QAT - iShares MSCI Qatar ETF

Signal Pair Analysis

MACD-RSI

Best Pair

17.4%

Best CAGR

Total Months

-2.7%

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	6.0	17.4	77.8	1.8	8.9	5.8	9.4	-3.0
pair	MACD	RSI	neg-pos	9	6.0	17.4	77.8	1.8	8.9	5.8	9.4	-3.0
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	10.1	11.3	73.3	0.8	0.9	1.1	15.6	-9.9
pair	MACDhist	SLmean	neg-pos	15	10.1	11.3	73.3	0.8	0.9	1.1	15.6	-9.9
pair	MACD	LWTI	neg-neg	34	22.8	9.5	61.8	0.5	1.0	0.5	21.4	-19.0
pair	LWTI	MACD	neg-neg	34	22.8	9.5	61.8	0.5	1.0	0.5	21.4	-19.0
pair	RSIhist	LWTI	neg-neg	23	15.4	9.3	56.5	0.5	0.9	0.8	21.3	-11.6
pair	LWTI	RSIhist	neg-neg	23	15.4	9.3	56.5	0.5	0.9	0.8	21.3	-11.6
pair	MACD	SLmean	pos-neg	28	18.8	9.1	64.3	0.7	1.4	0.8	13.0	-11.7
pair	SLmean	MACD	pos-neg	28	18.8	9.1	64.3	0.7	1.4	0.8	13.0	-11.7
pair	MACD	RSmean	pos-neg	56	37.6	8.2	60.7	0.5	0.9	0.3	19.7	-31.6
pair	RSmean	MACD	pos-neg	56	37.6	8.2	60.7	0.5	0.9	0.3	19.7	-31.6
pair	RSIhist	MACD	neg-neg	34	22.8	7.9	58.8	0.4	0.7	0.5	25.1	-17.8
pair	MACD	RSIhist	neg-neg	34	22.8	7.9	58.8	0.4	0.7	0.5	25.1	-17.8
pair	RSI	MACDhist	pos-pos	59	39.6	7.7	62.7	0.7	1.2	0.7	11.6	-11.3
pair	MACDhist	RSI	pos-pos	59	39.6	7.7	62.7	0.7	1.2	0.7	11.6	-11.3
pair	MACDhist	RSIhist	pos-pos	53	35.6	7.3	56.6	0.6	1.2	0.5	12.3	-13.6
pair	RSIhist	MACDhist	pos-pos	53	35.6	7.3	56.6	0.6	1.2	0.5	12.3	-13.6
pair	LWTI	MACDhist	pos-pos	65	43.6	6.8	60.0	0.6	0.9	0.5	13.1	-12.9
pair	MACDhist	LWTI	pos-pos	65	43.6	6.8	60.0	0.6	0.9	0.5	13.1	-12.9
pair	MACDhist	MRmean	pos-pos	62	41.6	6.8	59.7	0.6	0.9	0.6	12.9	-11.7
pair	MRmean	MACDhist	pos-pos	62	41.6	6.8	59.7	0.6	0.9	0.6	12.9	-11.7
pair	MACDhist	MACD	pos-pos	54	36.2	6.7	61.1	0.6	1.0	0.6	11.8	-11.3
pair	MACD	MACDhist	pos-pos	54	36.2	6.7	61.1	0.6	1.0	0.6	11.8	-11.3
pair	MRmean	LWTI	neg-neg	30	20.1	6.6	56.7	0.4	0.6	0.3	22.3	-19.0
pair	LWTI	MRmean	neg-neg	30	20.1	6.6	56.7	0.4	0.6	0.3	22.3	-19.0
pair	MRmean	LWTI	pos-pos	67	45.0	6.0	59.7	0.5	0.8	0.4	12.6	-15.6
pair	LWTI	MRmean	pos-pos	67	45.0	6.0	59.7	0.5	0.8	0.4	12.6	-15.6
single	MACDhist	MACDhist	pos-pos	69	46.3	5.9	59.4	0.5	0.8	0.5	13.0	-12.9
pair	RSmean	MACDhist	pos-pos	68	45.6	5.8	58.8	0.5	0.8	0.5	13.1	-12.9
pair	MACDhist	RSmean	pos-pos	68	45.6	5.8	58.8	0.5	0.8	0.5	13.1	-12.9
pair	SLmean	RSI	pos-neg	19	12.8	5.4	57.9	0.4	0.8	0.5	14.5	-11.7
pair	RSI	SLmean	pos-neg	19	12.8	5.4	57.9	0.4	0.8	0.5	14.5	-11.7
pair	SLmean	LWTI	pos-pos	56	37.6	5.2	57.1	0.5	0.8	0.4	12.0	-13.5
pair	LWTI	SLmean	pos-pos	56	37.6	5.2	57.1	0.5	0.8	0.4	12.0	-13.5
pair	RSIhist	RSI	pos-pos	52	34.9	4.7	59.6	0.4	0.6	0.2	13.0	-18.7
pair	RSI	RSIhist	pos-pos	52	34.9	4.7	59.6	0.4	0.6	0.2	13.0	-18.7
pair	MACDhist	SLmean	pos-pos	54	36.2	4.5	55.6	0.4	0.7	0.3	12.4	-13.1
pair	SLmean	MACDhist	pos-pos	54	36.2	4.5	55.6	0.4	0.7	0.3	12.4	-13.1
pair	RSI	MRmean	pos-pos	64	43.0	4.4	60.9	0.4	0.6	0.3	12.9	-17.0
pair	MRmean	RSI	pos-pos	64	43.0	4.4	60.9	0.4	0.6	0.3	12.9	-17.0
pair	LWTI	RSI	pos-pos	68	45.6	4.3	60.3	0.4	0.6	0.2	11.9	-23.3
pair	RSI	LWTI	pos-pos	68	45.6	4.3	60.3	0.4	0.6	0.2	11.9	-23.3
pair	MRmean	RSIhist	pos-pos	67	45.0	4.2	58.2	0.4	0.6	0.2	13.1	-18.7
pair	RSIhist	MRmean	pos-pos	67	45.0	4.2	58.2	0.4	0.6	0.2	13.1	-18.7
pair	LWTI	RSmean	pos-pos	84	56.4	4.1	59.5	0.4	0.5	0.2	13.8	-21.3
pair	RSmean	LWTI	pos-pos	84	56.4	4.1	59.5	0.4	0.5	0.2	13.8	-21.3
pair	LWTI	RSIhist	pos-pos	62	41.6	3.9	53.2	0.4	0.7	0.2	12.2	-21.4
pair	RSIhist	LWTI	pos-pos	62	41.6	3.9	53.2	0.4	0.7	0.2	12.2	-21.4
pair	LWTI	RSI	neg-neg	38	25.5	3.8	55.3	0.3	0.5	0.2	20.8	-19.0
pair	MRmean	RSmean	pos-pos	76	51.0	3.8	60.5	0.3	0.5	0.2	13.7	-18.6
pair	RSI	LWTI	neg-neg	38	25.5	3.8	55.3	0.3	0.5	0.2	20.8	-19.0
pair	RSmean	MRmean	pos-pos	76	51.0	3.8	60.5	0.3	0.5	0.2	13.7	-18.6
pair	RSmean	RSIhist	pos-neg	53	35.6	3.6	60.4	0.3	0.5	0.2	18.5	-20.8
pair	SLmean	LWTI	neg-neg	26	17.4	3.6	53.8	0.3	0.5	0.2	23.6	-19.0
pair	LWTI	SLmean	neg-neg	26	17.4	3.6	53.8	0.3	0.5	0.2	23.6	-19.0
pair	RSIhist	RSmean	pos-neg	53	35.6	3.6	60.4	0.3	0.5	0.2	18.5	-20.8
pair	SLmean	RSIhist	pos-neg	8	5.4	3.3	62.5	0.3	0.4	0.5	13.7	-6.9
pair	RSIhist	SLmean	pos-neg	8	5.4	3.3	62.5	0.3	0.4	0.5	13.7	-6.9
pair	MACDhist	MACD	neg-pos	15	10.1	3.1	53.3	0.3	0.4	0.2	17.2	-12.9
