PPA - Invesco Aerospace & Defense ETF

Signal Pair Analysis

RSI-LWTI

Best Pair

86.6%

Best CAGR

Total Months

17.2%

Avg CAGR

PPA 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 PPA

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	LWTI	neg-pos	14	5.7	86.6	78.6	3.0	6.6	13.2	22.4	-6.6
pair	LWTI	RSI	neg-pos	14	5.7	86.6	78.6	3.0	6.6	13.2	22.4	-6.6
pair	MRmean	RSIhist	neg-pos	2	0.8	82.3	100.0	48.0	0.0	0.0	1.3	0.0
pair	RSIhist	MRmean	neg-pos	2	0.8	82.3	100.0	48.0	0.0	0.0	1.3	0.0
pair	RSI	RSIhist	neg-pos	6	2.5	73.1	83.3	6.2	0.0	151.1	9.2	-0.5
pair	RSIhist	RSI	neg-pos	6	2.5	73.1	83.3	6.2	0.0	151.1	9.2	-0.5
pair	SLmean	RSI	pos-neg	6	2.5	73.1	83.3	6.2	0.0	151.1	9.2	-0.5
pair	RSI	SLmean	pos-neg	6	2.5	73.1	83.3	6.2	0.0	151.1	9.2	-0.5
pair	MRmean	RSI	pos-neg	4	1.6	68.6	75.0	4.6	0.0	0.0	11.7	0.0
pair	RSI	MRmean	pos-neg	4	1.6	68.6	75.0	4.6	0.0	0.0	11.7	0.0
pair	MACDhist	RSI	neg-pos	4	1.6	58.7	75.0	2.0	0.0	8.9	25.0	-6.6
pair	RSI	MACDhist	neg-pos	4	1.6	58.7	75.0	2.0	0.0	8.9	25.0	-6.6
pair	RSI	MACD	pos-neg	18	7.4	46.1	66.7	1.3	2.0	1.7	33.7	-27.2
pair	MACD	RSI	pos-neg	18	7.4	46.1	66.7	1.3	2.0	1.7	33.7	-27.2
pair	RSI	RSmean	neg-neg	1	0.4	37.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.4	37.5	100.0	0.0	0.0	0.0	-	0.0
single	RSI	RSI	neg-neg	31	12.7	37.4	67.7	1.2	1.7	0.9	30.5	-41.1
pair	RSmean	RSI	pos-neg	30	12.3	37.4	66.7	1.2	1.7	0.9	31.1	-41.1
pair	RSI	RSmean	pos-neg	30	12.3	37.4	66.7	1.2	1.7	0.9	31.1	-41.1
pair	RSIhist	RSmean	neg-pos	2	0.8	36.9	100.0	4.7	0.0	0.0	6.8	0.0
pair	RSmean	RSIhist	neg-pos	2	0.8	36.9	100.0	4.7	0.0	0.0	6.8	0.0
pair	MACD	SLmean	pos-neg	25	10.2	36.5	80.0	2.9	4.5	6.9	11.2	-5.3
pair	SLmean	MACD	pos-neg	25	10.2	36.5	80.0	2.9	4.5	6.9	11.2	-5.3
pair	RSIhist	MACD	neg-pos	24	9.8	35.9	79.2	2.8	4.5	6.8	11.4	-5.3
pair	MACD	RSIhist	neg-pos	24	9.8	35.9	79.2	2.8	4.5	6.8	11.4	-5.3
pair	MACDhist	RSI	neg-neg	27	11.1	34.5	66.7	1.1	1.5	0.8	31.7	-41.1
pair	RSI	MACDhist	neg-neg	27	11.1	34.5	66.7	1.1	1.5	0.8	31.7	-41.1
pair	RSI	MRmean	neg-neg	27	11.1	33.3	66.7	1.1	1.6	0.8	32.5	-41.1
pair	MRmean	RSI	neg-neg	27	11.1	33.3	66.7	1.1	1.6	0.8	32.5	-41.1
pair	MRmean	MACD	pos-neg	23	9.4	33.1	78.3	2.6	4.2	6.3	11.4	-5.3
pair	MACD	MRmean	pos-neg	23	9.4	33.1	78.3	2.6	4.2	6.3	11.4	-5.3
pair	MACDhist	MACD	neg-pos	7	2.9	32.3	71.4	1.9	3.6	16.7	15.7	-1.9
pair	MACD	MACDhist	neg-pos	7	2.9	32.3	71.4	1.9	3.6	16.7	15.7	-1.9
pair	RSI	SLmean	neg-neg	25	10.2	30.0	64.0	0.9	1.5	0.7	33.7	-41.1
pair	RSI	RSIhist	neg-neg	25	10.2	30.0	64.0	0.9	1.5	0.7	33.7	-41.1
pair	SLmean	RSI	neg-neg	25	10.2	30.0	64.0	0.9	1.5	0.7	33.7	-41.1
pair	RSIhist	RSI	neg-neg	25	10.2	30.0	64.0	0.9	1.5	0.7	33.7	-41.1
pair	MACD	LWTI	neg-pos	31	12.7	29.3	80.6	2.8	4.8	6.1	9.3	-4.8
pair	LWTI	MACD	neg-pos	31	12.7	29.3	80.6	2.8	4.8	6.1	9.3	-4.8
pair	SLmean	MACDhist	neg-pos	14	5.7	28.6	71.4	1.4	2.2	2.1	19.9	-13.5
pair	MACDhist	SLmean	neg-pos	14	5.7	28.6	71.4	1.4	2.2	2.1	19.9	-13.5
pair	RSIhist	MACDhist	neg-pos	30	12.3	27.4	80.0	2.6	3.9	5.7	9.6	-4.8
pair	MACDhist	RSIhist	neg-pos	30	12.3	27.4	80.0	2.6	3.9	5.7	9.6	-4.8
pair	RSmean	MACD	pos-neg	30	12.3	26.4	73.3	1.3	1.4	1.2	19.2	-21.7
pair	MACD	RSmean	pos-neg	30	12.3	26.4	73.3	1.3	1.4	1.2	19.2	-21.7
pair	RSI	MACD	neg-neg	13	5.3	26.1	69.2	1.0	1.1	1.4	26.7	-19.1
pair	MACD	RSI	neg-neg	13	5.3	26.1	69.2	1.0	1.1	1.4	26.7	-19.1
single	MACD	MACD	neg-neg	43	17.6	23.8	74.4	1.4	1.4	1.1	16.6	-21.7
pair	RSI	MACD	neg-pos	30	12.3	22.9	76.7	2.1	3.1	2.7	10.1	-8.4
pair	MACD	RSI	neg-pos	30	12.3	22.9	76.7	2.1	3.1	2.7	10.1	-8.4
pair	SLmean	RSmean	pos-neg	7	2.9	22.3	71.4	1.7	4.3	6.2	12.1	-3.6
pair	RSmean	SLmean	pos-neg	7	2.9	22.3	71.4	1.7	4.3	6.2	12.1	-3.6
pair	RSmean	MRmean	pos-neg	7	2.9	22.3	71.4	1.7	4.3	6.2	12.1	-3.6
pair	MRmean	RSmean	pos-neg	7	2.9	22.3	71.4	1.7	4.3	6.2	12.1	-3.6
pair	MACDhist	MACD	neg-neg	36	14.8	22.2	75.0	1.3	1.2	1.0	16.9	-21.7
pair	MACD	MACDhist	neg-neg	36	14.8	22.2	75.0	1.3	1.2	1.0	16.9	-21.7
pair	RSIhist	MACDhist	pos-neg	31	12.7	21.2	64.5	1.1	2.1	1.3	19.2	-16.7
pair	MACDhist	RSIhist	pos-neg	31	12.7	21.2	64.5	1.1	2.1	1.3	19.2	-16.7
pair	SLmean	MRmean	neg-pos	6	2.5	18.8	66.7	1.4	2.0	4.3	12.7	-4.4
pair	MRmean	SLmean	neg-pos	6	2.5	18.8	66.7	1.4	2.0	4.3	12.7	-4.4
pair	SLmean	MRmean	pos-neg	11	4.5	18.8	72.7	1.0	1.3	2.5	18.2	-7.5
pair	MRmean	SLmean	pos-neg	11	4.5	18.8	72.7	1.0	1.3	2.5	18.2	-7.5
pair	MACD	RSmean	neg-pos	7	2.9	18.3	57.1	1.4	3.4	4.3	12.5	-4.2
