PPH - VanEck Pharmaceutical ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

39.5%

Best CAGR

Total Months

6.6%

Avg CAGR

PPH 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 PPH

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	3	1.0	39.5	66.7	2.5	0.0	28.4	13.5	-1.4
pair	RSmean	RSI	neg-neg	3	1.0	39.5	66.7	2.5	0.0	28.4	13.5	-1.4
pair	RSIhist	RSmean	neg-pos	7	2.2	25.7	85.7	3.9	0.0	22.4	5.9	-1.1
pair	RSmean	RSIhist	neg-pos	7	2.2	25.7	85.7	3.9	0.0	22.4	5.9	-1.1
pair	RSmean	MACD	neg-neg	17	5.4	24.0	70.6	1.2	2.2	1.9	19.5	-12.4
pair	MACD	RSmean	neg-neg	17	5.4	24.0	70.6	1.2	2.2	1.9	19.5	-12.4
pair	RSmean	MACDhist	neg-neg	22	7.0	16.4	63.6	0.9	1.7	1.1	18.4	-15.1
pair	MACDhist	RSmean	neg-neg	22	7.0	16.4	63.6	0.9	1.7	1.1	18.4	-15.1
pair	RSI	LWTI	neg-pos	38	12.1	16.3	60.5	1.0	2.1	1.1	15.8	-14.6
pair	LWTI	RSI	neg-pos	38	12.1	16.3	60.5	1.0	2.1	1.1	15.8	-14.6
pair	MRmean	RSmean	neg-neg	20	6.4	15.8	65.0	0.8	1.6	0.9	19.7	-17.2
pair	RSmean	MRmean	neg-neg	20	6.4	15.8	65.0	0.8	1.6	0.9	19.7	-17.2
pair	RSI	MACD	pos-neg	26	8.3	15.3	65.4	0.8	1.5	0.8	18.9	-20.1
pair	MACD	RSI	pos-neg	26	8.3	15.3	65.4	0.8	1.5	0.8	18.9	-20.1
pair	RSmean	SLmean	pos-neg	10	3.2	15.1	80.0	1.8	2.1	13.2	8.3	-1.1
pair	SLmean	RSmean	pos-neg	10	3.2	15.1	80.0	1.8	2.1	13.2	8.3	-1.1
pair	SLmean	MRmean	neg-pos	16	5.1	14.9	68.8	1.0	2.0	1.7	14.7	-8.7
pair	MRmean	SLmean	neg-pos	16	5.1	14.9	68.8	1.0	2.0	1.7	14.7	-8.7
pair	RSmean	LWTI	neg-pos	27	8.6	13.4	66.7	0.8	1.4	0.8	17.3	-16.8
pair	LWTI	RSmean	neg-pos	27	8.6	13.4	66.7	0.8	1.4	0.8	17.3	-16.8
single	RSmean	RSmean	neg-neg	30	9.6	13.1	66.7	0.8	1.4	0.9	16.6	-14.8
pair	RSIhist	RSI	neg-neg	64	20.4	12.7	62.5	0.8	1.2	0.6	17.8	-23.0
pair	RSI	RSIhist	neg-neg	64	20.4	12.7	62.5	0.8	1.2	0.6	17.8	-23.0
pair	MRmean	LWTI	neg-pos	70	22.3	12.2	62.9	0.8	1.4	0.8	17.3	-15.1
pair	LWTI	MRmean	neg-pos	70	22.3	12.2	62.9	0.8	1.4	0.8	17.3	-15.1
pair	SLmean	RSmean	neg-neg	20	6.4	12.1	60.0	0.7	1.3	0.6	19.7	-20.2
pair	RSmean	SLmean	neg-neg	20	6.4	12.1	60.0	0.7	1.3	0.6	19.7	-20.2
pair	RSIhist	MACDhist	neg-pos	31	9.9	11.3	67.7	0.8	2.3	1.3	13.9	-8.7
pair	MACDhist	RSIhist	neg-pos	31	9.9	11.3	67.7	0.8	2.3	1.3	13.9	-8.7
pair	MACD	RSIhist	neg-neg	61	19.4	11.1	62.3	0.7	1.1	0.5	17.7	-21.0
pair	RSIhist	MACD	neg-neg	61	19.4	11.1	62.3	0.7	1.1	0.5	17.7	-21.0
pair	MACDhist	RSI	neg-pos	22	7.0	11.0	59.1	0.8	1.8	0.8	13.8	-13.9
pair	RSI	MACDhist	neg-pos	22	7.0	11.0	59.1	0.8	1.8	0.8	13.8	-13.9
pair	MACD	MACDhist	neg-neg	68	21.7	10.8	63.2	0.7	1.1	0.4	17.5	-24.9
pair	MACDhist	MACD	neg-neg	68	21.7	10.8	63.2	0.7	1.1	0.4	17.5	-24.9
pair	RSIhist	MACDhist	pos-neg	54	17.2	10.6	66.7	0.8	1.4	0.7	14.5	-15.9
pair	MACDhist	RSIhist	pos-neg	54	17.2	10.6	66.7	0.8	1.4	0.7	14.5	-15.9
pair	MRmean	RSI	neg-neg	75	23.9	10.5	61.3	0.7	1.1	0.4	17.4	-27.0
pair	RSmean	RSI	neg-pos	27	8.6	10.5	66.7	0.7	1.1	0.6	17.0	-16.7
pair	RSI	RSmean	neg-pos	27	8.6	10.5	66.7	0.7	1.1	0.6	17.0	-16.7
pair	RSI	MRmean	neg-neg	75	23.9	10.5	61.3	0.7	1.1	0.4	17.4	-27.0
pair	MACD	MRmean	neg-neg	69	22.0	10.4	60.9	0.7	1.1	0.4	17.4	-24.9
pair	MRmean	MACD	neg-neg	69	22.0	10.4	60.9	0.7	1.1	0.4	17.4	-24.9
pair	LWTI	RSmean	neg-neg	3	1.0	10.2	66.7	1.0	0.0	4.6	10.3	-2.2
pair	SLmean	RSI	pos-neg	20	6.4	10.2	65.0	0.8	1.4	1.2	13.8	-8.7
pair	RSmean	LWTI	neg-neg	3	1.0	10.2	66.7	1.0	0.0	4.6	10.3	-2.2
pair	RSI	SLmean	pos-neg	20	6.4	10.2	65.0	0.8	1.4	1.2	13.8	-8.7
pair	RSI	SLmean	neg-neg	66	21.0	10.1	59.1	0.6	1.0	0.3	17.6	-29.5
single	RSI	RSI	neg-neg	86	27.4	10.1	60.5	0.7	1.1	0.4	16.7	-27.0
pair	SLmean	RSI	neg-neg	66	21.0	10.1	59.1	0.6	1.0	0.3	17.6	-29.5
pair	MACDhist	RSI	neg-neg	64	20.4	9.9	60.9	0.6	1.0	0.4	17.7	-27.0
pair	RSI	MACDhist	neg-neg	64	20.4	9.9	60.9	0.6	1.0	0.4	17.7	-27.0
pair	SLmean	MACD	neg-neg	60	19.1	9.9	58.3	0.6	1.0	0.5	17.5	-21.4
pair	MACD	SLmean	neg-neg	60	19.1	9.9	58.3	0.6	1.0	0.5	17.5	-21.4
pair	MACDhist	LWTI	neg-pos	69	22.0	9.7	59.4	0.6	1.1	0.3	17.7	-31.2
pair	LWTI	MACDhist	neg-pos	69	22.0	9.7	59.4	0.6	1.1	0.3	17.7	-31.2
pair	RSIhist	RSmean	neg-neg	23	7.3	9.5	60.9	0.6	1.1	0.4	18.8	-21.5
pair	RSmean	RSIhist	neg-neg	23	7.3	9.5	60.9	0.6	1.1	0.4	18.8	-21.5
pair	RSI	RSmean	pos-neg	83	26.4	9.2	60.2	0.6	1.0	0.3	16.8	-26.0
pair	RSmean	RSI	pos-neg	83	26.4	9.2	60.2	0.6	1.0	0.3	16.8	-26.0
pair	RSIhist	MRmean	neg-neg	103	32.8	9.1	61.2	0.6	1.0	0.3	17.8	-33.0
pair	MRmean	RSIhist	neg-neg	103	32.8	9.1	61.2	0.6	1.0	0.3	17.8	-33.0
pair	LWTI	RSIhist	neg-pos	111	35.4	8.7	61.3	0.6	1.1	0.3	16.5	-26.5
pair	RSIhist	LWTI	neg-pos	111	35.4	8.7	61.3	0.6	1.1	0.3	16.5	-26.5
pair	SLmean	MACD	pos-pos	146	46.5	8.7	65.8	0.7	1.1	0.3	13.2	-29.0
