SHY - iShares 1-3 Year Treasury Bond ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

5.3%

Best CAGR

Total Months

1.4%

Avg CAGR

SHY 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 SHY

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSmean	neg-neg	1	0.4	5.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.4	5.3	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	2	0.7	4.4	100.0	16.4	0.0	0.0	0.3	0.0
pair	MRmean	MACDhist	neg-pos	2	0.7	4.4	100.0	16.4	0.0	0.0	0.3	0.0
pair	MACDhist	RSIhist	pos-pos	99	35.0	4.0	75.8	2.4	5.2	3.9	1.6	-1.0
pair	RSIhist	MACDhist	pos-pos	99	35.0	4.0	75.8	2.4	5.2	3.9	1.6	-1.0
pair	MACDhist	SLmean	pos-pos	110	38.9	3.8	75.5	2.4	5.2	3.2	1.6	-1.2
pair	SLmean	MACDhist	pos-pos	110	38.9	3.8	75.5	2.4	5.2	3.2	1.6	-1.2
pair	MACDhist	MACD	pos-pos	111	39.2	3.7	75.7	2.4	5.1	3.1	1.5	-1.2
pair	MACD	MACDhist	pos-pos	111	39.2	3.7	75.7	2.4	5.1	3.1	1.5	-1.2
pair	MACDhist	RSmean	pos-pos	119	42.0	3.7	74.8	2.3	5.1	3.1	1.6	-1.2
pair	RSmean	MACDhist	pos-pos	119	42.0	3.7	74.8	2.3	5.1	3.1	1.6	-1.2
pair	MACDhist	MRmean	pos-pos	117	41.3	3.7	74.4	2.3	5.1	3.1	1.6	-1.2
pair	MRmean	MACDhist	pos-pos	117	41.3	3.7	74.4	2.3	5.1	3.1	1.6	-1.2
pair	LWTI	MACDhist	pos-pos	118	41.7	3.7	75.4	2.4	5.2	3.2	1.6	-1.2
single	MACDhist	MACDhist	pos-pos	119	42.0	3.7	74.8	2.3	5.1	3.1	1.6	-1.2
pair	MACDhist	LWTI	pos-pos	118	41.7	3.7	75.4	2.4	5.2	3.2	1.6	-1.2
pair	RSI	MACDhist	pos-pos	116	41.0	3.7	75.0	2.4	5.3	3.2	1.6	-1.2
pair	MACDhist	RSI	pos-pos	116	41.0	3.7	75.0	2.4	5.3	3.2	1.6	-1.2
pair	RSI	RSIhist	neg-pos	7	2.5	3.6	71.4	1.3	4.7	4.5	2.8	-0.8
pair	RSIhist	RSI	neg-pos	7	2.5	3.6	71.4	1.3	4.7	4.5	2.8	-0.8
pair	MACDhist	MACD	neg-pos	8	2.8	3.4	62.5	1.6	4.5	6.9	2.1	-0.5
pair	MACD	MACDhist	neg-pos	8	2.8	3.4	62.5	1.6	4.5	6.9	2.1	-0.5
pair	MACD	LWTI	neg-pos	32	11.3	2.9	65.6	1.6	2.6	2.7	1.8	-1.1
pair	LWTI	MACD	neg-pos	32	11.3	2.9	65.6	1.6	2.6	2.7	1.8	-1.1
pair	RSI	MACD	neg-pos	29	10.2	2.8	62.1	1.5	2.5	2.6	1.8	-1.1
pair	MACD	RSI	neg-pos	29	10.2	2.8	62.1	1.5	2.5	2.6	1.8	-1.1
pair	LWTI	RSIhist	pos-pos	141	49.8	2.8	70.2	1.8	3.2	1.4	1.6	-2.0
pair	RSIhist	LWTI	pos-pos	141	49.8	2.8	70.2	1.8	3.2	1.4	1.6	-2.0
pair	MACD	RSmean	neg-neg	12	4.2	2.8	75.0	1.9	3.6	5.5	1.5	-0.5
pair	RSIhist	MRmean	neg-pos	9	3.2	2.8	66.7	1.1	2.1	3.5	2.5	-0.8
pair	MRmean	RSIhist	neg-pos	9	3.2	2.8	66.7	1.1	2.1	3.5	2.5	-0.8
pair	RSIhist	MACD	pos-pos	134	47.3	2.8	70.1	1.9	3.8	2.3	1.5	-1.2
pair	RSmean	MACD	neg-neg	12	4.2	2.8	75.0	1.9	3.6	5.5	1.5	-0.5
pair	RSIhist	RSmean	pos-pos	147	51.9	2.8	69.4	1.7	3.1	1.6	1.6	-1.8
pair	RSmean	RSIhist	pos-pos	147	51.9	2.8	69.4	1.7	3.1	1.6	1.6	-1.8
pair	MACD	RSIhist	pos-pos	134	47.3	2.8	70.1	1.9	3.8	2.3	1.5	-1.2
pair	SLmean	RSIhist	pos-pos	136	48.1	2.7	69.9	1.7	3.0	1.6	1.6	-1.8
pair	MACD	SLmean	pos-pos	159	56.2	2.7	71.1	1.8	3.8	2.2	1.4	-1.2
pair	SLmean	MACD	pos-pos	159	56.2	2.7	71.1	1.8	3.8	2.2	1.4	-1.2
pair	SLmean	RSI	pos-pos	171	60.4	2.7	70.8	1.8	3.4	2.3	1.5	-1.2
pair	RSI	SLmean	pos-pos	171	60.4	2.7	70.8	1.8	3.4	2.3	1.5	-1.2
pair	MRmean	RSIhist	pos-pos	141	49.8	2.7	69.5	1.7	3.2	1.5	1.6	-1.8
pair	RSIhist	MRmean	pos-pos	141	49.8	2.7	69.5	1.7	3.2	1.5	1.6	-1.8
pair	SLmean	MRmean	pos-pos	173	61.1	2.7	70.5	1.8	3.3	2.2	1.5	-1.2
pair	MRmean	SLmean	pos-pos	173	61.1	2.7	70.5	1.8	3.3	2.2	1.5	-1.2
pair	RSIhist	RSI	pos-pos	143	50.5	2.7	69.2	1.7	3.1	1.4	1.6	-2.0
pair	RSI	RSIhist	pos-pos	143	50.5	2.7	69.2	1.7	3.1	1.4	1.6	-2.0
single	RSIhist	RSIhist	pos-pos	150	53.0	2.7	69.3	1.7	3.0	1.4	1.6	-2.0
pair	RSIhist	SLmean	pos-pos	136	48.1	2.7	69.9	1.7	3.0	1.6	1.6	-1.8
pair	SLmean	LWTI	pos-pos	170	60.1	2.7	71.2	1.8	3.4	2.3	1.5	-1.2
pair	LWTI	SLmean	pos-pos	170	60.1	2.7	71.2	1.8	3.4	2.3	1.5	-1.2
pair	RSIhist	SLmean	neg-pos	14	4.9	2.7	64.3	1.5	4.0	4.9	1.8	-0.6
pair	SLmean	RSIhist	neg-pos	14	4.9	2.7	64.3	1.5	4.0	4.9	1.8	-0.6
pair	RSmean	SLmean	pos-pos	174	61.5	2.6	70.1	1.7	3.1	1.8	1.5	-1.4
pair	SLmean	RSmean	pos-pos	174	61.5	2.6	70.1	1.7	3.1	1.8	1.5	-1.4
single	SLmean	SLmean	pos-pos	175	61.8	2.6	70.3	1.7	3.1	1.8	1.5	-1.4
pair	MACD	MRmean	pos-neg	19	6.7	2.4	52.6	1.2	2.0	2.2	2.1	-1.1
pair	SLmean	MACD	neg-neg	29	10.2	2.4	62.1	1.2	1.7	1.0	2.0	-2.3
pair	MACD	SLmean	neg-neg	29	10.2	2.4	62.1	1.2	1.7	1.0	2.0	-2.3
pair	MRmean	LWTI	pos-pos	220	77.7	2.4	68.2	1.7	3.3	2.0	1.4	-1.2