pair	RSmean	MACD	neg-pos	7	2.9	18.3	57.1	1.4	3.4	4.3	12.5	-4.2
pair	RSmean	MACDhist	neg-neg	20	8.2	18.2	70.0	1.8	3.1	3.8	9.4	-4.8
pair	MACDhist	RSmean	neg-neg	20	8.2	18.2	70.0	1.8	3.1	3.8	9.4	-4.8
pair	LWTI	RSmean	neg-pos	20	8.2	18.2	70.0	1.8	3.1	3.8	9.4	-4.8
pair	RSmean	LWTI	neg-pos	20	8.2	18.2	70.0	1.8	3.1	3.8	9.4	-4.8
single	RSmean	RSmean	neg-neg	20	8.2	18.2	70.0	1.8	3.1	3.8	9.4	-4.8
pair	MACD	RSmean	neg-neg	13	5.3	18.1	76.9	2.2	2.5	3.8	7.8	-4.8
pair	RSmean	MACD	neg-neg	13	5.3	18.1	76.9	2.2	2.5	3.8	7.8	-4.8
pair	LWTI	RSIhist	pos-pos	129	52.9	18.0	66.7	1.4	1.8	1.1	12.6	-16.3
pair	RSIhist	LWTI	pos-pos	129	52.9	18.0	66.7	1.4	1.8	1.1	12.6	-16.3
pair	SLmean	LWTI	neg-pos	54	22.1	17.9	66.7	0.9	1.1	0.9	22.2	-20.9
pair	LWTI	SLmean	neg-pos	54	22.1	17.9	66.7	0.9	1.1	0.9	22.2	-20.9
pair	MACDhist	LWTI	pos-pos	138	56.6	17.8	63.8	1.2	1.7	0.9	14.8	-19.6
pair	LWTI	MACDhist	pos-pos	138	56.6	17.8	63.8	1.2	1.7	0.9	14.8	-19.6
pair	LWTI	MRmean	neg-pos	46	18.9	17.4	65.2	0.8	1.0	0.8	22.6	-20.9
pair	MRmean	LWTI	neg-pos	46	18.9	17.4	65.2	0.8	1.0	0.8	22.6	-20.9
pair	RSIhist	SLmean	pos-pos	140	57.4	17.2	65.7	1.3	1.8	1.0	12.9	-16.7
pair	RSmean	RSI	neg-pos	19	7.8	17.2	68.4	1.7	3.0	3.6	9.6	-4.8
single	RSIhist	RSIhist	pos-pos	140	57.4	17.2	65.7	1.3	1.8	1.0	12.9	-16.7
pair	RSI	RSmean	neg-pos	19	7.8	17.2	68.4	1.7	3.0	3.6	9.6	-4.8
pair	SLmean	RSIhist	pos-pos	140	57.4	17.2	65.7	1.3	1.8	1.0	12.9	-16.7
pair	RSmean	RSIhist	pos-pos	138	56.6	16.9	65.2	1.3	1.7	0.9	13.0	-18.2
pair	RSIhist	RSmean	pos-pos	138	56.6	16.9	65.2	1.3	1.7	0.9	13.0	-18.2
pair	MRmean	RSIhist	pos-pos	138	56.6	16.4	65.2	1.2	1.7	1.0	12.9	-16.7
single	LWTI	LWTI	pos-pos	220	90.2	16.4	64.5	1.0	1.3	0.6	16.4	-29.0
pair	RSIhist	MRmean	pos-pos	138	56.6	16.4	65.2	1.2	1.7	1.0	12.9	-16.7
pair	RSIhist	RSmean	neg-neg	18	7.4	16.3	66.7	1.6	2.9	3.4	9.7	-4.8
pair	RSmean	RSIhist	neg-neg	18	7.4	16.3	66.7	1.6	2.9	3.4	9.7	-4.8
pair	RSmean	LWTI	pos-pos	200	82.0	16.2	64.0	1.0	1.3	0.6	17.0	-29.0
pair	LWTI	RSmean	pos-pos	200	82.0	16.2	64.0	1.0	1.3	0.6	17.0	-29.0
pair	LWTI	MRmean	pos-pos	174	71.3	16.1	64.4	1.1	1.5	0.6	14.4	-26.6
pair	MRmean	LWTI	pos-pos	174	71.3	16.1	64.4	1.1	1.5	0.6	14.4	-26.6
pair	RSmean	SLmean	neg-neg	13	5.3	16.0	69.2	1.9	2.6	3.4	8.1	-4.8
single	MACDhist	MACDhist	pos-pos	141	57.8	16.0	62.4	1.1	1.6	0.6	15.0	-26.2
pair	SLmean	RSmean	neg-neg	13	5.3	16.0	69.2	1.9	2.6	3.4	8.1	-4.8
pair	MACDhist	RSmean	pos-pos	141	57.8	16.0	62.4	1.1	1.6	0.6	15.0	-26.2
pair	RSmean	MACDhist	pos-pos	141	57.8	16.0	62.4	1.1	1.6	0.6	15.0	-26.2
pair	RSmean	MRmean	neg-neg	13	5.3	16.0	69.2	1.9	2.6	3.4	8.1	-4.8
pair	MRmean	RSmean	neg-neg	13	5.3	16.0	69.2	1.9	2.6	3.4	8.1	-4.8
pair	MACDhist	MRmean	pos-pos	136	55.7	16.0	62.5	1.1	1.6	0.7	14.5	-22.2
pair	MRmean	MACDhist	pos-pos	136	55.7	16.0	62.5	1.1	1.6	0.7	14.5	-22.2
pair	SLmean	LWTI	pos-pos	166	68.0	15.9	63.9	1.1	1.6	0.7	14.1	-24.1
pair	LWTI	SLmean	pos-pos	166	68.0	15.9	63.9	1.1	1.6	0.7	14.1	-24.1
pair	MACDhist	MRmean	neg-pos	5	2.0	15.6	60.0	0.6	7.9	1.1	27.3	-13.5
pair	MRmean	MACDhist	neg-pos	5	2.0	15.6	60.0	0.6	7.9	1.1	27.3	-13.5
pair	SLmean	MACDhist	pos-neg	51	20.9	15.6	66.7	1.1	1.4	1.0	14.2	-15.3
pair	MACDhist	SLmean	pos-neg	51	20.9	15.6	66.7	1.1	1.4	1.0	14.2	-15.3
pair	MACDhist	MACD	pos-pos	134	54.9	15.2	61.9	1.0	1.5	0.6	15.0	-26.2
pair	MACD	MACDhist	pos-pos	134	54.9	15.2	61.9	1.0	1.5	0.6	15.0	-26.2
pair	RSIhist	RSI	pos-pos	134	54.9	15.1	64.9	1.2	1.6	0.9	12.9	-16.7
pair	RSI	RSIhist	pos-pos	134	54.9	15.1	64.9	1.2	1.6	0.9	12.9	-16.7
single	MRmean	MRmean	pos-pos	183	75.0	15.0	63.4	1.0	1.5	0.6	14.6	-24.5
pair	MACDhist	RSI	pos-pos	137	56.1	14.9	62.0	1.0	1.5	0.6	14.6	-26.3
single	SLmean	SLmean	pos-pos	178	73.0	14.9	62.9	1.1	1.5	0.6	14.3	-24.1
pair	RSI	MACDhist	pos-pos	137	56.1	14.9	62.0	1.0	1.5	0.6	14.6	-26.3
pair	SLmean	MRmean	pos-pos	172	70.5	14.8	62.8	1.0	1.5	0.6	14.4	-24.1
pair	MRmean	SLmean	pos-pos	172	70.5	14.8	62.8	1.0	1.5	0.6	14.4	-24.1
pair	MRmean	RSmean	pos-pos	176	72.1	14.7	63.1	1.0	1.4	0.6	14.7	-24.5
pair	RSmean	MRmean	pos-pos	176	72.1	14.7	63.1	1.0	1.4	0.6	14.7	-24.5
pair	SLmean	RSmean	pos-pos	171	70.1	14.6	62.6	1.0	1.4	0.6	14.4	-24.4
pair	RSmean	SLmean	pos-pos	171	70.1	14.6	62.6	1.0	1.4	0.6	14.4	-24.4
pair	SLmean	MACDhist	pos-pos	127	52.0	14.6	61.4	1.0	1.5	0.6	14.4	-22.9
pair	MACDhist	SLmean	pos-pos	127	52.0	14.6	61.4	1.0	1.5	0.6	14.4	-22.9
