SHV - iShares 0-1 Year Treasury Bond ETF

Signal Pair Analysis

MRmean-MACD

Best Pair

5.4%

Best CAGR

Total Months

1.6%

Avg CAGR

SHV 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 SHV

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	MRmean	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	MRmean	MACD	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	MACD	SLmean	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	SLmean	MACD	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	MACD	RSmean	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	RSmean	MACD	neg-neg	12	5.2	5.4	100.0	10.6	0.0	0.0	0.5	0.0
pair	RSI	RSmean	neg-neg	1	0.4	4.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.4	4.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSI	neg-neg	1	0.4	4.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACD	neg-neg	1	0.4	4.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	neg-neg	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	MACD	MACDhist	neg-neg	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	MACD	LWTI	neg-pos	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	MACD	RSIhist	neg-neg	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
single	MACD	MACD	neg-neg	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	RSIhist	MACD	neg-neg	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	LWTI	MACD	neg-pos	25	10.9	3.6	92.0	5.0	210.8	31.0	0.7	-0.1
pair	RSI	MACD	neg-pos	24	10.5	3.5	91.7	4.9	207.6	30.5	0.7	-0.1
pair	MACD	RSI	neg-pos	24	10.5	3.5	91.7	4.9	207.6	30.5	0.7	-0.1
pair	SLmean	RSIhist	pos-pos	75	32.8	3.3	98.7	6.7	0.0	125.9	0.5	-0.0
pair	RSIhist	SLmean	pos-pos	75	32.8	3.3	98.7	6.7	0.0	125.9	0.5	-0.0
pair	MACDhist	SLmean	pos-pos	76	33.2	3.2	96.1	6.0	57.4	119.8	0.5	-0.0
pair	SLmean	MACDhist	pos-pos	76	33.2	3.2	96.1	6.0	57.4	119.8	0.5	-0.0
pair	MACD	SLmean	pos-pos	82	35.8	3.1	93.9	5.7	41.1	61.8	0.5	-0.0
pair	SLmean	MACD	pos-pos	82	35.8	3.1	93.9	5.7	41.1	61.8	0.5	-0.0
pair	RSI	SLmean	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	SLmean	LWTI	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	SLmean	RSI	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	SLmean	RSI	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	RSI	SLmean	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	SLmean	RSmean	pos-pos	94	41.0	2.9	93.6	5.4	34.9	25.5	0.5	-0.1
pair	RSmean	SLmean	pos-pos	94	41.0	2.9	93.6	5.4	34.9	25.5	0.5	-0.1
pair	MRmean	RSI	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	LWTI	SLmean	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	RSI	LWTI	neg-pos	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	LWTI	RSI	neg-pos	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
single	SLmean	SLmean	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	RSIhist	RSI	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
single	RSI	RSI	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	RSI	MACDhist	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	RSI	RSIhist	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	MACDhist	RSI	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	SLmean	MRmean	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	MRmean	SLmean	pos-pos	95	41.5	2.9	92.6	5.3	32.4	25.2	0.5	-0.1
pair	RSI	MRmean	neg-neg	2	0.9	2.9	100.0	3.5	0.0	0.0	0.8	0.0
pair	RSIhist	MRmean	pos-pos	92	40.2	2.8	94.6	5.1	27.3	41.8	0.5	-0.1
pair	MACDhist	RSIhist	pos-pos	87	38.0	2.8	94.3	5.1	27.6	42.2	0.5	-0.1
pair	RSIhist	MACDhist	pos-pos	87	38.0	2.8	94.3	5.1	27.6	42.2	0.5	-0.1
pair	MRmean	RSIhist	pos-pos	92	40.2	2.8	94.6	5.1	27.3	41.8	0.5	-0.1