pair	MACD	SLmean	pos-pos	146	46.5	8.7	65.8	0.7	1.1	0.3	13.2	-29.0
pair	LWTI	MACD	neg-pos	57	18.2	8.6	56.1	0.6	1.1	0.4	15.6	-22.4
pair	MACD	LWTI	neg-pos	57	18.2	8.6	56.1	0.6	1.1	0.4	15.6	-22.4
pair	MACDhist	MACD	pos-pos	150	47.8	8.1	65.3	0.7	1.0	0.3	13.2	-27.1
pair	MACD	MACDhist	pos-pos	150	47.8	8.1	65.3	0.7	1.0	0.3	13.2	-27.1
pair	MRmean	RSmean	pos-neg	10	3.2	8.0	70.0	1.0	1.5	4.8	8.2	-1.6
pair	RSmean	MRmean	pos-neg	10	3.2	8.0	70.0	1.0	1.5	4.8	8.2	-1.6
pair	MACD	RSI	neg-neg	60	19.1	8.0	58.3	0.6	0.9	0.3	15.8	-24.9
pair	RSI	MACD	neg-neg	60	19.1	8.0	58.3	0.6	0.9	0.3	15.8	-24.9
pair	MRmean	MACDhist	neg-neg	93	29.6	7.9	59.1	0.5	0.9	0.3	18.1	-29.1
pair	MACDhist	MRmean	neg-neg	93	29.6	7.9	59.1	0.5	0.9	0.3	18.1	-29.1
pair	RSIhist	MACD	pos-pos	120	38.2	7.8	65.0	0.7	1.0	0.4	12.7	-17.9
pair	MACD	RSIhist	pos-pos	120	38.2	7.8	65.0	0.7	1.0	0.4	12.7	-17.9
pair	LWTI	SLmean	pos-pos	166	52.9	7.8	63.9	0.6	1.0	0.2	13.2	-32.2
pair	SLmean	LWTI	pos-pos	166	52.9	7.8	63.9	0.6	1.0	0.2	13.2	-32.2
pair	RSIhist	SLmean	neg-neg	116	36.9	7.8	58.6	0.5	0.9	0.2	17.3	-36.3
pair	SLmean	RSIhist	neg-neg	116	36.9	7.8	58.6	0.5	0.9	0.2	17.3	-36.3
single	MRmean	MRmean	neg-neg	116	36.9	7.7	60.3	0.5	0.9	0.2	17.6	-33.2
single	LWTI	LWTI	pos-pos	252	80.3	7.6	61.5	0.6	1.0	0.2	14.4	-30.9
pair	RSI	MRmean	pos-neg	11	3.5	7.5	54.5	0.7	1.2	0.8	11.1	-9.8
pair	MRmean	RSI	pos-neg	11	3.5	7.5	54.5	0.7	1.2	0.8	11.1	-9.8
single	RSIhist	RSIhist	neg-neg	149	47.5	7.4	60.4	0.5	0.8	0.2	17.0	-40.0
pair	MACD	MRmean	pos-pos	161	51.3	7.3	63.4	0.6	0.9	0.2	13.3	-29.9
pair	RSIhist	SLmean	pos-pos	159	50.6	7.3	62.3	0.6	1.0	0.4	12.5	-17.6
pair	SLmean	RSIhist	pos-pos	159	50.6	7.3	62.3	0.6	1.0	0.4	12.5	-17.6
pair	LWTI	MACD	pos-pos	195	62.1	7.3	63.1	0.6	0.9	0.2	14.1	-32.1
pair	MRmean	MACD	pos-pos	161	51.3	7.3	63.4	0.6	0.9	0.2	13.3	-29.9
pair	MACD	LWTI	pos-pos	195	62.1	7.3	63.1	0.6	0.9	0.2	14.1	-32.1
single	SLmean	SLmean	pos-pos	192	61.1	7.1	63.0	0.6	0.9	0.2	13.2	-28.5
pair	SLmean	LWTI	neg-pos	86	27.4	7.1	57.0	0.5	0.9	0.2	16.6	-29.9
pair	LWTI	SLmean	neg-pos	86	27.4	7.1	57.0	0.5	0.9	0.2	16.6	-29.9
pair	SLmean	MACDhist	pos-pos	148	47.1	7.1	62.2	0.6	0.9	0.2	12.6	-29.9
pair	MACDhist	SLmean	pos-pos	148	47.1	7.1	62.2	0.6	0.9	0.2	12.6	-29.9
pair	RSIhist	RSmean	pos-neg	126	40.1	7.0	60.3	0.5	0.8	0.2	16.7	-29.3
pair	RSmean	RSIhist	pos-neg	126	40.1	7.0	60.3	0.5	0.8	0.2	16.7	-29.3
pair	RSmean	MACD	pos-pos	195	62.1	7.0	62.6	0.5	0.9	0.2	14.6	-33.6
pair	MACD	RSmean	pos-pos	195	62.1	7.0	62.6	0.5	0.9	0.2	14.6	-33.6
pair	SLmean	MACDhist	neg-neg	82	26.1	7.0	56.1	0.5	0.8	0.2	18.4	-31.5
pair	MACDhist	SLmean	neg-neg	82	26.1	7.0	56.1	0.5	0.8	0.2	18.4	-31.5
single	MACDhist	MACDhist	neg-neg	126	40.1	7.0	59.5	0.5	0.8	0.2	17.3	-38.1
pair	RSmean	LWTI	pos-pos	225	71.7	6.9	60.9	0.6	0.9	0.3	14.1	-26.9
pair	SLmean	MACDhist	pos-neg	44	14.0	6.9	65.9	0.5	1.0	0.5	15.2	-13.0
pair	MACDhist	SLmean	pos-neg	44	14.0	6.9	65.9	0.5	1.0	0.5	15.2	-13.0
pair	MACDhist	MRmean	neg-pos	23	7.3	6.9	65.2	0.5	0.9	0.4	15.6	-17.7
pair	MRmean	MACDhist	neg-pos	23	7.3	6.9	65.2	0.5	0.9	0.4	15.6	-17.7
pair	LWTI	RSmean	pos-pos	225	71.7	6.9	60.9	0.6	0.9	0.3	14.1	-26.9
pair	MACDhist	LWTI	pos-pos	183	58.3	6.8	62.3	0.6	0.9	0.2	13.1	-27.1
pair	LWTI	MACDhist	pos-pos	183	58.3	6.8	62.3	0.6	0.9	0.2	13.1	-27.1
pair	SLmean	RSmean	pos-pos	182	58.0	6.7	62.1	0.6	0.9	0.2	13.4	-32.2
pair	RSmean	SLmean	pos-pos	182	58.0	6.7	62.1	0.6	0.9	0.2	13.4	-32.2
pair	LWTI	RSIhist	pos-pos	141	44.9	6.7	61.7	0.6	0.9	0.3	12.6	-21.2
pair	SLmean	RSI	pos-pos	172	54.8	6.7	62.8	0.6	0.9	0.2	13.1	-31.2
pair	RSI	SLmean	pos-pos	172	54.8	6.7	62.8	0.6	0.9	0.2	13.1	-31.2
pair	RSIhist	LWTI	pos-pos	141	44.9	6.7	61.7	0.6	0.9	0.3	12.6	-21.2
pair	SLmean	MRmean	neg-neg	100	31.8	6.6	59.0	0.5	0.8	0.2	18.0	-39.7
pair	MRmean	SLmean	neg-neg	100	31.8	6.6	59.0	0.5	0.8	0.2	18.0	-39.7
pair	benchmark___benchmark_		benchmark-benchmark	314	100.0	6.5	60.5	0.5	0.8	0.1	14.8	-43.4
pair		benchmark___benchmark_	benchmark-benchmark	314	100.0	6.5	60.5	0.5	0.8	0.1	14.8	-43.4
single	MACD	MACD	pos-pos	208	66.2	6.5	62.5	0.5	0.8	0.2	14.4	-32.5
single	MACD	MACD	neg-neg	106	33.8	6.4	56.6	0.5	0.8	0.2	15.7	-28.0
pair	MRmean	SLmean	pos-pos	176	56.1	6.4	62.5	0.5	0.8	0.2	13.0	-34.4
pair	SLmean	MRmean	pos-pos	176	56.1	6.4	62.5	0.5	0.8	0.2	13.0	-34.4
pair	RSIhist	MRmean	pos-pos	152	48.4	6.4	61.2	0.6	0.9	0.4	12.4	-17.6
pair	MRmean	RSIhist	pos-pos	152	48.4	6.4	61.2	0.6	0.9	0.4	12.4	-17.6
pair	RSmean	MACDhist	pos-pos	180	57.3	6.3	60.6	0.5	0.8	0.2	13.1	-27.1
pair	MACDhist	RSmean	pos-pos	180	57.3	6.3	60.6	0.5	0.8	0.2	13.1	-27.1
