PHO - Invesco Water Resources ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

55.2%

Best CAGR

Total Months

10.1%

Avg CAGR

PHO 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 PHO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSIhist	neg-pos	9	3.6	55.2	100.0	10.4	0.0	0.0	4.3	0.0
pair	RSIhist	RSI	neg-pos	9	3.6	55.2	100.0	10.4	0.0	0.0	4.3	0.0
pair	RSIhist	SLmean	neg-pos	2	0.8	36.5	100.0	9.8	0.0	0.0	3.2	0.0
pair	SLmean	RSIhist	neg-pos	2	0.8	36.5	100.0	9.8	0.0	0.0	3.2	0.0
pair	RSIhist	MRmean	neg-pos	2	0.8	36.0	100.0	12.0	0.0	0.0	2.6	0.0
pair	MRmean	RSIhist	neg-pos	2	0.8	36.0	100.0	12.0	0.0	0.0	2.6	0.0
pair	RSmean	RSI	pos-neg	39	15.6	34.6	69.2	1.3	2.4	1.6	26.6	-21.9
pair	RSI	RSmean	pos-neg	39	15.6	34.6	69.2	1.3	2.4	1.6	26.6	-21.9
pair	RSI	MACDhist	neg-neg	33	13.2	33.6	69.7	1.1	1.4	0.9	30.7	-38.7
pair	MACDhist	RSI	neg-neg	33	13.2	33.6	69.7	1.1	1.4	0.9	30.7	-38.7
pair	MRmean	RSI	neg-neg	32	12.8	29.1	65.6	0.9	1.3	0.8	33.2	-38.7
pair	RSI	MRmean	neg-neg	32	12.8	29.1	65.6	0.9	1.3	0.8	33.2	-38.7
pair	RSmean	RSIhist	neg-pos	4	1.6	28.4	75.0	1.8	0.0	10.4	14.9	-2.7
pair	RSIhist	RSmean	neg-pos	4	1.6	28.4	75.0	1.8	0.0	10.4	14.9	-2.7
pair	SLmean	RSI	neg-neg	31	12.4	27.6	64.5	0.9	1.3	0.7	34.2	-38.7
pair	RSI	SLmean	neg-neg	31	12.4	27.6	64.5	0.9	1.3	0.7	34.2	-38.7
pair	LWTI	RSI	neg-neg	20	8.0	26.9	70.0	1.1	1.9	2.4	25.7	-11.2
pair	RSI	LWTI	neg-neg	20	8.0	26.9	70.0	1.1	1.9	2.4	25.7	-11.2
pair	RSmean	MACDhist	neg-pos	1	0.4	26.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	26.2	100.0	0.0	0.0	0.0	-	0.0
single	RSI	RSI	neg-neg	41	16.4	26.0	68.3	0.9	1.2	0.7	30.5	-38.7
pair	MACD	RSI	neg-neg	24	9.6	26.0	70.8	1.0	2.0	1.2	25.7	-21.9
pair	RSI	MACD	neg-neg	24	9.6	26.0	70.8	1.0	2.0	1.2	25.7	-21.9
pair	MACD	RSI	pos-neg	17	6.8	25.9	64.7	0.8	1.0	1.9	37.1	-13.7
pair	RSI	MACD	pos-neg	17	6.8	25.9	64.7	0.8	1.0	1.9	37.1	-13.7
pair	MRmean	SLmean	neg-pos	8	3.2	25.3	75.0	2.0	9.1	8.6	11.6	-2.9
pair	SLmean	MRmean	neg-pos	8	3.2	25.3	75.0	2.0	9.1	8.6	11.6	-2.9
pair	MRmean	SLmean	pos-neg	17	6.8	25.1	70.6	1.5	2.3	2.2	15.7	-11.6
pair	LWTI	RSI	neg-pos	21	8.4	25.1	66.7	0.8	1.0	1.0	35.2	-26.2
pair	RSI	LWTI	neg-pos	21	8.4	25.1	66.7	0.8	1.0	1.0	35.2	-26.2
pair	SLmean	MRmean	pos-neg	17	6.8	25.1	70.6	1.5	2.3	2.2	15.7	-11.6
pair	SLmean	RSmean	neg-pos	67	26.8	24.5	67.2	1.0	2.0	1.1	23.8	-22.3
pair	RSmean	SLmean	neg-pos	67	26.8	24.5	67.2	1.0	2.0	1.1	23.8	-22.3
pair	RSmean	MRmean	neg-pos	59	23.6	23.9	66.1	1.0	1.9	1.1	24.4	-21.9
pair	MRmean	RSmean	neg-pos	59	23.6	23.9	66.1	1.0	1.9	1.1	24.4	-21.9
pair	MRmean	MACD	neg-neg	26	10.4	22.5	65.4	1.0	1.6	1.0	23.5	-21.9
pair	RSmean	MACD	neg-neg	13	5.2	22.5	69.2	1.4	2.4	2.1	15.2	-10.8
pair	MACD	MRmean	neg-neg	26	10.4	22.5	65.4	1.0	1.6	1.0	23.5	-21.9
pair	MACD	RSmean	neg-neg	13	5.2	22.5	69.2	1.4	2.4	2.1	15.2	-10.8
pair	SLmean	RSI	pos-neg	10	4.0	21.1	80.0	1.3	1.4	1.9	15.6	-11.1
pair	RSI	SLmean	pos-neg	10	4.0	21.1	80.0	1.3	1.4	1.9	15.6	-11.1
pair	MACDhist	SLmean	neg-neg	62	24.8	20.5	64.5	0.9	1.1	0.5	25.1	-38.7
pair	RSIhist	MACD	neg-pos	31	12.4	20.5	77.4	1.5	1.6	2.1	12.9	-9.9
pair	MACD	RSIhist	neg-pos	31	12.4	20.5	77.4	1.5	1.6	2.1	12.9	-9.9
pair	SLmean	MACDhist	neg-neg	62	24.8	20.5	64.5	0.9	1.1	0.5	25.1	-38.7
pair	MACDhist	MRmean	neg-neg	65	26.0	20.4	66.2	0.9	1.2	0.5	24.6	-38.7
pair	MRmean	MACDhist	neg-neg	65	26.0	20.4	66.2	0.9	1.2	0.5	24.6	-38.7
pair	MACDhist	LWTI	neg-neg	29	11.6	20.0	69.0	0.9	1.7	1.6	23.1	-12.2
pair	LWTI	MACDhist	neg-neg	29	11.6	20.0	69.0	0.9	1.7	1.6	23.1	-12.2
pair	MACD	SLmean	neg-neg	27	10.8	19.6	66.7	0.9	1.4	0.9	23.7	-21.9
pair	SLmean	MACD	neg-neg	27	10.8	19.6	66.7	0.9	1.4	0.9	23.7	-21.9
pair	RSI	RSIhist	neg-neg	32	12.8	18.8	59.4	0.7	1.0	0.5	34.5	-38.7
pair	RSIhist	RSI	neg-neg	32	12.8	18.8	59.4	0.7	1.0	0.5	34.5	-38.7
pair	LWTI	SLmean	neg-pos	68	27.2	18.5	66.2	0.8	1.1	0.6	23.3	-29.6
pair	SLmean	LWTI	neg-pos	68	27.2	18.5	66.2	0.8	1.1	0.6	23.3	-29.6
single	SLmean	SLmean	neg-neg	82	32.8	17.2	64.6	0.8	1.1	0.4	24.7	-38.7
pair	LWTI	MRmean	neg-pos	56	22.4	17.0	66.1	0.8	0.9	0.7	24.5	-26.2
pair	MRmean	LWTI	neg-pos	56	22.4	17.0	66.1	0.8	0.9	0.7	24.5	-26.2
pair	RSmean	MACDhist	pos-neg	104	41.6	17.0	67.3	0.9	1.4	0.5	20.0	-34.3
pair	MACDhist	RSmean	pos-neg	104	41.6	17.0	67.3	0.9	1.4	0.5	20.0	-34.3
pair	RSIhist	SLmean	neg-neg	80	32.0	16.7	63.8	0.8	1.1	0.4	25.0	-38.7
pair	SLmean	RSIhist	neg-neg	80	32.0	16.7	63.8	0.8	1.1	0.4	25.0	-38.7
pair	RSmean	RSIhist	pos-neg	93	37.2	16.2	63.4	0.8	1.3	0.5	23.1	-32.1
pair	RSIhist	RSmean	pos-neg	93	37.2	16.2	63.4	0.8	1.3	0.5	23.1	-32.1
