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

Signal Pair Analysis

MACD-RSI

Best Pair

29.1%

Best CAGR

Total Months

5.3%

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	6.0	29.1	88.9	3.5	0.0	13.8	7.4	-2.1
pair	RSI	MACD	pos-neg	9	6.0	29.1	88.9	3.5	0.0	13.8	7.4	-2.1
pair	RSI	SLmean	pos-neg	4	2.7	21.2	75.0	2.3	0.0	0.0	8.7	0.0
pair	SLmean	RSI	pos-neg	4	2.7	21.2	75.0	2.3	0.0	0.0	8.7	0.0
pair	RSI	RSIhist	neg-pos	1	0.7	20.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSI	neg-pos	1	0.7	20.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	1	0.7	20.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	neg-pos	1	0.7	20.7	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.7	17.7	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.7	17.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	neg-pos	11	7.3	15.2	72.7	1.7	10.1	4.6	8.5	-3.3
pair	LWTI	RSI	neg-pos	11	7.3	15.2	72.7	1.7	10.1	4.6	8.5	-3.3
pair	RSI	RSmean	pos-neg	17	11.3	14.3	70.6	1.8	8.2	3.3	7.8	-4.3
pair	RSmean	RSI	pos-neg	17	11.3	14.3	70.6	1.8	8.2	3.3	7.8	-4.3
pair	MRmean	RSI	neg-neg	18	12.0	13.9	72.2	1.8	7.9	3.2	7.6	-4.3
pair	RSI	MRmean	neg-neg	18	12.0	13.9	72.2	1.8	7.9	3.2	7.6	-4.3
pair	RSI	MACDhist	neg-neg	18	12.0	13.9	72.2	1.8	7.9	3.2	7.6	-4.3
pair	MACDhist	RSI	neg-neg	18	12.0	13.9	72.2	1.8	7.9	3.2	7.6	-4.3
single	RSI	RSI	neg-neg	18	12.0	13.9	72.2	1.8	7.9	3.2	7.6	-4.3
pair	RSI	RSIhist	neg-neg	17	11.3	13.5	70.6	1.7	7.7	3.1	7.8	-4.3
pair	RSIhist	RSI	neg-neg	17	11.3	13.5	70.6	1.7	7.7	3.1	7.8	-4.3
pair	MRmean	LWTI	pos-neg	9	6.0	12.5	77.8	2.4	36.5	10.8	5.0	-1.2
pair	MACD	MRmean	neg-pos	13	8.7	12.5	69.2	1.1	2.5	1.9	11.0	-6.7
pair	MRmean	MACD	neg-pos	13	8.7	12.5	69.2	1.1	2.5	1.9	11.0	-6.7
pair	LWTI	MRmean	pos-neg	9	6.0	12.5	77.8	2.4	36.5	10.8	5.0	-1.2
pair	MACD	LWTI	neg-neg	7	4.7	12.2	85.7	3.6	0.0	0.0	3.2	0.0
pair	LWTI	MACD	neg-neg	7	4.7	12.2	85.7	3.6	0.0	0.0	3.2	0.0
pair	SLmean	RSI	neg-neg	14	9.3	11.8	71.4	1.5	5.9	4.6	7.5	-2.6
pair	RSI	LWTI	neg-neg	7	4.7	11.8	71.4	1.8	4.7	5.6	6.5	-2.1
pair	LWTI	RSI	neg-neg	7	4.7	11.8	71.4	1.8	4.7	5.6	6.5	-2.1
pair	RSI	SLmean	neg-neg	14	9.3	11.8	71.4	1.5	5.9	4.6	7.5	-2.6
pair	RSIhist	LWTI	pos-neg	8	5.3	11.7	75.0	2.3	34.2	5.4	4.9	-2.2
pair	LWTI	RSIhist	pos-neg	8	5.3	11.7	75.0	2.3	34.2	5.4	4.9	-2.2
pair	SLmean	LWTI	pos-neg	12	8.0	11.1	75.0	1.8	3.6	4.3	6.0	-2.6
pair	LWTI	SLmean	pos-neg	12	8.0	11.1	75.0	1.8	3.6	4.3	6.0	-2.6