pair	MRmean	MACD	pos-neg	19	6.7	2.4	52.6	1.2	2.0	2.2	2.1	-1.1
pair	MRmean	RSmean	pos-pos	220	77.7	2.4	68.6	1.7	3.2	2.0	1.4	-1.2
pair	RSmean	MRmean	pos-pos	220	77.7	2.4	68.6	1.7	3.2	2.0	1.4	-1.2
pair	RSI	MRmean	pos-pos	222	78.4	2.4	68.0	1.7	3.3	2.0	1.4	-1.2
pair	MRmean	RSI	pos-pos	222	78.4	2.4	68.0	1.7	3.3	2.0	1.4	-1.2
pair	LWTI	MRmean	pos-pos	220	77.7	2.4	68.2	1.7	3.3	2.0	1.4	-1.2
pair	MRmean	MACD	pos-pos	205	72.4	2.3	69.3	1.7	3.7	2.0	1.3	-1.2
pair	LWTI	RSI	pos-pos	254	89.8	2.3	67.7	1.6	3.3	1.9	1.4	-1.2
pair	MACD	MRmean	pos-pos	205	72.4	2.3	69.3	1.7	3.7	2.0	1.3	-1.2
single	MRmean	MRmean	pos-pos	224	79.2	2.3	67.9	1.6	3.2	2.0	1.4	-1.2
pair	RSI	LWTI	pos-pos	254	89.8	2.3	67.7	1.6	3.3	1.9	1.4	-1.2
pair	RSmean	RSI	pos-pos	241	85.2	2.3	67.6	1.6	3.1	1.4	1.4	-1.6
pair	RSI	RSmean	pos-pos	241	85.2	2.3	67.6	1.6	3.1	1.4	1.4	-1.6
pair	RSmean	LWTI	pos-pos	239	84.5	2.3	68.2	1.7	3.3	2.0	1.4	-1.2
pair	LWTI	RSmean	pos-pos	239	84.5	2.3	68.2	1.7	3.3	2.0	1.4	-1.2
single	LWTI	LWTI	pos-pos	260	91.9	2.3	67.7	1.6	3.3	1.8	1.4	-1.2
pair	MACD	LWTI	pos-pos	228	80.6	2.2	68.0	1.6	3.6	1.8	1.3	-1.2
pair	RSIhist	MACD	neg-neg	29	10.2	2.2	62.1	1.2	1.6	1.0	1.9	-2.3
pair	MACD	RSIhist	neg-neg	29	10.2	2.2	62.1	1.2	1.6	1.0	1.9	-2.3
pair	LWTI	MACD	pos-pos	228	80.6	2.2	68.0	1.6	3.6	1.8	1.3	-1.2
single	RSI	RSI	pos-pos	261	92.2	2.2	67.0	1.6	3.1	1.2	1.4	-1.9
single	MACD	MACD	neg-neg	45	15.9	2.2	62.2	1.1	1.7	1.0	2.1	-2.3
pair	RSIhist	MACD	neg-pos	16	5.7	2.2	62.5	0.9	1.9	1.7	2.5	-1.3
pair	SLmean	RSIhist	pos-neg	39	13.8	2.2	71.8	1.8	5.2	5.7	1.2	-0.4
pair	RSIhist	SLmean	pos-neg	39	13.8	2.2	71.8	1.8	5.2	5.7	1.2	-0.4
pair	MACD	RSIhist	neg-pos	16	5.7	2.2	62.5	0.9	1.9	1.7	2.5	-1.3
pair	MRmean	MACD	neg-neg	26	9.2	2.1	69.2	1.0	1.6	0.9	2.2	-2.3
pair	MACD	RSI	pos-pos	232	82.0	2.1	67.7	1.6	3.4	1.3	1.3	-1.6
pair	MACD	MRmean	neg-neg	26	9.2	2.1	69.2	1.0	1.6	0.9	2.2	-2.3
pair	RSIhist	MACDhist	pos-neg	20	7.1	2.1	70.0	1.6	4.0	4.1	1.4	-0.5
pair	MACDhist	RSIhist	pos-neg	20	7.1	2.1	70.0	1.6	4.0	4.1	1.4	-0.5
pair	RSI	MACD	pos-pos	232	82.0	2.1	67.7	1.6	3.4	1.3	1.3	-1.6
pair	MACDhist	MACD	neg-neg	37	13.1	2.0	62.2	0.9	1.4	0.8	2.1	-2.3
pair	MACDhist	SLmean	neg-pos	9	3.2	2.0	66.7	1.5	2.8	4.3	1.3	-0.5
pair	SLmean	MACDhist	neg-pos	9	3.2	2.0	66.7	1.5	2.8	4.3	1.3	-0.5
pair	RSmean	MACD	pos-neg	33	11.7	2.0	57.6	0.9	1.4	0.9	2.3	-2.3
pair	MACD	RSmean	pos-neg	33	11.7	2.0	57.6	0.9	1.4	0.9	2.3	-2.3
pair	SLmean	MACD	pos-neg	16	5.7	2.0	62.5	0.9	1.6	1.1	2.3	-1.8
pair	MACD	SLmean	pos-neg	16	5.7	2.0	62.5	0.9	1.6	1.1	2.3	-1.8
pair	MACD	MACDhist	neg-neg	37	13.1	2.0	62.2	0.9	1.4	0.8	2.1	-2.3
single	RSmean	RSmean	pos-pos	262	92.6	2.0	66.4	1.3	2.1	0.4	1.5	-5.1
pair	RSIhist	LWTI	pos-neg	9	3.2	2.0	55.6	0.8	1.7	2.4	2.4	-0.8
single	MACD	MACD	pos-pos	238	84.1	2.0	66.8	1.4	2.5	0.5	1.4	-3.9
pair	MACD	RSmean	pos-pos	229	80.9	2.0	67.7	1.5	2.5	0.6	1.4	-3.6
pair	RSmean	MACD	pos-pos	229	80.9	2.0	67.7	1.5	2.5	0.6	1.4	-3.6
pair		benchmark___benchmark_	benchmark-benchmark	283	100.0	2.0	66.1	1.3	2.1	0.4	1.5	-5.4
pair	benchmark___benchmark_		benchmark-benchmark	283	100.0	2.0	66.1	1.3	2.1	0.4	1.5	-5.4
pair	RSmean	MRmean	neg-neg	17	6.0	2.0	70.6	1.4	3.0	3.9	1.4	-0.5
pair	MRmean	RSmean	neg-neg	17	6.0	2.0	70.6	1.4	3.0	3.9	1.4	-0.5
pair	LWTI	RSIhist	pos-neg	9	3.2	2.0	55.6	0.8	1.7	2.4	2.4	-0.8
pair	RSmean	RSIhist	neg-neg	18	6.4	2.0	61.1	1.6	3.9	4.2	1.2	-0.5
pair	RSIhist	RSmean	neg-neg	18	6.4	2.0	61.1	1.6	3.9	4.2	1.2	-0.5
pair	MRmean	RSIhist	pos-neg	83	29.3	1.7	65.1	1.6	4.2	3.2	1.1	-0.5
pair	RSIhist	MRmean	pos-neg	83	29.3	1.7	65.1	1.6	4.2	3.2	1.1	-0.5
pair	LWTI	RSIhist	neg-pos	119	42.0	1.7	64.7	1.5	4.2	1.3	1.1	-1.3
pair	RSIhist	LWTI	neg-pos	119	42.0	1.7	64.7	1.5	4.2	1.3	1.1	-1.3
pair	SLmean	RSmean	neg-neg	20	7.1	1.6	60.0	1.2	2.5	2.3	1.3	-0.7
pair	RSIhist	RSI	pos-neg	118	41.7	1.6	64.4	1.4	3.2	0.9	1.1	-1.8
pair	LWTI	RSI	neg-pos	6	2.1	1.6	66.7	1.3	1.6	3.2	1.3	-0.5
pair	RSI	RSIhist	pos-neg	118	41.7	1.6	64.4	1.4	3.2	0.9	1.1	-1.8
pair	RSI	LWTI	neg-pos	6	2.1	1.6	66.7	1.3	1.6	3.2	1.3	-0.5
pair	MRmean	LWTI	neg-pos	40	14.1	1.6	65.0	1.4	3.2	1.5	1.1	-1.0
pair	LWTI	MRmean	neg-pos	40	14.1	1.6	65.0	1.4	3.2	1.5	1.1	-1.0
pair	RSmean	SLmean	neg-neg	20	7.1	1.6	60.0	1.2	2.5	2.3	1.3	-0.7
single	RSmean	RSmean	neg-neg	21	7.4	1.5	61.9	1.2	2.5	2.6	1.2	-0.6
pair	RSmean	MACDhist	neg-neg	21	7.4	1.5	61.9	1.2	2.5	2.6	1.2	-0.6