single	MRmean	MRmean	neg-neg	73	29.2	16.2	64.4	0.7	1.0	0.4	25.4	-38.7
pair	SLmean	MACD	neg-pos	55	22.0	16.0	63.6	0.7	0.9	0.4	25.4	-42.6
pair	MACD	MACDhist	neg-neg	44	17.6	16.0	70.5	0.9	1.2	0.6	18.5	-27.0
pair	MACD	SLmean	neg-pos	55	22.0	16.0	63.6	0.7	0.9	0.4	25.4	-42.6
pair	MACDhist	MACD	neg-neg	44	17.6	16.0	70.5	0.9	1.2	0.6	18.5	-27.0
pair	RSIhist	MRmean	neg-neg	71	28.4	15.7	63.4	0.7	1.0	0.4	25.8	-38.7
pair	MRmean	RSIhist	neg-neg	71	28.4	15.7	63.4	0.7	1.0	0.4	25.8	-38.7
pair	RSI	MRmean	pos-neg	9	3.6	15.6	77.8	0.9	4.0	1.0	19.0	-15.6
pair	MRmean	RSI	pos-neg	9	3.6	15.6	77.8	0.9	4.0	1.0	19.0	-15.6
pair	MRmean	SLmean	neg-neg	65	26.0	15.2	63.1	0.7	0.9	0.4	26.7	-38.7
pair	SLmean	MRmean	neg-neg	65	26.0	15.2	63.1	0.7	0.9	0.4	26.7	-38.7
pair	MACD	LWTI	neg-pos	39	15.6	14.3	69.2	0.8	1.3	0.8	18.1	-18.6
pair	LWTI	MACD	neg-pos	39	15.6	14.3	69.2	0.8	1.3	0.8	18.1	-18.6
pair	MRmean	LWTI	neg-neg	17	6.8	13.7	58.8	0.6	1.3	1.2	29.1	-11.2
pair	LWTI	MRmean	neg-neg	17	6.8	13.7	58.8	0.6	1.3	1.2	29.1	-11.2
pair	MACDhist	RSIhist	neg-neg	86	34.4	13.6	62.8	0.7	0.9	0.3	24.0	-48.6
pair	RSIhist	MACDhist	neg-neg	86	34.4	13.6	62.8	0.7	0.9	0.3	24.0	-48.6
single	MACD	MACD	neg-neg	60	24.0	13.1	68.3	0.7	1.1	0.5	19.5	-27.0
pair	MRmean	MACD	neg-pos	47	18.8	12.9	63.8	0.6	0.8	0.3	26.6	-39.9
pair	MACD	MRmean	neg-pos	47	18.8	12.9	63.8	0.6	0.8	0.3	26.6	-39.9
pair	MACD	RSIhist	pos-neg	84	33.6	12.8	61.9	0.6	0.8	0.2	23.1	-51.9
pair	RSIhist	MACD	pos-neg	84	33.6	12.8	61.9	0.6	0.8	0.2	23.1	-51.9
pair	LWTI	RSIhist	pos-neg	17	6.8	12.8	70.6	1.1	1.4	1.5	12.2	-8.6
pair	RSIhist	LWTI	pos-neg	17	6.8	12.8	70.6	1.1	1.4	1.5	12.2	-8.6
single	MACDhist	MACDhist	neg-neg	127	50.8	12.5	64.6	0.7	0.9	0.2	20.8	-50.3
pair	MACD	LWTI	pos-neg	13	5.2	12.3	53.8	0.6	1.9	0.7	23.2	-16.6
pair	LWTI	MACD	pos-neg	13	5.2	12.3	53.8	0.6	1.9	0.7	23.2	-16.6
pair	SLmean	LWTI	pos-neg	20	8.0	11.6	65.0	0.9	1.6	1.0	13.6	-12.1
pair	LWTI	SLmean	pos-neg	20	8.0	11.6	65.0	0.9	1.6	1.0	13.6	-12.1
single	LWTI	LWTI	neg-neg	34	13.6	11.4	61.8	0.6	1.1	0.8	22.4	-15.1
pair	RSmean	LWTI	pos-neg	34	13.6	11.4	61.8	0.6	1.1	0.8	22.4	-15.1
pair	LWTI	RSmean	pos-neg	34	13.6	11.4	61.8	0.6	1.1	0.8	22.4	-15.1
pair	RSI	SLmean	neg-pos	51	20.4	11.2	64.7	0.7	1.1	0.4	16.7	-25.8
pair	SLmean	RSI	neg-pos	51	20.4	11.2	64.7	0.7	1.1	0.4	16.7	-25.8
pair	LWTI	SLmean	neg-neg	14	5.6	11.1	57.1	0.5	1.2	1.0	31.7	-11.2
pair	SLmean	LWTI	neg-neg	14	5.6	11.1	57.1	0.5	1.2	1.0	31.7	-11.2
pair	LWTI	RSIhist	neg-pos	96	38.4	11.1	62.5	0.6	0.7	0.2	22.4	-47.9
pair	RSIhist	LWTI	neg-pos	96	38.4	11.1	62.5	0.6	0.7	0.2	22.4	-47.9
pair	LWTI	MACD	neg-neg	21	8.4	10.9	66.7	0.6	0.8	0.8	22.5	-14.3
pair	MACD	LWTI	neg-neg	21	8.4	10.9	66.7	0.6	0.8	0.8	22.5	-14.3
single	RSIhist	RSIhist	neg-neg	113	45.2	10.9	61.1	0.6	0.8	0.2	23.5	-49.3
pair	MACD	MACDhist	pos-neg	83	33.2	10.6	61.4	0.6	0.7	0.3	22.1	-40.1
pair	MACD	RSmean	pos-neg	47	18.8	10.6	68.1	0.6	0.9	0.4	20.7	-27.0
pair	RSmean	MACD	pos-neg	47	18.8	10.6	68.1	0.6	0.9	0.4	20.7	-27.0
pair	MACDhist	MACD	pos-neg	83	33.2	10.6	61.4	0.6	0.7	0.3	22.1	-40.1
pair	MACDhist	LWTI	neg-pos	98	39.2	10.3	63.3	0.6	0.7	0.3	20.2	-40.1
pair	LWTI	MACDhist	neg-pos	98	39.2	10.3	63.3	0.6	0.7	0.3	20.2	-40.1
pair	LWTI	RSIhist	neg-neg	17	6.8	10.0	52.9	0.5	1.1	0.7	29.8	-15.3
pair	RSIhist	LWTI	neg-neg	17	6.8	10.0	52.9	0.5	1.1	0.7	29.8	-15.3
single	RSmean	RSmean	pos-pos	226	90.4	10.0	64.6	0.6	0.9	0.3	18.3	-34.3
pair	RSIhist	MACDhist	neg-pos	41	16.4	10.0	68.3	0.9	1.1	0.7	12.0	-14.8
pair	MACDhist	RSIhist	neg-pos	41	16.4	10.0	68.3	0.9	1.1	0.7	12.0	-14.8
pair	LWTI	RSmean	pos-pos	192	76.8	9.8	65.1	0.6	0.9	0.4	17.5	-25.7
pair	RSmean	LWTI	pos-pos	192	76.8	9.8	65.1	0.6	0.9	0.4	17.5	-25.7
pair	RSmean	MACD	pos-pos	179	71.6	9.8	63.7	0.6	0.9	0.3	17.7	-32.3
pair	MACD	RSmean	pos-pos	179	71.6	9.8	63.7	0.6	0.9	0.3	17.7	-32.3
pair	LWTI	MRmean	pos-neg	17	6.8	9.2	64.7	0.7	1.2	1.1	13.6	-8.6
pair	MRmean	LWTI	pos-neg	17	6.8	9.2	64.7	0.7	1.2	1.1	13.6	-8.6
pair	benchmark___benchmark_		benchmark-benchmark	250	100.0	8.5	63.6	0.5	0.7	0.2	18.9	-50.3
pair		benchmark___benchmark_	benchmark-benchmark	250	100.0	8.5	63.6	0.5	0.7	0.2	18.9	-50.3
single	LWTI	LWTI	pos-pos	216	86.4	8.0	63.9	0.5	0.7	0.2	18.3	-41.4
pair	SLmean	MACD	pos-neg	33	13.2	8.0	69.7	0.6	0.7	0.5	15.5	-18.0
pair	RSI	RSIhist	pos-neg	81	32.4	8.0	61.7	0.5	0.7	0.3	17.5	-25.5
pair	RSIhist	RSI	pos-neg	81	32.4	8.0	61.7	0.5	0.7	0.3	17.5	-25.5
pair	MACD	SLmean	pos-neg	33	13.2	8.0	69.7	0.6	0.7	0.5	15.5	-18.0
pair	MACDhist	SLmean	neg-pos	20	8.0	7.4	65.0	0.4	0.8	0.3	24.0	-22.3
