RXI - iShares Global Consumer Discretionary ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

106.4%

Best CAGR

Total Months

14.5%

Avg CAGR

RXI 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 RXI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MACDhist	neg-pos	2	0.9	106.4	100.0	2.5	0.0	0.0	30.1	0.0
pair	MACDhist	RSmean	neg-pos	2	0.9	106.4	100.0	2.5	0.0	0.0	30.1	0.0
pair	MACDhist	RSI	neg-pos	5	2.1	94.9	100.0	5.9	0.0	0.0	11.7	0.0
pair	RSI	MACDhist	neg-pos	5	2.1	94.9	100.0	5.9	0.0	0.0	11.7	0.0
pair	RSIhist	SLmean	neg-pos	3	1.3	87.7	66.7	1.6	0.0	14.0	45.0	-6.2
pair	SLmean	RSIhist	neg-pos	3	1.3	87.7	66.7	1.6	0.0	14.0	45.0	-6.2
pair	RSmean	RSI	neg-neg	1	0.4	79.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.4	79.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	3	1.3	78.7	66.7	1.4	0.0	10.6	46.9	-7.4
pair	MRmean	RSIhist	neg-pos	3	1.3	78.7	66.7	1.4	0.0	10.6	46.9	-7.4
pair	RSI	LWTI	neg-pos	13	5.5	65.1	69.2	2.3	5.2	6.8	23.7	-9.6
pair	LWTI	RSI	neg-pos	13	5.5	65.1	69.2	2.3	5.2	6.8	23.7	-9.6
pair	RSI	RSIhist	neg-pos	9	3.8	64.4	77.8	2.1	3.1	8.7	26.0	-7.4
pair	RSIhist	RSI	neg-pos	9	3.8	64.4	77.8	2.1	3.1	8.7	26.0	-7.4
pair	RSI	MACD	pos-neg	12	5.1	64.2	66.7	1.9	4.3	4.7	28.4	-13.7
pair	MACD	RSI	pos-neg	12	5.1	64.2	66.7	1.9	4.3	4.7	28.4	-13.7
pair	RSI	MRmean	pos-neg	6	2.6	57.7	83.3	3.5	0.0	205.9	13.6	-0.3
pair	MRmean	RSI	pos-neg	6	2.6	57.7	83.3	3.5	0.0	205.9	13.6	-0.3
pair	MACDhist	LWTI	pos-neg	2	0.9	43.3	100.0	4.6	0.0	0.0	8.0	0.0
pair	LWTI	MACDhist	pos-neg	2	0.9	43.3	100.0	4.6	0.0	0.0	8.0	0.0
pair	MACD	RSIhist	neg-pos	19	8.1	39.3	63.2	1.7	4.1	3.6	21.5	-11.0
pair	RSIhist	MACD	neg-pos	19	8.1	39.3	63.2	1.7	4.1	3.6	21.5	-11.0
pair	RSmean	MACD	neg-pos	7	3.0	37.9	71.4	1.6	2.7	6.2	20.8	-6.1
pair	MACD	RSmean	neg-pos	7	3.0	37.9	71.4	1.6	2.7	6.2	20.8	-6.1
pair	MACD	MACDhist	neg-pos	9	3.8	32.4	77.8	2.4	50.8	10.7	12.2	-3.0
pair	MACDhist	MACD	neg-pos	9	3.8	32.4	77.8	2.4	50.8	10.7	12.2	-3.0
pair	LWTI	RSIhist	pos-neg	13	5.5	28.9	53.8	1.2	2.8	2.6	23.6	-11.3
pair	RSIhist	LWTI	pos-neg	13	5.5	28.9	53.8	1.2	2.8	2.6	23.6	-11.3
pair	SLmean	RSI	pos-neg	9	3.8	26.7	66.7	1.3	2.1	2.3	19.7	-11.5
pair	RSI	SLmean	pos-neg	9	3.8	26.7	66.7	1.3	2.1	2.3	19.7	-11.5
pair	MRmean	MACD	pos-neg	18	7.7	26.5	61.1	1.6	3.6	4.6	16.1	-5.7
pair	MACD	MRmean	pos-neg	18	7.7	26.5	61.1	1.6	3.6	4.6	16.1	-5.7
pair	MRmean	RSmean	pos-neg	6	2.6	25.2	66.7	1.1	1.9	4.1	21.3	-6.1
pair	RSmean	MRmean	pos-neg	6	2.6	25.2	66.7	1.1	1.9	4.1	21.3	-6.1
pair	RSIhist	MACDhist	neg-pos	27	11.5	24.9	59.3	1.2	2.6	2.3	19.6	-11.0
pair	MACDhist	RSIhist	neg-pos	27	11.5	24.9	59.3	1.2	2.6	2.3	19.6	-11.0
pair	RSIhist	RSmean	neg-neg	17	7.2	23.7	64.7	1.5	3.4	3.7	14.9	-6.4
pair	RSmean	RSIhist	neg-neg	17	7.2	23.7	64.7	1.5	3.4	3.7	14.9	-6.4
pair	SLmean	RSmean	neg-neg	15	6.4	23.0	66.7	1.4	3.4	3.6	15.6	-6.4
pair	RSmean	SLmean	neg-neg	15	6.4	23.0	66.7	1.4	3.4	3.6	15.6	-6.4
pair	LWTI	RSmean	neg-pos	19	8.1	21.7	68.4	1.5	3.1	3.4	14.2	-6.4
single	RSmean	RSmean	neg-neg	19	8.1	21.7	68.4	1.5	3.1	3.4	14.2	-6.4
pair	RSmean	LWTI	neg-pos	19	8.1	21.7	68.4	1.5	3.1	3.4	14.2	-6.4
pair	RSmean	MRmean	neg-neg	13	5.5	20.2	69.2	1.8	5.5	3.2	10.6	-6.4
pair	MRmean	RSmean	neg-neg	13	5.5	20.2	69.2	1.8	5.5	3.2	10.6	-6.4
pair	RSmean	RSI	neg-pos	18	7.7	19.1	66.7	1.3	2.8	3.0	14.3	-6.4
pair	RSI	RSmean	neg-pos	18	7.7	19.1	66.7	1.3	2.8	3.0	14.3	-6.4
pair	MACD	SLmean	pos-neg	19	8.1	19.0	57.9	1.1	2.1	1.6	17.4	-12.3
pair	SLmean	MACD	pos-neg	19	8.1	19.0	57.9	1.1	2.1	1.6	17.4	-12.3
single	RSI	RSI	neg-neg	40	17.0	18.6	60.0	0.7	1.3	0.4	29.8	-49.9
pair	RSI	RSmean	pos-neg	39	16.6	17.4	59.0	0.7	1.2	0.4	30.2	-47.0
pair	RSmean	RSI	pos-neg	39	16.6	17.4	59.0	0.7	1.2	0.4	30.2	-47.0
pair	RSmean	SLmean	pos-neg	4	1.7	17.0	75.0	2.0	0.0	38.6	8.1	-0.4
pair	SLmean	RSmean	pos-neg	4	1.7	17.0	75.0	2.0	0.0	38.6	8.1	-0.4
pair	MRmean	LWTI	pos-neg	10	4.3	16.9	50.0	1.2	3.1	3.0	14.1	-5.6
pair	LWTI	MRmean	pos-neg	10	4.3	16.9	50.0	1.2	3.1	3.0	14.1	-5.6
pair	SLmean	MACDhist	neg-pos	14	6.0	16.7	64.3	0.7	4.5	1.1	25.1	-15.4
pair	MACDhist	SLmean	neg-pos	14	6.0	16.7	64.3	0.7	4.5	1.1	25.1	-15.4
pair	SLmean	RSI	neg-neg	31	13.2	16.4	58.1	0.6	1.2	0.3	32.5	-49.9
pair	RSI	SLmean	neg-neg	31	13.2	16.4	58.1	0.6	1.2	0.3	32.5	-49.9
pair	SLmean	MACD	neg-pos	40	17.0	16.0	62.5	0.7	1.3	0.6	25.6	-27.0
pair	MACD	SLmean	neg-pos	40	17.0	16.0	62.5	0.7	1.3	0.6	25.6	-27.0
pair	RSmean	MACDhist	neg-neg	17	7.2	14.4	64.7	1.2	2.1	2.2	11.5	-6.6
pair	MACDhist	RSmean	neg-neg	17	7.2	14.4	64.7	1.2	2.1	2.2	11.5	-6.6
