PPLT - abrdn Physical Platinum Shares ETF

Signal Pair Analysis

SLmean-MACD

Best Pair

57.2%

Best CAGR

Total Months

1.7%

Avg CAGR

PPLT 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 PPLT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACD	SLmean	pos-pos	18	9.3	57.2	66.7	1.5	4.3	2.8	33.7	-20.1
pair	SLmean	MACD	pos-pos	18	9.3	57.2	66.7	1.5	4.3	2.8	33.7	-20.1
pair	RSIhist	MACD	pos-pos	18	9.3	57.2	66.7	1.5	4.3	2.8	33.7	-20.1
pair	MACD	RSIhist	pos-pos	18	9.3	57.2	66.7	1.5	4.3	2.8	33.7	-20.1
pair	MRmean	MACD	pos-pos	19	9.8	41.8	57.9	1.2	3.6	1.4	34.4	-29.6
pair	MACD	MRmean	pos-pos	19	9.8	41.8	57.9	1.2	3.6	1.4	34.4	-29.6
pair	MACDhist	MACD	pos-pos	20	10.4	36.1	55.0	1.1	3.2	1.1	34.1	-32.3
pair	MACD	MACDhist	pos-pos	20	10.4	36.1	55.0	1.1	3.2	1.1	34.1	-32.3
pair	MACD	LWTI	pos-pos	24	12.4	33.0	58.3	1.0	2.9	1.2	32.1	-28.4
pair	LWTI	MACD	pos-pos	24	12.4	33.0	58.3	1.0	2.9	1.2	32.1	-28.4
pair	RSIhist	RSmean	neg-pos	13	6.7	32.0	53.8	1.5	5.9	3.0	19.7	-10.8
pair	RSmean	RSIhist	neg-pos	13	6.7	32.0	53.8	1.5	5.9	3.0	19.7	-10.8
pair	MACD	RSI	pos-pos	23	11.9	22.7	52.2	0.8	2.4	0.6	33.2	-40.1
pair	RSI	MACD	pos-pos	23	11.9	22.7	52.2	0.8	2.4	0.6	33.2	-40.1
pair	SLmean	MRmean	pos-neg	12	6.2	20.8	58.3	1.1	2.3	2.1	19.2	-10.1
pair	MRmean	SLmean	pos-neg	12	6.2	20.8	58.3	1.1	2.3	2.1	19.2	-10.1
pair	MACD	RSmean	pos-pos	29	15.0	19.6	55.2	0.7	2.2	0.5	30.6	-37.6
single	MACD	MACD	pos-pos	29	15.0	19.6	55.2	0.7	2.2	0.5	30.6	-37.6
pair	RSmean	MACD	pos-pos	29	15.0	19.6	55.2	0.7	2.2	0.5	30.6	-37.6
pair	RSmean	LWTI	neg-neg	4	2.1	17.7	50.0	0.8	3.1	3.1	23.5	-5.7
pair	LWTI	RSmean	neg-neg	4	2.1	17.7	50.0	0.8	3.1	3.1	23.5	-5.7
pair	RSIhist	SLmean	neg-pos	17	8.8	17.6	58.8	1.0	2.3	1.3	17.2	-13.2
pair	SLmean	RSIhist	neg-pos	17	8.8	17.6	58.8	1.0	2.3	1.3	17.2	-13.2
pair	RSI	MACDhist	neg-neg	79	40.9	12.7	60.8	0.7	1.1	0.3	20.7	-39.6
pair	MACDhist	RSI	neg-neg	79	40.9	12.7	60.8	0.7	1.1	0.3	20.7	-39.6
pair	MACDhist	MRmean	neg-neg	83	43.0	12.2	61.4	0.7	1.1	0.3	19.9	-36.7
pair	MRmean	MACDhist	neg-neg	83	43.0	12.2	61.4	0.7	1.1	0.3	19.9	-36.7
pair	MACD	SLmean	neg-neg	102	52.8	11.8	58.8	0.7	1.1	0.3	19.8	-38.7
pair	SLmean	MACD	neg-neg	102	52.8	11.8	58.8	0.7	1.1	0.3	19.8	-38.7
pair	RSmean	RSIhist	pos-neg	82	42.5	11.0	58.5	0.6	1.2	0.4	19.8	-30.4
pair	LWTI	SLmean	neg-neg	50	25.9	11.0	64.0	0.7	1.1	0.4	17.6	-27.0
pair	RSIhist	RSmean	pos-neg	82	42.5	11.0	58.5	0.6	1.2	0.4	19.8	-30.4
pair	SLmean	LWTI	neg-neg	50	25.9	11.0	64.0	0.7	1.1	0.4	17.6	-27.0
pair	SLmean	RSI	neg-neg	97	50.3	10.9	58.8	0.6	1.0	0.3	19.8	-38.7
pair	RSI	SLmean	neg-neg	97	50.3	10.9	58.8	0.6	1.0	0.3	19.8	-38.7
pair	SLmean	RSmean	neg-pos	90	46.6	10.5	57.8	0.6	1.2	0.3	19.5	-32.1
pair	RSmean	SLmean	neg-pos	90	46.6	10.5	57.8	0.6	1.2	0.3	19.5	-32.1
pair	MACDhist	SLmean	neg-neg	74	38.3	10.4	60.8	0.6	1.0	0.3	19.1	-30.4
pair	SLmean	MACDhist	neg-neg	74	38.3	10.4	60.8	0.6	1.0	0.3	19.1	-30.4
pair	RSIhist	RSI	neg-neg	86	44.6	10.3	59.3	0.6	1.0	0.3	20.4	-36.6
pair	RSI	RSIhist	neg-neg	86	44.6	10.3	59.3	0.6	1.0	0.3	20.4	-36.6
pair	RSmean	MRmean	neg-pos	92	47.7	9.7	58.7	0.6	1.0	0.3	20.2	-36.7
pair	MRmean	RSmean	neg-pos	92	47.7	9.7	58.7	0.6	1.0	0.3	20.2	-36.7
pair	RSI	RSmean	pos-neg	107	55.4	9.0	57.0	0.5	0.9	0.2	21.0	-45.0
pair	RSmean	RSI	pos-neg	107	55.4	9.0	57.0	0.5	0.9	0.2	21.0	-45.0
pair	MRmean	LWTI	neg-neg	60	31.1	8.7	61.7	0.5	0.8	0.3	18.9	-33.5
pair	LWTI	MRmean	neg-neg	60	31.1	8.7	61.7	0.5	0.8	0.3	18.9	-33.5
pair	MRmean	MACD	neg-neg	105	54.4	8.5	57.1	0.5	0.8	0.2	20.5	-43.1
pair	MACD	MRmean	neg-neg	105	54.4	8.5	57.1	0.5	0.8	0.2	20.5	-43.1
pair	RSI	MACD	pos-neg	6	3.1	8.4	66.7	0.5	1.6	0.9	19.9	-9.4
pair	MACD	RSI	pos-neg	6	3.1	8.4	66.7	0.5	1.6	0.9	19.9	-9.4
pair	LWTI	RSI	neg-neg	70	36.3	8.2	60.0	0.5	0.8	0.2	20.8	-33.5
pair	RSI	LWTI	neg-neg	70	36.3	8.2	60.0	0.5	0.8	0.2	20.8	-33.5
pair	RSIhist	MRmean	neg-pos	23	11.9	8.1	56.5	0.5	0.7	0.4	21.5	-22.6
pair	MRmean	RSI	neg-neg	100	51.8	8.1	58.0	0.5	0.8	0.2	20.5	-43.1
pair	MRmean	RSIhist	neg-pos	23	11.9	8.1	56.5	0.5	0.7	0.4	21.5	-22.6
pair	RSI	MRmean	neg-neg	100	51.8	8.1	58.0	0.5	0.8	0.2	20.5	-43.1
single	SLmean	SLmean	neg-neg	113	58.5	7.7	56.6	0.5	0.8	0.2	20.0	-38.7
pair	MACDhist	RSmean	pos-neg	86	44.6	7.6	58.1	0.5	0.8	0.2	20.6	-40.2
pair	RSmean	MACDhist	pos-neg	86	44.6	7.6	58.1	0.5	0.8	0.2	20.6	-40.2
pair	RSIhist	LWTI	neg-neg	44	22.8	7.5	61.4	0.5	0.8	0.3	18.0	-27.0
pair	LWTI	RSIhist	neg-neg	44	22.8	7.5	61.4	0.5	0.8	0.3	18.0	-27.0
pair	RSIhist	MACD	neg-neg	93	48.2	7.4	58.1	0.4	0.7	0.2	21.2	-38.4
pair	MACD	RSIhist	neg-neg	93	48.2	7.4	58.1	0.4	0.7	0.2	21.2	-38.4
