SHYG - iShares 0-5 Year High Yield Corporate Bond ETF

Signal Pair Analysis

MACD-RSI

Best Pair

29.1%

Best CAGR

Total Months

5.2%

Avg CAGR

SHYG 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 SHYG

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	RSI	pos-neg	9	5.8	29.1	88.9	3.5	0.0	13.9	7.4	-2.1
pair	RSI	MACD	pos-neg	9	5.8	29.1	88.9	3.5	0.0	13.9	7.4	-2.1
pair	RSI	SLmean	pos-neg	4	2.6	21.2	75.0	2.3	0.0	0.0	8.7	0.0
pair	SLmean	RSI	pos-neg	4	2.6	21.2	75.0	2.3	0.0	0.0	8.7	0.0
pair	RSI	RSIhist	neg-pos	1	0.6	20.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSI	neg-pos	1	0.6	20.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	1	0.6	20.6	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	neg-pos	1	0.6	20.6	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.6	17.8	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.6	17.8	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	neg-pos	11	7.1	15.2	72.7	1.7	10.1	4.6	8.5	-3.3
pair	LWTI	RSI	neg-pos	11	7.1	15.2	72.7	1.7	10.1	4.6	8.5	-3.3
pair	RSI	RSmean	pos-neg	17	10.9	14.3	70.6	1.8	8.2	3.3	7.8	-4.3
pair	RSmean	RSI	pos-neg	17	10.9	14.3	70.6	1.8	8.2	3.3	7.8	-4.3
pair	MRmean	RSI	neg-neg	18	11.5	13.9	72.2	1.8	8.0	3.2	7.6	-4.3
pair	RSI	MRmean	neg-neg	18	11.5	13.9	72.2	1.8	8.0	3.2	7.6	-4.3
pair	RSI	MACDhist	neg-neg	18	11.5	13.9	72.2	1.8	8.0	3.2	7.6	-4.3
pair	MACDhist	RSI	neg-neg	18	11.5	13.9	72.2	1.8	8.0	3.2	7.6	-4.3
single	RSI	RSI	neg-neg	18	11.5	13.9	72.2	1.8	8.0	3.2	7.6	-4.3
pair	RSI	RSIhist	neg-neg	17	10.9	13.5	70.6	1.7	7.8	3.1	7.8	-4.3
pair	RSIhist	RSI	neg-neg	17	10.9	13.5	70.6	1.7	7.8	3.1	7.8	-4.3
pair	MRmean	LWTI	pos-neg	9	5.8	12.5	77.8	2.4	35.4	10.8	5.0	-1.2
pair	LWTI	MRmean	pos-neg	9	5.8	12.5	77.8	2.4	35.4	10.8	5.0	-1.2
pair	MACD	LWTI	neg-neg	7	4.5	12.2	85.7	3.6	0.0	0.0	3.2	0.0
pair	LWTI	MACD	neg-neg	7	4.5	12.2	85.7	3.6	0.0	0.0	3.2	0.0
pair	MACD	MRmean	neg-pos	14	9.0	12.1	71.4	1.1	2.5	1.8	10.6	-6.7
pair	MRmean	MACD	neg-pos	14	9.0	12.1	71.4	1.1	2.5	1.8	10.6	-6.7
pair	SLmean	RSI	neg-neg	14	9.0	11.8	71.4	1.5	6.0	4.6	7.5	-2.6
pair	RSI	LWTI	neg-neg	7	4.5	11.8	71.4	1.8	4.7	5.6	6.5	-2.1
pair	LWTI	RSI	neg-neg	7	4.5	11.8	71.4	1.8	4.7	5.6	6.5	-2.1
pair	RSI	SLmean	neg-neg	14	9.0	11.8	71.4	1.5	6.0	4.6	7.5	-2.6
pair	RSIhist	LWTI	pos-neg	8	5.1	11.7	75.0	2.3	33.2	5.4	4.9	-2.2
pair	LWTI	RSIhist	pos-neg	8	5.1	11.7	75.0	2.3	33.2	5.4	4.9	-2.2
pair	SLmean	LWTI	pos-neg	12	7.7	11.1	75.0	1.8	3.6	4.3	6.0	-2.6
pair	LWTI	SLmean	pos-neg	12	7.7	11.1	75.0	1.8	3.6	4.3	6.0	-2.6
pair	MACD	RSIhist	neg-pos	5	3.2	10.4	80.0	2.8	0.0	0.0	3.6	0.0
pair	RSIhist	MACD	neg-pos	5	3.2	10.4	80.0	2.8	0.0	0.0	3.6	0.0
pair	MRmean	SLmean	neg-pos	5	3.2	9.6	60.0	1.0	5.1	3.7	10.0	-2.6
pair	SLmean	MRmean	neg-pos	5	3.2	9.6	60.0	1.0	5.1	3.7	10.0	-2.6
pair	LWTI	RSmean	pos-neg	17	10.9	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
pair	RSmean	LWTI	pos-neg	17	10.9	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
single	LWTI	LWTI	neg-neg	17	10.9	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
pair	LWTI	MACDhist	neg-neg	16	10.3	8.9	68.8	1.4	3.6	1.9	6.3	-4.6
pair	MACDhist	LWTI	neg-neg	16	10.3	8.9	68.8	1.4	3.6	1.9	6.3	-4.6
pair	SLmean	RSIhist	pos-neg	18	11.5	8.0	77.8	1.4	2.1	3.1	5.4	-2.6
pair	RSIhist	SLmean	pos-neg	18	11.5	8.0	77.8	1.4	2.1	3.1	5.4	-2.6
pair	LWTI	RSI	pos-neg	10	6.4	7.8	70.0	1.2	2.6	2.1	6.2	-3.7
pair	RSI	LWTI	pos-neg	10	6.4	7.8	70.0	1.2	2.6	2.1	6.2	-3.7
pair	LWTI	MACD	pos-neg	10	6.4	7.5	60.0	1.0	2.9	1.6	7.7	-4.6
pair	MACD	LWTI	pos-neg	10	6.4	7.5	60.0	1.0	2.9	1.6	7.7	-4.6
pair	RSIhist	LWTI	neg-neg	9	5.8	7.4	66.7	1.0	2.8	1.6	7.3	-4.6
pair	LWTI	RSIhist	neg-neg	9	5.8	7.4	66.7	1.0	2.8	1.6	7.3	-4.6
pair	MACDhist	MACD	pos-neg	41	26.3	6.6	68.3	1.0	1.4	0.9	6.9	-7.4
pair	MACD	MACDhist	pos-neg	41	26.3	6.6	68.3	1.0	1.4	0.9	6.9	-7.4
pair	MACDhist	SLmean	pos-neg	36	23.1	6.2	72.2	1.3	2.2	2.2	4.8	-2.8
