QQQ - Invesco QQQ Trust

Signal Pair Analysis

RSmean-MACD

Best Pair

108.7%

Best CAGR

Total Months

16.9%

Avg CAGR

QQQ 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 QQQ

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACD	RSmean	neg-neg	12	3.7	108.7	75.0	2.6	30.1	34.6	30.0	-3.1
pair	RSmean	MACD	neg-neg	12	3.7	108.7	75.0	2.6	30.1	34.6	30.0	-3.1
pair	RSmean	RSIhist	neg-pos	5	1.5	106.2	80.0	2.9	0.0	0.0	27.0	0.0
pair	RSIhist	RSmean	neg-pos	5	1.5	106.2	80.0	2.9	0.0	0.0	27.0	0.0
pair	RSmean	MRmean	neg-neg	15	4.6	101.8	80.0	2.8	28.5	32.4	27.1	-3.1
pair	MRmean	RSmean	neg-neg	15	4.6	101.8	80.0	2.8	28.5	32.4	27.1	-3.1
pair	SLmean	RSmean	neg-neg	15	4.6	101.8	80.0	2.8	28.5	32.4	27.1	-3.1
pair	RSmean	SLmean	neg-neg	15	4.6	101.8	80.0	2.8	28.5	32.4	27.1	-3.1
pair	RSmean	MACDhist	neg-pos	1	0.3	101.6	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.3	101.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-pos	17	5.3	91.5	76.5	2.7	25.9	28.7	26.2	-3.2
pair	RSmean	RSI	neg-pos	17	5.3	91.5	76.5	2.7	25.9	28.7	26.2	-3.2
pair	LWTI	RSmean	neg-pos	20	6.2	88.0	80.0	2.7	25.1	27.6	24.8	-3.2
single	RSmean	RSmean	neg-neg	20	6.2	88.0	80.0	2.7	25.1	27.6	24.8	-3.2
pair	RSmean	LWTI	neg-pos	20	6.2	88.0	80.0	2.7	25.1	27.6	24.8	-3.2
pair	MACDhist	RSmean	neg-neg	19	5.9	87.4	78.9	2.6	25.0	27.4	25.5	-3.2
pair	RSmean	MACDhist	neg-neg	19	5.9	87.4	78.9	2.6	25.0	27.4	25.5	-3.2
pair	RSmean	RSIhist	neg-neg	15	4.6	82.4	80.0	2.6	23.4	25.8	25.0	-3.2
pair	RSIhist	RSmean	neg-neg	15	4.6	82.4	80.0	2.6	23.4	25.8	25.0	-3.2
pair	RSI	RSmean	neg-neg	3	0.9	69.6	100.0	2.9	0.0	0.0	18.7	0.0
pair	RSmean	RSI	neg-neg	3	0.9	69.6	100.0	2.9	0.0	0.0	18.7	0.0
pair	RSmean	MACD	neg-pos	8	2.5	60.8	87.5	3.4	0.0	19.1	14.4	-3.2
pair	MACD	RSmean	neg-pos	8	2.5	60.8	87.5	3.4	0.0	19.1	14.4	-3.2
pair	MRmean	RSmean	pos-neg	5	1.5	52.2	80.0	2.6	0.0	16.4	16.6	-3.2
pair	RSmean	SLmean	pos-neg	5	1.5	52.2	80.0	2.6	0.0	16.4	16.6	-3.2
pair	SLmean	RSmean	pos-neg	5	1.5	52.2	80.0	2.6	0.0	16.4	16.6	-3.2
pair	RSmean	MRmean	pos-neg	5	1.5	52.2	80.0	2.6	0.0	16.4	16.6	-3.2
pair	MRmean	RSI	neg-pos	34	10.5	43.4	64.7	1.3	1.8	1.2	31.5	-35.3
pair	RSI	MRmean	neg-pos	34	10.5	43.4	64.7	1.3	1.8	1.2	31.5	-35.3
pair	LWTI	MRmean	neg-pos	46	14.2	41.1	67.4	1.3	1.5	0.9	31.6	-44.0
pair	MRmean	LWTI	neg-pos	46	14.2	41.1	67.4	1.3	1.5	0.9	31.6	-44.0
pair	MRmean	RSI	pos-neg	11	3.4	40.5	81.8	1.7	1.6	13.9	21.2	-2.9
pair	RSI	MRmean	pos-neg	11	3.4	40.5	81.8	1.7	1.6	13.9	21.2	-2.9
pair	MRmean	MACDhist	neg-pos	16	5.0	35.8	68.8	1.4	2.2	7.3	24.5	-4.9
pair	MACDhist	MRmean	neg-pos	16	5.0	35.8	68.8	1.4	2.2	7.3	24.5	-4.9
pair	MACDhist	RSI	neg-pos	15	4.6	35.6	80.0	1.6	1.7	12.2	19.8	-2.9
pair	RSI	MACDhist	neg-pos	15	4.6	35.6	80.0	1.6	1.7	12.2	19.8	-2.9
pair	LWTI	MRmean	pos-neg	10	3.1	35.2	90.0	1.6	0.0	0.0	21.0	0.0
pair	MRmean	LWTI	pos-neg	10	3.1	35.2	90.0	1.6	0.0	0.0	21.0	0.0
pair	RSI	SLmean	neg-pos	53	16.4	31.8	56.6	1.1	1.7	0.7	29.0	-44.5
pair	SLmean	RSI	neg-pos	53	16.4	31.8	56.6	1.1	1.7	0.7	29.0	-44.5
pair	LWTI	SLmean	neg-pos	67	20.7	31.2	59.7	1.1	1.5	0.7	29.3	-47.1
pair	SLmean	LWTI	neg-pos	67	20.7	31.2	59.7	1.1	1.5	0.7	29.3	-47.1
pair	RSI	SLmean	pos-neg	18	5.6	24.9	61.1	1.0	1.4	1.8	26.7	-13.6
pair	SLmean	RSI	pos-neg	18	5.6	24.9	61.1	1.0	1.4	1.8	26.7	-13.6
pair	SLmean	MACDhist	neg-pos	29	9.0	23.7	55.2	1.2	2.8	2.2	20.1	-10.6
pair	MACDhist	SLmean	neg-pos	29	9.0	23.7	55.2	1.2	2.8	2.2	20.1	-10.6
pair	MACD	MRmean	neg-pos	36	11.1	23.5	63.9	0.9	1.4	0.8	26.9	-28.6
pair	MRmean	MACD	neg-pos	36	11.1	23.5	63.9	0.9	1.4	0.8	26.9	-28.6
pair	LWTI	MACDhist	pos-neg	9	2.8	21.6	88.9	1.0	0.0	0.0	21.5	0.0
pair	MACDhist	LWTI	pos-neg	9	2.8	21.6	88.9	1.0	0.0	0.0	21.5	0.0
pair	MACDhist	MACD	neg-pos	28	8.7	20.6	71.4	1.2	1.6	2.1	16.9	-9.9
pair	MACD	MACDhist	neg-pos	28	8.7	20.6	71.4	1.2	1.6	2.1	16.9	-9.9
pair	RSI	LWTI	neg-pos	20	6.2	19.9	70.0	0.8	0.7	0.8	30.6	-26.2
pair	LWTI	RSI	neg-pos	20	6.2	19.9	70.0	0.8	0.7	0.8	30.6	-26.2
pair	SLmean	MACD	neg-pos	51	15.8	19.7	56.9	0.9	1.3	0.6	24.6	-32.9
pair	MACD	SLmean	neg-pos	51	15.8	19.7	56.9	0.9	1.3	0.6	24.6	-32.9
pair	LWTI	SLmean	pos-neg	19	5.9	18.6	63.2	0.8	1.2	1.3	26.1	-14.0
pair	SLmean	LWTI	pos-neg	19	5.9	18.6	63.2	0.8	1.2	1.3	26.1	-14.0
pair	RSIhist	SLmean	neg-pos	9	2.8	17.9	66.7	0.7	1.0	1.5	28.7	-12.3
pair	SLmean	RSIhist	neg-pos	9	2.8	17.9	66.7	0.7	1.0	1.5	28.7	-12.3
pair	RSIhist	MACDhist	pos-neg	45	13.9	17.8	57.8	0.9	1.7	0.8	20.1	-21.3
pair	MACDhist	RSIhist	pos-neg	45	13.9	17.8	57.8	0.9	1.7	0.8	20.1	-21.3
pair	LWTI	MACD	pos-pos	229	70.9	16.1	61.6	1.0	1.6	0.6	16.7	-29.3
