PFF - iShares Preferred and Income Securities ETF

Signal Pair Analysis

RSIhist-LWTI

Best Pair

39.8%

Best CAGR

Total Months

2.5%

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	-8.2
pair	RSIhist	LWTI	pos-neg	10	4.4	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	3.1	22.9	42.9	0.9	2.9	4.0	27.1	-5.7
pair	SLmean	RSIhist	neg-pos	7	3.1	22.9	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	25.4	4.9	18.9	-4.5
pair	MRmean	LWTI	pos-neg	6	2.6	22.0	50.0	1.1	25.4	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	4.0	13.7	66.7	2.0	28.8	8.9	6.4	-1.5
pair	RSI	RSmean	neg-pos	9	4.0	13.7	66.7	2.0	28.8	8.9	6.4	-1.5
pair	MACD	RSIhist	neg-pos	24	10.6	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	RSIhist	MACD	neg-pos	24	10.6	13.2	50.0	0.6	1.2	0.5	25.1	-24.9
pair	MACDhist	RSIhist	neg-pos	44	19.4	13.2	68.2	0.8	1.2	0.5	18.5	-24.9
pair	RSIhist	MACDhist	neg-pos	44	19.4	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	5.3	12.7	66.7	1.2	3.5	3.7	10.0	-3.5
pair	MACD	RSI	neg-pos	12	5.3	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	6.2	11.2	35.7	0.5	1.1	0.5	32.1	-24.9
pair	RSI	RSIhist	neg-pos	14	6.2	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	18.7	7.1	7.1	-1.5
pair	RSmean	MACD	neg-pos	5	2.2	11.0	60.0	1.5	18.7	7.1	7.1	-1.5
pair	MRmean	MACDhist	pos-neg	54	23.8	9.6	70.4	1.0	1.3	1.0	9.8	-9.5
pair	MACDhist	MRmean	pos-neg	54	23.8	9.6	70.4	1.0	1.3	1.0	9.8	-9.5
pair	SLmean	MACD	pos-neg	20	8.8	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	MACD	SLmean	pos-neg	20	8.8	9.2	55.0	0.5	0.8	0.5	23.2	-20.0
pair	SLmean	MACDhist	pos-neg	53	23.3	8.3	66.0	0.6	0.8	0.4	14.8	-20.0
pair	MACDhist	SLmean	pos-neg	53	23.3	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	RSIhist	RSmean	pos-pos	135	59.5	7.8	65.9	0.7	1.0	0.4	11.6	-17.9
pair	RSmean	RSIhist	pos-pos	135	59.5	7.8	65.9	0.7	1.0	0.4	11.6	-17.9
single	RSIhist	RSIhist	pos-pos	143	63.0	7.7	65.7	0.7	1.0	0.3	11.4	-24.9
pair	MACD	MACDhist	pos-neg	71	31.3	7.6	70.4	0.8	1.3	0.6	9.3	-13.2
pair	MACDhist	MACD	pos-neg	71	31.3	7.6	70.4	0.8	1.3	0.6	9.3	-13.2
pair	MRmean	RSIhist	pos-pos	135	59.5	7.3	68.1	0.9	1.2	0.7	7.7	-10.7
pair	RSI	MACDhist	pos-neg	72	31.7	7.3	70.8	0.9	1.4	0.7	8.0	-10.9
pair	RSIhist	RSI	pos-pos	129	56.8	7.3	69.0	1.1	1.6	0.9	6.3	-8.5
pair	RSI	RSIhist	pos-pos	129	56.8	7.3	69.0	1.1	1.6	0.9	6.3	-8.5
pair	MACDhist	RSI	pos-neg	72	31.7	7.3	70.8	0.9	1.4	0.7	8.0	-10.9
pair	RSIhist	MRmean	pos-pos	135	59.5	7.3	68.1	0.9	1.2	0.7	7.7	-10.7
pair	SLmean	RSIhist	pos-pos	136	59.9	7.0	66.9	0.7	0.9	0.3	10.2	-20.0
pair	SLmean	MRmean	pos-pos	144	63.4	7.0	67.4	0.9	1.2	0.7	7.7	-9.5
pair	RSIhist	SLmean	pos-pos	136	59.9	7.0	66.9	0.7	0.9	0.3	10.2	-20.0
pair	MRmean	SLmean	pos-pos	144	63.4	7.0	67.4	0.9	1.2	0.7	7.7	-9.5
pair	RSmean	RSIhist	neg-pos	8	3.5	6.7	62.5	0.7	0.6	1.1	10.0	-6.0
pair	RSIhist	RSmean	neg-pos	8	3.5	6.7	62.5	0.7	0.6	1.1	10.0	-6.0
pair	RSIhist	MACD	pos-pos	119	52.4	6.6	68.9	1.1	1.4	0.7	5.8	-9.1
pair	SLmean	RSI	pos-pos	142	62.6	6.6	66.9	1.0	1.5	0.8	6.3	-8.5
pair	RSI	SLmean	pos-pos	142	62.6	6.6	66.9	1.0	1.5	0.8	6.3	-8.5
pair	MACD	RSIhist	pos-pos	119	52.4	6.6	68.9	1.1	1.4	0.7	5.8	-9.1
pair	RSI	MRmean	pos-pos	154	67.8	6.5	66.9	1.0	1.5	0.9	6.4	-7.2
single	MRmean	MRmean	pos-pos	160	70.5	6.5	66.2	0.9	1.1	0.7	7.6	-9.5
pair	MRmean	RSI	pos-pos	154	67.8	6.5	66.9	1.0	1.5	0.9	6.4	-7.2
pair	RSmean	MACDhist	pos-neg	98	43.2	6.2	65.3	0.4	0.4	0.1	21.7	-52.0
pair	MACDhist	RSmean	pos-neg	98	43.2	6.2	65.3	0.4	0.4	0.1	21.7	-52.0
pair	RSmean	MRmean	pos-pos	153	67.4	6.1	66.0	0.8	1.1	0.6	7.7	-10.5
pair	MRmean	RSmean	pos-pos	153	67.4	6.1	66.0	0.8	1.1	0.6	7.7	-10.5
single	SLmean	SLmean	pos-pos	153	67.4	6.0	64.7	0.6	0.8	0.3	10.0	-20.0
pair	MRmean	RSI	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	MRmean	LWTI	pos-pos	154	67.8	5.9	66.9	0.9	1.0	0.6	6.9	-9.5
pair	LWTI	MRmean	pos-pos	154	67.8	5.9	66.9	0.9	1.0	0.6	6.9	-9.5