pair	MACDhist	MRmean	pos-neg	40	17.0	14.3	55.0	1.0	1.9	1.3	14.3	-10.9
pair	MRmean	MACDhist	pos-neg	40	17.0	14.3	55.0	1.0	1.9	1.3	14.3	-10.9
pair	MACD	MRmean	neg-pos	36	15.3	14.2	58.3	0.7	1.0	0.5	24.6	-26.3
pair	MRmean	MACD	neg-pos	36	15.3	14.2	58.3	0.7	1.0	0.5	24.6	-26.3
pair	MACD	MACDhist	pos-neg	61	26.0	13.4	57.4	0.8	1.0	0.6	19.5	-21.5
pair	MACDhist	MACD	pos-neg	61	26.0	13.4	57.4	0.8	1.0	0.6	19.5	-21.5
pair	MACD	RSmean	neg-neg	12	5.1	13.2	66.7	1.5	3.7	2.1	8.7	-6.4
pair	RSmean	MACD	neg-neg	12	5.1	13.2	66.7	1.5	3.7	2.1	8.7	-6.4
pair	MRmean	RSI	neg-neg	34	14.5	12.8	55.9	0.5	1.0	0.3	31.8	-49.9
pair	RSI	MRmean	neg-neg	34	14.5	12.8	55.9	0.5	1.0	0.3	31.8	-49.9
pair	MACDhist	MRmean	neg-pos	6	2.6	12.7	66.7	0.6	3.4	1.1	25.4	-11.3
pair	MRmean	MACDhist	neg-pos	6	2.6	12.7	66.7	0.6	3.4	1.1	25.4	-11.3
pair	MACDhist	LWTI	neg-pos	73	31.1	12.1	57.5	0.7	1.1	0.7	17.8	-18.4
pair	LWTI	MACDhist	neg-pos	73	31.1	12.1	57.5	0.7	1.1	0.7	17.8	-18.4
pair	MACD	RSIhist	pos-neg	68	28.9	12.0	57.4	0.7	1.0	0.4	20.9	-30.2
pair	RSIhist	MACD	pos-neg	68	28.9	12.0	57.4	0.7	1.0	0.4	20.9	-30.2
pair	RSIhist	RSmean	pos-pos	132	56.2	11.9	60.6	0.8	1.3	0.6	15.3	-21.7
pair	RSmean	RSIhist	pos-pos	132	56.2	11.9	60.6	0.8	1.3	0.6	15.3	-21.7
single	RSIhist	RSIhist	pos-pos	134	57.0	11.8	61.2	0.8	1.3	0.5	15.2	-21.7
pair	MACD	LWTI	neg-pos	25	10.6	11.3	60.0	0.8	2.2	0.6	13.9	-20.4
pair	LWTI	MACD	neg-pos	25	10.6	11.3	60.0	0.8	2.2	0.6	13.9	-20.4
pair	MACDhist	SLmean	pos-neg	45	19.1	11.0	51.1	0.8	1.4	0.7	14.7	-16.2
pair	SLmean	MACDhist	pos-neg	45	19.1	11.0	51.1	0.8	1.4	0.7	14.7	-16.2
pair	MRmean	SLmean	pos-neg	10	4.3	10.6	60.0	0.5	3.1	1.3	24.9	-8.1
pair	RSIhist	MRmean	pos-pos	131	55.7	10.6	61.1	0.8	1.2	0.6	14.0	-18.0
pair	SLmean	MRmean	pos-neg	10	4.3	10.6	60.0	0.5	3.1	1.3	24.9	-8.1
pair	MRmean	RSIhist	pos-pos	131	55.7	10.6	61.1	0.8	1.2	0.6	14.0	-18.0
pair	MACDhist	RSI	neg-neg	35	14.9	10.5	54.3	0.5	0.9	0.2	31.2	-49.9
pair	RSIhist	SLmean	pos-pos	131	55.7	10.5	61.1	0.8	1.1	0.5	14.0	-22.9
pair	SLmean	RSIhist	pos-pos	131	55.7	10.5	61.1	0.8	1.1	0.5	14.0	-22.9
pair	LWTI	SLmean	neg-pos	52	22.1	10.5	59.6	0.6	0.9	0.4	21.9	-27.4
pair	RSI	MACDhist	neg-neg	35	14.9	10.5	54.3	0.5	0.9	0.2	31.2	-49.9
pair	SLmean	LWTI	neg-pos	52	22.1	10.5	59.6	0.6	0.9	0.4	21.9	-27.4
pair	LWTI	MRmean	neg-pos	47	20.0	10.2	57.4	0.6	0.8	0.4	20.7	-23.3
pair	MRmean	LWTI	neg-pos	47	20.0	10.2	57.4	0.6	0.8	0.4	20.7	-23.3
single	MRmean	MRmean	pos-pos	165	70.2	10.1	60.0	0.7	1.1	0.6	14.4	-17.9
pair	LWTI	RSIhist	pos-pos	121	51.5	10.1	62.0	0.8	1.1	0.6	14.0	-18.0
pair	RSIhist	LWTI	pos-pos	121	51.5	10.1	62.0	0.8	1.1	0.6	14.0	-18.0
pair	SLmean	MRmean	pos-pos	155	66.0	10.0	60.0	0.8	1.2	0.7	13.6	-15.2
pair	MRmean	SLmean	pos-pos	155	66.0	10.0	60.0	0.8	1.2	0.7	13.6	-15.2
pair	RSIhist	MACDhist	pos-neg	24	10.2	9.9	62.5	0.6	1.1	0.6	19.8	-16.1
pair	MACDhist	RSIhist	pos-neg	24	10.2	9.9	62.5	0.6	1.1	0.6	19.8	-16.1
single	LWTI	LWTI	pos-pos	202	86.0	9.8	59.9	0.7	1.0	0.3	16.1	-30.6
pair	LWTI	MACD	pos-pos	177	75.3	9.6	59.9	0.6	0.9	0.3	16.4	-37.1
pair	MRmean	LWTI	pos-pos	155	66.0	9.6	60.6	0.7	1.1	0.5	14.5	-17.9
pair	LWTI	MRmean	pos-pos	155	66.0	9.6	60.6	0.7	1.1	0.5	14.5	-17.9
pair	MACD	LWTI	pos-pos	177	75.3	9.6	59.9	0.6	0.9	0.3	16.4	-37.1
pair	MRmean	RSmean	pos-pos	159	67.7	9.5	59.7	0.7	1.1	0.5	14.2	-17.9
pair	RSmean	MRmean	pos-pos	159	67.7	9.5	59.7	0.7	1.1	0.5	14.2	-17.9
pair	LWTI	SLmean	pos-pos	150	63.8	9.5	60.0	0.7	1.1	0.6	13.6	-15.3
pair	SLmean	LWTI	pos-pos	150	63.8	9.5	60.0	0.7	1.1	0.6	13.6	-15.3
single	MACD	MACD	pos-pos	183	77.9	9.4	59.6	0.6	0.9	0.2	16.7	-39.5
pair	RSIhist	LWTI	neg-pos	81	34.5	9.3	56.8	0.6	0.9	0.3	18.8	-27.4
pair	LWTI	RSIhist	neg-pos	81	34.5	9.3	56.8	0.6	0.9	0.3	18.8	-27.4
single	MACDhist	MACDhist	pos-pos	131	55.7	8.9	61.8	0.7	1.0	0.4	15.0	-24.2
single	SLmean	SLmean	pos-pos	162	68.9	8.9	58.6	0.7	1.1	0.3	13.7	-24.9
pair	MRmean	MACDhist	pos-pos	125	53.2	8.8	61.6	0.7	1.0	0.5	14.5	-18.0
pair	MACDhist	MRmean	pos-pos	125	53.2	8.8	61.6	0.7	1.0	0.5	14.5	-18.0
pair	SLmean	RSmean	pos-pos	158	67.2	8.7	58.2	0.7	1.0	0.3	13.9	-24.9
pair	RSmean	SLmean	pos-pos	158	67.2	8.7	58.2	0.7	1.0	0.3	13.9	-24.9
pair	RSI	RSIhist	pos-pos	125	53.2	8.7	60.0	0.7	1.0	0.5	13.9	-18.0
pair	RSIhist	RSI	pos-pos	125	53.2	8.7	60.0	0.7	1.0	0.5	13.9	-18.0
pair	RSIhist	MACDhist	pos-pos	107	45.5	8.7	61.7	0.7	1.0	0.5	13.8	-17.9
pair	MACDhist	RSIhist	pos-pos	107	45.5	8.7	61.7	0.7	1.0	0.5	13.8	-17.9