pair	MACD	LWTI	pos-pos	229	70.9	16.1	61.6	1.0	1.6	0.6	16.7	-29.3
pair	RSIhist	LWTI	neg-pos	105	32.5	15.9	60.0	0.7	0.9	0.3	26.2	-53.3
pair	LWTI	RSIhist	neg-pos	105	32.5	15.9	60.0	0.7	0.9	0.3	26.2	-53.3
single	MACDhist	MACDhist	pos-pos	204	63.2	15.4	61.8	1.0	1.6	0.7	15.9	-21.9
pair	MACDhist	LWTI	pos-pos	195	60.4	15.1	60.5	1.0	1.7	0.6	15.7	-24.3
pair	LWTI	MACDhist	pos-pos	195	60.4	15.1	60.5	1.0	1.7	0.6	15.7	-24.3
pair	MACDhist	RSmean	pos-pos	203	62.8	15.1	61.6	1.0	1.6	0.7	15.9	-21.9
pair	RSmean	MACDhist	pos-pos	203	62.8	15.1	61.6	1.0	1.6	0.7	15.9	-21.9
pair	RSIhist	MACDhist	pos-pos	159	49.2	14.7	62.9	1.0	1.6	0.8	14.6	-17.3
pair	MACDhist	RSIhist	pos-pos	159	49.2	14.7	62.9	1.0	1.6	0.8	14.6	-17.3
pair	MACDhist	MACD	pos-pos	176	54.5	14.6	60.2	0.9	1.6	0.5	15.8	-26.9
pair	MACD	MACDhist	pos-pos	176	54.5	14.6	60.2	0.9	1.6	0.5	15.8	-26.9
single	LWTI	LWTI	pos-pos	271	83.9	14.4	60.9	0.8	1.1	0.2	20.3	-56.7
pair	MACDhist	SLmean	pos-pos	175	54.2	14.1	62.9	0.9	1.4	0.8	15.1	-17.8
pair	RSI	MACD	pos-pos	225	69.7	14.1	60.9	0.9	1.3	0.3	16.9	-40.1
pair	MACD	RSI	pos-pos	225	69.7	14.1	60.9	0.9	1.3	0.3	16.9	-40.1
pair	SLmean	MACDhist	pos-pos	175	54.2	14.1	62.9	0.9	1.4	0.8	15.1	-17.8
pair	LWTI	RSI	pos-pos	251	77.7	14.0	60.2	0.8	1.1	0.3	19.3	-47.3
pair	SLmean	MRmean	pos-neg	22	6.8	14.0	45.5	0.7	1.4	0.7	23.0	-18.8
pair	RSI	LWTI	pos-pos	251	77.7	14.0	60.2	0.8	1.1	0.3	19.3	-47.3
pair	MRmean	SLmean	pos-neg	22	6.8	14.0	45.5	0.7	1.4	0.7	23.0	-18.8
pair	MACDhist	RSI	pos-pos	189	58.5	13.9	60.3	0.9	1.6	0.6	15.5	-21.9
pair	RSI	MACDhist	pos-pos	189	58.5	13.9	60.3	0.9	1.6	0.6	15.5	-21.9
pair	MACD	RSIhist	pos-pos	148	45.8	13.9	62.2	1.0	1.5	0.7	14.3	-21.2
pair	RSIhist	MACD	pos-pos	148	45.8	13.9	62.2	1.0	1.5	0.7	14.3	-21.2
pair	MACDhist	MRmean	pos-pos	188	58.2	13.8	61.2	0.9	1.5	0.8	14.9	-17.9
pair	MRmean	MACDhist	pos-pos	188	58.2	13.8	61.2	0.9	1.5	0.8	14.9	-17.9
pair	RSIhist	MRmean	pos-pos	173	53.6	13.5	63.0	0.9	1.3	0.8	15.2	-17.9
pair	LWTI	RSIhist	pos-pos	166	51.4	13.5	61.4	0.9	1.4	0.7	15.5	-18.3
pair	RSIhist	LWTI	pos-pos	166	51.4	13.5	61.4	0.9	1.4	0.7	15.5	-18.3
pair	MRmean	RSIhist	pos-pos	173	53.6	13.5	63.0	0.9	1.3	0.8	15.2	-17.9
single	RSIhist	RSIhist	pos-pos	186	57.6	13.4	62.4	0.8	1.2	0.4	16.6	-35.6
pair	RSI	RSIhist	neg-pos	20	6.2	13.4	65.0	0.6	0.8	0.6	24.8	-24.2
pair	RSIhist	RSI	neg-pos	20	6.2	13.4	65.0	0.6	0.8	0.6	24.8	-24.2
pair	RSIhist	RSI	pos-pos	166	51.4	13.4	62.0	0.9	1.4	0.7	15.4	-20.7
pair	RSI	RSIhist	pos-pos	166	51.4	13.4	62.0	0.9	1.4	0.7	15.4	-20.7
single	RSI	RSI	pos-pos	258	79.9	13.3	60.5	0.7	1.1	0.3	19.5	-51.4
pair	SLmean	RSIhist	pos-pos	177	54.8	13.2	62.1	0.9	1.2	0.7	15.8	-17.9
pair	RSIhist	SLmean	pos-pos	177	54.8	13.2	62.1	0.9	1.2	0.7	15.8	-17.9
pair	RSIhist	RSI	pos-neg	92	28.5	13.1	57.6	0.6	0.9	0.2	25.4	-53.1
single	MACD	MACD	pos-pos	238	73.7	13.1	60.9	0.8	1.1	0.3	17.7	-43.9
pair	RSI	RSIhist	pos-neg	92	28.5	13.1	57.6	0.6	0.9	0.2	25.4	-53.1
pair	LWTI	RSIhist	pos-neg	20	6.2	12.7	70.0	0.6	0.7	0.5	24.2	-24.2
pair	RSIhist	LWTI	pos-neg	20	6.2	12.7	70.0	0.6	0.7	0.5	24.2	-24.2
pair	MACDhist	LWTI	neg-pos	76	23.5	12.7	61.8	0.6	0.7	0.2	29.2	-58.5
pair	LWTI	MACDhist	neg-pos	76	23.5	12.7	61.8	0.6	0.7	0.2	29.2	-58.5
pair	MRmean	RSIhist	neg-pos	13	4.0	12.6	53.8	0.5	0.8	0.8	30.0	-15.4
pair	RSIhist	MRmean	neg-pos	13	4.0	12.6	53.8	0.5	0.8	0.8	30.0	-15.4
pair	RSIhist	MACD	pos-neg	90	27.9	11.7	58.9	0.6	0.9	0.3	22.3	-33.1
pair	MACD	RSIhist	pos-neg	90	27.9	11.7	58.9	0.6	0.9	0.3	22.3	-33.1
pair	MACD	RSmean	pos-pos	230	71.2	11.7	60.0	0.7	1.0	0.3	17.8	-44.3
pair	RSmean	MACD	pos-pos	230	71.2	11.7	60.0	0.7	1.0	0.3	17.8	-44.3
pair	RSI	MACDhist	pos-neg	69	21.4	11.6	60.9	0.5	0.8	0.2	27.8	-48.8
pair	MACDhist	RSI	pos-neg	69	21.4	11.6	60.9	0.5	0.8	0.2	27.8	-48.8
pair	RSIhist	RSmean	pos-pos	181	56.0	11.6	61.9	0.8	1.1	0.5	16.0	-25.6
pair	RSmean	RSIhist	pos-pos	181	56.0	11.6	61.9	0.8	1.1	0.5	16.0	-25.6
pair	MACD	RSIhist	neg-pos	38	11.8	11.5	63.2	0.6	0.8	0.3	23.6	-35.6
pair	RSIhist	MACD	neg-pos	38	11.8	11.5	63.2	0.6	0.8	0.3	23.6	-35.6
pair	SLmean	MACD	pos-pos	187	57.9	11.4	62.0	0.8	1.1	0.3	15.4	-33.8
pair	MACD	SLmean	pos-pos	187	57.9	11.4	62.0	0.8	1.1	0.3	15.4	-33.8
pair	MACD	MRmean	pos-pos	202	62.5	11.3	60.4	0.8	1.1	0.4	15.6	-30.0
pair	MRmean	MACD	pos-pos	202	62.5	11.3	60.4	0.8	1.1	0.4	15.6	-30.0
single	MRmean	MRmean	pos-pos	235	72.8	10.6	60.9	0.7	1.0	0.4	17.0	-29.3
single	SLmean	SLmean	neg-neg	100	31.0	10.4	56.0	0.5	0.7	0.1	33.0	-73.6
pair	MRmean	SLmean	pos-pos	213	65.9	10.2	62.4	0.7	0.9	0.3	16.4	-35.5
pair	SLmean	MRmean	pos-pos	213	65.9	10.2	62.4	0.7	0.9	0.3	16.4	-35.5