pair	RSIhist	MACDhist	pos-pos	110	45.1	14.5	61.8	1.1	1.5	0.8	13.6	-17.7
pair	MACDhist	RSIhist	pos-pos	110	45.1	14.5	61.8	1.1	1.5	0.8	13.6	-17.7
pair	MACD	LWTI	pos-pos	189	77.5	14.4	61.9	0.9	1.2	0.5	17.3	-31.4
pair	LWTI	MACD	pos-pos	189	77.5	14.4	61.9	0.9	1.2	0.5	17.3	-31.4
pair	benchmark___benchmark_		benchmark-benchmark	244	100.0	14.2	63.1	0.8	1.1	0.3	18.3	-52.0
pair		benchmark___benchmark_	benchmark-benchmark	244	100.0	14.2	63.1	0.8	1.1	0.3	18.3	-52.0
pair	LWTI	MACDhist	neg-pos	82	33.6	14.1	65.9	0.8	0.9	0.7	19.0	-21.8
pair	MACDhist	LWTI	neg-pos	82	33.6	14.1	65.9	0.8	0.9	0.7	19.0	-21.8
pair	RSIhist	LWTI	neg-pos	91	37.3	14.1	61.5	0.7	1.0	0.5	20.8	-30.8
pair	LWTI	RSIhist	neg-pos	91	37.3	14.1	61.5	0.7	1.0	0.5	20.8	-30.8
pair	MACD	MRmean	neg-neg	20	8.2	14.0	70.0	0.7	0.7	0.7	21.1	-19.1
pair	MRmean	MACD	neg-neg	20	8.2	14.0	70.0	0.7	0.7	0.7	21.1	-19.1
pair	RSI	MRmean	pos-pos	179	73.4	14.0	63.1	1.0	1.4	0.4	14.6	-35.1
pair	MRmean	RSI	pos-pos	179	73.4	14.0	63.1	1.0	1.4	0.4	14.6	-35.1
single	RSmean	RSmean	pos-pos	224	91.8	13.8	62.5	0.8	1.0	0.3	18.9	-52.0
pair	MACD	SLmean	neg-pos	48	19.7	13.6	62.5	0.6	0.8	0.4	28.0	-32.6
pair	RSIhist	MACD	pos-pos	116	47.5	13.6	62.9	1.1	1.4	0.8	13.1	-16.7
pair	MACD	RSIhist	pos-pos	116	47.5	13.6	62.9	1.1	1.4	0.8	13.1	-16.7
pair	SLmean	MACD	neg-pos	48	19.7	13.6	62.5	0.6	0.8	0.4	28.0	-32.6
pair	SLmean	RSI	pos-pos	172	70.5	13.3	62.2	0.9	1.3	0.6	14.3	-24.1
pair	RSI	SLmean	pos-pos	172	70.5	13.3	62.2	0.9	1.3	0.6	14.3	-24.1
pair	LWTI	RSI	pos-pos	206	84.4	12.7	63.6	0.8	1.0	0.4	15.5	-33.9
pair	RSI	LWTI	pos-pos	206	84.4	12.7	63.6	0.8	1.0	0.4	15.5	-33.9
pair	MACD	MRmean	pos-pos	160	65.6	12.6	61.2	0.9	1.2	0.3	14.9	-37.7
pair	MRmean	MACD	pos-pos	160	65.6	12.6	61.2	0.9	1.2	0.3	14.9	-37.7
pair	MACDhist	MRmean	pos-neg	47	19.3	12.3	66.0	0.9	1.1	0.5	14.9	-24.5
pair	MRmean	MACDhist	pos-neg	47	19.3	12.3	66.0	0.9	1.1	0.5	14.9	-24.5
single	MACD	MACD	pos-pos	201	82.4	12.2	60.7	0.7	0.9	0.2	18.6	-48.1
pair	SLmean	RSIhist	neg-neg	66	27.0	12.1	63.6	0.6	0.8	0.3	26.3	-43.3
pair	RSIhist	SLmean	neg-neg	66	27.0	12.1	63.6	0.6	0.8	0.3	26.3	-43.3
single	SLmean	SLmean	neg-neg	66	27.0	12.1	63.6	0.6	0.8	0.3	26.3	-43.3
pair	MACD	RSmean	pos-pos	194	79.5	12.0	60.8	0.7	0.9	0.2	18.8	-48.1
pair	RSmean	MACD	pos-pos	194	79.5	12.0	60.8	0.7	0.9	0.2	18.8	-48.1
pair	SLmean	MACD	pos-pos	153	62.7	11.7	60.1	0.8	1.2	0.4	14.6	-27.1
pair	MACD	SLmean	pos-pos	153	62.7	11.7	60.1	0.8	1.2	0.4	14.6	-27.1
single	MACDhist	MACDhist	neg-neg	103	42.2	11.7	64.1	0.6	0.8	0.2	22.1	-52.0
single	MRmean	MRmean	neg-neg	61	25.0	11.6	62.3	0.6	0.7	0.3	26.6	-41.1
pair	MRmean	MACDhist	neg-neg	56	23.0	11.2	62.5	0.5	0.7	0.3	26.8	-41.1
pair	SLmean	RSmean	neg-pos	53	21.7	11.2	62.3	0.5	0.8	0.3	29.2	-41.1
pair	RSmean	SLmean	neg-pos	53	21.7	11.2	62.3	0.5	0.8	0.3	29.2	-41.1
pair	MACDhist	MRmean	neg-neg	56	23.0	11.2	62.5	0.5	0.7	0.3	26.8	-41.1
single	RSI	RSI	pos-pos	213	87.3	11.1	62.4	0.8	0.9	0.3	15.6	-37.4
pair	MRmean	RSIhist	pos-neg	45	18.4	10.9	57.8	0.6	1.1	0.3	18.9	-33.4
pair	RSIhist	MRmean	pos-neg	45	18.4	10.9	57.8	0.6	1.1	0.3	18.9	-33.4
pair	MRmean	SLmean	neg-neg	55	22.5	10.8	61.8	0.5	0.7	0.3	27.8	-41.1
pair	SLmean	MRmean	neg-neg	55	22.5	10.8	61.8	0.5	0.7	0.3	27.8	-41.1
pair	LWTI	MACD	neg-neg	12	4.9	10.8	58.3	0.5	0.7	0.6	28.3	-19.1
pair	MACD	LWTI	neg-neg	12	4.9	10.8	58.3	0.5	0.7	0.6	28.3	-19.1
pair	RSI	RSmean	pos-pos	194	79.5	10.5	61.9	0.7	0.9	0.3	16.1	-37.4
pair	RSmean	RSI	pos-pos	194	79.5	10.5	61.9	0.7	0.9	0.3	16.1	-37.4
pair	MRmean	MACD	neg-pos	41	16.8	10.4	58.5	0.5	0.7	0.4	29.2	-27.2
pair	MACD	MRmean	neg-pos	41	16.8	10.4	58.5	0.5	0.7	0.4	29.2	-27.2
pair	RSmean	MRmean	neg-pos	48	19.7	10.4	60.4	0.5	0.7	0.2	29.8	-41.1
pair	MRmean	RSmean	neg-pos	48	19.7	10.4	60.4	0.5	0.7	0.2	29.8	-41.1
pair	RSIhist	MACD	pos-neg	85	34.8	10.3	57.6	0.5	0.8	0.2	24.3	-46.5
pair	MACD	RSIhist	pos-neg	85	34.8	10.3	57.6	0.5	0.8	0.2	24.3	-46.5
pair	MACDhist	RSmean	pos-neg	83	34.0	10.2	62.7	0.5	0.7	0.2	24.2	-52.0
pair	RSmean	MACDhist	pos-neg	83	34.0	10.2	62.7	0.5	0.7	0.2	24.2	-52.0
single	RSIhist	RSIhist	neg-neg	104	42.6	10.2	59.6	0.5	0.8	0.2	23.7	-50.3
pair	RSIhist	MACD	neg-neg	19	7.8	10.1	68.4	0.6	0.6	0.5	21.3	-19.1
pair	MACD	RSIhist	neg-neg	19	7.8	10.1	68.4	0.6	0.6	0.5	21.3	-19.1
pair	MRmean	RSIhist	neg-neg	59	24.2	9.8	61.0	0.5	0.6	0.2	27.0	-41.1
pair	RSIhist	MRmean	neg-neg	59	24.2	9.8	61.0	0.5	0.6	0.2	27.0	-41.1