pair	MACDhist	RSI	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	MACDhist	RSmean	pos-pos	91	39.7	2.7	92.3	4.8	28.7	40.5	0.6	-0.1
pair	RSmean	MACDhist	pos-pos	91	39.7	2.7	92.3	4.8	28.7	40.5	0.6	-0.1
pair	MACDhist	MACD	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	MACD	MACDhist	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	LWTI	MACDhist	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	RSI	MACDhist	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	MACDhist	LWTI	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
single	MACDhist	MACDhist	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	MRmean	MACDhist	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	MACDhist	MRmean	pos-pos	93	40.6	2.7	91.4	4.7	30.2	39.8	0.6	-0.1
pair	RSIhist	RSmean	pos-pos	97	42.4	2.6	88.7	4.6	37.2	39.3	0.6	-0.1
pair	RSmean	RSIhist	pos-pos	97	42.4	2.6	88.7	4.6	37.2	39.3	0.6	-0.1
pair	MACD	RSIhist	pos-pos	102	44.5	2.5	86.3	4.3	36.8	37.5	0.6	-0.1
pair	RSIhist	MACD	pos-pos	102	44.5	2.5	86.3	4.3	36.8	37.5	0.6	-0.1
pair	RSI	RSIhist	pos-pos	102	44.5	2.5	86.3	4.3	36.8	37.5	0.6	-0.1
single	RSIhist	RSIhist	pos-pos	102	44.5	2.5	86.3	4.3	36.8	37.5	0.6	-0.1
pair	RSIhist	LWTI	pos-pos	100	43.7	2.5	86.0	4.4	37.2	37.9	0.6	-0.1
pair	LWTI	RSIhist	pos-pos	100	43.7	2.5	86.0	4.4	37.2	37.9	0.6	-0.1
pair	RSIhist	RSI	pos-pos	102	44.5	2.5	86.3	4.3	36.8	37.5	0.6	-0.1
pair	RSmean	RSIhist	neg-neg	28	12.2	2.3	67.9	2.7	83.8	23.6	0.8	-0.1
pair	MRmean	RSmean	neg-neg	28	12.2	2.3	71.4	2.7	88.6	36.4	0.8	-0.1
pair	RSIhist	RSmean	neg-neg	28	12.2	2.3	67.9	2.7	83.8	23.6	0.8	-0.1
pair	RSmean	MRmean	neg-neg	28	12.2	2.3	71.4	2.7	88.6	36.4	0.8	-0.1
pair	RSmean	MRmean	pos-pos	136	59.4	2.1	83.8	3.7	26.2	18.3	0.6	-0.1
pair	LWTI	RSmean	neg-pos	31	13.5	2.1	67.7	2.6	101.0	40.9	0.8	-0.1
pair	MRmean	RSmean	pos-pos	136	59.4	2.1	83.8	3.7	26.2	18.3	0.6	-0.1
pair	MACDhist	RSmean	neg-neg	31	13.5	2.1	64.5	2.5	86.5	22.3	0.8	-0.1
pair	RSmean	MACDhist	neg-neg	31	13.5	2.1	64.5	2.5	86.5	22.3	0.8	-0.1
pair	RSmean	LWTI	neg-pos	31	13.5	2.1	67.7	2.6	101.0	40.9	0.8	-0.1
pair	MRmean	LWTI	pos-pos	139	60.7	2.0	81.3	3.5	26.9	17.8	0.6	-0.1
pair	MRmean	RSI	pos-pos	141	61.6	2.0	81.6	3.5	26.8	17.6	0.6	-0.1
pair	RSI	MRmean	pos-pos	141	61.6	2.0	81.6	3.5	26.8	17.6	0.6	-0.1
pair	MRmean	MACD	pos-pos	128	55.9	2.0	81.2	3.5	30.9	29.4	0.6	-0.1
pair	MACD	MRmean	pos-pos	128	55.9	2.0	81.2	3.5	30.9	29.4	0.6	-0.1
pair	RSmean	SLmean	neg-neg	32	14.0	2.0	65.6	2.5	84.8	21.9	0.8	-0.1
single	MRmean	MRmean	pos-pos	141	61.6	2.0	81.6	3.5	26.8	17.6	0.6	-0.1
single	RSmean	RSmean	neg-neg	33	14.4	2.0	63.6	2.4	74.2	20.3	0.8	-0.1
pair	LWTI	MRmean	pos-pos	139	60.7	2.0	81.3	3.5	26.9	17.8	0.6	-0.1
pair	SLmean	RSmean	neg-neg	32	14.0	2.0	65.6	2.5	84.8	21.9	0.8	-0.1
pair	RSmean	RSI	neg-pos	32	14.0	1.9	62.5	2.3	70.9	19.3	0.8	-0.1
pair	RSI	RSmean	neg-pos	32	14.0	1.9	62.5	2.3	70.9	19.3	0.8	-0.1
pair	MACDhist	SLmean	pos-neg	19	8.3	1.8	78.9	3.5	19.5	15.7	0.5	-0.1
pair	SLmean	MACDhist	pos-neg	19	8.3	1.8	78.9	3.5	19.5	15.7	0.5	-0.1
pair	MRmean	MACD	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	MACD	SLmean	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	SLmean	MACD	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	MACD	MRmean	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	MACD	RSmean	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	RSmean	MACD	pos-neg	13	5.7	1.8	84.6	3.9	110.4	16.1	0.5	-0.1
pair	LWTI	RSI	pos-pos	211	92.1	1.6	71.6	2.7	29.7	14.2	0.6	-0.1
pair	RSI	LWTI	pos-pos	211	92.1	1.6	71.6	2.7	29.7	14.2	0.6	-0.1
single	LWTI	LWTI	pos-pos	213	93.0	1.6	71.8	2.7	29.9	14.3	0.6	-0.1
pair	RSmean	LWTI	pos-pos	182	79.5	1.6	72.5	2.8	26.9	13.6	0.6	-0.1
pair	LWTI	RSmean	pos-pos	182	79.5	1.6	72.5	2.8	26.9	13.6	0.6	-0.1