pair	benchmark___benchmark_		benchmark-benchmark	323	100.0	10.2	59.8	0.5	0.7	0.1	23.2	-81.1
pair		benchmark___benchmark_	benchmark-benchmark	323	100.0	10.2	59.8	0.5	0.7	0.1	23.2	-81.1
single	SLmean	SLmean	pos-pos	223	69.0	10.1	61.4	0.7	0.9	0.3	17.1	-37.8
pair	RSmean	LWTI	pos-pos	251	77.7	10.0	59.4	0.6	0.8	0.2	19.5	-53.3
pair	LWTI	RSmean	pos-pos	251	77.7	10.0	59.4	0.6	0.8	0.2	19.5	-53.3
pair	RSmean	MRmean	pos-pos	230	71.2	9.8	60.4	0.6	0.9	0.3	17.0	-29.3
pair	MRmean	RSmean	pos-pos	230	71.2	9.8	60.4	0.6	0.9	0.3	17.0	-29.3
pair	MRmean	LWTI	pos-pos	225	69.7	9.6	59.6	0.6	0.9	0.4	16.8	-24.7
pair	RSIhist	SLmean	neg-neg	91	28.2	9.6	54.9	0.5	0.7	0.1	33.6	-72.6
pair	SLmean	RSIhist	neg-neg	91	28.2	9.6	54.9	0.5	0.7	0.1	33.6	-72.6
pair	LWTI	MRmean	pos-pos	225	69.7	9.6	59.6	0.6	0.9	0.4	16.8	-24.7
pair	MRmean	SLmean	neg-neg	78	24.1	9.4	59.0	0.4	0.6	0.1	35.5	-73.7
pair	LWTI	SLmean	pos-pos	204	63.2	9.4	61.3	0.6	0.9	0.3	16.1	-26.7
pair	SLmean	LWTI	pos-pos	204	63.2	9.4	61.3	0.6	0.9	0.3	16.1	-26.7
pair	SLmean	MRmean	neg-neg	78	24.1	9.4	59.0	0.4	0.6	0.1	35.5	-73.7
pair	RSmean	SLmean	pos-pos	218	67.5	9.3	61.0	0.6	0.8	0.2	17.1	-37.8
pair	RSI	MRmean	pos-pos	224	69.3	9.3	59.8	0.6	0.9	0.4	16.8	-24.7
pair	MRmean	RSI	pos-pos	224	69.3	9.3	59.8	0.6	0.9	0.4	16.8	-24.7
pair	SLmean	RSmean	pos-pos	218	67.5	9.3	61.0	0.6	0.8	0.2	17.1	-37.8
single	MRmean	MRmean	neg-neg	88	27.2	9.2	56.8	0.4	0.7	0.1	34.8	-71.2
pair	RSI	RSmean	pos-pos	241	74.6	9.2	59.3	0.6	0.8	0.2	18.5	-50.6
pair	RSmean	RSI	pos-pos	241	74.6	9.2	59.3	0.6	0.8	0.2	18.5	-50.6
pair	MACDhist	MACD	pos-neg	62	19.2	9.0	62.9	0.5	0.7	0.3	22.5	-34.1
pair	MACD	MACDhist	pos-neg	62	19.2	9.0	62.9	0.5	0.7	0.3	22.5	-34.1
pair	SLmean	RSI	pos-pos	205	63.5	8.9	61.5	0.6	0.8	0.3	16.0	-33.3
pair	RSI	SLmean	pos-pos	205	63.5	8.9	61.5	0.6	0.8	0.3	16.0	-33.3
pair	MRmean	RSIhist	neg-neg	75	23.2	8.6	57.3	0.4	0.6	0.1	35.7	-69.7
pair	RSIhist	MRmean	neg-neg	75	23.2	8.6	57.3	0.4	0.6	0.1	35.7	-69.7
pair	MRmean	SLmean	neg-pos	10	3.1	8.0	40.0	0.4	0.7	0.6	30.2	-14.0
pair	SLmean	MRmean	neg-pos	10	3.1	8.0	40.0	0.4	0.7	0.6	30.2	-14.0
pair	MACD	RSI	neg-pos	33	10.2	7.7	57.6	0.4	0.6	0.2	32.8	-45.7
pair	RSI	MACD	neg-pos	33	10.2	7.7	57.6	0.4	0.6	0.2	32.8	-45.7
single	RSmean	RSmean	pos-pos	303	93.8	6.4	58.4	0.4	0.5	0.1	22.7	-79.6
pair	MRmean	MACD	pos-neg	33	10.2	6.2	63.6	0.4	0.6	0.2	24.5	-29.3
pair	MACD	MRmean	pos-neg	33	10.2	6.2	63.6	0.4	0.6	0.2	24.5	-29.3
pair	MACDhist	RSIhist	neg-pos	27	8.4	6.1	59.3	0.3	0.5	0.2	25.7	-35.1
pair	RSIhist	MACDhist	neg-pos	27	8.4	6.1	59.3	0.3	0.5	0.2	25.7	-35.1
single	RSIhist	RSIhist	neg-neg	137	42.4	6.0	56.2	0.3	0.5	0.1	30.0	-75.5
pair	MACD	LWTI	neg-pos	42	13.0	5.6	57.1	0.3	0.4	0.1	34.1	-56.7
pair	LWTI	MACD	neg-pos	42	13.0	5.6	57.1	0.3	0.4	0.1	34.1	-56.7
pair	SLmean	MACDhist	neg-neg	71	22.0	5.3	56.3	0.3	0.5	0.1	37.1	-78.2
pair	MACDhist	SLmean	neg-neg	71	22.0	5.3	56.3	0.3	0.5	0.1	37.1	-78.2
pair	SLmean	MACD	pos-neg	36	11.1	4.1	58.3	0.3	0.4	0.1	24.5	-37.8
pair	MACD	SLmean	pos-neg	36	11.1	4.1	58.3	0.3	0.4	0.1	24.5	-37.8
pair	MRmean	MACDhist	neg-neg	72	22.3	4.0	54.2	0.3	0.5	0.1	36.7	-72.8
pair	MACDhist	MRmean	neg-neg	72	22.3	4.0	54.2	0.3	0.5	0.1	36.7	-72.8
pair	RSIhist	MRmean	pos-neg	62	19.2	3.0	54.8	0.2	0.4	0.1	21.3	-28.5
pair	MRmean	RSIhist	pos-neg	62	19.2	3.0	54.8	0.2	0.4	0.1	21.3	-28.5
single	MACD	MACD	neg-neg	85	26.3	2.6	56.5	0.2	0.4	0.0	34.2	-81.1
single	MACDhist	MACDhist	neg-neg	119	36.8	1.9	56.3	0.2	0.3	0.0	32.1	-81.5
pair	SLmean	MACD	neg-neg	49	15.2	1.4	55.1	0.2	0.4	0.0	40.2	-72.7
pair	MACD	SLmean	neg-neg	49	15.2	1.4	55.1	0.2	0.4	0.0	40.2	-72.7
pair	RSIhist	MACDhist	neg-neg	92	28.5	0.7	55.4	0.2	0.3	0.0	33.8	-75.9
pair	MACDhist	RSIhist	neg-neg	92	28.5	0.7	55.4	0.2	0.3	0.0	33.8	-75.9
pair	MACD	MRmean	neg-neg	52	16.1	0.3	51.9	0.2	0.3	0.0	39.4	-71.2
pair	MRmean	MACD	neg-neg	52	16.1	0.3	51.9	0.2	0.3	0.0	39.4	-71.2
pair	LWTI	MACD	neg-neg	43	13.3	-0.3	55.8	0.2	0.3	-0.0	34.7	-55.1
pair	MACD	LWTI	neg-neg	43	13.3	-0.3	55.8	0.2	0.3	-0.0	34.7	-55.1
pair	RSI	MACD	neg-neg	52	16.1	-0.6	55.8	0.2	0.2	-0.0	35.4	-67.8
pair	MACD	RSI	neg-neg	52	16.1	-0.6	55.8	0.2	0.2	-0.0	35.4	-67.8
pair	RSmean	RSIhist	pos-neg	122	37.8	-0.8	53.3	0.1	0.2	-0.0	30.1	-75.6
pair	RSIhist	RSmean	pos-neg	122	37.8	-0.8	53.3	0.1	0.2	-0.0	30.1	-75.6
pair	RSmean	SLmean	neg-pos	85	26.3	-0.8	51.8	0.1	0.2	-0.0	33.2	-73.7
pair	SLmean	RSmean	neg-pos	85	26.3	-0.8	51.8	0.1	0.2	-0.0	33.2	-73.7
pair	RSIhist	SLmean	pos-neg	46	14.2	-0.8	58.7	0.1	0.1	-0.0	21.3	-31.1
pair	SLmean	RSIhist	pos-neg	46	14.2	-0.8	58.7	0.1	0.1	-0.0	21.3	-31.1
