PICB - Invesco International Corporate Bond ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

46.4%

Best CAGR

Total Months

4.7%

Avg CAGR

PICB 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 PICB

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	RSmean	neg-neg	4	2.1	46.4	75.0	3.6	0.0	326.4	10.9	-0.1
pair	RSmean	RSI	neg-neg	4	2.1	46.4	75.0	3.6	0.0	326.4	10.9	-0.1
pair	SLmean	RSIhist	neg-pos	9	4.6	34.7	100.0	7.9	0.0	0.0	3.8	0.0
pair	RSIhist	SLmean	neg-pos	9	4.6	34.7	100.0	7.9	0.0	0.0	3.8	0.0
pair	RSIhist	RSmean	neg-pos	3	1.5	27.7	66.7	2.4	0.0	59.4	10.3	-0.5
pair	RSmean	RSIhist	neg-pos	3	1.5	27.7	66.7	2.4	0.0	59.4	10.3	-0.5
pair	MACDhist	LWTI	pos-neg	4	2.1	27.6	100.0	5.8	0.0	0.0	4.2	0.0
pair	LWTI	MACDhist	pos-neg	4	2.1	27.6	100.0	5.8	0.0	0.0	4.2	0.0
pair	RSmean	SLmean	pos-neg	8	4.1	27.0	75.0	3.1	7.6	12.1	7.8	-2.2
pair	SLmean	RSmean	pos-neg	8	4.1	27.0	75.0	3.1	7.6	12.1	7.8	-2.2
pair	RSmean	MRmean	pos-neg	7	3.6	26.0	71.4	2.8	7.3	11.6	8.5	-2.2
pair	MRmean	RSmean	pos-neg	7	3.6	26.0	71.4	2.8	7.3	11.6	8.5	-2.2
pair	MACD	RSmean	neg-pos	4	2.1	24.8	75.0	2.6	0.0	13.9	8.8	-1.8
pair	RSmean	MACD	neg-pos	4	2.1	24.8	75.0	2.6	0.0	13.9	8.8	-1.8
pair	RSmean	MACDhist	neg-neg	19	9.8	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	MACDhist	RSmean	neg-neg	19	9.8	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	RSmean	LWTI	neg-pos	22	11.3	21.1	68.2	1.9	2.3	3.0	10.2	-7.1
pair	LWTI	RSmean	neg-pos	22	11.3	21.1	68.2	1.9	2.3	3.0	10.2	-7.1
single	RSmean	RSmean	neg-neg	23	11.9	20.9	69.6	2.0	2.3	2.9	10.0	-7.1
pair	MACD	RSmean	neg-neg	19	9.8	20.1	68.4	1.8	2.0	2.8	10.5	-7.1
pair	RSmean	MACD	neg-neg	19	9.8	20.1	68.4	1.8	2.0	2.8	10.5	-7.1
pair	RSmean	RSIhist	neg-neg	20	10.3	19.9	70.0	1.8	2.0	2.8	10.2	-7.1
pair	RSIhist	RSmean	neg-neg	20	10.3	19.9	70.0	1.8	2.0	2.8	10.2	-7.1
pair	RSmean	MRmean	neg-neg	16	8.2	18.8	68.8	1.7	1.7	2.6	10.8	-7.1
pair	MRmean	RSmean	neg-neg	16	8.2	18.8	68.8	1.7	1.7	2.6	10.8	-7.1
pair	LWTI	RSmean	neg-neg	1	0.5	17.8	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	neg-neg	15	7.7	17.8	66.7	1.5	1.6	2.5	11.2	-7.1
pair	RSmean	LWTI	neg-neg	1	0.5	17.8	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	neg-neg	15	7.7	17.8	66.7	1.5	1.6	2.5	11.2	-7.1
pair	RSmean	RSI	neg-pos	19	9.8	16.2	68.4	1.6	1.7	2.3	9.7	-7.1
pair	RSI	RSmean	neg-pos	19	9.8	16.2	68.4	1.6	1.7	2.3	9.7	-7.1
pair	RSI	LWTI	neg-pos	27	13.9	15.7	66.7	1.7	3.1	2.9	9.0	-5.5
pair	LWTI	RSI	neg-pos	27	13.9	15.7	66.7	1.7	3.1	2.9	9.0	-5.5
pair	MRmean	RSIhist	neg-pos	8	4.1	14.8	75.0	1.4	1.7	3.3	9.9	-4.4
pair	RSIhist	MRmean	neg-pos	8	4.1	14.8	75.0	1.4	1.7	3.3	9.9	-4.4
pair	MACDhist	RSmean	neg-pos	4	2.1	13.8	50.0	1.2	4.2	6.2	10.8	-2.2
pair	RSmean	MACDhist	neg-pos	4	2.1	13.8	50.0	1.2	4.2	6.2	10.8	-2.2
pair	MACDhist	RSI	neg-pos	15	7.7	13.7	66.7	1.4	2.7	2.5	9.4	-5.5
pair	RSI	MACDhist	neg-pos	15	7.7	13.7	66.7	1.4	2.7	2.5	9.4	-5.5
pair	RSI	LWTI	pos-neg	10	5.2	12.7	70.0	2.0	3.8	6.9	6.1	-1.8
pair	LWTI	RSI	pos-neg	10	5.2	12.7	70.0	2.0	3.8	6.9	6.1	-1.8
pair	MACDhist	MRmean	neg-pos	10	5.2	11.3	70.0	1.2	2.4	2.9	9.4	-3.9
pair	MRmean	MACDhist	neg-pos	10	5.2	11.3	70.0	1.2	2.4	2.9	9.4	-3.9
pair	RSI	RSIhist	neg-pos	17	8.8	10.7	64.7	1.1	2.1	2.0	9.9	-5.4
pair	RSIhist	RSI	neg-pos	17	8.8	10.7	64.7	1.1	2.1	2.0	9.9	-5.4
pair	SLmean	MACD	neg-neg	47	24.2	9.7	63.8	0.8	0.9	0.4	13.0	-23.5
pair	MACD	SLmean	neg-neg	47	24.2	9.7	63.8	0.8	0.9	0.4	13.0	-23.5
pair	MRmean	LWTI	neg-pos	50	25.8	9.3	60.0	1.0	1.4	1.2	9.7	-7.6
pair	LWTI	MRmean	neg-pos	50	25.8	9.3	60.0	1.0	1.4	1.2	9.7	-7.6
pair	MRmean	LWTI	pos-neg	11	5.7	9.0	63.6	1.3	2.2	3.2	7.1	-2.8
pair	LWTI	MRmean	pos-neg	11	5.7	9.0	63.6	1.3	2.2	3.2	7.1	-2.8
pair	LWTI	MACDhist	neg-pos	61	31.4	7.8	62.3	0.8	1.0	0.9	10.0	-9.1
pair	MACDhist	LWTI	neg-pos	61	31.4	7.8	62.3	0.8	1.0	0.9	10.0	-9.1
pair	SLmean	LWTI	neg-pos	63	32.5	7.4	61.9	0.8	1.0	0.6	9.9	-11.7
pair	LWTI	SLmean	neg-pos	63	32.5	7.4	61.9	0.8	1.0	0.6	9.9	-11.7
pair	RSIhist	LWTI	pos-neg	16	8.2	7.0	62.5	0.8	1.3	1.6	8.4	-4.4
pair	LWTI	RSIhist	pos-neg	16	8.2	7.0	62.5	0.8	1.3	1.6	8.4	-4.4
pair	MACDhist	MACD	neg-pos	25	12.9	6.5	56.0	0.7	1.2	0.7	9.8	-9.4
pair	MACD	MRmean	neg-neg	50	25.8	6.5	62.0	0.5	0.7	0.3	13.2	-23.5
pair	MRmean	MACD	neg-neg	50	25.8	6.5	62.0	0.5	0.7	0.3	13.2	-23.5
pair	MACD	MACDhist	neg-pos	25	12.9	6.5	56.0	0.7	1.2	0.7	9.8	-9.4
pair	RSI	MRmean	pos-neg	11	5.7	6.4	54.5	0.7	1.4	1.1	9.3	-6.1
pair	MRmean	RSI	pos-neg	11	5.7	6.4	54.5	0.7	1.4	1.1	9.3	-6.1