pair	MACD	MACDhist	neg-pos	15	10.1	3.1	53.3	0.3	0.4	0.2	17.2	-12.9
pair	SLmean	RSI	neg-pos	19	12.8	3.0	68.4	0.3	0.3	0.2	13.5	-13.6
pair	RSI	RSmean	pos-pos	70	47.0	3.0	61.4	0.3	0.4	0.1	13.1	-25.1
pair	RSI	SLmean	neg-pos	19	12.8	3.0	68.4	0.3	0.3	0.2	13.5	-13.6
pair	RSmean	RSI	pos-pos	70	47.0	3.0	61.4	0.3	0.4	0.1	13.1	-25.1
pair	MACD	MRmean	neg-neg	48	32.2	2.9	52.1	0.2	0.4	0.1	23.5	-31.5
pair	MRmean	MACD	neg-neg	48	32.2	2.9	52.1	0.2	0.4	0.1	23.5	-31.5
pair	SLmean	RSmean	pos-pos	71	47.7	2.6	57.7	0.3	0.4	0.1	13.3	-17.9
pair	RSmean	SLmean	pos-pos	71	47.7	2.6	57.7	0.3	0.4	0.1	13.3	-17.9
pair	MRmean	MACD	pos-pos	55	36.9	2.5	58.2	0.2	0.3	0.1	13.4	-20.6
pair	MACD	MRmean	pos-pos	55	36.9	2.5	58.2	0.2	0.3	0.1	13.4	-20.6
pair	MRmean	SLmean	neg-pos	5	3.4	2.4	60.0	0.2	0.3	0.3	17.4	-7.0
pair	SLmean	MRmean	neg-pos	5	3.4	2.4	60.0	0.2	0.3	0.3	17.4	-7.0
single	RSmean	RSmean	pos-pos	128	85.9	2.3	57.8	0.2	0.3	0.1	16.5	-31.6
pair	RSIhist	MACD	pos-pos	43	28.9	2.2	55.8	0.2	0.3	0.1	13.6	-22.9
pair	MACD	RSIhist	pos-pos	43	28.9	2.2	55.8	0.2	0.3	0.1	13.6	-22.9
single	MACD	MACD	neg-neg	74	49.7	2.1	54.1	0.2	0.3	0.1	20.6	-40.8
pair	LWTI	MACD	pos-pos	65	43.6	2.1	58.5	0.2	0.3	0.1	12.5	-22.9
pair	MACD	LWTI	pos-pos	65	43.6	2.1	58.5	0.2	0.3	0.1	12.5	-22.9
pair	RSIhist	RSI	neg-neg	44	29.5	2.0	54.5	0.2	0.3	0.1	23.0	-17.8
pair	RSmean	SLmean	neg-pos	57	38.3	2.0	57.9	0.2	0.3	0.1	19.9	-24.8
pair	RSI	RSIhist	neg-neg	44	29.5	2.0	54.5	0.2	0.3	0.1	23.0	-17.8
pair	SLmean	RSmean	neg-pos	57	38.3	2.0	57.9	0.2	0.3	0.1	19.9	-24.8
pair	SLmean	MRmean	pos-pos	69	46.3	1.9	56.5	0.2	0.3	0.1	13.1	-22.0
single	MRmean	MRmean	pos-pos	81	54.4	1.9	58.0	0.2	0.3	0.1	13.6	-23.9
single	SLmean	SLmean	pos-pos	74	49.7	1.9	56.8	0.2	0.3	0.1	13.2	-18.6
pair	MRmean	SLmean	pos-pos	69	46.3	1.9	56.5	0.2	0.3	0.1	13.1	-22.0
pair	MACD	MACDhist	neg-neg	59	39.6	1.8	54.2	0.2	0.3	0.1	21.5	-31.4
pair	SLmean	RSIhist	pos-pos	66	44.3	1.8	56.1	0.2	0.3	0.1	13.3	-18.7
pair	RSIhist	SLmean	pos-pos	66	44.3	1.8	56.1	0.2	0.3	0.1	13.3	-18.7
pair	MACDhist	MACD	neg-neg	59	39.6	1.8	54.2	0.2	0.3	0.1	21.5	-31.4
pair	MRmean	SLmean	pos-neg	12	8.1	1.6	66.7	0.2	0.3	0.2	17.0	-9.9
pair	SLmean	MRmean	pos-neg	12	8.1	1.6	66.7	0.2	0.3	0.2	17.0	-9.9
pair	RSI	RSmean	pos-neg	58	38.9	1.5	53.4	0.2	0.3	0.1	20.0	-31.6
pair	RSIhist	MRmean	neg-neg	52	34.9	1.5	55.8	0.2	0.2	0.1	21.3	-16.1
pair	RSmean	RSI	pos-neg	58	38.9	1.5	53.4	0.2	0.3	0.1	20.0	-31.6
pair	MRmean	RSIhist	neg-neg	52	34.9	1.5	55.8	0.2	0.2	0.1	21.3	-16.1
pair	MACDhist	RSIhist	pos-neg	16	10.7	1.4	68.8	0.2	0.2	0.2	15.8	-6.9
pair	RSIhist	RSmean	pos-pos	75	50.3	1.4	56.0	0.2	0.2	0.1	15.0	-20.3
pair	RSIhist	MACDhist	pos-neg	16	10.7	1.4	68.8	0.2	0.2	0.2	15.8	-6.9
pair	RSmean	RSIhist	pos-pos	75	50.3	1.4	56.0	0.2	0.2	0.1	15.0	-20.3
single	RSI	RSI	pos-pos	74	49.7	1.3	59.5	0.2	0.2	0.1	13.0	-27.3
pair	RSI	SLmean	pos-pos	55	36.9	0.8	56.4	0.1	0.2	0.0	12.9	-18.1
pair	SLmean	RSI	pos-pos	55	36.9	0.8	56.4	0.1	0.2	0.0	12.9	-18.1
pair	MRmean	MACD	pos-neg	26	17.4	0.6	57.7	0.1	0.2	0.0	14.2	-14.5
pair	MACD	MRmean	pos-neg	26	17.4	0.6	57.7	0.1	0.2	0.0	14.2	-14.5
pair	MRmean	RSmean	neg-pos	52	34.9	0.2	53.8	0.1	0.2	0.0	20.1	-23.9
pair	RSmean	MRmean	neg-pos	52	34.9	0.2	53.8	0.1	0.2	0.0	20.1	-23.9
pair	RSI	MACD	neg-neg	65	43.6	0.1	50.8	0.1	0.2	0.0	21.7	-40.8
pair	MACD	RSI	neg-neg	65	43.6	0.1	50.8	0.1	0.2	0.0	21.7	-40.8
single	LWTI	LWTI	pos-pos	105	70.5	-0.2	54.3	0.1	0.1	-0.0	15.7	-27.3
single	RSIhist	RSIhist	pos-pos	83	55.7	-0.2	53.0	0.1	0.1	-0.0	14.7	-30.6
pair		benchmark___benchmark_	benchmark-benchmark	149	100.0	-0.4	54.4	0.1	0.1	-0.0	17.3	-40.8
pair	benchmark___benchmark_		benchmark-benchmark	149	100.0	-0.4	54.4	0.1	0.1	-0.0	17.3	-40.8
pair	MACDhist	LWTI	neg-neg	40	26.8	-0.5	55.0	0.1	0.1	-0.0	21.6	-19.8
pair	LWTI	MACDhist	neg-neg	40	26.8	-0.5	55.0	0.1	0.1	-0.0	21.6	-19.8
pair	MRmean	RSI	neg-neg	58	38.9	-0.6	50.0	0.1	0.1	-0.0	22.1	-31.5
pair	RSI	MRmean	neg-neg	58	38.9	-0.6	50.0	0.1	0.1	-0.0	22.1	-31.5
pair	RSI	MACD	pos-pos	65	43.6	-0.7	56.9	0.0	0.0	-0.0	13.3	-25.1
pair	MACD	RSI	pos-pos	65	43.6	-0.7	56.9	0.0	0.0	-0.0	13.3	-25.1
single	RSIhist	RSIhist	neg-neg	66	44.3	-0.8	56.1	0.1	0.1	-0.0	20.2	-20.8