single	RSI	RSI	neg-neg	65	20.1	-1.2	56.9	0.1	0.2	-0.0	34.1	-67.8
pair	MACDhist	MRmean	pos-neg	47	14.6	-1.3	59.6	0.1	0.1	-0.0	23.6	-29.3
pair	MRmean	MACDhist	pos-neg	47	14.6	-1.3	59.6	0.1	0.1	-0.0	23.6	-29.3
pair	MACDhist	SLmean	pos-neg	48	14.9	-3.0	56.2	-0.0	-0.0	-0.1	22.8	-37.3
pair	SLmean	MACDhist	pos-neg	48	14.9	-3.0	56.2	-0.0	-0.0	-0.1	22.8	-37.3
pair	RSI	MACD	pos-neg	13	4.0	-3.5	61.5	0.0	0.0	-0.1	29.8	-24.2
pair	MACD	RSI	pos-neg	13	4.0	-3.5	61.5	0.0	0.0	-0.1	29.8	-24.2
pair	MRmean	RSmean	neg-pos	73	22.6	-3.7	52.1	0.1	0.1	-0.1	35.2	-63.5
pair	RSI	RSmean	pos-neg	62	19.2	-3.7	54.8	0.1	0.1	-0.1	34.7	-67.8
pair	RSmean	RSI	pos-neg	62	19.2	-3.7	54.8	0.1	0.1	-0.1	34.7	-67.8
pair	RSmean	MRmean	neg-pos	73	22.6	-3.7	52.1	0.1	0.1	-0.1	35.2	-63.5
pair	RSIhist	MACD	neg-neg	47	14.6	-4.1	51.1	0.1	0.2	-0.1	41.1	-72.8
pair	MACD	RSIhist	neg-neg	47	14.6	-4.1	51.1	0.1	0.2	-0.1	41.1	-72.8
pair	MACDhist	MACD	neg-neg	57	17.6	-5.3	49.1	0.1	0.1	-0.1	40.1	-81.1
pair	MACD	MACDhist	neg-neg	57	17.6	-5.3	49.1	0.1	0.1	-0.1	40.1	-81.1
pair	RSIhist	RSI	neg-neg	45	13.9	-7.0	53.3	-0.0	-0.0	-0.1	37.7	-57.0
pair	RSI	RSIhist	neg-neg	45	13.9	-7.0	53.3	-0.0	-0.0	-0.1	37.7	-57.0
pair	MRmean	RSI	neg-neg	54	16.7	-8.0	51.9	-0.1	-0.1	-0.1	36.1	-63.4
pair	RSI	MRmean	neg-neg	54	16.7	-8.0	51.9	-0.1	-0.1	-0.1	36.1	-63.4
pair	MACD	RSmean	pos-neg	73	22.6	-8.8	53.4	-0.1	-0.1	-0.1	33.9	-79.6
pair	RSmean	MACD	pos-neg	73	22.6	-8.8	53.4	-0.1	-0.1	-0.1	33.9	-79.6
pair	MACDhist	RSmean	pos-neg	100	31.0	-9.2	52.0	-0.1	-0.2	-0.1	32.2	-80.2
pair	RSmean	MACDhist	pos-neg	100	31.0	-9.2	52.0	-0.1	-0.2	-0.1	32.2	-80.2
single	LWTI	LWTI	neg-neg	52	16.1	-9.3	53.8	-0.1	-0.2	-0.1	34.4	-60.6
pair	LWTI	RSI	pos-neg	7	2.2	-9.3	71.4	-0.2	-0.2	-0.6	27.0	-15.6
pair	LWTI	RSI	neg-neg	45	13.9	-9.3	51.1	-0.1	-0.2	-0.2	35.7	-55.1
pair	LWTI	RSmean	pos-neg	52	16.1	-9.3	53.8	-0.1	-0.2	-0.1	34.4	-60.6
pair	RSmean	LWTI	pos-neg	52	16.1	-9.3	53.8	-0.1	-0.2	-0.1	34.4	-60.6
pair	RSI	LWTI	neg-neg	45	13.9	-9.3	51.1	-0.1	-0.2	-0.2	35.7	-55.1
pair	RSI	LWTI	pos-neg	7	2.2	-9.3	71.4	-0.2	-0.2	-0.6	27.0	-15.6
pair	RSI	SLmean	neg-neg	47	14.6	-9.6	55.3	-0.1	-0.1	-0.1	36.6	-62.3
pair	SLmean	RSI	neg-neg	47	14.6	-9.6	55.3	-0.1	-0.1	-0.1	36.6	-62.3
pair	MACDhist	RSI	neg-neg	50	15.5	-10.1	50.0	-0.1	-0.2	-0.1	37.2	-67.8
pair	RSI	MACDhist	neg-neg	50	15.5	-10.1	50.0	-0.1	-0.2	-0.1	37.2	-67.8
pair	MACDhist	LWTI	neg-neg	43	13.3	-14.7	46.5	-0.2	-0.5	-0.2	36.5	-63.5
pair	LWTI	MACDhist	neg-neg	43	13.3	-14.7	46.5	-0.2	-0.5	-0.2	36.5	-63.5
pair	LWTI	MRmean	neg-neg	42	13.0	-17.5	45.2	-0.3	-0.6	-0.3	36.6	-59.0
pair	MRmean	LWTI	neg-neg	42	13.0	-17.5	45.2	-0.3	-0.6	-0.3	36.6	-59.0
pair	LWTI	RSIhist	neg-neg	32	9.9	-20.8	43.8	-0.4	-0.8	-0.4	39.5	-56.9
pair	RSIhist	LWTI	neg-neg	32	9.9	-20.8	43.8	-0.4	-0.8	-0.4	39.5	-56.9
pair	LWTI	SLmean	neg-neg	33	10.2	-22.3	48.5	-0.5	-0.9	-0.4	38.2	-61.4
pair	SLmean	LWTI	neg-neg	33	10.2	-22.3	48.5	-0.5	-0.9	-0.4	38.2	-61.4
pair	MACD	LWTI	pos-neg	9	2.8	-42.3	44.4	-1.6	-3.2	-1.1	31.5	-39.5
pair	LWTI	MACD	pos-neg	9	2.8	-42.3	44.4	-1.6	-3.2	-1.1	31.5	-39.5

All Contingency Tables for QQQ

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 62% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -35.5% Months 213M (66%)	CAGR 14.0% \| Win 46% Sharpe 0.68 \| Sortino 1.41 \| Calmar 0.7 Vol 23% \| MDD -18.8% Months 22M (7%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 8.0% \| Win 40% Sharpe 0.39 \| Sortino 0.72 \| Calmar 0.6 Vol 30% \| MDD -14.0% Months 10M (3%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 36% \| MDD -73.7% Months 78M (24%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
SLmean only	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 60% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 230M (71%)	CAGR 52.2% \| Win 80% Sharpe 2.64 \| Sortino 0.00 \| Calmar 16.4 Vol 17% \| MDD -3.2% Months 5M (2%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR -3.7% \| Win 52% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 35% \| MDD -63.5% Months 73M (23%)	CAGR 101.8% \| Win 80% Sharpe 2.78 \| Sortino 28.50 \| Calmar 32.4 Vol 27% \| MDD -3.1% Months 15M (5%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
RSmean only	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 60% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -30.0% Months 202M (62%)	CAGR 6.2% \| Win 64% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -29.3% Months 33M (10%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 23.5% \| Win 64% Sharpe 0.92 \| Sortino 1.40 \| Calmar 0.8 Vol 27% \| MDD -28.6% Months 36M (11%)	CAGR 0.3% \| Win 52% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -71.2% Months 52M (16%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
