QAT - iShares MSCI Qatar ETF

Signal Pair Analysis

MACD-RSI

Best Pair

17.4%

Best CAGR

Total Months

-1.3%

Avg CAGR

QAT 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 QAT

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	MACD	neg-pos	9	6.2	17.4	77.8	1.8	8.9	5.9	9.4	-3.0
pair	MACD	RSI	neg-pos	9	6.2	17.4	77.8	1.8	8.9	5.9	9.4	-3.0
pair	RSmean	MACD	neg-pos	1	0.7	12.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSmean	neg-pos	1	0.7	12.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.7	12.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.7	12.3	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MACDhist	neg-pos	15	10.4	11.3	73.3	0.8	0.9	1.1	15.6	-9.9
pair	MACDhist	SLmean	neg-pos	15	10.4	11.3	73.3	0.8	0.9	1.1	15.6	-9.9
pair	RSIhist	LWTI	neg-neg	22	15.3	10.2	59.1	0.6	1.0	0.9	21.7	-11.6
pair	LWTI	RSIhist	neg-neg	22	15.3	10.2	59.1	0.6	1.0	0.9	21.7	-11.6
pair	SLmean	RSIhist	pos-neg	7	4.9	9.6	71.4	0.7	0.8	1.4	13.8	-6.9
pair	RSIhist	SLmean	pos-neg	7	4.9	9.6	71.4	0.7	0.8	1.4	13.8	-6.9
pair	MACD	LWTI	neg-neg	34	23.6	9.4	61.8	0.5	1.0	0.5	21.4	-19.0
pair	LWTI	MACD	neg-neg	34	23.6	9.4	61.8	0.5	1.0	0.5	21.4	-19.0
pair	MACD	SLmean	pos-neg	28	19.4	9.1	64.3	0.7	1.4	0.8	13.0	-11.7
pair	SLmean	MACD	pos-neg	28	19.4	9.1	64.3	0.7	1.4	0.8	13.0	-11.7
pair	RSmean	MACD	pos-neg	56	38.9	8.2	60.7	0.5	0.9	0.3	19.7	-31.6
pair	MACD	RSmean	pos-neg	56	38.9	8.2	60.7	0.5	0.9	0.3	19.7	-31.6
pair	RSIhist	MACD	neg-neg	34	23.6	7.9	58.8	0.4	0.7	0.5	25.1	-17.8
pair	MACD	RSIhist	neg-neg	34	23.6	7.9	58.8	0.4	0.7	0.5	25.1	-17.8
pair	RSI	MACDhist	pos-pos	59	41.0	7.7	62.7	0.7	1.2	0.7	11.6	-11.3
pair	MACDhist	RSI	pos-pos	59	41.0	7.7	62.7	0.7	1.2	0.7	11.6	-11.3
pair	MACDhist	RSIhist	pos-pos	53	36.8	7.3	56.6	0.6	1.2	0.5	12.3	-13.6
pair	RSIhist	MACDhist	pos-pos	53	36.8	7.3	56.6	0.6	1.2	0.5	12.3	-13.6
pair	MRmean	LWTI	neg-neg	29	20.1	7.2	58.6	0.4	0.7	0.4	22.7	-19.0
pair	LWTI	MRmean	neg-neg	29	20.1	7.2	58.6	0.4	0.7	0.4	22.7	-19.0
pair	LWTI	MACDhist	pos-pos	65	45.1	6.8	60.0	0.6	0.9	0.5	13.1	-12.9
pair	MACDhist	LWTI	pos-pos	65	45.1	6.8	60.0	0.6	0.9	0.5	13.1	-12.9
pair	MACDhist	MRmean	pos-pos	62	43.1	6.8	59.7	0.6	0.9	0.6	12.9	-11.8
pair	MRmean	MACDhist	pos-pos	62	43.1	6.8	59.7	0.6	0.9	0.6	12.9	-11.8
pair	MACDhist	MACD	pos-pos	54	37.5	6.7	61.1	0.6	1.0	0.6	11.8	-11.3
pair	MACD	MACDhist	pos-pos	54	37.5	6.7	61.1	0.6	1.0	0.6	11.8	-11.3
pair	MRmean	LWTI	pos-pos	66	45.8	6.7	60.6	0.6	0.9	0.4	12.6	-15.6
pair	LWTI	MRmean	pos-pos	66	45.8	6.7	60.6	0.6	0.9	0.4	12.6	-15.6
pair	SLmean	LWTI	pos-pos	55	38.2	6.0	58.2	0.6	0.9	0.4	12.0	-13.5
pair	LWTI	SLmean	pos-pos	55	38.2	6.0	58.2	0.6	0.9	0.4	12.0	-13.5
single	MACDhist	MACDhist	pos-pos	69	47.9	5.9	59.4	0.5	0.8	0.5	13.0	-12.9
pair	RSmean	MACDhist	pos-pos	68	47.2	5.8	58.8	0.5	0.8	0.5	13.1	-12.9
pair	MACDhist	RSmean	pos-pos	68	47.2	5.8	58.8	0.5	0.8	0.5	13.1	-12.9
pair	RSmean	RSIhist	pos-neg	50	34.7	5.7	62.0	0.4	0.7	0.3	18.7	-20.8
pair	RSI	LWTI	pos-pos	66	45.8	5.7	62.1	0.5	0.8	0.2	11.9	-23.3
pair	LWTI	RSI	pos-pos	66	45.8	5.7	62.1	0.5	0.8	0.2	11.9	-23.3
pair	RSIhist	RSmean	pos-neg	50	34.7	5.7	62.0	0.4	0.7	0.3	18.7	-20.8
pair	RSI	SLmean	neg-pos	18	12.5	5.6	72.2	0.5	0.5	0.4	13.5	-13.6
pair	SLmean	RSI	neg-pos	18	12.5	5.6	72.2	0.5	0.5	0.4	13.5	-13.6
pair	RSI	SLmean	pos-neg	19	13.2	5.4	57.9	0.4	0.8	0.5	14.5	-11.7
pair	SLmean	RSI	pos-neg	19	13.2	5.4	57.9	0.4	0.8	0.5	14.5	-11.7
pair	RSI	MRmean	pos-pos	63	43.8	5.2	61.9	0.5	0.6	0.3	12.9	-17.0
pair	LWTI	RSmean	pos-pos	82	56.9	5.2	59.8	0.4	0.7	0.2	13.7	-21.3
pair	RSmean	LWTI	pos-pos	82	56.9	5.2	59.8	0.4	0.7	0.2	13.7	-21.3
pair	MRmean	RSI	pos-pos	63	43.8	5.2	61.9	0.5	0.6	0.3	12.9	-17.0
pair	LWTI	MACD	pos-pos	61	42.4	5.0	60.7	0.5	0.7	0.2	12.3	-21.3
pair	MACD	LWTI	pos-pos	61	42.4	5.0	60.7	0.5	0.7	0.2	12.3	-21.3
pair	RSIhist	RSI	pos-pos	52	36.1	4.7	59.6	0.4	0.6	0.2	13.0	-18.7
pair	RSI	RSIhist	pos-pos	52	36.1	4.7	59.6	0.4	0.6	0.2	13.0	-18.7
pair	MACDhist	SLmean	pos-pos	54	37.5	4.5	55.6	0.4	0.7	0.3	12.4	-13.1
pair	SLmean	MACDhist	pos-pos	54	37.5	4.5	55.6	0.4	0.7	0.3	12.4	-13.1
pair	MRmean	RSIhist	neg-neg	48	33.3	4.4	58.3	0.3	0.4	0.3	21.8	-16.1
pair	RSIhist	MRmean	neg-neg	48	33.3	4.4	58.3	0.3	0.4	0.3	21.8	-16.1
pair	RSIhist	RSI	neg-neg	41	28.5	4.3	56.1	0.3	0.4	0.2	23.6	-17.8
pair	RSI	RSIhist	neg-neg	41	28.5	4.3	56.1	0.3	0.4	0.2	23.6	-17.8
pair	MRmean	RSIhist	pos-pos	67	46.5	4.2	58.2	0.4	0.6	0.2	13.1	-18.7
pair	RSIhist	MRmean	pos-pos	67	46.5	4.2	58.2	0.4	0.6	0.2	13.1	-18.7