pair	MACDhist	RSmean	neg-neg	21	7.4	1.5	61.9	1.2	2.5	2.6	1.2	-0.6
pair	LWTI	RSmean	neg-pos	21	7.4	1.5	61.9	1.2	2.5	2.6	1.2	-0.6
pair	RSmean	LWTI	neg-pos	21	7.4	1.5	61.9	1.2	2.5	2.6	1.2	-0.6
pair	SLmean	LWTI	neg-pos	90	31.8	1.4	61.1	1.3	3.1	1.0	1.0	-1.4
pair	LWTI	SLmean	neg-pos	90	31.8	1.4	61.1	1.3	3.1	1.0	1.0	-1.4
pair	RSmean	SLmean	pos-neg	1	0.4	1.4	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.4	1.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-pos	20	7.1	1.4	60.0	1.1	2.2	2.3	1.2	-0.6
pair	RSmean	RSI	neg-pos	20	7.1	1.4	60.0	1.1	2.2	2.3	1.2	-0.6
pair	MRmean	SLmean	pos-neg	51	18.0	1.3	58.8	1.4	3.5	2.0	0.9	-0.6
pair	SLmean	MRmean	pos-neg	51	18.0	1.3	58.8	1.4	3.5	2.0	0.9	-0.6
pair	RSI	MACD	neg-neg	16	5.7	1.2	62.5	0.5	1.0	0.5	2.5	-2.3
pair	SLmean	RSI	neg-pos	90	31.8	1.2	60.0	1.1	2.3	0.7	1.1	-1.8
single	RSIhist	RSIhist	neg-neg	133	47.0	1.2	62.4	0.9	1.2	0.2	1.3	-5.4
pair	MACD	RSI	neg-neg	16	5.7	1.2	62.5	0.5	1.0	0.5	2.5	-2.3
pair	RSI	SLmean	neg-pos	90	31.8	1.2	60.0	1.1	2.3	0.7	1.1	-1.8
pair	RSmean	RSIhist	pos-neg	115	40.6	1.1	62.6	0.8	1.1	0.2	1.3	-5.1
pair	RSI	MRmean	neg-pos	39	13.8	1.1	61.5	0.9	1.8	0.8	1.2	-1.4
pair	MRmean	RSI	neg-pos	39	13.8	1.1	61.5	0.9	1.8	0.8	1.2	-1.4
pair	RSIhist	RSmean	pos-neg	115	40.6	1.1	62.6	0.8	1.1	0.2	1.3	-5.1
pair	MACDhist	LWTI	neg-pos	142	50.2	1.1	61.3	1.0	1.6	0.9	1.1	-1.2
pair	LWTI	MACDhist	neg-pos	142	50.2	1.1	61.3	1.0	1.6	0.9	1.1	-1.2
single	SLmean	SLmean	neg-neg	108	38.2	1.1	59.3	0.7	1.0	0.2	1.4	-5.4
pair	MACDhist	SLmean	neg-neg	99	35.0	1.0	58.6	0.7	0.9	0.2	1.4	-5.4
pair	SLmean	MACDhist	neg-neg	99	35.0	1.0	58.6	0.7	0.9	0.2	1.4	-5.4
pair	MACDhist	RSIhist	neg-neg	113	39.9	1.0	61.1	0.8	1.0	0.2	1.3	-5.4
pair	RSIhist	MACDhist	neg-neg	113	39.9	1.0	61.1	0.8	1.0	0.2	1.3	-5.4
pair	MACDhist	RSI	pos-neg	145	51.2	1.0	60.7	0.9	1.4	0.6	1.1	-1.7
pair	RSI	MACDhist	pos-neg	145	51.2	1.0	60.7	0.9	1.4	0.6	1.1	-1.7
pair	MRmean	SLmean	neg-neg	57	20.1	0.9	59.6	0.5	0.7	0.2	1.8	-5.3
pair	SLmean	MRmean	neg-neg	57	20.1	0.9	59.6	0.5	0.7	0.2	1.8	-5.3
pair	MACDhist	RSI	neg-pos	3	1.1	0.9	66.7	0.5	0.0	0.0	1.7	0.0
pair	RSI	MACDhist	neg-pos	3	1.1	0.9	66.7	0.5	0.0	0.0	1.7	0.0
pair	MACDhist	MRmean	pos-neg	107	37.8	0.9	60.7	0.9	1.2	0.8	1.0	-1.1
pair	MRmean	MACDhist	pos-neg	107	37.8	0.9	60.7	0.9	1.2	0.8	1.0	-1.1
pair	RSmean	SLmean	neg-pos	88	31.1	0.9	59.1	0.7	0.8	0.2	1.5	-5.1
pair	SLmean	RSmean	neg-pos	88	31.1	0.9	59.1	0.7	0.8	0.2	1.5	-5.1
pair	RSIhist	MACD	pos-neg	104	36.7	0.9	62.5	0.8	1.1	0.2	1.1	-3.7
pair	MACD	RSIhist	pos-neg	104	36.7	0.9	62.5	0.8	1.1	0.2	1.1	-3.7
pair	RSIhist	SLmean	neg-neg	94	33.2	0.8	58.5	0.6	0.8	0.1	1.4	-5.4
pair	SLmean	RSIhist	neg-neg	94	33.2	0.8	58.5	0.6	0.8	0.1	1.4	-5.4
single	MACDhist	MACDhist	neg-neg	164	58.0	0.8	59.8	0.6	0.8	0.1	1.3	-5.4
pair	RSmean	MACDhist	pos-neg	143	50.5	0.7	59.4	0.5	0.7	0.1	1.4	-5.1
pair	MACDhist	RSmean	pos-neg	143	50.5	0.7	59.4	0.5	0.7	0.1	1.4	-5.1
single	MRmean	MRmean	neg-neg	59	20.8	0.7	59.3	0.4	0.6	0.1	1.8	-5.3
pair	MACDhist	SLmean	pos-neg	65	23.0	0.6	61.5	0.5	0.6	0.5	1.2	-1.1
pair	SLmean	MACDhist	pos-neg	65	23.0	0.6	61.5	0.5	0.6	0.5	1.2	-1.1
pair	SLmean	MACD	neg-pos	79	27.9	0.6	58.2	0.5	0.6	0.2	1.1	-3.7
pair	MACD	SLmean	neg-pos	79	27.9	0.6	58.2	0.5	0.6	0.2	1.1	-3.7
pair	MACDhist	MRmean	neg-neg	57	20.1	0.6	57.9	0.3	0.5	0.1	1.8	-5.3
pair	MRmean	MACDhist	neg-neg	57	20.1	0.6	57.9	0.3	0.5	0.1	1.8	-5.3
pair	MACDhist	MACD	pos-neg	127	44.9	0.5	59.1	0.5	0.6	0.1	1.0	-3.7
pair	MACD	MACDhist	pos-neg	127	44.9	0.5	59.1	0.5	0.6	0.1	1.0	-3.7
pair	LWTI	MACD	neg-neg	13	4.6	0.5	53.8	0.2	0.4	0.2	2.8	-2.3
pair	MACD	LWTI	neg-neg	13	4.6	0.5	53.8	0.2	0.4	0.2	2.8	-2.3
pair	RSIhist	MRmean	neg-neg	50	17.7	0.4	58.0	0.2	0.3	0.1	1.6	-5.3
pair	MRmean	RSIhist	neg-neg	50	17.7	0.4	58.0	0.2	0.3	0.1	1.6	-5.3
pair	MACDhist	RSIhist	neg-pos	51	18.0	0.3	56.9	0.2	0.3	0.1	1.4	-2.0
pair	RSIhist	MACDhist	neg-pos	51	18.0	0.3	56.9	0.2	0.3	0.1	1.4	-2.0
pair	MRmean	RSmean	neg-pos	42	14.8	0.3	54.8	0.1	0.2	0.1	1.9	-4.9
pair	RSmean	MRmean	neg-pos	42	14.8	0.3	54.8	0.1	0.2	0.1	1.9	-4.9
pair	SLmean	RSI	neg-neg	18	6.4	0.2	55.6	0.1	0.2	0.1	2.6	-4.0
pair	RSI	SLmean	neg-neg	18	6.4	0.2	55.6	0.1	0.2	0.1	2.6	-4.0
pair	MRmean	RSI	neg-neg	20	7.1	-0.0	55.0	0.0	0.0	-0.0	2.6	-4.0
pair	RSI	MRmean	neg-neg	20	7.1	-0.0	55.0	0.0	0.0	-0.0	2.6	-4.0
