PICB - Invesco International Corporate Bond ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

46.4%

Best CAGR

Total Months

5.2%

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	318.1	10.9	-0.1
pair	RSmean	RSI	neg-neg	4	2.1	46.4	75.0	3.6	0.0	318.1	10.9	-0.1
pair	MACD	RSmean	neg-pos	3	1.6	44.4	100.0	13.5	0.0	0.0	2.8	0.0
pair	RSmean	MACD	neg-pos	3	1.6	44.4	100.0	13.5	0.0	0.0	2.8	0.0
pair	RSmean	MRmean	pos-neg	6	3.1	35.8	83.3	4.5	0.0	77.4	6.9	-0.5
pair	MRmean	RSmean	pos-neg	6	3.1	35.8	83.3	4.5	0.0	77.4	6.9	-0.5
pair	RSmean	SLmean	pos-neg	7	3.7	35.6	85.7	5.0	0.0	77.0	6.2	-0.5
pair	SLmean	RSmean	pos-neg	7	3.7	35.6	85.7	5.0	0.0	77.0	6.2	-0.5
pair	SLmean	RSIhist	neg-pos	9	4.7	34.6	100.0	7.9	0.0	0.0	3.8	0.0
pair	RSIhist	SLmean	neg-pos	9	4.7	34.6	100.0	7.9	0.0	0.0	3.8	0.0
pair	MACDhist	RSmean	neg-pos	3	1.6	27.7	66.7	2.4	0.0	60.0	10.3	-0.5
pair	RSmean	MACDhist	neg-pos	3	1.6	27.7	66.7	2.4	0.0	60.0	10.3	-0.5
pair	RSIhist	RSmean	neg-pos	3	1.6	27.7	66.7	2.4	0.0	60.0	10.3	-0.5
pair	RSmean	RSIhist	neg-pos	3	1.6	27.7	66.7	2.4	0.0	60.0	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	LWTI	neg-pos	21	11.0	23.4	71.4	2.1	2.3	3.3	10.1	-7.1
pair	LWTI	RSmean	neg-pos	21	11.0	23.4	71.4	2.1	2.3	3.3	10.1	-7.1
single	RSmean	RSmean	neg-neg	22	11.5	23.2	72.7	2.2	2.3	3.2	9.9	-7.1
pair	RSmean	MACDhist	neg-neg	19	9.9	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	MACDhist	RSmean	neg-neg	19	9.9	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	RSmean	RSIhist	neg-neg	19	9.9	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	RSIhist	RSmean	neg-neg	19	9.9	22.5	73.7	2.1	2.0	3.1	10.1	-7.1
pair	MACD	RSmean	neg-neg	19	9.9	20.1	68.4	1.8	2.0	2.8	10.5	-7.1
pair	RSmean	MACD	neg-neg	19	9.9	20.1	68.4	1.8	2.0	2.8	10.5	-7.1
pair	RSmean	MRmean	neg-neg	16	8.4	18.8	68.8	1.7	1.7	2.6	10.8	-7.1
pair	MRmean	RSmean	neg-neg	16	8.4	18.8	68.8	1.7	1.7	2.6	10.8	-7.1
pair	RSmean	RSI	neg-pos	18	9.4	18.6	72.2	1.8	1.7	2.6	9.6	-7.1
pair	RSI	RSmean	neg-pos	18	9.4	18.6	72.2	1.8	1.7	2.6	9.6	-7.1
pair	SLmean	RSmean	neg-neg	15	7.9	17.8	66.7	1.5	1.6	2.5	11.2	-7.1
pair	LWTI	RSmean	neg-neg	1	0.5	17.8	100.0	0.0	0.0	0.0	-	0.0
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	7.9	17.8	66.7	1.5	1.6	2.5	11.2	-7.1
pair	RSI	LWTI	neg-pos	27	14.1	15.7	66.7	1.7	3.1	2.9	9.0	-5.5
pair	LWTI	RSI	neg-pos	27	14.1	15.7	66.7	1.7	3.1	2.9	9.0	-5.5
pair	MRmean	RSIhist	neg-pos	8	4.2	14.8	75.0	1.4	1.7	3.3	9.9	-4.4
pair	RSIhist	MRmean	neg-pos	8	4.2	14.8	75.0	1.4	1.7	3.3	9.9	-4.4
pair	MACDhist	RSI	neg-pos	15	7.9	13.7	66.7	1.4	2.7	2.5	9.4	-5.5
pair	RSI	MACDhist	neg-pos	15	7.9	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	8.9	10.7	64.7	1.1	2.1	2.0	9.9	-5.4
pair	RSIhist	RSI	neg-pos	17	8.9	10.7	64.7	1.1	2.1	2.0	9.9	-5.4
pair	SLmean	MACD	neg-neg	47	24.6	9.7	63.8	0.8	0.9	0.4	13.0	-23.5
pair	MACD	SLmean	neg-neg	47	24.6	9.7	63.8	0.8	0.9	0.4	13.0	-23.5
pair	MRmean	LWTI	neg-pos	48	25.1	9.6	60.4	1.0	1.4	1.3	9.9	-7.6
pair	LWTI	MRmean	neg-pos	48	25.1	9.6	60.4	1.0	1.4	1.3	9.9	-7.6
pair	MRmean	LWTI	pos-neg	11	5.8	9.0	63.6	1.3	2.2	3.2	7.1	-2.8
pair	LWTI	MRmean	pos-neg	11	5.8	9.0	63.6	1.3	2.2	3.2	7.1	-2.8
pair	LWTI	MACDhist	neg-pos	59	30.9	8.0	62.7	0.8	1.0	0.9	10.1	-9.1
pair	MACDhist	LWTI	neg-pos	59	30.9	8.0	62.7	0.8	1.0	0.9	10.1	-9.1
pair	SLmean	LWTI	neg-pos	61	31.9	7.6	62.3	0.8	1.0	0.7	10.1	-11.7
pair	LWTI	SLmean	neg-pos	61	31.9	7.6	62.3	0.8	1.0	0.7	10.1	-11.7
pair	RSIhist	LWTI	pos-neg	16	8.4	7.0	62.5	0.8	1.3	1.6	8.4	-4.4
pair	LWTI	RSIhist	pos-neg	16	8.4	7.0	62.5	0.8	1.3	1.6	8.4	-4.4
pair	MACDhist	MACD	neg-pos	25	13.1	6.5	56.0	0.7	1.2	0.7	9.8	-9.4
pair	MACD	MRmean	neg-neg	50	26.2	6.5	62.0	0.5	0.7	0.3	13.2	-23.5
pair	MRmean	MACD	neg-neg	50	26.2	6.5	62.0	0.5	0.7	0.3	13.2	-23.5
pair	MACD	MACDhist	neg-pos	25	13.1	6.5	56.0	0.7	1.2	0.7	9.8	-9.4
pair	RSI	MRmean	pos-neg	11	5.8	6.4	54.5	0.7	1.4	1.1	9.3	-6.1
pair	MRmean	RSI	pos-neg	11	5.8	6.4	54.5	0.7	1.4	1.1	9.3	-6.1
pair	MACD	LWTI	neg-pos	51	26.7	6.2	60.8	0.6	0.8	0.7	11.1	-9.4
pair	LWTI	MACD	neg-pos	51	26.7	6.2	60.8	0.6	0.8	0.7	11.1	-9.4
pair	MACDhist	RSI	pos-neg	53	27.7	5.4	60.4	0.6	0.7	0.6	10.0	-9.1