pair	SLmean	MACDhist	pos-neg	36	23.1	6.2	72.2	1.3	2.2	2.2	4.8	-2.8
pair	RSmean	MRmean	neg-pos	26	16.7	6.2	61.5	0.7	1.5	0.9	8.7	-6.7
pair	MRmean	RSmean	neg-pos	26	16.7	6.2	61.5	0.7	1.5	0.9	8.7	-6.7
pair	RSIhist	MACD	pos-neg	33	21.2	6.0	72.7	0.6	0.6	0.6	10.0	-10.2
pair	MACD	RSIhist	pos-neg	33	21.2	6.0	72.7	0.6	0.6	0.6	10.0	-10.2
pair	LWTI	MRmean	neg-neg	8	5.1	6.0	62.5	0.8	2.3	1.3	7.4	-4.6
pair	MRmean	LWTI	neg-neg	8	5.1	6.0	62.5	0.8	2.3	1.3	7.4	-4.6
pair	RSmean	RSI	neg-neg	1	0.6	5.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.6	5.9	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	LWTI	neg-neg	5	3.2	5.5	60.0	0.8	2.3	2.6	6.9	-2.1
pair	LWTI	SLmean	neg-neg	5	3.2	5.5	60.0	0.8	2.3	2.6	6.9	-2.1
pair	MACD	SLmean	pos-pos	103	66.0	5.4	72.8	1.5	2.5	1.1	3.6	-4.9
pair	SLmean	MACD	pos-pos	103	66.0	5.4	72.8	1.5	2.5	1.1	3.6	-4.9
pair	SLmean	RSmean	pos-pos	112	71.8	5.3	72.3	1.5	2.4	1.1	3.6	-4.9
pair	RSmean	SLmean	pos-pos	112	71.8	5.3	72.3	1.5	2.4	1.1	3.6	-4.9
single	MRmean	MRmean	neg-neg	38	24.4	5.2	68.4	0.7	1.3	0.8	7.3	-6.7
single	SLmean	SLmean	pos-pos	113	72.4	5.2	71.7	1.4	2.4	1.1	3.6	-4.9
pair	MRmean	MACDhist	neg-neg	38	24.4	5.2	68.4	0.7	1.3	0.8	7.3	-6.7
pair	MACDhist	MRmean	neg-neg	38	24.4	5.2	68.4	0.7	1.3	0.8	7.3	-6.7
pair	RSIhist	MACDhist	neg-pos	22	14.1	5.0	72.7	1.3	2.2	2.3	3.8	-2.2
pair	MACDhist	RSIhist	neg-pos	22	14.1	5.0	72.7	1.3	2.2	2.3	3.8	-2.2
pair	LWTI	MRmean	neg-pos	30	19.2	5.0	70.0	0.7	1.1	0.8	7.5	-6.6
pair	MRmean	LWTI	neg-pos	30	19.2	5.0	70.0	0.7	1.1	0.8	7.5	-6.6
pair	SLmean	MRmean	pos-pos	108	69.2	5.0	72.2	1.6	2.8	1.4	3.1	-3.6
pair	MRmean	SLmean	pos-pos	108	69.2	5.0	72.2	1.6	2.8	1.4	3.1	-3.6
single	MACD	MACD	pos-pos	123	78.8	4.8	70.7	0.8	0.8	0.4	5.8	-11.3
pair	MACD	RSmean	pos-pos	123	78.8	4.8	70.7	0.8	0.8	0.4	5.8	-11.3
pair	MRmean	RSIhist	neg-neg	37	23.7	4.8	67.6	0.7	1.2	0.7	7.4	-6.7
pair	RSIhist	MRmean	neg-neg	37	23.7	4.8	67.6	0.7	1.2	0.7	7.4	-6.7
pair	MACDhist	RSmean	pos-neg	61	39.1	4.8	63.9	0.8	1.2	0.6	6.3	-7.6
pair	RSmean	MACD	pos-pos	123	78.8	4.8	70.7	0.8	0.8	0.4	5.8	-11.3
pair	RSmean	MACDhist	pos-neg	61	39.1	4.8	63.9	0.8	1.2	0.6	6.3	-7.6
pair	SLmean	RSIhist	pos-pos	95	60.9	4.7	70.5	1.5	2.6	1.0	3.1	-4.5
pair	RSI	SLmean	pos-pos	109	69.9	4.7	71.6	1.4	2.2	0.8	3.2	-6.0
pair	SLmean	RSI	pos-pos	109	69.9	4.7	71.6	1.4	2.2	0.8	3.2	-6.0
pair	RSIhist	RSmean	pos-pos	95	60.9	4.7	70.5	1.5	2.6	1.0	3.1	-4.5
pair	RSmean	RSIhist	pos-pos	95	60.9	4.7	70.5	1.5	2.6	1.0	3.1	-4.5
single	RSIhist	RSIhist	pos-pos	95	60.9	4.7	70.5	1.5	2.6	1.0	3.1	-4.5
pair	RSIhist	SLmean	pos-pos	95	60.9	4.7	70.5	1.5	2.6	1.0	3.1	-4.5
pair	SLmean	MACDhist	pos-pos	77	49.4	4.7	71.4	1.6	2.9	1.5	2.9	-3.2
pair	MACDhist	SLmean	pos-pos	77	49.4	4.7	71.4	1.6	2.9	1.5	2.9	-3.2
pair	MACD	LWTI	pos-pos	113	72.4	4.6	71.7	0.8	0.7	0.4	5.6	-11.3
pair	LWTI	MACD	pos-pos	113	72.4	4.6	71.7	0.8	0.7	0.4	5.6	-11.3
pair	RSIhist	MACDhist	pos-pos	73	46.8	4.6	69.9	1.6	2.8	1.4	2.9	-3.2
pair	MACDhist	RSIhist	pos-pos	73	46.8	4.6	69.9	1.6	2.8	1.4	2.9	-3.2
pair	SLmean	LWTI	pos-pos	101	64.7	4.5	71.3	1.4	2.4	1.6	3.2	-2.8
pair	LWTI	SLmean	pos-pos	101	64.7	4.5	71.3	1.4	2.4	1.6	3.2	-2.8
pair	SLmean	MRmean	neg-neg	33	21.2	4.5	69.7	0.7	1.1	0.7	7.0	-6.6
pair	MRmean	SLmean	neg-neg	33	21.2	4.5	69.7	0.7	1.1	0.7	7.0	-6.6
pair	MRmean	RSIhist	pos-pos	94	60.3	4.5	70.2	1.4	2.5	1.0	3.1	-4.5
pair	RSIhist	MRmean	pos-pos	94	60.3	4.5	70.2	1.4	2.5	1.0	3.1	-4.5
pair	RSI	RSIhist	pos-pos	94	60.3	4.5	70.2	1.4	2.5	1.0	3.1	-4.5
pair	RSIhist	RSI	pos-pos	94	60.3	4.5	70.2	1.4	2.5	1.0	3.1	-4.5
pair	RSIhist	MACD	pos-pos	90	57.7	4.4	70.0	1.4	2.4	1.0	3.1	-4.5
single	MACDhist	MACDhist	neg-neg	74	47.4	4.4	66.2	0.8	1.2	0.6	5.8	-7.6
pair	MACD	RSIhist	pos-pos	90	57.7	4.4	70.0	1.4	2.4	1.0	3.1	-4.5
single	RSmean	RSmean	pos-pos	143	91.7	4.3	68.5	0.8	0.8	0.4	5.6	-11.3