single	RSI	RSI	neg-neg	127	65.8	7.3	55.9	0.4	0.7	0.1	21.1	-48.5
pair	RSI	MACD	neg-neg	121	62.7	7.3	55.4	0.4	0.7	0.1	21.3	-48.5
pair	MACD	RSI	neg-neg	121	62.7	7.3	55.4	0.4	0.7	0.1	21.3	-48.5
pair	SLmean	MRmean	neg-pos	14	7.3	7.1	57.1	0.4	0.5	0.3	23.7	-23.0
pair	MRmean	SLmean	neg-pos	14	7.3	7.1	57.1	0.4	0.5	0.3	23.7	-23.0
pair	MACDhist	RSIhist	neg-neg	76	39.4	6.7	59.2	0.4	0.6	0.2	20.8	-32.9
pair	RSIhist	MACDhist	neg-neg	76	39.4	6.7	59.2	0.4	0.6	0.2	20.8	-32.9
pair	MACDhist	MACD	neg-neg	94	48.7	6.4	57.4	0.4	0.6	0.1	21.2	-46.7
pair	MACD	MACDhist	neg-neg	94	48.7	6.4	57.4	0.4	0.6	0.1	21.2	-46.7
single	MRmean	MRmean	neg-neg	115	59.6	6.3	56.5	0.4	0.6	0.1	20.5	-43.1
pair	MRmean	SLmean	neg-neg	101	52.3	6.2	56.4	0.4	0.7	0.2	20.1	-39.0
pair	SLmean	MRmean	neg-neg	101	52.3	6.2	56.4	0.4	0.7	0.2	20.1	-39.0
pair	LWTI	MACD	neg-neg	73	37.8	6.2	57.5	0.4	0.7	0.2	20.5	-35.0
pair	MACD	LWTI	neg-neg	73	37.8	6.2	57.5	0.4	0.7	0.2	20.5	-35.0
pair	LWTI	RSI	neg-pos	57	29.5	6.2	50.9	0.4	0.7	0.1	21.7	-48.9
pair	RSI	LWTI	neg-pos	57	29.5	6.2	50.9	0.4	0.7	0.1	21.7	-48.9
pair	RSIhist	SLmean	neg-neg	96	49.7	6.0	56.2	0.4	0.6	0.2	20.5	-37.0
pair	SLmean	RSIhist	neg-neg	96	49.7	6.0	56.2	0.4	0.6	0.2	20.5	-37.0
pair	MACDhist	LWTI	neg-pos	47	24.4	6.0	57.4	0.4	0.6	0.2	22.6	-29.7
pair	LWTI	MACDhist	neg-pos	47	24.4	6.0	57.4	0.4	0.6	0.2	22.6	-29.7
pair	RSIhist	MRmean	neg-neg	92	47.7	5.9	56.5	0.4	0.6	0.2	20.3	-36.6
pair	MRmean	RSIhist	neg-neg	92	47.7	5.9	56.5	0.4	0.6	0.2	20.3	-36.6
pair	LWTI	SLmean	neg-pos	63	32.6	5.2	50.8	0.3	0.6	0.1	21.8	-44.0
pair	SLmean	LWTI	neg-pos	63	32.6	5.2	50.8	0.3	0.6	0.1	21.8	-44.0
single	MACDhist	MACDhist	neg-neg	103	53.4	4.9	57.3	0.3	0.5	0.1	21.0	-46.7
pair	MRmean	RSI	pos-neg	27	14.0	4.3	48.1	0.3	0.6	0.2	23.6	-25.4
pair	RSI	MRmean	pos-neg	27	14.0	4.3	48.1	0.3	0.6	0.2	23.6	-25.4
pair	RSmean	LWTI	pos-pos	84	43.5	4.2	46.4	0.3	0.7	0.1	24.8	-53.3
pair	LWTI	RSmean	pos-pos	84	43.5	4.2	46.4	0.3	0.7	0.1	24.8	-53.3
pair	LWTI	MACDhist	neg-neg	56	29.0	3.9	57.1	0.3	0.5	0.1	19.8	-33.5
pair	MACDhist	LWTI	neg-neg	56	29.0	3.9	57.1	0.3	0.5	0.1	19.8	-33.5
pair	LWTI	MRmean	neg-pos	55	28.5	3.8	50.9	0.3	0.5	0.1	22.2	-46.1
pair	MRmean	LWTI	neg-pos	55	28.5	3.8	50.9	0.3	0.5	0.1	22.2	-46.1
single	LWTI	LWTI	neg-neg	78	40.4	3.6	56.4	0.3	0.5	0.1	20.4	-35.0
single	RSIhist	RSIhist	neg-neg	104	53.9	3.6	55.8	0.3	0.4	0.1	21.2	-38.4
single	RSmean	RSmean	pos-pos	158	81.9	3.6	51.3	0.3	0.6	0.1	22.7	-53.7
pair	MACDhist	MRmean	pos-pos	58	30.1	3.2	43.1	0.2	0.7	0.1	26.7	-51.0
pair	MRmean	MACDhist	pos-pos	58	30.1	3.2	43.1	0.2	0.7	0.1	26.7	-51.0
pair	MACDhist	SLmean	neg-pos	39	20.2	2.8	48.7	0.2	0.4	0.1	21.6	-26.5
pair	SLmean	MACDhist	neg-pos	39	20.2	2.8	48.7	0.2	0.4	0.1	21.6	-26.5
pair	LWTI	RSmean	pos-neg	74	38.3	2.8	56.8	0.2	0.4	0.1	20.4	-35.0
pair	RSmean	LWTI	pos-neg	74	38.3	2.8	56.8	0.2	0.4	0.1	20.4	-35.0
pair	LWTI	MACDhist	pos-neg	22	11.4	2.7	54.5	0.2	0.5	0.2	22.3	-11.0
pair	MACDhist	LWTI	pos-neg	22	11.4	2.7	54.5	0.2	0.5	0.2	22.3	-11.0
pair		benchmark___benchmark_	benchmark-benchmark	193	100.0	2.2	50.8	0.2	0.4	0.0	22.9	-63.5
pair	benchmark___benchmark_		benchmark-benchmark	193	100.0	2.2	50.8	0.2	0.4	0.0	22.9	-63.5
pair	RSIhist	LWTI	pos-pos	55	28.5	2.0	41.8	0.2	0.6	0.0	25.9	-55.8
pair	LWTI	RSIhist	pos-pos	55	28.5	2.0	41.8	0.2	0.6	0.0	25.9	-55.8
pair	MRmean	RSmean	pos-neg	12	6.2	1.7	50.0	0.2	0.3	0.1	28.9	-14.0
pair	RSmean	MRmean	pos-neg	12	6.2	1.7	50.0	0.2	0.3	0.1	28.9	-14.0
single	LWTI	LWTI	pos-pos	115	59.6	1.3	47.0	0.2	0.3	0.0	24.5	-65.1
pair	RSI	RSIhist	neg-pos	41	21.2	1.3	48.8	0.2	0.3	0.0	22.8	-38.4
pair	RSIhist	RSI	neg-pos	41	21.2	1.3	48.8	0.2	0.3	0.0	22.8	-38.4
pair	MACDhist	RSIhist	pos-pos	62	32.1	1.0	41.9	0.2	0.4	0.0	26.2	-54.8
pair	RSIhist	MACDhist	pos-pos	62	32.1	1.0	41.9	0.2	0.4	0.0	26.2	-54.8
pair	MACDhist	RSmean	neg-pos	18	9.3	0.9	44.4	0.2	0.2	0.1	24.8	-16.3
pair	RSmean	MACDhist	neg-pos	18	9.3	0.9	44.4	0.2	0.2	0.1	24.8	-16.3
pair	LWTI	RSIhist	neg-pos	60	31.1	0.8	51.7	0.1	0.2	0.0	23.4	-41.8
pair	RSIhist	LWTI	neg-pos	60	31.1	0.8	51.7	0.1	0.2	0.0	23.4	-41.8
single	RSIhist	RSIhist	pos-pos	89	46.1	0.7	44.9	0.1	0.3	0.0	24.9	-57.8
pair	RSmean	MACD	pos-neg	129	66.8	0.3	50.4	0.1	0.2	0.0	20.6	-53.7
pair	MACD	RSmean	pos-neg	129	66.8	0.3	50.4	0.1	0.2	0.0	20.6	-53.7
pair	RSIhist	RSI	pos-pos	48	24.9	0.2	41.7	0.1	0.4	0.0	26.7	-59.3
pair	RSI	RSIhist	pos-pos	48	24.9	0.2	41.7	0.1	0.4	0.0	26.7	-59.3
pair	MACDhist	RSIhist	neg-pos	27	14.0	-0.0	51.9	0.1	0.2	-0.0	22.0	-30.5
pair	RSIhist	MACDhist	neg-pos	27	14.0	-0.0	51.9	0.1	0.2	-0.0	22.0	-30.5
pair	MACDhist	RSI	pos-pos	42	21.8	-0.3	38.1	0.1	0.4	-0.0	28.5	-57.6