pair	RSmean	LWTI	pos-neg	44	29.5	-1.1	54.5	0.1	0.1	-0.1	20.9	-20.0
pair	LWTI	RSmean	pos-neg	44	29.5	-1.1	54.5	0.1	0.1	-0.1	20.9	-20.0
single	LWTI	LWTI	neg-neg	44	29.5	-1.1	54.5	0.1	0.1	-0.1	20.9	-20.0
pair	MRmean	MACDhist	neg-pos	7	4.7	-1.2	57.1	-0.0	-0.0	-0.1	15.3	-8.9
pair	MACDhist	MRmean	neg-pos	7	4.7	-1.2	57.1	-0.0	-0.0	-0.1	15.3	-8.9
pair	RSIhist	SLmean	neg-neg	58	38.9	-1.3	55.2	0.0	0.1	-0.1	21.0	-17.8
pair	SLmean	RSIhist	neg-neg	58	38.9	-1.3	55.2	0.0	0.1	-0.1	21.0	-17.8
pair	RSIhist	MACDhist	neg-neg	50	33.6	-1.4	52.0	0.0	0.1	-0.1	21.6	-16.1
pair	MACDhist	RSIhist	neg-neg	50	33.6	-1.4	52.0	0.0	0.1	-0.1	21.6	-16.1
pair	RSmean	MACDhist	pos-neg	60	40.3	-1.6	56.7	0.0	0.0	-0.1	19.7	-21.4
pair	MACDhist	RSmean	pos-neg	60	40.3	-1.6	56.7	0.0	0.0	-0.1	19.7	-21.4
pair	RSI	MACDhist	neg-neg	65	43.6	-1.9	50.8	0.0	0.0	-0.1	21.0	-31.4
pair	MACDhist	RSI	neg-neg	65	43.6	-1.9	50.8	0.0	0.0	-0.1	21.0	-31.4
pair	RSmean	MACD	pos-pos	72	48.3	-2.0	55.6	-0.1	-0.1	-0.1	13.5	-26.5
pair	MACD	RSmean	pos-pos	72	48.3	-2.0	55.6	-0.1	-0.1	-0.1	13.5	-26.5
pair	SLmean	MACD	neg-neg	46	30.9	-2.0	47.8	0.0	0.1	-0.1	24.2	-34.9
pair	MACD	SLmean	neg-neg	46	30.9	-2.0	47.8	0.0	0.1	-0.1	24.2	-34.9
pair	SLmean	MACD	pos-pos	46	30.9	-2.2	52.2	-0.1	-0.1	-0.1	13.4	-22.5
pair	MACD	SLmean	pos-pos	46	30.9	-2.2	52.2	-0.1	-0.1	-0.1	13.4	-22.5
single	RSI	RSI	neg-neg	75	50.3	-2.2	49.3	-0.0	-0.0	-0.1	20.8	-40.8
pair	MACD	RSIhist	neg-pos	40	26.8	-2.7	50.0	-0.1	-0.1	-0.1	16.0	-30.6
pair	RSIhist	MACD	neg-pos	40	26.8	-2.7	50.0	-0.1	-0.1	-0.1	16.0	-30.6
single	SLmean	SLmean	neg-neg	75	50.3	-2.7	52.0	-0.0	-0.1	-0.1	20.6	-34.9
single	MACD	MACD	pos-pos	75	50.3	-2.9	54.7	-0.1	-0.2	-0.1	13.3	-26.5
single	MRmean	MRmean	neg-neg	68	45.6	-3.1	50.0	-0.1	-0.1	-0.1	21.0	-31.5
pair	MACDhist	MRmean	neg-neg	61	40.9	-3.3	49.2	-0.1	-0.1	-0.1	21.6	-30.6
pair	MRmean	MACDhist	neg-neg	61	40.9	-3.3	49.2	-0.1	-0.1	-0.1	21.6	-30.6
pair	SLmean	MRmean	neg-neg	63	42.3	-3.5	49.2	-0.1	-0.1	-0.1	21.3	-27.6
pair	MRmean	SLmean	neg-neg	63	42.3	-3.5	49.2	-0.1	-0.1	-0.1	21.3	-27.6
pair	MACD	LWTI	neg-pos	40	26.8	-3.8	47.5	-0.1	-0.1	-0.1	20.0	-27.3
pair	LWTI	MACD	neg-pos	40	26.8	-3.8	47.5	-0.1	-0.1	-0.1	20.0	-27.3
pair	MACD	SLmean	neg-pos	29	19.5	-3.9	58.6	-0.2	-0.3	-0.2	13.4	-15.8
pair	SLmean	MACD	neg-pos	29	19.5	-3.9	58.6	-0.2	-0.3	-0.2	13.4	-15.8
pair	RSI	MACDhist	neg-pos	10	6.7	-4.1	40.0	-0.1	-0.2	-0.3	20.2	-12.9
pair	MACDhist	RSI	neg-pos	10	6.7	-4.1	40.0	-0.1	-0.2	-0.3	20.2	-12.9
pair	SLmean	MACDhist	pos-neg	20	13.4	-4.6	60.0	-0.2	-0.3	-0.3	15.6	-16.1
pair	MACDhist	SLmean	pos-neg	20	13.4	-4.6	60.0	-0.2	-0.3	-0.3	15.6	-16.1
pair	RSI	SLmean	neg-neg	56	37.6	-4.6	46.4	-0.1	-0.1	-0.1	22.6	-34.9
pair	SLmean	RSI	neg-neg	56	37.6	-4.6	46.4	-0.1	-0.1	-0.1	22.6	-34.9
single	MACDhist	MACDhist	neg-neg	80	53.7	-5.6	50.0	-0.2	-0.3	-0.2	20.2	-32.0
pair	LWTI	RSIhist	neg-pos	43	28.9	-5.8	55.8	-0.2	-0.3	-0.3	19.7	-19.1
pair	RSIhist	LWTI	neg-pos	43	28.9	-5.8	55.8	-0.2	-0.3	-0.3	19.7	-19.1
pair	SLmean	LWTI	neg-pos	49	32.9	-5.9	51.0	-0.2	-0.3	-0.2	19.0	-24.5
pair	LWTI	SLmean	neg-pos	49	32.9	-5.9	51.0	-0.2	-0.3	-0.2	19.0	-24.5
pair	MACDhist	SLmean	neg-neg	60	40.3	-6.0	46.7	-0.2	-0.3	-0.2	21.7	-32.0
pair	SLmean	MACDhist	neg-neg	60	40.3	-6.0	46.7	-0.2	-0.3	-0.2	21.7	-32.0
pair	RSI	RSIhist	pos-neg	22	14.8	-6.1	59.1	-0.4	-0.5	-0.3	13.0	-18.4
pair	RSIhist	RSI	pos-neg	22	14.8	-6.1	59.1	-0.4	-0.5	-0.3	13.0	-18.4
pair	MACDhist	LWTI	pos-neg	4	2.7	-6.8	50.0	-0.5	-0.9	-0.9	13.4	-7.3
pair	LWTI	MACDhist	pos-neg	4	2.7	-6.8	50.0	-0.5	-0.9	-0.9	13.4	-7.3
pair	MRmean	RSI	pos-neg	17	11.4	-7.3	47.1	-0.4	-0.7	-0.5	16.0	-14.5
pair	RSI	MRmean	pos-neg	17	11.4	-7.3	47.1	-0.4	-0.7	-0.5	16.0	-14.5
pair	SLmean	LWTI	pos-neg	18	12.1	-7.5	55.6	-0.4	-0.6	-0.6	16.6	-13.6
pair	SLmean	RSIhist	neg-pos	17	11.4	-7.5	41.2	-0.3	-0.5	-0.3	19.7	-22.4
pair	RSIhist	SLmean	neg-pos	17	11.4	-7.5	41.2	-0.3	-0.5	-0.3	19.7	-22.4
pair	LWTI	SLmean	pos-neg	18	12.1	-7.5	55.6	-0.4	-0.6	-0.6	16.6	-13.6
pair	RSI	RSIhist	neg-pos	31	20.8	-7.8	41.9	-0.4	-0.6	-0.3	17.3	-30.6
pair	RSIhist	RSI	neg-pos	31	20.8	-7.8	41.9	-0.4	-0.6	-0.3	17.3	-30.6
pair	RSI	LWTI	neg-pos	37	24.8	-7.9	43.2	-0.3	-0.4	-0.3	20.9	-27.3