pair	MACD	RSIhist	neg-pos	5	3.3	10.4	80.0	2.8	0.0	0.0	3.6	0.0
pair	RSIhist	MACD	neg-pos	5	3.3	10.4	80.0	2.8	0.0	0.0	3.6	0.0
pair	MRmean	SLmean	neg-pos	5	3.3	9.6	60.0	1.0	5.1	3.7	10.0	-2.6
pair	SLmean	MRmean	neg-pos	5	3.3	9.6	60.0	1.0	5.1	3.7	10.0	-2.6
pair	LWTI	RSmean	pos-neg	17	11.3	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
pair	RSmean	LWTI	pos-neg	17	11.3	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
single	LWTI	LWTI	neg-neg	17	11.3	9.4	70.6	1.5	3.8	2.0	6.1	-4.6
pair	LWTI	MACDhist	neg-neg	16	10.7	8.9	68.8	1.4	3.6	1.9	6.3	-4.6
pair	MACDhist	LWTI	neg-neg	16	10.7	8.9	68.8	1.4	3.6	1.9	6.3	-4.6
pair	SLmean	RSIhist	pos-neg	18	12.0	8.0	77.8	1.4	2.1	3.1	5.4	-2.6
pair	RSIhist	SLmean	pos-neg	18	12.0	8.0	77.8	1.4	2.1	3.1	5.4	-2.6
pair	LWTI	RSI	pos-neg	10	6.7	7.8	70.0	1.2	2.6	2.1	6.2	-3.7
pair	RSI	LWTI	pos-neg	10	6.7	7.8	70.0	1.2	2.6	2.1	6.2	-3.7
pair	MACDhist	MACD	pos-neg	35	23.3	7.7	68.6	1.1	1.5	1.0	7.3	-7.4
pair	MACD	MACDhist	pos-neg	35	23.3	7.7	68.6	1.1	1.5	1.0	7.3	-7.4
pair	MACDhist	SLmean	pos-neg	31	20.7	7.5	74.2	1.5	2.8	2.7	4.9	-2.8
pair	SLmean	MACDhist	pos-neg	31	20.7	7.5	74.2	1.5	2.8	2.7	4.9	-2.8
pair	LWTI	MACD	pos-neg	10	6.7	7.5	60.0	1.0	2.9	1.6	7.7	-4.6
pair	MACD	LWTI	pos-neg	10	6.7	7.5	60.0	1.0	2.9	1.6	7.7	-4.6
pair	RSIhist	LWTI	neg-neg	9	6.0	7.4	66.7	1.0	2.8	1.6	7.3	-4.6
pair	LWTI	RSIhist	neg-neg	9	6.0	7.4	66.7	1.0	2.8	1.6	7.3	-4.6
pair	RSIhist	MACDhist	neg-pos	17	11.3	6.9	76.5	1.8	6.5	3.2	3.8	-2.2
pair	MACDhist	RSIhist	neg-pos	17	11.3	6.9	76.5	1.8	6.5	3.2	3.8	-2.2
pair	RSmean	MRmean	neg-pos	25	16.7	6.2	60.0	0.7	1.5	0.9	8.9	-6.7
pair	MRmean	RSmean	neg-pos	25	16.7	6.2	60.0	0.7	1.5	0.9	8.9	-6.7
pair	LWTI	MRmean	neg-neg	8	5.3	6.0	62.5	0.8	2.3	1.3	7.4	-4.6
pair	MRmean	LWTI	neg-neg	8	5.3	6.0	62.5	0.8	2.3	1.3	7.4	-4.6
pair	RSIhist	MACD	pos-neg	32	21.3	5.9	71.9	0.6	0.6	0.6	10.2	-10.2
pair	MACD	RSIhist	pos-neg	32	21.3	5.9	71.9	0.6	0.6	0.6	10.2	-10.2
pair	RSmean	RSI	neg-neg	1	0.7	5.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.7	5.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	SLmean	pos-pos	98	65.3	5.7	73.5	1.6	2.8	1.2	3.5	-4.9
pair	SLmean	MACD	pos-pos	98	65.3	5.7	73.5	1.6	2.8	1.2	3.5	-4.9
pair	SLmean	RSmean	pos-pos	107	71.3	5.6	72.9	1.6	2.7	1.1	3.6	-4.9
pair	RSmean	SLmean	pos-pos	107	71.3	5.6	72.9	1.6	2.7	1.1	3.6	-4.9
pair	SLmean	LWTI	neg-neg	5	3.3	5.5	60.0	0.8	2.3	2.6	6.9	-2.1