pair	RSI	MACDhist	pos-pos	42	21.8	-0.3	38.1	0.1	0.4	-0.0	28.5	-57.6
single	MACD	MACD	neg-neg	164	85.0	-0.6	50.0	0.1	0.1	-0.0	21.2	-63.5
single	MACDhist	MACDhist	pos-pos	90	46.6	-0.7	43.3	0.1	0.2	-0.0	25.0	-63.5
pair	LWTI	MRmean	pos-pos	60	31.1	-0.9	43.3	0.1	0.2	-0.0	26.7	-59.6
pair	MRmean	LWTI	pos-pos	60	31.1	-0.9	43.3	0.1	0.2	-0.0	26.7	-59.6
pair	RSI	MACDhist	neg-pos	48	24.9	-1.0	47.9	0.1	0.1	-0.0	21.8	-37.5
pair	MACDhist	RSI	neg-pos	48	24.9	-1.0	47.9	0.1	0.1	-0.0	21.8	-37.5
pair	RSmean	MACDhist	pos-pos	72	37.3	-1.1	43.1	0.1	0.2	-0.0	25.2	-60.5
pair	MACDhist	RSmean	pos-pos	72	37.3	-1.1	43.1	0.1	0.2	-0.0	25.2	-60.5
pair	RSIhist	LWTI	pos-neg	34	17.6	-1.3	50.0	0.1	0.1	-0.1	23.4	-27.4
pair	LWTI	RSIhist	pos-neg	34	17.6	-1.3	50.0	0.1	0.1	-0.1	23.4	-27.4
pair	RSmean	RSI	neg-neg	20	10.4	-1.4	50.0	0.1	0.1	-0.1	22.2	-23.8
pair	RSI	RSmean	neg-neg	20	10.4	-1.4	50.0	0.1	0.1	-0.1	22.2	-23.8
pair	MRmean	RSIhist	pos-pos	66	34.2	-1.7	40.9	0.1	0.1	-0.0	26.0	-59.4
pair	RSIhist	MRmean	pos-pos	66	34.2	-1.7	40.9	0.1	0.1	-0.0	26.0	-59.4
pair	MACDhist	LWTI	pos-pos	68	35.2	-1.8	39.7	0.1	0.1	-0.0	25.9	-66.6
pair	LWTI	MACDhist	pos-pos	68	35.2	-1.8	39.7	0.1	0.1	-0.0	25.9	-66.6
pair	SLmean	RSmean	neg-neg	23	11.9	-2.5	52.2	-0.0	-0.0	-0.1	21.8	-30.5
pair	RSmean	SLmean	neg-neg	23	11.9	-2.5	52.2	-0.0	-0.0	-0.1	21.8	-30.5
pair	RSIhist	SLmean	pos-pos	72	37.3	-2.9	41.7	0.0	0.0	-0.1	26.3	-62.8
pair	SLmean	RSIhist	pos-pos	72	37.3	-2.9	41.7	0.0	0.0	-0.1	26.3	-62.8
pair	LWTI	SLmean	pos-pos	52	26.9	-3.1	42.3	0.0	0.0	-0.1	27.7	-62.3
pair	SLmean	LWTI	pos-pos	52	26.9	-3.1	42.3	0.0	0.0	-0.1	27.7	-62.3
pair	LWTI	RSI	pos-pos	58	30.1	-3.2	43.1	0.0	0.0	-0.1	27.1	-68.7
pair	RSI	LWTI	pos-pos	58	30.1	-3.2	43.1	0.0	0.0	-0.1	27.1	-68.7
pair	SLmean	MACDhist	pos-pos	51	26.4	-3.3	39.2	0.0	0.0	-0.1	27.5	-59.3
pair	MACDhist	SLmean	pos-pos	51	26.4	-3.3	39.2	0.0	0.0	-0.1	27.5	-59.3
pair	SLmean	RSI	pos-neg	30	15.5	-3.4	46.7	-0.0	-0.0	-0.1	25.2	-37.4
pair	RSI	SLmean	pos-neg	30	15.5	-3.4	46.7	-0.0	-0.0	-0.1	25.2	-37.4
pair	MACD	RSmean	neg-neg	35	18.1	-3.5	48.6	-0.0	-0.0	-0.1	23.8	-32.2
pair	RSmean	MACD	neg-neg	35	18.1	-3.5	48.6	-0.0	-0.0	-0.1	23.8	-32.2
single	MRmean	MRmean	pos-pos	78	40.4	-3.5	42.3	-0.0	-0.0	-0.1	26.1	-66.6
single	RSmean	RSmean	neg-neg	35	18.1	-3.5	48.6	-0.0	-0.0	-0.1	23.8	-32.2
pair	RSIhist	RSmean	pos-pos	76	39.4	-3.9	43.4	-0.0	-0.1	-0.1	25.5	-65.8
pair	RSmean	RSIhist	pos-pos	76	39.4	-3.9	43.4	-0.0	-0.1	-0.1	25.5	-65.8
pair	MACDhist	RSIhist	pos-neg	28	14.5	-4.4	46.4	-0.1	-0.1	-0.2	22.5	-23.3
pair	RSIhist	MACDhist	pos-neg	28	14.5	-4.4	46.4	-0.1	-0.1	-0.2	22.5	-23.3
pair	MRmean	RSmean	pos-pos	66	34.2	-4.5	40.9	-0.1	-0.1	-0.1	25.8	-66.8
pair	RSmean	MRmean	pos-pos	66	34.2	-4.5	40.9	-0.1	-0.1	-0.1	25.8	-66.8
pair	MRmean	RSI	neg-pos	15	7.8	-4.8	46.7	-0.1	-0.2	-0.2	20.3	-23.7
pair	RSI	MRmean	neg-pos	15	7.8	-4.8	46.7	-0.1	-0.2	-0.2	20.3	-23.7
pair	SLmean	RSmean	pos-pos	68	35.2	-4.9	42.6	-0.1	-0.2	-0.1	26.4	-68.5
pair	RSmean	SLmean	pos-pos	68	35.2	-4.9	42.6	-0.1	-0.2	-0.1	26.4	-68.5
single	SLmean	SLmean	pos-pos	80	41.5	-5.0	42.5	-0.1	-0.1	-0.1	26.5	-69.3
pair	RSmean	SLmean	pos-neg	12	6.2	-5.4	41.7	-0.1	-0.1	-0.3	28.4	-16.7
pair	SLmean	RSmean	pos-neg	12	6.2	-5.4	41.7	-0.1	-0.1	-0.3	28.4	-16.7
pair	LWTI	MACD	neg-pos	91	47.2	-5.7	44.0	-0.2	-0.3	-0.1	21.8	-65.1
pair	MACD	LWTI	neg-pos	91	47.2	-5.7	44.0	-0.2	-0.3	-0.1	21.8	-65.1
pair	SLmean	RSI	pos-pos	50	25.9	-5.9	40.0	-0.1	-0.2	-0.1	27.6	-66.5
pair	RSI	SLmean	pos-pos	50	25.9	-5.9	40.0	-0.1	-0.2	-0.1	27.6	-66.5
pair	RSmean	LWTI	neg-pos	31	16.1	-6.0	48.4	-0.1	-0.2	-0.2	24.2	-35.7
pair	LWTI	RSmean	neg-pos	31	16.1	-6.0	48.4	-0.1	-0.2	-0.2	24.2	-35.7
pair	MRmean	RSmean	neg-neg	23	11.9	-6.2	47.8	-0.2	-0.2	-0.2	21.4	-31.7
pair	RSmean	MRmean	neg-neg	23	11.9	-6.2	47.8	-0.2	-0.2	-0.2	21.4	-31.7
pair	RSmean	RSI	neg-pos	15	7.8	-6.3	46.7	-0.1	-0.2	-0.2	26.6	-25.2
pair	RSI	RSmean	neg-pos	15	7.8	-6.3	46.7	-0.1	-0.2	-0.2	26.6	-25.2
single	RSI	RSI	pos-pos	66	34.2	-6.9	40.9	-0.1	-0.3	-0.1	25.9	-75.3
pair	RSmean	RSI	pos-pos	51	26.4	-7.0	39.2	-0.2	-0.5	-0.1	26.0	-68.7
pair	RSI	RSmean	pos-pos	51	26.4	-7.0	39.2	-0.2	-0.5	-0.1	26.0	-68.7
pair	SLmean	MRmean	pos-pos	66	34.2	-7.4	39.4	-0.1	-0.4	-0.1	27.2	-71.7
pair	MRmean	SLmean	pos-pos	66	34.2	-7.4	39.4	-0.1	-0.4	-0.1	27.2	-71.7
pair	MRmean	RSI	pos-pos	51	26.4	-7.4	39.2	-0.1	-0.4	-0.1	27.6	-68.9
pair	RSI	MRmean	pos-pos	51	26.4	-7.4	39.2	-0.1	-0.4	-0.1	27.6	-68.9
pair	MRmean	MACDhist	neg-pos	32	16.6	-7.4	43.8	-0.2	-0.4	-0.3	21.7	-25.5
pair	MACDhist	MRmean	neg-pos	32	16.6	-7.4	43.8	-0.2	-0.4	-0.3	21.7	-25.5