MACD only	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 60% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.4 Vol 17% \| MDD -24.7% Months 224M (69%)	CAGR 40.5% \| Win 82% Sharpe 1.73 \| Sortino 1.64 \| Calmar 14.0 Vol 21% \| MDD -2.9% Months 11M (3%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 43.4% \| Win 65% Sharpe 1.31 \| Sortino 1.78 \| Calmar 1.2 Vol 32% \| MDD -35.3% Months 34M (10%)	CAGR -8.0% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 36% \| MDD -63.4% Months 54M (17%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
RSI only	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 61% Sharpe 0.94 \| Sortino 1.53 \| Calmar 0.8 Vol 15% \| MDD -17.9% Months 188M (58%)	CAGR -1.3% \| Win 60% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 24% \| MDD -29.3% Months 47M (15%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 35.8% \| Win 69% Sharpe 1.38 \| Sortino 2.17 \| Calmar 7.3 Vol 24% \| MDD -4.9% Months 16M (5%)	CAGR 4.0% \| Win 54% Sharpe 0.29 \| Sortino 0.45 \| Calmar 0.1 Vol 37% \| MDD -72.8% Months 72M (22%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 13.5% \| Win 63% Sharpe 0.91 \| Sortino 1.31 \| Calmar 0.8 Vol 15% \| MDD -17.9% Months 173M (54%)	CAGR 3.0% \| Win 55% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 21% \| MDD -28.5% Months 62M (19%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 12.6% \| Win 54% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.8 Vol 30% \| MDD -15.4% Months 13M (4%)	CAGR 8.6% \| Win 57% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.1 Vol 36% \| MDD -69.7% Months 75M (23%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 60% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.4 Vol 17% \| MDD -24.7% Months 225M (70%)	CAGR 35.2% \| Win 90% Sharpe 1.55 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 10M (3%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 41.1% \| Win 67% Sharpe 1.27 \| Sortino 1.48 \| Calmar 0.9 Vol 32% \| MDD -44.0% Months 46M (14%)	CAGR -17.5% \| Win 45% Sharpe -0.34 \| Sortino -0.63 \| Calmar -0.3 Vol 37% \| MDD -59.0% Months 42M (13%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 61% Sharpe 0.61 \| Sortino 0.84 \| Calmar 0.2 Vol 17% \| MDD -37.8% Months 218M (68%)	CAGR 52.2% \| Win 80% Sharpe 2.64 \| Sortino 0.00 \| Calmar 16.4 Vol 17% \| MDD -3.2% Months 5M (2%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR -0.8% \| Win 52% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 33% \| MDD -73.7% Months 85M (26%)	CAGR 101.8% \| Win 80% Sharpe 2.78 \| Sortino 28.50 \| Calmar 32.4 Vol 27% \| MDD -3.1% Months 15M (5%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
RSmean only	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 62% Sharpe 0.78 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -33.8% Months 187M (58%)	CAGR 4.1% \| Win 58% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.1 Vol 24% \| MDD -37.8% Months 36M (11%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR 19.7% \| Win 57% Sharpe 0.86 \| Sortino 1.32 \| Calmar 0.6 Vol 25% \| MDD -32.9% Months 51M (16%)	CAGR 1.4% \| Win 55% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.0 Vol 40% \| MDD -72.7% Months 49M (15%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
MACD only	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.9% \| Win 62% Sharpe 0.62 \| Sortino 0.84 \| Calmar 0.3 Vol 16% \| MDD -33.3% Months 205M (64%)	CAGR 24.9% \| Win 61% Sharpe 0.97 \| Sortino 1.43 \| Calmar 1.8 Vol 27% \| MDD -13.6% Months 18M (6%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR 31.8% \| Win 57% Sharpe 1.10 \| Sortino 1.72 \| Calmar 0.7 Vol 29% \| MDD -44.5% Months 53M (16%)	CAGR -9.6% \| Win 55% Sharpe -0.09 \| Sortino -0.15 \| Calmar -0.2 Vol 37% \| MDD -62.3% Months 47M (15%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