pair	MRmean	RSI	pos-pos	159	67.7	8.6	59.1	0.7	1.0	0.5	14.3	-17.9
pair	RSI	MRmean	pos-pos	159	67.7	8.6	59.1	0.7	1.0	0.5	14.3	-17.9
pair	LWTI	RSmean	pos-pos	183	77.9	8.6	59.0	0.6	0.9	0.3	16.3	-30.6
pair	RSmean	LWTI	pos-pos	183	77.9	8.6	59.0	0.6	0.9	0.3	16.3	-30.6
pair	MACDhist	LWTI	pos-pos	129	54.9	8.5	61.2	0.6	0.9	0.3	15.1	-24.2
pair	LWTI	MACDhist	pos-pos	129	54.9	8.5	61.2	0.6	0.9	0.3	15.1	-24.2
pair		benchmark___benchmark_	benchmark-benchmark	235	100.0	8.5	58.7	0.5	0.8	0.1	18.4	-55.4
pair	benchmark___benchmark_		benchmark-benchmark	235	100.0	8.5	58.7	0.5	0.8	0.1	18.4	-55.4
pair	MACD	RSmean	pos-pos	176	74.9	8.4	59.1	0.6	0.8	0.2	16.5	-39.5
pair	RSmean	MACD	pos-pos	176	74.9	8.4	59.1	0.6	0.8	0.2	16.5	-39.5
pair	MACD	RSI	neg-pos	24	10.2	8.4	54.2	0.7	1.6	0.6	13.2	-13.5
pair	RSI	MACD	neg-pos	24	10.2	8.4	54.2	0.7	1.6	0.6	13.2	-13.5
pair	MACD	MRmean	pos-pos	147	62.6	8.2	59.9	0.6	0.9	0.5	14.2	-17.9
pair	MRmean	MACD	pos-pos	147	62.6	8.2	59.9	0.6	0.9	0.5	14.2	-17.9
single	MACDhist	MACDhist	neg-neg	104	44.3	8.0	54.8	0.5	0.7	0.1	22.0	-55.4
pair	MACDhist	SLmean	pos-pos	117	49.8	8.0	61.5	0.7	0.9	0.5	13.4	-16.5
pair	SLmean	MACDhist	pos-pos	117	49.8	8.0	61.5	0.7	0.9	0.5	13.4	-16.5
pair	MRmean	RSIhist	pos-neg	34	14.5	8.0	55.9	0.6	1.0	0.7	16.1	-11.2
pair	RSIhist	MRmean	pos-neg	34	14.5	8.0	55.9	0.6	1.0	0.7	16.1	-11.2
pair	RSIhist	RSI	neg-neg	31	13.2	7.9	54.8	0.4	0.7	0.2	30.7	-49.9
pair	RSI	SLmean	pos-pos	153	65.1	7.9	58.2	0.6	0.9	0.5	13.4	-15.4
pair	SLmean	RSI	pos-pos	153	65.1	7.9	58.2	0.6	0.9	0.5	13.4	-15.4
pair	RSmean	MACDhist	pos-pos	129	54.9	7.9	61.2	0.6	0.9	0.3	14.7	-24.2
pair	MACDhist	RSmean	pos-pos	129	54.9	7.9	61.2	0.6	0.9	0.3	14.7	-24.2
pair	RSI	RSIhist	neg-neg	31	13.2	7.9	54.8	0.4	0.7	0.2	30.7	-49.9
pair	RSIhist	MACD	pos-pos	115	48.9	7.8	60.9	0.6	0.9	0.4	13.7	-18.0
pair	MACD	RSIhist	pos-pos	115	48.9	7.8	60.9	0.6	0.9	0.4	13.7	-18.0
single	SLmean	SLmean	neg-neg	73	31.1	7.7	58.9	0.4	0.7	0.1	26.0	-54.2
pair	SLmean	MACD	pos-pos	143	60.9	7.6	58.7	0.6	0.9	0.4	13.2	-19.9
pair	MACD	SLmean	pos-pos	143	60.9	7.6	58.7	0.6	0.9	0.4	13.2	-19.9
single	RSmean	RSmean	pos-pos	216	91.9	7.4	57.9	0.5	0.7	0.1	18.7	-54.5
pair	MACDhist	MACD	pos-pos	122	51.9	7.4	60.7	0.6	0.8	0.3	15.1	-24.2
pair	MACD	MACDhist	pos-pos	122	51.9	7.4	60.7	0.6	0.8	0.3	15.1	-24.2
pair	MRmean	SLmean	neg-neg	63	26.8	7.3	58.7	0.4	0.6	0.1	26.3	-54.2
pair	SLmean	MRmean	neg-neg	63	26.8	7.3	58.7	0.4	0.6	0.1	26.3	-54.2
pair	LWTI	RSI	pos-pos	189	80.4	6.7	59.3	0.5	0.7	0.3	15.1	-26.3
pair	RSmean	MACDhist	pos-neg	87	37.0	6.7	52.9	0.4	0.6	0.1	23.5	-54.5
pair	MACDhist	RSmean	pos-neg	87	37.0	6.7	52.9	0.4	0.6	0.1	23.5	-54.5
pair	RSI	LWTI	pos-pos	189	80.4	6.7	59.3	0.5	0.7	0.3	15.1	-26.3
pair	RSI	MACDhist	pos-neg	69	29.4	6.7	55.1	0.5	0.6	0.4	15.6	-16.7
pair	MACDhist	RSI	pos-neg	69	29.4	6.7	55.1	0.5	0.6	0.4	15.6	-16.7
pair	RSI	MACDhist	pos-pos	126	53.6	6.5	60.3	0.5	0.8	0.3	14.7	-24.2
pair	MACDhist	RSI	pos-pos	126	53.6	6.5	60.3	0.5	0.8	0.3	14.7	-24.2
single	RSI	RSI	pos-pos	195	83.0	6.5	58.5	0.5	0.7	0.2	15.0	-27.3
pair	RSmean	RSIhist	neg-pos	2	0.9	6.3	100.0	4.8	0.0	0.0	1.3	0.0
pair	RSIhist	RSmean	neg-pos	2	0.9	6.3	100.0	4.8	0.0	0.0	1.3	0.0
pair	RSI	MACD	pos-pos	171	72.8	6.3	59.1	0.5	0.6	0.2	15.3	-30.3
pair	MACD	RSI	pos-pos	171	72.8	6.3	59.1	0.5	0.6	0.2	15.3	-30.3
pair	SLmean	MACDhist	neg-neg	59	25.1	5.7	57.6	0.3	0.5	0.1	26.3	-54.2
pair	MACDhist	SLmean	neg-neg	59	25.1	5.7	57.6	0.3	0.5	0.1	26.3	-54.2
single	MACD	MACD	neg-neg	52	22.1	5.6	55.8	0.3	0.5	0.1	23.6	-55.4
pair	RSmean	RSI	pos-pos	177	75.3	5.3	57.6	0.4	0.6	0.2	15.1	-31.6
pair	RSI	RSmean	pos-pos	177	75.3	5.3	57.6	0.4	0.6	0.2	15.1	-31.6
pair	RSIhist	SLmean	neg-neg	70	29.8	5.2	58.6	0.3	0.5	0.1	25.1	-54.2
pair	SLmean	RSIhist	neg-neg	70	29.8	5.2	58.6	0.3	0.5	0.1	25.1	-54.2
single	MRmean	MRmean	neg-neg	70	29.8	4.9	55.7	0.3	0.5	0.1	25.5	-54.2
single	RSIhist	RSIhist	neg-neg	101	43.0	4.3	55.4	0.3	0.4	0.1	22.0	-55.4
pair	MACDhist	MRmean	neg-neg	64	27.2	4.2	54.7	0.3	0.4	0.1	25.7	-54.2
pair	MRmean	MACDhist	neg-neg	64	27.2	4.2	54.7	0.3	0.4	0.1	25.7	-54.2
pair	SLmean	RSmean	neg-pos	58	24.7	4.1	56.9	0.3	0.5	0.1	28.1	-49.9
pair	RSmean	SLmean	neg-pos	58	24.7	4.1	56.9	0.3	0.5	0.1	28.1	-49.9
pair	LWTI	MACD	pos-neg	6	2.6	3.7	50.0	0.2	0.4	0.3	25.8	-13.7
pair	MACD	LWTI	pos-neg	6	2.6	3.7	50.0	0.2	0.4	0.3	25.8	-13.7
pair	MACD	RSmean	pos-neg	40	17.0	3.4	52.5	0.2	0.4	0.1	26.5	-54.5
pair	RSmean	MACD	pos-neg	40	17.0	3.4	52.5	0.2	0.4	0.1	26.5	-54.5
pair	MACD	RSI	neg-neg	28	11.9	3.2	57.1	0.2	0.4	0.1	30.0	-49.9