pair	LWTI	SLmean	neg-neg	5	3.3	5.5	60.0	0.8	2.3	2.6	6.9	-2.1
single	SLmean	SLmean	pos-pos	108	72.0	5.5	72.2	1.5	2.7	1.1	3.6	-4.9
pair	SLmean	MRmean	pos-pos	103	68.7	5.3	72.8	1.7	3.4	1.5	3.0	-3.6
pair	RSmean	MACDhist	pos-neg	55	36.7	5.3	63.6	0.8	1.4	0.7	6.6	-7.6
pair	MACDhist	RSmean	pos-neg	55	36.7	5.3	63.6	0.8	1.4	0.7	6.6	-7.6
pair	MRmean	SLmean	pos-pos	103	68.7	5.3	72.8	1.7	3.4	1.5	3.0	-3.6
single	MRmean	MRmean	neg-neg	37	24.7	5.1	67.6	0.7	1.3	0.8	7.4	-6.7
pair	MRmean	MACDhist	neg-neg	37	24.7	5.1	67.6	0.7	1.3	0.8	7.4	-6.7
pair	MACDhist	MRmean	neg-neg	37	24.7	5.1	67.6	0.7	1.3	0.8	7.4	-6.7
pair	SLmean	RSIhist	pos-pos	90	60.0	5.0	71.1	1.6	3.2	1.1	3.1	-4.5
pair	RSIhist	SLmean	pos-pos	90	60.0	5.0	71.1	1.6	3.2	1.1	3.1	-4.5
pair	RSIhist	RSmean	pos-pos	90	60.0	5.0	71.1	1.6	3.2	1.1	3.1	-4.5
pair	RSmean	RSIhist	pos-pos	90	60.0	5.0	71.1	1.6	3.2	1.1	3.1	-4.5
single	MACD	MACD	pos-pos	117	78.0	5.0	70.9	0.9	0.8	0.5	5.9	-11.2
single	RSIhist	RSIhist	pos-pos	90	60.0	5.0	71.1	1.6	3.2	1.1	3.1	-4.5
pair	RSmean	MACD	pos-pos	117	78.0	5.0	70.9	0.9	0.8	0.5	5.9	-11.2
pair	MACD	RSmean	pos-pos	117	78.0	5.0	70.9	0.9	0.8	0.5	5.9	-11.2
pair	RSI	RSIhist	pos-pos	89	59.3	4.9	70.8	1.6	3.1	1.1	3.1	-4.5
pair	RSIhist	RSI	pos-pos	89	59.3	4.9	70.8	1.6	3.1	1.1	3.1	-4.5
pair	RSIhist	MRmean	pos-pos	89	59.3	4.9	70.8	1.6	3.1	1.1	3.1	-4.5
pair	MRmean	RSIhist	pos-pos	89	59.3	4.9	70.8	1.6	3.1	1.1	3.1	-4.5
pair	LWTI	MRmean	neg-pos	29	19.3	4.9	69.0	0.7	1.1	0.7	7.6	-6.6
pair	MRmean	LWTI	neg-pos	29	19.3	4.9	69.0	0.7	1.1	0.7	7.6	-6.6
pair	RSI	SLmean	pos-pos	104	69.3	4.9	72.1	1.5	2.5	0.8	3.2	-6.0
pair	SLmean	RSI	pos-pos	104	69.3	4.9	72.1	1.5	2.5	0.8	3.2	-6.0
pair	MACD	LWTI	pos-pos	107	71.3	4.8	72.0	0.9	0.7	0.4	5.7	-11.2
pair	LWTI	MACD	pos-pos	107	71.3	4.8	72.0	0.9	0.7	0.4	5.7	-11.2
single	MACDhist	MACDhist	neg-neg	68	45.3	4.8	66.2	0.8	1.3	0.6	6.0	-7.6
pair	LWTI	SLmean	pos-pos	96	64.0	4.8	71.9	1.5	2.8	1.7	3.1	-2.8
pair	SLmean	LWTI	pos-pos	96	64.0	4.8	71.9	1.5	2.8	1.7	3.1	-2.8
pair	SLmean	MACDhist	pos-pos	77	51.3	4.7	71.4	1.6	2.9	1.5	2.9	-3.2
pair	MACDhist	SLmean	pos-pos	77	51.3	4.7	71.4	1.6	2.9	1.5	2.9	-3.2
pair	MRmean	RSIhist	neg-neg	36	24.0	4.7	66.7	0.7	1.2	0.7	7.5	-6.7
pair	MACD	RSIhist	pos-pos	85	56.7	4.7	70.6	1.5	2.9	1.0	3.1	-4.5
pair	RSIhist	MACD	pos-pos	85	56.7	4.7	70.6	1.5	2.9	1.0	3.1	-4.5
pair	RSIhist	MRmean	neg-neg	36	24.0	4.7	66.7	0.7	1.2	0.7	7.5	-6.7