single	MACDhist	MACDhist	pos-pos	188	59.9	6.2	61.2	0.5	0.8	0.2	13.0	-27.1
pair	RSIhist	SLmean	pos-neg	33	10.5	6.1	66.7	0.5	0.8	0.3	16.1	-17.8
pair	SLmean	RSIhist	pos-neg	33	10.5	6.1	66.7	0.5	0.8	0.3	16.1	-17.8
pair	RSI	RSIhist	pos-pos	143	45.5	6.1	61.5	0.5	0.8	0.3	12.6	-19.8
pair	RSIhist	RSI	pos-pos	143	45.5	6.1	61.5	0.5	0.8	0.3	12.6	-19.8
pair	LWTI	RSI	pos-pos	214	68.2	6.1	61.7	0.5	0.8	0.1	14.2	-42.6
pair	RSI	LWTI	pos-pos	214	68.2	6.1	61.7	0.5	0.8	0.1	14.2	-42.6
pair	MRmean	RSmean	neg-pos	96	30.6	6.1	59.4	0.4	0.7	0.2	17.2	-29.3
pair	RSmean	MRmean	neg-pos	96	30.6	6.1	59.4	0.4	0.7	0.2	17.2	-29.3
pair	MRmean	MACDhist	pos-pos	165	52.5	6.1	60.6	0.5	0.8	0.2	12.6	-27.5
pair	MACDhist	MRmean	pos-pos	165	52.5	6.1	60.6	0.5	0.8	0.2	12.6	-27.5
pair	MRmean	LWTI	pos-pos	182	58.0	5.9	61.0	0.5	0.8	0.2	13.2	-30.3
pair	LWTI	MRmean	pos-pos	182	58.0	5.9	61.0	0.5	0.8	0.2	13.2	-30.3
single	MRmean	MRmean	pos-pos	198	63.1	5.8	60.6	0.5	0.8	0.2	13.0	-27.2
single	RSmean	RSmean	pos-pos	284	90.4	5.8	59.9	0.5	0.7	0.2	14.6	-35.7
pair	RSmean	MRmean	pos-pos	188	59.9	5.7	60.1	0.5	0.8	0.2	13.2	-28.4
pair	MRmean	RSmean	pos-pos	188	59.9	5.7	60.1	0.5	0.8	0.2	13.2	-28.4
single	RSIhist	RSIhist	pos-pos	165	52.5	5.7	60.6	0.5	0.8	0.3	12.6	-17.6
pair	MRmean	RSI	pos-pos	187	59.6	5.7	61.0	0.5	0.8	0.2	13.1	-32.0
pair	RSI	MRmean	pos-pos	187	59.6	5.7	61.0	0.5	0.8	0.2	13.1	-32.0
single	SLmean	SLmean	neg-neg	122	38.9	5.6	56.6	0.4	0.7	0.1	17.2	-42.5
pair	RSI	MACDhist	pos-pos	166	52.9	5.6	61.4	0.5	0.7	0.2	12.9	-35.5
pair	MACDhist	RSI	pos-pos	166	52.9	5.6	61.4	0.5	0.7	0.2	12.9	-35.5
pair	RSIhist	MACDhist	neg-neg	95	30.3	5.6	56.8	0.4	0.7	0.1	18.3	-36.3
pair	MACDhist	RSIhist	neg-neg	95	30.3	5.6	56.8	0.4	0.7	0.1	18.3	-36.3
pair	RSI	LWTI	neg-neg	48	15.3	5.5	60.4	0.4	0.6	0.2	17.4	-24.9
pair	LWTI	RSI	neg-neg	48	15.3	5.5	60.4	0.4	0.6	0.2	17.4	-24.9
pair	RSI	MACD	pos-pos	182	58.0	5.3	62.1	0.5	0.7	0.1	13.7	-40.0
pair	MACD	RSI	pos-pos	182	58.0	5.3	62.1	0.5	0.7	0.1	13.7	-40.0
single	RSI	RSI	pos-pos	228	72.6	5.2	60.5	0.4	0.7	0.1	14.1	-41.8
pair	MACDhist	RSmean	pos-neg	104	33.1	5.1	58.7	0.4	0.6	0.2	17.1	-32.5
pair	RSmean	MACDhist	pos-neg	104	33.1	5.1	58.7	0.4	0.6	0.2	17.1	-32.5
pair	RSmean	RSIhist	pos-pos	158	50.3	4.9	59.5	0.4	0.7	0.2	12.8	-20.2
pair	RSIhist	MACD	pos-neg	88	28.0	4.9	59.1	0.4	0.6	0.2	16.5	-25.9
pair	MACD	RSIhist	pos-neg	88	28.0	4.9	59.1	0.4	0.6	0.2	16.5	-25.9
pair	LWTI	MRmean	pos-neg	16	5.1	4.9	56.2	0.5	0.8	0.5	10.8	-9.4
pair	MRmean	LWTI	pos-neg	16	5.1	4.9	56.2	0.5	0.8	0.5	10.8	-9.4
pair	RSIhist	RSmean	pos-pos	158	50.3	4.9	59.5	0.4	0.7	0.2	12.8	-20.2
pair	RSI	RSmean	pos-pos	201	64.0	4.5	59.7	0.4	0.6	0.1	13.7	-39.1
pair	RSmean	RSI	pos-pos	201	64.0	4.5	59.7	0.4	0.6	0.1	13.7	-39.1
pair	MACDhist	RSmean	neg-pos	8	2.5	4.5	75.0	0.5	0.4	0.6	10.9	-7.5
pair	RSmean	MACDhist	neg-pos	8	2.5	4.5	75.0	0.5	0.4	0.6	10.9	-7.5
pair	RSI	MACD	neg-pos	46	14.6	4.4	54.3	0.3	0.6	0.2	15.8	-25.5
pair	MACD	RSI	neg-pos	46	14.6	4.4	54.3	0.3	0.6	0.2	15.8	-25.5
pair	MACDhist	RSIhist	pos-pos	134	42.7	4.4	59.0	0.4	0.6	0.2	12.3	-23.2
pair	RSIhist	MACDhist	pos-pos	134	42.7	4.4	59.0	0.4	0.6	0.2	12.3	-23.2
pair	RSmean	SLmean	neg-pos	102	32.5	4.3	55.9	0.3	0.6	0.1	16.7	-36.9
pair	SLmean	RSmean	neg-pos	102	32.5	4.3	55.9	0.3	0.6	0.1	16.7	-36.9
pair	MACDhist	MRmean	pos-neg	33	10.5	4.2	60.6	0.3	0.6	0.3	15.0	-13.0
pair	MRmean	MACDhist	pos-neg	33	10.5	4.2	60.6	0.3	0.6	0.3	15.0	-13.0
pair	MACDhist	RSI	pos-neg	62	19.7	4.1	58.1	0.3	0.6	0.1	17.0	-38.8
pair	RSI	MACDhist	pos-neg	62	19.7	4.1	58.1	0.3	0.6	0.1	17.0	-38.8
pair	MACD	LWTI	neg-neg	49	15.6	3.9	57.1	0.3	0.5	0.2	15.9	-24.9
pair	LWTI	MACD	neg-neg	49	15.6	3.9	57.1	0.3	0.5	0.2	15.9	-24.9
pair	MRmean	MACD	neg-pos	47	15.0	3.9	59.6	0.3	0.5	0.2	18.0	-24.3
pair	MACD	MRmean	neg-pos	47	15.0	3.9	59.6	0.3	0.5	0.2	18.0	-24.3
pair	MRmean	RSIhist	pos-neg	46	14.6	3.7	58.7	0.3	0.5	0.2	15.0	-17.1
pair	MACDhist	LWTI	neg-neg	57	18.2	3.7	59.6	0.3	0.5	0.1	16.9	-27.5
pair	LWTI	MACDhist	neg-neg	57	18.2	3.7	59.6	0.3	0.5	0.1	16.9	-27.5
pair	RSIhist	MRmean	pos-neg	46	14.6	3.7	58.7	0.3	0.5	0.2	15.0	-17.1
pair	RSI	RSIhist	pos-neg	85	27.1	3.6	58.8	0.3	0.5	0.1	16.4	-31.7
pair	RSIhist	RSI	pos-neg	85	27.1	3.6	58.8	0.3	0.5	0.1	16.4	-31.7
pair	RSIhist	LWTI	neg-neg	38	12.1	3.6	57.9	0.3	0.4	0.2	18.5	-22.2
pair	LWTI	RSIhist	neg-neg	38	12.1	3.6	57.9	0.3	0.4	0.2	18.5	-22.2
pair	MACD	RSmean	pos-neg	89	28.3	3.4	53.9	0.3	0.5	0.1	14.8	-24.9
pair	RSmean	MACD	pos-neg	89	28.3	3.4	53.9	0.3	0.5	0.1	14.8	-24.9
pair	RSI	RSIhist	neg-pos	22	7.0	3.0	54.5	0.3	0.5	0.3	13.3	-11.5