pair	RSI	MACD	neg-neg	28	11.9	3.2	57.1	0.2	0.4	0.1	30.0	-49.9
pair	RSI	RSIhist	pos-neg	70	29.8	2.7	55.7	0.2	0.3	0.1	16.9	-29.6
pair	RSIhist	RSI	pos-neg	70	29.8	2.7	55.7	0.2	0.3	0.1	16.9	-29.6
pair	MACDhist	RSIhist	neg-neg	77	32.8	2.6	53.2	0.2	0.3	0.1	22.7	-55.4
pair	RSIhist	MACDhist	neg-neg	77	32.8	2.6	53.2	0.2	0.3	0.1	22.7	-55.4
pair	RSIhist	MRmean	neg-neg	67	28.5	2.4	55.2	0.2	0.3	0.0	24.5	-54.2
pair	MRmean	RSIhist	neg-neg	67	28.5	2.4	55.2	0.2	0.3	0.0	24.5	-54.2
pair	SLmean	RSIhist	pos-neg	31	13.2	2.2	48.4	0.2	0.4	0.2	12.4	-12.6
pair	RSIhist	SLmean	pos-neg	31	13.2	2.2	48.4	0.2	0.4	0.2	12.4	-12.6
pair	RSI	SLmean	neg-pos	42	17.9	1.8	59.5	0.2	0.3	0.1	20.1	-27.1
pair	SLmean	RSI	neg-pos	42	17.9	1.8	59.5	0.2	0.3	0.1	20.1	-27.1
pair	MRmean	RSmean	neg-pos	57	24.3	1.7	52.6	0.2	0.3	0.0	27.8	-49.9
pair	RSmean	MRmean	neg-pos	57	24.3	1.7	52.6	0.2	0.3	0.0	27.8	-49.9
pair	SLmean	LWTI	neg-neg	21	8.9	1.2	57.1	0.2	0.4	0.0	34.6	-47.0
pair	LWTI	SLmean	neg-neg	21	8.9	1.2	57.1	0.2	0.4	0.0	34.6	-47.0
pair	LWTI	RSI	neg-neg	27	11.5	1.2	55.6	0.2	0.3	0.0	31.8	-47.0
pair	RSI	LWTI	neg-neg	27	11.5	1.2	55.6	0.2	0.3	0.0	31.8	-47.0
pair	RSmean	LWTI	pos-neg	33	14.0	1.0	51.5	0.2	0.3	0.0	29.0	-47.0
pair	LWTI	RSmean	pos-neg	33	14.0	1.0	51.5	0.2	0.3	0.0	29.0	-47.0
single	LWTI	LWTI	neg-neg	33	14.0	1.0	51.5	0.2	0.3	0.0	29.0	-47.0
pair	LWTI	SLmean	pos-neg	12	5.1	0.8	41.7	0.1	0.2	0.1	16.2	-16.4
pair	SLmean	LWTI	pos-neg	12	5.1	0.8	41.7	0.1	0.2	0.1	16.2	-16.4
pair	MACD	MACDhist	neg-neg	43	18.3	0.7	51.2	0.1	0.2	0.0	25.2	-55.4
pair	MACDhist	MACD	neg-neg	43	18.3	0.7	51.2	0.1	0.2	0.0	25.2	-55.4
pair	RSmean	RSIhist	pos-neg	84	35.7	0.7	53.6	0.1	0.2	0.0	23.1	-54.5
pair	RSIhist	RSmean	pos-neg	84	35.7	0.7	53.6	0.1	0.2	0.0	23.1	-54.5
pair	LWTI	RSI	pos-neg	6	2.6	0.5	33.3	0.1	0.2	0.1	11.2	-5.6
pair	RSI	LWTI	pos-neg	6	2.6	0.5	33.3	0.1	0.2	0.1	11.2	-5.6
pair	LWTI	MACD	neg-neg	27	11.5	0.5	51.9	0.2	0.2	0.0	30.1	-47.0
pair	MACD	LWTI	neg-neg	27	11.5	0.5	51.9	0.2	0.2	0.0	30.1	-47.0
pair	MACDhist	LWTI	neg-neg	31	13.2	-1.2	48.4	0.1	0.2	-0.0	29.8	-47.0
pair	LWTI	MACDhist	neg-neg	31	13.2	-1.2	48.4	0.1	0.2	-0.0	29.8	-47.0
pair	SLmean	MACD	neg-neg	33	14.0	-1.5	54.5	0.1	0.1	-0.0	26.6	-54.2
pair	MACD	SLmean	neg-neg	33	14.0	-1.5	54.5	0.1	0.1	-0.0	26.6	-54.2
pair	RSI	MRmean	neg-pos	36	15.3	-2.1	55.6	-0.0	-0.0	-0.1	17.8	-29.3
pair	MRmean	RSI	neg-pos	36	15.3	-2.1	55.6	-0.0	-0.0	-0.1	17.8	-29.3
pair	MACD	MRmean	neg-neg	34	14.5	-4.1	52.9	-0.0	-0.0	-0.1	26.5	-54.2
pair	MRmean	MACD	neg-neg	34	14.5	-4.1	52.9	-0.0	-0.0	-0.1	26.5	-54.2
pair	LWTI	MRmean	neg-neg	23	9.8	-5.2	52.2	0.0	0.0	-0.1	33.7	-47.0
pair	MRmean	LWTI	neg-neg	23	9.8	-5.2	52.2	0.0	0.0	-0.1	33.7	-47.0
pair	MACD	RSIhist	neg-neg	33	14.0	-10.0	51.5	-0.3	-0.4	-0.2	23.8	-55.4
pair	RSIhist	MACD	neg-neg	33	14.0	-10.0	51.5	-0.3	-0.4	-0.2	23.8	-55.4
pair	LWTI	RSIhist	neg-neg	20	8.5	-13.8	50.0	-0.3	-0.5	-0.3	31.9	-47.0
pair	RSIhist	LWTI	neg-neg	20	8.5	-13.8	50.0	-0.3	-0.5	-0.3	31.9	-47.0
pair	MRmean	SLmean	neg-pos	7	3.0	-14.4	28.6	-0.8	-1.5	-1.2	16.6	-11.5
pair	SLmean	MRmean	neg-pos	7	3.0	-14.4	28.6	-0.8	-1.5	-1.2	16.6	-11.5

All Contingency Tables for RXI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 60% Sharpe 0.77 \| Sortino 1.16 \| Calmar 0.7 Vol 14% \| MDD -15.2% Months 155M (66%)	CAGR 10.6% \| Win 60% Sharpe 0.52 \| Sortino 3.06 \| Calmar 1.3 Vol 25% \| MDD -8.1% Months 10M (4%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR -14.4% \| Win 29% Sharpe -0.85 \| Sortino -1.51 \| Calmar -1.3 Vol 17% \| MDD -11.5% Months 7M (3%)	CAGR 7.3% \| Win 59% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 63M (27%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
SLmean only	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.5% \| Win 60% Sharpe 0.72 \| Sortino 1.09 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 159M (68%)	CAGR 25.2% \| Win 67% Sharpe 1.15 \| Sortino 1.91 \| Calmar 4.1 Vol 21% \| MDD -6.1% Months 6M (3%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 1.7% \| Win 53% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 28% \| MDD -49.9% Months 57M (24%)	CAGR 20.2% \| Win 69% Sharpe 1.80 \| Sortino 5.47 \| Calmar 3.2 Vol 11% \| MDD -6.4% Months 13M (6%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