pair	RSmean	MACD	neg-pos	9	3.2	-0.1	44.4	-0.1	-0.2	-0.2	0.6	-0.5
pair	MACD	RSmean	neg-pos	9	3.2	-0.1	44.4	-0.1	-0.2	-0.2	0.6	-0.5
pair	RSmean	MRmean	pos-neg	4	1.4	-0.2	25.0	-0.7	-2.0	-2.5	0.3	-0.1
pair	MRmean	RSmean	pos-neg	4	1.4	-0.2	25.0	-0.7	-2.0	-2.5	0.3	-0.1
single	RSI	RSI	neg-neg	22	7.8	-0.2	54.5	-0.1	-0.1	-0.0	2.5	-4.0
pair	RSI	MACDhist	neg-neg	19	6.7	-0.3	52.6	-0.1	-0.2	-0.1	2.6	-4.0
pair	MACDhist	RSI	neg-neg	19	6.7	-0.3	52.6	-0.1	-0.2	-0.1	2.6	-4.0
pair	MRmean	MACD	neg-pos	33	11.7	-0.3	51.5	-0.2	-0.2	-0.1	1.4	-3.7
pair	MACD	MRmean	neg-pos	33	11.7	-0.3	51.5	-0.2	-0.2	-0.1	1.4	-3.7
pair	RSI	RSmean	pos-neg	21	7.4	-0.4	52.4	-0.1	-0.3	-0.1	2.5	-4.0
pair	RSmean	RSI	pos-neg	21	7.4	-0.4	52.4	-0.1	-0.3	-0.1	2.5	-4.0
pair	LWTI	SLmean	neg-neg	18	6.4	-0.5	50.0	-0.2	-0.3	-0.1	2.6	-4.7
pair	SLmean	LWTI	neg-neg	18	6.4	-0.5	50.0	-0.2	-0.3	-0.1	2.6	-4.7
pair	LWTI	MRmean	pos-neg	4	1.4	-0.7	50.0	-0.8	-1.2	-1.9	0.9	-0.4
pair	MRmean	LWTI	pos-neg	4	1.4	-0.7	50.0	-0.8	-1.2	-1.9	0.9	-0.4
pair	LWTI	RSI	neg-neg	16	5.7	-0.8	50.0	-0.3	-0.5	-0.2	2.8	-4.0
pair	RSI	LWTI	neg-neg	16	5.7	-0.8	50.0	-0.3	-0.5	-0.2	2.8	-4.0
pair	LWTI	MACDhist	neg-neg	22	7.8	-0.8	50.0	-0.3	-0.5	-0.2	2.5	-4.7
pair	MACDhist	LWTI	neg-neg	22	7.8	-0.8	50.0	-0.3	-0.5	-0.2	2.5	-4.7
pair	RSmean	RSIhist	neg-pos	3	1.1	-0.9	66.7	-0.7	0.0	-1.8	1.3	-0.5
pair	RSIhist	RSmean	neg-pos	3	1.1	-0.9	66.7	-0.7	0.0	-1.8	1.3	-0.5
pair	RSmean	LWTI	pos-neg	23	8.1	-0.9	47.8	-0.4	-0.6	-0.2	2.4	-4.7
pair	LWTI	RSmean	pos-neg	23	8.1	-0.9	47.8	-0.4	-0.6	-0.2	2.4	-4.7
single	LWTI	LWTI	neg-neg	23	8.1	-0.9	47.8	-0.4	-0.6	-0.2	2.4	-4.7
pair	MRmean	LWTI	neg-neg	19	6.7	-1.0	47.4	-0.4	-0.7	-0.2	2.6	-4.7
pair	LWTI	MRmean	neg-neg	19	6.7	-1.0	47.4	-0.4	-0.7	-0.2	2.6	-4.7
pair	LWTI	RSI	pos-neg	7	2.5	-1.2	42.9	-1.0	-1.3	-1.2	1.2	-1.1
pair	RSI	LWTI	pos-neg	7	2.5	-1.2	42.9	-1.0	-1.3	-1.2	1.2	-1.1
pair	RSI	MRmean	pos-neg	2	0.7	-1.5	50.0	-0.8	0.0	-3.0	1.8	-0.5
pair	MRmean	RSI	pos-neg	2	0.7	-1.5	50.0	-0.8	0.0	-3.0	1.8	-0.5
pair	SLmean	RSI	pos-neg	4	1.4	-1.9	50.0	-1.0	-2.5	-3.9	2.0	-0.5
pair	RSI	SLmean	pos-neg	4	1.4	-1.9	50.0	-1.0	-2.5	-3.9	2.0	-0.5
pair	RSI	RSIhist	neg-neg	15	5.3	-1.9	46.7	-0.8	-1.1	-0.5	2.2	-4.0
pair	RSIhist	RSI	neg-neg	15	5.3	-1.9	46.7	-0.8	-1.1	-0.5	2.2	-4.0
pair	SLmean	MRmean	neg-pos	2	0.7	-2.4	50.0	-0.8	0.0	0.0	3.0	0.0
pair	MRmean	SLmean	neg-pos	2	0.7	-2.4	50.0	-0.8	0.0	0.0	3.0	0.0
pair	SLmean	LWTI	pos-neg	5	1.8	-2.5	40.0	-1.8	-2.1	-2.3	1.4	-1.1
pair	LWTI	SLmean	pos-neg	5	1.8	-2.5	40.0	-1.8	-2.1	-2.3	1.4	-1.1
pair	LWTI	RSIhist	neg-neg	14	4.9	-2.8	42.9	-1.2	-1.9	-0.6	2.3	-4.7
pair	RSIhist	LWTI	neg-neg	14	4.9	-2.8	42.9	-1.2	-1.9	-0.6	2.3	-4.7
pair	MACD	LWTI	pos-neg	10	3.5	-2.8	40.0	-1.5	-1.7	-0.9	1.9	-3.0
pair	LWTI	MACD	pos-neg	10	3.5	-2.8	40.0	-1.5	-1.7	-0.9	1.9	-3.0
pair	MACD	RSI	pos-neg	6	2.1	-3.6	33.3	-1.7	-1.9	-1.6	2.2	-2.3
pair	RSI	MACD	pos-neg	6	2.1	-3.6	33.3	-1.7	-1.9	-1.6	2.2	-2.3
pair	LWTI	MACDhist	pos-neg	1	0.4	-4.4	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.4	-4.4	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for SHY

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 70% Sharpe 1.75 \| Sortino 3.30 \| Calmar 2.2 Vol 2% \| MDD -1.2% Months 173M (61%)	CAGR 1.3% \| Win 59% Sharpe 1.36 \| Sortino 3.47 \| Calmar 2.0 Vol 1% \| MDD -0.6% Months 51M (18%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR -2.4% \| Win 50% Sharpe -0.80 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 0.9% \| Win 60% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 2% \| MDD -5.3% Months 57M (20%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
SLmean only	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 69% Sharpe 1.67 \| Sortino 3.24 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 220M (78%)	CAGR -0.2% \| Win 25% Sharpe -0.70 \| Sortino -1.97 \| Calmar -2.5 Vol 0% \| MDD -0.1% Months 4M (1%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 2% \| MDD -4.9% Months 42M (15%)	CAGR 2.0% \| Win 71% Sharpe 1.45 \| Sortino 3.01 \| Calmar 3.9 Vol 1% \| MDD -0.5% Months 17M (6%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