pair	MRmean	MACD	pos-pos	144	63.4	5.9	66.7	1.0	1.4	0.8	6.0	-7.2
pair	RSI	MRmean	pos-neg	6	2.6	5.9	50.0	0.3	0.5	0.6	24.2	-9.5
pair	MACD	MRmean	pos-pos	144	63.4	5.9	66.7	1.0	1.4	0.8	6.0	-7.2
pair	SLmean	LWTI	pos-pos	143	63.0	5.8	66.4	0.9	1.0	0.6	6.9	-9.5
pair	LWTI	SLmean	pos-pos	143	63.0	5.8	66.4	0.9	1.0	0.6	6.9	-9.5
pair	LWTI	MACDhist	neg-pos	92	40.5	5.7	64.1	0.6	0.8	0.3	11.2	-16.1
pair	MACDhist	LWTI	neg-pos	92	40.5	5.7	64.1	0.6	0.8	0.3	11.2	-16.1
pair	RSIhist	LWTI	pos-pos	133	58.6	5.6	66.9	0.8	0.9	0.4	7.1	-14.9
pair	LWTI	RSIhist	pos-pos	133	58.6	5.6	66.9	0.8	0.9	0.4	7.1	-14.9
pair	SLmean	MACD	pos-pos	133	58.6	5.5	66.2	0.9	1.2	0.4	6.0	-12.7
pair	MACD	SLmean	pos-pos	133	58.6	5.5	66.2	0.9	1.2	0.4	6.0	-12.7
pair	RSmean	SLmean	pos-pos	146	64.3	5.4	64.4	0.6	0.8	0.3	10.1	-20.4
pair	RSIhist	MACDhist	pos-pos	99	43.6	5.4	64.6	0.9	1.2	0.8	6.1	-6.5
pair	MACDhist	RSIhist	pos-pos	99	43.6	5.4	64.6	0.9	1.2	0.8	6.1	-6.5
pair	SLmean	RSmean	pos-pos	146	64.3	5.4	64.4	0.6	0.8	0.3	10.1	-20.4
pair	RSI	LWTI	pos-pos	177	78.0	5.1	66.7	0.7	0.8	0.3	7.6	-15.8
pair	LWTI	RSI	pos-pos	177	78.0	5.1	66.7	0.7	0.8	0.3	7.6	-15.8
pair	RSmean	RSI	pos-neg	34	15.0	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
pair	RSI	RSmean	pos-neg	34	15.0	4.9	52.9	0.3	0.4	0.1	35.5	-52.0
single	RSI	RSI	pos-pos	180	79.3	4.9	66.1	0.7	0.8	0.3	7.7	-15.8
pair	MACDhist	MRmean	pos-pos	106	46.7	4.9	64.2	0.8	1.1	0.9	6.2	-5.4
pair	MRmean	MACDhist	pos-pos	106	46.7	4.9	64.2	0.8	1.1	0.9	6.2	-5.4
pair	LWTI	MACD	pos-pos	172	75.8	4.8	65.7	0.6	0.7	0.3	8.0	-17.5
pair	MACD	LWTI	pos-pos	172	75.8	4.8	65.7	0.6	0.7	0.3	8.0	-17.5
pair	RSmean	LWTI	pos-pos	179	78.9	4.8	65.4	0.6	0.7	0.2	9.0	-21.1
pair	LWTI	RSmean	pos-pos	179	78.9	4.8	65.4	0.6	0.7	0.2	9.0	-21.1
pair	MACDhist	SLmean	pos-pos	100	44.1	4.7	64.0	0.8	1.0	0.7	6.0	-6.5
pair	SLmean	MACDhist	pos-pos	100	44.1	4.7	64.0	0.8	1.0	0.7	6.0	-6.5
single	MACD	MACD	pos-pos	176	77.5	4.7	65.3	0.6	0.7	0.2	8.3	-19.5
pair	RSmean	MACD	pos-pos	171	75.3	4.5	65.5	0.6	0.7	0.2	8.3	-19.5
single	RSmean	RSmean	pos-pos	205	90.3	4.5	63.9	0.4	0.4	0.1	15.9	-52.0
pair	MACD	RSmean	pos-pos	171	75.3	4.5	65.5	0.6	0.7	0.2	8.3	-19.5
single	MACDhist	MACDhist	neg-neg	119	52.4	4.4	61.3	0.3	0.4	0.1	20.4	-56.6
single	LWTI	LWTI	pos-pos	200	88.1	4.4	63.5	0.5	0.6	0.2	9.3	-19.9
pair	MACD	RSmean	pos-neg	34	15.0	4.4	55.9	0.3	0.4	0.1	34.7	-52.0
pair	RSmean	MACD	pos-neg	34	15.0	4.4	55.9	0.3	0.4	0.1	34.7	-52.0
pair	RSmean	RSI	pos-pos	171	75.3	4.4	66.1	0.6	0.7	0.3	7.7	-16.5
pair	RSI	RSmean	pos-pos	171	75.3	4.4	66.1	0.6	0.7	0.3	7.7	-16.5
pair	MACD	RSI	pos-pos	168	74.0	4.3	66.1	0.6	0.7	0.3	7.5	-15.8
pair	RSI	MACD	pos-pos	168	74.0	4.3	66.1	0.6	0.7	0.3	7.5	-15.8
pair	benchmark___benchmark_		benchmark-benchmark	227	100.0	3.8	62.1	0.3	0.3	0.1	15.6	-56.6
pair		benchmark___benchmark_	benchmark-benchmark	227	100.0	3.8	62.1	0.3	0.3	0.1	15.6	-56.6
pair	LWTI	MACDhist	pos-pos	108	47.6	3.2	63.0	0.5	0.5	0.2	7.4	-16.2
pair	MACDhist	LWTI	pos-pos	108	47.6	3.2	63.0	0.5	0.5	0.2	7.4	-16.2
pair	MACDhist	RSI	pos-pos	108	47.6	3.2	63.0	0.5	0.5	0.2	7.4	-16.2
pair	RSI	MACDhist	pos-pos	108	47.6	3.2	63.0	0.5	0.5	0.2	7.4	-16.2
single	MACDhist	MACDhist	pos-pos	108	47.6	3.2	63.0	0.5	0.5	0.2	7.4	-16.2
pair	MACDhist	RSmean	pos-pos	107	47.1	3.0	62.6	0.4	0.4	0.2	7.4	-16.2
pair	RSmean	MACDhist	pos-pos	107	47.1	3.0	62.6	0.4	0.4	0.2	7.4	-16.2
pair	MACD	MACDhist	pos-pos	105	46.3	2.8	61.9	0.4	0.4	0.2	7.5	-16.2
pair	MACDhist	MACD	pos-pos	105	46.3	2.8	61.9	0.4	0.4	0.2	7.5	-16.2
pair	MRmean	RSIhist	pos-neg	25	11.0	2.5	56.0	0.4	0.8	0.6	6.8	-4.3
pair	RSIhist	MRmean	pos-neg	25	11.0	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	SLmean	MACD	neg-pos	43	18.9	2.3	62.8	0.2	0.3	0.2	13.1	-12.7
pair	MACD	SLmean	neg-pos	43	18.9	2.3	62.8	0.2	0.3	0.2	13.1	-12.7
pair	RSmean	SLmean	neg-pos	59	26.0	2.2	62.7	0.2	0.2	0.1	25.2	-40.1
pair	SLmean	RSmean	neg-pos	59	26.0	2.2	62.7	0.2	0.2	0.1	25.2	-40.1