pair	LWTI	RSI	neg-pos	37	24.8	-7.9	43.2	-0.3	-0.4	-0.3	20.9	-27.3
pair	RSIhist	MRmean	pos-neg	14	9.4	-8.7	57.1	-0.5	-0.8	-0.8	15.7	-10.2
pair	MRmean	RSIhist	pos-neg	14	9.4	-8.7	57.1	-0.5	-0.8	-0.8	15.7	-10.2
pair	MACD	RSIhist	pos-neg	32	21.5	-9.2	53.1	-0.7	-0.8	-0.3	12.9	-26.1
pair	RSIhist	MACD	pos-neg	32	21.5	-9.2	53.1	-0.7	-0.8	-0.3	12.9	-26.1
pair	MRmean	LWTI	neg-pos	38	25.5	-10.1	44.7	-0.4	-0.6	-0.4	19.9	-26.3
pair	LWTI	MRmean	neg-pos	38	25.5	-10.1	44.7	-0.4	-0.6	-0.4	19.9	-26.3
pair	MACDhist	LWTI	neg-pos	40	26.8	-10.5	45.0	-0.5	-0.7	-0.4	18.9	-28.5
pair	LWTI	MACDhist	neg-pos	40	26.8	-10.5	45.0	-0.5	-0.7	-0.4	18.9	-28.5
pair	LWTI	RSIhist	pos-neg	21	14.1	-11.3	52.4	-0.5	-0.8	-0.7	20.5	-16.3
pair	RSIhist	LWTI	pos-neg	21	14.1	-11.3	52.4	-0.5	-0.8	-0.7	20.5	-16.3
pair	RSmean	SLmean	pos-neg	3	2.0	-11.9	33.3	-1.0	-27.8	-3.8	12.3	-3.1
pair	SLmean	RSmean	pos-neg	3	2.0	-11.9	33.3	-1.0	-27.8	-3.8	12.3	-3.1
pair	RSIhist	MACDhist	neg-pos	30	20.1	-12.2	46.7	-0.6	-0.9	-0.4	18.0	-30.4
pair	MACDhist	RSIhist	neg-pos	30	20.1	-12.2	46.7	-0.6	-0.9	-0.4	18.0	-30.4
pair	MACDhist	MRmean	pos-neg	19	12.8	-12.6	52.6	-0.8	-1.3	-0.5	15.2	-24.5
pair	MRmean	MACDhist	pos-neg	19	12.8	-12.6	52.6	-0.8	-1.3	-0.5	15.2	-24.5
pair	RSmean	MRmean	neg-neg	16	10.7	-13.2	37.5	-0.5	-0.6	-0.9	24.1	-14.4
pair	MRmean	RSmean	neg-neg	16	10.7	-13.2	37.5	-0.5	-0.6	-0.9	24.1	-14.4
pair	RSmean	RSIhist	neg-pos	8	5.4	-13.6	25.0	-1.3	-2.9	-1.2	11.1	-11.4
pair	RSIhist	RSmean	neg-pos	8	5.4	-13.6	25.0	-1.3	-2.9	-1.2	11.1	-11.4
pair	RSmean	RSI	neg-neg	17	11.4	-13.8	35.3	-0.5	-0.7	-0.7	23.7	-18.6
pair	RSI	RSmean	neg-neg	17	11.4	-13.8	35.3	-0.5	-0.7	-0.7	23.7	-18.6
pair	MACD	RSmean	neg-neg	18	12.1	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	RSmean	MACD	neg-neg	18	12.1	-14.8	33.3	-0.6	-0.8	-0.7	23.1	-21.1
pair	LWTI	RSmean	neg-pos	21	14.1	-15.6	33.3	-0.7	-0.9	-0.7	21.5	-23.2
pair	RSmean	LWTI	neg-pos	21	14.1	-15.6	33.3	-0.7	-0.9	-0.7	21.5	-23.2
single	RSmean	RSmean	neg-neg	21	14.1	-15.6	33.3	-0.7	-0.9	-0.7	21.5	-23.2
pair	LWTI	MRmean	pos-neg	14	9.4	-15.7	50.0	-0.9	-1.5	-0.7	17.2	-21.2
pair	MRmean	LWTI	pos-neg	14	9.4	-15.7	50.0	-0.9	-1.5	-0.7	17.2	-21.2
pair	MACD	RSI	pos-neg	10	6.7	-15.8	40.0	-1.2	-1.4	-1.7	13.1	-9.3
pair	RSI	MACD	pos-neg	10	6.7	-15.8	40.0	-1.2	-1.4	-1.7	13.1	-9.3
pair	MRmean	MACD	neg-pos	20	13.4	-16.1	45.0	-1.3	-1.4	-0.6	12.4	-26.0
pair	MACD	MRmean	neg-pos	20	13.4	-16.1	45.0	-1.3	-1.4	-0.6	12.4	-26.0
pair	RSmean	SLmean	neg-neg	18	12.1	-16.2	33.3	-0.7	-0.8	-0.8	22.9	-20.7
pair	SLmean	RSmean	neg-neg	18	12.1	-16.2	33.3	-0.7	-0.8	-0.8	22.9	-20.7
pair	RSI	MRmean	neg-pos	10	6.7	-16.4	50.0	-1.4	-1.4	-1.0	12.5	-15.8
pair	MRmean	RSI	neg-pos	10	6.7	-16.4	50.0	-1.4	-1.4	-1.0	12.5	-15.8
pair	MRmean	RSIhist	neg-pos	16	10.7	-16.7	31.2	-0.8	-1.2	-0.6	19.8	-26.4
pair	RSIhist	MRmean	neg-pos	16	10.7	-16.7	31.2	-0.8	-1.2	-0.6	19.8	-26.4
pair	MACDhist	RSmean	neg-neg	20	13.4	-16.8	30.0	-0.7	-1.0	-0.7	21.9	-23.9
pair	RSmean	MACDhist	neg-neg	20	13.4	-16.8	30.0	-0.7	-1.0	-0.7	21.9	-23.9
pair	RSmean	RSIhist	neg-neg	13	8.7	-16.9	38.5	-0.6	-0.7	-1.1	26.4	-15.3
pair	RSIhist	RSmean	neg-neg	13	8.7	-16.9	38.5	-0.6	-0.7	-1.1	26.4	-15.3
pair	RSI	MACDhist	pos-neg	15	10.1	-20.3	46.7	-1.3	-1.6	-0.8	16.0	-26.5
pair	MACDhist	RSI	pos-neg	15	10.1	-20.3	46.7	-1.3	-1.6	-0.8	16.0	-26.5
pair	MACD	RSmean	neg-pos	3	2.0	-20.5	33.3	-2.6	-30.9	-3.2	8.5	-6.5
pair	RSmean	MACD	neg-pos	3	2.0	-20.5	33.3	-2.6	-30.9	-3.2	8.5	-6.5
pair	MRmean	RSmean	pos-neg	5	3.4	-22.9	20.0	-2.5	-16.6	-3.5	10.1	-6.6
pair	RSmean	MRmean	pos-neg	5	3.4	-22.9	20.0	-2.5	-16.6	-3.5	10.1	-6.6
pair	RSmean	RSI	neg-pos	4	2.7	-23.1	25.0	-3.6	-31.0	-3.6	7.2	-6.5
pair	RSI	RSmean	neg-pos	4	2.7	-23.1	25.0	-3.6	-31.0	-3.6	7.2	-6.5
pair	MACDhist	MACD	pos-neg	21	14.1	-23.8	38.1	-1.7	-2.0	-0.6	14.8	-39.3
pair	MACD	MACDhist	pos-neg	21	14.1	-23.8	38.1	-1.7	-2.0	-0.6	14.8	-39.3
pair	LWTI	RSI	pos-neg	6	4.0	-26.8	50.0	-1.4	-2.2	-1.7	21.0	-15.5
pair	RSI	LWTI	pos-neg	6	4.0	-26.8	50.0	-1.4	-2.2	-1.7	21.0	-15.5
pair	MACD	LWTI	pos-neg	10	6.7	-29.9	30.0	-2.1	-2.2	-1.1	15.8	-26.5
pair	LWTI	MACD	pos-neg	10	6.7	-29.9	30.0	-2.1	-2.2	-1.1	15.8	-26.5