pair	RSI	MACDhist	pos-neg	53	27.7	5.4	60.4	0.6	0.7	0.6	10.0	-9.1
pair	RSI	SLmean	neg-neg	48	25.1	5.2	58.3	0.5	0.6	0.2	12.4	-27.5
pair	SLmean	RSI	neg-neg	48	25.1	5.2	58.3	0.5	0.6	0.2	12.4	-27.5
pair	SLmean	MRmean	pos-neg	19	9.9	5.0	73.7	0.5	0.5	0.6	11.0	-8.6
pair	MRmean	SLmean	pos-neg	19	9.9	5.0	73.7	0.5	0.5	0.6	11.0	-8.6
pair	RSI	MRmean	neg-pos	31	16.2	4.7	54.8	0.5	0.7	0.4	10.2	-12.2
pair	MRmean	RSI	neg-pos	31	16.2	4.7	54.8	0.5	0.7	0.4	10.2	-12.2
pair	RSI	MACD	neg-neg	45	23.6	4.6	57.8	0.4	0.6	0.2	12.9	-23.5
pair	MACD	RSI	neg-neg	45	23.6	4.6	57.8	0.4	0.6	0.2	12.9	-23.5
single	SLmean	SLmean	neg-neg	90	47.1	4.4	58.9	0.4	0.6	0.1	11.5	-32.8
pair	MACDhist	SLmean	neg-neg	64	33.5	4.4	54.7	0.4	0.6	0.1	12.0	-31.0
pair	SLmean	MACDhist	neg-neg	64	33.5	4.4	54.7	0.4	0.6	0.1	12.0	-31.0
pair	MACDhist	SLmean	neg-pos	26	13.6	4.4	69.2	0.5	0.6	0.4	10.5	-11.0
pair	SLmean	MACDhist	neg-pos	26	13.6	4.4	69.2	0.5	0.6	0.4	10.5	-11.0
pair	MACDhist	MRmean	pos-neg	28	14.7	4.3	64.3	0.5	0.6	0.4	9.5	-10.5
pair	MRmean	MACDhist	pos-neg	28	14.7	4.3	64.3	0.5	0.6	0.4	9.5	-10.5
pair	SLmean	MRmean	neg-neg	71	37.2	4.2	54.9	0.4	0.6	0.1	11.7	-32.8
pair	MRmean	SLmean	neg-neg	71	37.2	4.2	54.9	0.4	0.6	0.1	11.7	-32.8
pair	RSIhist	MACDhist	neg-pos	22	11.5	4.1	59.1	0.5	0.7	0.9	9.6	-4.4
pair	MACDhist	RSIhist	neg-pos	22	11.5	4.1	59.1	0.5	0.7	0.9	9.6	-4.4
pair	MACD	MACDhist	pos-neg	40	20.9	3.8	50.0	0.5	1.0	0.3	8.3	-10.9
pair	MACDhist	MACD	pos-neg	40	20.9	3.8	50.0	0.5	1.0	0.3	8.3	-10.9
pair	RSIhist	MACD	neg-neg	50	26.2	3.7	60.0	0.3	0.4	0.2	13.4	-23.5
pair	MACD	RSIhist	neg-neg	50	26.2	3.7	60.0	0.3	0.4	0.2	13.4	-23.5
pair	RSIhist	MACD	pos-pos	58	30.4	3.7	56.9	0.5	0.9	0.4	7.4	-8.7
pair	MACD	RSIhist	pos-pos	58	30.4	3.7	56.9	0.5	0.9	0.4	7.4	-8.7
pair	LWTI	RSIhist	neg-pos	73	38.2	3.6	58.9	0.4	0.5	0.2	10.3	-20.0
pair	RSIhist	LWTI	neg-pos	73	38.2	3.6	58.9	0.4	0.5	0.2	10.3	-20.0
pair	RSI	SLmean	neg-pos	42	22.0	3.5	59.5	0.4	0.5	0.2	10.5	-16.8
pair	SLmean	RSI	neg-pos	42	22.0	3.5	59.5	0.4	0.5	0.2	10.5	-16.8
single	MACD	MACD	neg-neg	83	43.5	3.4	59.0	0.3	0.5	0.1	12.0	-23.5
single	RSIhist	RSIhist	pos-pos	91	47.6	3.4	57.1	0.4	0.7	0.5	8.3	-6.7
single	MRmean	MRmean	neg-neg	80	41.9	3.3	55.0	0.3	0.5	0.1	11.6	-32.8
pair	MACDhist	RSIhist	pos-pos	69	36.1	3.2	56.5	0.4	0.7	0.5	8.0	-6.7
pair	RSIhist	MACDhist	pos-pos	69	36.1	3.2	56.5	0.4	0.7	0.5	8.0	-6.7
single	RSI	RSI	neg-neg	60	31.4	3.1	55.0	0.3	0.5	0.1	11.9	-27.5
single	LWTI	LWTI	pos-pos	148	77.5	3.1	57.4	0.4	0.5	0.1	9.4	-20.9
pair	RSIhist	MACD	neg-pos	33	17.3	2.9	57.6	0.3	0.6	0.4	9.8	-6.7
pair	MACD	RSIhist	neg-pos	33	17.3	2.9	57.6	0.3	0.6	0.4	9.8	-6.7
single	MACDhist	MACDhist	neg-neg	98	51.3	2.8	56.1	0.3	0.4	0.1	11.2	-31.0
pair	RSIhist	RSmean	pos-pos	88	46.1	2.7	56.8	0.4	0.6	0.2	8.3	-11.4
pair	RSmean	RSIhist	pos-pos	88	46.1	2.7	56.8	0.4	0.6	0.2	8.3	-11.4
pair	RSIhist	LWTI	pos-pos	75	39.3	2.7	56.0	0.3	0.6	0.3	8.4	-7.9
pair	LWTI	RSIhist	pos-pos	75	39.3	2.7	56.0	0.3	0.6	0.3	8.4	-7.9
pair	RSI	MRmean	neg-neg	49	25.7	2.4	55.1	0.2	0.4	0.1	12.5	-27.5
pair	MRmean	RSI	neg-neg	49	25.7	2.4	55.1	0.2	0.4	0.1	12.5	-27.5
pair	MRmean	RSIhist	pos-pos	83	43.5	2.4	55.4	0.3	0.5	0.3	8.2	-9.2
pair	RSIhist	MRmean	pos-pos	83	43.5	2.4	55.4	0.3	0.5	0.3	8.2	-9.2
pair	MACDhist	RSIhist	neg-neg	76	39.8	2.4	55.3	0.3	0.3	0.1	11.7	-31.0
pair	RSIhist	MACDhist	neg-neg	76	39.8	2.4	55.3	0.3	0.3	0.1	11.7	-31.0
pair	MACDhist	MRmean	neg-neg	70	36.6	2.2	52.9	0.2	0.3	0.1	11.9	-31.0
pair	MRmean	MACDhist	neg-neg	70	36.6	2.2	52.9	0.2	0.3	0.1	11.9	-31.0
pair	SLmean	MACD	pos-pos	65	34.0	2.1	53.8	0.3	0.6	0.2	7.5	-10.3
pair	MACD	SLmean	pos-pos	65	34.0	2.1	53.8	0.3	0.6	0.2	7.5	-10.3
pair	MACD	MACDhist	neg-neg	58	30.4	2.1	60.3	0.2	0.3	0.1	12.9	-23.5
pair	MACDhist	MACD	neg-neg	58	30.4	2.1	60.3	0.2	0.3	0.1	12.9	-23.5
pair	MRmean	RSIhist	neg-neg	72	37.7	2.1	52.8	0.2	0.3	0.1	11.8	-32.8
pair	RSIhist	MRmean	neg-neg	72	37.7	2.1	52.8	0.2	0.3	0.1	11.8	-32.8
pair	RSI	MACD	neg-pos	38	19.9	2.0	60.5	0.2	0.3	0.2	11.1	-9.5
pair	MACD	RSI	neg-pos	38	19.9	2.0	60.5	0.2	0.3	0.2	11.1	-9.5
pair		benchmark___benchmark_	benchmark-benchmark	191	100.0	1.9	56.0	0.2	0.3	0.1	10.1	-34.9