pair	SLmean	MACDhist	pos-neg	29	15.0	-8.0	48.3	-0.2	-0.3	-0.2	25.2	-38.8
pair	MACDhist	SLmean	pos-neg	29	15.0	-8.0	48.3	-0.2	-0.3	-0.2	25.2	-38.8
pair	MACDhist	RSmean	neg-neg	17	8.8	-8.1	52.9	-0.2	-0.3	-0.3	23.5	-25.1
pair	RSmean	MACDhist	neg-neg	17	8.8	-8.1	52.9	-0.2	-0.3	-0.3	23.5	-25.1
pair	LWTI	SLmean	pos-neg	28	14.5	-8.5	42.9	-0.2	-0.5	-0.2	24.7	-36.6
pair	SLmean	LWTI	pos-neg	28	14.5	-8.5	42.9	-0.2	-0.5	-0.2	24.7	-36.6
pair	MACDhist	MACD	neg-pos	70	36.3	-9.2	40.0	-0.3	-0.7	-0.2	21.2	-54.4
pair	MACD	MACDhist	neg-pos	70	36.3	-9.2	40.0	-0.3	-0.7	-0.2	21.2	-54.4
pair	SLmean	RSI	neg-pos	16	8.3	-9.7	43.8	-0.4	-0.7	-0.3	20.8	-29.1
pair	RSI	SLmean	neg-pos	16	8.3	-9.7	43.8	-0.4	-0.7	-0.3	20.8	-29.1
pair	RSIhist	MACD	neg-pos	71	36.8	-10.1	39.4	-0.4	-0.8	-0.2	21.0	-53.3
pair	MACD	RSIhist	neg-pos	71	36.8	-10.1	39.4	-0.4	-0.8	-0.2	21.0	-53.3
pair	MACDhist	MACD	pos-neg	9	4.7	-10.4	55.6	-0.5	-1.8	-0.7	19.9	-14.5
pair	MACD	MACDhist	pos-neg	9	4.7	-10.4	55.6	-0.5	-1.8	-0.7	19.9	-14.5
pair	LWTI	MRmean	pos-neg	18	9.3	-11.9	38.9	-0.4	-1.0	-0.5	24.8	-23.5
pair	MRmean	LWTI	pos-neg	18	9.3	-11.9	38.9	-0.4	-1.0	-0.5	24.8	-23.5
pair	RSIhist	MRmean	pos-neg	12	6.2	-12.8	50.0	-0.4	-0.5	-0.6	27.7	-22.5
pair	MRmean	RSIhist	pos-neg	12	6.2	-12.8	50.0	-0.4	-0.5	-0.6	27.7	-22.5
pair	MACD	MRmean	neg-pos	10	5.2	-13.5	50.0	-0.7	-1.5	-0.8	19.4	-17.8
pair	MRmean	MACD	neg-pos	10	5.2	-13.5	50.0	-0.7	-1.5	-0.8	19.4	-17.8
pair	MACD	MRmean	pos-neg	59	30.6	-14.8	37.3	-0.6	-1.2	-0.3	21.9	-57.4
pair	MRmean	MACD	pos-neg	59	30.6	-14.8	37.3	-0.6	-1.2	-0.3	21.9	-57.4
pair	RSI	MACDhist	pos-neg	24	12.4	-17.3	45.8	-0.8	-1.0	-0.4	20.9	-39.3
pair	MACDhist	RSI	pos-neg	24	12.4	-17.3	45.8	-0.8	-1.0	-0.4	20.9	-39.3
pair	MACD	SLmean	pos-neg	62	32.1	-17.9	35.5	-0.8	-1.4	-0.3	22.5	-65.5
pair	SLmean	MACD	pos-neg	62	32.1	-17.9	35.5	-0.8	-1.4	-0.3	22.5	-65.5
pair	MACD	RSI	neg-pos	43	22.3	-19.6	34.9	-1.0	-1.6	-0.3	20.1	-62.9
pair	RSI	MACD	neg-pos	43	22.3	-19.6	34.9	-1.0	-1.6	-0.3	20.1	-62.9
pair	RSIhist	RSmean	neg-neg	22	11.4	-19.9	45.5	-0.8	-0.9	-0.4	24.9	-46.2
pair	RSmean	RSIhist	neg-neg	22	11.4	-19.9	45.5	-0.8	-0.9	-0.4	24.9	-46.2
pair	MRmean	MACDhist	pos-neg	20	10.4	-20.8	40.0	-0.8	-1.4	-0.6	24.0	-35.0
pair	MACDhist	MRmean	pos-neg	20	10.4	-20.8	40.0	-0.8	-1.4	-0.6	24.0	-35.0
pair	RSIhist	SLmean	pos-neg	8	4.1	-21.9	50.0	-0.7	-1.0	-1.1	29.3	-19.8
pair	SLmean	RSIhist	pos-neg	8	4.1	-21.9	50.0	-0.7	-1.0	-1.1	29.3	-19.8
pair	RSIhist	RSI	pos-neg	18	9.3	-23.3	38.9	-1.0	-1.4	-0.6	23.6	-40.4
pair	RSI	RSIhist	pos-neg	18	9.3	-23.3	38.9	-1.0	-1.4	-0.6	23.6	-40.4
pair	MACD	SLmean	neg-pos	11	5.7	-23.6	36.4	-1.3	-2.8	-1.2	19.4	-20.1
pair	SLmean	MACD	neg-pos	11	5.7	-23.6	36.4	-1.3	-2.8	-1.2	19.4	-20.1
pair	RSIhist	MACD	pos-neg	11	5.7	-23.6	36.4	-1.3	-2.8	-1.2	19.4	-20.1
pair	MACD	RSIhist	pos-neg	11	5.7	-23.6	36.4	-1.3	-2.8	-1.2	19.4	-20.1
pair	MACD	LWTI	pos-neg	5	2.6	-28.1	40.0	-1.8	-6.8	-1.9	17.1	-14.5
pair	LWTI	MACD	pos-neg	5	2.6	-28.1	40.0	-1.8	-6.8	-1.9	17.1	-14.5
pair	LWTI	RSI	pos-neg	8	4.1	-29.6	25.0	-2.7	-7.4	-1.6	12.6	-19.0
pair	RSI	LWTI	pos-neg	8	4.1	-29.6	25.0	-2.7	-7.4	-1.6	12.6	-19.0

All Contingency Tables for PPLT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -7.4% \| Win 39% Sharpe -0.15 \| Sortino -0.36 \| Calmar -0.1 Vol 27% \| MDD -71.7% Months 66M (34%)	CAGR 20.8% \| Win 58% Sharpe 1.08 \| Sortino 2.31 \| Calmar 2.1 Vol 19% \| MDD -10.1% Months 12M (6%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 7.1% \| Win 57% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.3 Vol 24% \| MDD -23.0% Months 14M (7%)	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -39.0% Months 101M (52%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
SLmean only	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -4.5% \| Win 41% Sharpe -0.06 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -66.8% Months 66M (34%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 29% \| MDD -14.0% Months 12M (6%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 9.7% \| Win 59% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 20% \| MDD -36.7% Months 92M (48%)	CAGR -6.2% \| Win 48% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.2 Vol 21% \| MDD -31.7% Months 23M (12%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