pair	MACD	RSI	pos-pos	183	75.0	9.3	60.1	0.6	0.8	0.2	16.3	-39.9
pair	RSI	MACD	pos-pos	183	75.0	9.3	60.1	0.6	0.8	0.2	16.3	-39.9
pair	RSIhist	RSmean	pos-neg	86	35.2	9.0	58.1	0.5	0.7	0.2	25.7	-50.3
pair	RSmean	RSIhist	pos-neg	86	35.2	9.0	58.1	0.5	0.7	0.2	25.7	-50.3
pair	SLmean	MACD	neg-neg	18	7.4	8.2	66.7	0.5	0.5	0.4	21.8	-19.1
pair	MACD	SLmean	neg-neg	18	7.4	8.2	66.7	0.5	0.5	0.4	21.8	-19.1
pair	SLmean	MACDhist	neg-neg	52	21.3	8.1	61.5	0.4	0.6	0.2	27.9	-43.3
pair	MACDhist	SLmean	neg-neg	52	21.3	8.1	61.5	0.4	0.6	0.2	27.9	-43.3
pair	LWTI	RSIhist	pos-neg	11	4.5	7.7	54.5	0.5	0.8	0.6	17.0	-12.9
pair	RSIhist	LWTI	pos-neg	11	4.5	7.7	54.5	0.5	0.8	0.6	17.0	-12.9
pair	RSIhist	SLmean	pos-neg	38	15.6	7.0	52.6	0.5	0.8	0.3	18.6	-21.0
pair	SLmean	RSIhist	pos-neg	38	15.6	7.0	52.6	0.5	0.8	0.3	18.6	-21.0
pair	LWTI	RSI	neg-neg	17	7.0	6.8	58.8	0.3	0.5	0.2	35.0	-41.1
pair	RSI	LWTI	neg-neg	17	7.0	6.8	58.8	0.3	0.5	0.2	35.0	-41.1
pair	MACD	MACDhist	pos-neg	67	27.5	6.5	58.2	0.4	0.5	0.2	24.5	-37.5
pair	MACDhist	MACD	pos-neg	67	27.5	6.5	58.2	0.4	0.5	0.2	24.5	-37.5
pair	MACDhist	RSIhist	neg-neg	73	29.9	5.9	57.5	0.3	0.5	0.1	25.5	-50.3
pair	RSIhist	MACDhist	neg-neg	73	29.9	5.9	57.5	0.3	0.5	0.1	25.5	-50.3
pair	MACDhist	RSI	pos-neg	76	31.1	4.6	63.2	0.3	0.4	0.2	17.3	-27.2
pair	RSI	MACDhist	pos-neg	76	31.1	4.6	63.2	0.3	0.4	0.2	17.3	-27.2
pair	RSI	RSIhist	pos-neg	79	32.4	4.6	58.2	0.3	0.4	0.1	19.5	-40.9
pair	RSIhist	RSI	pos-neg	79	32.4	4.6	58.2	0.3	0.4	0.1	19.5	-40.9
pair	LWTI	MACDhist	neg-neg	21	8.6	3.0	57.1	0.2	0.4	0.1	32.0	-41.1
pair	MACDhist	LWTI	neg-neg	21	8.6	3.0	57.1	0.2	0.4	0.1	32.0	-41.1
pair	LWTI	SLmean	pos-neg	12	4.9	2.6	50.0	0.2	0.4	0.2	16.9	-16.5
pair	SLmean	LWTI	pos-neg	12	4.9	2.6	50.0	0.2	0.4	0.2	16.9	-16.5
pair	RSI	SLmean	neg-pos	41	16.8	2.5	63.4	0.2	0.2	0.1	20.5	-29.0
pair	SLmean	RSI	neg-pos	41	16.8	2.5	63.4	0.2	0.2	0.1	20.5	-29.0
pair	RSI	MRmean	neg-pos	34	13.9	-3.1	58.8	-0.1	-0.1	-0.1	20.2	-32.0
pair	MRmean	RSI	neg-pos	34	13.9	-3.1	58.8	-0.1	-0.1	-0.1	20.2	-32.0
pair	MRmean	LWTI	pos-neg	9	3.7	-4.2	44.4	-0.2	-0.3	-0.3	17.0	-12.9
pair	LWTI	MRmean	pos-neg	9	3.7	-4.2	44.4	-0.2	-0.3	-0.3	17.0	-12.9
single	LWTI	LWTI	neg-neg	24	9.8	-4.3	50.0	0.0	0.0	-0.1	30.6	-41.1
pair	LWTI	RSmean	pos-neg	24	9.8	-4.3	50.0	0.0	0.0	-0.1	30.6	-41.1
pair	RSmean	LWTI	pos-neg	24	9.8	-4.3	50.0	0.0	0.0	-0.1	30.6	-41.1
pair	MRmean	LWTI	neg-neg	15	6.1	-4.4	53.3	0.1	0.1	-0.1	37.1	-41.1
pair	LWTI	MRmean	neg-neg	15	6.1	-4.4	53.3	0.1	0.1	-0.1	37.1	-41.1
pair	SLmean	LWTI	neg-neg	12	4.9	-10.7	50.0	-0.1	-0.2	-0.3	40.9	-41.1
pair	LWTI	SLmean	neg-neg	12	4.9	-10.7	50.0	-0.1	-0.2	-0.3	40.9	-41.1
pair	LWTI	RSIhist	neg-neg	13	5.3	-13.4	46.2	-0.2	-0.3	-0.3	39.4	-41.1
pair	RSIhist	LWTI	neg-neg	13	5.3	-13.4	46.2	-0.2	-0.3	-0.3	39.4	-41.1
pair	MACD	LWTI	pos-neg	12	4.9	-17.3	41.7	-0.4	-0.7	-0.5	33.6	-33.8
pair	LWTI	MACD	pos-neg	12	4.9	-17.3	41.7	-0.4	-0.7	-0.5	33.6	-33.8
pair	LWTI	RSI	pos-neg	7	2.9	-26.6	28.6	-2.1	-3.6	-2.1	14.3	-12.4
pair	RSI	LWTI	pos-neg	7	2.9	-26.6	28.6	-2.1	-3.6	-2.1	14.3	-12.4
pair	LWTI	MACDhist	pos-neg	3	1.2	-42.8	0.0	-4.7	-4.7	-5.2	11.6	-8.2
pair	MACDhist	LWTI	pos-neg	3	1.2	-42.8	0.0	-4.7	-4.7	-5.2	11.6	-8.2

All Contingency Tables for PPA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 172M (70%)	CAGR 18.8% \| Win 73% Sharpe 1.04 \| Sortino 1.27 \| Calmar 2.5 Vol 18% \| MDD -7.5% Months 11M (4%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 18.8% \| Win 67% Sharpe 1.42 \| Sortino 1.97 \| Calmar 4.3 Vol 13% \| MDD -4.4% Months 6M (2%)	CAGR 10.8% \| Win 62% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -41.1% Months 55M (22%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
SLmean only	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.7% \| Win 63% Sharpe 1.01 \| Sortino 1.41 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 176M (72%)	CAGR 22.3% \| Win 71% Sharpe 1.73 \| Sortino 4.32 \| Calmar 6.2 Vol 12% \| MDD -3.6% Months 7M (3%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 10.4% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -41.1% Months 48M (20%)	CAGR 16.0% \| Win 69% Sharpe 1.89 \| Sortino 2.61 \| Calmar 3.4 Vol 8% \| MDD -4.8% Months 13M (5%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