pair	SLmean	MACDhist	neg-pos	20	8.0	7.4	65.0	0.4	0.8	0.3	24.0	-22.3
pair	MRmean	RSI	neg-pos	41	16.4	7.1	63.4	0.5	0.8	0.3	16.9	-24.6
pair	RSI	MRmean	neg-pos	41	16.4	7.1	63.4	0.5	0.8	0.3	16.9	-24.6
single	MACD	MACD	pos-pos	190	76.0	7.1	62.1	0.5	0.6	0.1	18.7	-48.7
pair	LWTI	MACD	pos-pos	177	70.8	6.7	62.7	0.5	0.6	0.1	18.4	-48.7
pair	MACD	LWTI	pos-pos	177	70.8	6.7	62.7	0.5	0.6	0.1	18.4	-48.7
single	RSIhist	RSIhist	pos-pos	137	54.8	6.5	65.7	0.5	0.7	0.2	14.0	-29.1
pair	MRmean	MACD	pos-neg	34	13.6	6.4	70.6	0.5	0.6	0.3	15.9	-23.9
pair	MACD	MRmean	pos-neg	34	13.6	6.4	70.6	0.5	0.6	0.3	15.9	-23.9
pair	RSI	LWTI	pos-pos	195	78.0	6.3	63.6	0.5	0.6	0.2	15.5	-28.5
pair	LWTI	RSI	pos-pos	195	78.0	6.3	63.6	0.5	0.6	0.2	15.5	-28.5
pair	MACDhist	LWTI	pos-pos	118	47.2	6.2	64.4	0.4	0.6	0.2	16.6	-27.8
pair	LWTI	MACDhist	pos-pos	118	47.2	6.2	64.4	0.4	0.6	0.2	16.6	-27.8
pair	SLmean	RSIhist	pos-pos	135	54.0	6.1	65.2	0.5	0.7	0.2	14.0	-29.1
pair	RSIhist	SLmean	pos-pos	135	54.0	6.1	65.2	0.5	0.7	0.2	14.0	-29.1
pair	RSIhist	MRmean	pos-pos	135	54.0	6.1	65.2	0.5	0.7	0.2	14.0	-29.1
pair	MRmean	RSIhist	pos-pos	135	54.0	6.1	65.2	0.5	0.7	0.2	14.0	-29.1
pair	RSmean	RSIhist	pos-pos	133	53.2	5.9	65.4	0.5	0.6	0.2	14.0	-34.2
pair	RSIhist	RSmean	pos-pos	133	53.2	5.9	65.4	0.5	0.6	0.2	14.0	-34.2
pair	MRmean	MACDhist	pos-pos	115	46.0	5.8	63.5	0.5	0.6	0.2	15.1	-25.5
pair	RSI	MACDhist	pos-neg	94	37.6	5.8	62.8	0.4	0.6	0.2	15.8	-23.4
pair	MACDhist	RSI	pos-neg	94	37.6	5.8	62.8	0.4	0.6	0.2	15.8	-23.4
pair	MACDhist	MRmean	pos-pos	115	46.0	5.8	63.5	0.5	0.6	0.2	15.1	-25.5
pair	RSIhist	MACD	neg-neg	29	11.6	5.7	58.6	0.3	0.6	0.2	24.9	-24.7
pair	MACD	RSIhist	neg-neg	29	11.6	5.7	58.6	0.3	0.6	0.2	24.9	-24.7
pair	RSIhist	LWTI	pos-pos	120	48.0	5.6	65.0	0.5	0.6	0.2	14.2	-26.8
pair	LWTI	RSIhist	pos-pos	120	48.0	5.6	65.0	0.5	0.6	0.2	14.2	-26.8
pair	MACD	MACDhist	neg-pos	16	6.4	5.5	62.5	0.3	0.7	0.3	22.6	-18.6
pair	MRmean	RSmean	pos-pos	167	66.8	5.5	64.1	0.4	0.6	0.2	15.5	-31.1
pair	RSmean	MRmean	pos-pos	167	66.8	5.5	64.1	0.4	0.6	0.2	15.5	-31.1
pair	MACDhist	MACD	neg-pos	16	6.4	5.5	62.5	0.3	0.7	0.3	22.6	-18.6
pair	RSmean	RSI	pos-pos	187	74.8	5.5	63.6	0.4	0.6	0.2	15.8	-34.0
pair	RSI	RSmean	pos-pos	187	74.8	5.5	63.6	0.4	0.6	0.2	15.8	-34.0
single	MRmean	MRmean	pos-pos	177	70.8	5.4	63.3	0.4	0.6	0.2	15.3	-30.1
pair	RSI	MACD	pos-pos	173	69.2	5.4	61.8	0.4	0.6	0.2	15.8	-33.2
pair	MACD	RSI	pos-pos	173	69.2	5.4	61.8	0.4	0.6	0.2	15.8	-33.2
pair	SLmean	MACDhist	pos-neg	65	26.0	5.3	64.6	0.4	0.5	0.2	15.7	-26.2
pair	MACDhist	SLmean	pos-neg	65	26.0	5.3	64.6	0.4	0.5	0.2	15.7	-26.2
single	RSI	RSI	pos-pos	209	83.6	5.3	62.7	0.4	0.6	0.2	15.5	-33.2
pair	RSI	MACD	neg-pos	36	14.4	5.2	66.7	0.4	0.5	0.2	13.9	-22.7
pair	MRmean	MACD	pos-pos	143	57.2	5.2	61.5	0.4	0.5	0.2	15.3	-23.2
pair	MACD	MRmean	pos-pos	143	57.2	5.2	61.5	0.4	0.5	0.2	15.3	-23.2
pair	MACD	RSI	neg-pos	36	14.4	5.2	66.7	0.4	0.5	0.2	13.9	-22.7
pair	RSmean	SLmean	pos-neg	9	3.6	5.1	55.6	0.4	0.5	0.5	14.5	-11.0
pair	SLmean	RSmean	pos-neg	9	3.6	5.1	55.6	0.4	0.5	0.5	14.5	-11.0
pair	MRmean	LWTI	pos-pos	160	64.0	5.0	63.1	0.4	0.5	0.1	15.6	-35.9
pair	MACDhist	RSIhist	pos-pos	96	38.4	5.0	64.6	0.4	0.6	0.2	14.8	-27.5
pair	RSIhist	MACDhist	pos-pos	96	38.4	5.0	64.6	0.4	0.6	0.2	14.8	-27.5
pair	LWTI	MRmean	pos-pos	160	64.0	5.0	63.1	0.4	0.5	0.1	15.6	-35.9
pair	RSI	MACDhist	pos-pos	115	46.0	4.9	62.6	0.4	0.5	0.2	15.4	-27.8
pair	MRmean	RSI	pos-pos	168	67.2	4.9	62.5	0.4	0.5	0.1	15.2	-34.5
pair	RSI	MRmean	pos-pos	168	67.2	4.9	62.5	0.4	0.5	0.1	15.2	-34.5
pair	MACDhist	RSI	pos-pos	115	46.0	4.9	62.6	0.4	0.5	0.2	15.4	-27.8
pair	MRmean	MACDhist	pos-neg	62	24.8	4.7	62.9	0.4	0.4	0.2	15.9	-25.5
pair	MACDhist	MRmean	pos-neg	62	24.8	4.7	62.9	0.4	0.4	0.2	15.9	-25.5
single	SLmean	SLmean	pos-pos	168	67.2	4.5	63.1	0.4	0.5	0.2	15.1	-26.2
single	MACDhist	MACDhist	pos-pos	123	49.2	4.5	62.6	0.3	0.5	0.1	16.6	-32.1
pair	RSmean	SLmean	pos-pos	159	63.6	4.4	63.5	0.4	0.5	0.2	15.2	-27.2
pair	MACDhist	RSmean	pos-pos	122	48.8	4.4	62.3	0.3	0.5	0.1	16.6	-32.1
pair	RSmean	MACDhist	pos-pos	122	48.8	4.4	62.3	0.3	0.5	0.1	16.6	-32.1
pair	MACD	MACDhist	pos-pos	107	42.8	4.4	62.6	0.3	0.5	0.1	15.6	-32.1
pair	MACDhist	MACD	pos-pos	107	42.8	4.4	62.6	0.3	0.5	0.1	15.6	-32.1
pair	SLmean	RSmean	pos-pos	159	63.6	4.4	63.5	0.4	0.5	0.2	15.2	-27.2
pair	RSmean	MRmean	pos-neg	10	4.0	4.4	50.0	0.4	0.5	0.4	13.7	-11.1
pair	MRmean	RSmean	pos-neg	10	4.0	4.4	50.0	0.4	0.5	0.4	13.7	-11.1
pair	RSI	RSmean	neg-pos	22	8.8	4.2	54.5	0.4	0.5	0.3	12.7	-15.1