pair	LWTI	RSmean	pos-neg	26	11.5	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	RSmean	LWTI	pos-neg	26	11.5	2.2	53.8	0.2	0.3	0.1	38.6	-47.1
pair	RSIhist	LWTI	neg-pos	67	29.5	2.0	56.7	0.2	0.3	0.1	12.7	-15.3
pair	LWTI	RSIhist	neg-pos	67	29.5	2.0	56.7	0.2	0.3	0.1	12.7	-15.3
pair	MACD	LWTI	neg-pos	28	12.3	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	LWTI	MACD	neg-pos	28	12.3	1.7	50.0	0.2	0.3	0.1	15.3	-14.2
pair	MACDhist	SLmean	neg-neg	66	29.1	1.3	57.6	0.2	0.2	0.0	24.1	-45.6
pair	SLmean	MACDhist	neg-neg	66	29.1	1.3	57.6	0.2	0.2	0.0	24.1	-45.6
pair	LWTI	RSI	neg-neg	24	10.6	0.9	54.2	0.2	0.3	0.0	40.3	-47.1
pair	RSI	LWTI	neg-neg	24	10.6	0.9	54.2	0.2	0.3	0.0	40.3	-47.1
single	MACD	MACD	neg-neg	51	22.5	0.9	51.0	0.2	0.2	0.0	29.3	-56.6
pair	SLmean	LWTI	neg-pos	57	25.1	0.9	56.1	0.1	0.2	0.1	13.8	-17.6
pair	LWTI	SLmean	neg-pos	57	25.1	0.9	56.1	0.1	0.2	0.1	13.8	-17.6
pair	MACD	RSIhist	pos-neg	57	25.1	0.8	57.9	0.1	0.2	0.1	11.9	-13.2
pair	RSIhist	MACD	pos-neg	57	25.1	0.8	57.9	0.1	0.2	0.1	11.9	-13.2
pair	RSmean	LWTI	neg-pos	21	9.3	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	LWTI	RSmean	neg-pos	21	9.3	0.5	47.6	0.1	0.1	0.0	12.3	-13.5
pair	RSI	SLmean	neg-neg	36	15.9	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	SLmean	RSI	neg-neg	36	15.9	0.5	50.0	0.2	0.2	0.0	31.7	-45.0
pair	MRmean	MACDhist	neg-neg	65	28.6	0.2	53.8	0.1	0.2	0.0	26.2	-51.9
pair	MACDhist	MRmean	neg-neg	65	28.6	0.2	53.8	0.1	0.2	0.0	26.2	-51.9
pair	RSI	MACDhist	neg-neg	47	20.7	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACDhist	RSI	neg-neg	47	20.7	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACD	LWTI	neg-neg	23	10.1	0.0	52.2	0.2	0.3	0.0	40.8	-47.1
pair	LWTI	MACD	neg-neg	23	10.1	0.0	52.2	0.2	0.3	0.0	40.8	-47.1
pair	RSmean	MRmean	neg-pos	52	22.9	0.0	57.7	0.1	0.2	0.0	28.9	-47.1
pair	MRmean	RSmean	neg-pos	52	22.9	0.0	57.7	0.1	0.2	0.0	28.9	-47.1
single	LWTI	LWTI	neg-neg	27	11.9	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
single	RSI	RSI	neg-neg	47	20.7	0.0	46.8	0.2	0.2	0.0	31.1	-56.2
pair	MACDhist	LWTI	neg-neg	27	11.9	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	LWTI	MACDhist	neg-neg	27	11.9	-0.0	51.9	0.2	0.3	-0.0	38.1	-47.1
pair	MACDhist	MACD	neg-neg	48	21.1	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	MACD	MACDhist	neg-neg	48	21.1	-0.2	47.9	0.1	0.2	-0.0	30.2	-56.6
pair	MACDhist	RSIhist	neg-neg	75	33.0	-0.4	57.3	0.1	0.1	-0.0	21.4	-42.8
pair	RSIhist	MACDhist	neg-neg	75	33.0	-0.4	57.3	0.1	0.1	-0.0	21.4	-42.8
single	SLmean	SLmean	neg-neg	74	32.6	-0.4	56.8	0.1	0.1	-0.0	23.4	-45.6
pair	MACD	MRmean	neg-pos	32	14.1	-0.5	59.4	0.0	0.1	-0.0	14.8	-16.6
pair	LWTI	MACD	pos-neg	4	1.8	-0.5	50.0	0.0	0.4	-0.1	17.6	-8.1
pair	MACD	LWTI	pos-neg	4	1.8	-0.5	50.0	0.0	0.4	-0.1	17.6	-8.1
pair	MRmean	MACD	neg-pos	32	14.1	-0.5	59.4	0.0	0.1	-0.0	14.8	-16.6
pair	LWTI	MRmean	neg-pos	46	20.3	-0.7	52.2	0.0	0.0	-0.0	14.9	-19.6
pair	MRmean	LWTI	neg-pos	46	20.3	-0.7	52.2	0.0	0.0	-0.0	14.9	-19.6
pair	MRmean	RSI	neg-neg	41	18.1	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	RSI	MRmean	neg-neg	41	18.1	-0.8	46.3	0.1	0.2	-0.0	32.3	-51.5
pair	LWTI	RSI	neg-pos	23	10.1	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
pair	RSI	LWTI	neg-pos	23	10.1	-0.9	39.1	0.0	0.1	-0.1	17.9	-14.7
pair	RSI	RSIhist	pos-neg	51	22.5	-1.1	58.8	-0.1	-0.1	-0.1	10.2	-16.0
pair	RSIhist	RSI	pos-neg	51	22.5	-1.1	58.8	-0.1	-0.1	-0.1	10.2	-16.0
pair	MRmean	SLmean	neg-neg	58	25.6	-1.2	56.9	0.1	0.1	-0.0	26.2	-45.6
pair	SLmean	MRmean	neg-neg	58	25.6	-1.2	56.9	0.1	0.1	-0.0	26.2	-45.6
pair	SLmean	RSI	neg-pos	38	16.7	-1.3	63.2	-0.1	-0.1	-0.1	11.3	-21.0
pair	RSI	SLmean	neg-pos	38	16.7	-1.3	63.2	-0.1	-0.1	-0.1	11.3	-21.0
pair	RSmean	RSIhist	pos-neg	70	30.8	-1.5	60.0	0.1	0.1	-0.0	22.1	-40.1
pair	RSIhist	RSmean	pos-neg	70	30.8	-1.5	60.0	0.1	0.1	-0.0	22.1	-40.1
pair	RSI	SLmean	pos-neg	11	4.8	-1.6	36.4	0.1	0.2	-0.1	30.6	-20.0