pair	LWTI	SLmean	neg-neg	25	17.4	4.1	56.0	0.3	0.5	0.2	24.0	-19.0
pair	LWTI	RSI	neg-neg	37	25.7	4.1	56.8	0.3	0.5	0.2	21.1	-19.0
pair	RSI	LWTI	neg-neg	37	25.7	4.1	56.8	0.3	0.5	0.2	21.1	-19.0
pair	SLmean	LWTI	neg-neg	25	17.4	4.1	56.0	0.3	0.5	0.2	24.0	-19.0
pair	LWTI	RSIhist	pos-pos	62	43.1	3.9	53.2	0.4	0.7	0.2	12.2	-21.4
pair	RSIhist	LWTI	pos-pos	62	43.1	3.9	53.2	0.4	0.7	0.2	12.2	-21.4
pair	MRmean	RSmean	pos-pos	76	52.8	3.8	60.5	0.3	0.5	0.2	13.7	-18.6
pair	RSmean	MRmean	pos-pos	76	52.8	3.8	60.5	0.3	0.5	0.2	13.7	-18.6
pair	SLmean	RSmean	neg-pos	54	37.5	3.7	59.3	0.3	0.5	0.1	20.2	-24.8
pair	RSmean	SLmean	neg-pos	54	37.5	3.7	59.3	0.3	0.5	0.1	20.2	-24.8
pair	MRmean	MACD	pos-pos	54	37.5	3.2	59.3	0.3	0.4	0.2	13.4	-20.6
pair	RSI	RSmean	pos-neg	55	38.2	3.2	54.5	0.3	0.5	0.1	20.2	-31.6
pair	RSmean	RSI	pos-neg	55	38.2	3.2	54.5	0.3	0.5	0.1	20.2	-31.6
pair	MACD	MRmean	pos-pos	54	37.5	3.2	59.3	0.3	0.4	0.2	13.4	-20.6
pair	MACDhist	MACD	neg-pos	15	10.4	3.1	53.3	0.3	0.4	0.2	17.2	-12.9
pair	MACD	MACDhist	neg-pos	15	10.4	3.1	53.3	0.3	0.4	0.2	17.2	-12.9
single	RSmean	RSmean	pos-pos	125	86.8	3.1	58.4	0.3	0.4	0.1	16.6	-31.6
pair	RSmean	RSI	pos-pos	70	48.6	3.0	61.4	0.3	0.4	0.1	13.1	-25.1
pair	RSI	RSmean	pos-pos	70	48.6	3.0	61.4	0.3	0.4	0.1	13.1	-25.1
pair	MACD	MRmean	neg-neg	48	33.3	2.9	52.1	0.2	0.4	0.1	23.5	-31.4
pair	MRmean	MACD	neg-neg	48	33.3	2.9	52.1	0.2	0.4	0.1	23.5	-31.4
pair	SLmean	RSmean	pos-pos	71	49.3	2.6	57.7	0.3	0.4	0.1	13.3	-17.9
pair	RSmean	SLmean	pos-pos	71	49.3	2.6	57.7	0.3	0.4	0.1	13.3	-17.9
single	RSI	RSI	pos-pos	72	50.0	2.5	61.1	0.3	0.3	0.1	13.0	-27.3
single	SLmean	SLmean	pos-pos	73	50.7	2.5	57.5	0.2	0.4	0.1	13.3	-18.6
pair	SLmean	MRmean	pos-pos	68	47.2	2.5	57.4	0.3	0.4	0.1	13.1	-22.0
pair	MRmean	SLmean	pos-pos	68	47.2	2.5	57.4	0.3	0.4	0.1	13.1	-22.0
pair	MRmean	SLmean	neg-pos	5	3.5	2.4	60.0	0.2	0.3	0.3	17.4	-7.0
single	MRmean	MRmean	pos-pos	80	55.6	2.4	58.8	0.2	0.4	0.1	13.6	-23.9
pair	SLmean	MRmean	neg-pos	5	3.5	2.4	60.0	0.2	0.3	0.3	17.4	-7.0
pair	MACD	RSIhist	pos-pos	43	29.9	2.2	55.8	0.2	0.3	0.1	13.6	-22.9
pair	RSIhist	MACD	pos-pos	43	29.9	2.2	55.8	0.2	0.3	0.1	13.6	-22.9
single	MACD	MACD	neg-neg	74	51.4	2.1	54.1	0.2	0.3	0.1	20.6	-40.8
pair	MACDhist	RSIhist	neg-neg	45	31.2	2.1	55.6	0.2	0.3	0.1	22.3	-16.1
pair	RSIhist	MACDhist	neg-neg	45	31.2	2.1	55.6	0.2	0.3	0.1	22.3	-16.1
pair	MRmean	RSmean	neg-pos	49	34.0	2.0	55.1	0.2	0.3	0.1	20.4	-23.9
pair	RSmean	MRmean	neg-pos	49	34.0	2.0	55.1	0.2	0.3	0.1	20.4	-23.9
single	RSIhist	RSIhist	neg-neg	61	42.4	1.9	59.0	0.2	0.3	0.1	20.7	-20.8
pair	RSIhist	SLmean	pos-pos	66	45.8	1.8	56.1	0.2	0.3	0.1	13.3	-18.7
pair	MACD	MACDhist	neg-neg	59	41.0	1.8	54.2	0.2	0.3	0.1	21.5	-31.4
pair	SLmean	RSIhist	pos-pos	66	45.8	1.8	56.1	0.2	0.3	0.1	13.3	-18.7
pair	MACDhist	MACD	neg-neg	59	41.0	1.8	54.2	0.2	0.3	0.1	21.5	-31.4
pair	MRmean	SLmean	pos-neg	12	8.3	1.6	66.7	0.2	0.3	0.2	17.0	-9.9
pair	SLmean	MRmean	pos-neg	12	8.3	1.6	66.7	0.2	0.3	0.2	17.0	-9.9
pair	SLmean	RSI	pos-pos	54	37.5	1.5	57.4	0.2	0.2	0.1	12.9	-18.0
pair	RSI	SLmean	pos-pos	54	37.5	1.5	57.4	0.2	0.2	0.1	12.9	-18.0
single	LWTI	LWTI	pos-pos	101	70.1	1.4	55.4	0.2	0.2	0.1	15.7	-27.2
pair	RSIhist	RSmean	pos-pos	75	52.1	1.4	56.0	0.2	0.2	0.1	15.0	-20.3
pair	RSmean	RSIhist	pos-pos	75	52.1	1.4	56.0	0.2	0.2	0.1	15.0	-20.3
pair	RSIhist	MACDhist	pos-neg	16	11.1	1.4	68.8	0.2	0.2	0.2	15.8	-6.9
pair	MACDhist	RSIhist	pos-neg	16	11.1	1.4	68.8	0.2	0.2	0.2	15.8	-6.9
pair	RSIhist	SLmean	neg-neg	54	37.5	1.0	57.4	0.1	0.2	0.1	21.5	-17.8
pair	SLmean	RSIhist	neg-neg	54	37.5	1.0	57.4	0.1	0.2	0.1	21.5	-17.8
pair	MRmean	RSI	neg-neg	55	38.2	0.9	50.9	0.1	0.2	0.0	22.5	-31.4
pair	RSI	MRmean	neg-neg	55	38.2	0.9	50.9	0.1	0.2	0.0	22.5	-31.4
pair		benchmark___benchmark_	benchmark-benchmark	144	100.0	0.7	55.6	0.1	0.2	0.0	17.4	-40.8
pair	benchmark___benchmark_		benchmark-benchmark	144	100.0	0.7	55.6	0.1	0.2	0.0	17.4	-40.8
pair	RSI	MACD	pos-pos	63	43.8	0.6	58.7	0.1	0.1	0.0	13.4	-25.1
pair	MACD	RSI	pos-pos	63	43.8	0.6	58.7	0.1	0.1	0.0	13.4	-25.1
pair	MACD	MRmean	pos-neg	26	18.1	0.6	57.7	0.1	0.2	0.0	14.2	-14.5
pair	MRmean	MACD	pos-neg	26	18.1	0.6	57.7	0.1	0.2	0.0	14.2	-14.5
pair	SLmean	MACD	neg-pos	25	17.4	0.5	64.0	0.1	0.1	0.0	13.6	-14.4
pair	MACD	SLmean	neg-pos	25	17.4	0.5	64.0	0.1	0.1	0.0	13.6	-14.4
pair	SLmean	RSmean	pos-neg	2	1.4	0.1	50.0	0.1	0.0	0.0	14.8	0.0
pair	RSmean	SLmean	pos-neg	2	1.4	0.1	50.0	0.1	0.0	0.0	14.8	0.0
pair	MACD	RSI	neg-neg	65	45.1	0.1	50.8	0.1	0.2	0.0	21.7	-40.8