pair	LWTI	RSIhist	pos-pos	87	55.8	4.1	70.1	1.4	2.2	1.7	2.9	-2.4
pair	RSIhist	LWTI	pos-pos	87	55.8	4.1	70.1	1.4	2.2	1.7	2.9	-2.4
pair	RSIhist	MACDhist	neg-neg	52	33.3	4.1	63.5	0.7	1.1	0.6	6.5	-7.4
pair	MACDhist	RSIhist	neg-neg	52	33.3	4.1	63.5	0.7	1.1	0.6	6.5	-7.4
pair	benchmark___benchmark_		benchmark-benchmark	156	100.0	4.1	69.2	0.8	0.8	0.4	5.5	-11.3
pair		benchmark___benchmark_	benchmark-benchmark	156	100.0	4.1	69.2	0.8	0.8	0.4	5.5	-11.3
pair	MACD	MACDhist	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	MACDhist	MACD	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	RSI	MACDhist	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	MACDhist	RSI	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
single	MACDhist	MACDhist	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	MRmean	MACDhist	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	RSmean	MRmean	pos-pos	117	75.0	3.9	70.1	0.8	0.7	0.3	4.8	-11.4
pair	MRmean	RSmean	pos-pos	117	75.0	3.9	70.1	0.8	0.7	0.3	4.8	-11.4
pair	MACDhist	RSmean	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	RSmean	MACDhist	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
pair	MACD	MRmean	pos-pos	109	69.9	3.9	70.6	0.8	0.6	0.3	4.9	-11.4
pair	MRmean	MACD	pos-pos	109	69.9	3.9	70.6	0.8	0.6	0.3	4.9	-11.4
pair	MACDhist	MRmean	pos-pos	82	52.6	3.9	72.0	0.8	0.6	0.3	5.1	-11.3
single	MRmean	MRmean	pos-pos	118	75.6	3.8	69.5	0.8	0.7	0.3	4.7	-11.4
pair	MACDhist	LWTI	pos-pos	81	51.9	3.8	71.6	0.8	0.5	0.3	5.1	-11.3
pair	LWTI	MACDhist	pos-pos	81	51.9	3.8	71.6	0.8	0.5	0.3	5.1	-11.3
pair	MRmean	RSI	pos-pos	118	75.6	3.8	69.5	0.8	0.7	0.3	4.7	-11.4
pair	RSI	MRmean	pos-pos	118	75.6	3.8	69.5	0.8	0.7	0.3	4.7	-11.4
pair	LWTI	RSmean	pos-pos	126	80.8	3.6	68.3	0.7	0.6	0.3	5.6	-11.3
pair	RSmean	LWTI	pos-pos	126	80.8	3.6	68.3	0.7	0.6	0.3	5.6	-11.3
pair	RSIhist	RSmean	pos-neg	48	30.8	3.5	64.6	0.4	0.5	0.3	8.8	-10.2
pair	RSmean	RSIhist	pos-neg	48	30.8	3.5	64.6	0.4	0.5	0.3	8.8	-10.2
pair	MACDhist	MRmean	pos-neg	36	23.1	3.5	63.9	0.9	1.7	1.7	3.8	-2.1
pair	MRmean	MACDhist	pos-neg	36	23.1	3.5	63.9	0.9	1.7	1.7	3.8	-2.1
single	LWTI	LWTI	pos-pos	139	89.1	3.5	69.1	0.7	0.6	0.3	5.4	-11.3
single	RSIhist	RSIhist	neg-neg	61	39.1	3.3	67.2	0.5	0.5	0.3	7.9	-10.2
pair	LWTI	MACDhist	neg-pos	58	37.2	3.2	65.5	0.6	0.8	0.4	5.7	-7.7
pair	MACDhist	LWTI	neg-pos	58	37.2	3.2	65.5	0.6	0.8	0.4	5.7	-7.7
pair	MACD	SLmean	pos-neg	10	6.4	3.2	60.0	0.8	1.4	1.2	3.9	-2.8
pair	SLmean	MACD	pos-neg	10	6.4	3.2	60.0	0.8	1.4	1.2	3.9	-2.8
pair	LWTI	MRmean	pos-pos	109	69.9	3.1	68.8	0.7	0.5	0.3	4.7	-11.4
pair	MRmean	LWTI	pos-pos	109	69.9	3.1	68.8	0.7	0.5	0.3	4.7	-11.4
pair	MACD	RSI	pos-pos	114	73.1	3.1	69.3	0.6	0.5	0.2	5.4	-15.1
pair	RSI	MACD	pos-pos	114	73.1	3.1	69.3	0.6	0.5	0.2	5.4	-15.1
pair	RSI	RSmean	pos-pos	126	80.8	3.0	68.3	0.6	0.5	0.2	5.2	-15.1
pair	RSmean	RSI	pos-pos	126	80.8	3.0	68.3	0.6	0.5	0.2	5.2	-15.1
pair	SLmean	RSmean	neg-neg	12	7.7	3.0	83.3	1.0	2.2	1.8	2.9	-1.6
pair	RSmean	SLmean	neg-neg	12	7.7	3.0	83.3	1.0	2.2	1.8	2.9	-1.6
pair	RSmean	MRmean	neg-neg	12	7.7	3.0	83.3	1.0	2.2	1.8	2.9	-1.6
pair	MRmean	RSmean	neg-neg	12	7.7	3.0	83.3	1.0	2.2	1.8	2.9	-1.6
single	RSI	RSI	pos-pos	138	88.5	2.9	68.8	0.6	0.5	0.2	5.1	-15.1
pair	SLmean	MACDhist	neg-neg	38	24.4	2.7	60.5	0.4	0.7	0.4	6.7	-7.3
pair	MACDhist	SLmean	neg-neg	38	24.4	2.7	60.5	0.4	0.7	0.4	6.7	-7.3
pair	MACD	MRmean	pos-neg	9	5.8	2.6	55.6	0.8	2.3	1.3	3.3	-2.0
pair	MRmean	MACD	pos-neg	9	5.8	2.6	55.6	0.8	2.3	1.3	3.3	-2.0
pair	LWTI	RSIhist	neg-pos	52	33.3	2.6	67.3	0.4	0.3	0.3	8.0	-10.2
pair	RSIhist	LWTI	neg-pos	52	33.3	2.6	67.3	0.4	0.3	0.3	8.0	-10.2
pair	LWTI	RSI	pos-pos	128	82.1	2.6	68.8	0.5	0.4	0.2	5.0	-14.8
pair	RSI	LWTI	pos-pos	128	82.1	2.6	68.8	0.5	0.4	0.2	5.0	-14.8