pair	SLmean	RSI	pos-neg	11	4.8	-1.6	36.4	0.1	0.2	-0.1	30.6	-20.0
pair	RSIhist	SLmean	pos-neg	17	7.5	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
pair	SLmean	RSIhist	pos-neg	17	7.5	-1.8	47.1	-0.2	-0.4	-0.3	7.5	-6.6
single	RSmean	RSmean	neg-neg	22	9.7	-2.1	45.5	-0.1	-0.1	-0.1	12.5	-15.0
single	MRmean	MRmean	neg-neg	67	29.5	-2.3	52.2	0.1	0.1	-0.0	26.3	-51.9
single	RSIhist	RSIhist	neg-neg	84	37.0	-2.4	56.0	-0.0	-0.0	-0.1	20.9	-42.8
pair	RSI	MACD	neg-neg	39	17.2	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	MACD	RSI	neg-neg	39	17.2	-2.5	46.2	0.1	0.1	-0.0	33.2	-56.2
pair	RSIhist	SLmean	neg-neg	67	29.5	-2.6	58.2	0.0	0.0	-0.1	23.1	-42.8
pair	SLmean	RSIhist	neg-neg	67	29.5	-2.6	58.2	0.0	0.0	-0.1	23.1	-42.8
pair	RSmean	MACDhist	neg-neg	21	9.3	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MACDhist	RSmean	neg-neg	21	9.3	-3.7	42.9	-0.2	-0.3	-0.2	12.6	-15.0
pair	MRmean	MACD	neg-neg	35	15.4	-3.8	45.7	0.1	0.1	-0.1	33.9	-51.9
pair	MACD	MRmean	neg-neg	35	15.4	-3.8	45.7	0.1	0.1	-0.1	33.9	-51.9
pair	MACD	SLmean	neg-neg	31	13.7	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	SLmean	MACD	neg-neg	31	13.7	-4.1	48.4	0.0	0.1	-0.1	33.0	-45.6
pair	RSIhist	MRmean	neg-neg	59	26.0	-4.4	55.9	-0.1	-0.1	-0.1	24.6	-42.8
pair	MRmean	RSIhist	neg-neg	59	26.0	-4.4	55.9	-0.1	-0.1	-0.1	24.6	-42.8
pair	RSI	RSIhist	neg-neg	33	14.5	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	RSIhist	RSI	neg-neg	33	14.5	-4.4	51.5	0.0	0.0	-0.1	31.1	-42.8
pair	RSI	MRmean	neg-pos	26	11.5	-4.5	61.5	-0.3	-0.3	-0.2	12.7	-21.8
pair	MRmean	RSI	neg-pos	26	11.5	-4.5	61.5	-0.3	-0.3	-0.2	12.7	-21.8
pair	SLmean	LWTI	neg-neg	17	7.5	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	LWTI	SLmean	neg-neg	17	7.5	-4.6	58.8	0.1	0.1	-0.1	42.8	-40.1
pair	MACD	RSmean	neg-neg	17	7.5	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	RSmean	MACD	neg-neg	17	7.5	-5.6	41.2	-0.4	-0.5	-0.4	13.7	-15.0
pair	MRmean	LWTI	neg-neg	21	9.3	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	LWTI	MRmean	neg-neg	21	9.3	-5.6	52.4	0.1	0.1	-0.1	42.3	-47.1
pair	RSIhist	RSmean	neg-neg	14	6.2	-6.8	35.7	-0.4	-0.7	-0.5	13.9	-13.5
pair	RSmean	RSIhist	neg-neg	14	6.2	-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	-11.1	-3.3	8.6	-2.1
pair	RSI	LWTI	pos-neg	3	1.3	-7.0	33.3	-0.8	-11.1	-3.3	8.6	-2.1
pair	MACD	RSIhist	neg-neg	27	11.9	-8.8	51.9	-0.1	-0.1	-0.2	32.9	-42.8
pair	RSIhist	MACD	neg-neg	27	11.9	-8.8	51.9	-0.1	-0.1	-0.2	32.9	-42.8
pair	SLmean	MRmean	neg-pos	9	4.0	-9.1	22.2	-0.2	-0.5	-0.8	28.6	-12.0
pair	MRmean	SLmean	neg-pos	9	4.0	-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	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	SLmean	MACDhist	neg-pos	8	3.5	-13.7	50.0	-0.8	-0.8	-0.8	17.2	-16.4
pair	MACDhist	SLmean	neg-pos	8	3.5	-13.7	50.0	-0.8	-0.8	-0.8	17.2	-16.4
pair	MACDhist	RSIhist	pos-neg	9	4.0	-17.4	44.4	-1.2	-1.1	-1.2	15.1	-15.1
pair	RSIhist	MACDhist	pos-neg	9	4.0	-17.4	44.4	-1.2	-1.1	-1.2	15.1	-15.1
pair	LWTI	RSIhist	neg-neg	17	7.5	-17.9	52.9	-0.3	-0.3	-0.5	39.7	-40.1
pair	RSIhist	LWTI	neg-neg	17	7.5	-17.9	52.9	-0.3	-0.3	-0.5	39.7	-40.1
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
pair	MRmean	MACDhist	neg-pos	2	0.9	-56.6	0.0	-3.0	-3.0	-45.7	26.1	-1.2
pair	MACDhist	MRmean	neg-pos	2	0.9	-56.6	0.0	-3.0	-3.0	-45.7	26.1	-1.2

All Contingency Tables for PFF

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.0% \| Win 67% Sharpe 0.92 \| Sortino 1.17 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 144M (63%)	CAGR 2.4% \| Win 56% Sharpe 0.36 \| Sortino 0.75 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 16M (7%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (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 -1.2% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 58M (26%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