pair	MACDhist	RSIhist	pos-pos	73	48.7	4.6	69.9	1.6	2.8	1.4	2.9	-3.2
pair	RSIhist	MACDhist	pos-pos	73	48.7	4.6	69.9	1.6	2.8	1.4	2.9	-3.2
single	RSmean	RSmean	pos-pos	137	91.3	4.5	68.6	0.8	0.8	0.4	5.7	-11.2
pair	LWTI	RSIhist	pos-pos	82	54.7	4.4	70.7	1.5	2.8	1.8	2.8	-2.4
pair	RSIhist	LWTI	pos-pos	82	54.7	4.4	70.7	1.5	2.8	1.8	2.8	-2.4
pair	SLmean	MRmean	neg-neg	32	21.3	4.4	68.8	0.6	1.1	0.7	7.2	-6.6
pair	MRmean	SLmean	neg-neg	32	21.3	4.4	68.8	0.6	1.1	0.7	7.2	-6.6
pair	MRmean	MACDhist	pos-neg	31	20.7	4.3	64.5	1.1	2.5	2.0	3.8	-2.1
pair	MACDhist	MRmean	pos-neg	31	20.7	4.3	64.5	1.1	2.5	2.0	3.8	-2.1
pair	benchmark___benchmark_		benchmark-benchmark	150	100.0	4.3	69.3	0.8	0.8	0.4	5.5	-11.2
pair		benchmark___benchmark_	benchmark-benchmark	150	100.0	4.3	69.3	0.8	0.8	0.4	5.5	-11.2
pair	MRmean	MACD	pos-pos	104	69.3	4.2	71.2	0.9	0.7	0.4	4.9	-11.4
pair	MACD	MRmean	pos-pos	104	69.3	4.2	71.2	0.9	0.7	0.4	4.9	-11.4
pair	MRmean	RSmean	pos-pos	112	74.7	4.1	70.5	0.9	0.7	0.4	4.8	-11.4
pair	RSmean	MRmean	pos-pos	112	74.7	4.1	70.5	0.9	0.7	0.4	4.8	-11.4
pair	RSIhist	MACDhist	neg-neg	51	34.0	4.1	62.7	0.6	1.0	0.6	6.6	-7.4
pair	MACDhist	RSIhist	neg-neg	51	34.0	4.1	62.7	0.6	1.0	0.6	6.6	-7.4
single	MRmean	MRmean	pos-pos	113	75.3	4.0	69.9	0.8	0.7	0.3	4.8	-11.4
pair	RSI	MRmean	pos-pos	113	75.3	4.0	69.9	0.8	0.7	0.3	4.8	-11.4
pair	MRmean	RSI	pos-pos	113	75.3	4.0	69.9	0.8	0.7	0.3	4.8	-11.4
pair	MACDhist	MACD	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MACD	MACDhist	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MACDhist	RSI	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	RSI	MACDhist	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
single	MACDhist	MACDhist	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MRmean	MACDhist	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MACDhist	MRmean	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MACDhist	RSmean	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	RSmean	MACDhist	pos-pos	82	54.7	3.9	72.0	0.8	0.6	0.3	5.1	-11.2
pair	MACDhist	LWTI	pos-pos	81	54.0	3.8	71.6	0.8	0.5	0.3	5.1	-11.2
pair	LWTI	MACDhist	pos-pos	81	54.0	3.8	71.6	0.8	0.5	0.3	5.1	-11.2
pair	LWTI	RSmean	pos-pos	120	80.0	3.8	68.3	0.7	0.6	0.3	5.7	-11.2
pair	RSmean	LWTI	pos-pos	120	80.0	3.8	68.3	0.7	0.6	0.3	5.7	-11.2
single	LWTI	LWTI	pos-pos	133	88.7	3.7	69.2	0.7	0.6	0.3	5.4	-11.2