RSmean only	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 61% Sharpe 0.88 \| Sortino 1.23 \| Calmar 0.3 Vol 15% \| MDD -37.7% Months 160M (66%)	CAGR 33.1% \| Win 78% Sharpe 2.60 \| Sortino 4.17 \| Calmar 6.3 Vol 11% \| MDD -5.3% Months 23M (9%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 10.4% \| Win 58% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.4 Vol 29% \| MDD -27.2% Months 41M (17%)	CAGR 14.0% \| Win 70% Sharpe 0.73 \| Sortino 0.73 \| Calmar 0.7 Vol 21% \| MDD -19.1% Months 20M (8%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
MACD only	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 63% Sharpe 0.98 \| Sortino 1.37 \| Calmar 0.4 Vol 15% \| MDD -35.1% Months 179M (73%)	CAGR 68.6% \| Win 75% Sharpe 4.61 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR -3.1% \| Win 59% Sharpe -0.05 \| Sortino -0.05 \| Calmar -0.1 Vol 20% \| MDD -32.0% Months 34M (14%)	CAGR 33.3% \| Win 67% Sharpe 1.05 \| Sortino 1.61 \| Calmar 0.8 Vol 32% \| MDD -41.1% Months 27M (11%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
RSI only	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 62% Sharpe 1.10 \| Sortino 1.59 \| Calmar 0.7 Vol 14% \| MDD -22.2% Months 136M (56%)	CAGR 12.3% \| Win 66% Sharpe 0.86 \| Sortino 1.12 \| Calmar 0.5 Vol 15% \| MDD -24.5% Months 47M (19%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 15.6% \| Win 60% Sharpe 0.64 \| Sortino 7.88 \| Calmar 1.2 Vol 27% \| MDD -13.5% Months 5M (2%)	CAGR 11.2% \| Win 62% Sharpe 0.53 \| Sortino 0.68 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 56M (23%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 65% Sharpe 1.25 \| Sortino 1.68 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 138M (57%)	CAGR 10.9% \| Win 58% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.3 Vol 19% \| MDD -33.4% Months 45M (18%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 82.3% \| Win 100% Sharpe 47.98 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 9.8% \| Win 61% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -41.1% Months 59M (24%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 16.1% \| Win 64% Sharpe 1.11 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -26.6% Months 174M (71%)	CAGR -4.2% \| Win 44% Sharpe -0.17 \| Sortino -0.29 \| Calmar -0.3 Vol 17% \| MDD -12.9% Months 9M (4%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 17.4% \| Win 65% Sharpe 0.83 \| Sortino 1.01 \| Calmar 0.8 Vol 23% \| MDD -20.9% Months 46M (19%)	CAGR -4.4% \| Win 53% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.1 Vol 37% \| MDD -41.1% Months 15M (6%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 14.6% \| Win 63% Sharpe 1.02 \| Sortino 1.44 \| Calmar 0.6 Vol 14% \| MDD -24.4% Months 171M (70%)	CAGR 22.3% \| Win 71% Sharpe 1.73 \| Sortino 4.32 \| Calmar 6.2 Vol 12% \| MDD -3.6% Months 7M (3%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	CAGR 11.2% \| Win 62% Sharpe 0.51 \| Sortino 0.75 \| Calmar 0.3 Vol 29% \| MDD -41.1% Months 53M (22%)	CAGR 16.0% \| Win 69% Sharpe 1.89 \| Sortino 2.61 \| Calmar 3.4 Vol 8% \| MDD -4.8% Months 13M (5%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
RSmean only	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 60% Sharpe 0.84 \| Sortino 1.19 \| Calmar 0.4 Vol 15% \| MDD -27.1% Months 153M (63%)	CAGR 36.5% \| Win 80% Sharpe 2.87 \| Sortino 4.53 \| Calmar 6.9 Vol 11% \| MDD -5.3% Months 25M (10%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	CAGR 13.6% \| Win 62% Sharpe 0.60 \| Sortino 0.84 \| Calmar 0.4 Vol 28% \| MDD -32.6% Months 48M (20%)	CAGR 8.2% \| Win 67% Sharpe 0.47 \| Sortino 0.49 \| Calmar 0.4 Vol 22% \| MDD -19.1% Months 18M (7%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
MACD only	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 13.3% \| Win 62% Sharpe 0.95 \| Sortino 1.34 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 172M (70%)	CAGR 73.1% \| Win 83% Sharpe 6.17 \| Sortino 0.00 \| Calmar 151.1 Vol 9% \| MDD -0.5% Months 6M (2%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	CAGR 2.5% \| Win 63% Sharpe 0.23 \| Sortino 0.24 \| Calmar 0.1 Vol 20% \| MDD -29.0% Months 41M (17%)	CAGR 30.0% \| Win 64% Sharpe 0.95 \| Sortino 1.51 \| Calmar 0.7 Vol 34% \| MDD -41.1% Months 25M (10%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