pair	benchmark___benchmark_		benchmark-benchmark	191	100.0	1.9	56.0	0.2	0.3	0.1	10.1	-34.9
pair	RSmean	SLmean	neg-pos	75	39.3	1.9	57.3	0.2	0.3	0.1	11.5	-32.8
pair	SLmean	RSmean	neg-pos	75	39.3	1.9	57.3	0.2	0.3	0.1	11.5	-32.8
pair	MRmean	MACD	pos-pos	78	40.8	1.9	57.7	0.3	0.4	0.2	8.4	-10.6
pair	MACD	MRmean	pos-pos	78	40.8	1.9	57.7	0.3	0.4	0.2	8.4	-10.6
pair	RSIhist	RSI	pos-pos	74	38.7	1.8	55.4	0.3	0.4	0.2	7.9	-10.9
pair	RSI	RSIhist	pos-pos	74	38.7	1.8	55.4	0.3	0.4	0.2	7.9	-10.9
pair	LWTI	MACD	pos-pos	97	50.8	1.5	55.7	0.2	0.3	0.1	8.3	-20.2
pair	MACD	LWTI	pos-pos	97	50.8	1.5	55.7	0.2	0.3	0.1	8.3	-20.2
pair	SLmean	RSIhist	neg-neg	81	42.4	1.5	54.3	0.2	0.2	0.0	11.8	-34.6
pair	RSIhist	SLmean	neg-neg	81	42.4	1.5	54.3	0.2	0.2	0.0	11.8	-34.6
single	RSI	RSI	pos-pos	131	68.6	1.4	56.5	0.2	0.3	0.1	9.1	-19.2
single	MACDhist	MACDhist	pos-pos	93	48.7	1.1	55.9	0.2	0.2	0.1	8.7	-15.8
pair	MACD	RSI	pos-pos	93	48.7	1.1	54.8	0.2	0.3	0.1	8.3	-18.1
pair	RSI	MACD	pos-pos	93	48.7	1.1	54.8	0.2	0.3	0.1	8.3	-18.1
single	MRmean	MRmean	pos-pos	111	58.1	1.0	56.8	0.1	0.2	0.1	8.8	-10.6
pair	RSI	RSIhist	pos-neg	57	29.8	0.9	57.9	0.1	0.2	0.0	10.6	-20.9
pair	RSIhist	RSI	pos-neg	57	29.8	0.9	57.9	0.1	0.2	0.0	10.6	-20.9
single	MACD	MACD	pos-pos	108	56.5	0.8	53.7	0.1	0.2	0.0	8.3	-21.0
pair	RSmean	RSI	pos-neg	56	29.3	0.6	53.6	0.1	0.1	0.0	11.7	-27.5
pair	RSI	RSmean	pos-neg	56	29.3	0.6	53.6	0.1	0.1	0.0	11.7	-27.5
single	RSIhist	RSIhist	neg-neg	100	52.4	0.6	55.0	0.1	0.1	0.0	11.4	-37.0
pair	RSIhist	SLmean	pos-pos	82	42.9	0.5	52.4	0.1	0.1	0.0	8.3	-14.2
pair	SLmean	RSIhist	pos-pos	82	42.9	0.5	52.4	0.1	0.1	0.0	8.3	-14.2
pair	LWTI	RSI	pos-pos	121	63.4	0.5	55.4	0.1	0.1	0.0	9.3	-26.3
pair	RSI	LWTI	pos-pos	121	63.4	0.5	55.4	0.1	0.1	0.0	9.3	-26.3
pair	MRmean	RSI	pos-pos	100	52.4	0.4	57.0	0.1	0.1	0.0	8.8	-12.0
pair	RSI	SLmean	pos-pos	89	46.6	0.4	55.1	0.1	0.1	0.0	8.5	-13.6
pair	SLmean	RSI	pos-pos	89	46.6	0.4	55.1	0.1	0.1	0.0	8.5	-13.6
pair	RSI	MRmean	pos-pos	100	52.4	0.4	57.0	0.1	0.1	0.0	8.8	-12.0
pair	MACDhist	RSmean	pos-pos	90	47.1	0.3	55.6	0.1	0.1	0.0	8.6	-17.0
pair	RSmean	MACDhist	pos-pos	90	47.1	0.3	55.6	0.1	0.1	0.0	8.6	-17.0
pair	RSIhist	RSI	neg-neg	43	22.5	0.3	51.2	0.1	0.1	0.0	12.7	-27.5
pair	RSI	RSIhist	neg-neg	43	22.5	0.3	51.2	0.1	0.1	0.0	12.7	-27.5
pair	SLmean	MRmean	pos-pos	92	48.2	0.2	53.3	0.1	0.1	0.0	8.4	-14.0
pair	MRmean	SLmean	pos-pos	92	48.2	0.2	53.3	0.1	0.1	0.0	8.4	-14.0
pair	SLmean	LWTI	pos-pos	87	45.5	0.1	54.0	0.1	0.1	0.0	8.8	-13.9
pair	LWTI	SLmean	pos-pos	87	45.5	0.1	54.0	0.1	0.1	0.0	8.8	-13.9
pair	RSmean	LWTI	pos-pos	127	66.5	0.1	55.1	0.1	0.1	0.0	9.0	-20.8
pair	LWTI	RSmean	pos-pos	127	66.5	0.1	55.1	0.1	0.1	0.0	9.0	-20.8
pair	LWTI	MRmean	pos-pos	100	52.4	0.1	56.0	0.1	0.1	0.0	9.0	-15.9
pair	MRmean	LWTI	pos-pos	100	52.4	0.1	56.0	0.1	0.1	0.0	9.0	-15.9
pair	LWTI	MACDhist	pos-pos	89	46.6	0.0	53.9	0.0	0.1	0.0	8.8	-22.4
pair	MACDhist	LWTI	pos-pos	89	46.6	0.0	53.9	0.0	0.1	0.0	8.8	-22.4
pair	MRmean	MACDhist	pos-pos	83	43.5	-0.1	54.2	0.0	0.0	-0.0	8.6	-13.7
pair	MACDhist	MRmean	pos-pos	83	43.5	-0.1	54.2	0.0	0.0	-0.0	8.6	-13.7
pair	MACDhist	SLmean	pos-neg	34	17.8	-0.2	58.8	0.0	0.0	-0.0	9.8	-13.6
pair	RSmean	MACD	pos-pos	105	55.0	-0.2	52.4	0.0	0.0	-0.0	8.2	-22.6
pair	MACD	RSmean	pos-pos	105	55.0	-0.2	52.4	0.0	0.0	-0.0	8.2	-22.6
pair	SLmean	MACDhist	pos-neg	34	17.8	-0.2	58.8	0.0	0.0	-0.0	9.8	-13.6
pair	MACDhist	SLmean	pos-pos	67	35.1	-0.2	50.7	0.0	0.0	-0.0	8.0	-10.7
pair	MACDhist	RSI	neg-neg	45	23.6	-0.2	51.1	0.1	0.1	-0.0	12.6	-27.5
pair	RSI	MACDhist	neg-neg	45	23.6	-0.2	51.1	0.1	0.1	-0.0	12.6	-27.5
pair	SLmean	MACDhist	pos-pos	67	35.1	-0.2	50.7	0.0	0.0	-0.0	8.0	-10.7
single	SLmean	SLmean	pos-pos	101	52.9	-0.2	53.5	0.0	0.0	-0.0	8.6	-15.7
pair	MRmean	RSmean	neg-pos	64	33.5	-0.3	51.6	0.0	0.1	-0.0	11.6	-32.8
pair	RSmean	MRmean	neg-pos	64	33.5	-0.3	51.6	0.0	0.1	-0.0	11.6	-32.8
single	RSmean	RSmean	pos-pos	169	88.5	-0.5	53.8	-0.0	-0.0	-0.0	9.9	-34.9
pair	MRmean	RSmean	pos-pos	105	55.0	-0.7	55.2	-0.0	-0.1	-0.1	8.7	-15.0
pair	RSmean	MRmean	pos-pos	105	55.0	-0.7	55.2	-0.0	-0.1	-0.1	8.7	-15.0