single	RSmean	RSmean	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSIhist	RSmean	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSmean	RSIhist	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSmean	LWTI	neg-pos	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	LWTI	RSmean	neg-pos	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	MACDhist	RSmean	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSmean	MACDhist	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	MACD	RSmean	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSmean	MACD	neg-neg	13	8.3	2.4	76.9	0.9	1.1	1.4	2.8	-1.6
pair	RSI	MACD	neg-pos	24	15.4	2.2	66.7	0.7	1.4	0.6	3.3	-3.4
pair	MACD	RSI	neg-pos	24	15.4	2.2	66.7	0.7	1.4	0.6	3.3	-3.4
pair	RSI	RSmean	neg-pos	12	7.7	2.1	75.0	0.7	0.9	1.3	2.9	-1.6
pair	RSmean	RSI	neg-pos	12	7.7	2.1	75.0	0.7	0.9	1.3	2.9	-1.6
pair	SLmean	MACD	neg-pos	20	12.8	1.8	60.0	0.2	0.2	0.2	12.1	-10.2
pair	MACD	SLmean	neg-pos	20	12.8	1.8	60.0	0.2	0.2	0.2	12.1	-10.2
single	MACD	MACD	neg-neg	33	21.2	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
pair	MACDhist	MACD	neg-neg	33	21.2	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
pair	MACD	MACDhist	neg-neg	33	21.2	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
pair	MACDhist	RSI	pos-neg	56	35.9	1.5	64.3	0.3	0.4	0.1	5.0	-11.6
pair	RSI	MACDhist	pos-neg	56	35.9	1.5	64.3	0.3	0.4	0.1	5.0	-11.6
single	SLmean	SLmean	neg-neg	43	27.6	1.4	62.8	0.2	0.2	0.1	8.7	-10.2
pair	SLmean	RSIhist	neg-neg	43	27.6	1.4	62.8	0.2	0.2	0.1	8.7	-10.2
pair	RSIhist	SLmean	neg-neg	43	27.6	1.4	62.8	0.2	0.2	0.1	8.7	-10.2
pair	MRmean	MACD	neg-neg	24	15.4	1.3	66.7	0.3	0.8	0.2	4.5	-5.7
pair	MACD	MRmean	neg-neg	24	15.4	1.3	66.7	0.3	0.8	0.2	4.5	-5.7
pair	RSmean	MACD	pos-neg	20	12.8	1.2	55.0	0.3	0.7	0.2	4.9	-7.6
pair	MACD	RSmean	pos-neg	20	12.8	1.2	55.0	0.3	0.7	0.2	4.9	-7.6
pair	RSIhist	MRmean	pos-neg	24	15.4	1.0	66.7	0.2	0.1	0.1	8.6	-10.2
pair	MRmean	RSIhist	pos-neg	24	15.4	1.0	66.7	0.2	0.1	0.1	8.6	-10.2
pair	SLmean	MACD	neg-neg	23	14.7	1.0	65.2	0.3	0.7	0.2	4.3	-4.9
pair	MACD	SLmean	neg-neg	23	14.7	1.0	65.2	0.3	0.7	0.2	4.3	-4.9
pair	SLmean	LWTI	neg-pos	38	24.4	0.9	63.2	0.1	0.1	0.1	9.0	-10.2
pair	LWTI	SLmean	neg-pos	38	24.4	0.9	63.2	0.1	0.1	0.1	9.0	-10.2
pair	SLmean	RSmean	neg-pos	31	19.9	0.8	54.8	0.1	0.1	0.1	10.1	-10.2
pair	RSmean	SLmean	neg-pos	31	19.9	0.8	54.8	0.1	0.1	0.1	10.1	-10.2
pair	RSI	MACD	neg-neg	9	5.8	0.4	55.6	0.1	0.3	0.1	6.0	-4.3
pair	MACD	RSI	neg-neg	9	5.8	0.4	55.6	0.1	0.3	0.1	6.0	-4.3
pair	RSIhist	MACD	neg-neg	28	17.9	0.2	60.7	0.1	0.1	0.0	4.1	-6.6
pair	MACD	RSIhist	neg-neg	28	17.9	0.2	60.7	0.1	0.1	0.0	4.1	-6.6
pair	RSIhist	RSI	pos-neg	44	28.2	-0.4	65.9	-0.0	-0.0	-0.0	7.7	-18.1
pair	RSI	RSIhist	pos-neg	44	28.2	-0.4	65.9	-0.0	-0.0	-0.0	7.7	-18.1
pair	LWTI	MACD	neg-pos	26	16.7	-1.0	57.7	-0.2	-0.4	-0.1	4.0	-6.5
pair	MACD	LWTI	neg-pos	26	16.7	-1.0	57.7	-0.2	-0.4	-0.1	4.0	-6.5
pair	MACDhist	RSIhist	pos-neg	9	5.8	-1.4	88.9	-0.0	0.0	-0.1	13.7	-10.2
pair	RSIhist	MACDhist	pos-neg	9	5.8	-1.4	88.9	-0.0	0.0	-0.1	13.7	-10.2
pair	RSI	MRmean	neg-pos	20	12.8	-2.1	65.0	-0.3	-0.4	-0.2	6.6	-9.9
pair	MRmean	RSI	neg-pos	20	12.8	-2.1	65.0	-0.3	-0.4	-0.2	6.6	-9.9
pair	RSI	SLmean	neg-pos	29	18.6	-3.3	58.6	-0.3	-0.3	-0.2	9.0	-16.2
pair	SLmean	RSI	neg-pos	29	18.6	-3.3	58.6	-0.3	-0.3	-0.2	9.0	-16.2
pair	MRmean	RSmean	pos-neg	1	0.6	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.6	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.6	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.6	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	SLmean	neg-pos	5	3.2	-7.7	80.0	-0.3	0.0	-0.8	19.1	-10.2
pair	SLmean	MACDhist	neg-pos	5	3.2	-7.7	80.0	-0.3	0.0	-0.8	19.1	-10.2
pair	SLmean	MRmean	pos-neg	10	6.4	-8.3	40.0	-0.6	-0.6	-0.8	12.8	-10.3
pair	MRmean	SLmean	pos-neg	10	6.4	-8.3	40.0	-0.6	-0.6	-0.8	12.8	-10.3

All Contingency Tables for SHYG

