -6.1% Months 8M (4%)	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 (10%)
RSIhist only	CAGR 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 65% Sharpe 0.57 \| Sortino 0.67 \| Calmar 0.2 Vol 9% \| MDD -21.1% Months 181M (79%)	CAGR 2.2% \| Win 54% Sharpe 0.25 \| Sortino 0.33 \| Calmar 0.0 Vol 39% \| MDD -47.1% Months 26M (11%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)
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 -43.4% \| 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 (10%)
LWTI only	CAGR 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 4.3% \| Win 66% Sharpe 0.60 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 170M (74%)	CAGR 12.9% \| Win 50% Sharpe 0.72 \| Sortino 2.63 \| Calmar 1.6 Vol 19% \| MDD -8.1% Months 8M (4%)	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 2.8% \| Win 62% Sharpe 0.40 \| Sortino 0.42 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 107M (47%)	CAGR 7.6% \| Win 70% Sharpe 0.83 \| Sortino 1.26 \| Calmar 0.6 Vol 9% \| MDD -13.2% Months 71M (31%)	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (78%)
MACD neg	CAGR 20.4% \| Win 100% Sharpe 5.11 \| 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 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.2% \| Win 68% Sharpe 1.05 \| Sortino 1.32 \| Calmar 0.7 Vol 6% \| MDD -9.1% Months 120M (52%)	CAGR 1.6% \| Win 59% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.1 Vol 12% \| MDD -13.2% Months 58M (25%)	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 -8.8% \| 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 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.8% \| Win 66% Sharpe 0.62 \| Sortino 0.73 \| Calmar 0.3 Vol 8% \| MDD -17.5% Months 174M (76%)	CAGR -0.5% \| Win 50% Sharpe 0.04 \| Sortino 0.43 \| Calmar -0.1 Vol 18% \| MDD -8.1% Months 4M (2%)	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 7.4% \| Win 71% Sharpe 0.93 \| Sortino 1.36 \| Calmar 0.7 Vol 8% \| MDD -10.9% Months 72M (31%)	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.9% \| Win 68% Sharpe 1.08 \| Sortino 1.47 \| Calmar 0.8 Vol 6% \| MDD -8.5% Months 130M (57%)	CAGR -0.1% \| Win 60% Sharpe 0.04 \| Sortino 0.04 \| Calmar -0.0 Vol 10% \| MDD -16.0% Months 52M (23%)	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 5.1% \| Win 66% Sharpe 0.68 \| Sortino 0.77 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 179M (78%)	CAGR -7.0% \| Win 33% Sharpe -0.81 \| Sortino -11.24 \| Calmar -3.3 Vol 9% \| MDD -2.1% Months 3M (1%)	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 4.9% \| Win 64% Sharpe 0.79 \| Sortino 1.04 \| Calmar 0.7 Vol 6% \| MDD -7.1% Months 100M (44%)	CAGR -11.6% \| Win 50% Sharpe -0.71 \| Sortino -0.70 \| Calmar -0.8 Vol 16% \| MDD -15.1% Months 10M (4%)	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (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 -0.4% \| Win 57% Sharpe 0.09 \| Sortino 0.10 \| Calmar -0.0 Vol 22% \| MDD -42.8% Months 75M (33%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)
RSIhist only	CAGR 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	-	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)
MACDhist neg	CAGR 5.7% \| Win 64% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.4 Vol 11% \| MDD -16.1% Months 92M (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 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)
LWTI only	CAGR 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 5.2% \| Win 66% Sharpe 0.75 \| Sortino 0.82 \| Calmar 0.4 Vol 7% \| MDD -14.9% Months 134M (58%)	CAGR 39.8% \| Win 50% Sharpe 1.12 \| Sortino 2.73 \| Calmar 4.8 Vol 35% \| MDD -8.3% Months 10M (4%)	CAGR 7.3% \| Win 65% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 12% \| MDD -24.9% Months 144M (63%)
RSIhist neg	CAGR 2.7% \| Win 57% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.2 Vol 13% \| MDD -15.3% Months 68M (30%)	CAGR -17.9% \| Win 53% Sharpe -0.29 \| Sortino -0.35 \| Calmar -0.4 Vol 40% \| MDD -40.1% Months 17M (7%)	CAGR -1.8% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 21% \| MDD -42.8% Months 85M (37%)
LWTI only	CAGR 4.4% \| Win 63% Sharpe 0.50 \| Sortino 0.61 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 202M (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 6.6% \| Win 67% Sharpe 0.87 \| Sortino 1.11 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 145M (63%)	CAGR 2.4% \| Win 56% Sharpe 0.36 \| Sortino 0.75 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 16M (7%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (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 -0.3% \| Win 58% Sharpe 0.12 \| Sortino 0.14 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 59M (26%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
SLmean only	CAGR 5.6% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 154M (67%)	CAGR 0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.0 Vol 23% \| MDD -45.6% Months 75M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 66% Sharpe 0.76 \| Sortino 1.00 \| Calmar 0.5 Vol 8% \| MDD -10.5% Months 154M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 1.0% \| Win 58% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 29% \| MDD -47.1% Months 53M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.03 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 207M (90%)	CAGR -2.1% \| Win 46% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -15.0% Months 22M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 66% Sharpe 0.92 \| Sortino 1.26 \| Calmar 0.8 Vol 6% \| MDD -7.2% Months 145M (63%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR 1.0% \| Win 61% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 15% \| MDD -16.6% Months 33M (14%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.59 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 178M (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 6.2% \| Win 66% Sharpe 0.96 \| Sortino 1.40 \| Calmar 0.9 Vol 6% \| MDD -7.2% Months 155M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (70%)
MRmean neg	CAGR -2.5% \| Win 63% Sharpe -0.14 \| Sortino -0.15 \| Calmar -0.1 Vol 13% \| MDD -21.8% Months 27M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 182M (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 4.5% \| Win 64% Sharpe 0.73 \| Sortino 0.97 \| Calmar 0.8 Vol 6% \| MDD -5.4% Months 107M (47%)	CAGR 9.6% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (24%)	CAGR 6.2% \| Win 66% Sharpe 0.82 \| Sortino 1.09 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 161M (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 0.2% \| Win 54% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 65M (28%)	CAGR -1.5% \| Win 53% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 68M (30%)
MACDhist only	CAGR 3.3% \| Win 63% Sharpe 0.46 \| Sortino 0.48 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 110M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)