All Contingency Tables for QAT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -22.0% Months 69M (46%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.2 Vol 17% \| MDD -9.9% Months 12M (8%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR 2.4% \| Win 60% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.3 Vol 17% \| MDD -7.0% Months 5M (3%)	CAGR -3.5% \| Win 49% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 21% \| MDD -27.6% Months 63M (42%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
SLmean only	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)

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 (51%)	CAGR -22.9% \| Win 20% Sharpe -2.50 \| Sortino -16.65 \| Calmar -3.5 Vol 10% \| MDD -6.6% Months 5M (3%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR 0.2% \| Win 54% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 20% \| MDD -23.9% Months 52M (35%)	CAGR -13.2% \| Win 38% Sharpe -0.47 \| Sortino -0.57 \| Calmar -0.9 Vol 24% \| MDD -14.4% Months 16M (11%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
RSmean only	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 58% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -20.6% Months 55M (37%)	CAGR 0.6% \| Win 58% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 14% \| MDD -14.5% Months 26M (17%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR -16.1% \| Win 45% Sharpe -1.34 \| Sortino -1.45 \| Calmar -0.6 Vol 12% \| MDD -26.0% Months 20M (13%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -31.5% Months 48M (32%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
MACD only	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 61% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.3 Vol 13% \| MDD -17.0% Months 64M (43%)	CAGR -7.3% \| Win 47% Sharpe -0.39 \| Sortino -0.69 \| Calmar -0.5 Vol 16% \| MDD -14.5% Months 17M (11%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR -16.4% \| Win 50% Sharpe -1.37 \| Sortino -1.40 \| Calmar -1.0 Vol 12% \| MDD -15.8% Months 10M (7%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 22% \| MDD -31.5% Months 58M (39%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
RSI only	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (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 -11.7% Months 62M (42%)	CAGR -12.6% \| Win 53% Sharpe -0.81 \| Sortino -1.30 \| Calmar -0.5 Vol 15% \| MDD -24.5% Months 19M (13%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
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 -3.3% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 22% \| MDD -30.6% Months 61M (41%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)