pair	MACD	LWTI	neg-pos	51	26.3	6.2	60.8	0.6	0.8	0.7	11.1	-9.4
pair	LWTI	MACD	neg-pos	51	26.3	6.2	60.8	0.6	0.8	0.7	11.1	-9.4
pair	MACDhist	RSI	pos-neg	55	28.4	5.3	60.0	0.6	0.7	0.6	9.8	-9.1
pair	RSI	MACDhist	pos-neg	55	28.4	5.3	60.0	0.6	0.7	0.6	9.8	-9.1
pair	RSI	SLmean	neg-neg	48	24.7	5.2	58.3	0.5	0.6	0.2	12.4	-27.5
pair	SLmean	RSI	neg-neg	48	24.7	5.2	58.3	0.5	0.6	0.2	12.4	-27.5
pair	SLmean	MRmean	pos-neg	19	9.8	5.0	73.7	0.5	0.5	0.6	11.0	-8.6
pair	MRmean	SLmean	pos-neg	19	9.8	5.0	73.7	0.5	0.5	0.6	11.0	-8.6
pair	RSI	MACD	neg-neg	45	23.2	4.6	57.8	0.4	0.6	0.2	12.9	-23.5
pair	MACD	RSI	neg-neg	45	23.2	4.6	57.8	0.4	0.6	0.2	12.9	-23.5
pair	RSI	MRmean	neg-pos	33	17.0	4.5	54.5	0.5	0.7	0.4	9.8	-12.2
pair	MRmean	RSI	neg-pos	33	17.0	4.5	54.5	0.5	0.7	0.4	9.8	-12.2
single	SLmean	SLmean	neg-neg	92	47.4	4.3	58.7	0.4	0.6	0.1	11.4	-32.8
pair	MACDhist	SLmean	neg-neg	66	34.0	4.3	54.5	0.4	0.6	0.1	11.8	-31.0
pair	SLmean	MACDhist	neg-neg	66	34.0	4.3	54.5	0.4	0.6	0.1	11.8	-31.0
pair	MACDhist	SLmean	neg-pos	26	13.4	4.3	69.2	0.5	0.5	0.4	10.5	-11.0
pair	SLmean	MACDhist	neg-pos	26	13.4	4.3	69.2	0.5	0.5	0.4	10.5	-11.0
pair	MACDhist	MRmean	pos-neg	28	14.4	4.3	64.3	0.5	0.6	0.4	9.5	-10.5
pair	MRmean	MACDhist	pos-neg	28	14.4	4.3	64.3	0.5	0.6	0.4	9.5	-10.5
pair	SLmean	MRmean	neg-neg	73	37.6	4.2	54.8	0.4	0.6	0.1	11.5	-32.8
pair	MRmean	SLmean	neg-neg	73	37.6	4.2	54.8	0.4	0.6	0.1	11.5	-32.8
pair	RSIhist	MACDhist	neg-pos	22	11.3	4.1	59.1	0.5	0.7	0.9	9.6	-4.4
pair	MACDhist	RSIhist	neg-pos	22	11.3	4.1	59.1	0.5	0.7	0.9	9.6	-4.4
pair	RSIhist	MACD	pos-pos	58	29.9	3.7	56.9	0.5	0.9	0.4	7.4	-8.7
pair	MACD	RSIhist	pos-pos	58	29.9	3.7	56.9	0.5	0.9	0.4	7.4	-8.7
pair	RSIhist	MACD	neg-neg	50	25.8	3.7	60.0	0.3	0.4	0.2	13.4	-23.5
pair	MACD	RSIhist	neg-neg	50	25.8	3.7	60.0	0.3	0.4	0.2	13.4	-23.5
pair	MACD	MACDhist	pos-neg	42	21.6	3.7	50.0	0.5	0.9	0.3	8.1	-10.8
pair	MACDhist	MACD	pos-neg	42	21.6	3.7	50.0	0.5	0.9	0.3	8.1	-10.8
pair	RSI	SLmean	neg-pos	44	22.7	3.5	59.1	0.4	0.5	0.2	10.3	-16.8
pair	SLmean	RSI	neg-pos	44	22.7	3.5	59.1	0.4	0.5	0.2	10.3	-16.8
single	MACD	MACD	neg-neg	83	42.8	3.4	59.0	0.3	0.5	0.1	12.0	-23.5
single	RSIhist	RSIhist	pos-pos	91	46.9	3.4	57.1	0.4	0.7	0.5	8.3	-6.7
single	MRmean	MRmean	neg-neg	82	42.3	3.3	54.9	0.3	0.5	0.1	11.4	-32.8
pair	RSIhist	LWTI	neg-pos	76	39.2	3.2	57.9	0.4	0.5	0.2	10.2	-20.0
pair	LWTI	RSIhist	neg-pos	76	39.2	3.2	57.9	0.4	0.5	0.2	10.2	-20.0
pair	MACDhist	RSIhist	pos-pos	69	35.6	3.2	56.5	0.4	0.7	0.5	8.0	-6.7
pair	RSIhist	MACDhist	pos-pos	69	35.6	3.2	56.5	0.4	0.7	0.5	8.0	-6.7
single	RSI	RSI	neg-neg	60	30.9	3.1	55.0	0.3	0.5	0.1	11.9	-27.5
pair	MACD	RSIhist	neg-pos	33	17.0	2.9	57.6	0.3	0.6	0.4	9.8	-6.7
single	LWTI	LWTI	pos-pos	151	77.8	2.9	57.0	0.4	0.5	0.1	9.3	-20.9
pair	RSIhist	MACD	neg-pos	33	17.0	2.9	57.6	0.3	0.6	0.4	9.8	-6.7
single	MACDhist	MACDhist	neg-neg	100	51.5	2.8	56.0	0.3	0.4	0.1	11.1	-31.0
pair	RSIhist	RSmean	pos-pos	88	45.4	2.7	56.8	0.4	0.6	0.2	8.3	-11.4
pair	RSmean	RSIhist	pos-pos	88	45.4	2.7	56.8	0.4	0.6	0.2	8.3	-11.4
pair	RSIhist	LWTI	pos-pos	75	38.7	2.7	56.0	0.3	0.6	0.3	8.4	-7.9
pair	LWTI	RSIhist	pos-pos	75	38.7	2.7	56.0	0.3	0.6	0.3	8.4	-7.9
pair	RSI	MRmean	neg-neg	49	25.3	2.4	55.1	0.2	0.4	0.1	12.5	-27.5
pair	MRmean	RSI	neg-neg	49	25.3	2.4	55.1	0.2	0.4	0.1	12.5	-27.5
pair	MRmean	RSIhist	pos-pos	83	42.8	2.4	55.4	0.3	0.5	0.3	8.2	-9.2
pair	RSIhist	MRmean	pos-pos	83	42.8	2.4	55.4	0.3	0.5	0.3	8.2	-9.2
pair	MACDhist	RSIhist	neg-neg	78	40.2	2.4	55.1	0.3	0.3	0.1	11.6	-31.0
pair	RSIhist	MACDhist	neg-neg	78	40.2	2.4	55.1	0.3	0.3	0.1	11.6	-31.0
pair	MACDhist	MRmean	neg-neg	72	37.1	2.2	52.8	0.2	0.3	0.1	11.7	-31.0
pair	MRmean	MACDhist	neg-neg	72	37.1	2.2	52.8	0.2	0.3	0.1	11.7	-31.0
pair	MRmean	RSIhist	neg-neg	74	38.1	2.1	52.7	0.2	0.3	0.1	11.6	-32.8
pair	RSIhist	MRmean	neg-neg	74	38.1	2.1	52.7	0.2	0.3	0.1	11.6	-32.8
pair	MACD	MACDhist	neg-neg	58	29.9	2.1	60.3	0.2	0.3	0.1	12.9	-23.5
pair	MACDhist	MACD	neg-neg	58	29.9	2.1	60.3	0.2	0.3	0.1	12.9	-23.5
pair	RSI	MACD	neg-pos	38	19.6	2.0	60.5	0.2	0.3	0.2	11.1	-9.5
pair	MACD	RSI	neg-pos	38	19.6	2.0	60.5	0.2	0.3	0.2	11.1	-9.5
pair	SLmean	RSmean	neg-pos	77	39.7	1.9	57.1	0.2	0.3	0.1	11.4	-32.8
pair	RSmean	SLmean	neg-pos	77	39.7	1.9	57.1	0.2	0.3	0.1	11.4	-32.8
pair		benchmark___benchmark_	benchmark-benchmark	194	100.0	1.8	55.7	0.2	0.3	0.1	10.0	-34.9
pair	benchmark___benchmark_		benchmark-benchmark	194	100.0	1.8	55.7	0.2	0.3	0.1	10.0	-34.9
pair	RSIhist	RSI	pos-pos	74	38.1	1.8	55.4	0.3	0.4	0.2	7.9	-10.9