pair	RSIhist	RSI	neg-pos	22	7.0	3.0	54.5	0.3	0.5	0.3	13.3	-11.5
pair	RSI	MRmean	neg-pos	41	13.1	2.8	58.5	0.2	0.4	0.1	18.0	-31.2
pair	MRmean	RSI	neg-pos	41	13.1	2.8	58.5	0.2	0.4	0.1	18.0	-31.2
pair	MACDhist	SLmean	neg-pos	40	12.7	2.7	57.5	0.2	0.5	0.1	14.6	-22.9
pair	SLmean	MACDhist	neg-pos	40	12.7	2.7	57.5	0.2	0.5	0.1	14.6	-22.9
pair	SLmean	LWTI	pos-neg	26	8.3	2.6	57.7	0.3	0.5	0.2	12.8	-15.3
pair	MACDhist	MACD	pos-neg	58	18.5	2.6	55.2	0.2	0.4	0.1	17.2	-37.2
pair	MACD	MACDhist	pos-neg	58	18.5	2.6	55.2	0.2	0.4	0.1	17.2	-37.2
pair	LWTI	SLmean	pos-neg	26	8.3	2.6	57.7	0.3	0.5	0.2	12.8	-15.3
single	LWTI	LWTI	neg-neg	62	19.7	2.2	56.5	0.2	0.3	0.1	16.4	-31.9
pair	SLmean	MACD	pos-neg	46	14.6	2.0	54.3	0.2	0.3	0.2	13.0	-12.6
pair	MACD	SLmean	pos-neg	46	14.6	2.0	54.3	0.2	0.3	0.2	13.0	-12.6
pair	SLmean	LWTI	neg-neg	36	11.5	1.9	55.6	0.2	0.3	0.1	18.8	-26.0
pair	LWTI	SLmean	neg-neg	36	11.5	1.9	55.6	0.2	0.3	0.1	18.8	-26.0
pair	LWTI	RSmean	pos-neg	59	18.8	1.8	55.9	0.2	0.3	0.1	16.7	-33.5
pair	RSmean	LWTI	pos-neg	59	18.8	1.8	55.9	0.2	0.3	0.1	16.7	-33.5
pair	SLmean	MACD	neg-pos	62	19.7	1.5	54.8	0.2	0.3	0.1	16.9	-26.3
pair	MACD	SLmean	neg-pos	62	19.7	1.5	54.8	0.2	0.3	0.1	16.9	-26.3
pair	MRmean	LWTI	neg-neg	46	14.6	1.3	56.5	0.2	0.3	0.1	18.1	-24.9
pair	LWTI	MRmean	neg-neg	46	14.6	1.3	56.5	0.2	0.3	0.1	18.1	-24.9
pair	SLmean	MRmean	pos-neg	22	7.0	0.9	45.5	0.1	0.2	0.1	12.9	-8.9
pair	MRmean	SLmean	pos-neg	22	7.0	0.9	45.5	0.1	0.2	0.1	12.9	-8.9
pair	RSI	SLmean	neg-pos	56	17.8	0.5	53.6	0.1	0.2	0.0	16.8	-31.2
pair	SLmean	RSI	neg-pos	56	17.8	0.5	53.6	0.1	0.2	0.0	16.8	-31.2
pair	RSIhist	MACD	neg-pos	45	14.3	0.4	48.9	0.1	0.1	0.0	12.5	-17.3
pair	MACD	RSIhist	neg-pos	45	14.3	0.4	48.9	0.1	0.1	0.0	12.5	-17.3
pair	RSmean	MACD	neg-pos	13	4.1	0.3	61.5	0.1	0.1	0.0	11.6	-9.2
pair	MACD	RSmean	neg-pos	13	4.1	0.3	61.5	0.1	0.1	0.0	11.6	-9.2
pair	RSIhist	LWTI	pos-neg	24	7.6	0.1	54.2	0.1	0.1	0.0	12.8	-15.3
pair	LWTI	RSIhist	pos-neg	24	7.6	0.1	54.2	0.1	0.1	0.0	12.8	-15.3
pair	MACD	MRmean	pos-neg	37	11.8	-0.7	48.6	0.0	0.0	-0.0	11.8	-22.4
pair	MRmean	MACD	pos-neg	37	11.8	-0.7	48.6	0.0	0.0	-0.0	11.8	-22.4
pair	MACDhist	MACD	neg-pos	38	12.1	-1.0	44.7	-0.0	-0.1	-0.1	11.8	-22.0
pair	MACD	MACDhist	neg-pos	38	12.1	-1.0	44.7	-0.0	-0.1	-0.1	11.8	-22.0
pair	RSIhist	MRmean	neg-pos	13	4.1	-2.4	53.8	-0.1	-0.2	-0.2	15.7	-12.9
pair	MRmean	RSIhist	neg-pos	13	4.1	-2.4	53.8	-0.1	-0.2	-0.2	15.7	-12.9
pair	MACD	LWTI	pos-neg	13	4.1	-3.9	53.8	-0.1	-0.2	-0.2	18.9	-15.9
pair	LWTI	MACD	pos-neg	13	4.1	-3.9	53.8	-0.1	-0.2	-0.2	18.9	-15.9
pair	LWTI	RSI	pos-neg	14	4.5	-8.3	42.9	-0.6	-0.9	-0.5	12.3	-18.6
pair	RSI	LWTI	pos-neg	14	4.5	-8.3	42.9	-0.6	-0.9	-0.5	12.3	-18.6
pair	LWTI	MACDhist	pos-neg	5	1.6	-13.1	20.0	-1.8	-2.2	-8.3	7.7	-1.6
pair	MACDhist	LWTI	pos-neg	5	1.6	-13.1	20.0	-1.8	-2.2	-8.3	7.7	-1.6
pair	RSIhist	SLmean	neg-pos	6	1.9	-29.1	16.7	-3.2	-3.6	-2.4	10.5	-12.2
pair	SLmean	RSIhist	neg-pos	6	1.9	-29.1	16.7	-3.2	-3.6	-2.4	10.5	-12.2

All Contingency Tables for PPH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 62% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -34.4% Months 176M (56%)	CAGR 0.9% \| Win 46% Sharpe 0.13 \| Sortino 0.25 \| Calmar 0.1 Vol 13% \| MDD -8.9% Months 22M (7%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 14.9% \| Win 69% Sharpe 1.02 \| Sortino 2.01 \| Calmar 1.7 Vol 15% \| MDD -8.7% Months 16M (5%)	CAGR 6.6% \| Win 59% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -39.7% Months 100M (32%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
SLmean only	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 60% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 13% \| MDD -28.4% Months 188M (60%)	CAGR 8.0% \| Win 70% Sharpe 0.98 \| Sortino 1.51 \| Calmar 4.8 Vol 8% \| MDD -1.6% Months 10M (3%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 6.1% \| Win 59% Sharpe 0.43 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -29.3% Months 96M (31%)	CAGR 15.8% \| Win 65% Sharpe 0.84 \| Sortino 1.61 \| Calmar 0.9 Vol 20% \| MDD -17.2% Months 20M (6%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
RSmean only	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 13% \| MDD -29.9% Months 161M (51%)	CAGR -0.7% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 12% \| MDD -22.4% Months 37M (12%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 3.9% \| Win 60% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.2 Vol 18% \| MDD -24.3% Months 47M (15%)	CAGR 10.4% \| Win 61% Sharpe 0.66 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -24.9% Months 69M (22%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