pair	MACDhist	MACD	pos-pos	68	35.6	-0.9	55.9	-0.1	-0.1	-0.0	8.3	-20.4
pair	MACD	MACDhist	pos-pos	68	35.6	-0.9	55.9	-0.1	-0.1	-0.0	8.3	-20.4
pair	MACD	LWTI	neg-neg	32	16.8	-1.0	56.2	-0.0	-0.0	-0.0	13.5	-23.5
pair	LWTI	MACD	neg-neg	32	16.8	-1.0	56.2	-0.0	-0.0	-0.0	13.5	-23.5
pair	RSI	MACD	pos-neg	15	7.9	-1.0	46.7	-0.1	-0.2	-0.2	8.7	-5.6
pair	MACD	RSI	pos-neg	15	7.9	-1.0	46.7	-0.1	-0.2	-0.2	8.7	-5.6
pair	RSI	RSmean	pos-pos	113	59.2	-1.1	54.0	-0.1	-0.1	-0.1	8.9	-21.6
pair	MACD	MRmean	pos-neg	33	17.3	-1.1	54.5	-0.1	-0.1	-0.1	9.9	-12.6
pair	MRmean	MACD	pos-neg	33	17.3	-1.1	54.5	-0.1	-0.1	-0.1	9.9	-12.6
pair	RSmean	RSI	pos-pos	113	59.2	-1.1	54.0	-0.1	-0.1	-0.1	8.9	-21.6
pair	MACD	RSmean	pos-neg	64	33.5	-1.1	56.2	-0.0	-0.0	-0.1	12.2	-23.6
pair	SLmean	MACD	neg-pos	43	22.5	-1.1	53.5	-0.1	-0.1	-0.1	9.5	-17.8
pair	MACD	SLmean	neg-pos	43	22.5	-1.1	53.5	-0.1	-0.1	-0.1	9.5	-17.8
pair	RSmean	MACD	pos-neg	64	33.5	-1.1	56.2	-0.0	-0.0	-0.1	12.2	-23.6
pair	RSI	MACDhist	pos-pos	78	40.8	-1.2	53.8	-0.1	-0.1	-0.1	8.5	-21.3
pair	MACDhist	RSI	pos-pos	78	40.8	-1.2	53.8	-0.1	-0.1	-0.1	8.5	-21.3
pair	MACDhist	RSmean	pos-neg	79	41.4	-1.5	51.9	-0.1	-0.1	-0.1	11.2	-31.0
pair	RSmean	MACDhist	pos-neg	79	41.4	-1.5	51.9	-0.1	-0.1	-0.1	11.2	-31.0
pair	MRmean	MACD	neg-pos	30	15.7	-1.8	43.3	-0.2	-0.3	-0.1	8.1	-15.5
pair	MACD	MRmean	neg-pos	30	15.7	-1.8	43.3	-0.2	-0.3	-0.1	8.1	-15.5
pair	SLmean	LWTI	pos-neg	14	7.3	-1.9	50.0	-0.2	-0.3	-0.2	7.6	-7.8
pair	LWTI	SLmean	pos-neg	14	7.3	-1.9	50.0	-0.2	-0.3	-0.2	7.6	-7.8
single	LWTI	LWTI	neg-neg	43	22.5	-2.0	51.2	-0.1	-0.1	-0.1	12.2	-27.5
pair	SLmean	LWTI	neg-neg	29	15.2	-2.1	51.7	-0.1	-0.1	-0.1	14.1	-27.5
pair	LWTI	SLmean	neg-neg	29	15.2	-2.1	51.7	-0.1	-0.1	-0.1	14.1	-27.5
pair	LWTI	RSmean	pos-neg	42	22.0	-2.4	50.0	-0.1	-0.2	-0.1	12.4	-27.5
pair	RSmean	LWTI	pos-neg	42	22.0	-2.4	50.0	-0.1	-0.2	-0.1	12.4	-27.5
pair	RSmean	SLmean	pos-pos	94	49.2	-2.4	51.1	-0.2	-0.4	-0.1	8.4	-24.1
pair	SLmean	RSmean	pos-pos	94	49.2	-2.4	51.1	-0.2	-0.4	-0.1	8.4	-24.1
pair	RSIhist	MACD	pos-neg	50	26.2	-2.4	50.0	-0.2	-0.3	-0.1	9.2	-23.5
pair	MACD	RSIhist	pos-neg	50	26.2	-2.4	50.0	-0.2	-0.3	-0.1	9.2	-23.5
pair	RSIhist	SLmean	pos-neg	19	9.9	-2.9	57.9	-0.2	-0.3	-0.2	10.1	-13.6
pair	SLmean	RSIhist	pos-neg	19	9.9	-2.9	57.9	-0.2	-0.3	-0.2	10.1	-13.6
pair	RSIhist	MRmean	pos-neg	28	14.7	-3.0	60.7	-0.2	-0.3	-0.3	10.7	-10.8
pair	MRmean	RSIhist	pos-neg	28	14.7	-3.0	60.7	-0.2	-0.3	-0.3	10.7	-10.8
pair	SLmean	MRmean	neg-pos	9	4.7	-3.8	55.6	-0.3	-0.5	-0.7	11.1	-5.4
pair	MRmean	SLmean	neg-pos	9	4.7	-3.8	55.6	-0.3	-0.5	-0.7	11.1	-5.4
pair	RSmean	RSIhist	pos-neg	81	42.4	-3.9	50.6	-0.3	-0.4	-0.1	11.4	-39.0
pair	RSIhist	RSmean	pos-neg	81	42.4	-3.9	50.6	-0.3	-0.4	-0.1	11.4	-39.0
pair	SLmean	MACD	pos-neg	36	18.8	-4.3	52.8	-0.4	-0.5	-0.2	10.4	-17.7
pair	MACD	SLmean	pos-neg	36	18.8	-4.3	52.8	-0.4	-0.5	-0.2	10.4	-17.7
pair	RSI	SLmean	pos-neg	12	6.3	-4.6	41.7	-0.4	-0.9	-0.5	9.9	-9.8
pair	SLmean	RSI	pos-neg	12	6.3	-4.6	41.7	-0.4	-0.9	-0.5	9.9	-9.8
pair	MACDhist	LWTI	neg-neg	39	20.4	-4.6	46.2	-0.3	-0.5	-0.2	12.6	-27.5
pair	LWTI	MACDhist	neg-neg	39	20.4	-4.6	46.2	-0.3	-0.5	-0.2	12.6	-27.5
pair	MACDhist	RSIhist	pos-neg	24	12.6	-4.8	54.2	-0.4	-0.6	-0.2	10.6	-20.8
pair	RSIhist	MACDhist	pos-neg	24	12.6	-4.8	54.2	-0.4	-0.6	-0.2	10.6	-20.8
pair	MACD	LWTI	pos-neg	11	5.8	-5.0	36.4	-0.6	-1.2	-0.9	8.0	-5.3
pair	LWTI	MACD	pos-neg	11	5.8	-5.0	36.4	-0.6	-1.2	-0.9	8.0	-5.3
pair	MRmean	LWTI	neg-neg	32	16.8	-5.6	46.9	-0.4	-0.5	-0.2	13.5	-27.5
pair	LWTI	MRmean	neg-neg	32	16.8	-5.6	46.9	-0.4	-0.5	-0.2	13.5	-27.5
pair	RSI	LWTI	neg-neg	33	17.3	-6.1	45.5	-0.4	-0.6	-0.2	13.4	-27.5
pair	LWTI	RSI	neg-neg	33	17.3	-6.1	45.5	-0.4	-0.6	-0.2	13.4	-27.5
pair	LWTI	RSIhist	neg-neg	27	14.1	-7.0	44.4	-0.5	-0.7	-0.2	14.0	-27.5
pair	RSIhist	LWTI	neg-neg	27	14.1	-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 0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 8% \| MDD -14.0% Months 92M (48%)	CAGR 5.0% \| Win 74% Sharpe 0.50 \| Sortino 0.52 \| Calmar 0.6 Vol 11% \| MDD -8.6% Months 19M (10%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (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 71M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