pair	RSI	RSIhist	pos-pos	74	38.1	1.8	55.4	0.3	0.4	0.2	7.9	-10.9
pair	MACD	SLmean	pos-pos	66	34.0	1.8	53.0	0.3	0.5	0.2	7.5	-10.3
pair	SLmean	MACD	pos-pos	66	34.0	1.8	53.0	0.3	0.5	0.2	7.5	-10.3
pair	MRmean	MACD	pos-pos	79	40.7	1.6	57.0	0.2	0.3	0.1	8.4	-10.6
pair	MACD	MRmean	pos-pos	79	40.7	1.6	57.0	0.2	0.3	0.1	8.4	-10.6
pair	SLmean	RSIhist	neg-neg	83	42.8	1.5	54.2	0.2	0.2	0.0	11.6	-34.6
pair	RSIhist	SLmean	neg-neg	83	42.8	1.5	54.2	0.2	0.2	0.0	11.6	-34.6
pair	LWTI	MACD	pos-pos	100	51.5	1.3	55.0	0.2	0.3	0.1	8.3	-20.2
pair	MACD	LWTI	pos-pos	100	51.5	1.3	55.0	0.2	0.3	0.1	8.3	-20.2
single	RSI	RSI	pos-pos	134	69.1	1.2	56.0	0.2	0.2	0.1	9.1	-19.2
pair	RSI	MACD	pos-pos	96	49.5	0.9	54.2	0.1	0.2	0.1	8.2	-18.1
pair	MACD	RSI	pos-pos	96	49.5	0.9	54.2	0.1	0.2	0.1	8.2	-18.1
single	MACDhist	MACDhist	pos-pos	94	48.5	0.8	55.3	0.1	0.2	0.1	8.7	-15.8
single	MRmean	MRmean	pos-pos	112	57.7	0.8	56.2	0.1	0.2	0.1	8.8	-10.6
single	MACD	MACD	pos-pos	111	57.2	0.7	53.2	0.1	0.2	0.0	8.2	-21.0
pair	RSIhist	RSI	pos-neg	60	30.9	0.6	56.7	0.1	0.1	0.0	10.3	-21.0
pair	RSI	RSIhist	pos-neg	60	30.9	0.6	56.7	0.1	0.1	0.0	10.3	-21.0
pair	RSmean	RSI	pos-neg	56	28.9	0.6	53.6	0.1	0.1	0.0	11.7	-27.5
pair	RSI	RSmean	pos-neg	56	28.9	0.6	53.6	0.1	0.1	0.0	11.7	-27.5
pair	SLmean	RSIhist	pos-pos	82	42.3	0.5	52.4	0.1	0.1	0.0	8.3	-14.2
pair	RSIhist	SLmean	pos-pos	82	42.3	0.5	52.4	0.1	0.1	0.0	8.3	-14.2
single	RSIhist	RSIhist	neg-neg	103	53.1	0.4	54.4	0.1	0.1	0.0	11.3	-37.0
pair	LWTI	RSI	pos-pos	124	63.9	0.4	54.8	0.1	0.1	0.0	9.2	-26.3
pair	RSI	LWTI	pos-pos	124	63.9	0.4	54.8	0.1	0.1	0.0	9.2	-26.3
pair	MACDhist	RSmean	pos-pos	90	46.4	0.3	55.6	0.1	0.1	0.0	8.6	-17.0
pair	RSmean	MACDhist	pos-pos	90	46.4	0.3	55.6	0.1	0.1	0.0	8.6	-17.0
pair	RSIhist	RSI	neg-neg	43	22.2	0.3	51.2	0.1	0.1	0.0	12.7	-27.5
pair	RSI	RSIhist	neg-neg	43	22.2	0.3	51.2	0.1	0.1	0.0	12.7	-27.5
pair	MRmean	RSI	pos-pos	101	52.1	0.2	56.4	0.1	0.1	0.0	8.8	-12.0
pair	RSI	SLmean	pos-pos	90	46.4	0.2	54.4	0.1	0.1	0.0	8.4	-13.6
pair	SLmean	RSI	pos-pos	90	46.4	0.2	54.4	0.1	0.1	0.0	8.4	-13.6
pair	RSI	MRmean	pos-pos	101	52.1	0.2	56.4	0.1	0.1	0.0	8.8	-12.0
pair	RSmean	LWTI	pos-pos	129	66.5	0.1	55.0	0.1	0.1	0.0	8.9	-20.8
pair	LWTI	RSmean	pos-pos	129	66.5	0.1	55.0	0.1	0.1	0.0	8.9	-20.8
pair	SLmean	LWTI	pos-pos	88	45.4	-0.1	53.4	0.0	0.0	-0.0	8.8	-13.9
pair	RSmean	MACD	pos-pos	107	55.2	-0.1	52.3	0.0	0.0	-0.0	8.1	-22.6
pair	MACD	RSmean	pos-pos	107	55.2	-0.1	52.3	0.0	0.0	-0.0	8.1	-22.6
pair	LWTI	SLmean	pos-pos	88	45.4	-0.1	53.4	0.0	0.0	-0.0	8.8	-13.9
pair	SLmean	MRmean	pos-pos	93	47.9	-0.1	52.7	0.0	0.1	-0.0	8.4	-14.0
pair	MRmean	LWTI	pos-pos	101	52.1	-0.1	55.4	0.0	0.1	-0.0	9.0	-15.9
pair	LWTI	MRmean	pos-pos	101	52.1	-0.1	55.4	0.0	0.1	-0.0	9.0	-15.9
pair	MRmean	SLmean	pos-pos	93	47.9	-0.1	52.7	0.0	0.1	-0.0	8.4	-14.0
pair	SLmean	MACDhist	pos-neg	34	17.5	-0.2	58.8	0.0	0.0	-0.0	9.8	-13.6
pair	MRmean	RSmean	neg-pos	66	34.0	-0.2	51.5	0.0	0.1	-0.0	11.5	-32.8
pair	RSmean	MRmean	neg-pos	66	34.0	-0.2	51.5	0.0	0.1	-0.0	11.5	-32.8
pair	MACDhist	SLmean	pos-neg	34	17.5	-0.2	58.8	0.0	0.0	-0.0	9.8	-13.6
pair	LWTI	MACDhist	pos-pos	90	46.4	-0.2	53.3	0.0	0.0	-0.0	8.7	-22.4
pair	MACDhist	LWTI	pos-pos	90	46.4	-0.2	53.3	0.0	0.0	-0.0	8.7	-22.4
pair	RSI	MACDhist	neg-neg	45	23.2	-0.2	51.1	0.1	0.1	-0.0	12.6	-27.5
pair	MACDhist	RSI	neg-neg	45	23.2	-0.2	51.1	0.1	0.1	-0.0	12.6	-27.5
single	SLmean	SLmean	pos-pos	102	52.6	-0.4	52.9	-0.0	-0.0	-0.0	8.6	-15.7
pair	MACDhist	MRmean	pos-pos	84	43.3	-0.4	53.6	0.0	0.0	-0.0	8.6	-13.7
pair	MRmean	MACDhist	pos-pos	84	43.3	-0.4	53.6	0.0	0.0	-0.0	8.6	-13.7
pair	MACDhist	SLmean	pos-pos	68	35.1	-0.5	50.0	-0.0	-0.0	-0.1	8.0	-10.7
pair	SLmean	MACDhist	pos-pos	68	35.1	-0.5	50.0	-0.0	-0.0	-0.1	8.0	-10.7
single	RSmean	RSmean	pos-pos	171	88.1	-0.5	53.8	-0.0	-0.0	-0.0	9.8	-34.9
pair	MRmean	RSmean	pos-pos	105	54.1	-0.7	55.2	-0.0	-0.1	-0.1	8.7	-15.0
pair	RSmean	MRmean	pos-pos	105	54.1	-0.7	55.2	-0.0	-0.1	-0.1	8.7	-15.0
pair	MACD	SLmean	neg-pos	45	23.2	-0.9	53.3	-0.1	-0.1	-0.1	9.3	-17.8
pair	SLmean	MACD	neg-pos	45	23.2	-0.9	53.3	-0.1	-0.1	-0.1	9.3	-17.8
pair	RSI	RSmean	pos-pos	115	59.3	-1.0	53.9	-0.1	-0.1	-0.1	8.8	-21.6
pair	RSmean	RSI	pos-pos	115	59.3	-1.0	53.9	-0.1	-0.1	-0.1	8.8	-21.6
pair	RSI	MACD	pos-neg	15	7.7	-1.0	46.7	-0.1	-0.2	-0.2	8.7	-5.6
pair	LWTI	MACD	neg-neg	32	16.5	-1.0	56.2	-0.0	-0.0	-0.0	13.5	-23.5
pair	MACD	LWTI	neg-neg	32	16.5	-1.0	56.2	-0.0	-0.0	-0.0	13.5	-23.5