SLmean only	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 66% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 8% \| MDD -10.5% Months 153M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR 0.0% \| Win 58% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.0 Vol 29% \| MDD -47.1% Months 52M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.02 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 205M (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 5.9% \| Win 67% Sharpe 0.99 \| Sortino 1.36 \| Calmar 0.8 Vol 6% \| MDD -7.2% Months 144M (63%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -0.5% \| Win 59% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 15% \| MDD -16.6% Months 32M (14%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 6.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.9 Vol 6% \| MDD -7.2% Months 154M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -4.5% \| Win 62% Sharpe -0.30 \| Sortino -0.31 \| Calmar -0.2 Vol 13% \| MDD -21.8% Months 26M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 64% Sharpe 0.81 \| Sortino 1.08 \| Calmar 0.9 Vol 6% \| MDD -5.4% Months 106M (47%)	CAGR 9.6% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (24%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -56.6% \| Win 0% Sharpe -3.02 \| Sortino -3.02 \| Calmar -45.7 Vol 26% \| MDD -1.2% Months 2M (1%)	CAGR 0.2% \| Win 54% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 65M (29%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
MACDhist only	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 7.3% \| Win 68% Sharpe 0.94 \| Sortino 1.18 \| Calmar 0.7 Vol 8% \| MDD -10.7% Months 135M (60%)	CAGR 2.5% \| Win 56% Sharpe 0.40 \| Sortino 0.78 \| Calmar 0.6 Vol 7% \| MDD -4.3% Months 25M (11%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (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 -4.4% \| Win 56% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.1 Vol 25% \| MDD -42.8% Months 59M (26%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
RSIhist only	CAGR 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 67% Sharpe 0.87 \| Sortino 1.02 \| Calmar 0.6 Vol 7% \| MDD -9.5% Months 154M (68%)	CAGR 22.0% \| Win 50% Sharpe 1.13 \| Sortino 25.44 \| Calmar 4.9 Vol 19% \| MDD -4.5% Months 6M (3%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -0.7% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 15% \| MDD -19.6% Months 46M (20%)	CAGR -5.6% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 42% \| MDD -47.1% Months 21M (9%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
LWTI only	CAGR 4.4% \| Win 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 5.4% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 10% \| MDD -20.4% Months 146M (64%)	CAGR 17.4% \| Win 71% Sharpe 2.85 \| Sortino 11.57 \| Calmar 18.4 Vol 6% \| MDD -0.9% Months 7M (3%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR 2.2% \| Win 63% Sharpe 0.22 \| Sortino 0.23 \| Calmar 0.1 Vol 25% \| MDD -40.1% Months 59M (26%)	CAGR -10.0% \| Win 33% Sharpe -0.67 \| Sortino -1.05 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 205M (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 5.5% \| Win 66% Sharpe 0.92 \| Sortino 1.22 \| Calmar 0.4 Vol 6% \| MDD -12.7% Months 133M (59%)	CAGR 9.2% \| Win 55% Sharpe 0.49 \| Sortino 0.84 \| Calmar 0.5 Vol 23% \| MDD -20.0% Months 20M (9%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR 2.3% \| Win 63% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.2 Vol 13% \| MDD -12.7% Months 43M (19%)	CAGR -4.1% \| Win 48% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 33% \| MDD -45.6% Months 31M (14%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 6.6% \| Win 67% Sharpe 1.04 \| Sortino 1.50 \| Calmar 0.8 Vol 6% \| MDD -8.5% Months 142M (63%)	CAGR -1.6% \| Win 36% Sharpe 