SLmean only	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (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 (55%)	CAGR 35.8% \| Win 83% Sharpe 4.49 \| Sortino 0.00 \| Calmar 77.4 Vol 7% \| MDD -0.5% Months 6M (3%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 12% \| MDD -32.8% Months 64M (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 12% \| MDD -32.8% Months 80M (42%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 58% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.2 Vol 8% \| MDD -10.6% Months 78M (41%)	CAGR -1.1% \| Win 55% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 10% \| MDD -12.6% Months 33M (17%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR -1.8% \| Win 43% Sharpe -0.19 \| Sortino -0.35 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 30M (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 12% \| MDD -32.8% Months 80M (42%)
MACD only	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.4% \| Win 57% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 9% \| MDD -12.0% Months 100M (52%)	CAGR 6.4% \| Win 55% Sharpe 0.71 \| Sortino 1.36 \| Calmar 1.1 Vol 9% \| MDD -6.1% Months 11M (6%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR 4.7% \| Win 55% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.4 Vol 10% \| MDD -12.2% Months 31M (16%)	CAGR 2.4% \| Win 55% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 49M (26%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
RSI only	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 -0.1% \| Win 54% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 9% \| MDD -13.7% Months 83M (44%)	CAGR 4.3% \| Win 64% Sharpe 0.49 \| Sortino 0.57 \| Calmar 0.4 Vol 10% \| MDD -10.5% Months 28M (15%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (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 70M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
MACDhist only	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.3 Vol 8% \| MDD -9.2% Months 83M (44%)	CAGR -3.0% \| Win 61% Sharpe -0.23 \| Sortino -0.27 \| Calmar -0.3 Vol 11% \| MDD -10.8% Months 28M (15%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR 14.8% \| Win 75% Sharpe 1.44 \| Sortino 1.70 \| Calmar 3.3 Vol 10% \| MDD -4.4% Months 8M (4%)	CAGR 2.1% \| Win 53% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 72M (38%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 0.1% \| Win 56% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 9% \| MDD -15.9% Months 100M (52%)	CAGR 9.0% \| Win 64% Sharpe 1.26 \| Sortino 2.19 \| Calmar 3.2 Vol 7% \| MDD -2.8% Months 11M (6%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR 9.6% \| Win 60% Sharpe 0.98 \| Sortino 1.40 \| Calmar 1.3 Vol 10% \| MDD -7.6% Months 48M (25%)	CAGR -5.6% \| Win 47% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.2 Vol 14% \| MDD -27.5% Months 32M (17%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 (49%)	CAGR 35.6% \| Win 86% Sharpe 5.01 \| Sortino 0.00 \| Calmar 77.0 Vol 6% \| MDD -0.5% Months 7M (4%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR 1.9% \| Win 57% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 75M (39%)	CAGR 17.8% \| Win 67% Sharpe 1.53 \| Sortino 1.65 \| Calmar 2.5 Vol 11% \| MDD -7.1% Months 15M (8%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.1% \| Win 54% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.2 Vol 8% \| MDD -10.3% Months 65M (34%)	CAGR -4.3% \| Win 53% Sharpe -0.37 \| Sortino -0.53 \| Calmar -0.2 Vol 10% \| MDD -17.7% Months 36M (19%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR -1.1% \| Win 54% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 10% \| MDD -17.8% Months 43M (22%)	CAGR 9.7% \| Win 64% Sharpe 0.78 \| Sortino 0.95 \| Calmar 0.4 Vol 13% \| MDD -23.5% Months 47M (25%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