pair	RSmean	RSI	neg-pos	22	8.8	4.2	54.5	0.4	0.5	0.3	12.7	-15.1
pair	MACDhist	SLmean	pos-pos	103	41.2	4.0	62.1	0.3	0.5	0.2	14.8	-23.8
pair	SLmean	MACDhist	pos-pos	103	41.2	4.0	62.1	0.3	0.5	0.2	14.8	-23.8
pair	RSIhist	RSI	pos-pos	128	51.2	3.7	63.3	0.3	0.4	0.1	14.1	-29.1
pair	RSI	RSIhist	pos-pos	128	51.2	3.7	63.3	0.3	0.4	0.1	14.1	-29.1
pair	SLmean	MACD	pos-pos	135	54.0	3.6	61.5	0.3	0.4	0.2	15.1	-22.8
pair	MACD	SLmean	pos-pos	135	54.0	3.6	61.5	0.3	0.4	0.2	15.1	-22.8
pair	MRmean	SLmean	pos-pos	160	64.0	3.5	62.5	0.3	0.4	0.1	15.3	-29.1
pair	SLmean	MRmean	pos-pos	160	64.0	3.5	62.5	0.3	0.4	0.1	15.3	-29.1
pair	SLmean	RSI	pos-pos	158	63.2	3.5	62.0	0.3	0.4	0.1	15.1	-35.1
pair	LWTI	SLmean	pos-pos	148	59.2	3.5	62.8	0.3	0.4	0.1	15.3	-33.6
pair	SLmean	LWTI	pos-pos	148	59.2	3.5	62.8	0.3	0.4	0.1	15.3	-33.6
pair	RSI	SLmean	pos-pos	158	63.2	3.5	62.0	0.3	0.4	0.1	15.1	-35.1
pair	MRmean	RSIhist	pos-neg	42	16.8	3.3	57.1	0.3	0.3	0.1	19.1	-32.5
pair	RSIhist	MRmean	pos-neg	42	16.8	3.3	57.1	0.3	0.3	0.1	19.1	-32.5
pair	RSIhist	MACDhist	pos-neg	27	10.8	2.8	55.6	0.2	0.3	0.1	22.1	-22.3
pair	MACDhist	RSIhist	pos-neg	27	10.8	2.8	55.6	0.2	0.3	0.1	22.1	-22.3
pair	RSIhist	MACD	pos-pos	106	42.4	2.7	62.3	0.3	0.3	0.1	14.1	-29.1
pair	MACD	RSIhist	pos-pos	106	42.4	2.7	62.3	0.3	0.3	0.1	14.1	-29.1
pair	MACDhist	RSI	neg-pos	8	3.2	-1.3	62.5	0.1	0.3	-0.1	30.7	-12.5
pair	RSI	MACDhist	neg-pos	8	3.2	-1.3	62.5	0.1	0.3	-0.1	30.7	-12.5
pair	SLmean	RSIhist	pos-neg	33	13.2	-1.9	54.5	-0.0	-0.0	-0.1	19.1	-33.4
pair	RSIhist	SLmean	pos-neg	33	13.2	-1.9	54.5	-0.0	-0.0	-0.1	19.1	-33.4
single	RSmean	RSmean	neg-neg	24	9.6	-5.0	54.2	-0.1	-0.1	-0.1	23.6	-34.3
pair	RSmean	LWTI	neg-pos	24	9.6	-5.0	54.2	-0.1	-0.1	-0.1	23.6	-34.3
pair	LWTI	RSmean	neg-pos	24	9.6	-5.0	54.2	-0.1	-0.1	-0.1	23.6	-34.3
pair	MACDhist	RSmean	neg-neg	23	9.2	-6.1	52.2	-0.1	-0.1	-0.2	24.1	-35.5
pair	RSmean	MACDhist	neg-neg	23	9.2	-6.1	52.2	-0.1	-0.1	-0.2	24.1	-35.5
pair	LWTI	RSI	pos-neg	14	5.6	-7.6	50.0	-0.4	-0.7	-0.5	15.7	-14.8
pair	RSI	LWTI	pos-neg	14	5.6	-7.6	50.0	-0.4	-0.7	-0.5	15.7	-14.8
pair	RSmean	RSIhist	neg-neg	20	8.0	-10.5	50.0	-0.3	-0.3	-0.3	25.0	-34.8
pair	RSIhist	RSmean	neg-neg	20	8.0	-10.5	50.0	-0.3	-0.3	-0.3	25.0	-34.8
pair	RSmean	SLmean	neg-neg	15	6.0	-10.6	53.3	-0.2	-0.2	-0.4	28.2	-28.8
pair	SLmean	RSmean	neg-neg	15	6.0	-10.6	53.3	-0.2	-0.2	-0.4	28.2	-28.8
pair	MRmean	RSmean	neg-neg	14	5.6	-11.2	57.1	-0.2	-0.2	-0.4	29.2	-28.7
pair	RSmean	MRmean	neg-neg	14	5.6	-11.2	57.1	-0.2	-0.2	-0.4	29.2	-28.7
pair	MACDhist	MRmean	neg-pos	8	3.2	-12.5	50.0	-0.3	-0.6	-0.5	32.3	-27.1
pair	MRmean	MACDhist	neg-pos	8	3.2	-12.5	50.0	-0.3	-0.6	-0.5	32.3	-27.1
pair	LWTI	MACDhist	pos-neg	5	2.0	-27.6	20.0	-2.5	-3.1	-3.1	12.5	-8.9
pair	MACDhist	LWTI	pos-neg	5	2.0	-27.6	20.0	-2.5	-3.1	-3.1	12.5	-8.9
pair	MACD	RSmean	neg-pos	11	4.4	-29.6	36.4	-1.0	-1.0	-0.8	29.6	-35.5
pair	RSmean	MACD	neg-pos	11	4.4	-29.6	36.4	-1.0	-1.0	-0.8	29.6	-35.5
pair	RSI	RSmean	neg-neg	2	0.8	-65.6	50.0	-0.9	0.0	-2.6	91.7	-25.3
pair	RSmean	RSI	neg-neg	2	0.8	-65.6	50.0	-0.9	0.0	-2.6	91.7	-25.3

All Contingency Tables for PHO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 62% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 15% \| MDD -29.1% Months 160M (64%)	CAGR 25.1% \| Win 71% Sharpe 1.51 \| Sortino 2.34 \| Calmar 2.2 Vol 16% \| MDD -11.6% Months 17M (7%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 25.3% \| Win 75% Sharpe 2.01 \| Sortino 9.14 \| Calmar 8.6 Vol 12% \| MDD -2.9% Months 8M (3%)	CAGR 15.2% \| Win 63% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.4 Vol 27% \| MDD -38.7% Months 65M (26%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
SLmean only	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -31.1% Months 167M (67%)	CAGR 4.4% \| Win 50% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 10M (4%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 23.9% \| Win 66% Sharpe 1.01 \| Sortino 1.88 \| Calmar 1.1 Vol 24% \| MDD -21.9% Months 59M (24%)	CAGR -11.2% \| Win 57% Sharpe -0.25 \| Sortino -0.23 \| Calmar -0.4 Vol 29% \| MDD -28.7% Months 14M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
RSmean only	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 62% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 15% \| MDD -23.2% Months 143M (57%)	CAGR 6.4% \| Win 71% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.3 Vol 16% \| MDD -23.9% Months 34M (14%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 12.9% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 27% \| MDD -39.9% Months 47M (19%)	CAGR 22.5% \| Win 65% Sharpe 0.98 \| Sortino 1.58 \| Calmar 1.0 Vol 24% \| MDD -21.9% Months 26M (10%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