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 (45%)	CAGR -8.7% \| Win 57% Sharpe -0.50 \| Sortino -0.75 \| Calmar -0.8 Vol 16% \| MDD -10.2% Months 14M (9%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
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 1.5% \| Win 56% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 21% \| MDD -16.1% Months 52M (35%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 60% Sharpe 0.52 \| Sortino 0.84 \| Calmar 0.4 Vol 13% \| MDD -15.6% Months 67M (45%)	CAGR -15.7% \| Win 50% Sharpe -0.90 \| Sortino -1.49 \| Calmar -0.7 Vol 17% \| MDD -21.2% Months 14M (9%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR -10.1% \| Win 45% Sharpe -0.44 \| Sortino -0.58 \| Calmar -0.4 Vol 20% \| MDD -26.3% Months 38M (26%)	CAGR 6.6% \| Win 57% Sharpe 0.39 \| Sortino 0.64 \| Calmar 0.3 Vol 22% \| MDD -19.0% Months 30M (20%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (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 (48%)	CAGR -11.9% \| Win 33% Sharpe -0.99 \| Sortino -27.79 \| Calmar -3.8 Vol 12% \| MDD -3.1% Months 3M (2%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
SLmean neg	CAGR 2.0% \| Win 58% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -24.8% Months 57M (38%)	CAGR -16.2% \| Win 33% Sharpe -0.66 \| Sortino -0.85 \| Calmar -0.8 Vol 23% \| MDD -20.7% Months 18M (12%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
RSmean only	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -2.2% \| Win 52% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 13% \| MDD -22.5% Months 46M (31%)	CAGR 9.1% \| Win 64% Sharpe 0.74 \| Sortino 1.41 \| Calmar 0.8 Vol 13% \| MDD -11.7% Months 28M (19%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
SLmean neg	CAGR -3.9% \| Win 59% Sharpe -0.23 \| Sortino -0.28 \| Calmar -0.2 Vol 13% \| MDD -15.8% Months 29M (20%)	CAGR -2.0% \| Win 48% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 24% \| MDD -34.9% Months 46M (31%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
MACD only	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 0.8% \| Win 56% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 13% \| MDD -18.1% Months 55M (37%)	CAGR 5.4% \| Win 58% Sharpe 0.43 \| Sortino 0.84 \| Calmar 0.5 Vol 14% \| MDD -11.7% Months 19M (13%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
SLmean neg	CAGR 3.0% \| Win 68% Sharpe 0.29 \| Sortino 0.35 \| Calmar 0.2 Vol 14% \| MDD -13.6% Months 19M (13%)	CAGR -4.6% \| Win 46% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 23% \| MDD -34.9% Months 56M (38%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
RSI only	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (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 (36%)	CAGR -4.6% \| Win 60% Sharpe -0.22 \| Sortino -0.33 \| Calmar -0.3 Vol 16% \| MDD -16.1% Months 20M (13%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
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 -6.0% \| Win 47% Sharpe -0.17 \| Sortino -0.27 \| Calmar -0.2 Vol 22% \| MDD -32.0% Months 60M (40%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)