MACD only	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 0.4% \| Win 55% Sharpe 0.09 \| Sortino 0.13 \| Calmar 0.0 Vol 8% \| MDD -13.6% Months 89M (47%)	CAGR -4.6% \| Win 42% Sharpe -0.43 \| Sortino -0.93 \| Calmar -0.5 Vol 10% \| MDD -9.8% Months 12M (6%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR 3.5% \| Win 60% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.2 Vol 10% \| MDD -16.8% Months 42M (22%)	CAGR 5.2% \| Win 58% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.2 Vol 12% \| MDD -27.5% Months 48M (25%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
RSI only	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 -0.2% \| Win 51% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 8% \| MDD -10.7% Months 67M (35%)	CAGR -0.2% \| Win 59% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 10% \| MDD -13.6% Months 34M (18%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR 4.4% \| Win 69% Sharpe 0.46 \| Sortino 0.55 \| Calmar 0.4 Vol 10% \| MDD -11.0% Months 26M (14%)	CAGR 4.4% \| Win 55% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 64M (34%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
MACDhist only	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)

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 (43%)	CAGR -2.9% \| Win 58% Sharpe -0.24 \| Sortino -0.31 \| Calmar -0.2 Vol 10% \| MDD -13.6% Months 19M (10%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR 34.6% \| Win 100% Sharpe 7.90 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 9M (5%)	CAGR 1.5% \| Win 54% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.0 Vol 12% \| MDD -34.6% Months 81M (42%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 0.1% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar 0.0 Vol 9% \| MDD -13.9% Months 87M (46%)	CAGR -1.9% \| Win 50% Sharpe -0.22 \| Sortino -0.34 \| Calmar -0.2 Vol 8% \| MDD -7.8% Months 14M (7%)	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)
SLmean neg	CAGR 7.6% \| Win 62% Sharpe 0.78 \| Sortino 1.00 \| Calmar 0.6 Vol 10% \| MDD -11.7% Months 61M (32%)	CAGR -2.1% \| Win 52% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 14% \| MDD -27.5% Months 29M (15%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (47%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 -0.2% \| Win 52% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 8% \| MDD -22.6% Months 105M (55%)	CAGR -1.1% \| Win 56% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.0 Vol 12% \| MDD -23.6% Months 64M (34%)	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)
RSmean neg	CAGR 44.4% \| Win 100% Sharpe 13.49 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (2%)	CAGR 20.1% \| Win 68% Sharpe 1.82 \| Sortino 2.01 \| Calmar 2.8 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)
MACD only	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -1.1% \| Win 54% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 9% \| MDD -21.6% Months 113M (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 -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)
RSmean neg	CAGR 18.6% \| Win 72% Sharpe 1.83 \| Sortino 1.72 \| Calmar 2.6 Vol 10% \| MDD -7.1% Months 18M (9%)	CAGR 46.4% \| Win 75% Sharpe 3.58 \| Sortino 0.00 \| Calmar 318.1 Vol 11% \| MDD -0.1% Months 4M (2%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)
RSI only	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 (47%)	CAGR -1.5% \| Win 52% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.0 Vol 11% \| MDD -31.0% Months 79M (41%)	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)
RSmean neg	CAGR 27.7% \| Win 67% Sharpe 2.43 \| Sortino 0.00 \| Calmar 60.0 Vol 10% \| MDD -0.5% Months 3M (2%)	CAGR 22.5% \| Win 74% Sharpe 2.07 \| Sortino 2.02 \| Calmar 3.1 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)
MACDhist only	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)

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 (46%)	CAGR -3.9% \| Win 51% Sharpe -0.29 \| Sortino -0.40 \| Calmar -0.1 Vol 11% \| MDD -39.0% Months 81M (42%)	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)