pair		benchmark___benchmark_	benchmark-benchmark	229	100.0	1.5	69.4	2.6	22.8	5.2	0.6	-0.3
pair	benchmark___benchmark_		benchmark-benchmark	229	100.0	1.5	69.4	2.6	22.8	5.2	0.6	-0.3
single	RSI	RSI	pos-pos	227	99.1	1.5	69.2	2.6	22.6	5.1	0.6	-0.3
single	RSmean	RSmean	pos-pos	196	85.6	1.5	70.4	2.6	20.4	6.7	0.5	-0.2
pair	RSI	RSmean	pos-pos	195	85.2	1.5	70.3	2.6	20.5	6.7	0.6	-0.2
pair	RSmean	RSI	pos-pos	195	85.2	1.5	70.3	2.6	20.5	6.7	0.6	-0.2
pair	RSmean	MACD	pos-pos	183	79.9	1.4	69.4	2.6	21.1	6.6	0.6	-0.2
pair	MACD	RSmean	pos-pos	183	79.9	1.4	69.4	2.6	21.1	6.6	0.6	-0.2
pair	MACD	LWTI	pos-pos	188	82.1	1.4	69.1	2.5	29.9	20.8	0.5	-0.1
pair	LWTI	MACD	pos-pos	188	82.1	1.4	69.1	2.5	29.9	20.8	0.5	-0.1
pair	RSI	MACD	pos-pos	203	88.6	1.3	66.5	2.4	20.4	4.4	0.5	-0.3
pair	SLmean	RSIhist	pos-neg	20	8.7	1.3	70.0	2.8	13.0	11.1	0.4	-0.1
single	MACD	MACD	pos-pos	204	89.1	1.3	66.7	2.4	20.3	4.3	0.5	-0.3
pair	MACD	RSI	pos-pos	203	88.6	1.3	66.5	2.4	20.4	4.4	0.5	-0.3
pair	RSIhist	SLmean	pos-neg	20	8.7	1.3	70.0	2.8	13.0	11.1	0.4	-0.1
pair	LWTI	RSIhist	pos-neg	2	0.9	1.1	100.0	3.5	0.0	0.0	0.3	0.0
pair	RSIhist	LWTI	pos-neg	2	0.9	1.1	100.0	3.5	0.0	0.0	0.3	0.0
pair	MRmean	LWTI	pos-neg	2	0.9	1.1	100.0	3.5	0.0	0.0	0.3	0.0
pair	LWTI	MRmean	pos-neg	2	0.9	1.1	100.0	3.5	0.0	0.0	0.3	0.0
pair	RSmean	RSI	pos-neg	1	0.4	0.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSI	pos-neg	1	0.4	0.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACD	pos-neg	1	0.4	0.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSIhist	neg-pos	113	49.3	0.9	59.3	1.6	16.7	7.5	0.5	-0.1
pair	LWTI	MACDhist	neg-pos	120	52.4	0.9	56.7	1.6	17.3	7.5	0.5	-0.1
pair	RSIhist	MRmean	neg-neg	78	34.1	0.9	55.1	1.5	13.1	3.2	0.6	-0.3
pair	MRmean	RSIhist	neg-neg	78	34.1	0.9	55.1	1.5	13.1	3.2	0.6	-0.3
pair	MRmean	LWTI	neg-pos	74	32.3	0.9	54.1	1.5	44.0	17.6	0.6	-0.1
pair	LWTI	MRmean	neg-pos	74	32.3	0.9	54.1	1.5	44.0	17.6	0.6	-0.1
pair	RSI	RSmean	pos-neg	1	0.4	0.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	LWTI	neg-pos	113	49.3	0.9	59.3	1.6	16.7	7.5	0.5	-0.1
pair	MACDhist	LWTI	neg-pos	120	52.4	0.9	56.7	1.6	17.3	7.5	0.5	-0.1
pair	SLmean	MRmean	neg-neg	88	38.4	0.8	50.0	1.3	12.2	2.8	0.6	-0.3
pair	MRmean	SLmean	neg-neg	88	38.4	0.8	50.0	1.3	12.2	2.8	0.6	-0.3
pair	MACDhist	MRmean	neg-neg	88	38.4	0.8	50.0	1.3	12.2	2.8	0.6	-0.3
pair	MACDhist	MRmean	pos-neg	48	21.0	0.8	62.5	2.0	10.9	7.0	0.4	-0.1
pair	MRmean	MACDhist	pos-neg	48	21.0	0.8	62.5	2.0	10.9	7.0	0.4	-0.1
pair	MRmean	MACDhist	neg-neg	88	38.4	0.8	50.0	1.3	12.2	2.8	0.6	-0.3
single	MACDhist	MACDhist	neg-neg	136	59.4	0.8	54.4	1.5	11.8	2.6	0.5	-0.3
single	RSIhist	RSIhist	neg-neg	127	55.5	0.8	55.9	1.5	11.2	2.6	0.5	-0.3
pair	RSIhist	MACDhist	neg-neg	121	52.8	0.8	56.2	1.5	11.5	2.7	0.5	-0.3
pair	MACDhist	RSIhist	neg-neg	121	52.8	0.8	56.2	1.5	11.5	2.7	0.5	-0.3
single	MRmean	MRmean	neg-neg	88	38.4	0.8	50.0	1.3	12.2	2.8	0.6	-0.3
pair	MACDhist	RSI	pos-neg	134	58.5	0.7	53.7	1.5	11.4	2.5	0.5	-0.3
pair	RSI	MACDhist	pos-neg	134	58.5	0.7	53.7	1.5	11.4	2.5	0.5	-0.3
pair	RSI	RSIhist	pos-neg	125	54.6	0.7	55.2	1.4	10.7	2.5	0.5	-0.3
pair	RSIhist	RSI	pos-neg	125	54.6	0.7	55.2	1.4	10.7	2.5	0.5	-0.3
pair	MRmean	RSI	neg-pos	86	37.6	0.7	48.8	1.3	11.4	2.2	0.6	-0.3
pair	RSI	MRmean	neg-pos	86	37.6	0.7	48.8	1.3	11.4	2.2	0.6	-0.3
pair	SLmean	RSIhist	neg-neg	107	46.7	0.7	53.3	1.3	10.7	2.3	0.5	-0.3
pair	RSIhist	SLmean	neg-neg	107	46.7	0.7	53.3	1.3	10.7	2.3	0.5	-0.3
pair	LWTI	SLmean	neg-pos	118	51.5	0.7	55.1	1.3	14.9	9.8	0.5	-0.1
pair	SLmean	LWTI	neg-pos	118	51.5	0.7	55.1	1.3	14.9	9.8	0.5	-0.1
pair	MACDhist	RSIhist	neg-pos	15	6.6	0.7	40.0	1.5	21.5	12.6	0.5	-0.1
pair	RSIhist	MACDhist	neg-pos	15	6.6	0.7	40.0	1.5	21.5	12.6	0.5	-0.1