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 72% Sharpe 1.60 \| Sortino 2.83 \| Calmar 1.4 Vol 3% \| MDD -3.6% Months 108M (69%)	CAGR -8.3% \| Win 40% Sharpe -0.61 \| Sortino -0.59 \| Calmar -0.8 Vol 13% \| MDD -10.3% Months 10M (6%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 9.6% \| Win 60% Sharpe 0.96 \| Sortino 5.11 \| Calmar 3.7 Vol 10% \| MDD -2.6% Months 5M (3%)	CAGR 4.5% \| Win 70% Sharpe 0.67 \| Sortino 1.07 \| Calmar 0.7 Vol 7% \| MDD -6.6% Months 33M (21%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
SLmean only	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 70% Sharpe 0.83 \| Sortino 0.67 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 117M (75%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 6.2% \| Win 62% Sharpe 0.74 \| Sortino 1.51 \| Calmar 0.9 Vol 9% \| MDD -6.7% Months 26M (17%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.19 \| Calmar 1.8 Vol 3% \| MDD -1.6% Months 12M (8%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
RSmean only	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 71% Sharpe 0.82 \| Sortino 0.64 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 109M (70%)	CAGR 2.6% \| Win 56% Sharpe 0.80 \| Sortino 2.31 \| Calmar 1.3 Vol 3% \| MDD -2.0% Months 9M (6%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 12.1% \| Win 71% Sharpe 1.14 \| Sortino 2.46 \| Calmar 1.8 Vol 11% \| MDD -6.7% Months 14M (9%)	CAGR 1.3% \| Win 67% Sharpe 0.32 \| Sortino 0.84 \| Calmar 0.2 Vol 4% \| MDD -5.7% Months 24M (15%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
MACD only	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)	-	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR -2.1% \| Win 65% Sharpe -0.28 \| Sortino -0.36 \| Calmar -0.2 Vol 7% \| MDD -9.9% Months 20M (13%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
RSI only	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 3.5% \| Win 64% Sharpe 0.94 \| Sortino 1.69 \| Calmar 1.7 Vol 4% \| MDD -2.1% Months 36M (23%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	-	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.5% \| Win 70% Sharpe 1.44 \| Sortino 2.50 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 94M (60%)	CAGR 1.0% \| Win 67% Sharpe 0.16 \| Sortino 0.12 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 24M (15%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 20.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.8% \| Win 68% Sharpe 0.67 \| Sortino 1.24 \| Calmar 0.7 Vol 7% \| MDD -6.7% Months 37M (24%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.1% \| Win 69% Sharpe 0.68 \| Sortino 0.53 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 109M (70%)	CAGR 12.5% \| Win 78% Sharpe 2.37 \| Sortino 35.42 \| Calmar 10.8 Vol 5% \| MDD -1.2% Months 9M (6%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 5.0% \| Win 70% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.8 Vol 8% \| MDD -6.6% Months 30M (19%)	CAGR 6.0% \| Win 62% Sharpe 0.83 \| Sortino 2.34 \| Calmar 1.3 Vol 7% \| MDD -4.6% Months 8M (5%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 72% Sharpe 1.46 \| Sortino 2.40 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 112M (72%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	CAGR 0.8% \| Win 55% Sharpe 0.13 \| Sortino 0.14 \| Calmar 0.1 Vol 10% \| MDD -10.2% Months 31M (20%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.19 \| Calmar 1.8 Vol 3% \| MDD -1.6% Months 12M (8%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
RSmean only	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.4% \| Win 73% Sharpe 1.50 \| Sortino 2.45 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 103M (66%)	CAGR 3.2% \| Win 60% Sharpe 0.83 \| Sortino 1.44 \| Calmar 1.2 Vol 4% \| MDD -2.8% Months 10M (6%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	CAGR 1.8% \| Win 60% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.2 Vol 12% \| MDD -10.2% Months 20M (13%)	CAGR 1.0% \| Win 65% Sharpe 0.26 \| Sortino 0.65 \| Calmar 0.2 Vol 4% \| MDD -4.9% Months 23M (15%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