0.08 \| Sortino 0.17 \| Calmar -0.1 Vol 31% \| MDD -20.0% Months 11M (5%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR -1.3% \| Win 63% Sharpe -0.06 \| Sortino -0.06 \| Calmar -0.1 Vol 11% \| MDD -21.0% Months 38M (17%)	CAGR 0.5% \| Win 50% Sharpe 0.18 \| Sortino 0.22 \| Calmar 0.0 Vol 32% \| MDD -45.0% Months 36M (16%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 64% Sharpe 0.80 \| Sortino 1.04 \| Calmar 0.7 Vol 6% \| MDD -6.5% Months 100M (44%)	CAGR 8.3% \| Win 66% Sharpe 0.61 \| Sortino 0.84 \| Calmar 0.4 Vol 15% \| MDD -20.0% Months 53M (23%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR -13.7% \| Win 50% Sharpe -0.77 \| Sortino -0.78 \| Calmar -0.8 Vol 17% \| MDD -16.4% Months 8M (4%)	CAGR 1.3% \| Win 58% Sharpe 0.18 \| Sortino 0.20 \| Calmar 0.0 Vol 24% \| MDD -45.6% Months 66M (29%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
MACDhist only	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 7.0% \| Win 67% Sharpe 0.71 \| Sortino 0.89 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 136M (60%)	CAGR -1.8% \| Win 47% Sharpe -0.21 \| Sortino -0.38 \| Calmar -0.3 Vol 8% \| MDD -6.6% Months 17M (8%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR 22.9% \| Win 43% Sharpe 0.87 \| Sortino 2.87 \| Calmar 4.0 Vol 27% \| MDD -5.7% Months 7M (3%)	CAGR -2.6% \| Win 58% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 23% \| MDD -42.8% Months 67M (30%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
RSIhist only	CAGR 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.8% \| Win 66% Sharpe 0.86 \| Sortino 0.99 \| Calmar 0.6 Vol 7% \| MDD -9.5% Months 143M (63%)	CAGR 8.2% \| Win 40% Sharpe 0.39 \| Sortino 0.93 \| Calmar 0.7 Vol 30% \| MDD -12.2% Months 10M (4%)	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)
SLmean neg	CAGR 0.9% \| Win 56% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.1 Vol 14% \| MDD -17.6% Months 57M (25%)	CAGR -4.6% \| Win 59% Sharpe 0.10 \| Sortino 0.13 \| Calmar -0.1 Vol 43% \| MDD -40.1% Months 17M (8%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)
LWTI only	CAGR 4.4% \| Win 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 66% Sharpe 0.57 \| Sortino 0.67 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 171M (75%)	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 205M (90%)
RSmean neg	CAGR 11.0% \| Win 60% Sharpe 1.51 \| Sortino 18.67 \| 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 (8%)	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 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 0.60 \| Sortino 0.67 \| Calmar 0.3 Vol 8% \| MDD -16.5% Months 171M (75%)	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 205M (90%)
RSmean neg	CAGR 13.7% \| Win 67% Sharpe 2.04 \| Sortino 28.77 \| 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 (10%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 63% Sharpe 0.43 \| Sortino 0.43 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 107M (47%)	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 205M (90%)
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 (10%)
MACDhist only	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 7.8% \| Win 66% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.4 Vol 12% \| MDD -17.9% Months 135M (60%)	CAGR -1.5% \| Win 60% Sharpe 0.05 \| Sortino 0.05 \| Calmar -0.0 Vol 22% \| MDD -40.1% Months 70M (31%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 205M (90%)
RSmean neg	CAGR 6.7% \| Win 62% Sharpe 0.70 \| Sortino 0.64 \| Calmar 1.1 Vol 10% \| MDD -6.0% 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 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (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 179M (79%)	CAGR 2.2% \| Win 54% Sharpe 0.25 \| Sortino 0.33 \| Calmar 0.0 Vol 39% \| MDD -47.1% Months 26M (12%)	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 205M (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 -43.3% \| 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 (10%)