MACD only	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 61% Sharpe 0.49 \| Sortino 0.77 \| Calmar 0.2 Vol 13% \| MDD -32.0% Months 187M (60%)	CAGR 7.5% \| Win 55% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.8 Vol 11% \| MDD -9.8% Months 11M (4%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 2.8% \| Win 58% Sharpe 0.24 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -31.2% Months 41M (13%)	CAGR 10.5% \| Win 61% Sharpe 0.66 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 75M (24%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
RSI only	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.5% Months 165M (52%)	CAGR 4.2% \| Win 61% Sharpe 0.35 \| Sortino 0.60 \| Calmar 0.3 Vol 15% \| MDD -13.0% Months 33M (10%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 6.9% \| Win 65% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 16% \| MDD -17.7% Months 23M (7%)	CAGR 7.9% \| Win 59% Sharpe 0.51 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -29.1% Months 93M (30%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 61% Sharpe 0.56 \| Sortino 0.89 \| Calmar 0.4 Vol 12% \| MDD -17.6% Months 152M (48%)	CAGR 3.7% \| Win 59% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.2 Vol 15% \| MDD -17.1% Months 46M (15%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR -2.4% \| Win 54% Sharpe -0.08 \| Sortino -0.19 \| Calmar -0.2 Vol 16% \| MDD -12.9% Months 13M (4%)	CAGR 9.1% \| Win 61% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 18% \| MDD -33.0% Months 103M (33%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.9% \| Win 61% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 13% \| MDD -30.3% Months 182M (58%)	CAGR 4.9% \| Win 56% Sharpe 0.49 \| Sortino 0.81 \| Calmar 0.5 Vol 11% \| MDD -9.4% Months 16M (5%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 12.2% \| Win 63% Sharpe 0.75 \| Sortino 1.36 \| Calmar 0.8 Vol 17% \| MDD -15.1% Months 70M (22%)	CAGR 1.3% \| Win 56% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.1 Vol 18% \| MDD -24.9% Months 46M (15%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 62% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.2 Vol 13% \| MDD -32.2% Months 182M (58%)	CAGR 15.1% \| Win 80% Sharpe 1.75 \| Sortino 2.07 \| Calmar 13.2 Vol 8% \| MDD -1.1% Months 10M (3%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR 4.3% \| Win 56% Sharpe 0.34 \| Sortino 0.56 \| Calmar 0.1 Vol 17% \| MDD -36.9% Months 102M (32%)	CAGR 12.1% \| Win 60% Sharpe 0.68 \| Sortino 1.28 \| Calmar 0.6 Vol 20% \| MDD -20.2% Months 20M (6%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
RSmean only	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.7% \| Win 66% Sharpe 0.70 \| Sortino 1.08 \| Calmar 0.3 Vol 13% \| MDD -29.0% Months 146M (46%)	CAGR 2.0% \| Win 54% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.2 Vol 13% \| MDD -12.6% Months 46M (15%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR 1.5% \| Win 55% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.1 Vol 17% \| MDD -26.3% Months 62M (20%)	CAGR 9.9% \| Win 58% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 18% \| MDD -21.4% Months 60M (19%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
MACD only	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 63% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.2 Vol 13% \| MDD -31.2% Months 172M (55%)	CAGR 10.2% \| Win 65% Sharpe 0.77 \| Sortino 1.43 \| Calmar 1.2 Vol 14% \| MDD -8.7% Months 20M (6%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR 0.5% \| Win 54% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -31.2% Months 56M (18%)	CAGR 10.1% \| Win 59% Sharpe 0.64 \| Sortino 1.03 \| Calmar 0.3 Vol 18% \| MDD -29.5% Months 66M (21%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