RSI only	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 14.1% \| Win 63% Sharpe 0.95 \| Sortino 1.44 \| Calmar 0.8 Vol 15% \| MDD -17.8% Months 175M (54%)	CAGR -3.0% \| Win 56% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 23% \| MDD -37.3% Months 48M (15%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR 23.7% \| Win 55% Sharpe 1.16 \| Sortino 2.78 \| Calmar 2.2 Vol 20% \| MDD -10.6% Months 29M (9%)	CAGR 5.3% \| Win 56% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 37% \| MDD -78.2% Months 71M (22%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 13.2% \| Win 62% Sharpe 0.86 \| Sortino 1.24 \| Calmar 0.7 Vol 16% \| MDD -17.9% Months 177M (55%)	CAGR -0.8% \| Win 59% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 21% \| MDD -31.1% Months 46M (14%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR 17.9% \| Win 67% Sharpe 0.70 \| Sortino 0.97 \| Calmar 1.5 Vol 29% \| MDD -12.3% Months 9M (3%)	CAGR 9.6% \| Win 55% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.1 Vol 34% \| MDD -72.6% Months 91M (28%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.4% \| Win 61% Sharpe 0.64 \| Sortino 0.88 \| Calmar 0.4 Vol 16% \| MDD -26.7% Months 204M (63%)	CAGR 18.6% \| Win 63% Sharpe 0.78 \| Sortino 1.16 \| Calmar 1.3 Vol 26% \| MDD -14.0% Months 19M (6%)	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)
SLmean neg	CAGR 31.2% \| Win 60% Sharpe 1.08 \| Sortino 1.47 \| Calmar 0.7 Vol 29% \| MDD -47.1% Months 67M (21%)	CAGR -22.3% \| Win 48% Sharpe -0.47 \| Sortino -0.93 \| Calmar -0.4 Vol 38% \| MDD -61.4% Months 33M (10%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 11.7% \| Win 60% Sharpe 0.72 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 230M (71%)	CAGR -8.8% \| Win 53% Sharpe -0.10 \| Sortino -0.14 \| Calmar -0.1 Vol 34% \| MDD -79.6% Months 73M (23%)	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)
RSmean neg	CAGR 60.8% \| Win 88% Sharpe 3.42 \| Sortino 0.00 \| Calmar 19.1 Vol 14% \| MDD -3.2% Months 8M (2%)	CAGR 108.7% \| Win 75% Sharpe 2.65 \| Sortino 30.09 \| Calmar 34.6 Vol 30% \| MDD -3.1% Months 12M (4%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)
MACD only	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.2% \| Win 59% Sharpe 0.57 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -50.6% Months 241M (75%)	CAGR -3.7% \| Win 55% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 35% \| MDD -67.8% Months 62M (19%)	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)
RSmean neg	CAGR 91.5% \| Win 76% Sharpe 2.66 \| Sortino 25.88 \| Calmar 28.7 Vol 26% \| MDD -3.2% Months 17M (5%)	CAGR 69.6% \| Win 100% Sharpe 2.94 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 3M (1%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)
RSI only	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 15.1% \| Win 62% Sharpe 0.97 \| Sortino 1.59 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 203M (63%)	CAGR -9.2% \| Win 52% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 32% \| MDD -80.2% Months 100M (31%)	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)
RSmean neg	CAGR 101.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 87.4% \| Win 79% Sharpe 2.64 \| Sortino 24.98 \| Calmar 27.4 Vol 26% \| MDD -3.2% Months 19M (6%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 62% Sharpe 0.77 \| Sortino 1.06 \| Calmar 0.5 Vol 16% \| MDD -25.6% Months 181M (56%)	CAGR -0.8% \| Win 53% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 30% \| MDD -75.6% Months 122M (38%)	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)
RSmean neg	CAGR 106.2% \| Win 80% Sharpe 2.87 \| Sortino 0.00 \| Calmar 0.0 Vol 27% \| MDD 0.0% Months 5M (2%)	CAGR 82.4% \| Win 80% Sharpe 2.57 \| Sortino 23.37 \| Calmar 25.8 Vol 25% \| MDD -3.2% Months 15M (5%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.0% \| Win 59% Sharpe 0.59 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 251M (78%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)
RSmean neg	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)	-	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 14.1% \| Win 61% Sharpe 0.87 \| Sortino 1.33 \| Calmar 0.4 Vol 17% \| MDD -40.1% Months 225M (70%)	CAGR -3.5% \| Win 62% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.1 Vol 30% \| MDD -24.2% Months 13M (4%)	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)
MACD neg	CAGR 7.7% \| Win 58% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.2 Vol 33% \| MDD -45.7% Months 33M (10%)	CAGR -0.6% \| Win 56% Sharpe 0.16 \| Sortino 0.24 \| Calmar -0.0 Vol 35% \| MDD -67.8% Months 52M (16%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)
RSI only	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.6% \| Win 60% Sharpe 0.94 \| Sortino 1.60 \| Calmar 0.5 Vol 16% \| MDD -26.9% Months 176M (54%)	CAGR 9.0% \| Win 63% Sharpe 0.50 \| Sortino 0.67 \| Calmar 0.3 Vol 22% \| MDD -34.1% Months 62M (19%)	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)