MACD only	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 62% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 15% \| MDD -34.5% Months 168M (67%)	CAGR 15.6% \| Win 78% Sharpe 0.86 \| Sortino 4.05 \| Calmar 1.0 Vol 19% \| MDD -15.6% Months 9M (4%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 7.1% \| Win 63% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.3 Vol 17% \| MDD -24.6% Months 41M (16%)	CAGR 29.1% \| Win 66% Sharpe 0.94 \| Sortino 1.28 \| Calmar 0.8 Vol 33% \| MDD -38.7% Months 32M (13%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
RSI only	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 64% Sharpe 0.45 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -25.5% Months 115M (46%)	CAGR 4.7% \| Win 63% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.2 Vol 16% \| MDD -25.5% Months 62M (25%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR -12.5% \| Win 50% Sharpe -0.27 \| Sortino -0.55 \| Calmar -0.5 Vol 32% \| MDD -27.1% Months 8M (3%)	CAGR 20.4% \| Win 66% Sharpe 0.89 \| Sortino 1.16 \| Calmar 0.5 Vol 25% \| MDD -38.7% Months 65M (26%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 65% Sharpe 0.49 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 135M (54%)	CAGR 3.3% \| Win 57% Sharpe 0.27 \| Sortino 0.34 \| Calmar 0.1 Vol 19% \| MDD -32.5% Months 42M (17%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 36.0% \| Win 100% Sharpe 12.01 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 15.7% \| Win 63% Sharpe 0.70 \| Sortino 0.98 \| Calmar 0.4 Vol 26% \| MDD -38.7% Months 71M (28%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 63% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.1 Vol 16% \| MDD -35.9% Months 160M (64%)	CAGR 9.2% \| Win 65% Sharpe 0.71 \| Sortino 1.20 \| Calmar 1.1 Vol 14% \| MDD -8.6% Months 17M (7%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 17.0% \| Win 66% Sharpe 0.77 \| Sortino 0.94 \| Calmar 0.7 Vol 24% \| MDD -26.2% Months 56M (22%)	CAGR 13.7% \| Win 59% Sharpe 0.58 \| Sortino 1.27 \| Calmar 1.2 Vol 29% \| MDD -11.2% Months 17M (7%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.4% \| Win 64% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -27.2% Months 159M (64%)	CAGR 5.1% \| Win 56% Sharpe 0.41 \| Sortino 0.51 \| Calmar 0.5 Vol 14% \| MDD -11.0% Months 9M (4%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 24.5% \| Win 67% Sharpe 1.04 \| Sortino 1.99 \| Calmar 1.1 Vol 24% \| MDD -22.3% Months 67M (27%)	CAGR -10.6% \| Win 53% Sharpe -0.25 \| Sortino -0.23 \| Calmar -0.4 Vol 28% \| MDD -28.8% Months 15M (6%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
RSmean only	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 62% Sharpe 0.31 \| Sortino 0.41 \| Calmar 0.2 Vol 15% \| MDD -22.8% Months 135M (54%)	CAGR 8.0% \| Win 70% Sharpe 0.57 \| Sortino 0.72 \| Calmar 0.4 Vol 16% \| MDD -18.0% Months 33M (13%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 16.0% \| Win 64% Sharpe 0.72 \| Sortino 0.94 \| Calmar 0.4 Vol 25% \| MDD -42.6% Months 55M (22%)	CAGR 19.6% \| Win 67% Sharpe 0.88 \| Sortino 1.43 \| Calmar 0.9 Vol 24% \| MDD -21.9% Months 27M (11%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
MACD only	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 62% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 15% \| MDD -35.1% Months 158M (63%)	CAGR 21.1% \| Win 80% Sharpe 1.31 \| Sortino 1.39 \| Calmar 1.9 Vol 16% \| MDD -11.1% Months 10M (4%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 11.2% \| Win 65% Sharpe 0.72 \| Sortino 1.14 \| Calmar 0.4 Vol 17% \| MDD -25.8% Months 51M (20%)	CAGR 27.6% \| Win 64% Sharpe 0.89 \| Sortino 1.28 \| Calmar 0.7 Vol 34% \| MDD -38.7% Months 31M (12%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