RSI only	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.1% \| Win 62% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -29.9% Months 148M (47%)	CAGR 6.9% \| Win 66% Sharpe 0.52 \| Sortino 1.04 \| Calmar 0.5 Vol 15% \| MDD -13.0% Months 44M (14%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR 2.7% \| Win 57% Sharpe 0.25 \| Sortino 0.47 \| Calmar 0.1 Vol 15% \| MDD -22.9% Months 40M (13%)	CAGR 7.0% \| Win 56% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -31.5% Months 82M (26%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 62% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.4 Vol 12% \| MDD -17.6% Months 159M (51%)	CAGR 6.1% \| Win 67% Sharpe 0.45 \| Sortino 0.75 \| Calmar 0.3 Vol 16% \| MDD -17.8% Months 33M (10%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR -29.1% \| Win 17% Sharpe -3.19 \| Sortino -3.60 \| Calmar -2.4 Vol 10% \| MDD -12.2% Months 6M (2%)	CAGR 7.8% \| Win 59% Sharpe 0.52 \| Sortino 0.87 \| Calmar 0.2 Vol 17% \| MDD -36.3% Months 116M (37%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 64% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.2 Vol 13% \| MDD -32.2% Months 166M (53%)	CAGR 2.6% \| Win 58% Sharpe 0.27 \| Sortino 0.48 \| Calmar 0.2 Vol 13% \| MDD -15.3% Months 26M (8%)	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)
SLmean neg	CAGR 7.1% \| Win 57% Sharpe 0.50 \| Sortino 0.93 \| Calmar 0.2 Vol 17% \| MDD -29.9% Months 86M (27%)	CAGR 1.9% \| Win 56% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.1 Vol 19% \| MDD -26.0% Months 36M (12%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.0% \| Win 63% Sharpe 0.54 \| Sortino 0.86 \| Calmar 0.2 Vol 15% \| MDD -33.6% Months 195M (62%)	CAGR 3.4% \| Win 54% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 15% \| MDD -24.9% Months 89M (28%)	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)
RSmean neg	CAGR 0.3% \| Win 62% Sharpe 0.08 \| Sortino 0.10 \| Calmar 0.0 Vol 12% \| MDD -9.2% Months 13M (4%)	CAGR 24.0% \| Win 71% Sharpe 1.20 \| Sortino 2.20 \| Calmar 1.9 Vol 20% \| MDD -12.4% Months 17M (5%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)
MACD only	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.5% \| Win 60% Sharpe 0.39 \| Sortino 0.61 \| Calmar 0.1 Vol 14% \| MDD -39.1% Months 201M (64%)	CAGR 9.2% \| Win 60% Sharpe 0.61 \| Sortino 1.00 \| Calmar 0.4 Vol 17% \| MDD -26.0% Months 83M (26%)	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)
RSmean neg	CAGR 10.5% \| Win 67% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.6 Vol 17% \| MDD -16.7% Months 27M (9%)	CAGR 39.5% \| Win 67% Sharpe 2.55 \| Sortino 0.00 \| Calmar 28.4 Vol 14% \| MDD -1.4% Months 3M (1%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)
RSI only	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 6.3% \| Win 61% Sharpe 0.53 \| Sortino 0.85 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 180M (57%)	CAGR 5.1% \| Win 59% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.2 Vol 17% \| MDD -32.5% Months 104M (33%)	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)
RSmean neg	CAGR 4.5% \| Win 75% Sharpe 0.45 \| Sortino 0.38 \| Calmar 0.6 Vol 11% \| MDD -7.5% Months 8M (2%)	CAGR 16.4% \| Win 64% Sharpe 0.92 \| Sortino 1.67 \| Calmar 1.1 Vol 18% \| MDD -15.1% Months 22M (7%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 60% Sharpe 0.44 \| Sortino 0.71 \| Calmar 0.2 Vol 13% \| MDD -20.2% Months 158M (50%)	CAGR 7.0% \| Win 60% Sharpe 0.49 \| Sortino 0.79 \| Calmar 0.2 Vol 17% \| MDD -29.3% Months 126M (40%)	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)
RSmean neg	CAGR 25.7% \| Win 86% Sharpe 3.91 \| Sortino 0.00 \| Calmar 22.4 Vol 6% \| MDD -1.1% Months 7M (2%)	CAGR 9.5% \| Win 61% Sharpe 0.58 \| Sortino 1.10 \| Calmar 0.4 Vol 19% \| MDD -21.5% Months 23M (7%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 6.9% \| Win 61% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -26.9% Months 225M (72%)	CAGR 1.8% \| Win 56% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.1 Vol 17% \| MDD -33.5% Months 59M (19%)	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)
RSmean neg	CAGR 13.4% \| Win 67% Sharpe 0.81 \| Sortino 1.38 \| Calmar 0.8 Vol 17% \| MDD -16.8% Months 27M (9%)	CAGR 10.2% \| Win 67% Sharpe 0.98 \| Sortino 0.00 \| Calmar 4.6 Vol 10% \| MDD -2.2% Months 3M (1%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.3% \| Win 62% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.1 Vol 14% \| MDD -40.0% Months 182M (58%)	CAGR 15.3% \| Win 65% Sharpe 0.84 \| Sortino 1.48 \| Calmar 0.8 Vol 19% \| MDD -20.1% Months 26M (8%)	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)
MACD neg	CAGR 4.4% \| Win 54% Sharpe 0.35 \| Sortino 0.59 \| Calmar 0.2 Vol 16% \| MDD -25.5% Months 46M (15%)	CAGR 8.0% \| Win 58% Sharpe 0.57 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -24.9% Months 60M (19%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)
RSI only	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.1% \| Win 65% Sharpe 0.66 \| Sortino 1.02 \| Calmar 0.3 Vol 13% \| MDD -27.1% Months 150M (48%)	CAGR 2.6% \| Win 55% Sharpe 0.23 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -37.2% Months 58M (18%)	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)