pair	MACD	RSI	pos-neg	15	7.7	-1.0	46.7	-0.1	-0.2	-0.2	8.7	-5.6
pair	MRmean	MACD	pos-neg	33	17.0	-1.1	54.5	-0.1	-0.1	-0.1	9.9	-12.6
pair	RSmean	MACD	pos-neg	64	33.0	-1.1	56.2	-0.0	-0.0	-0.1	12.2	-23.6
pair	MACD	RSmean	pos-neg	64	33.0	-1.1	56.2	-0.0	-0.0	-0.1	12.2	-23.6
pair	MACD	MRmean	pos-neg	33	17.0	-1.1	54.5	-0.1	-0.1	-0.1	9.9	-12.6
pair	MACDhist	MACD	pos-pos	69	35.6	-1.2	55.1	-0.1	-0.1	-0.1	8.3	-20.4
pair	MACD	MACDhist	pos-pos	69	35.6	-1.2	55.1	-0.1	-0.1	-0.1	8.3	-20.4
pair	MACDhist	RSmean	pos-neg	81	41.8	-1.4	51.9	-0.1	-0.1	-0.0	11.1	-31.0
pair	RSmean	MACDhist	pos-neg	81	41.8	-1.4	51.9	-0.1	-0.1	-0.0	11.1	-31.0
pair	RSI	MACDhist	pos-pos	79	40.7	-1.5	53.2	-0.1	-0.2	-0.1	8.5	-21.3
pair	MACD	MRmean	neg-pos	32	16.5	-1.5	43.8	-0.2	-0.3	-0.1	7.8	-15.5
pair	MRmean	MACD	neg-pos	32	16.5	-1.5	43.8	-0.2	-0.3	-0.1	7.8	-15.5
pair	MACDhist	RSI	pos-pos	79	40.7	-1.5	53.2	-0.1	-0.2	-0.1	8.5	-21.3
pair	SLmean	LWTI	pos-neg	14	7.2	-2.0	50.0	-0.2	-0.3	-0.2	7.6	-7.8
pair	LWTI	SLmean	pos-neg	14	7.2	-2.0	50.0	-0.2	-0.3	-0.2	7.6	-7.8
single	LWTI	LWTI	neg-neg	43	22.2	-2.0	51.2	-0.1	-0.1	-0.1	12.2	-27.5
pair	SLmean	LWTI	neg-neg	29	14.9	-2.1	51.7	-0.1	-0.1	-0.1	14.1	-27.5
pair	LWTI	SLmean	neg-neg	29	14.9	-2.1	51.7	-0.1	-0.1	-0.1	14.1	-27.5
pair	LWTI	RSmean	pos-neg	42	21.6	-2.4	50.0	-0.1	-0.2	-0.1	12.4	-27.5
pair	RSmean	LWTI	pos-neg	42	21.6	-2.4	50.0	-0.1	-0.2	-0.1	12.4	-27.5
pair	RSmean	SLmean	pos-pos	94	48.5	-2.4	51.1	-0.2	-0.4	-0.1	8.4	-24.1
pair	SLmean	RSmean	pos-pos	94	48.5	-2.4	51.1	-0.2	-0.4	-0.1	8.4	-24.1
pair	RSIhist	MACD	pos-neg	53	27.3	-2.5	49.1	-0.2	-0.3	-0.1	9.0	-23.5
pair	MACD	RSIhist	pos-neg	53	27.3	-2.5	49.1	-0.2	-0.3	-0.1	9.0	-23.5
pair	RSIhist	MRmean	pos-neg	29	14.9	-3.6	58.6	-0.3	-0.4	-0.3	10.5	-11.1
pair	MRmean	RSIhist	pos-neg	29	14.9	-3.6	58.6	-0.3	-0.4	-0.3	10.5	-11.1
pair	SLmean	MRmean	neg-pos	9	4.6	-3.8	55.6	-0.3	-0.5	-0.7	11.1	-5.4
pair	MRmean	SLmean	neg-pos	9	4.6	-3.8	55.6	-0.3	-0.5	-0.7	11.1	-5.4
pair	RSmean	RSIhist	pos-neg	83	42.8	-3.8	50.6	-0.3	-0.4	-0.1	11.3	-39.0
pair	RSIhist	RSmean	pos-neg	83	42.8	-3.8	50.6	-0.3	-0.4	-0.1	11.3	-39.0
pair	RSIhist	SLmean	pos-neg	20	10.3	-3.8	55.0	-0.3	-0.5	-0.3	9.9	-13.6
pair	SLmean	RSIhist	pos-neg	20	10.3	-3.8	55.0	-0.3	-0.5	-0.3	9.9	-13.6
pair	SLmean	MACD	pos-neg	36	18.6	-4.3	52.8	-0.4	-0.5	-0.2	10.4	-17.7
pair	MACD	SLmean	pos-neg	36	18.6	-4.3	52.8	-0.4	-0.5	-0.2	10.4	-17.7
pair	RSI	SLmean	pos-neg	12	6.2	-4.6	41.7	-0.4	-0.9	-0.5	9.9	-9.8
pair	SLmean	RSI	pos-neg	12	6.2	-4.6	41.7	-0.4	-0.9	-0.5	9.9	-9.8
pair	MACDhist	LWTI	neg-neg	39	20.1	-4.6	46.2	-0.3	-0.5	-0.2	12.6	-27.5
pair	LWTI	MACDhist	neg-neg	39	20.1	-4.6	46.2	-0.3	-0.5	-0.2	12.6	-27.5
pair	MACD	LWTI	pos-neg	11	5.7	-5.0	36.4	-0.6	-1.2	-0.9	8.0	-5.3
pair	LWTI	MACD	pos-neg	11	5.7	-5.0	36.4	-0.6	-1.2	-0.9	8.0	-5.3
pair	MACDhist	RSIhist	pos-neg	25	12.9	-5.4	52.0	-0.5	-0.7	-0.3	10.4	-20.8
pair	RSIhist	MACDhist	pos-neg	25	12.9	-5.4	52.0	-0.5	-0.7	-0.3	10.4	-20.8
pair	MRmean	LWTI	neg-neg	32	16.5	-5.6	46.9	-0.4	-0.5	-0.2	13.5	-27.5
pair	LWTI	MRmean	neg-neg	32	16.5	-5.6	46.9	-0.4	-0.5	-0.2	13.5	-27.5
pair	RSI	LWTI	neg-neg	33	17.0	-6.1	45.5	-0.4	-0.6	-0.2	13.4	-27.5
pair	LWTI	RSI	neg-neg	33	17.0	-6.1	45.5	-0.4	-0.6	-0.2	13.4	-27.5
pair	LWTI	RSIhist	neg-neg	27	13.9	-7.0	44.4	-0.5	-0.7	-0.2	14.0	-27.5
pair	RSIhist	LWTI	neg-neg	27	13.9	-7.0	44.4	-0.5	-0.7	-0.2	14.0	-27.5

All Contingency Tables for PICB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -0.1% \| Win 53% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 8% \| MDD -14.0% Months 93M (48%)	CAGR 5.0% \| Win 74% Sharpe 0.50 \| Sortino 0.52 \| Calmar 0.6 Vol 11% \| MDD -8.6% Months 19M (10%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -3.8% \| Win 56% Sharpe -0.30 \| Sortino -0.46 \| Calmar -0.7 Vol 11% \| MDD -5.4% Months 9M (5%)	CAGR 4.2% \| Win 55% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 73M (38%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