RSmean only	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 69% Sharpe 1.73 \| Sortino 3.67 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 205M (72%)	CAGR 2.4% \| Win 53% Sharpe 1.18 \| Sortino 2.02 \| Calmar 2.2 Vol 2% \| MDD -1.1% Months 19M (7%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe -0.19 \| Sortino -0.22 \| Calmar -0.1 Vol 1% \| MDD -3.7% Months 33M (12%)	CAGR 2.1% \| Win 69% Sharpe 0.96 \| Sortino 1.59 \| Calmar 0.9 Vol 2% \| MDD -2.3% Months 26M (9%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
MACD only	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 68% Sharpe 1.68 \| Sortino 3.29 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 222M (78%)	CAGR -1.5% \| Win 50% Sharpe -0.83 \| Sortino 0.00 \| Calmar -3.0 Vol 2% \| MDD -0.5% Months 2M (1%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 1.1% \| Win 62% Sharpe 0.94 \| Sortino 1.75 \| Calmar 0.8 Vol 1% \| MDD -1.4% Months 39M (14%)	CAGR -0.0% \| Win 55% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 3% \| MDD -4.0% Months 20M (7%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
RSI only	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 74% Sharpe 2.27 \| Sortino 5.08 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 117M (41%)	CAGR 0.9% \| Win 61% Sharpe 0.88 \| Sortino 1.25 \| Calmar 0.8 Vol 1% \| MDD -1.1% Months 107M (38%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 4.4% \| Win 100% Sharpe 16.44 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 0.6% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 57M (20%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 70% Sharpe 1.72 \| Sortino 3.17 \| Calmar 1.5 Vol 2% \| MDD -1.8% Months 141M (50%)	CAGR 1.7% \| Win 65% Sharpe 1.58 \| Sortino 4.20 \| Calmar 3.2 Vol 1% \| MDD -0.5% Months 83M (29%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 2.8% \| Win 67% Sharpe 1.13 \| Sortino 2.14 \| Calmar 3.5 Vol 2% \| MDD -0.8% Months 9M (3%)	CAGR 0.4% \| Win 58% Sharpe 0.24 \| Sortino 0.30 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 50M (18%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 68% Sharpe 1.69 \| Sortino 3.26 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 220M (78%)	CAGR -0.7% \| Win 50% Sharpe -0.76 \| Sortino -1.22 \| Calmar -1.9 Vol 1% \| MDD -0.4% Months 4M (1%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 1.6% \| Win 65% Sharpe 1.37 \| Sortino 3.23 \| Calmar 1.5 Vol 1% \| MDD -1.0% Months 40M (14%)	CAGR -1.0% \| Win 47% Sharpe -0.36 \| Sortino -0.65 \| Calmar -0.2 Vol 3% \| MDD -4.7% Months 19M (7%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.09 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 174M (62%)	CAGR 1.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 0.9% \| Win 59% Sharpe 0.65 \| Sortino 0.85 \| Calmar 0.2 Vol 2% \| MDD -5.1% Months 88M (31%)	CAGR 1.6% \| Win 60% Sharpe 1.22 \| Sortino 2.46 \| Calmar 2.3 Vol 1% \| MDD -0.7% Months 20M (7%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
RSmean only	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 71% Sharpe 1.84 \| Sortino 3.82 \| Calmar 2.3 Vol 1% \| MDD -1.2% Months 159M (56%)	CAGR 2.0% \| Win 62% Sharpe 0.86 \| Sortino 1.64 \| Calmar 1.1 Vol 2% \| MDD -1.8% Months 16M (6%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 0.6% \| Win 58% Sharpe 0.52 \| Sortino 0.64 \| Calmar 0.2 Vol 1% \| MDD -3.7% Months 79M (28%)	CAGR 2.4% \| Win 62% Sharpe 1.17 \| Sortino 1.73 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 29M (10%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
MACD only	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 71% Sharpe 1.78 \| Sortino 3.38 \| Calmar 2.3 Vol 2% \| MDD -1.2% Months 171M (60%)	CAGR -1.9% \| Win 50% Sharpe -0.96 \| Sortino -2.54 \| Calmar -3.9 Vol 2% \| MDD -0.5% Months 4M (1%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 1.2% \| Win 60% Sharpe 1.15 \| Sortino 2.27 \| Calmar 0.7 Vol 1% \| MDD -1.8% Months 90M (32%)	CAGR 0.2% \| Win 56% Sharpe 0.11 \| Sortino 0.17 \| Calmar 0.1 Vol 3% \| MDD -4.0% Months 18M (6%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