LWTI only	CAGR 4.4% \| Win 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 0.65 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 168M (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 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 62% Sharpe 0.41 \| Sortino 0.41 \| Calmar 0.2 Vol 8% \| MDD -16.2% Months 105M (46%)	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 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (78%)
MACD neg	CAGR 20.4% \| Win 100% Sharpe 5.12 \| 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 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 6.6% \| Win 69% Sharpe 1.13 \| Sortino 1.43 \| Calmar 0.7 Vol 6% \| MDD -9.1% Months 119M (52%)	CAGR 0.8% \| Win 58% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.1 Vol 12% \| MDD -13.2% Months 57M (25%)	CAGR 4.7% \| Win 65% Sharpe 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (78%)
MACD neg	CAGR 13.2% \| Win 50% Sharpe 0.61 \| Sortino 1.22 \| Calmar 0.5 Vol 25% \| MDD -24.9% Months 24M (11%)	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 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.8% \| Win 66% Sharpe 0.63 \| Sortino 0.72 \| Calmar 0.3 Vol 8% \| MDD -17.5% Months 172M (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 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (48%)	CAGR 7.3% \| Win 71% Sharpe 0.93 \| Sortino 1.36 \| Calmar 0.7 Vol 8% \| MDD -10.9% Months 72M (32%)	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)
RSI neg	-	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)
MACDhist only	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 7.3% \| Win 69% Sharpe 1.15 \| Sortino 1.57 \| Calmar 0.9 Vol 6% \| MDD -8.5% Months 129M (57%)	CAGR -1.1% \| Win 59% Sharpe -0.06 \| Sortino -0.07 \| Calmar -0.1 Vol 10% \| MDD -16.0% Months 51M (22%)	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)
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 (21%)
RSIhist only	CAGR 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 5.1% \| Win 67% Sharpe 0.69 \| Sortino 0.77 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 177M (78%)	CAGR -7.0% \| Win 33% Sharpe -0.81 \| Sortino -11.11 \| Calmar -3.3 Vol 9% \| MDD -2.1% Months 3M (1%)	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)
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 (11%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)
LWTI only	CAGR 4.4% \| Win 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 5.4% \| Win 65% Sharpe 0.88 \| Sortino 1.16 \| Calmar 0.8 Vol 6% \| MDD -6.5% Months 99M (44%)	CAGR -17.4% \| Win 44% Sharpe -1.19 \| Sortino -1.13 \| Calmar -1.2 Vol 15% \| MDD -15.1% Months 9M (4%)	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 21% \| 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 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (48%)	-	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (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 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 5.6% \| Win 67% Sharpe 0.80 \| Sortino 0.87 \| Calmar 0.4 Vol 7% \| MDD -14.9% Months 133M (59%)	CAGR 39.8% \| Win 50% Sharpe 1.12 \| Sortino 2.73 \| Calmar 4.8 Vol 35% \| MDD -8.2% Months 10M (4%)	CAGR 7.7% \| Win 66% Sharpe 0.70 \| Sortino 1.00 \| Calmar 0.3 Vol 11% \| MDD -24.9% Months 143M (63%)
RSIhist neg	CAGR 2.0% \| Win 57% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.1 Vol 13% \| MDD -15.3% Months 67M (30%)	CAGR -17.9% \| Win 53% Sharpe -0.29 \| Sortino -0.35 \| Calmar -0.4 Vol 40% \| MDD -40.1% Months 17M (8%)	CAGR -2.4% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -42.8% Months 84M (37%)