RSmean only	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 60% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 147M (63%)	CAGR 26.5% \| Win 61% Sharpe 1.55 \| Sortino 3.61 \| Calmar 4.6 Vol 16% \| MDD -5.7% Months 18M (8%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 14.2% \| Win 58% Sharpe 0.66 \| Sortino 1.03 \| Calmar 0.5 Vol 25% \| MDD -26.3% Months 36M (15%)	CAGR -4.1% \| Win 53% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 26% \| MDD -54.2% Months 34M (14%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
MACD only	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 59% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 159M (68%)	CAGR 57.7% \| Win 83% Sharpe 3.46 \| Sortino 0.00 \| Calmar 205.9 Vol 14% \| MDD -0.3% Months 6M (3%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR -2.1% \| Win 56% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.1 Vol 18% \| MDD -29.3% Months 36M (15%)	CAGR 12.8% \| Win 56% Sharpe 0.54 \| Sortino 1.03 \| Calmar 0.3 Vol 32% \| MDD -49.9% Months 34M (14%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
RSI only	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.5 Vol 14% \| MDD -18.0% Months 125M (53%)	CAGR 14.3% \| Win 55% Sharpe 1.01 \| Sortino 1.87 \| Calmar 1.3 Vol 14% \| MDD -10.9% Months 40M (17%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 12.7% \| Win 67% Sharpe 0.58 \| Sortino 3.36 \| Calmar 1.1 Vol 25% \| MDD -11.3% Months 6M (3%)	CAGR 4.2% \| Win 55% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 64M (27%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 10.6% \| Win 61% Sharpe 0.79 \| Sortino 1.18 \| Calmar 0.6 Vol 14% \| MDD -18.0% Months 131M (56%)	CAGR 8.0% \| Win 56% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.7 Vol 16% \| MDD -11.2% Months 34M (14%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 78.7% \| Win 67% Sharpe 1.42 \| Sortino 0.00 \| Calmar 10.6 Vol 47% \| MDD -7.4% Months 3M (1%)	CAGR 2.4% \| Win 55% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 24% \| MDD -54.2% Months 67M (28%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 61% Sharpe 0.71 \| Sortino 1.09 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 155M (66%)	CAGR 16.9% \| Win 50% Sharpe 1.18 \| Sortino 3.12 \| Calmar 3.0 Vol 14% \| MDD -5.6% Months 10M (4%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 10.2% \| Win 57% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.4 Vol 21% \| MDD -23.3% Months 47M (20%)	CAGR -5.2% \| Win 52% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.1 Vol 34% \| MDD -47.0% Months 23M (10%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.7% \| Win 58% Sharpe 0.67 \| Sortino 1.03 \| Calmar 0.3 Vol 14% \| MDD -24.9% Months 158M (67%)	CAGR 17.0% \| Win 75% Sharpe 1.98 \| Sortino 0.00 \| Calmar 38.6 Vol 8% \| MDD -0.4% Months 4M (2%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 4.1% \| Win 57% Sharpe 0.28 \| Sortino 0.49 \| Calmar 0.1 Vol 28% \| MDD -49.9% Months 58M (25%)	CAGR 23.0% \| Win 67% Sharpe 1.41 \| Sortino 3.41 \| Calmar 3.6 Vol 16% \| MDD -6.4% Months 15M (6%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
RSmean only	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 7.6% \| Win 59% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.4 Vol 13% \| MDD -19.9% Months 143M (61%)	CAGR 19.0% \| Win 58% Sharpe 1.09 \| Sortino 2.15 \| Calmar 1.5 Vol 17% \| MDD -12.3% Months 19M (8%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 16.0% \| Win 62% Sharpe 0.71 \| Sortino 1.26 \| Calmar 0.6 Vol 26% \| MDD -27.0% Months 40M (17%)	CAGR -1.5% \| Win 55% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.0 Vol 27% \| MDD -54.2% Months 33M (14%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
MACD only	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 58% Sharpe 0.64 \| Sortino 0.95 \| Calmar 0.5 Vol 13% \| MDD -15.4% Months 153M (65%)	CAGR 26.7% \| Win 67% Sharpe 1.30 \| Sortino 2.07 \| Calmar 2.3 Vol 20% \| MDD -11.5% Months 9M (4%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 1.8% \| Win 60% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.1 Vol 20% \| MDD -27.1% Months 42M (18%)	CAGR 16.4% \| Win 58% Sharpe 0.63 \| Sortino 1.16 \| Calmar 0.3 Vol 32% \| MDD -49.9% Months 31M (13%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