single	SLmean	SLmean	neg-neg	134	58.5	0.6	53.0	1.2	9.3	2.0	0.5	-0.3
pair	SLmean	RSI	neg-pos	132	57.6	0.6	52.3	1.2	8.8	1.9	0.5	-0.3
pair	RSIhist	MRmean	pos-neg	49	21.4	0.6	57.1	1.7	8.3	5.1	0.3	-0.1
pair	MRmean	RSIhist	pos-neg	49	21.4	0.6	57.1	1.7	8.3	5.1	0.3	-0.1
pair	RSI	SLmean	neg-pos	132	57.6	0.6	52.3	1.2	8.8	1.9	0.5	-0.3
pair	SLmean	MACDhist	neg-neg	117	51.1	0.6	50.4	1.2	10.2	2.1	0.5	-0.3
pair	MACDhist	SLmean	neg-neg	117	51.1	0.6	50.4	1.2	10.2	2.1	0.5	-0.3
pair	SLmean	MACDhist	neg-pos	17	7.4	0.5	70.6	2.9	4.2	6.8	0.2	-0.1
pair	MACDhist	SLmean	neg-pos	17	7.4	0.5	70.6	2.9	4.2	6.8	0.2	-0.1
pair	RSmean	MACDhist	neg-pos	2	0.9	0.4	50.0	2.1	0.0	87.8	0.2	-0.0
pair	MACDhist	RSmean	pos-neg	105	45.9	0.4	51.4	1.3	5.6	1.8	0.3	-0.2
pair	RSmean	MACDhist	pos-neg	105	45.9	0.4	51.4	1.3	5.6	1.8	0.3	-0.2
pair	MACDhist	RSmean	neg-pos	2	0.9	0.4	50.0	2.1	0.0	87.8	0.2	-0.0
pair	SLmean	MRmean	pos-neg	46	20.1	0.3	58.7	1.8	4.0	3.8	0.1	-0.1
pair	SLmean	RSIhist	neg-pos	27	11.8	0.3	51.9	1.8	4.0	4.3	0.2	-0.1
pair	RSIhist	SLmean	neg-pos	27	11.8	0.3	51.9	1.8	4.0	4.3	0.2	-0.1
pair	MRmean	SLmean	pos-neg	46	20.1	0.3	58.7	1.8	4.0	3.8	0.1	-0.1
pair	RSIhist	MACDhist	pos-neg	6	2.6	0.3	50.0	2.3	110.9	30.2	0.1	-0.0
pair	MACDhist	RSIhist	pos-neg	6	2.6	0.3	50.0	2.3	110.9	30.2	0.1	-0.0
pair	RSIhist	RSmean	pos-neg	99	43.2	0.3	52.5	1.3	4.6	1.5	0.3	-0.2
pair	RSmean	RSIhist	pos-neg	99	43.2	0.3	52.5	1.3	4.6	1.5	0.3	-0.2
pair	RSIhist	RSmean	neg-pos	5	2.2	0.2	40.0	1.5	0.0	17.7	0.1	-0.0
pair	RSmean	RSIhist	neg-pos	5	2.2	0.2	40.0	1.5	0.0	17.7	0.1	-0.0
pair	MACD	MACDhist	pos-neg	111	48.5	0.2	45.9	0.8	2.6	0.5	0.2	-0.3
pair	RSmean	LWTI	pos-neg	14	6.1	0.2	42.9	0.7	2.1	0.8	0.3	-0.2
pair	LWTI	RSmean	pos-neg	14	6.1	0.2	42.9	0.7	2.1	0.8	0.3	-0.2
pair	MACDhist	MACD	pos-neg	111	48.5	0.2	45.9	0.8	2.6	0.5	0.2	-0.3
pair	SLmean	MACD	neg-pos	122	53.3	0.1	48.4	1.0	1.9	0.4	0.1	-0.3
pair	RSI	LWTI	pos-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	LWTI	RSI	pos-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	MACD	LWTI	pos-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	LWTI	MACDhist	neg-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	LWTI	SLmean	neg-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	SLmean	LWTI	neg-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	RSIhist	MACD	pos-neg	102	44.5	0.1	47.1	0.8	1.4	0.3	0.1	-0.3
pair	LWTI	MACD	pos-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	MACDhist	LWTI	neg-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
single	LWTI	LWTI	neg-neg	16	7.0	0.1	37.5	0.5	1.4	0.4	0.2	-0.3
pair	MRmean	RSmean	pos-neg	5	2.2	0.1	20.0	0.7	2.8	2.3	0.1	-0.0
pair	RSmean	MRmean	pos-neg	5	2.2	0.1	20.0	0.7	2.8	2.3	0.1	-0.0
pair	SLmean	RSmean	neg-pos	102	44.5	0.1	49.0	1.1	2.0	0.6	0.1	-0.2
pair	RSmean	SLmean	neg-pos	102	44.5	0.1	49.0	1.1	2.0	0.6	0.1	-0.2
pair	MACD	SLmean	neg-pos	122	53.3	0.1	48.4	1.0	1.9	0.4	0.1	-0.3
pair	MACD	RSIhist	pos-neg	102	44.5	0.1	47.1	0.8	1.4	0.3	0.1	-0.3
pair	MRmean	RSmean	neg-pos	60	26.2	0.0	40.0	0.4	0.7	0.2	0.1	-0.2
pair	RSmean	MRmean	neg-pos	60	26.2	0.0	40.0	0.4	0.7	0.2	0.1	-0.2
pair	RSmean	MACD	neg-pos	21	9.2	0.0	42.9	0.5	1.3	0.4	0.1	-0.1
pair	MACD	RSmean	neg-pos	21	9.2	0.0	42.9	0.5	1.3	0.4	0.1	-0.1
pair	MRmean	LWTI	neg-neg	14	6.1	-0.0	28.6	-0.2	-0.4	-0.1	0.2	-0.3
pair	LWTI	MRmean	neg-neg	14	6.1	-0.0	28.6	-0.2	-0.4	-0.1	0.2	-0.3
pair	MACD	MRmean	neg-pos	76	33.2	0.0	42.1	0.4	0.6	0.1	0.1	-0.3
pair	MRmean	MACD	neg-pos	76	33.2	0.0	42.1	0.4	0.6	0.1	0.1	-0.3
pair	LWTI	RSIhist	neg-neg	14	6.1	-0.0	28.6	-0.2	-0.4	-0.1	0.2	-0.3
pair	RSIhist	LWTI	neg-neg	14	6.1	-0.0	28.6	-0.2	-0.4	-0.1	0.2	-0.3