RSmean only	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 41.8% \| Win 58% Sharpe 1.18 \| Sortino 3.57 \| Calmar 1.4 Vol 34% \| MDD -29.6% Months 19M (10%)	CAGR -14.8% \| Win 37% Sharpe -0.62 \| Sortino -1.19 \| Calmar -0.3 Vol 22% \| MDD -57.4% Months 59M (31%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -13.5% \| Win 50% Sharpe -0.66 \| Sortino -1.53 \| Calmar -0.8 Vol 19% \| MDD -17.8% Months 10M (5%)	CAGR 8.5% \| Win 57% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.2 Vol 20% \| MDD -43.1% Months 105M (54%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
MACD only	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.4% \| Win 39% Sharpe -0.15 \| Sortino -0.36 \| Calmar -0.1 Vol 28% \| MDD -68.9% Months 51M (26%)	CAGR 4.3% \| Win 48% Sharpe 0.29 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -25.4% Months 27M (14%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -4.8% \| Win 47% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 20% \| MDD -23.7% Months 15M (8%)	CAGR 8.1% \| Win 58% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -43.1% Months 100M (52%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
RSI only	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 43% Sharpe 0.24 \| Sortino 0.68 \| Calmar 0.1 Vol 27% \| MDD -51.0% Months 58M (30%)	CAGR -20.8% \| Win 40% Sharpe -0.84 \| Sortino -1.36 \| Calmar -0.6 Vol 24% \| MDD -35.0% Months 20M (10%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -7.4% \| Win 44% Sharpe -0.25 \| Sortino -0.40 \| Calmar -0.3 Vol 22% \| MDD -25.5% Months 32M (17%)	CAGR 12.2% \| Win 61% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -36.7% Months 83M (43%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -1.7% \| Win 41% Sharpe 0.05 \| Sortino 0.15 \| Calmar -0.0 Vol 26% \| MDD -59.4% Months 66M (34%)	CAGR -12.8% \| Win 50% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.6 Vol 28% \| MDD -22.5% Months 12M (6%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 8.1% \| Win 56% Sharpe 0.47 \| Sortino 0.67 \| Calmar 0.4 Vol 22% \| MDD -22.6% Months 23M (12%)	CAGR 5.9% \| Win 56% Sharpe 0.39 \| Sortino 0.62 \| Calmar 0.2 Vol 20% \| MDD -36.6% Months 92M (48%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR -0.9% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 27% \| MDD -59.6% Months 60M (31%)	CAGR -11.9% \| Win 39% Sharpe -0.39 \| Sortino -1.04 \| Calmar -0.5 Vol 25% \| MDD -23.5% Months 18M (9%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 3.8% \| Win 51% Sharpe 0.28 \| Sortino 0.47 \| Calmar 0.1 Vol 22% \| MDD -46.1% Months 55M (28%)	CAGR 8.7% \| Win 62% Sharpe 0.54 \| Sortino 0.79 \| Calmar 0.3 Vol 19% \| MDD -33.5% Months 60M (31%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR -4.9% \| Win 43% Sharpe -0.07 \| Sortino -0.16 \| Calmar -0.1 Vol 26% \| MDD -68.5% Months 68M (35%)	CAGR -5.4% \| Win 42% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.3 Vol 28% \| MDD -16.7% Months 12M (6%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR 10.5% \| Win 58% Sharpe 0.61 \| Sortino 1.18 \| Calmar 0.3 Vol 20% \| MDD -32.1% Months 90M (47%)	CAGR -2.5% \| Win 52% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 22% \| MDD -30.5% Months 23M (12%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
RSmean only	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 57.2% \| Win 67% Sharpe 1.52 \| Sortino 4.31 \| Calmar 2.8 Vol 34% \| MDD -20.1% Months 18M (9%)	CAGR -17.9% \| Win 36% Sharpe -0.76 \| Sortino -1.36 \| Calmar -0.3 Vol 22% \| MDD -65.5% Months 62M (32%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR -23.6% \| Win 36% Sharpe -1.28 \| Sortino -2.75 \| Calmar -1.2 Vol 19% \| MDD -20.1% Months 11M (6%)	CAGR 11.8% \| Win 59% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.3 Vol 20% \| MDD -38.7% Months 102M (53%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
MACD only	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -5.9% \| Win 40% Sharpe -0.09 \| Sortino -0.22 \| Calmar -0.1 Vol 28% \| MDD -66.5% Months 50M (26%)	CAGR -3.4% \| Win 47% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -37.4% Months 30M (16%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR -9.7% \| Win 44% Sharpe -0.39 \| Sortino -0.66 \| Calmar -0.3 Vol 21% \| MDD -29.1% Months 16M (8%)	CAGR 10.9% \| Win 59% Sharpe 0.62 \| Sortino 1.03 \| Calmar 0.3 Vol 20% \| MDD -38.7% Months 97M (50%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