MACD neg	CAGR 20.6% \| Win 71% Sharpe 1.20 \| Sortino 1.60 \| Calmar 2.1 Vol 17% \| MDD -9.9% Months 28M (9%)	CAGR -5.3% \| Win 49% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 40% \| MDD -81.1% Months 57M (18%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 13.9% \| Win 62% Sharpe 0.98 \| Sortino 1.54 \| Calmar 0.7 Vol 14% \| MDD -21.2% Months 148M (46%)	CAGR 11.7% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.4 Vol 22% \| MDD -33.1% Months 90M (28%)	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)
MACD neg	CAGR 11.5% \| Win 63% Sharpe 0.58 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -35.6% Months 38M (12%)	CAGR -4.1% \| Win 51% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.1 Vol 41% \| MDD -72.8% Months 47M (15%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 16.1% \| Win 62% Sharpe 0.98 \| Sortino 1.59 \| Calmar 0.5 Vol 17% \| MDD -29.3% Months 229M (71%)	CAGR -42.3% \| Win 44% Sharpe -1.56 \| Sortino -3.18 \| Calmar -1.1 Vol 32% \| MDD -39.5% Months 9M (3%)	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)
MACD neg	CAGR 5.6% \| Win 57% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 34% \| MDD -56.7% Months 42M (13%)	CAGR -0.3% \| Win 56% Sharpe 0.16 \| Sortino 0.27 \| Calmar -0.0 Vol 35% \| MDD -55.1% Months 43M (13%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 13.9% \| Win 60% Sharpe 0.92 \| Sortino 1.55 \| Calmar 0.6 Vol 16% \| MDD -21.9% Months 189M (58%)	CAGR 11.6% \| Win 61% Sharpe 0.53 \| Sortino 0.76 \| Calmar 0.2 Vol 28% \| MDD -48.8% Months 69M (21%)	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)
RSI neg	CAGR 35.6% \| Win 80% Sharpe 1.65 \| Sortino 1.74 \| Calmar 12.2 Vol 20% \| MDD -2.9% Months 15M (5%)	CAGR -10.1% \| Win 50% Sharpe -0.10 \| Sortino -0.16 \| Calmar -0.1 Vol 37% \| MDD -67.8% Months 50M (16%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 13.4% \| Win 62% Sharpe 0.90 \| Sortino 1.39 \| Calmar 0.6 Vol 15% \| MDD -20.7% Months 166M (51%)	CAGR 13.1% \| Win 58% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 25% \| MDD -53.1% Months 92M (28%)	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)
RSI neg	CAGR 13.4% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.6 Vol 25% \| MDD -24.2% Months 20M (6%)	CAGR -7.0% \| Win 53% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 38% \| MDD -57.0% Months 45M (14%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 14.0% \| Win 60% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.3 Vol 19% \| MDD -47.3% Months 251M (78%)	CAGR -9.3% \| Win 71% Sharpe -0.24 \| Sortino -0.25 \| Calmar -0.6 Vol 27% \| MDD -15.6% Months 7M (2%)	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)
RSI neg	CAGR 19.9% \| Win 70% Sharpe 0.76 \| Sortino 0.72 \| Calmar 0.8 Vol 31% \| MDD -26.2% Months 20M (6%)	CAGR -9.3% \| Win 51% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.2 Vol 36% \| MDD -55.1% Months 45M (14%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.7% \| Win 63% Sharpe 1.02 \| Sortino 1.60 \| Calmar 0.9 Vol 15% \| MDD -17.3% Months 159M (49%)	CAGR 17.8% \| Win 58% Sharpe 0.92 \| Sortino 1.66 \| Calmar 0.8 Vol 20% \| MDD -21.3% Months 45M (14%)	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)
MACDhist neg	CAGR 6.1% \| Win 59% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.2 Vol 26% \| MDD -35.1% Months 27M (8%)	CAGR 0.7% \| Win 55% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -75.9% Months 92M (28%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)
RSIhist only	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.1% \| Win 60% Sharpe 0.98 \| Sortino 1.69 \| Calmar 0.6 Vol 16% \| MDD -24.3% Months 195M (60%)	CAGR 21.6% \| Win 89% Sharpe 1.02 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 9M (3%)	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)
MACDhist neg	CAGR 12.7% \| Win 62% Sharpe 0.56 \| Sortino 0.73 \| Calmar 0.2 Vol 29% \| MDD -58.5% Months 76M (24%)	CAGR -14.7% \| Win 46% Sharpe -0.25 \| Sortino -0.46 \| Calmar -0.2 Vol 36% \| MDD -63.5% Months 43M (13%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.5% \| Win 61% Sharpe 0.90 \| Sortino 1.41 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 166M (51%)	CAGR 12.7% \| Win 70% Sharpe 0.61 \| Sortino 0.71 \| Calmar 0.5 Vol 24% \| MDD -24.2% Months 20M (6%)	CAGR 13.4% \| Win 62% Sharpe 0.85 \| Sortino 1.22 \| Calmar 0.4 Vol 17% \| MDD -35.6% Months 186M (58%)