pair	RSmean	SLmean	pos-neg	1	0.4	-0.1	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.4	-0.1	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	10	4.4	-0.1	10.0	-2.3	-3.1	-1.8	0.0	-0.1
pair	MRmean	RSIhist	neg-pos	10	4.4	-0.1	10.0	-2.3	-3.1	-1.8	0.0	-0.1
pair	LWTI	RSmean	neg-neg	2	0.9	-0.3	0.0	-11.7	-11.7	-9.9	0.0	-0.0
pair	RSmean	LWTI	neg-neg	2	0.9	-0.3	0.0	-11.7	-11.7	-9.9	0.0	-0.0

All Contingency Tables for SHV

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	CAGR 0.3% \| Win 59% Sharpe 1.84 \| Sortino 3.98 \| Calmar 3.8 Vol 0% \| MDD -0.1% Months 46M (20%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	-	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
SLmean only	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 84% Sharpe 3.66 \| Sortino 26.23 \| Calmar 18.3 Vol 1% \| MDD -0.1% Months 136M (59%)	CAGR 0.1% \| Win 20% Sharpe 0.65 \| Sortino 2.76 \| Calmar 2.3 Vol 0% \| MDD -0.0% Months 5M (2%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.0% \| Win 40% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.2 Vol 0% \| MDD -0.2% Months 60M (26%)	CAGR 2.3% \| Win 71% Sharpe 2.74 \| Sortino 88.57 \| Calmar 36.4 Vol 1% \| MDD -0.1% Months 28M (12%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
RSmean only	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 81% Sharpe 3.50 \| Sortino 30.94 \| Calmar 29.4 Vol 1% \| MDD -0.1% Months 128M (56%)	CAGR 1.8% \| Win 85% Sharpe 3.90 \| Sortino 110.36 \| Calmar 16.1 Vol 0% \| MDD -0.1% Months 13M (6%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.0% \| Win 42% Sharpe 0.36 \| Sortino 0.62 \| Calmar 0.1 Vol 0% \| MDD -0.3% Months 76M (33%)	CAGR 5.4% \| Win 100% Sharpe 10.60 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 12M (5%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
MACD only	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)	-	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.7% \| Win 49% Sharpe 1.28 \| Sortino 11.43 \| Calmar 2.2 Vol 1% \| MDD -0.3% Months 86M (38%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
RSI only	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 62% Sharpe 1.98 \| Sortino 10.93 \| Calmar 7.0 Vol 0% \| MDD -0.1% Months 48M (21%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	-	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 95% Sharpe 5.07 \| Sortino 27.30 \| Calmar 41.8 Vol 0% \| MDD -0.1% Months 92M (40%)	CAGR 0.6% \| Win 57% Sharpe 1.74 \| Sortino 8.26 \| Calmar 5.1 Vol 0% \| MDD -0.1% Months 49M (21%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR -0.1% \| Win 10% Sharpe -2.27 \| Sortino -3.06 \| Calmar -1.8 Vol 0% \| MDD -0.1% Months 10M (4%)	CAGR 0.9% \| Win 55% Sharpe 1.47 \| Sortino 13.05 \| Calmar 3.2 Vol 1% \| MDD -0.3% Months 78M (34%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 81% Sharpe 3.54 \| Sortino 26.95 \| Calmar 17.8 Vol 1% \| MDD -0.1% Months 139M (61%)	CAGR 1.1% \| Win 100% Sharpe 3.55 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.9% \| Win 54% Sharpe 1.51 \| Sortino 43.99 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 74M (32%)	CAGR -0.0% \| Win 29% Sharpe -0.16 \| Sortino -0.42 \| Calmar -0.1 Vol 0% \| MDD -0.3% Months 14M (6%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 94% Sharpe 5.43 \| Sortino 34.93 \| Calmar 25.5 Vol 0% \| MDD -0.1% Months 94M (41%)	CAGR -0.1% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.1% \| Win 49% Sharpe 1.05 \| Sortino 2.05 \| Calmar 0.6 Vol 0% \| MDD -0.2% Months 102M (44%)	CAGR 2.0% \| Win 66% Sharpe 2.50 \| Sortino 84.83 \| Calmar 21.9 Vol 1% \| MDD -0.1% Months 32M (14%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