SLmean only	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.7% \| Win 55% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -15.0% Months 105M (54%)	CAGR 26.0% \| Win 71% Sharpe 2.77 \| Sortino 7.33 \| Calmar 11.6 Vol 8% \| MDD -2.2% Months 7M (4%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -0.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 12% \| MDD -32.8% Months 66M (34%)	CAGR 18.8% \| Win 69% Sharpe 1.66 \| Sortino 1.73 \| Calmar 2.6 Vol 11% \| MDD -7.1% Months 16M (8%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 57% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.1 Vol 8% \| MDD -10.6% Months 79M (41%)	CAGR -1.1% \| Win 55% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 10% \| MDD -12.6% Months 33M (17%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -1.5% \| Win 44% Sharpe -0.16 \| Sortino -0.28 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 32M (16%)	CAGR 6.5% \| Win 62% Sharpe 0.54 \| Sortino 0.70 \| Calmar 0.3 Vol 13% \| MDD -23.5% Months 50M (26%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
MACD only	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.2% \| Win 56% Sharpe 0.07 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -12.0% Months 101M (52%)	CAGR 6.4% \| Win 55% Sharpe 0.71 \| Sortino 1.36 \| Calmar 1.1 Vol 9% \| MDD -6.1% Months 11M (6%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 4.5% \| Win 55% Sharpe 0.50 \| Sortino 0.66 \| Calmar 0.4 Vol 10% \| MDD -12.2% Months 33M (17%)	CAGR 2.4% \| Win 55% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 49M (25%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
RSI only	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.4% \| Win 54% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 9% \| MDD -13.7% Months 84M (43%)	CAGR 4.3% \| Win 64% Sharpe 0.49 \| Sortino 0.57 \| Calmar 0.4 Vol 10% \| MDD -10.5% Months 28M (14%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 11.3% \| Win 70% Sharpe 1.18 \| Sortino 2.38 \| Calmar 2.9 Vol 9% \| MDD -3.9% Months 10M (5%)	CAGR 2.2% \| Win 53% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 72M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 55% Sharpe 0.33 \| Sortino 0.53 \| Calmar 0.3 Vol 8% \| MDD -9.2% Months 83M (43%)	CAGR -3.6% \| Win 59% Sharpe -0.30 \| Sortino -0.36 \| Calmar -0.3 Vol 10% \| MDD -11.1% Months 29M (15%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 14.8% \| Win 75% Sharpe 1.45 \| Sortino 1.70 \| Calmar 3.3 Vol 10% \| MDD -4.4% Months 8M (4%)	CAGR 2.1% \| Win 53% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 74M (38%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -0.1% \| Win 55% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 9% \| MDD -15.9% Months 101M (52%)	CAGR 9.0% \| Win 64% Sharpe 1.26 \| Sortino 2.19 \| Calmar 3.2 Vol 7% \| MDD -2.8% Months 11M (6%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 9.3% \| Win 60% Sharpe 0.97 \| Sortino 1.37 \| Calmar 1.2 Vol 10% \| MDD -7.6% Months 50M (26%)	CAGR -5.6% \| Win 47% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.2 Vol 14% \| MDD -27.5% Months 32M (16%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -2.4% \| Win 51% Sharpe -0.25 \| Sortino -0.36 \| Calmar -0.1 Vol 8% \| MDD -24.1% Months 94M (48%)	CAGR 27.0% \| Win 75% Sharpe 3.12 \| Sortino 7.57 \| Calmar 12.1 Vol 8% \| MDD -2.2% Months 8M (4%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR 1.9% \| Win 57% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 77M (40%)	CAGR 17.8% \| Win 67% Sharpe 1.53 \| Sortino 1.65 \| Calmar 2.5 Vol 11% \| MDD -7.1% Months 15M (8%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.8% \| Win 53% Sharpe 0.27 \| Sortino 0.49 \| Calmar 0.2 Vol 8% \| MDD -10.3% Months 66M (34%)	CAGR -4.3% \| Win 53% Sharpe -0.37 \| Sortino -0.53 \| Calmar -0.2 Vol 10% \| MDD -17.7% Months 36M (19%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR -0.9% \| Win 53% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 9% \| MDD -17.8% Months 45M (23%)	CAGR 9.7% \| Win 64% Sharpe 0.78 \| Sortino 0.95 \| Calmar 0.4 Vol 13% \| MDD -23.5% Months 47M (24%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
MACD only	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 0.2% \| Win 54% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 8% \| MDD -13.6% Months 90M (46%)	CAGR -4.6% \| Win 42% Sharpe -0.43 \| Sortino -0.93 \| Calmar -0.5 Vol 10% \| MDD -9.8% Months 12M (6%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR 3.5% \| Win 59% Sharpe 0.38 \| Sortino 0.47 \| Calmar 0.2 Vol 10% \| MDD -16.8% Months 44M (23%)	CAGR 5.2% \| Win 58% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.2 Vol 12% \| MDD -27.5% Months 48M (25%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