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 (44%)	CAGR 3.3% \| Win 62% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.5 Vol 14% \| MDD -6.9% Months 8M (5%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
SLmean neg	CAGR -7.5% \| Win 41% Sharpe -0.30 \| Sortino -0.45 \| Calmar -0.3 Vol 20% \| MDD -22.4% Months 17M (11%)	CAGR -1.3% \| Win 55% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 21% \| MDD -17.8% Months 58M (39%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 57% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.4 Vol 12% \| MDD -13.5% Months 56M (38%)	CAGR -7.5% \| Win 56% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.5 Vol 17% \| MDD -13.6% Months 18M (12%)	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)
SLmean neg	CAGR -5.9% \| Win 51% Sharpe -0.23 \| Sortino -0.30 \| Calmar -0.2 Vol 19% \| MDD -24.5% Months 49M (33%)	CAGR 3.6% \| Win 54% Sharpe 0.26 \| Sortino 0.45 \| Calmar 0.2 Vol 24% \| MDD -19.0% Months 26M (17%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (30%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -2.0% \| Win 56% Sharpe -0.09 \| Sortino -0.11 \| Calmar -0.1 Vol 14% \| MDD -26.5% Months 72M (48%)	CAGR 8.2% \| Win 61% Sharpe 0.50 \| Sortino 0.88 \| Calmar 0.3 Vol 20% \| MDD -31.6% Months 56M (38%)	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)
RSmean neg	CAGR -20.5% \| Win 33% Sharpe -2.63 \| Sortino -30.95 \| Calmar -3.2 Vol 8% \| MDD -6.5% Months 3M (2%)	CAGR -14.8% \| Win 33% Sharpe -0.57 \| Sortino -0.75 \| Calmar -0.7 Vol 23% \| MDD -21.1% Months 18M (12%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)
MACD only	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)

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 (47%)	CAGR 1.5% \| Win 53% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 20% \| MDD -31.6% Months 58M (39%)	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)
RSmean neg	CAGR -23.1% \| Win 25% Sharpe -3.57 \| Sortino -31.00 \| Calmar -3.6 Vol 7% \| MDD -6.5% Months 4M (3%)	CAGR -13.8% \| Win 35% Sharpe -0.50 \| Sortino -0.65 \| Calmar -0.7 Vol 24% \| MDD -18.6% Months 17M (11%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)
RSI only	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (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 (46%)	CAGR -1.6% \| Win 57% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 20% \| MDD -21.4% Months 60M (40%)	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)
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 -16.8% \| Win 30% Sharpe -0.72 \| Sortino -0.97 \| Calmar -0.7 Vol 22% \| MDD -23.9% Months 20M (13%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)

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 (50%)	CAGR 3.6% \| Win 60% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.2 Vol 18% \| MDD -20.8% Months 53M (36%)	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)
RSmean neg	CAGR -13.6% \| Win 25% Sharpe -1.26 \| Sortino -2.88 \| Calmar -1.2 Vol 11% \| MDD -11.4% Months 8M (5%)	CAGR -16.9% \| Win 38% Sharpe -0.57 \| Sortino -0.71 \| Calmar -1.1 Vol 26% \| MDD -15.3% Months 13M (9%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.1% \| Win 60% Sharpe 0.36 \| Sortino 0.54 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 84M (56%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (30%)	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)
RSmean neg	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)	-	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (30%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -0.7% \| Win 57% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.0 Vol 13% \| MDD -25.1% Months 65M (44%)	CAGR -15.8% \| Win 40% Sharpe -1.25 \| Sortino -1.37 \| Calmar -1.7 Vol 13% \| MDD -9.3% Months 10M (7%)	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)
MACD neg	CAGR 17.4% \| Win 78% Sharpe 1.76 \| Sortino 8.89 \| 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 (44%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)
RSI only	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (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 (36%)	CAGR -23.8% \| Win 38% Sharpe -1.74 \| Sortino -1.99 \| Calmar -0.6 Vol 15% \| MDD -39.3% Months 21M (14%)	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)
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 (40%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)

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 (29%)	CAGR -9.2% \| Win 53% Sharpe -0.68 \| Sortino -0.84 \| Calmar -0.4 Vol 13% \| MDD -26.1% Months 32M (22%)	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)
MACD neg	CAGR -2.7% \| Win 50% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 16% \| MDD -30.6% Months 40M (27%)	CAGR 7.9% \| Win 59% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.4 Vol 25% \| MDD -17.8% Months 34M (23%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.1% \| Win 58% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -22.9% Months 65M (44%)	CAGR -29.9% \| Win 30% Sharpe -2.14 \| Sortino -2.20 \| Calmar -1.1 Vol 16% \| MDD -26.5% Months 10M (7%)	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)
MACD neg	CAGR -3.8% \| Win 48% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 20% \| MDD -27.3% Months 40M (27%)	CAGR 9.5% \| Win 62% Sharpe 0.53 \| Sortino 1.03 \| Calmar 0.5 Vol 21% \| MDD -19.0% Months 34M (23%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (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 (40%)	CAGR -20.3% \| Win 47% Sharpe -1.32 \| Sortino -1.62 \| Calmar -0.8 Vol 16% \| MDD -26.5% Months 15M (10%)	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (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 -1.9% \| Win 51% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 21% \| MDD -31.4% Months 65M (44%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (50%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)