LWTI only	CAGR 4.4% \| Win 64% Sharpe 0.51 \| Sortino 0.60 \| Calmar 0.2 Vol 9% \| MDD -19.9% Months 200M (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 7.0% \| Win 67% Sharpe 0.92 \| Sortino 1.17 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 144M (63%)	CAGR 2.4% \| Win 56% Sharpe 0.36 \| Sortino 0.75 \| Calmar 0.4 Vol 7% \| MDD -6.4% Months 16M (7%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (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 -1.2% \| Win 57% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 26% \| MDD -45.6% Months 58M (26%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
SLmean only	CAGR 6.0% \| Win 65% Sharpe 0.63 \| Sortino 0.83 \| Calmar 0.3 Vol 10% \| MDD -20.0% Months 153M (67%)	CAGR -0.4% \| Win 57% Sharpe 0.10 \| Sortino 0.12 \| Calmar -0.0 Vol 23% \| MDD -45.6% Months 74M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 66% Sharpe 0.81 \| Sortino 1.06 \| Calmar 0.6 Vol 8% \| MDD -10.5% Months 153M (67%)	CAGR 16.9% \| Win 71% Sharpe 2.69 \| Sortino 8.02 \| Calmar 14.3 Vol 6% \| MDD -1.2% Months 7M (3%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR 0.0% \| Win 58% Sharpe 0.15 \| Sortino 0.18 \| Calmar 0.0 Vol 29% \| MDD -47.1% Months 52M (23%)	CAGR -9.8% \| Win 33% Sharpe -0.66 \| Sortino -1.02 \| Calmar -0.7 Vol 14% \| MDD -14.7% Months 15M (7%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
RSmean only	CAGR 4.5% \| Win 64% Sharpe 0.36 \| Sortino 0.37 \| Calmar 0.1 Vol 16% \| MDD -52.0% Months 205M (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 5.9% \| Win 67% Sharpe 0.99 \| Sortino 1.36 \| Calmar 0.8 Vol 6% \| MDD -7.2% Months 144M (63%)	CAGR 12.1% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 1.3 Vol 16% \| MDD -9.5% Months 16M (7%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -0.5% \| Win 59% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 15% \| MDD -16.6% Months 32M (14%)	CAGR -3.8% \| Win 46% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -51.9% Months 35M (15%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
MACD only	CAGR 4.7% \| Win 65% Sharpe 0.60 \| Sortino 0.71 \| Calmar 0.2 Vol 8% \| MDD -19.5% Months 176M (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 6.5% \| Win 67% Sharpe 1.02 \| Sortino 1.49 \| Calmar 0.9 Vol 6% \| MDD -7.2% Months 154M (68%)	CAGR 5.9% \| Win 50% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.6 Vol 24% \| MDD -9.5% Months 6M (3%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -4.5% \| Win 62% Sharpe -0.30 \| Sortino -0.31 \| Calmar -0.2 Vol 13% \| MDD -21.8% Months 26M (12%)	CAGR -0.8% \| Win 46% Sharpe 0.14 \| Sortino 0.19 \| Calmar -0.0 Vol 32% \| MDD -51.5% Months 41M (18%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
RSI only	CAGR 4.9% \| Win 66% Sharpe 0.66 \| Sortino 0.75 \| Calmar 0.3 Vol 8% \| MDD -15.8% Months 180M (79%)	CAGR 0.0% \| Win 47% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 31% \| MDD -56.2% Months 47M (21%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 64% Sharpe 0.81 \| Sortino 1.08 \| Calmar 0.9 Vol 6% \| MDD -5.4% Months 106M (47%)	CAGR 9.6% \| Win 70% Sharpe 0.99 \| Sortino 1.26 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 54M (24%)	CAGR 6.5% \| Win 66% Sharpe 0.87 \| Sortino 1.15 \| Calmar 0.7 Vol 8% \| MDD -9.5% Months 160M (70%)
MRmean neg	CAGR -56.6% \| Win 0% Sharpe -3.02 \| Sortino -3.02 \| Calmar -45.7 Vol 26% \| MDD -1.2% Months 2M (1%)	CAGR 0.2% \| Win 54% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 26% \| MDD -51.9% Months 65M (29%)	CAGR -2.3% \| Win 52% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.0 Vol 26% \| MDD -51.9% Months 67M (30%)
MACDhist only	CAGR 3.2% \| Win 63% Sharpe 0.47 \| Sortino 0.47 \| Calmar 0.2 Vol 7% \| MDD -16.2% Months 108M (48%)	CAGR 4.4% \| Win 61% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -56.6% Months 119M (52%)