RSI only	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 76% Sharpe 2.35 \| Sortino 5.20 \| Calmar 3.2 Vol 2% \| MDD -1.2% Months 110M (39%)	CAGR 0.6% \| Win 62% Sharpe 0.48 \| Sortino 0.61 \| Calmar 0.5 Vol 1% \| MDD -1.1% Months 65M (23%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 2.0% \| Win 67% Sharpe 1.53 \| Sortino 2.78 \| Calmar 4.3 Vol 1% \| MDD -0.5% Months 9M (3%)	CAGR 1.0% \| Win 59% Sharpe 0.68 \| Sortino 0.91 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 99M (35%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 70% Sharpe 1.68 \| Sortino 2.97 \| Calmar 1.5 Vol 2% \| MDD -1.8% Months 136M (48%)	CAGR 2.2% \| Win 72% Sharpe 1.78 \| Sortino 5.18 \| Calmar 5.7 Vol 1% \| MDD -0.4% Months 39M (14%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 2.7% \| Win 64% Sharpe 1.49 \| Sortino 4.00 \| Calmar 4.9 Vol 2% \| MDD -0.6% Months 14M (5%)	CAGR 0.8% \| Win 58% Sharpe 0.60 \| Sortino 0.75 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 94M (33%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.7% \| Win 71% Sharpe 1.80 \| Sortino 3.37 \| Calmar 2.3 Vol 2% \| MDD -1.2% Months 170M (60%)	CAGR -2.5% \| Win 40% Sharpe -1.77 \| Sortino -2.14 \| Calmar -2.3 Vol 1% \| MDD -1.1% Months 5M (2%)	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)
SLmean neg	CAGR 1.4% \| Win 61% Sharpe 1.33 \| Sortino 3.12 \| Calmar 1.0 Vol 1% \| MDD -1.4% Months 90M (32%)	CAGR -0.5% \| Win 50% Sharpe -0.18 \| Sortino -0.31 \| Calmar -0.1 Vol 3% \| MDD -4.7% Months 18M (6%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 68% Sharpe 1.47 \| Sortino 2.54 \| Calmar 0.6 Vol 1% \| MDD -3.6% Months 229M (81%)	CAGR 2.0% \| Win 58% Sharpe 0.88 \| Sortino 1.43 \| Calmar 0.9 Vol 2% \| MDD -2.3% Months 33M (12%)	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)
RSmean neg	CAGR -0.1% \| Win 44% Sharpe -0.14 \| Sortino -0.19 \| Calmar -0.2 Vol 1% \| MDD -0.5% Months 9M (3%)	CAGR 2.8% \| Win 75% Sharpe 1.85 \| Sortino 3.56 \| Calmar 5.5 Vol 2% \| MDD -0.5% Months 12M (4%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)
MACD only	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 68% Sharpe 1.61 \| Sortino 3.14 \| Calmar 1.4 Vol 1% \| MDD -1.6% Months 241M (85%)	CAGR -0.4% \| Win 52% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.1 Vol 2% \| MDD -4.0% Months 21M (7%)	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)
RSmean neg	CAGR 1.4% \| Win 60% Sharpe 1.09 \| Sortino 2.16 \| Calmar 2.3 Vol 1% \| MDD -0.6% Months 20M (7%)	CAGR 5.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)
RSI only	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.7% \| Win 59% Sharpe 0.52 \| Sortino 0.67 \| Calmar 0.1 Vol 1% \| MDD -5.1% Months 143M (50%)	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)
RSmean neg	-	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 69% Sharpe 1.71 \| Sortino 3.13 \| Calmar 1.6 Vol 2% \| MDD -1.8% Months 147M (52%)	CAGR 1.1% \| Win 63% Sharpe 0.82 \| Sortino 1.06 \| Calmar 0.2 Vol 1% \| MDD -5.1% Months 115M (41%)	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)
RSmean neg	CAGR -0.9% \| Win 67% Sharpe -0.70 \| Sortino 0.00 \| Calmar -1.8 Vol 1% \| MDD -0.5% Months 3M (1%)	CAGR 2.0% \| Win 61% Sharpe 1.59 \| Sortino 3.92 \| Calmar 4.2 Vol 1% \| MDD -0.5% Months 18M (6%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.3% \| Win 68% Sharpe 1.67 \| Sortino 3.30 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 239M (84%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)
RSmean neg	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)	-	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 2.1% \| Win 68% Sharpe 1.59 \| Sortino 3.36 \| Calmar 1.3 Vol 1% \| MDD -1.6% Months 232M (82%)	CAGR -3.6% \| Win 33% Sharpe -1.66 \| Sortino -1.90 \| Calmar -1.6 Vol 2% \| MDD -2.3% Months 6M (2%)	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)
MACD neg	CAGR 2.8% \| Win 62% Sharpe 1.51 \| Sortino 2.50 \| Calmar 2.6 Vol 2% \| MDD -1.1% Months 29M (10%)	CAGR 1.2% \| Win 62% Sharpe 0.48 \| Sortino 0.97 \| Calmar 0.5 Vol 2% \| MDD -2.3% Months 16M (6%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)
RSI only	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.7% \| Win 76% Sharpe 2.35 \| Sortino 5.10 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 111M (39%)	CAGR 0.5% \| Win 59% Sharpe 0.48 \| Sortino 0.58 \| Calmar 0.1 Vol 1% \| MDD -3.7% Months 127M (45%)	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)