RSI only	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 62% Sharpe 0.65 \| Sortino 0.91 \| Calmar 0.5 Vol 13% \| MDD -16.5% Months 117M (50%)	CAGR 11.0% \| Win 51% Sharpe 0.78 \| Sortino 1.45 \| Calmar 0.7 Vol 15% \| MDD -16.2% Months 45M (19%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 16.7% \| Win 64% Sharpe 0.73 \| Sortino 4.48 \| Calmar 1.1 Vol 25% \| MDD -15.4% Months 14M (6%)	CAGR 5.7% \| Win 58% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 59M (25%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.5% \| Win 61% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.5 Vol 14% \| MDD -22.9% Months 131M (56%)	CAGR 2.2% \| Win 48% Sharpe 0.23 \| Sortino 0.40 \| Calmar 0.2 Vol 12% \| MDD -12.6% Months 31M (13%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 87.7% \| Win 67% Sharpe 1.58 \| Sortino 0.00 \| Calmar 14.0 Vol 45% \| MDD -6.2% Months 3M (1%)	CAGR 5.2% \| Win 59% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.1 Vol 25% \| MDD -54.2% Months 70M (30%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.5% \| Win 60% Sharpe 0.74 \| Sortino 1.11 \| Calmar 0.6 Vol 14% \| MDD -15.3% Months 150M (64%)	CAGR 0.8% \| Win 42% Sharpe 0.12 \| Sortino 0.21 \| Calmar 0.1 Vol 16% \| MDD -16.4% Months 12M (5%)	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)
SLmean neg	CAGR 10.5% \| Win 60% Sharpe 0.57 \| Sortino 0.93 \| Calmar 0.4 Vol 22% \| MDD -27.4% Months 52M (22%)	CAGR 1.2% \| Win 57% Sharpe 0.20 \| Sortino 0.37 \| Calmar 0.0 Vol 35% \| MDD -47.0% Months 21M (9%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.4% \| Win 59% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -39.5% Months 176M (75%)	CAGR 3.4% \| Win 52% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.1 Vol 26% \| MDD -54.5% Months 40M (17%)	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)
RSmean neg	CAGR 37.9% \| Win 71% Sharpe 1.65 \| Sortino 2.68 \| Calmar 6.2 Vol 21% \| MDD -6.1% Months 7M (3%)	CAGR 13.2% \| Win 67% Sharpe 1.47 \| Sortino 3.69 \| Calmar 2.1 Vol 9% \| MDD -6.4% Months 12M (5%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)
MACD only	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.3% \| Win 58% Sharpe 0.42 \| Sortino 0.58 \| Calmar 0.2 Vol 15% \| MDD -31.6% Months 177M (75%)	CAGR 17.4% \| Win 59% Sharpe 0.68 \| Sortino 1.20 \| Calmar 0.4 Vol 30% \| MDD -47.0% Months 39M (17%)	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)
RSmean neg	CAGR 19.1% \| Win 67% Sharpe 1.30 \| Sortino 2.81 \| Calmar 3.0 Vol 14% \| MDD -6.4% Months 18M (8%)	CAGR 79.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)
RSI only	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 61% Sharpe 0.59 \| Sortino 0.88 \| Calmar 0.3 Vol 15% \| MDD -24.2% Months 129M (55%)	CAGR 6.7% \| Win 53% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 24% \| MDD -54.5% Months 87M (37%)	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)
RSmean neg	CAGR 106.4% \| Win 100% Sharpe 2.55 \| Sortino 0.00 \| Calmar 0.0 Vol 30% \| MDD 0.0% Months 2M (1%)	CAGR 14.4% \| Win 65% Sharpe 1.23 \| Sortino 2.14 \| Calmar 2.2 Vol 12% \| MDD -6.6% Months 17M (7%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.9% \| Win 61% Sharpe 0.81 \| Sortino 1.29 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 132M (56%)	CAGR 0.7% \| Win 54% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 23% \| MDD -54.5% Months 84M (36%)	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)
RSmean neg	CAGR 6.3% \| Win 100% Sharpe 4.80 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 23.7% \| Win 65% Sharpe 1.50 \| Sortino 3.40 \| Calmar 3.7 Vol 15% \| MDD -6.4% Months 17M (7%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 8.6% \| Win 59% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 183M (78%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)
RSmean neg	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)	-	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.3% \| Win 59% Sharpe 0.48 \| Sortino 0.64 \| Calmar 0.2 Vol 15% \| MDD -30.3% Months 171M (73%)	CAGR 64.2% \| Win 67% Sharpe 1.91 \| Sortino 4.29 \| Calmar 4.7 Vol 28% \| MDD -13.7% Months 12M (5%)	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)
MACD neg	CAGR 8.4% \| Win 54% Sharpe 0.68 \| Sortino 1.64 \| Calmar 0.6 Vol 13% \| MDD -13.5% Months 24M (10%)	CAGR 3.2% \| Win 57% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.1 Vol 30% \| MDD -49.9% Months 28M (12%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)
RSI only	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.4% \| Win 61% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 15% \| MDD -24.2% Months 122M (52%)	CAGR 13.4% \| Win 57% Sharpe 0.75 \| Sortino 1.04 \| Calmar 0.6 Vol 20% \| MDD -21.5% Months 61M (26%)	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)