RSI only	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.0% \| Win 62% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.2 Vol 15% \| MDD -23.8% Months 103M (41%)	CAGR 5.3% \| Win 65% Sharpe 0.41 \| Sortino 0.49 \| Calmar 0.2 Vol 16% \| MDD -26.2% Months 65M (26%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 7.4% \| Win 65% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.3 Vol 24% \| MDD -22.3% Months 20M (8%)	CAGR 20.5% \| Win 64% Sharpe 0.88 \| Sortino 1.15 \| Calmar 0.5 Vol 25% \| MDD -38.7% Months 62M (25%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 6.1% \| Win 65% Sharpe 0.49 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 135M (54%)	CAGR -1.9% \| Win 55% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 19% \| MDD -33.4% Months 33M (13%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 36.5% \| Win 100% Sharpe 9.81 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 16.7% \| Win 64% Sharpe 0.75 \| Sortino 1.05 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 80M (32%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 63% Sharpe 0.30 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -33.6% Months 148M (59%)	CAGR 11.6% \| Win 65% Sharpe 0.88 \| Sortino 1.59 \| Calmar 1.0 Vol 14% \| MDD -12.1% Months 20M (8%)	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)
SLmean neg	CAGR 18.5% \| Win 66% Sharpe 0.85 \| Sortino 1.05 \| Calmar 0.6 Vol 23% \| MDD -29.6% Months 68M (27%)	CAGR 11.1% \| Win 57% Sharpe 0.48 \| Sortino 1.18 \| Calmar 1.0 Vol 32% \| MDD -11.2% Months 14M (6%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 64% Sharpe 0.62 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -32.3% Months 179M (72%)	CAGR 10.6% \| Win 68% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.4 Vol 21% \| MDD -27.0% Months 47M (19%)	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)
RSmean neg	CAGR -29.6% \| Win 36% Sharpe -1.01 \| Sortino -0.96 \| Calmar -0.8 Vol 30% \| MDD -35.5% Months 11M (4%)	CAGR 22.5% \| Win 69% Sharpe 1.42 \| Sortino 2.44 \| Calmar 2.1 Vol 15% \| MDD -10.8% Months 13M (5%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)
MACD only	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 64% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 16% \| MDD -34.0% Months 187M (75%)	CAGR 34.6% \| Win 69% Sharpe 1.26 \| Sortino 2.39 \| Calmar 1.6 Vol 27% \| MDD -21.9% Months 39M (16%)	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)
RSmean neg	CAGR 4.2% \| Win 55% Sharpe 0.39 \| Sortino 0.53 \| Calmar 0.3 Vol 13% \| MDD -15.1% Months 22M (9%)	CAGR -65.6% \| Win 50% Sharpe -0.86 \| Sortino 0.00 \| Calmar -2.6 Vol 92% \| MDD -25.3% Months 2M (1%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)
RSI only	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 62% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 122M (49%)	CAGR 17.0% \| Win 67% Sharpe 0.89 \| Sortino 1.40 \| Calmar 0.5 Vol 20% \| MDD -34.3% Months 104M (42%)	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)
RSmean neg	CAGR 26.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -6.1% \| Win 52% Sharpe -0.13 \| Sortino -0.13 \| Calmar -0.2 Vol 24% \| MDD -35.5% Months 23M (9%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.9% \| Win 65% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.2 Vol 14% \| MDD -34.2% Months 133M (53%)	CAGR 16.2% \| Win 63% Sharpe 0.77 \| Sortino 1.30 \| Calmar 0.5 Vol 23% \| MDD -32.1% Months 93M (37%)	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)
RSmean neg	CAGR 28.4% \| Win 75% Sharpe 1.75 \| Sortino 0.00 \| Calmar 10.4 Vol 15% \| MDD -2.7% Months 4M (2%)	CAGR -10.5% \| Win 50% Sharpe -0.31 \| Sortino -0.29 \| Calmar -0.3 Vol 25% \| MDD -34.8% Months 20M (8%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 65% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.4 Vol 18% \| MDD -25.7% Months 192M (77%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)
RSmean neg	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)	-	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.4% \| Win 62% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 173M (69%)	CAGR 25.9% \| Win 65% Sharpe 0.81 \| Sortino 0.98 \| Calmar 1.9 Vol 37% \| MDD -13.7% Months 17M (7%)	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)
MACD neg	CAGR 5.2% \| Win 67% Sharpe 0.44 \| Sortino 0.52 \| Calmar 0.2 Vol 14% \| MDD -22.7% Months 36M (14%)	CAGR 26.0% \| Win 71% Sharpe 1.03 \| Sortino 1.97 \| Calmar 1.2 Vol 26% \| MDD -21.9% Months 24M (10%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)
RSI only	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.4% \| Win 63% Sharpe 0.35 \| Sortino 0.46 \| Calmar 0.1 Vol 16% \| MDD -32.1% Months 107M (43%)	CAGR 10.6% \| Win 61% Sharpe 0.57 \| Sortino 0.72 \| Calmar 0.3 Vol 22% \| MDD -40.1% Months 83M (33%)	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)