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 (35%)	CAGR -6.1% \| Win 59% Sharpe -0.42 \| Sortino -0.54 \| Calmar -0.3 Vol 13% \| MDD -18.4% Months 22M (15%)	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)
RSI neg	CAGR -7.8% \| Win 42% Sharpe -0.38 \| Sortino -0.61 \| Calmar -0.3 Vol 17% \| MDD -30.6% Months 31M (21%)	CAGR 2.0% \| Win 55% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.1 Vol 23% \| MDD -17.8% Months 44M (30%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (50%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.3% \| Win 60% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 12% \| MDD -23.3% Months 68M (46%)	CAGR -26.8% \| Win 50% Sharpe -1.38 \| Sortino -2.17 \| Calmar -1.7 Vol 21% \| MDD -15.5% Months 6M (4%)	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)
RSI neg	CAGR -7.9% \| Win 43% Sharpe -0.29 \| Sortino -0.41 \| Calmar -0.3 Vol 21% \| MDD -27.3% Months 37M (25%)	CAGR 3.8% \| Win 55% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.2 Vol 21% \| MDD -19.0% Months 38M (26%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (50%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (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 (36%)	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 (46%)
MACDhist neg	CAGR -12.2% \| Win 47% Sharpe -0.63 \| Sortino -0.94 \| Calmar -0.4 Vol 18% \| MDD -30.4% Months 30M (20%)	CAGR -1.4% \| Win 52% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 22% \| MDD -16.1% Months 50M (34%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)
RSIhist only	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)

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 (44%)	CAGR -6.8% \| Win 50% Sharpe -0.47 \| 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 (46%)
MACDhist neg	CAGR -10.5% \| Win 45% Sharpe -0.49 \| Sortino -0.65 \| Calmar -0.4 Vol 19% \| MDD -28.5% Months 40M (27%)	CAGR -0.5% \| Win 55% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.0 Vol 22% \| MDD -19.8% Months 40M (27%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (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 (42%)	CAGR -11.3% \| Win 52% Sharpe -0.48 \| Sortino -0.77 \| Calmar -0.7 Vol 20% \| MDD -16.3% Months 21M (14%)	CAGR -0.2% \| Win 53% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 15% \| MDD -30.6% Months 83M (56%)
RSIhist neg	CAGR -5.8% \| Win 56% Sharpe -0.20 \| Sortino -0.26 \| Calmar -0.3 Vol 20% \| MDD -19.1% Months 43M (29%)	CAGR 9.3% \| Win 56% Sharpe 0.52 \| Sortino 0.94 \| Calmar 0.8 Vol 21% \| MDD -11.6% Months 23M (15%)	CAGR -0.8% \| Win 56% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 20% \| MDD -20.8% Months 66M (44%)
LWTI only	CAGR -0.2% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.0 Vol 16% \| MDD -27.3% Months 105M (70%)	CAGR -1.1% \| Win 55% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 21% \| MDD -20.0% Months 44M (30%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -22.0% Months 69M (46%)	CAGR 1.6% \| Win 67% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.2 Vol 17% \| MDD -9.9% Months 12M (8%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR 2.4% \| Win 60% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.3 Vol 17% \| MDD -7.0% Months 5M (3%)	CAGR -3.5% \| Win 49% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.1 Vol 21% \| MDD -27.6% Months 63M (42%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
SLmean only	CAGR 1.9% \| Win 57% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -18.6% Months 74M (50%)	CAGR -2.7% \| Win 52% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -34.9% Months 75M (50%)

	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 (51%)	CAGR -22.9% \| Win 20% Sharpe -2.50 \| Sortino -16.65 \| Calmar -3.5 Vol 10% \| MDD -6.6% Months 5M (3%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR 0.2% \| Win 54% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 20% \| MDD -23.9% Months 52M (35%)	CAGR -13.2% \| Win 38% Sharpe -0.47 \| Sortino -0.57 \| Calmar -0.9 Vol 24% \| MDD -14.4% Months 16M (11%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
RSmean only	CAGR 2.3% \| Win 58% Sharpe 0.22 \| Sortino 0.34 \| Calmar 0.1 Vol 16% \| MDD -31.6% Months 128M (86%)	CAGR -15.6% \| Win 33% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.7 Vol 22% \| MDD -23.2% Months 21M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 58% Sharpe 0.25 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -20.6% Months 55M (37%)	CAGR 0.6% \| Win 58% Sharpe 0.11 \| Sortino 0.19 \| Calmar 0.0 Vol 14% \| MDD -14.5% Months 26M (17%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR -16.1% \| Win 45% Sharpe -1.34 \| Sortino -1.45 \| Calmar -0.6 Vol 12% \| MDD -26.0% Months 20M (13%)	CAGR 2.9% \| Win 52% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 24% \| MDD -31.5% Months 48M (32%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
MACD only	CAGR -2.9% \| Win 55% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 13% \| MDD -26.5% Months 75M (50%)	CAGR 2.1% \| Win 54% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 21% \| MDD -40.8% Months 74M (50%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.4% \| Win 61% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.3 Vol 13% \| MDD -17.0% Months 64M (43%)	CAGR -7.3% \| Win 47% Sharpe -0.39 \| Sortino -0.69 \| Calmar -0.5 Vol 16% \| MDD -14.5% Months 17M (11%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
MRmean neg	CAGR -16.4% \| Win 50% Sharpe -1.37 \| Sortino -1.40 \| Calmar -1.0 Vol 12% \| MDD -15.8% Months 10M (7%)	CAGR -0.6% \| Win 50% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 22% \| MDD -31.5% Months 58M (39%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
RSI only	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 13% \| MDD -27.3% Months 74M (50%)	CAGR -2.2% \| Win 49% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 21% \| MDD -40.8% Months 75M (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 -11.7% Months 62M (42%)	CAGR -12.6% \| Win 53% Sharpe -0.81 \| Sortino -1.30 \| Calmar -0.5 Vol 15% \| MDD -24.5% Months 19M (13%)	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -23.9% Months 81M (54%)
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 -3.3% \| Win 49% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 22% \| MDD -30.6% Months 61M (41%)	CAGR -3.1% \| Win 50% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 21% \| MDD -31.5% Months 68M (46%)
MACDhist only	CAGR 5.9% \| Win 59% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.5 Vol 13% \| MDD -12.9% Months 69M (46%)	CAGR -5.6% \| Win 50% Sharpe -0.18 \| Sortino -0.27 \| Calmar -0.2 Vol 20% \| MDD -32.0% Months 80M (54%)