MACD neg	CAGR 32.4% \| Win 78% Sharpe 2.38 \| Sortino 50.76 \| Calmar 10.7 Vol 12% \| MDD -3.0% Months 9M (4%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 25% \| MDD -55.4% Months 43M (18%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.8% \| Win 61% Sharpe 0.62 \| Sortino 0.86 \| Calmar 0.4 Vol 14% \| MDD -18.0% Months 115M (49%)	CAGR 12.0% \| Win 57% Sharpe 0.65 \| Sortino 1.01 \| Calmar 0.4 Vol 21% \| MDD -30.2% Months 68M (29%)	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)
MACD neg	CAGR 39.3% \| Win 63% Sharpe 1.66 \| Sortino 4.14 \| Calmar 3.6 Vol 22% \| MDD -11.0% Months 19M (8%)	CAGR -10.0% \| Win 52% Sharpe -0.32 \| Sortino -0.44 \| Calmar -0.2 Vol 24% \| MDD -55.4% Months 33M (14%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.6% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 16% \| MDD -37.1% Months 177M (75%)	CAGR 3.7% \| Win 50% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.3 Vol 26% \| MDD -13.7% Months 6M (3%)	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)
MACD neg	CAGR 11.3% \| Win 60% Sharpe 0.84 \| Sortino 2.19 \| Calmar 0.6 Vol 14% \| MDD -20.4% Months 25M (11%)	CAGR 0.5% \| Win 52% Sharpe 0.16 \| Sortino 0.25 \| Calmar 0.0 Vol 30% \| MDD -47.0% Months 27M (12%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.5% \| Win 60% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.3 Vol 15% \| MDD -24.2% Months 126M (54%)	CAGR 6.7% \| Win 55% Sharpe 0.49 \| Sortino 0.64 \| Calmar 0.4 Vol 16% \| MDD -16.7% Months 69M (29%)	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)
RSI neg	CAGR 94.9% \| Win 100% Sharpe 5.89 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 5M (2%)	CAGR 10.5% \| Win 54% Sharpe 0.47 \| Sortino 0.86 \| Calmar 0.2 Vol 31% \| MDD -49.9% Months 35M (15%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.7% \| Win 60% Sharpe 0.68 \| Sortino 0.99 \| Calmar 0.5 Vol 14% \| MDD -18.0% Months 125M (53%)	CAGR 2.7% \| Win 56% Sharpe 0.24 \| Sortino 0.33 \| Calmar 0.1 Vol 17% \| MDD -29.6% Months 70M (30%)	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)
RSI neg	CAGR 64.4% \| Win 78% Sharpe 2.06 \| Sortino 3.08 \| Calmar 8.7 Vol 26% \| MDD -7.4% Months 9M (4%)	CAGR 7.9% \| Win 55% Sharpe 0.40 \| Sortino 0.71 \| Calmar 0.2 Vol 31% \| MDD -49.9% Months 31M (13%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.7% \| Win 59% Sharpe 0.51 \| Sortino 0.71 \| Calmar 0.3 Vol 15% \| MDD -26.3% Months 189M (80%)	CAGR 0.5% \| Win 33% Sharpe 0.09 \| Sortino 0.18 \| Calmar 0.1 Vol 11% \| MDD -5.6% Months 6M (3%)	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)
RSI neg	CAGR 65.1% \| Win 69% Sharpe 2.26 \| Sortino 5.25 \| Calmar 6.8 Vol 24% \| MDD -9.6% Months 13M (6%)	CAGR 1.2% \| Win 56% Sharpe 0.19 \| Sortino 0.33 \| Calmar 0.0 Vol 32% \| MDD -47.0% Months 27M (12%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 8.7% \| Win 62% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 107M (46%)	CAGR 9.9% \| Win 62% Sharpe 0.57 \| Sortino 1.15 \| Calmar 0.6 Vol 20% \| MDD -16.1% Months 24M (10%)	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)
MACDhist neg	CAGR 24.9% \| Win 59% Sharpe 1.23 \| Sortino 2.58 \| Calmar 2.3 Vol 20% \| MDD -11.0% Months 27M (12%)	CAGR 2.6% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 23% \| MDD -55.4% Months 77M (33%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)
RSIhist only	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.5% \| Win 61% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 129M (55%)	CAGR 43.3% \| Win 100% Sharpe 4.59 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 2M (1%)	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)
MACDhist neg	CAGR 12.1% \| Win 57% Sharpe 0.73 \| Sortino 1.06 \| Calmar 0.7 Vol 18% \| MDD -18.4% Months 73M (31%)	CAGR -1.2% \| Win 48% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 30% \| MDD -47.0% Months 31M (13%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.1% \| Win 62% Sharpe 0.76 \| Sortino 1.11 \| Calmar 0.6 Vol 14% \| MDD -18.0% Months 121M (52%)	CAGR 28.9% \| Win 54% Sharpe 1.19 \| Sortino 2.81 \| Calmar 2.6 Vol 24% \| MDD -11.3% Months 13M (6%)	CAGR 11.8% \| Win 61% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -21.7% Months 134M (57%)