pair	RSI	MACD	neg-neg	65	45.1	0.1	50.8	0.1	0.2	0.0	21.7	-40.8
pair	MACDhist	RSmean	pos-neg	57	39.6	-0.1	57.9	0.1	0.1	-0.0	20.0	-21.4
pair	RSmean	MACDhist	pos-neg	57	39.6	-0.1	57.9	0.1	0.1	-0.0	20.0	-21.4
single	RSIhist	RSIhist	pos-pos	83	57.6	-0.2	53.0	0.1	0.1	-0.0	14.7	-30.6
pair	MACDhist	LWTI	neg-neg	39	27.1	-0.3	56.4	0.1	0.2	-0.0	21.9	-19.8
pair	LWTI	MACDhist	neg-neg	39	27.1	-0.3	56.4	0.1	0.2	-0.0	21.9	-19.8
pair	MACDhist	RSI	neg-neg	62	43.1	-0.6	51.6	0.1	0.1	-0.0	21.3	-31.4
pair	RSI	MACDhist	neg-neg	62	43.1	-0.6	51.6	0.1	0.1	-0.0	21.3	-31.4
single	MACD	MACD	pos-pos	70	48.6	-0.7	57.1	0.0	0.0	-0.0	13.4	-26.5
single	LWTI	LWTI	neg-neg	43	29.9	-0.9	55.8	0.1	0.1	-0.0	21.1	-20.0
pair	LWTI	RSmean	pos-neg	43	29.9	-0.9	55.8	0.1	0.1	-0.0	21.1	-20.0
pair	RSmean	MACD	pos-pos	69	47.9	-0.9	56.5	0.0	0.0	-0.0	13.5	-26.5
pair	MACD	RSmean	pos-pos	69	47.9	-0.9	56.5	0.0	0.0	-0.0	13.5	-26.5
pair	RSmean	LWTI	pos-neg	43	29.9	-0.9	55.8	0.1	0.1	-0.0	21.1	-20.0
single	SLmean	SLmean	neg-neg	71	49.3	-1.1	53.5	0.1	0.1	-0.0	21.0	-34.9
single	RSI	RSI	neg-neg	72	50.0	-1.1	50.0	0.1	0.1	-0.0	21.0	-40.8
pair	MACDhist	MRmean	neg-pos	7	4.9	-1.2	57.1	-0.0	-0.0	-0.1	15.3	-8.9
pair	MRmean	MACDhist	neg-pos	7	4.9	-1.2	57.1	-0.0	-0.0	-0.1	15.3	-8.9
single	MRmean	MRmean	neg-neg	64	44.4	-1.3	51.6	0.0	0.1	-0.0	21.4	-31.4
pair	MACDhist	MRmean	neg-neg	57	39.6	-1.4	50.9	0.1	0.1	-0.0	22.1	-30.6
pair	MRmean	MACDhist	neg-neg	57	39.6	-1.4	50.9	0.1	0.1	-0.0	22.1	-30.6
pair	MACD	SLmean	pos-pos	45	31.2	-1.4	53.3	-0.0	-0.1	-0.1	13.4	-22.5
pair	SLmean	MACD	pos-pos	45	31.2	-1.4	53.3	-0.0	-0.1	-0.1	13.4	-22.5
pair	SLmean	MRmean	neg-neg	59	41.0	-1.6	50.8	0.0	0.1	-0.1	21.8	-27.6
pair	MRmean	SLmean	neg-neg	59	41.0	-1.6	50.8	0.0	0.1	-0.1	21.8	-27.6
pair	SLmean	MACD	neg-neg	46	31.9	-2.0	47.8	0.0	0.1	-0.1	24.2	-34.9
pair	MACD	SLmean	neg-neg	46	31.9	-2.0	47.8	0.0	0.1	-0.1	24.2	-34.9
pair	RSIhist	LWTI	neg-pos	39	27.1	-2.4	59.0	-0.0	-0.0	-0.1	20.2	-19.1
pair	LWTI	RSIhist	neg-pos	39	27.1	-2.4	59.0	-0.0	-0.0	-0.1	20.2	-19.1
pair	RSIhist	MACD	neg-pos	40	27.8	-2.7	50.0	-0.1	-0.1	-0.1	16.0	-30.6
pair	MACD	RSIhist	neg-pos	40	27.8	-2.7	50.0	-0.1	-0.1	-0.1	16.0	-30.6
pair	RSIhist	RSI	pos-neg	20	13.9	-2.8	65.0	-0.1	-0.2	-0.1	13.2	-18.4
pair	RSI	RSIhist	pos-neg	20	13.9	-2.8	65.0	-0.1	-0.2	-0.1	13.2	-18.4
pair	SLmean	MACDhist	pos-neg	19	13.2	-2.9	63.2	-0.1	-0.1	-0.2	15.8	-16.1
pair	MACDhist	SLmean	pos-neg	19	13.2	-2.9	63.2	-0.1	-0.1	-0.2	15.8	-16.1
pair	RSI	SLmean	neg-neg	53	36.8	-3.3	47.2	-0.0	-0.1	-0.1	23.0	-34.9
pair	SLmean	RSI	neg-neg	53	36.8	-3.3	47.2	-0.0	-0.1	-0.1	23.0	-34.9
pair	MACD	LWTI	neg-pos	40	27.8	-3.8	47.5	-0.1	-0.1	-0.1	20.0	-27.2
pair	LWTI	MACD	neg-pos	40	27.8	-3.8	47.5	-0.1	-0.1	-0.1	20.0	-27.2
pair	LWTI	SLmean	neg-pos	46	31.9	-3.9	52.2	-0.1	-0.1	-0.2	19.3	-24.5
pair	SLmean	LWTI	neg-pos	46	31.9	-3.9	52.2	-0.1	-0.1	-0.2	19.3	-24.5
single	MACDhist	MACDhist	neg-neg	75	52.1	-3.9	52.0	-0.1	-0.1	-0.1	20.7	-32.0
pair	MACDhist	RSI	neg-pos	10	6.9	-4.1	40.0	-0.1	-0.2	-0.3	20.2	-12.9
pair	RSI	MACDhist	neg-pos	10	6.9	-4.1	40.0	-0.1	-0.2	-0.3	20.2	-12.9
pair	MACDhist	SLmean	neg-neg	56	38.9	-4.2	48.2	-0.1	-0.1	-0.1	22.2	-32.0
pair	SLmean	MACDhist	neg-neg	56	38.9	-4.2	48.2	-0.1	-0.1	-0.1	22.2	-32.0
pair	MACD	RSIhist	pos-neg	27	18.8	-5.1	59.3	-0.3	-0.4	-0.2	13.2	-24.0
pair	RSIhist	MACD	pos-neg	27	18.8	-5.1	59.3	-0.3	-0.4	-0.2	13.2	-24.0
pair	RSI	LWTI	neg-pos	35	24.3	-6.3	42.9	-0.2	-0.3	-0.2	21.2	-27.2
pair	LWTI	RSI	neg-pos	35	24.3	-6.3	42.9	-0.2	-0.3	-0.2	21.2	-27.2
pair	RSIhist	MRmean	pos-neg	13	9.0	-6.6	61.5	-0.3	-0.5	-0.7	16.2	-10.2
pair	MRmean	RSIhist	pos-neg	13	9.0	-6.6	61.5	-0.3	-0.5	-0.7	16.2	-10.2
pair	MACDhist	LWTI	pos-neg	4	2.8	-6.9	50.0	-0.5	-0.9	-0.9	13.4	-7.3
pair	LWTI	MACDhist	pos-neg	4	2.8	-6.9	50.0	-0.5	-0.9	-0.9	13.4	-7.3
pair	MRmean	RSI	pos-neg	17	11.8	-7.3	47.1	-0.4	-0.7	-0.5	16.0	-14.5
pair	RSI	MRmean	pos-neg	17	11.8	-7.3	47.1	-0.4	-0.7	-0.5	16.0	-14.5
pair	RSIhist	SLmean	neg-pos	17	11.8	-7.5	41.2	-0.3	-0.5	-0.3	19.7	-22.4
pair	SLmean	RSIhist	neg-pos	17	11.8	-7.5	41.2	-0.3	-0.5	-0.3	19.7	-22.4
pair	SLmean	LWTI	pos-neg	18	12.5	-7.5	55.6	-0.4	-0.6	-0.6	16.6	-13.6
pair	LWTI	SLmean	pos-neg	18	12.5	-7.5	55.6	-0.4	-0.6	-0.6	16.6	-13.6
pair	MACDhist	LWTI	neg-pos	36	25.0	-7.6	47.2	-0.3	-0.4	-0.3	19.6	-28.2
pair	LWTI	MACDhist	neg-pos	36	25.0	-7.6	47.2	-0.3	-0.4	-0.3	19.6	-28.2
pair	RSI	RSIhist	neg-pos	31	21.5	-7.8	41.9	-0.4	-0.6	-0.3	17.3	-30.6
pair	RSIhist	RSI	neg-pos	31	21.5	-7.8	41.9	-0.4	-0.6	-0.3	17.3	-30.6