RSIhist neg	CAGR 15.9% \| Win 60% Sharpe 0.70 \| Sortino 0.93 \| Calmar 0.3 Vol 26% \| MDD -53.3% Months 105M (32%)	CAGR -20.8% \| Win 44% Sharpe -0.39 \| Sortino -0.82 \| Calmar -0.4 Vol 40% \| MDD -56.9% Months 32M (10%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -75.5% Months 137M (42%)
LWTI only	CAGR 14.4% \| Win 61% Sharpe 0.77 \| Sortino 1.05 \| Calmar 0.3 Vol 20% \| MDD -56.7% Months 271M (84%)	CAGR -9.3% \| Win 54% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.2 Vol 34% \| MDD -60.6% Months 52M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 62% Sharpe 0.68 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -35.5% Months 213M (66%)	CAGR 14.0% \| Win 46% Sharpe 0.68 \| Sortino 1.41 \| Calmar 0.7 Vol 23% \| MDD -18.8% Months 22M (7%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 8.0% \| Win 40% Sharpe 0.39 \| Sortino 0.72 \| Calmar 0.6 Vol 30% \| MDD -14.0% Months 10M (3%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.1 Vol 36% \| MDD -73.7% Months 78M (24%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
SLmean only	CAGR 10.1% \| Win 61% Sharpe 0.65 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -37.8% Months 223M (69%)	CAGR 10.4% \| Win 56% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.1 Vol 33% \| MDD -73.6% Months 100M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 60% Sharpe 0.64 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -29.3% Months 230M (71%)	CAGR 52.2% \| Win 80% Sharpe 2.64 \| Sortino 0.00 \| Calmar 16.4 Vol 17% \| MDD -3.2% Months 5M (2%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR -3.7% \| Win 52% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 35% \| MDD -63.5% Months 73M (23%)	CAGR 101.8% \| Win 80% Sharpe 2.78 \| Sortino 28.50 \| Calmar 32.4 Vol 27% \| MDD -3.1% Months 15M (5%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
RSmean only	CAGR 6.4% \| Win 58% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.1 Vol 23% \| MDD -79.6% Months 303M (94%)	CAGR 88.0% \| Win 80% Sharpe 2.72 \| Sortino 25.07 \| Calmar 27.6 Vol 25% \| MDD -3.2% Months 20M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.3% \| Win 60% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.4 Vol 16% \| MDD -30.0% Months 202M (62%)	CAGR 6.2% \| Win 64% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -29.3% Months 33M (10%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 23.5% \| Win 64% Sharpe 0.92 \| Sortino 1.40 \| Calmar 0.8 Vol 27% \| MDD -28.6% Months 36M (11%)	CAGR 0.3% \| Win 52% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -71.2% Months 52M (16%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
MACD only	CAGR 13.1% \| Win 61% Sharpe 0.79 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -43.9% Months 238M (74%)	CAGR 2.6% \| Win 56% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.0 Vol 34% \| MDD -81.1% Months 85M (26%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 60% Sharpe 0.62 \| Sortino 0.88 \| Calmar 0.4 Vol 17% \| MDD -24.7% Months 224M (69%)	CAGR 40.5% \| Win 82% Sharpe 1.73 \| Sortino 1.64 \| Calmar 14.0 Vol 21% \| MDD -2.9% Months 11M (3%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 43.4% \| Win 65% Sharpe 1.31 \| Sortino 1.78 \| Calmar 1.2 Vol 32% \| MDD -35.3% Months 34M (10%)	CAGR -8.0% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 36% \| MDD -63.4% Months 54M (17%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
RSI only	CAGR 13.3% \| Win 60% Sharpe 0.74 \| Sortino 1.06 \| Calmar 0.3 Vol 20% \| MDD -51.4% Months 258M (80%)	CAGR -1.2% \| Win 57% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 34% \| MDD -67.8% Months 65M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 61% Sharpe 0.94 \| Sortino 1.53 \| Calmar 0.8 Vol 15% \| MDD -17.9% Months 188M (58%)	CAGR -1.3% \| Win 60% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 24% \| MDD -29.3% Months 47M (15%)	CAGR 10.6% \| Win 61% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.4 Vol 17% \| MDD -29.3% Months 235M (73%)
MRmean neg	CAGR 35.8% \| Win 69% Sharpe 1.38 \| Sortino 2.17 \| Calmar 7.3 Vol 24% \| MDD -4.9% Months 16M (5%)	CAGR 4.0% \| Win 54% Sharpe 0.29 \| Sortino 0.45 \| Calmar 0.1 Vol 37% \| MDD -72.8% Months 72M (22%)	CAGR 9.2% \| Win 57% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.1 Vol 35% \| MDD -71.2% Months 88M (27%)
MACDhist only	CAGR 15.4% \| Win 62% Sharpe 0.98 \| Sortino 1.61 \| Calmar 0.7 Vol 16% \| MDD -21.9% Months 204M (63%)	CAGR 1.9% \| Win 56% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -81.5% Months 119M (37%)