RSIhist neg	CAGR 9.3% \| Win 57% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 19% \| MDD -27.4% Months 81M (34%)	CAGR -13.8% \| Win 50% Sharpe -0.31 \| Sortino -0.54 \| Calmar -0.3 Vol 32% \| MDD -47.0% Months 20M (8%)	CAGR 4.3% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 101M (43%)
LWTI only	CAGR 9.8% \| Win 60% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.3 Vol 16% \| MDD -30.6% Months 202M (86%)	CAGR 1.0% \| Win 52% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 29% \| MDD -47.0% Months 33M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.0% \| Win 60% Sharpe 0.77 \| Sortino 1.16 \| Calmar 0.7 Vol 14% \| MDD -15.2% Months 155M (66%)	CAGR 10.6% \| Win 60% Sharpe 0.52 \| Sortino 3.06 \| Calmar 1.3 Vol 25% \| MDD -8.1% Months 10M (4%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR -14.4% \| Win 29% Sharpe -0.85 \| Sortino -1.51 \| Calmar -1.3 Vol 17% \| MDD -11.5% Months 7M (3%)	CAGR 7.3% \| Win 59% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 63M (27%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
SLmean only	CAGR 8.9% \| Win 59% Sharpe 0.69 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.9% Months 162M (69%)	CAGR 7.7% \| Win 59% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 73M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.5% \| Win 60% Sharpe 0.72 \| Sortino 1.09 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 159M (68%)	CAGR 25.2% \| Win 67% Sharpe 1.15 \| Sortino 1.91 \| Calmar 4.1 Vol 21% \| MDD -6.1% Months 6M (3%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 1.7% \| Win 53% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.0 Vol 28% \| MDD -49.9% Months 57M (24%)	CAGR 20.2% \| Win 69% Sharpe 1.80 \| Sortino 5.47 \| Calmar 3.2 Vol 11% \| MDD -6.4% Months 13M (6%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
RSmean only	CAGR 7.4% \| Win 58% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.1 Vol 19% \| MDD -54.5% Months 216M (92%)	CAGR 21.7% \| Win 68% Sharpe 1.47 \| Sortino 3.14 \| Calmar 3.4 Vol 14% \| MDD -6.4% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 60% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 147M (63%)	CAGR 26.5% \| Win 61% Sharpe 1.55 \| Sortino 3.61 \| Calmar 4.6 Vol 16% \| MDD -5.7% Months 18M (8%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 14.2% \| Win 58% Sharpe 0.66 \| Sortino 1.03 \| Calmar 0.5 Vol 25% \| MDD -26.3% Months 36M (15%)	CAGR -4.1% \| Win 53% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 26% \| MDD -54.2% Months 34M (14%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
MACD only	CAGR 9.4% \| Win 60% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.2 Vol 17% \| MDD -39.5% Months 183M (78%)	CAGR 5.6% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 24% \| MDD -55.4% Months 52M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 59% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 159M (68%)	CAGR 57.7% \| Win 83% Sharpe 3.46 \| Sortino 0.00 \| Calmar 205.9 Vol 14% \| MDD -0.3% Months 6M (3%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR -2.1% \| Win 56% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.1 Vol 18% \| MDD -29.3% Months 36M (15%)	CAGR 12.8% \| Win 56% Sharpe 0.54 \| Sortino 1.03 \| Calmar 0.3 Vol 32% \| MDD -49.9% Months 34M (14%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
RSI only	CAGR 6.5% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 15% \| MDD -27.3% Months 195M (83%)	CAGR 18.6% \| Win 60% Sharpe 0.72 \| Sortino 1.26 \| Calmar 0.4 Vol 30% \| MDD -49.9% Months 40M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.5 Vol 14% \| MDD -18.0% Months 125M (53%)	CAGR 14.3% \| Win 55% Sharpe 1.01 \| Sortino 1.87 \| Calmar 1.3 Vol 14% \| MDD -10.9% Months 40M (17%)	CAGR 10.1% \| Win 60% Sharpe 0.74 \| Sortino 1.15 \| Calmar 0.6 Vol 14% \| MDD -17.9% Months 165M (70%)
MRmean neg	CAGR 12.7% \| Win 67% Sharpe 0.58 \| Sortino 3.36 \| Calmar 1.1 Vol 25% \| MDD -11.3% Months 6M (3%)	CAGR 4.2% \| Win 55% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 64M (27%)	CAGR 4.9% \| Win 56% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 26% \| MDD -54.2% Months 70M (30%)
MACDhist only	CAGR 8.9% \| Win 62% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.4 Vol 15% \| MDD -24.2% Months 131M (56%)	CAGR 8.0% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 22% \| MDD -55.4% Months 104M (44%)