RSI only	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -0.5% \| Win 50% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.0 Vol 8% \| MDD -10.7% Months 68M (35%)	CAGR -0.2% \| Win 59% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 10% \| MDD -13.6% Months 34M (18%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR 4.3% \| Win 69% Sharpe 0.46 \| Sortino 0.54 \| Calmar 0.4 Vol 10% \| MDD -11.0% Months 26M (13%)	CAGR 4.3% \| Win 55% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 66M (34%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 0.5% \| Win 52% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 8% \| MDD -14.2% Months 82M (42%)	CAGR -3.8% \| Win 55% Sharpe -0.34 \| Sortino -0.45 \| Calmar -0.3 Vol 10% \| MDD -13.6% Months 20M (10%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR 34.7% \| Win 100% Sharpe 7.89 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 9M (5%)	CAGR 1.5% \| Win 54% Sharpe 0.19 \| Sortino 0.25 \| Calmar 0.0 Vol 12% \| MDD -34.6% Months 83M (43%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -0.1% \| Win 53% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 9% \| MDD -13.9% Months 88M (45%)	CAGR -2.0% \| Win 50% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 8% \| MDD -7.8% Months 14M (7%)	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)
SLmean neg	CAGR 7.4% \| Win 62% Sharpe 0.78 \| Sortino 0.98 \| Calmar 0.6 Vol 10% \| MDD -11.7% Months 63M (32%)	CAGR -2.1% \| Win 52% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 14% \| MDD -27.5% Months 29M (15%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -0.1% \| Win 52% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.0 Vol 8% \| MDD -22.6% Months 107M (55%)	CAGR -1.1% \| Win 56% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 12% \| MDD -23.6% Months 64M (33%)	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)
RSmean neg	CAGR 24.8% \| Win 75% Sharpe 2.58 \| Sortino 0.00 \| Calmar 13.9 Vol 9% \| MDD -1.8% Months 4M (2%)	CAGR 20.1% \| Win 68% Sharpe 1.82 \| Sortino 2.01 \| Calmar 2.8 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)
MACD only	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -1.0% \| Win 54% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 9% \| MDD -21.6% Months 115M (59%)	CAGR 0.6% \| Win 54% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 56M (29%)	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)
RSmean neg	CAGR 16.2% \| Win 68% Sharpe 1.60 \| Sortino 1.70 \| Calmar 2.3 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 46.4% \| Win 75% Sharpe 3.59 \| Sortino 0.00 \| Calmar 326.4 Vol 11% \| MDD -0.1% Months 4M (2%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)
RSI only	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 0.3% \| Win 56% Sharpe 0.07 \| Sortino 0.11 \| Calmar 0.0 Vol 9% \| MDD -17.0% Months 90M (46%)	CAGR -1.4% \| Win 52% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.0 Vol 11% \| MDD -31.0% Months 81M (42%)	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)
RSmean neg	CAGR 13.8% \| Win 50% Sharpe 1.25 \| Sortino 4.17 \| Calmar 6.2 Vol 11% \| MDD -2.2% Months 4M (2%)	CAGR 22.5% \| Win 74% Sharpe 2.07 \| Sortino 2.02 \| Calmar 3.1 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 57% Sharpe 0.36 \| Sortino 0.57 \| Calmar 0.2 Vol 8% \| MDD -11.4% Months 88M (45%)	CAGR -3.8% \| Win 51% Sharpe -0.28 \| Sortino -0.38 \| Calmar -0.1 Vol 11% \| MDD -39.0% Months 83M (43%)	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)
RSmean neg	CAGR 27.7% \| Win 67% Sharpe 2.43 \| Sortino 0.00 \| Calmar 59.4 Vol 10% \| MDD -0.5% Months 3M (2%)	CAGR 19.9% \| Win 70% Sharpe 1.84 \| Sortino 2.03 \| Calmar 2.8 Vol 10% \| MDD -7.1% Months 20M (10%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 0.1% \| Win 55% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 9% \| MDD -20.8% Months 129M (66%)	CAGR -2.4% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 42M (22%)	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)
RSmean neg	CAGR 21.1% \| Win 68% Sharpe 1.93 \| Sortino 2.29 \| Calmar 3.0 Vol 10% \| MDD -7.1% Months 22M (11%)	CAGR 17.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.9% \| Win 54% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.1 Vol 8% \| MDD -18.1% Months 96M (50%)	CAGR -1.0% \| Win 47% Sharpe -0.08 \| Sortino -0.16 \| Calmar -0.2 Vol 9% \| MDD -5.6% Months 15M (8%)	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)