RSI only	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 14.6% \| Win 61% Sharpe 1.03 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -22.9% Months 127M (52%)	CAGR 15.6% \| Win 67% Sharpe 1.10 \| Sortino 1.44 \| Calmar 1.0 Vol 14% \| MDD -15.3% Months 51M (21%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	CAGR 28.6% \| Win 71% Sharpe 1.37 \| Sortino 2.21 \| Calmar 2.1 Vol 20% \| MDD -13.5% Months 14M (6%)	CAGR 8.1% \| Win 62% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.2 Vol 28% \| MDD -43.3% Months 52M (21%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 7.0% \| Win 53% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.3 Vol 19% \| MDD -21.0% Months 38M (16%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	-	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 15.9% \| Win 64% Sharpe 1.12 \| Sortino 1.55 \| Calmar 0.7 Vol 14% \| MDD -24.1% Months 166M (68%)	CAGR 2.6% \| Win 50% Sharpe 0.23 \| Sortino 0.41 \| Calmar 0.2 Vol 17% \| MDD -16.5% Months 12M (5%)	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)
SLmean neg	CAGR 17.9% \| Win 67% Sharpe 0.86 \| Sortino 1.07 \| Calmar 0.9 Vol 22% \| MDD -20.9% Months 54M (22%)	CAGR -10.7% \| Win 50% Sharpe -0.09 \| Sortino -0.17 \| Calmar -0.3 Vol 41% \| MDD -41.1% Months 12M (5%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 12.0% \| Win 61% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.2 Vol 19% \| MDD -48.1% Months 194M (80%)	CAGR 26.4% \| Win 73% Sharpe 1.33 \| Sortino 1.37 \| Calmar 1.2 Vol 19% \| MDD -21.7% Months 30M (12%)	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)
RSmean neg	CAGR 18.3% \| Win 57% Sharpe 1.41 \| Sortino 3.42 \| Calmar 4.3 Vol 12% \| MDD -4.2% Months 7M (3%)	CAGR 18.1% \| Win 77% Sharpe 2.18 \| Sortino 2.48 \| Calmar 3.8 Vol 8% \| MDD -4.8% Months 13M (5%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)
MACD only	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.5% \| Win 62% Sharpe 0.71 \| Sortino 0.88 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 194M (80%)	CAGR 37.4% \| Win 67% Sharpe 1.19 \| Sortino 1.72 \| Calmar 0.9 Vol 31% \| MDD -41.1% Months 30M (12%)	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)
RSmean neg	CAGR 17.2% \| Win 68% Sharpe 1.72 \| Sortino 3.00 \| Calmar 3.6 Vol 10% \| MDD -4.8% Months 19M (8%)	CAGR 37.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)
RSI only	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 10.2% \| Win 63% Sharpe 0.53 \| Sortino 0.68 \| Calmar 0.2 Vol 24% \| MDD -52.0% Months 83M (34%)	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)
RSmean neg	-	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 16.9% \| Win 65% Sharpe 1.27 \| Sortino 1.72 \| Calmar 0.9 Vol 13% \| MDD -18.2% Months 138M (57%)	CAGR 9.0% \| Win 58% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.2 Vol 26% \| MDD -50.3% Months 86M (35%)	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)
RSmean neg	CAGR 36.9% \| Win 100% Sharpe 4.68 \| Sortino 0.00 \| Calmar 0.0 Vol 7% \| MDD 0.0% Months 2M (1%)	CAGR 16.3% \| Win 67% Sharpe 1.62 \| Sortino 2.85 \| Calmar 3.4 Vol 10% \| MDD -4.8% Months 18M (7%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 16.2% \| Win 64% Sharpe 0.97 \| Sortino 1.27 \| Calmar 0.6 Vol 17% \| MDD -29.0% Months 200M (82%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)
RSmean neg	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)	-	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.3% \| Win 60% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 16% \| MDD -39.9% Months 183M (75%)	CAGR 46.1% \| Win 67% Sharpe 1.30 \| Sortino 2.00 \| Calmar 1.7 Vol 34% \| MDD -27.2% Months 18M (7%)	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)
MACD neg	CAGR 22.9% \| Win 77% Sharpe 2.11 \| Sortino 3.15 \| Calmar 2.7 Vol 10% \| MDD -8.4% Months 30M (12%)	CAGR 26.1% \| Win 69% Sharpe 1.01 \| Sortino 1.11 \| Calmar 1.4 Vol 27% \| MDD -19.1% Months 13M (5%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)
RSI only	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.2% \| Win 62% Sharpe 1.02 \| Sortino 1.48 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 134M (55%)	CAGR 6.5% \| Win 58% Sharpe 0.38 \| Sortino 0.51 \| Calmar 0.2 Vol 24% \| MDD -37.5% Months 67M (28%)	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)