pair	MRmean	LWTI	neg-pos	35	24.3	-7.9	45.7	-0.3	-0.4	-0.3	20.4	-26.3
pair	LWTI	MRmean	neg-pos	35	24.3	-7.9	45.7	-0.3	-0.4	-0.3	20.4	-26.3
pair	LWTI	RSIhist	pos-neg	21	14.6	-11.3	52.4	-0.5	-0.8	-0.7	20.5	-16.3
pair	RSIhist	LWTI	pos-neg	21	14.6	-11.3	52.4	-0.5	-0.8	-0.7	20.5	-16.3
pair	MACDhist	MRmean	pos-neg	18	12.5	-11.4	55.6	-0.7	-1.1	-0.5	15.6	-24.5
pair	MRmean	MACDhist	pos-neg	18	12.5	-11.4	55.6	-0.7	-1.1	-0.5	15.6	-24.5
pair	RSI	MACD	pos-neg	7	4.9	-11.5	42.9	-0.8	-0.9	-2.4	14.0	-4.8
pair	MACD	RSI	pos-neg	7	4.9	-11.5	42.9	-0.8	-0.9	-2.4	14.0	-4.8
pair	RSmean	MRmean	neg-neg	15	10.4	-11.6	40.0	-0.4	-0.5	-0.9	24.9	-12.4
pair	RSmean	RSI	neg-pos	2	1.4	-11.6	50.0	-1.2	0.0	0.0	9.6	0.0
pair	RSI	RSmean	neg-pos	2	1.4	-11.6	50.0	-1.2	0.0	0.0	9.6	0.0
pair	MRmean	RSmean	neg-neg	15	10.4	-11.6	40.0	-0.4	-0.5	-0.9	24.9	-12.4
pair	RSIhist	MACDhist	neg-pos	30	20.8	-12.2	46.7	-0.6	-0.9	-0.4	18.0	-30.4
pair	MACDhist	RSIhist	neg-pos	30	20.8	-12.2	46.7	-0.6	-0.9	-0.4	18.0	-30.4
pair	MACD	MRmean	neg-pos	16	11.1	-13.0	50.0	-1.0	-1.0	-0.6	13.0	-20.3
pair	MRmean	MACD	neg-pos	16	11.1	-13.0	50.0	-1.0	-1.0	-0.6	13.0	-20.3
pair	RSIhist	RSmean	neg-neg	11	7.6	-13.5	45.5	-0.4	-0.4	-1.1	28.7	-12.4
pair	RSmean	RSIhist	neg-neg	11	7.6	-13.5	45.5	-0.4	-0.4	-1.1	28.7	-12.4
single	RSmean	RSmean	neg-neg	19	13.2	-13.5	36.8	-0.5	-0.7	-0.6	22.5	-21.1
pair	RSmean	LWTI	neg-pos	19	13.2	-13.5	36.8	-0.5	-0.7	-0.6	22.5	-21.1
pair	LWTI	RSmean	neg-pos	19	13.2	-13.5	36.8	-0.5	-0.7	-0.6	22.5	-21.1
pair	RSIhist	RSmean	neg-pos	8	5.6	-13.6	25.0	-1.3	-2.9	-1.2	11.1	-11.4
pair	RSmean	RSIhist	neg-pos	8	5.6	-13.6	25.0	-1.3	-2.9	-1.2	11.1	-11.4
pair	RSI	RSmean	neg-neg	17	11.8	-13.8	35.3	-0.5	-0.7	-0.7	23.7	-18.6
pair	RSmean	RSI	neg-neg	17	11.8	-13.8	35.3	-0.5	-0.7	-0.7	23.7	-18.6
pair	RSI	MRmean	neg-pos	9	6.2	-14.1	55.6	-1.1	-1.0	-1.0	13.0	-13.6
pair	MRmean	RSI	neg-pos	9	6.2	-14.1	55.6	-1.1	-1.0	-1.0	13.0	-13.6
pair	RSmean	MACD	neg-neg	18	12.5	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	MACD	RSmean	neg-neg	18	12.5	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	MACDhist	RSmean	neg-neg	18	12.5	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	RSmean	MACDhist	neg-neg	18	12.5	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	RSmean	SLmean	neg-neg	17	11.8	-15.0	35.3	-0.6	-0.7	-0.8	23.5	-18.6
pair	SLmean	RSmean	neg-neg	17	11.8	-15.0	35.3	-0.6	-0.7	-0.8	23.5	-18.6
pair	LWTI	MRmean	pos-neg	14	9.7	-15.7	50.0	-0.9	-1.5	-0.7	17.2	-21.2
pair	MRmean	LWTI	pos-neg	14	9.7	-15.7	50.0	-0.9	-1.5	-0.7	17.2	-21.2
pair	MRmean	RSIhist	neg-pos	16	11.1	-16.7	31.2	-0.8	-1.2	-0.6	19.8	-26.4
pair	RSIhist	MRmean	neg-pos	16	11.1	-16.7	31.2	-0.8	-1.2	-0.6	19.8	-26.4
pair	RSI	MACDhist	pos-neg	13	9.0	-18.1	53.8	-1.1	-1.2	-0.8	17.2	-24.2
pair	MACDhist	RSI	pos-neg	13	9.0	-18.1	53.8	-1.1	-1.2	-0.8	17.2	-24.2
pair	MRmean	RSmean	pos-neg	4	2.8	-20.5	25.0	-1.9	-13.0	-3.2	11.5	-6.4
pair	RSmean	MRmean	pos-neg	4	2.8	-20.5	25.0	-1.9	-13.0	-3.2	11.5	-6.4
pair	MACDhist	MACD	pos-neg	16	11.1	-22.2	43.8	-1.4	-1.6	-0.7	16.4	-31.8
pair	MACD	MACDhist	pos-neg	16	11.1	-22.2	43.8	-1.4	-1.6	-0.7	16.4	-31.8
pair	LWTI	RSI	pos-neg	6	4.2	-26.8	50.0	-1.4	-2.2	-1.7	21.0	-15.4
pair	RSI	LWTI	pos-neg	6	4.2	-26.8	50.0	-1.4	-2.2	-1.7	21.0	-15.4
pair	MACD	LWTI	pos-neg	9	6.2	-31.9	33.3	-2.2	-2.3	-1.2	16.5	-25.9
pair	LWTI	MACD	pos-neg	9	6.2	-31.9	33.3	-2.2	-2.3	-1.2	16.5	-25.9

All Contingency Tables for QAT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -22.0% Months 68M (47%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.2 Vol 17% \| MDD -9.9% Months 12M (8%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR 2.4% \| Win 60% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.3 Vol 17% \| MDD -7.0% Months 5M (4%)	CAGR -1.6% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 22% \| MDD -27.6% Months 59M (41%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
SLmean only	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 60% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.2 Vol 14% \| MDD -18.6% Months 76M (53%)	CAGR -20.5% \| Win 25% Sharpe -1.94 \| Sortino -13.00 \| Calmar -3.2 Vol 12% \| MDD -6.4% Months 4M (3%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR 2.0% \| Win 55% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 20% \| MDD -23.9% Months 49M (34%)	CAGR -11.6% \| Win 40% Sharpe -0.37 \| Sortino -0.45 \| Calmar -0.9 Vol 25% \| MDD -12.4% Months 15M (10%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