RSmean only	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 94% Sharpe 5.66 \| Sortino 41.09 \| Calmar 61.8 Vol 0% \| MDD -0.0% Months 82M (36%)	CAGR 1.8% \| Win 85% Sharpe 3.90 \| Sortino 110.36 \| Calmar 16.1 Vol 0% \| MDD -0.1% Months 13M (6%)	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.1% \| Win 48% Sharpe 0.98 \| Sortino 1.94 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 122M (53%)	CAGR 5.4% \| Win 100% Sharpe 10.60 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 12M (5%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
MACD only	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	-	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.6% \| Win 52% Sharpe 1.20 \| Sortino 8.76 \| Calmar 1.9 Vol 0% \| MDD -0.3% Months 132M (58%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
RSI only	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 96% Sharpe 6.03 \| Sortino 57.42 \| Calmar 119.8 Vol 0% \| MDD -0.0% Months 76M (33%)	CAGR 1.8% \| Win 79% Sharpe 3.53 \| Sortino 19.50 \| Calmar 15.7 Vol 0% \| MDD -0.1% Months 19M (8%)	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.5% \| Win 71% Sharpe 2.94 \| Sortino 4.21 \| Calmar 6.8 Vol 0% \| MDD -0.1% Months 17M (7%)	CAGR 0.6% \| Win 50% Sharpe 1.22 \| Sortino 10.18 \| Calmar 2.1 Vol 0% \| MDD -0.3% Months 117M (51%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 99% Sharpe 6.67 \| Sortino 0.00 \| Calmar 125.9 Vol 0% \| MDD -0.0% Months 75M (33%)	CAGR 1.3% \| Win 70% Sharpe 2.84 \| Sortino 13.01 \| Calmar 11.1 Vol 0% \| MDD -0.1% Months 20M (9%)	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.3% \| Win 52% Sharpe 1.75 \| Sortino 4.01 \| Calmar 4.3 Vol 0% \| MDD -0.1% Months 27M (12%)	CAGR 0.7% \| Win 53% Sharpe 1.28 \| Sortino 10.66 \| Calmar 2.3 Vol 0% \| MDD -0.3% Months 107M (47%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	-	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)
SLmean neg	CAGR 0.7% \| Win 55% Sharpe 1.33 \| Sortino 14.87 \| Calmar 9.7 Vol 0% \| MDD -0.1% Months 118M (52%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 69% Sharpe 2.58 \| Sortino 21.15 \| Calmar 6.6 Vol 1% \| MDD -0.2% Months 183M (80%)	CAGR 1.8% \| Win 85% Sharpe 3.90 \| Sortino 110.36 \| Calmar 16.1 Vol 0% \| MDD -0.1% Months 13M (6%)	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)
RSmean neg	CAGR 0.0% \| Win 43% Sharpe 0.50 \| Sortino 1.34 \| Calmar 0.4 Vol 0% \| MDD -0.1% Months 21M (9%)	CAGR 5.4% \| Win 100% Sharpe 10.60 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 12M (5%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)
MACD only	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.47 \| Calmar 6.7 Vol 1% \| MDD -0.2% Months 195M (85%)	CAGR 0.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)
RSmean neg	CAGR 1.9% \| Win 62% Sharpe 2.33 \| Sortino 70.88 \| Calmar 19.3 Vol 1% \| MDD -0.1% Months 32M (14%)	CAGR 4.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)
RSI only	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 92% Sharpe 4.83 \| Sortino 28.74 \| Calmar 40.5 Vol 1% \| MDD -0.1% Months 91M (40%)	CAGR 0.4% \| Win 51% Sharpe 1.29 \| Sortino 5.64 \| Calmar 1.8 Vol 0% \| MDD -0.2% Months 105M (46%)	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)
RSmean neg	CAGR 0.4% \| Win 50% Sharpe 2.15 \| Sortino 0.00 \| Calmar 87.8 Vol 0% \| MDD -0.0% Months 2M (1%)	CAGR 2.1% \| Win 64% Sharpe 2.51 \| Sortino 86.49 \| Calmar 22.3 Vol 1% \| MDD -0.1% Months 31M (14%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 89% Sharpe 4.59 \| Sortino 37.19 \| Calmar 39.3 Vol 1% \| MDD -0.1% Months 97M (42%)	CAGR 0.3% \| Win 52% Sharpe 1.26 \| Sortino 4.56 \| Calmar 1.5 Vol 0% \| MDD -0.2% Months 99M (43%)	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)