RSI only	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR -3.3% \| Win 39% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 28% \| MDD -59.3% Months 51M (26%)	CAGR -8.0% \| Win 48% Sharpe -0.20 \| Sortino -0.31 \| Calmar -0.2 Vol 25% \| MDD -38.8% Months 29M (15%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR 2.8% \| Win 49% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.1 Vol 22% \| MDD -26.5% Months 39M (20%)	CAGR 10.4% \| Win 61% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.3 Vol 19% \| MDD -30.4% Months 74M (38%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR -2.9% \| Win 42% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.0 Vol 26% \| MDD -62.8% Months 72M (37%)	CAGR -21.9% \| Win 50% Sharpe -0.70 \| Sortino -0.96 \| Calmar -1.1 Vol 29% \| MDD -19.8% Months 8M (4%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR 17.6% \| Win 59% Sharpe 1.03 \| Sortino 2.32 \| Calmar 1.3 Vol 17% \| MDD -13.2% Months 17M (9%)	CAGR 6.0% \| Win 56% Sharpe 0.39 \| Sortino 0.64 \| Calmar 0.2 Vol 20% \| MDD -37.0% Months 96M (50%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -3.1% \| Win 42% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 28% \| MDD -62.3% Months 52M (27%)	CAGR -8.5% \| Win 43% Sharpe -0.24 \| Sortino -0.45 \| Calmar -0.2 Vol 25% \| MDD -36.6% Months 28M (14%)	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)
SLmean neg	CAGR 5.2% \| Win 51% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.1 Vol 22% \| MDD -44.0% Months 63M (33%)	CAGR 11.0% \| Win 64% Sharpe 0.68 \| Sortino 1.12 \| Calmar 0.4 Vol 18% \| MDD -27.0% Months 50M (26%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)	CAGR 0.3% \| Win 50% Sharpe 0.12 \| Sortino 0.22 \| Calmar 0.0 Vol 21% \| MDD -53.7% Months 129M (67%)	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)
RSmean neg	-	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)
MACD only	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -7.0% \| Win 39% Sharpe -0.16 \| Sortino -0.47 \| Calmar -0.1 Vol 26% \| MDD -68.7% Months 51M (26%)	CAGR 9.0% \| Win 57% Sharpe 0.52 \| Sortino 0.93 \| Calmar 0.2 Vol 21% \| MDD -45.0% Months 107M (55%)	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)
RSmean neg	CAGR -6.3% \| Win 47% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.3 Vol 27% \| MDD -25.2% Months 15M (8%)	CAGR -1.4% \| Win 50% Sharpe 0.05 \| Sortino 0.06 \| Calmar -0.1 Vol 22% \| MDD -23.8% Months 20M (10%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)
RSI only	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -1.1% \| Win 43% Sharpe 0.07 \| Sortino 0.20 \| Calmar -0.0 Vol 25% \| MDD -60.5% Months 72M (37%)	CAGR 7.6% \| Win 58% Sharpe 0.46 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -40.2% Months 86M (45%)	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)
RSmean neg	CAGR 0.9% \| Win 44% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.1 Vol 25% \| MDD -16.3% Months 18M (9%)	CAGR -8.1% \| Win 53% Sharpe -0.24 \| Sortino -0.28 \| Calmar -0.3 Vol 24% \| MDD -25.1% Months 17M (9%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR -3.9% \| Win 43% Sharpe -0.03 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -65.8% Months 76M (39%)	CAGR 11.0% \| Win 58% Sharpe 0.62 \| Sortino 1.20 \| Calmar 0.4 Vol 20% \| MDD -30.4% Months 82M (42%)	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)
RSmean neg	CAGR 32.0% \| Win 54% Sharpe 1.51 \| Sortino 5.89 \| Calmar 3.0 Vol 20% \| MDD -10.8% Months 13M (7%)	CAGR -19.9% \| Win 46% Sharpe -0.76 \| Sortino -0.94 \| Calmar -0.4 Vol 25% \| MDD -46.2% Months 22M (11%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.2% \| Win 46% Sharpe 0.28 \| Sortino 0.74 \| Calmar 0.1 Vol 25% \| MDD -53.3% Months 84M (44%)	CAGR 2.8% \| Win 57% Sharpe 0.24 \| Sortino 0.40 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 74M (38%)	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)
RSmean neg	CAGR -6.0% \| Win 48% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.2 Vol 24% \| MDD -35.7% Months 31M (16%)	CAGR 17.7% \| Win 50% Sharpe 0.78 \| Sortino 3.07 \| Calmar 3.1 Vol 24% \| MDD -5.7% Months 4M (2%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 22.7% \| Win 52% Sharpe 0.77 \| Sortino 2.36 \| Calmar 0.6 Vol 33% \| MDD -40.1% Months 23M (12%)	CAGR 8.4% \| Win 67% Sharpe 0.49 \| Sortino 1.60 \| Calmar 0.9 Vol 20% \| MDD -9.4% Months 6M (3%)	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)
MACD neg	CAGR -19.6% \| Win 35% Sharpe -0.97 \| Sortino -1.62 \| Calmar -0.3 Vol 20% \| MDD -62.9% Months 43M (22%)	CAGR 7.3% \| Win 55% Sharpe 0.44 \| Sortino 0.73 \| Calmar 0.1 Vol 21% \| MDD -48.5% Months 121M (63%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)
RSI only	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 36.1% \| Win 55% Sharpe 1.07 \| Sortino 3.19 \| Calmar 1.1 Vol 34% \| MDD -32.3% Months 20M (10%)	CAGR -10.4% \| Win 56% Sharpe -0.46 \| Sortino -1.82 \| Calmar -0.7 Vol 20% \| MDD -14.5% Months 9M (5%)	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)