MACD only	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 72% Sharpe 1.43 \| Sortino 2.21 \| Calmar 0.8 Vol 3% \| MDD -6.0% Months 109M (70%)	CAGR 21.2% \| Win 75% Sharpe 2.26 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (3%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	CAGR -3.3% \| Win 59% Sharpe -0.33 \| Sortino -0.30 \| Calmar -0.2 Vol 9% \| MDD -16.2% Months 29M (19%)	CAGR 11.8% \| Win 71% Sharpe 1.54 \| Sortino 5.96 \| Calmar 4.6 Vol 8% \| MDD -2.6% Months 14M (9%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
RSI only	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 71% Sharpe 1.63 \| Sortino 2.88 \| Calmar 1.5 Vol 3% \| MDD -3.2% Months 77M (49%)	CAGR 6.2% \| Win 72% Sharpe 1.29 \| Sortino 2.20 \| Calmar 2.2 Vol 5% \| MDD -2.8% Months 36M (23%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	CAGR -7.7% \| Win 80% Sharpe -0.34 \| Sortino 0.00 \| Calmar -0.8 Vol 19% \| MDD -10.2% Months 5M (3%)	CAGR 2.7% \| Win 60% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.4 Vol 7% \| MDD -7.3% Months 38M (24%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 8.0% \| Win 78% Sharpe 1.45 \| Sortino 2.12 \| Calmar 3.1 Vol 5% \| MDD -2.6% Months 18M (12%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	-	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.5% \| Win 71% Sharpe 1.42 \| Sortino 2.37 \| Calmar 1.6 Vol 3% \| MDD -2.8% Months 101M (65%)	CAGR 11.1% \| Win 75% Sharpe 1.79 \| Sortino 3.59 \| Calmar 4.3 Vol 6% \| MDD -2.6% Months 12M (8%)	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)
SLmean neg	CAGR 0.9% \| Win 63% Sharpe 0.14 \| Sortino 0.14 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 38M (24%)	CAGR 5.5% \| Win 60% Sharpe 0.80 \| Sortino 2.28 \| Calmar 2.6 Vol 7% \| MDD -2.1% Months 5M (3%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)	CAGR 1.2% \| Win 55% Sharpe 0.27 \| Sortino 0.68 \| Calmar 0.2 Vol 5% \| MDD -7.6% Months 20M (13%)	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)
MACD only	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 68% Sharpe 0.59 \| Sortino 0.51 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 126M (81%)	CAGR 14.3% \| Win 71% Sharpe 1.77 \| Sortino 8.22 \| Calmar 3.3 Vol 8% \| MDD -4.3% Months 17M (11%)	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)
RSmean neg	CAGR 2.1% \| Win 75% Sharpe 0.73 \| Sortino 0.95 \| Calmar 1.3 Vol 3% \| MDD -1.6% Months 12M (8%)	CAGR 5.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)
RSI only	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.8% \| Win 64% Sharpe 0.78 \| Sortino 1.25 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 61M (39%)	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.5% \| Win 65% Sharpe 0.44 \| Sortino 0.47 \| Calmar 0.3 Vol 9% \| MDD -10.2% Months 48M (31%)	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.6% \| Win 68% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 6% \| MDD -11.3% Months 126M (81%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)
RSmean neg	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)	-	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.1% \| Win 69% Sharpe 0.60 \| Sortino 0.49 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 114M (73%)	CAGR 29.1% \| Win 89% Sharpe 3.52 \| Sortino 0.00 \| Calmar 13.9 Vol 7% \| MDD -2.1% Months 9M (6%)	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)
MACD neg	CAGR 2.2% \| Win 67% Sharpe 0.66 \| Sortino 1.44 \| Calmar 0.6 Vol 3% \| MDD -3.4% Months 24M (15%)	CAGR 0.4% \| Win 56% Sharpe 0.10 \| Sortino 0.34 \| Calmar 0.1 Vol 6% \| MDD -4.3% Months 9M (6%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)