pair	RSmean	RSIhist	pos-neg	47	31.3	3.5	63.8	0.4	0.5	0.3	8.9	-10.2
pair	LWTI	MACDhist	neg-pos	52	34.7	3.5	65.4	0.6	0.9	0.5	5.9	-7.7
pair	MACDhist	LWTI	neg-pos	52	34.7	3.5	65.4	0.6	0.9	0.5	5.9	-7.7
pair	RSIhist	RSmean	pos-neg	47	31.3	3.5	63.8	0.4	0.5	0.3	8.9	-10.2
pair	RSI	MACD	pos-pos	108	72.0	3.3	69.4	0.6	0.5	0.2	5.5	-15.1
pair	LWTI	MRmean	pos-pos	104	69.3	3.3	69.2	0.7	0.6	0.3	4.7	-11.4
pair	MRmean	LWTI	pos-pos	104	69.3	3.3	69.2	0.7	0.6	0.3	4.7	-11.4
pair	MACD	RSI	pos-pos	108	72.0	3.3	69.4	0.6	0.5	0.2	5.5	-15.1
pair	SLmean	MACD	pos-neg	10	6.7	3.2	60.0	0.8	1.4	1.2	3.9	-2.8
pair	MACD	SLmean	pos-neg	10	6.7	3.2	60.0	0.8	1.4	1.2	3.9	-2.8
single	RSIhist	RSIhist	neg-neg	60	40.0	3.2	66.7	0.4	0.5	0.3	7.9	-10.2
pair	RSI	RSmean	pos-pos	120	80.0	3.2	68.3	0.6	0.5	0.2	5.3	-15.1
pair	RSmean	RSI	pos-pos	120	80.0	3.2	68.3	0.6	0.5	0.2	5.3	-15.1
single	RSI	RSI	pos-pos	132	88.0	3.1	68.9	0.6	0.5	0.2	5.1	-15.1
pair	RSmean	SLmean	neg-neg	12	8.0	3.0	83.3	1.0	2.2	1.8	2.9	-1.7
pair	RSmean	MRmean	neg-neg	12	8.0	3.0	83.3	1.0	2.2	1.8	2.9	-1.7
pair	MRmean	RSmean	neg-neg	12	8.0	3.0	83.3	1.0	2.2	1.8	2.9	-1.7
pair	SLmean	RSmean	neg-neg	12	8.0	3.0	83.3	1.0	2.2	1.8	2.9	-1.7
pair	LWTI	RSI	pos-pos	122	81.3	2.7	68.9	0.6	0.5	0.2	5.0	-14.8
pair	RSI	LWTI	pos-pos	122	81.3	2.7	68.9	0.6	0.5	0.2	5.0	-14.8
pair	MACD	MRmean	pos-neg	9	6.0	2.6	55.6	0.8	2.3	1.3	3.3	-2.0
pair	MRmean	MACD	pos-neg	9	6.0	2.6	55.6	0.8	2.3	1.3	3.3	-2.0
pair	SLmean	MACDhist	neg-neg	37	24.7	2.5	59.5	0.4	0.7	0.3	6.8	-7.3
pair	MACDhist	SLmean	neg-neg	37	24.7	2.5	59.5	0.4	0.7	0.3	6.8	-7.3
pair	LWTI	RSIhist	neg-pos	51	34.0	2.5	66.7	0.3	0.3	0.2	8.1	-10.2
pair	RSIhist	LWTI	neg-pos	51	34.0	2.5	66.7	0.3	0.3	0.2	8.1	-10.2
single	RSmean	RSmean	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSIhist	RSmean	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSmean	RSIhist	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSmean	LWTI	neg-pos	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	LWTI	RSmean	neg-pos	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	MACDhist	RSmean	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSmean	MACDhist	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	MACD	RSmean	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSmean	MACD	neg-neg	13	8.7	2.4	76.9	0.8	1.1	1.4	2.8	-1.7
pair	RSI	MACD	neg-pos	24	16.0	2.2	66.7	0.7	1.4	0.6	3.3	-3.4