MACD neg	CAGR 5.5% \| Win 62% Sharpe 0.34 \| Sortino 0.67 \| Calmar 0.3 Vol 23% \| MDD -18.6% Months 16M (6%)	CAGR 16.0% \| Win 70% Sharpe 0.90 \| Sortino 1.21 \| Calmar 0.6 Vol 18% \| MDD -27.0% Months 44M (18%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.7% \| Win 62% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 14% \| MDD -29.1% Months 106M (42%)	CAGR 12.8% \| Win 62% Sharpe 0.64 \| Sortino 0.81 \| Calmar 0.2 Vol 23% \| MDD -51.9% Months 84M (34%)	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)
MACD neg	CAGR 20.5% \| Win 77% Sharpe 1.51 \| Sortino 1.65 \| Calmar 2.1 Vol 13% \| MDD -9.9% Months 31M (12%)	CAGR 5.7% \| Win 59% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -24.7% Months 29M (12%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 6.7% \| Win 63% Sharpe 0.45 \| Sortino 0.55 \| Calmar 0.1 Vol 18% \| MDD -48.7% Months 177M (71%)	CAGR 12.3% \| Win 54% Sharpe 0.61 \| Sortino 1.91 \| Calmar 0.7 Vol 23% \| MDD -16.6% Months 13M (5%)	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)
MACD neg	CAGR 14.3% \| Win 69% Sharpe 0.83 \| Sortino 1.26 \| Calmar 0.8 Vol 18% \| MDD -18.6% Months 39M (16%)	CAGR 10.9% \| Win 67% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.8 Vol 22% \| MDD -14.3% Months 21M (8%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.9% \| Win 63% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.2 Vol 15% \| MDD -27.8% Months 115M (46%)	CAGR 5.8% \| Win 63% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.2 Vol 16% \| MDD -23.4% Months 94M (38%)	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)
RSI neg	CAGR -1.3% \| Win 62% Sharpe 0.09 \| Sortino 0.31 \| Calmar -0.1 Vol 31% \| MDD -12.5% Months 8M (3%)	CAGR 33.6% \| Win 70% Sharpe 1.11 \| Sortino 1.35 \| Calmar 0.9 Vol 31% \| MDD -38.7% Months 33M (13%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.7% \| Win 63% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 14% \| MDD -29.1% Months 128M (51%)	CAGR 8.0% \| Win 62% Sharpe 0.53 \| Sortino 0.72 \| Calmar 0.3 Vol 18% \| MDD -25.5% Months 81M (32%)	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)
RSI neg	CAGR 55.2% \| Win 100% Sharpe 10.39 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 9M (4%)	CAGR 18.8% \| Win 59% Sharpe 0.68 \| Sortino 1.04 \| Calmar 0.5 Vol 34% \| MDD -38.7% Months 32M (13%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.3% \| Win 64% Sharpe 0.48 \| Sortino 0.63 \| Calmar 0.2 Vol 16% \| MDD -28.5% Months 195M (78%)	CAGR -7.6% \| Win 50% Sharpe -0.42 \| Sortino -0.74 \| Calmar -0.5 Vol 16% \| MDD -14.8% Months 14M (6%)	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)
RSI neg	CAGR 25.1% \| Win 67% Sharpe 0.82 \| Sortino 1.03 \| Calmar 1.0 Vol 35% \| MDD -26.2% Months 21M (8%)	CAGR 26.9% \| Win 70% Sharpe 1.06 \| Sortino 1.89 \| Calmar 2.4 Vol 26% \| MDD -11.2% Months 20M (8%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 5.0% \| Win 65% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -27.5% Months 96M (38%)	CAGR 2.8% \| Win 56% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 22% \| MDD -22.3% Months 27M (11%)	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)
MACDhist neg	CAGR 10.0% \| Win 68% Sharpe 0.86 \| Sortino 1.15 \| Calmar 0.7 Vol 12% \| MDD -14.8% Months 41M (16%)	CAGR 13.6% \| Win 63% Sharpe 0.66 \| Sortino 0.87 \| Calmar 0.3 Vol 24% \| MDD -48.6% Months 86M (34%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)
RSIhist only	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.2% \| Win 64% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.2 Vol 17% \| MDD -27.8% Months 118M (47%)	CAGR -27.6% \| Win 20% Sharpe -2.50 \| Sortino -3.08 \| Calmar -3.1 Vol 12% \| MDD -8.9% Months 5M (2%)	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)
MACDhist neg	CAGR 10.3% \| Win 63% Sharpe 0.59 \| Sortino 0.70 \| Calmar 0.3 Vol 20% \| MDD -40.1% Months 98M (39%)	CAGR 20.0% \| Win 69% Sharpe 0.91 \| Sortino 1.69 \| Calmar 1.6 Vol 23% \| MDD -12.2% Months 29M (12%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.6% \| Win 65% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 14% \| MDD -26.8% Months 120M (48%)	CAGR 12.8% \| Win 71% Sharpe 1.05 \| Sortino 1.45 \| Calmar 1.5 Vol 12% \| MDD -8.6% Months 17M (7%)	CAGR 6.5% \| Win 66% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.2 Vol 14% \| MDD -29.1% Months 137M (55%)