MACD neg	CAGR -9.2% \| Win 40% Sharpe -0.35 \| Sortino -0.67 \| Calmar -0.2 Vol 21% \| MDD -54.4% Months 70M (36%)	CAGR 6.4% \| Win 57% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 94M (49%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 57.2% \| Win 67% Sharpe 1.52 \| Sortino 4.31 \| Calmar 2.8 Vol 34% \| MDD -20.1% Months 18M (9%)	CAGR -23.6% \| Win 36% Sharpe -1.28 \| Sortino -2.75 \| Calmar -1.2 Vol 19% \| MDD -20.1% Months 11M (6%)	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)
MACD neg	CAGR -10.1% \| Win 39% Sharpe -0.40 \| Sortino -0.79 \| Calmar -0.2 Vol 21% \| MDD -53.3% Months 71M (37%)	CAGR 7.4% \| Win 58% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -38.4% Months 93M (48%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 33.0% \| Win 58% Sharpe 1.04 \| Sortino 2.94 \| Calmar 1.2 Vol 32% \| MDD -28.4% Months 24M (12%)	CAGR -28.1% \| Win 40% Sharpe -1.83 \| Sortino -6.78 \| Calmar -1.9 Vol 17% \| MDD -14.5% Months 5M (3%)	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)
MACD neg	CAGR -5.7% \| Win 44% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.1 Vol 22% \| MDD -65.1% Months 91M (47%)	CAGR 6.2% \| Win 57% Sharpe 0.40 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -35.0% Months 73M (38%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -0.3% \| Win 38% Sharpe 0.12 \| Sortino 0.39 \| Calmar -0.0 Vol 28% \| MDD -57.6% Months 42M (22%)	CAGR -17.3% \| Win 46% Sharpe -0.80 \| Sortino -1.04 \| Calmar -0.4 Vol 21% \| MDD -39.3% Months 24M (12%)	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)
RSI neg	CAGR -1.0% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 22% \| MDD -37.5% Months 48M (25%)	CAGR 12.7% \| Win 61% Sharpe 0.68 \| Sortino 1.15 \| Calmar 0.3 Vol 21% \| MDD -39.6% Months 79M (41%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 0.2% \| Win 42% Sharpe 0.13 \| Sortino 0.41 \| Calmar 0.0 Vol 27% \| MDD -59.3% Months 48M (25%)	CAGR -23.3% \| Win 39% Sharpe -1.00 \| Sortino -1.37 \| Calmar -0.6 Vol 24% \| MDD -40.4% Months 18M (9%)	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)
RSI neg	CAGR 1.3% \| Win 49% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 23% \| MDD -38.4% Months 41M (21%)	CAGR 10.3% \| Win 59% Sharpe 0.58 \| Sortino 0.97 \| Calmar 0.3 Vol 20% \| MDD -36.6% Months 86M (45%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -3.2% \| Win 43% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 27% \| MDD -68.7% Months 58M (30%)	CAGR -29.6% \| Win 25% Sharpe -2.68 \| Sortino -7.42 \| Calmar -1.6 Vol 13% \| MDD -19.0% Months 8M (4%)	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)
RSI neg	CAGR 6.2% \| Win 51% Sharpe 0.39 \| Sortino 0.68 \| Calmar 0.1 Vol 22% \| MDD -48.9% Months 57M (30%)	CAGR 8.2% \| Win 60% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.2 Vol 21% \| MDD -33.5% Months 70M (36%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 1.0% \| Win 42% Sharpe 0.16 \| Sortino 0.43 \| Calmar 0.0 Vol 26% \| MDD -54.8% Months 62M (32%)	CAGR -4.4% \| Win 46% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.2 Vol 22% \| MDD -23.3% Months 28M (14%)	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)
MACDhist neg	CAGR -0.0% \| Win 52% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 22% \| MDD -30.5% Months 27M (14%)	CAGR 6.7% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 21% \| MDD -32.9% Months 76M (39%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)
RSIhist only	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -1.8% \| Win 40% Sharpe 0.05 \| Sortino 0.12 \| Calmar -0.0 Vol 26% \| MDD -66.6% Months 68M (35%)	CAGR 2.7% \| Win 55% Sharpe 0.23 \| Sortino 0.45 \| Calmar 0.2 Vol 22% \| MDD -11.0% Months 22M (11%)	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)
MACDhist neg	CAGR 6.0% \| Win 57% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.2 Vol 23% \| MDD -29.7% Months 47M (24%)	CAGR 3.9% \| Win 57% Sharpe 0.29 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -33.5% Months 56M (29%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.0% \| Win 42% Sharpe 0.20 \| Sortino 0.55 \| Calmar 0.0 Vol 26% \| MDD -55.8% Months 55M (28%)	CAGR -1.3% \| Win 50% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 23% \| MDD -27.4% Months 34M (18%)	CAGR 0.7% \| Win 45% Sharpe 0.15 \| Sortino 0.34 \| Calmar 0.0 Vol 25% \| MDD -57.8% Months 89M (46%)