MACD neg	CAGR 32.3% \| Win 71% Sharpe 1.87 \| Sortino 3.59 \| Calmar 16.7 Vol 16% \| MDD -1.9% Months 7M (3%)	CAGR 22.2% \| Win 75% Sharpe 1.28 \| Sortino 1.16 \| Calmar 1.0 Vol 17% \| MDD -21.7% Months 36M (15%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 13.6% \| Win 63% Sharpe 1.05 \| Sortino 1.39 \| Calmar 0.8 Vol 13% \| MDD -16.7% Months 116M (48%)	CAGR 10.3% \| Win 58% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.2 Vol 24% \| MDD -46.5% Months 85M (35%)	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)
MACD neg	CAGR 35.9% \| Win 79% Sharpe 2.78 \| Sortino 4.47 \| Calmar 6.8 Vol 11% \| MDD -5.3% Months 24M (10%)	CAGR 10.1% \| Win 68% Sharpe 0.56 \| Sortino 0.57 \| Calmar 0.5 Vol 21% \| MDD -19.1% Months 19M (8%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.4% \| Win 62% Sharpe 0.87 \| Sortino 1.16 \| Calmar 0.5 Vol 17% \| MDD -31.4% Months 189M (78%)	CAGR -17.3% \| Win 42% Sharpe -0.41 \| Sortino -0.69 \| Calmar -0.5 Vol 34% \| MDD -33.8% Months 12M (5%)	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)
MACD neg	CAGR 29.3% \| Win 81% Sharpe 2.82 \| Sortino 4.77 \| Calmar 6.1 Vol 9% \| MDD -4.8% Months 31M (13%)	CAGR 10.8% \| Win 58% Sharpe 0.50 \| Sortino 0.67 \| Calmar 0.6 Vol 28% \| MDD -19.1% Months 12M (5%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 14.9% \| Win 62% Sharpe 1.03 \| Sortino 1.47 \| Calmar 0.6 Vol 15% \| MDD -26.3% Months 137M (56%)	CAGR 4.6% \| Win 63% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.2 Vol 17% \| MDD -27.2% Months 76M (31%)	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)
RSI neg	CAGR 58.7% \| Win 75% Sharpe 1.98 \| Sortino 0.00 \| Calmar 8.9 Vol 25% \| MDD -6.6% Months 4M (2%)	CAGR 34.5% \| Win 67% Sharpe 1.10 \| Sortino 1.53 \| Calmar 0.8 Vol 32% \| MDD -41.1% Months 27M (11%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 15.1% \| Win 65% Sharpe 1.17 \| Sortino 1.55 \| Calmar 0.9 Vol 13% \| MDD -16.7% Months 134M (55%)	CAGR 4.6% \| Win 58% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -40.9% Months 79M (32%)	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)
RSI neg	CAGR 73.1% \| Win 83% Sharpe 6.17 \| Sortino 0.00 \| Calmar 151.1 Vol 9% \| MDD -0.5% Months 6M (2%)	CAGR 30.0% \| Win 64% Sharpe 0.95 \| Sortino 1.51 \| Calmar 0.7 Vol 34% \| MDD -41.1% Months 25M (10%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.7% \| Win 64% Sharpe 0.85 \| Sortino 1.03 \| Calmar 0.4 Vol 16% \| MDD -33.9% Months 206M (84%)	CAGR -26.6% \| Win 29% Sharpe -2.08 \| Sortino -3.60 \| Calmar -2.1 Vol 14% \| MDD -12.4% Months 7M (3%)	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)
RSI neg	CAGR 86.6% \| Win 79% Sharpe 2.96 \| Sortino 6.64 \| Calmar 13.2 Vol 22% \| MDD -6.6% Months 14M (6%)	CAGR 6.8% \| Win 59% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.2 Vol 35% \| MDD -41.1% Months 17M (7%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.5% \| Win 62% Sharpe 1.07 \| Sortino 1.46 \| Calmar 0.8 Vol 14% \| MDD -17.7% Months 110M (45%)	CAGR 21.2% \| Win 64% Sharpe 1.10 \| Sortino 2.09 \| Calmar 1.3 Vol 19% \| MDD -16.7% Months 31M (13%)	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)
MACDhist neg	CAGR 27.4% \| Win 80% Sharpe 2.58 \| Sortino 3.94 \| Calmar 5.7 Vol 10% \| MDD -4.8% Months 30M (12%)	CAGR 5.9% \| Win 57% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -50.3% Months 73M (30%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)
RSIhist only	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 17.8% \| Win 64% Sharpe 1.19 \| Sortino 1.72 \| Calmar 0.9 Vol 15% \| MDD -19.6% Months 138M (57%)	CAGR -42.8% \| Win 0% Sharpe -4.66 \| Sortino -4.66 \| Calmar -5.2 Vol 12% \| MDD -8.2% Months 3M (1%)	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)
MACDhist neg	CAGR 14.1% \| Win 66% Sharpe 0.79 \| Sortino 0.94 \| Calmar 0.6 Vol 19% \| MDD -21.8% Months 82M (34%)	CAGR 3.0% \| Win 57% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 32% \| MDD -41.1% Months 21M (9%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 18.0% \| Win 67% Sharpe 1.39 \| Sortino 1.83 \| Calmar 1.1 Vol 13% \| MDD -16.3% Months 129M (53%)	CAGR 7.7% \| Win 55% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.6 Vol 17% \| MDD -12.9% Months 11M (4%)	CAGR 17.2% \| Win 66% Sharpe 1.30 \| Sortino 1.75 \| Calmar 1.0 Vol 13% \| MDD -16.7% Months 140M (57%)