RSI only	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 6.6% \| Win 68% Sharpe 0.96 \| Sortino 1.36 \| Calmar 0.9 Vol 7% \| MDD -7.4% Months 41M (26%)	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)
MACD neg	-	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.4% \| Win 70% Sharpe 1.40 \| Sortino 2.39 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 90M (58%)	CAGR 6.0% \| Win 73% Sharpe 0.63 \| Sortino 0.58 \| Calmar 0.6 Vol 10% \| MDD -10.2% Months 33M (21%)	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)
MACD neg	CAGR 10.4% \| Win 80% Sharpe 2.77 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (3%)	CAGR 0.2% \| Win 61% Sharpe 0.07 \| Sortino 0.14 \| Calmar 0.0 Vol 4% \| MDD -6.6% Months 28M (18%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.6% \| Win 72% Sharpe 0.83 \| Sortino 0.69 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 113M (72%)	CAGR 7.5% \| Win 60% Sharpe 0.98 \| Sortino 2.90 \| Calmar 1.6 Vol 8% \| MDD -4.6% Months 10M (6%)	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)
MACD neg	CAGR -1.0% \| Win 58% Sharpe -0.22 \| Sortino -0.44 \| Calmar -0.1 Vol 4% \| MDD -6.5% Months 26M (17%)	CAGR 12.2% \| Win 86% Sharpe 3.62 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 7M (4%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 1.5% \| Win 64% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 5% \| MDD -11.6% Months 56M (36%)	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)
RSI neg	-	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.5% \| Win 70% Sharpe 1.44 \| Sortino 2.50 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 94M (60%)	CAGR -0.4% \| Win 66% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 8% \| MDD -18.1% Months 44M (28%)	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)
RSI neg	CAGR 20.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 13.5% \| Win 71% Sharpe 1.67 \| Sortino 7.76 \| Calmar 3.1 Vol 8% \| MDD -4.3% Months 17M (11%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.6% \| Win 69% Sharpe 0.54 \| Sortino 0.44 \| Calmar 0.2 Vol 5% \| MDD -14.8% Months 128M (82%)	CAGR 7.8% \| Win 70% Sharpe 1.25 \| Sortino 2.57 \| Calmar 2.1 Vol 6% \| MDD -3.7% Months 10M (6%)	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)
RSI neg	CAGR 15.2% \| Win 73% Sharpe 1.72 \| Sortino 10.13 \| Calmar 4.6 Vol 8% \| MDD -3.3% Months 11M (7%)	CAGR 11.8% \| Win 71% Sharpe 1.76 \| Sortino 4.66 \| Calmar 5.6 Vol 6% \| MDD -2.1% Months 7M (4%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.6% \| Win 70% Sharpe 1.56 \| Sortino 2.80 \| Calmar 1.4 Vol 3% \| MDD -3.2% Months 73M (47%)	CAGR -1.4% \| Win 89% Sharpe -0.04 \| Sortino 0.00 \| Calmar -0.1 Vol 14% \| MDD -10.2% Months 9M (6%)	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)
MACDhist neg	CAGR 5.0% \| Win 73% Sharpe 1.28 \| Sortino 2.17 \| Calmar 2.3 Vol 4% \| MDD -2.2% Months 22M (14%)	CAGR 4.1% \| Win 64% Sharpe 0.65 \| Sortino 1.06 \| Calmar 0.6 Vol 6% \| MDD -7.4% Months 52M (33%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)
RSIhist only	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.8% \| Win 72% Sharpe 0.75 \| Sortino 0.53 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 81M (52%)	CAGR 17.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)
MACDhist neg	CAGR 3.2% \| Win 66% Sharpe 0.57 \| Sortino 0.81 \| Calmar 0.4 Vol 6% \| MDD -7.7% Months 58M (37%)	CAGR 8.9% \| Win 69% Sharpe 1.39 \| Sortino 3.59 \| Calmar 1.9 Vol 6% \| MDD -4.6% Months 16M (10%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.1% \| Win 70% Sharpe 1.39 \| Sortino 2.21 \| Calmar 1.7 Vol 3% \| MDD -2.4% Months 87M (56%)	CAGR 11.7% \| Win 75% Sharpe 2.30 \| Sortino 33.20 \| Calmar 5.4 Vol 5% \| MDD -2.2% Months 8M (5%)	CAGR 4.7% \| Win 70% Sharpe 1.48 \| Sortino 2.59 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 95M (61%)