MACD neg	CAGR 2.0% \| Win 60% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.2 Vol 11% \| MDD -9.5% Months 38M (20%)	CAGR 4.6% \| Win 58% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.2 Vol 13% \| MDD -23.5% Months 45M (23%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)
RSI only	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -1.2% \| Win 55% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 8% \| MDD -20.4% Months 69M (36%)	CAGR 3.7% \| Win 50% Sharpe 0.49 \| Sortino 0.94 \| Calmar 0.3 Vol 8% \| MDD -10.8% Months 42M (22%)	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)
MACD neg	CAGR 6.5% \| Win 56% Sharpe 0.69 \| Sortino 1.21 \| Calmar 0.7 Vol 10% \| MDD -9.4% Months 25M (13%)	CAGR 2.1% \| Win 60% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 13% \| MDD -23.5% Months 58M (30%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.7% \| Win 57% Sharpe 0.53 \| Sortino 0.89 \| Calmar 0.4 Vol 7% \| MDD -8.7% Months 58M (30%)	CAGR -2.5% \| Win 49% Sharpe -0.24 \| Sortino -0.35 \| Calmar -0.1 Vol 9% \| MDD -23.5% Months 53M (27%)	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)
MACD neg	CAGR 2.9% \| Win 58% Sharpe 0.34 \| Sortino 0.56 \| Calmar 0.4 Vol 10% \| MDD -6.7% Months 33M (17%)	CAGR 3.7% \| Win 60% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.2 Vol 13% \| MDD -23.5% Months 50M (26%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.3% \| Win 55% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 8% \| MDD -20.2% Months 100M (52%)	CAGR -5.0% \| Win 36% Sharpe -0.60 \| Sortino -1.24 \| Calmar -0.9 Vol 8% \| MDD -5.3% Months 11M (6%)	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)
MACD neg	CAGR 6.2% \| Win 61% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.7 Vol 11% \| MDD -9.4% Months 51M (26%)	CAGR -1.0% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -23.5% Months 32M (16%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -1.5% \| Win 53% Sharpe -0.13 \| Sortino -0.19 \| Calmar -0.1 Vol 8% \| MDD -21.3% Months 79M (41%)	CAGR 5.3% \| Win 60% Sharpe 0.57 \| Sortino 0.70 \| Calmar 0.6 Vol 10% \| MDD -9.1% Months 55M (28%)	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)
RSI neg	CAGR 13.7% \| Win 67% Sharpe 1.42 \| Sortino 2.72 \| Calmar 2.5 Vol 9% \| MDD -5.5% Months 15M (8%)	CAGR -0.2% \| Win 51% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 13% \| MDD -27.5% Months 45M (23%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 1.8% \| Win 55% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.2 Vol 8% \| MDD -10.9% Months 74M (38%)	CAGR 0.6% \| Win 57% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 10% \| MDD -21.0% Months 60M (31%)	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)
RSI neg	CAGR 10.7% \| Win 65% Sharpe 1.08 \| Sortino 2.15 \| Calmar 2.0 Vol 10% \| MDD -5.4% Months 17M (9%)	CAGR 0.3% \| Win 51% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 13% \| MDD -27.5% Months 43M (22%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 9% \| MDD -26.3% Months 124M (64%)	CAGR 12.7% \| Win 70% Sharpe 1.99 \| Sortino 3.83 \| Calmar 6.9 Vol 6% \| MDD -1.8% Months 10M (5%)	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)
RSI neg	CAGR 15.7% \| Win 67% Sharpe 1.67 \| Sortino 3.09 \| Calmar 2.9 Vol 9% \| MDD -5.5% Months 27M (14%)	CAGR -6.1% \| Win 46% Sharpe -0.40 \| Sortino -0.61 \| Calmar -0.2 Vol 13% \| MDD -27.5% Months 33M (17%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.2% \| Win 56% Sharpe 0.43 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 69M (36%)	CAGR -5.4% \| Win 52% Sharpe -0.48 \| Sortino -0.68 \| Calmar -0.3 Vol 10% \| MDD -20.8% Months 25M (13%)	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)
MACDhist neg	CAGR 4.1% \| Win 59% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.9 Vol 10% \| MDD -4.4% Months 22M (11%)	CAGR 2.4% \| Win 55% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 78M (40%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -0.2% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -22.4% Months 90M (46%)	CAGR 27.6% \| Win 100% Sharpe 5.82 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)
MACDhist neg	CAGR 7.8% \| Win 62% Sharpe 0.81 \| Sortino 1.00 \| Calmar 0.9 Vol 10% \| MDD -9.1% Months 61M (31%)	CAGR -4.6% \| Win 46% Sharpe -0.32 \| Sortino -0.46 \| Calmar -0.2 Vol 13% \| MDD -27.5% Months 39M (20%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.7% \| Win 56% Sharpe 0.35 \| Sortino 0.57 \| Calmar 0.3 Vol 8% \| MDD -7.9% Months 75M (39%)	CAGR 7.0% \| Win 62% Sharpe 0.85 \| Sortino 1.31 \| Calmar 1.6 Vol 8% \| MDD -4.4% Months 16M (8%)	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (47%)