RSIhist neg	CAGR 14.1% \| Win 62% Sharpe 0.74 \| Sortino 1.04 \| Calmar 0.5 Vol 21% \| MDD -30.8% Months 91M (37%)	CAGR -13.4% \| Win 46% Sharpe -0.18 \| Sortino -0.34 \| Calmar -0.3 Vol 39% \| MDD -41.1% Months 13M (5%)	CAGR 10.2% \| Win 60% Sharpe 0.53 \| Sortino 0.75 \| Calmar 0.2 Vol 24% \| MDD -50.3% Months 104M (43%)
LWTI only	CAGR 16.4% \| Win 64% Sharpe 1.01 \| Sortino 1.31 \| Calmar 0.6 Vol 16% \| MDD -29.0% Months 220M (90%)	CAGR -4.3% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 31% \| MDD -41.1% Months 24M (10%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 172M (70%)	CAGR 18.8% \| Win 73% Sharpe 1.04 \| Sortino 1.27 \| Calmar 2.5 Vol 18% \| MDD -7.5% Months 11M (4%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 18.8% \| Win 67% Sharpe 1.42 \| Sortino 1.97 \| Calmar 4.3 Vol 13% \| MDD -4.4% Months 6M (2%)	CAGR 10.8% \| Win 62% Sharpe 0.51 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -41.1% Months 55M (22%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
SLmean only	CAGR 14.9% \| Win 63% Sharpe 1.05 \| Sortino 1.49 \| Calmar 0.6 Vol 14% \| MDD -24.1% Months 178M (73%)	CAGR 12.1% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 26% \| MDD -43.3% Months 66M (27%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.7% \| Win 63% Sharpe 1.01 \| Sortino 1.41 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 176M (72%)	CAGR 22.3% \| Win 71% Sharpe 1.73 \| Sortino 4.32 \| Calmar 6.2 Vol 12% \| MDD -3.6% Months 7M (3%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 10.4% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -41.1% Months 48M (20%)	CAGR 16.0% \| Win 69% Sharpe 1.89 \| Sortino 2.61 \| Calmar 3.4 Vol 8% \| MDD -4.8% Months 13M (5%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
RSmean only	CAGR 13.8% \| Win 62% Sharpe 0.78 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -52.0% Months 224M (92%)	CAGR 18.2% \| Win 70% Sharpe 1.84 \| Sortino 3.15 \| Calmar 3.8 Vol 9% \| MDD -4.8% Months 20M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 61% Sharpe 0.88 \| Sortino 1.23 \| Calmar 0.3 Vol 15% \| MDD -37.7% Months 160M (66%)	CAGR 33.1% \| Win 78% Sharpe 2.60 \| Sortino 4.17 \| Calmar 6.3 Vol 11% \| MDD -5.3% Months 23M (9%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 10.4% \| Win 58% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.4 Vol 29% \| MDD -27.2% Months 41M (17%)	CAGR 14.0% \| Win 70% Sharpe 0.73 \| Sortino 0.73 \| Calmar 0.7 Vol 21% \| MDD -19.1% Months 20M (8%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
MACD only	CAGR 12.2% \| Win 61% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.3 Vol 19% \| MDD -48.1% Months 201M (82%)	CAGR 23.8% \| Win 74% Sharpe 1.39 \| Sortino 1.36 \| Calmar 1.1 Vol 17% \| MDD -21.7% Months 43M (18%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 63% Sharpe 0.98 \| Sortino 1.37 \| Calmar 0.4 Vol 15% \| MDD -35.1% Months 179M (73%)	CAGR 68.6% \| Win 75% Sharpe 4.61 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR -3.1% \| Win 59% Sharpe -0.05 \| Sortino -0.05 \| Calmar -0.1 Vol 20% \| MDD -32.0% Months 34M (14%)	CAGR 33.3% \| Win 67% Sharpe 1.05 \| Sortino 1.61 \| Calmar 0.8 Vol 32% \| MDD -41.1% Months 27M (11%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
RSI only	CAGR 11.1% \| Win 62% Sharpe 0.76 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -37.4% Months 213M (87%)	CAGR 37.4% \| Win 68% Sharpe 1.20 \| Sortino 1.71 \| Calmar 0.9 Vol 30% \| MDD -41.1% Months 31M (13%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 62% Sharpe 1.10 \| Sortino 1.59 \| Calmar 0.7 Vol 14% \| MDD -22.2% Months 136M (56%)	CAGR 12.3% \| Win 66% Sharpe 0.86 \| Sortino 1.12 \| Calmar 0.5 Vol 15% \| MDD -24.5% Months 47M (19%)	CAGR 15.0% \| Win 63% Sharpe 1.04 \| Sortino 1.46 \| Calmar 0.6 Vol 15% \| MDD -24.5% Months 183M (75%)
MRmean neg	CAGR 15.6% \| Win 60% Sharpe 0.64 \| Sortino 7.88 \| Calmar 1.2 Vol 27% \| MDD -13.5% Months 5M (2%)	CAGR 11.2% \| Win 62% Sharpe 0.53 \| Sortino 0.68 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 56M (23%)	CAGR 11.6% \| Win 62% Sharpe 0.55 \| Sortino 0.72 \| Calmar 0.3 Vol 27% \| MDD -41.1% Months 61M (25%)
MACDhist only	CAGR 16.0% \| Win 62% Sharpe 1.07 \| Sortino 1.56 \| Calmar 0.6 Vol 15% \| MDD -26.2% Months 141M (58%)	CAGR 11.7% \| Win 64% Sharpe 0.62 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -52.0% Months 103M (42%)