RSIhist neg	CAGR 2.6% \| Win 67% Sharpe 0.36 \| Sortino 0.34 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 52M (33%)	CAGR 7.4% \| Win 67% Sharpe 1.02 \| Sortino 2.84 \| Calmar 1.6 Vol 7% \| MDD -4.6% Months 9M (6%)	CAGR 3.3% \| Win 67% Sharpe 0.45 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 61M (39%)
LWTI only	CAGR 3.5% \| Win 69% Sharpe 0.67 \| Sortino 0.61 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 139M (89%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 72% Sharpe 1.60 \| Sortino 2.83 \| Calmar 1.4 Vol 3% \| MDD -3.6% Months 108M (69%)	CAGR -8.3% \| Win 40% Sharpe -0.61 \| Sortino -0.59 \| Calmar -0.8 Vol 13% \| MDD -10.3% Months 10M (6%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 9.6% \| Win 60% Sharpe 0.96 \| Sortino 5.11 \| Calmar 3.7 Vol 10% \| MDD -2.6% Months 5M (3%)	CAGR 4.5% \| Win 70% Sharpe 0.67 \| Sortino 1.07 \| Calmar 0.7 Vol 7% \| MDD -6.6% Months 33M (21%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
SLmean only	CAGR 5.2% \| Win 72% Sharpe 1.44 \| Sortino 2.39 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 113M (72%)	CAGR 1.4% \| Win 63% Sharpe 0.20 \| Sortino 0.21 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 43M (28%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 70% Sharpe 0.83 \| Sortino 0.67 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 117M (75%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 6.2% \| Win 62% Sharpe 0.74 \| Sortino 1.51 \| Calmar 0.9 Vol 9% \| MDD -6.7% Months 26M (17%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.19 \| Calmar 1.8 Vol 3% \| MDD -1.6% Months 12M (8%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
RSmean only	CAGR 4.3% \| Win 68% Sharpe 0.78 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 143M (92%)	CAGR 2.4% \| Win 77% Sharpe 0.86 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.6% Months 13M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 71% Sharpe 0.82 \| Sortino 0.64 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 109M (70%)	CAGR 2.6% \| Win 56% Sharpe 0.80 \| Sortino 2.31 \| Calmar 1.3 Vol 3% \| MDD -2.0% Months 9M (6%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR 12.1% \| Win 71% Sharpe 1.14 \| Sortino 2.46 \| Calmar 1.8 Vol 11% \| MDD -6.7% Months 14M (9%)	CAGR 1.3% \| Win 67% Sharpe 0.32 \| Sortino 0.84 \| Calmar 0.2 Vol 4% \| MDD -5.7% Months 24M (15%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
MACD only	CAGR 4.8% \| Win 71% Sharpe 0.84 \| Sortino 0.76 \| Calmar 0.4 Vol 6% \| MDD -11.3% Months 123M (79%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)	-	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	CAGR -2.1% \| Win 65% Sharpe -0.28 \| Sortino -0.36 \| Calmar -0.2 Vol 7% \| MDD -9.9% Months 20M (13%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
RSI only	CAGR 2.9% \| Win 69% Sharpe 0.60 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 138M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.96 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 3.5% \| Win 64% Sharpe 0.94 \| Sortino 1.69 \| Calmar 1.7 Vol 4% \| MDD -2.1% Months 36M (23%)	CAGR 3.8% \| Win 70% Sharpe 0.81 \| Sortino 0.66 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 118M (76%)
MRmean neg	-	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)	CAGR 5.2% \| Win 68% Sharpe 0.72 \| Sortino 1.33 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 38M (24%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.3% Months 82M (53%)	CAGR 4.4% \| Win 66% Sharpe 0.76 \| Sortino 1.19 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 74M (47%)