RSIhist neg	CAGR 3.2% \| Win 58% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.2 Vol 10% \| MDD -20.0% Months 76M (39%)	CAGR -7.0% \| Win 44% Sharpe -0.45 \| Sortino -0.67 \| Calmar -0.3 Vol 14% \| MDD -27.5% Months 27M (14%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 103M (53%)
LWTI only	CAGR 2.9% \| Win 57% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 151M (78%)	CAGR -2.0% \| Win 51% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 12% \| MDD -27.5% Months 43M (22%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -0.1% \| Win 53% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 8% \| MDD -14.0% Months 93M (48%)	CAGR 5.0% \| Win 74% Sharpe 0.50 \| Sortino 0.52 \| Calmar 0.6 Vol 11% \| MDD -8.6% Months 19M (10%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -3.8% \| Win 56% Sharpe -0.30 \| Sortino -0.46 \| Calmar -0.7 Vol 11% \| MDD -5.4% Months 9M (5%)	CAGR 4.2% \| Win 55% Sharpe 0.41 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 73M (38%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
SLmean only	CAGR -0.4% \| Win 53% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 102M (53%)	CAGR 4.3% \| Win 59% Sharpe 0.43 \| Sortino 0.56 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 92M (47%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.7% \| Win 55% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.0 Vol 9% \| MDD -15.0% Months 105M (54%)	CAGR 26.0% \| Win 71% Sharpe 2.77 \| Sortino 7.33 \| Calmar 11.6 Vol 8% \| MDD -2.2% Months 7M (4%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -0.2% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 12% \| MDD -32.8% Months 66M (34%)	CAGR 18.8% \| Win 69% Sharpe 1.66 \| Sortino 1.73 \| Calmar 2.6 Vol 11% \| MDD -7.1% Months 16M (8%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 171M (88%)	CAGR 20.9% \| Win 70% Sharpe 1.96 \| Sortino 2.27 \| Calmar 2.9 Vol 10% \| MDD -7.1% Months 23M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 57% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.1 Vol 8% \| MDD -10.6% Months 79M (41%)	CAGR -1.1% \| Win 55% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 10% \| MDD -12.6% Months 33M (17%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR -1.5% \| Win 44% Sharpe -0.16 \| Sortino -0.28 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 32M (16%)	CAGR 6.5% \| Win 62% Sharpe 0.54 \| Sortino 0.70 \| Calmar 0.3 Vol 13% \| MDD -23.5% Months 50M (26%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
MACD only	CAGR 0.7% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 111M (57%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (43%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.2% \| Win 56% Sharpe 0.07 \| Sortino 0.09 \| Calmar 0.0 Vol 9% \| MDD -12.0% Months 101M (52%)	CAGR 6.4% \| Win 55% Sharpe 0.71 \| Sortino 1.36 \| Calmar 1.1 Vol 9% \| MDD -6.1% Months 11M (6%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 4.5% \| Win 55% Sharpe 0.50 \| Sortino 0.66 \| Calmar 0.4 Vol 10% \| MDD -12.2% Months 33M (17%)	CAGR 2.4% \| Win 55% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 49M (25%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
RSI only	CAGR 1.2% \| Win 56% Sharpe 0.18 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 134M (69%)	CAGR 3.1% \| Win 55% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 60M (31%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.4% \| Win 54% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 9% \| MDD -13.7% Months 84M (43%)	CAGR 4.3% \| Win 64% Sharpe 0.49 \| Sortino 0.57 \| Calmar 0.4 Vol 10% \| MDD -10.5% Months 28M (14%)	CAGR 0.8% \| Win 56% Sharpe 0.13 \| Sortino 0.18 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 112M (58%)
MRmean neg	CAGR 11.3% \| Win 70% Sharpe 1.18 \| Sortino 2.38 \| Calmar 2.9 Vol 9% \| MDD -3.9% Months 10M (5%)	CAGR 2.2% \| Win 53% Sharpe 0.24 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 72M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 11% \| MDD -32.8% Months 82M (42%)
MACDhist only	CAGR 0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 94M (48%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 100M (52%)