RSmean neg	CAGR 0.2% \| Win 40% Sharpe 1.51 \| Sortino 0.00 \| Calmar 17.7 Vol 0% \| MDD -0.0% Months 5M (2%)	CAGR 2.3% \| Win 68% Sharpe 2.71 \| Sortino 83.78 \| Calmar 23.6 Vol 1% \| MDD -0.1% Months 28M (12%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.6% \| Win 72% Sharpe 2.80 \| Sortino 26.88 \| Calmar 13.6 Vol 1% \| MDD -0.1% Months 182M (80%)	CAGR 0.2% \| Win 43% Sharpe 0.65 \| Sortino 2.13 \| Calmar 0.8 Vol 0% \| MDD -0.2% Months 14M (6%)	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)
RSmean neg	CAGR 2.1% \| Win 68% Sharpe 2.59 \| Sortino 100.95 \| Calmar 40.9 Vol 1% \| MDD -0.1% Months 31M (14%)	CAGR -0.3% \| Win 0% Sharpe -11.70 \| Sortino -11.70 \| Calmar -9.9 Vol 0% \| MDD -0.0% Months 2M (1%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.3% \| Win 66% Sharpe 2.38 \| Sortino 20.38 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 203M (89%)	CAGR 0.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)
MACD neg	CAGR 3.5% \| Win 92% Sharpe 4.87 \| Sortino 207.60 \| Calmar 30.5 Vol 1% \| MDD -0.1% Months 24M (10%)	CAGR 4.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)
RSI only	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.2% \| Win 46% Sharpe 0.77 \| Sortino 2.58 \| Calmar 0.5 Vol 0% \| MDD -0.3% Months 111M (48%)	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)
MACD neg	-	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.1% \| Win 47% Sharpe 0.76 \| Sortino 1.37 \| Calmar 0.3 Vol 0% \| MDD -0.3% Months 102M (44%)	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)
MACD neg	-	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.4% \| Win 69% Sharpe 2.53 \| Sortino 29.85 \| Calmar 20.8 Vol 0% \| MDD -0.1% Months 188M (82%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)
MACD neg	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)	-	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.7% \| Win 54% Sharpe 1.47 \| Sortino 11.38 \| Calmar 2.5 Vol 0% \| MDD -0.3% Months 134M (58%)	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)
RSI neg	-	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.7% \| Win 55% Sharpe 1.45 \| Sortino 10.73 \| Calmar 2.5 Vol 0% \| MDD -0.3% Months 125M (55%)	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)
RSI neg	-	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 1.6% \| Win 72% Sharpe 2.71 \| Sortino 29.66 \| Calmar 14.2 Vol 1% \| MDD -0.1% Months 211M (92%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)
RSI neg	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	-	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 2.8% \| Win 94% Sharpe 5.12 \| Sortino 27.59 \| Calmar 42.2 Vol 0% \| MDD -0.1% Months 87M (38%)	CAGR 0.3% \| Win 50% Sharpe 2.34 \| Sortino 110.91 \| Calmar 30.2 Vol 0% \| MDD -0.0% Months 6M (3%)	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)
MACDhist neg	CAGR 0.7% \| Win 40% Sharpe 1.51 \| Sortino 21.50 \| Calmar 12.6 Vol 0% \| MDD -0.1% Months 15M (7%)	CAGR 0.8% \| Win 56% Sharpe 1.51 \| Sortino 11.48 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 121M (53%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)
RSIhist only	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	-	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)
MACDhist neg	CAGR 0.9% \| Win 57% Sharpe 1.61 \| Sortino 17.31 \| Calmar 7.5 Vol 0% \| MDD -0.1% Months 120M (52%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.5% \| Win 86% Sharpe 4.36 \| Sortino 37.21 \| Calmar 37.9 Vol 1% \| MDD -0.1% Months 100M (44%)	CAGR 1.1% \| Win 100% Sharpe 3.55 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 2.5% \| Win 86% Sharpe 4.33 \| Sortino 36.80 \| Calmar 37.5 Vol 1% \| MDD -0.1% Months 102M (44%)