RSmean only	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.2 Vol 13% \| MDD -20.6% Months 54M (38%)	CAGR 0.6% \| Win 58% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 14% \| MDD -14.5% Months 26M (18%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -13.0% \| Win 50% Sharpe -1.00 \| Sortino -1.03 \| Calmar -0.6 Vol 13% \| MDD -20.3% Months 16M (11%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -31.4% Months 48M (33%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
MACD only	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 62% Sharpe 0.45 \| Sortino 0.63 \| Calmar 0.3 Vol 13% \| MDD -17.0% Months 63M (44%)	CAGR -7.3% \| Win 47% Sharpe -0.39 \| Sortino -0.69 \| Calmar -0.5 Vol 16% \| MDD -14.5% Months 17M (12%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -14.1% \| Win 56% Sharpe -1.11 \| Sortino -1.02 \| Calmar -1.0 Vol 13% \| MDD -13.6% Months 9M (6%)	CAGR 0.9% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 22% \| MDD -31.4% Months 55M (38%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
RSI only	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.57 \| Sortino 0.89 \| Calmar 0.6 Vol 13% \| MDD -11.8% Months 62M (43%)	CAGR -11.4% \| Win 56% Sharpe -0.70 \| Sortino -1.11 \| Calmar -0.5 Vol 16% \| MDD -24.5% Months 18M (12%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -1.2% \| Win 57% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 15% \| MDD -8.9% Months 7M (5%)	CAGR -1.4% \| Win 51% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -30.6% Months 57M (40%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 58% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.2 Vol 13% \| MDD -18.7% Months 67M (46%)	CAGR -6.6% \| Win 62% Sharpe -0.34 \| Sortino -0.50 \| Calmar -0.6 Vol 16% \| MDD -10.2% Months 13M (9%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -16.7% \| Win 31% Sharpe -0.82 \| Sortino -1.24 \| Calmar -0.6 Vol 20% \| MDD -26.4% Months 16M (11%)	CAGR 4.4% \| Win 58% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.3 Vol 22% \| MDD -16.1% Months 48M (33%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.7% \| Win 61% Sharpe 0.58 \| Sortino 0.91 \| Calmar 0.4 Vol 13% \| MDD -15.6% Months 66M (46%)	CAGR -15.7% \| Win 50% Sharpe -0.90 \| Sortino -1.50 \| Calmar -0.7 Vol 17% \| MDD -21.2% Months 14M (10%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -7.9% \| Win 46% Sharpe -0.30 \| Sortino -0.39 \| Calmar -0.3 Vol 20% \| MDD -26.3% Months 35M (24%)	CAGR 7.2% \| Win 59% Sharpe 0.41 \| Sortino 0.69 \| Calmar 0.4 Vol 23% \| MDD -19.0% Months 29M (20%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 58% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -17.9% Months 71M (49%)	CAGR 0.1% \| Win 50% Sharpe 0.05 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (1%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR 3.7% \| Win 59% Sharpe 0.28 \| Sortino 0.46 \| Calmar 0.1 Vol 20% \| MDD -24.8% Months 54M (38%)	CAGR -15.0% \| Win 35% Sharpe -0.57 \| Sortino -0.73 \| Calmar -0.8 Vol 24% \| MDD -18.6% Months 17M (12%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
RSmean only	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -1.4% \| Win 53% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 13% \| MDD -22.5% Months 45M (31%)	CAGR 9.1% \| Win 64% Sharpe 0.74 \| Sortino 1.41 \| Calmar 0.8 Vol 13% \| MDD -11.7% Months 28M (19%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR 0.5% \| Win 64% Sharpe 0.11 \| Sortino 0.12 \| Calmar 0.0 Vol 14% \| MDD -14.4% Months 25M (17%)	CAGR -2.0% \| Win 48% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 24% \| MDD -34.9% Months 46M (32%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
MACD only	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 1.5% \| Win 57% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 13% \| MDD -18.0% Months 54M (38%)	CAGR 5.4% \| Win 58% Sharpe 0.43 \| Sortino 0.84 \| Calmar 0.5 Vol 14% \| MDD -11.7% Months 19M (13%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR 5.6% \| Win 72% Sharpe 0.47 \| Sortino 0.52 \| Calmar 0.4 Vol 14% \| MDD -13.6% Months 18M (12%)	CAGR -3.3% \| Win 47% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 23% \| MDD -34.9% Months 53M (37%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