RSmean neg	CAGR 27.7% \| Win 67% Sharpe 2.43 \| Sortino 0.00 \| Calmar 60.0 Vol 10% \| MDD -0.5% Months 3M (2%)	CAGR 22.5% \| Win 74% Sharpe 2.07 \| Sortino 2.02 \| Calmar 3.1 Vol 10% \| MDD -7.1% Months 19M (10%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

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 127M (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 -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)
RSmean neg	CAGR 23.4% \| Win 71% Sharpe 2.15 \| Sortino 2.30 \| Calmar 3.3 Vol 10% \| MDD -7.1% Months 21M (11%)	CAGR 17.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 1.1% \| Win 55% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.1 Vol 8% \| MDD -18.1% Months 93M (49%)	CAGR -1.0% \| Win 47% Sharpe -0.08 \| Sortino -0.16 \| Calmar -0.2 Vol 9% \| MDD -5.6% Months 15M (8%)	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)
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 (24%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)
RSI only	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 -0.9% \| Win 56% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.0 Vol 8% \| MDD -20.4% Months 68M (36%)	CAGR 3.8% \| Win 50% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.4 Vol 8% \| MDD -10.9% Months 40M (21%)	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)
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 (44%)
MACDhist only	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)

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 -2.4% \| Win 50% Sharpe -0.22 \| Sortino -0.32 \| Calmar -0.1 Vol 9% \| MDD -23.5% Months 50M (26%)	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)
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 (44%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.5% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.1 Vol 8% \| MDD -20.2% Months 97M (51%)	CAGR -5.0% \| Win 36% Sharpe -0.60 \| Sortino -1.24 \| Calmar -0.9 Vol 8% \| MDD -5.3% Months 11M (6%)	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)
MACD neg	CAGR 6.2% \| Win 61% Sharpe 0.60 \| Sortino 0.81 \| Calmar 0.7 Vol 11% \| MDD -9.4% Months 51M (27%)	CAGR -1.0% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -23.5% Months 32M (17%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 -1.2% \| Win 54% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 8% \| MDD -21.3% Months 78M (41%)	CAGR 5.4% \| Win 60% Sharpe 0.57 \| Sortino 0.72 \| Calmar 0.6 Vol 10% \| MDD -9.1% Months 53M (28%)	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (69%)
RSI neg	CAGR 13.7% \| Win 67% Sharpe 1.42 \| Sortino 2.73 \| 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 (24%)	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 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)

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 (39%)	CAGR 0.9% \| Win 58% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.0 Vol 11% \| MDD -20.9% Months 57M (30%)	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 0.5% \| Win 55% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 9% \| MDD -26.3% Months 121M (63%)	CAGR 12.7% \| Win 70% Sharpe 1.99 \| Sortino 3.84 \| Calmar 6.9 Vol 6% \| MDD -1.8% Months 10M (5%)	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (69%)
RSI neg	CAGR 15.7% \| Win 67% Sharpe 1.67 \| Sortino 3.09 \| Calmar 2.8 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 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 -4.8% \| Win 54% Sharpe -0.41 \| Sortino -0.56 \| Calmar -0.2 Vol 11% \| MDD -20.8% Months 24M (13%)	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)
MACDhist neg	CAGR 4.1% \| Win 59% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.9 Vol 10% \| MDD -4.4% Months 22M (12%)	CAGR 2.4% \| Win 55% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -31.0% Months 76M (40%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)
RSIhist only	CAGR 3.4% \| Win 57% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.5 Vol 8% \| MDD -6.7% Months 91M (48%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 0.0% \| Win 54% Sharpe 0.04 \| Sortino 0.07 \| Calmar 0.0 Vol 9% \| MDD -22.4% Months 89M (47%)	CAGR 27.6% \| Win 100% Sharpe 5.83 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)