MACD neg	CAGR 3.4% \| Win 62% Sharpe 1.65 \| Sortino 4.54 \| Calmar 6.9 Vol 2% \| MDD -0.5% Months 8M (3%)	CAGR 2.0% \| Win 62% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.9 Vol 2% \| MDD -2.3% Months 37M (13%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 70% Sharpe 1.85 \| Sortino 3.76 \| Calmar 2.3 Vol 2% \| MDD -1.2% Months 134M (47%)	CAGR 0.9% \| Win 62% Sharpe 0.82 \| Sortino 1.10 \| Calmar 0.2 Vol 1% \| MDD -3.7% Months 104M (37%)	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)
MACD neg	CAGR 2.2% \| Win 62% Sharpe 0.89 \| Sortino 1.90 \| Calmar 1.7 Vol 2% \| MDD -1.3% Months 16M (6%)	CAGR 2.2% \| Win 62% Sharpe 1.19 \| Sortino 1.63 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 29M (10%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.2% \| Win 68% Sharpe 1.65 \| Sortino 3.61 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 228M (81%)	CAGR -2.8% \| Win 40% Sharpe -1.49 \| Sortino -1.67 \| Calmar -0.9 Vol 2% \| MDD -3.0% Months 10M (4%)	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)
MACD neg	CAGR 2.9% \| Win 66% Sharpe 1.64 \| Sortino 2.57 \| Calmar 2.7 Vol 2% \| MDD -1.1% Months 32M (11%)	CAGR 0.5% \| Win 54% Sharpe 0.19 \| Sortino 0.41 \| Calmar 0.2 Vol 3% \| MDD -2.3% Months 13M (5%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.7% \| Win 75% Sharpe 2.35 \| Sortino 5.26 \| Calmar 3.2 Vol 2% \| MDD -1.2% Months 116M (41%)	CAGR 1.0% \| Win 61% Sharpe 0.88 \| Sortino 1.35 \| Calmar 0.6 Vol 1% \| MDD -1.7% Months 145M (51%)	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)
RSI neg	CAGR 0.9% \| Win 67% Sharpe 0.51 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (1%)	CAGR -0.3% \| Win 53% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 19M (7%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.7% \| Win 69% Sharpe 1.71 \| Sortino 3.13 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 143M (50%)	CAGR 1.6% \| Win 64% Sharpe 1.43 \| Sortino 3.24 \| Calmar 0.9 Vol 1% \| MDD -1.8% Months 118M (42%)	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)
RSI neg	CAGR 3.6% \| Win 71% Sharpe 1.28 \| Sortino 4.69 \| Calmar 4.5 Vol 3% \| MDD -0.8% Months 7M (2%)	CAGR -1.9% \| Win 47% Sharpe -0.82 \| Sortino -1.14 \| Calmar -0.5 Vol 2% \| MDD -4.0% Months 15M (5%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.29 \| Calmar 1.9 Vol 1% \| MDD -1.2% Months 254M (90%)	CAGR -1.2% \| Win 43% Sharpe -1.04 \| Sortino -1.27 \| Calmar -1.2 Vol 1% \| MDD -1.1% Months 7M (2%)	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)
RSI neg	CAGR 1.6% \| Win 67% Sharpe 1.27 \| Sortino 1.65 \| Calmar 3.2 Vol 1% \| MDD -0.5% Months 6M (2%)	CAGR -0.8% \| Win 50% Sharpe -0.27 \| Sortino -0.53 \| Calmar -0.2 Vol 3% \| MDD -4.0% Months 16M (6%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.0% \| Win 76% Sharpe 2.44 \| Sortino 5.17 \| Calmar 3.9 Vol 2% \| MDD -1.0% Months 99M (35%)	CAGR 2.1% \| Win 70% Sharpe 1.56 \| Sortino 4.00 \| Calmar 4.1 Vol 1% \| MDD -0.5% Months 20M (7%)	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)
MACDhist neg	CAGR 0.3% \| Win 57% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 1% \| MDD -2.0% Months 51M (18%)	CAGR 1.0% \| Win 61% Sharpe 0.80 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 113M (40%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)
RSIhist only	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.7% \| Win 75% Sharpe 2.36 \| Sortino 5.15 \| Calmar 3.2 Vol 2% \| MDD -1.2% Months 118M (42%)	CAGR -4.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)
MACDhist neg	CAGR 1.1% \| Win 61% Sharpe 0.98 \| Sortino 1.55 \| Calmar 0.9 Vol 1% \| MDD -1.2% Months 142M (50%)	CAGR -0.8% \| Win 50% Sharpe -0.30 \| Sortino -0.50 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 22M (8%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.8% \| Win 70% Sharpe 1.75 \| Sortino 3.16 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 141M (50%)	CAGR 2.0% \| Win 56% Sharpe 0.81 \| Sortino 1.70 \| Calmar 2.4 Vol 2% \| MDD -0.8% Months 9M (3%)	CAGR 2.7% \| Win 69% Sharpe 1.67 \| Sortino 3.04 \| Calmar 1.4 Vol 2% \| MDD -2.0% Months 150M (53%)
RSIhist neg	CAGR 1.7% \| Win 65% Sharpe 1.54 \| Sortino 4.18 \| Calmar 1.3 Vol 1% \| MDD -1.3% Months 119M (42%)	CAGR -2.8% \| Win 43% Sharpe -1.19 \| Sortino -1.93 \| Calmar -0.6 Vol 2% \| MDD -4.7% Months 14M (5%)	CAGR 1.2% \| Win 62% Sharpe 0.91 \| Sortino 1.23 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 133M (47%)