RSIhist neg	CAGR 11.1% \| Win 62% Sharpe 0.59 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -47.9% Months 96M (38%)	CAGR 10.0% \| Win 53% Sharpe 0.46 \| Sortino 1.09 \| Calmar 0.7 Vol 30% \| MDD -15.3% Months 17M (7%)	CAGR 10.9% \| Win 61% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -49.3% Months 113M (45%)
LWTI only	CAGR 8.0% \| Win 64% Sharpe 0.52 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -41.4% Months 216M (86%)	CAGR 11.4% \| Win 62% Sharpe 0.59 \| Sortino 1.10 \| Calmar 0.8 Vol 22% \| MDD -15.1% Months 34M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 62% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 15% \| MDD -29.1% Months 160M (64%)	CAGR 25.1% \| Win 71% Sharpe 1.51 \| Sortino 2.34 \| Calmar 2.2 Vol 16% \| MDD -11.6% Months 17M (7%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 25.3% \| Win 75% Sharpe 2.01 \| Sortino 9.14 \| Calmar 8.6 Vol 12% \| MDD -2.9% Months 8M (3%)	CAGR 15.2% \| Win 63% Sharpe 0.67 \| Sortino 0.95 \| Calmar 0.4 Vol 27% \| MDD -38.7% Months 65M (26%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
SLmean only	CAGR 4.5% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 15% \| MDD -26.2% Months 168M (67%)	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 82M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 64% Sharpe 0.42 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -31.1% Months 167M (67%)	CAGR 4.4% \| Win 50% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.4 Vol 14% \| MDD -11.1% Months 10M (4%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 23.9% \| Win 66% Sharpe 1.01 \| Sortino 1.88 \| Calmar 1.1 Vol 24% \| MDD -21.9% Months 59M (24%)	CAGR -11.2% \| Win 57% Sharpe -0.25 \| Sortino -0.23 \| Calmar -0.4 Vol 29% \| MDD -28.7% Months 14M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
RSmean only	CAGR 10.0% \| Win 65% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 18% \| MDD -34.3% Months 226M (90%)	CAGR -5.0% \| Win 54% Sharpe -0.09 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -34.3% Months 24M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 62% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.2 Vol 15% \| MDD -23.2% Months 143M (57%)	CAGR 6.4% \| Win 71% Sharpe 0.47 \| Sortino 0.61 \| Calmar 0.3 Vol 16% \| MDD -23.9% Months 34M (14%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 12.9% \| Win 64% Sharpe 0.60 \| Sortino 0.79 \| Calmar 0.3 Vol 27% \| MDD -39.9% Months 47M (19%)	CAGR 22.5% \| Win 65% Sharpe 0.98 \| Sortino 1.58 \| Calmar 1.0 Vol 24% \| MDD -21.9% Months 26M (10%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
MACD only	CAGR 7.1% \| Win 62% Sharpe 0.46 \| Sortino 0.59 \| Calmar 0.1 Vol 19% \| MDD -48.7% Months 190M (76%)	CAGR 13.1% \| Win 68% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.5 Vol 20% \| MDD -27.0% Months 60M (24%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 62% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 15% \| MDD -34.5% Months 168M (67%)	CAGR 15.6% \| Win 78% Sharpe 0.86 \| Sortino 4.05 \| Calmar 1.0 Vol 19% \| MDD -15.6% Months 9M (4%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR 7.1% \| Win 63% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.3 Vol 17% \| MDD -24.6% Months 41M (16%)	CAGR 29.1% \| Win 66% Sharpe 0.94 \| Sortino 1.28 \| Calmar 0.8 Vol 33% \| MDD -38.7% Months 32M (13%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
RSI only	CAGR 5.3% \| Win 63% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 16% \| MDD -33.2% Months 209M (84%)	CAGR 26.0% \| Win 68% Sharpe 0.92 \| Sortino 1.25 \| Calmar 0.7 Vol 30% \| MDD -38.7% Months 41M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 64% Sharpe 0.45 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -25.5% Months 115M (46%)	CAGR 4.7% \| Win 63% Sharpe 0.37 \| Sortino 0.44 \| Calmar 0.2 Vol 16% \| MDD -25.5% Months 62M (25%)	CAGR 5.4% \| Win 63% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 15% \| MDD -30.1% Months 177M (71%)
MRmean neg	CAGR -12.5% \| Win 50% Sharpe -0.27 \| Sortino -0.55 \| Calmar -0.5 Vol 32% \| MDD -27.1% Months 8M (3%)	CAGR 20.4% \| Win 66% Sharpe 0.89 \| Sortino 1.16 \| Calmar 0.5 Vol 25% \| MDD -38.7% Months 65M (26%)	CAGR 16.2% \| Win 64% Sharpe 0.72 \| Sortino 1.00 \| Calmar 0.4 Vol 25% \| MDD -38.7% Months 73M (29%)
MACDhist only	CAGR 4.5% \| Win 63% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 17% \| MDD -32.1% Months 123M (49%)	CAGR 12.5% \| Win 65% Sharpe 0.67 \| Sortino 0.86 \| Calmar 0.2 Vol 21% \| MDD -50.3% Months 127M (51%)