MACDhist neg	CAGR 8.0% \| Win 63% Sharpe 0.81 \| Sortino 1.02 \| Calmar 0.9 Vol 10% \| MDD -9.1% Months 59M (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 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 (48%)
RSIhist neg	CAGR 3.6% \| Win 59% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 10% \| MDD -20.0% Months 73M (38%)	CAGR -7.0% \| Win 44% Sharpe -0.45 \| Sortino -0.67 \| Calmar -0.3 Vol 14% \| MDD -27.5% Months 27M (14%)	CAGR 0.6% \| Win 55% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 11% \| MDD -37.0% Months 100M (52%)
LWTI only	CAGR 3.1% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.1 Vol 9% \| MDD -20.9% Months 148M (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 0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar 0.0 Vol 8% \| MDD -14.0% Months 92M (48%)	CAGR 5.0% \| Win 74% Sharpe 0.50 \| Sortino 0.52 \| Calmar 0.6 Vol 11% \| MDD -8.6% Months 19M (10%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (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 71M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
SLmean only	CAGR -0.2% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 9% \| MDD -15.7% Months 101M (53%)	CAGR 4.4% \| Win 59% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 90M (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 (55%)	CAGR 35.8% \| Win 83% Sharpe 4.49 \| Sortino 0.00 \| Calmar 77.4 Vol 7% \| MDD -0.5% Months 6M (3%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 12% \| MDD -32.8% Months 64M (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 12% \| MDD -32.8% Months 80M (42%)
RSmean only	CAGR -0.5% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 10% \| MDD -34.9% Months 169M (88%)	CAGR 23.2% \| Win 73% Sharpe 2.17 \| Sortino 2.27 \| Calmar 3.2 Vol 10% \| MDD -7.1% Months 22M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 58% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.2 Vol 8% \| MDD -10.6% Months 78M (41%)	CAGR -1.1% \| Win 55% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 10% \| MDD -12.6% Months 33M (17%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR -1.8% \| Win 43% Sharpe -0.19 \| Sortino -0.35 \| Calmar -0.1 Vol 8% \| MDD -15.5% Months 30M (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 12% \| MDD -32.8% Months 80M (42%)
MACD only	CAGR 0.8% \| Win 54% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 8% \| MDD -21.0% Months 108M (56%)	CAGR 3.4% \| Win 59% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -23.5% Months 83M (44%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.4% \| Win 57% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 9% \| MDD -12.0% Months 100M (52%)	CAGR 6.4% \| Win 55% Sharpe 0.71 \| Sortino 1.36 \| Calmar 1.1 Vol 9% \| MDD -6.1% Months 11M (6%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (58%)
MRmean neg	CAGR 4.7% \| Win 55% Sharpe 0.50 \| Sortino 0.68 \| Calmar 0.4 Vol 10% \| MDD -12.2% Months 31M (16%)	CAGR 2.4% \| Win 55% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 49M (26%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
RSI only	CAGR 1.4% \| Win 56% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 9% \| MDD -19.2% Months 131M (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 -0.1% \| Win 54% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 9% \| MDD -13.7% Months 83M (44%)	CAGR 4.3% \| Win 64% Sharpe 0.49 \| Sortino 0.57 \| Calmar 0.4 Vol 10% \| MDD -10.5% Months 28M (15%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.6% Months 111M (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 70M (37%)	CAGR 3.3% \| Win 55% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -32.8% Months 80M (42%)
MACDhist only	CAGR 1.1% \| Win 56% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 9% \| MDD -15.8% Months 93M (49%)	CAGR 2.8% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 11% \| MDD -31.0% Months 98M (51%)