RSIhist neg	CAGR 0.8% \| Win 52% Sharpe 0.15 \| Sortino 0.24 \| Calmar 0.0 Vol 23% \| MDD -41.8% Months 60M (31%)	CAGR 7.5% \| Win 61% Sharpe 0.49 \| Sortino 0.82 \| Calmar 0.3 Vol 18% \| MDD -27.0% Months 44M (23%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -38.4% Months 104M (54%)
LWTI only	CAGR 1.3% \| Win 47% Sharpe 0.17 \| Sortino 0.34 \| Calmar 0.0 Vol 24% \| MDD -65.1% Months 115M (60%)	CAGR 3.6% \| Win 56% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 78M (40%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR -7.4% \| Win 39% Sharpe -0.15 \| Sortino -0.36 \| Calmar -0.1 Vol 27% \| MDD -71.7% Months 66M (34%)	CAGR 20.8% \| Win 58% Sharpe 1.08 \| Sortino 2.31 \| Calmar 2.1 Vol 19% \| MDD -10.1% Months 12M (6%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 7.1% \| Win 57% Sharpe 0.40 \| Sortino 0.52 \| Calmar 0.3 Vol 24% \| MDD -23.0% Months 14M (7%)	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.66 \| Calmar 0.2 Vol 20% \| MDD -39.0% Months 101M (52%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
SLmean only	CAGR -5.0% \| Win 42% Sharpe -0.07 \| Sortino -0.14 \| Calmar -0.1 Vol 26% \| MDD -69.3% Months 80M (42%)	CAGR 7.7% \| Win 57% Sharpe 0.47 \| Sortino 0.79 \| Calmar 0.2 Vol 20% \| MDD -38.7% Months 113M (58%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -4.5% \| Win 41% Sharpe -0.06 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -66.8% Months 66M (34%)	CAGR 1.7% \| Win 50% Sharpe 0.20 \| Sortino 0.27 \| Calmar 0.1 Vol 29% \| MDD -14.0% Months 12M (6%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR 9.7% \| Win 59% Sharpe 0.56 \| Sortino 0.97 \| Calmar 0.3 Vol 20% \| MDD -36.7% Months 92M (48%)	CAGR -6.2% \| Win 48% Sharpe -0.19 \| Sortino -0.24 \| Calmar -0.2 Vol 21% \| MDD -31.7% Months 23M (12%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
RSmean only	CAGR 3.6% \| Win 51% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 23% \| MDD -53.7% Months 158M (82%)	CAGR -3.5% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -32.2% Months 35M (18%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 41.8% \| Win 58% Sharpe 1.18 \| Sortino 3.57 \| Calmar 1.4 Vol 34% \| MDD -29.6% Months 19M (10%)	CAGR -14.8% \| Win 37% Sharpe -0.62 \| Sortino -1.19 \| Calmar -0.3 Vol 22% \| MDD -57.4% Months 59M (31%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -13.5% \| Win 50% Sharpe -0.66 \| Sortino -1.53 \| Calmar -0.8 Vol 19% \| MDD -17.8% Months 10M (5%)	CAGR 8.5% \| Win 57% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.2 Vol 20% \| MDD -43.1% Months 105M (54%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
MACD only	CAGR 19.6% \| Win 55% Sharpe 0.73 \| Sortino 2.19 \| Calmar 0.5 Vol 31% \| MDD -37.6% Months 29M (15%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 21% \| MDD -63.5% Months 164M (85%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -7.4% \| Win 39% Sharpe -0.15 \| Sortino -0.36 \| Calmar -0.1 Vol 28% \| MDD -68.9% Months 51M (26%)	CAGR 4.3% \| Win 48% Sharpe 0.29 \| Sortino 0.62 \| Calmar 0.2 Vol 24% \| MDD -25.4% Months 27M (14%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -4.8% \| Win 47% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 20% \| MDD -23.7% Months 15M (8%)	CAGR 8.1% \| Win 58% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -43.1% Months 100M (52%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
RSI only	CAGR -6.9% \| Win 41% Sharpe -0.15 \| Sortino -0.34 \| Calmar -0.1 Vol 26% \| MDD -75.3% Months 66M (34%)	CAGR 7.3% \| Win 56% Sharpe 0.44 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -48.5% Months 127M (66%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 43% Sharpe 0.24 \| Sortino 0.68 \| Calmar 0.1 Vol 27% \| MDD -51.0% Months 58M (30%)	CAGR -20.8% \| Win 40% Sharpe -0.84 \| Sortino -1.36 \| Calmar -0.6 Vol 24% \| MDD -35.0% Months 20M (10%)	CAGR -3.5% \| Win 42% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -66.6% Months 78M (40%)
MRmean neg	CAGR -7.4% \| Win 44% Sharpe -0.25 \| Sortino -0.40 \| Calmar -0.3 Vol 22% \| MDD -25.5% Months 32M (17%)	CAGR 12.2% \| Win 61% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -36.7% Months 83M (43%)	CAGR 6.3% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.1 Vol 20% \| MDD -43.1% Months 115M (60%)
MACDhist only	CAGR -0.7% \| Win 43% Sharpe 0.09 \| Sortino 0.21 \| Calmar -0.0 Vol 25% \| MDD -63.5% Months 90M (47%)	CAGR 4.9% \| Win 57% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -46.7% Months 103M (53%)