MACD neg	CAGR -1.0% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 12% \| MDD -22.0% Months 38M (12%)	CAGR 10.8% \| Win 63% Sharpe 0.68 \| Sortino 1.12 \| Calmar 0.4 Vol 18% \| MDD -24.9% Months 68M (22%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.8% \| Win 65% Sharpe 0.65 \| Sortino 1.02 \| Calmar 0.4 Vol 13% \| MDD -17.9% Months 120M (38%)	CAGR 4.9% \| Win 59% Sharpe 0.37 \| Sortino 0.63 \| Calmar 0.2 Vol 16% \| MDD -25.9% Months 88M (28%)	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)
MACD neg	CAGR 0.4% \| Win 49% Sharpe 0.09 \| Sortino 0.15 \| Calmar 0.0 Vol 12% \| MDD -17.3% Months 45M (14%)	CAGR 11.1% \| Win 62% Sharpe 0.69 \| Sortino 1.10 \| Calmar 0.5 Vol 18% \| MDD -21.0% Months 61M (19%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.3% \| Win 63% Sharpe 0.57 \| Sortino 0.92 \| Calmar 0.2 Vol 14% \| MDD -32.1% Months 195M (62%)	CAGR -3.9% \| Win 54% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 19% \| MDD -15.9% Months 13M (4%)	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)
MACD neg	CAGR 8.6% \| Win 56% Sharpe 0.61 \| Sortino 1.05 \| Calmar 0.4 Vol 16% \| MDD -22.4% Months 57M (18%)	CAGR 3.9% \| Win 57% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.2 Vol 16% \| MDD -24.9% Months 49M (16%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 5.6% \| Win 61% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.2 Vol 13% \| MDD -35.5% Months 166M (53%)	CAGR 4.1% \| Win 58% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.1 Vol 17% \| MDD -38.8% Months 62M (20%)	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)
RSI neg	CAGR 11.0% \| Win 59% Sharpe 0.82 \| Sortino 1.75 \| Calmar 0.8 Vol 14% \| MDD -13.9% Months 22M (7%)	CAGR 9.9% \| Win 61% Sharpe 0.62 \| Sortino 1.00 \| Calmar 0.4 Vol 18% \| MDD -27.0% Months 64M (20%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.1% \| Win 62% Sharpe 0.54 \| Sortino 0.84 \| Calmar 0.3 Vol 13% \| MDD -19.8% Months 143M (46%)	CAGR 3.6% \| Win 59% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.1 Vol 16% \| MDD -31.7% Months 85M (27%)	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)
RSI neg	CAGR 3.0% \| Win 55% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.3 Vol 13% \| MDD -11.5% Months 22M (7%)	CAGR 12.7% \| Win 62% Sharpe 0.76 \| Sortino 1.22 \| Calmar 0.6 Vol 18% \| MDD -23.0% Months 64M (20%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.1% \| Win 62% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.1 Vol 14% \| MDD -42.6% Months 214M (68%)	CAGR -8.3% \| Win 43% Sharpe -0.64 \| Sortino -0.86 \| Calmar -0.4 Vol 12% \| MDD -18.6% Months 14M (4%)	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)
RSI neg	CAGR 16.3% \| Win 60% Sharpe 1.03 \| Sortino 2.09 \| Calmar 1.1 Vol 16% \| MDD -14.6% Months 38M (12%)	CAGR 5.5% \| Win 60% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.2 Vol 17% \| MDD -24.9% Months 48M (15%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 12% \| MDD -23.2% Months 134M (43%)	CAGR 10.6% \| Win 67% Sharpe 0.77 \| Sortino 1.38 \| Calmar 0.7 Vol 14% \| MDD -15.9% Months 54M (17%)	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)
MACDhist neg	CAGR 11.3% \| Win 68% Sharpe 0.84 \| Sortino 2.26 \| Calmar 1.3 Vol 14% \| MDD -8.7% Months 31M (10%)	CAGR 5.6% \| Win 57% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 18% \| MDD -36.3% Months 95M (30%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)
RSIhist only	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.8% \| Win 62% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 183M (58%)	CAGR -13.1% \| Win 20% Sharpe -1.79 \| Sortino -2.18 \| Calmar -8.3 Vol 8% \| MDD -1.6% Months 5M (2%)	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)
MACDhist neg	CAGR 9.7% \| Win 59% Sharpe 0.62 \| Sortino 1.13 \| Calmar 0.3 Vol 18% \| MDD -31.2% Months 69M (22%)	CAGR 3.7% \| Win 60% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 17% \| MDD -27.5% Months 57M (18%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.7% \| Win 62% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.3 Vol 13% \| MDD -21.2% Months 141M (45%)	CAGR 0.1% \| Win 54% Sharpe 0.07 \| Sortino 0.13 \| Calmar 0.0 Vol 13% \| MDD -15.3% Months 24M (8%)	CAGR 5.7% \| Win 61% Sharpe 0.50 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -17.6% Months 165M (52%)