RSI only	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.5% \| Win 56% Sharpe 0.41 \| Sortino 0.71 \| Calmar 0.3 Vol 12% \| MDD -13.1% Months 54M (38%)	CAGR -2.9% \| Win 63% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.2 Vol 16% \| MDD -16.1% Months 19M (13%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR 11.3% \| Win 73% Sharpe 0.76 \| Sortino 0.89 \| Calmar 1.1 Vol 16% \| MDD -9.9% Months 15M (10%)	CAGR -4.2% \| Win 48% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 22% \| MDD -32.0% Months 56M (39%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.8% \| Win 56% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 13% \| MDD -18.7% Months 66M (46%)	CAGR 9.6% \| Win 71% Sharpe 0.73 \| Sortino 0.75 \| Calmar 1.4 Vol 14% \| MDD -6.9% Months 7M (5%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR -7.5% \| Win 41% Sharpe -0.30 \| Sortino -0.45 \| Calmar -0.3 Vol 20% \| MDD -22.4% Months 17M (12%)	CAGR 1.0% \| Win 57% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.1 Vol 22% \| MDD -17.8% Months 54M (38%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 58% Sharpe 0.55 \| Sortino 0.91 \| Calmar 0.4 Vol 12% \| MDD -13.5% Months 55M (38%)	CAGR -7.5% \| Win 56% Sharpe -0.39 \| Sortino -0.61 \| Calmar -0.5 Vol 17% \| MDD -13.6% Months 18M (12%)	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)
SLmean neg	CAGR -3.9% \| Win 52% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.2 Vol 19% \| MDD -24.5% Months 46M (32%)	CAGR 4.1% \| Win 56% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.2 Vol 24% \| MDD -19.0% Months 25M (17%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -0.9% \| Win 56% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 14% \| MDD -26.5% Months 69M (48%)	CAGR 8.2% \| Win 61% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.3 Vol 20% \| MDD -31.6% Months 56M (39%)	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)
RSmean neg	CAGR 12.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -14.8% \| Win 33% Sharpe -0.57 \| Sortino -0.75 \| Calmar -0.7 Vol 23% \| MDD -21.1% Months 18M (12%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)
MACD only	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 61% Sharpe 0.29 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -25.1% Months 70M (49%)	CAGR 3.2% \| Win 55% Sharpe 0.26 \| Sortino 0.45 \| Calmar 0.1 Vol 20% \| MDD -31.6% Months 55M (38%)	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)
RSmean neg	CAGR -11.6% \| Win 50% Sharpe -1.25 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR -13.8% \| Win 35% Sharpe -0.50 \| Sortino -0.65 \| Calmar -0.7 Vol 24% \| MDD -18.6% Months 17M (12%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)
RSI only	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 5.8% \| Win 59% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 68M (47%)	CAGR -0.1% \| Win 58% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 20% \| MDD -21.4% Months 57M (40%)	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)
RSmean neg	CAGR 12.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -14.8% \| Win 33% Sharpe -0.57 \| Sortino -0.75 \| Calmar -0.7 Vol 23% \| MDD -21.1% Months 18M (12%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.1 Vol 15% \| MDD -20.3% Months 75M (52%)	CAGR 5.7% \| Win 62% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.3 Vol 19% \| MDD -20.8% Months 50M (35%)	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)
RSmean neg	CAGR -13.6% \| Win 25% Sharpe -1.26 \| Sortino -2.88 \| Calmar -1.2 Vol 11% \| MDD -11.4% Months 8M (6%)	CAGR -13.5% \| Win 46% Sharpe -0.36 \| Sortino -0.43 \| Calmar -1.1 Vol 29% \| MDD -12.4% Months 11M (8%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 60% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 82M (57%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)
RSmean neg	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)	-	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.6% \| Win 59% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 13% \| MDD -25.1% Months 63M (44%)	CAGR -11.5% \| Win 43% Sharpe -0.80 \| Sortino -0.86 \| Calmar -2.4 Vol 14% \| MDD -4.8% Months 7M (5%)	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)
MACD neg	CAGR 17.4% \| Win 78% Sharpe 1.76 \| Sortino 8.91 \| Calmar 5.9 Vol 9% \| MDD -3.0% Months 9M (6%)	CAGR 0.1% \| Win 51% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 22% \| MDD -40.8% Months 65M (45%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)