LWTI only	CAGR 2.3% \| Win 68% Sharpe 1.64 \| Sortino 3.26 \| Calmar 1.8 Vol 1% \| MDD -1.2% Months 260M (92%)	CAGR -0.9% \| Win 48% Sharpe -0.38 \| Sortino -0.63 \| Calmar -0.2 Vol 2% \| MDD -4.7% Months 23M (8%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 70% Sharpe 1.75 \| Sortino 3.30 \| Calmar 2.2 Vol 2% \| MDD -1.2% Months 173M (61%)	CAGR 1.3% \| Win 59% Sharpe 1.36 \| Sortino 3.47 \| Calmar 2.0 Vol 1% \| MDD -0.6% Months 51M (18%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR -2.4% \| Win 50% Sharpe -0.80 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 0.9% \| Win 60% Sharpe 0.49 \| Sortino 0.69 \| Calmar 0.2 Vol 2% \| MDD -5.3% Months 57M (20%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
SLmean only	CAGR 2.6% \| Win 70% Sharpe 1.69 \| Sortino 3.08 \| Calmar 1.8 Vol 2% \| MDD -1.4% Months 175M (62%)	CAGR 1.1% \| Win 59% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 108M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 69% Sharpe 1.67 \| Sortino 3.24 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 220M (78%)	CAGR -0.2% \| Win 25% Sharpe -0.70 \| Sortino -1.97 \| Calmar -2.5 Vol 0% \| MDD -0.1% Months 4M (1%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 0.3% \| Win 55% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 2% \| MDD -4.9% Months 42M (15%)	CAGR 2.0% \| Win 71% Sharpe 1.45 \| Sortino 3.01 \| Calmar 3.9 Vol 1% \| MDD -0.5% Months 17M (6%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
RSmean only	CAGR 2.0% \| Win 66% Sharpe 1.34 \| Sortino 2.13 \| Calmar 0.4 Vol 2% \| MDD -5.1% Months 262M (93%)	CAGR 1.5% \| Win 62% Sharpe 1.25 \| Sortino 2.45 \| Calmar 2.6 Vol 1% \| MDD -0.6% Months 21M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 69% Sharpe 1.73 \| Sortino 3.67 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 205M (72%)	CAGR 2.4% \| Win 53% Sharpe 1.18 \| Sortino 2.02 \| Calmar 2.2 Vol 2% \| MDD -1.1% Months 19M (7%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR -0.3% \| Win 52% Sharpe -0.19 \| Sortino -0.22 \| Calmar -0.1 Vol 1% \| MDD -3.7% Months 33M (12%)	CAGR 2.1% \| Win 69% Sharpe 0.96 \| Sortino 1.59 \| Calmar 0.9 Vol 2% \| MDD -2.3% Months 26M (9%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
MACD only	CAGR 2.0% \| Win 67% Sharpe 1.43 \| Sortino 2.49 \| Calmar 0.5 Vol 1% \| MDD -3.9% Months 238M (84%)	CAGR 2.2% \| Win 62% Sharpe 1.06 \| Sortino 1.70 \| Calmar 1.0 Vol 2% \| MDD -2.3% Months 45M (16%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.4% \| Win 68% Sharpe 1.68 \| Sortino 3.29 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 222M (78%)	CAGR -1.5% \| Win 50% Sharpe -0.83 \| Sortino 0.00 \| Calmar -3.0 Vol 2% \| MDD -0.5% Months 2M (1%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 1.1% \| Win 62% Sharpe 0.94 \| Sortino 1.75 \| Calmar 0.8 Vol 1% \| MDD -1.4% Months 39M (14%)	CAGR -0.0% \| Win 55% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 3% \| MDD -4.0% Months 20M (7%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
RSI only	CAGR 2.2% \| Win 67% Sharpe 1.57 \| Sortino 3.09 \| Calmar 1.2 Vol 1% \| MDD -1.9% Months 261M (92%)	CAGR -0.2% \| Win 55% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 2% \| MDD -4.0% Months 22M (8%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 74% Sharpe 2.27 \| Sortino 5.08 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 117M (41%)	CAGR 0.9% \| Win 61% Sharpe 0.88 \| Sortino 1.25 \| Calmar 0.8 Vol 1% \| MDD -1.1% Months 107M (38%)	CAGR 2.3% \| Win 68% Sharpe 1.65 \| Sortino 3.21 \| Calmar 2.0 Vol 1% \| MDD -1.2% Months 224M (79%)
MRmean neg	CAGR 4.4% \| Win 100% Sharpe 16.44 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 2M (1%)	CAGR 0.6% \| Win 58% Sharpe 0.35 \| Sortino 0.50 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 57M (20%)	CAGR 0.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 59M (21%)
MACDhist only	CAGR 3.7% \| Win 75% Sharpe 2.30 \| Sortino 5.09 \| Calmar 3.1 Vol 2% \| MDD -1.2% Months 119M (42%)	CAGR 0.8% \| Win 60% Sharpe 0.61 \| Sortino 0.80 \| Calmar 0.2 Vol 1% \| MDD -5.4% Months 164M (58%)