RSIhist neg	CAGR 8.7% \| Win 61% Sharpe 0.59 \| Sortino 1.05 \| Calmar 0.3 Vol 16% \| MDD -26.5% Months 111M (35%)	CAGR 3.6% \| Win 58% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.2 Vol 18% \| MDD -22.2% Months 38M (12%)	CAGR 7.4% \| Win 60% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -40.0% Months 149M (48%)
LWTI only	CAGR 7.6% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -30.9% Months 252M (80%)	CAGR 2.2% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.1 Vol 16% \| MDD -31.9% Months 62M (20%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.4% \| Win 62% Sharpe 0.54 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -34.4% Months 176M (56%)	CAGR 0.9% \| Win 46% Sharpe 0.13 \| Sortino 0.25 \| Calmar 0.1 Vol 13% \| MDD -8.9% Months 22M (7%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 14.9% \| Win 69% Sharpe 1.02 \| Sortino 2.01 \| Calmar 1.7 Vol 15% \| MDD -8.7% Months 16M (5%)	CAGR 6.6% \| Win 59% Sharpe 0.45 \| Sortino 0.76 \| Calmar 0.2 Vol 18% \| MDD -39.7% Months 100M (32%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
SLmean only	CAGR 7.1% \| Win 63% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.2 Vol 13% \| MDD -28.5% Months 192M (61%)	CAGR 5.6% \| Win 57% Sharpe 0.40 \| Sortino 0.68 \| Calmar 0.1 Vol 17% \| MDD -42.5% Months 122M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 60% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 13% \| MDD -28.4% Months 188M (60%)	CAGR 8.0% \| Win 70% Sharpe 0.98 \| Sortino 1.51 \| Calmar 4.8 Vol 8% \| MDD -1.6% Months 10M (3%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 6.1% \| Win 59% Sharpe 0.43 \| Sortino 0.72 \| Calmar 0.2 Vol 17% \| MDD -29.3% Months 96M (31%)	CAGR 15.8% \| Win 65% Sharpe 0.84 \| Sortino 1.61 \| Calmar 0.9 Vol 20% \| MDD -17.2% Months 20M (6%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
RSmean only	CAGR 5.8% \| Win 60% Sharpe 0.46 \| Sortino 0.74 \| Calmar 0.2 Vol 15% \| MDD -35.7% Months 284M (90%)	CAGR 13.1% \| Win 67% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 30M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.3% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 13% \| MDD -29.9% Months 161M (51%)	CAGR -0.7% \| Win 49% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 12% \| MDD -22.4% Months 37M (12%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 3.9% \| Win 60% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.2 Vol 18% \| MDD -24.3% Months 47M (15%)	CAGR 10.4% \| Win 61% Sharpe 0.66 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -24.9% Months 69M (22%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
MACD only	CAGR 6.5% \| Win 62% Sharpe 0.51 \| Sortino 0.82 \| Calmar 0.2 Vol 14% \| MDD -32.5% Months 208M (66%)	CAGR 6.4% \| Win 57% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.2 Vol 16% \| MDD -28.0% Months 106M (34%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.7% \| Win 61% Sharpe 0.49 \| Sortino 0.77 \| Calmar 0.2 Vol 13% \| MDD -32.0% Months 187M (60%)	CAGR 7.5% \| Win 55% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.8 Vol 11% \| MDD -9.8% Months 11M (4%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 2.8% \| Win 58% Sharpe 0.24 \| Sortino 0.43 \| Calmar 0.1 Vol 18% \| MDD -31.2% Months 41M (13%)	CAGR 10.5% \| Win 61% Sharpe 0.66 \| Sortino 1.11 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 75M (24%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
RSI only	CAGR 5.2% \| Win 60% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 14% \| MDD -41.8% Months 228M (73%)	CAGR 10.1% \| Win 60% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.4 Vol 17% \| MDD -27.0% Months 86M (27%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.5% Months 165M (52%)	CAGR 4.2% \| Win 61% Sharpe 0.35 \| Sortino 0.60 \| Calmar 0.3 Vol 15% \| MDD -13.0% Months 33M (10%)	CAGR 5.8% \| Win 61% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 13% \| MDD -27.2% Months 198M (63%)
MRmean neg	CAGR 6.9% \| Win 65% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.4 Vol 16% \| MDD -17.7% Months 23M (7%)	CAGR 7.9% \| Win 59% Sharpe 0.51 \| Sortino 0.87 \| Calmar 0.3 Vol 18% \| MDD -29.1% Months 93M (30%)	CAGR 7.7% \| Win 60% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.2 Vol 18% \| MDD -33.2% Months 116M (37%)
MACDhist only	CAGR 6.2% \| Win 61% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.2 Vol 13% \| MDD -27.1% Months 188M (60%)	CAGR 7.0% \| Win 60% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 17% \| MDD -38.1% Months 126M (40%)