RSI only	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.7% \| Win 61% Sharpe 0.61 \| Sortino 1.02 \| Calmar 0.6 Vol 12% \| MDD -11.3% Months 54M (38%)	CAGR -22.2% \| Win 44% Sharpe -1.44 \| Sortino -1.59 \| Calmar -0.7 Vol 16% \| MDD -31.8% Months 16M (11%)	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)
MACD neg	CAGR 3.1% \| Win 53% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.2 Vol 17% \| MDD -12.9% Months 15M (10%)	CAGR 1.8% \| Win 54% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.1 Vol 22% \| MDD -31.4% Months 59M (41%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.2% \| Win 56% Sharpe 0.23 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -22.9% Months 43M (30%)	CAGR -5.1% \| Win 59% Sharpe -0.33 \| Sortino -0.38 \| Calmar -0.2 Vol 13% \| MDD -24.0% Months 27M (19%)	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)
MACD neg	CAGR -2.7% \| Win 50% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 16% \| MDD -30.6% Months 40M (28%)	CAGR 7.9% \| Win 59% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.4 Vol 25% \| MDD -17.8% Months 34M (24%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.0% \| Win 61% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.2 Vol 12% \| MDD -21.3% Months 61M (42%)	CAGR -31.9% \| Win 33% Sharpe -2.21 \| Sortino -2.34 \| Calmar -1.2 Vol 16% \| MDD -25.9% Months 9M (6%)	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)
MACD neg	CAGR -3.8% \| Win 48% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 20% \| MDD -27.2% Months 40M (28%)	CAGR 9.4% \| Win 62% Sharpe 0.53 \| Sortino 1.03 \| Calmar 0.5 Vol 21% \| MDD -19.0% Months 34M (24%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.7% \| Win 63% Sharpe 0.70 \| Sortino 1.18 \| Calmar 0.7 Vol 12% \| MDD -11.3% Months 59M (41%)	CAGR -18.1% \| Win 54% Sharpe -1.07 \| Sortino -1.24 \| Calmar -0.7 Vol 17% \| MDD -24.2% Months 13M (9%)	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)
RSI neg	CAGR -4.1% \| Win 40% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.3 Vol 20% \| MDD -12.9% Months 10M (7%)	CAGR -0.6% \| Win 52% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 62M (43%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.7% \| Win 60% Sharpe 0.42 \| Sortino 0.58 \| Calmar 0.2 Vol 13% \| MDD -18.7% Months 52M (36%)	CAGR -2.8% \| Win 65% Sharpe -0.15 \| Sortino -0.17 \| Calmar -0.2 Vol 13% \| MDD -18.4% Months 20M (14%)	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)
RSI neg	CAGR -7.8% \| Win 42% Sharpe -0.38 \| Sortino -0.61 \| Calmar -0.3 Vol 17% \| MDD -30.6% Months 31M (22%)	CAGR 4.3% \| Win 56% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.2 Vol 24% \| MDD -17.8% Months 41M (28%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 5.7% \| Win 62% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.2 Vol 12% \| MDD -23.3% Months 66M (46%)	CAGR -26.8% \| Win 50% Sharpe -1.38 \| Sortino -2.17 \| Calmar -1.7 Vol 21% \| MDD -15.4% Months 6M (4%)	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)
RSI neg	CAGR -6.3% \| Win 43% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.2 Vol 21% \| MDD -27.2% Months 35M (24%)	CAGR 4.1% \| Win 57% Sharpe 0.29 \| Sortino 0.52 \| Calmar 0.2 Vol 21% \| MDD -19.0% Months 37M (26%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 7.3% \| Win 57% Sharpe 0.64 \| Sortino 1.16 \| Calmar 0.5 Vol 12% \| MDD -13.6% Months 53M (37%)	CAGR 1.4% \| Win 69% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.2 Vol 16% \| MDD -6.9% Months 16M (11%)	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)
MACDhist neg	CAGR -12.2% \| Win 47% Sharpe -0.63 \| Sortino -0.94 \| Calmar -0.4 Vol 18% \| MDD -30.4% Months 30M (21%)	CAGR 2.1% \| Win 56% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 22% \| MDD -16.1% Months 45M (31%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.8% \| Win 60% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 65M (45%)	CAGR -6.9% \| Win 50% Sharpe -0.48 \| Sortino -0.92 \| Calmar -0.9 Vol 13% \| MDD -7.3% Months 4M (3%)	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)
MACDhist neg	CAGR -7.6% \| Win 47% Sharpe -0.30 \| Sortino -0.39 \| Calmar -0.3 Vol 20% \| MDD -28.2% Months 36M (25%)	CAGR -0.3% \| Win 56% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 22% \| MDD -19.8% Months 39M (27%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.9% \| Win 53% Sharpe 0.37 \| Sortino 0.68 \| Calmar 0.2 Vol 12% \| MDD -21.4% Months 62M (43%)	CAGR -11.3% \| Win 52% Sharpe -0.48 \| Sortino -0.77 \| Calmar -0.7 Vol 20% \| MDD -16.3% Months 21M (15%)	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (58%)