RSIhist neg	CAGR 0.9% \| Win 59% Sharpe 1.62 \| Sortino 16.69 \| Calmar 7.5 Vol 0% \| MDD -0.1% Months 113M (49%)	CAGR -0.0% \| Win 29% Sharpe -0.16 \| Sortino -0.42 \| Calmar -0.1 Vol 0% \| MDD -0.3% Months 14M (6%)	CAGR 0.8% \| Win 56% Sharpe 1.49 \| Sortino 11.23 \| Calmar 2.6 Vol 0% \| MDD -0.3% Months 127M (56%)
LWTI only	CAGR 1.6% \| Win 72% Sharpe 2.73 \| Sortino 29.87 \| Calmar 14.3 Vol 1% \| MDD -0.1% Months 213M (93%)	CAGR 0.1% \| Win 38% Sharpe 0.45 \| Sortino 1.37 \| Calmar 0.4 Vol 0% \| MDD -0.3% Months 16M (7%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	CAGR 0.3% \| Win 59% Sharpe 1.84 \| Sortino 3.98 \| Calmar 3.8 Vol 0% \| MDD -0.1% Months 46M (20%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	-	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
SLmean only	CAGR 2.9% \| Win 93% Sharpe 5.33 \| Sortino 32.40 \| Calmar 25.2 Vol 0% \| MDD -0.1% Months 95M (42%)	CAGR 0.6% \| Win 53% Sharpe 1.25 \| Sortino 9.30 \| Calmar 2.0 Vol 0% \| MDD -0.3% Months 134M (58%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 84% Sharpe 3.66 \| Sortino 26.23 \| Calmar 18.3 Vol 1% \| MDD -0.1% Months 136M (59%)	CAGR 0.1% \| Win 20% Sharpe 0.65 \| Sortino 2.76 \| Calmar 2.3 Vol 0% \| MDD -0.0% Months 5M (2%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.0% \| Win 40% Sharpe 0.36 \| Sortino 0.65 \| Calmar 0.2 Vol 0% \| MDD -0.2% Months 60M (26%)	CAGR 2.3% \| Win 71% Sharpe 2.74 \| Sortino 88.57 \| Calmar 36.4 Vol 1% \| MDD -0.1% Months 28M (12%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
RSmean only	CAGR 1.5% \| Win 70% Sharpe 2.65 \| Sortino 20.42 \| Calmar 6.7 Vol 0% \| MDD -0.2% Months 196M (86%)	CAGR 2.0% \| Win 64% Sharpe 2.44 \| Sortino 74.25 \| Calmar 20.3 Vol 1% \| MDD -0.1% Months 33M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 81% Sharpe 3.50 \| Sortino 30.94 \| Calmar 29.4 Vol 1% \| MDD -0.1% Months 128M (56%)	CAGR 1.8% \| Win 85% Sharpe 3.90 \| Sortino 110.36 \| Calmar 16.1 Vol 0% \| MDD -0.1% Months 13M (6%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.0% \| Win 42% Sharpe 0.36 \| Sortino 0.62 \| Calmar 0.1 Vol 0% \| MDD -0.3% Months 76M (33%)	CAGR 5.4% \| Win 100% Sharpe 10.60 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 12M (5%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
MACD only	CAGR 1.3% \| Win 67% Sharpe 2.38 \| Sortino 20.34 \| Calmar 4.4 Vol 0% \| MDD -0.3% Months 204M (89%)	CAGR 3.6% \| Win 92% Sharpe 5.02 \| Sortino 210.84 \| Calmar 31.0 Vol 1% \| MDD -0.1% Months 25M (11%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)	-	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	CAGR 0.7% \| Win 49% Sharpe 1.28 \| Sortino 11.43 \| Calmar 2.2 Vol 1% \| MDD -0.3% Months 86M (38%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
RSI only	CAGR 1.5% \| Win 69% Sharpe 2.56 \| Sortino 22.64 \| Calmar 5.1 Vol 1% \| MDD -0.3% Months 227M (99%)	CAGR 2.9% \| Win 100% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 62% Sharpe 1.98 \| Sortino 10.93 \| Calmar 7.0 Vol 0% \| MDD -0.1% Months 48M (21%)	CAGR 2.0% \| Win 82% Sharpe 3.53 \| Sortino 26.78 \| Calmar 17.6 Vol 1% \| MDD -0.1% Months 141M (62%)
MRmean neg	-	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)	CAGR 0.8% \| Win 50% Sharpe 1.34 \| Sortino 12.21 \| Calmar 2.8 Vol 1% \| MDD -0.3% Months 88M (38%)
MACDhist only	CAGR 2.7% \| Win 91% Sharpe 4.71 \| Sortino 30.23 \| Calmar 39.8 Vol 1% \| MDD -0.1% Months 93M (41%)	CAGR 0.8% \| Win 54% Sharpe 1.51 \| Sortino 11.85 \| Calmar 2.7 Vol 0% \| MDD -0.3% Months 136M (59%)