RSIhist neg	CAGR -2.4% \| Win 59% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.1 Vol 20% \| MDD -19.1% Months 39M (27%)	CAGR 10.2% \| Win 59% Sharpe 0.55 \| Sortino 1.04 \| Calmar 0.9 Vol 22% \| MDD -11.6% Months 22M (15%)	CAGR 1.9% \| Win 59% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 21% \| MDD -20.8% Months 61M (42%)
LWTI only	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 16% \| MDD -27.2% Months 101M (70%)	CAGR -0.9% \| Win 56% Sharpe 0.06 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -20.0% Months 43M (30%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -22.0% Months 68M (47%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.2 Vol 17% \| MDD -9.9% Months 12M (8%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR 2.4% \| Win 60% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.3 Vol 17% \| MDD -7.0% Months 5M (4%)	CAGR -1.6% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 22% \| MDD -27.6% Months 59M (41%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
SLmean only	CAGR 2.5% \| Win 57% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 73M (51%)	CAGR -1.1% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 21% \| MDD -34.9% Months 71M (49%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 60% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.2 Vol 14% \| MDD -18.6% Months 76M (53%)	CAGR -20.5% \| Win 25% Sharpe -1.94 \| Sortino -13.00 \| Calmar -3.2 Vol 12% \| MDD -6.4% Months 4M (3%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR 2.0% \| Win 55% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 20% \| MDD -23.9% Months 49M (34%)	CAGR -11.6% \| Win 40% Sharpe -0.37 \| Sortino -0.45 \| Calmar -0.9 Vol 25% \| MDD -12.4% Months 15M (10%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
RSmean only	CAGR 3.1% \| Win 58% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.6% Months 125M (87%)	CAGR -13.5% \| Win 37% Sharpe -0.53 \| Sortino -0.67 \| Calmar -0.6 Vol 22% \| MDD -21.1% Months 19M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.2 Vol 13% \| MDD -20.6% Months 54M (38%)	CAGR 0.6% \| Win 58% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 14% \| MDD -14.5% Months 26M (18%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -13.0% \| Win 50% Sharpe -1.00 \| Sortino -1.03 \| Calmar -0.6 Vol 13% \| MDD -20.3% Months 16M (11%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -31.4% Months 48M (33%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
MACD only	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -26.5% Months 70M (49%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (51%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 62% Sharpe 0.45 \| Sortino 0.63 \| Calmar 0.3 Vol 13% \| MDD -17.0% Months 63M (44%)	CAGR -7.3% \| Win 47% Sharpe -0.39 \| Sortino -0.69 \| Calmar -0.5 Vol 16% \| MDD -14.5% Months 17M (12%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -14.1% \| Win 56% Sharpe -1.11 \| Sortino -1.02 \| Calmar -1.0 Vol 13% \| MDD -13.6% Months 9M (6%)	CAGR 0.9% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 22% \| MDD -31.4% Months 55M (38%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
RSI only	CAGR 2.5% \| Win 61% Sharpe 0.26 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 72M (50%)	CAGR -1.1% \| Win 50% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 21% \| MDD -40.8% Months 72M (50%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 6.8% \| Win 60% Sharpe 0.57 \| Sortino 0.89 \| Calmar 0.6 Vol 13% \| MDD -11.8% Months 62M (43%)	CAGR -11.4% \| Win 56% Sharpe -0.70 \| Sortino -1.11 \| Calmar -0.5 Vol 16% \| MDD -24.5% Months 18M (12%)	CAGR 2.4% \| Win 59% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 80M (56%)
MRmean neg	CAGR -1.2% \| Win 57% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 15% \| MDD -8.9% Months 7M (5%)	CAGR -1.4% \| Win 51% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -30.6% Months 57M (40%)	CAGR -1.3% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -31.4% Months 64M (44%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (48%)	CAGR -3.9% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.1 Vol 21% \| MDD -32.0% Months 75M (52%)