pair	MACD	RSI	neg-pos	24	16.0	2.2	66.7	0.7	1.4	0.6	3.3	-3.4
pair	RSI	RSmean	neg-pos	12	8.0	2.1	75.0	0.7	0.9	1.3	2.9	-1.7
pair	RSmean	RSI	neg-pos	12	8.0	2.1	75.0	0.7	0.9	1.3	2.9	-1.7
pair	RSI	MACDhist	pos-neg	50	33.3	1.7	64.0	0.3	0.4	0.1	5.2	-11.6
pair	MACDhist	RSI	pos-neg	50	33.3	1.7	64.0	0.3	0.4	0.1	5.2	-11.6
pair	MACD	MACDhist	neg-neg	33	22.0	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
pair	MACDhist	MACD	neg-neg	33	22.0	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
single	MACD	MACD	neg-neg	33	22.0	1.7	63.6	0.4	0.9	0.2	4.1	-7.6
pair	MACD	SLmean	neg-pos	19	12.7	1.5	57.9	0.2	0.2	0.1	12.4	-10.2
pair	SLmean	MACD	neg-pos	19	12.7	1.5	57.9	0.2	0.2	0.1	12.4	-10.2
single	SLmean	SLmean	neg-neg	42	28.0	1.3	61.9	0.2	0.2	0.1	8.8	-10.2
pair	SLmean	RSIhist	neg-neg	42	28.0	1.3	61.9	0.2	0.2	0.1	8.8	-10.2
pair	RSIhist	SLmean	neg-neg	42	28.0	1.3	61.9	0.2	0.2	0.1	8.8	-10.2
pair	MRmean	MACD	neg-neg	24	16.0	1.3	66.7	0.3	0.8	0.2	4.5	-5.7
pair	MACD	MRmean	neg-neg	24	16.0	1.3	66.7	0.3	0.8	0.2	4.5	-5.7
pair	RSmean	MACD	pos-neg	20	13.3	1.2	55.0	0.3	0.7	0.2	4.9	-7.6
pair	MACD	RSmean	pos-neg	20	13.3	1.2	55.0	0.3	0.7	0.2	4.9	-7.6
pair	RSIhist	MRmean	pos-neg	24	16.0	1.0	66.7	0.2	0.1	0.1	8.6	-10.2
pair	MRmean	RSIhist	pos-neg	24	16.0	1.0	66.7	0.2	0.1	0.1	8.6	-10.2
pair	SLmean	MACD	neg-neg	23	15.3	1.0	65.2	0.3	0.6	0.2	4.3	-4.9
pair	MACD	SLmean	neg-neg	23	15.3	1.0	65.2	0.3	0.6	0.2	4.3	-4.9
pair	SLmean	LWTI	neg-pos	37	24.7	0.7	62.2	0.1	0.1	0.1	9.1	-10.2
pair	LWTI	SLmean	neg-pos	37	24.7	0.7	62.2	0.1	0.1	0.1	9.1	-10.2
pair	SLmean	RSmean	neg-pos	30	20.0	0.6	53.3	0.1	0.1	0.1	10.3	-10.2
pair	RSmean	SLmean	neg-pos	30	20.0	0.6	53.3	0.1	0.1	0.1	10.3	-10.2
pair	RSI	MACD	neg-neg	9	6.0	0.4	55.6	0.1	0.3	0.1	6.0	-4.3
pair	MACD	RSI	neg-neg	9	6.0	0.4	55.6	0.1	0.3	0.1	6.0	-4.3
pair	RSIhist	MACD	neg-neg	28	18.7	0.2	60.7	0.1	0.1	0.0	4.1	-6.6
pair	MACD	RSIhist	neg-neg	28	18.7	0.2	60.7	0.1	0.1	0.0	4.1	-6.6
pair	RSIhist	RSI	pos-neg	43	28.7	-0.6	65.1	-0.0	-0.0	-0.0	7.8	-18.1
pair	RSI	RSIhist	pos-neg	43	28.7	-0.6	65.1	-0.0	-0.0	-0.0	7.8	-18.1
pair	LWTI	MACD	neg-pos	26	17.3	-1.0	57.7	-0.2	-0.4	-0.1	4.0	-6.5
pair	MACD	LWTI	neg-pos	26	17.3	-1.0	57.7	-0.2	-0.4	-0.1	4.0	-6.5
pair	MACDhist	RSIhist	pos-neg	9	6.0	-1.4	88.9	-0.0	0.0	-0.1	13.7	-10.2
pair	RSIhist	MACDhist	pos-neg	9	6.0	-1.4	88.9	-0.0	0.0	-0.1	13.7	-10.2
pair	RSI	MRmean	neg-pos	19	12.7	-2.5	63.2	-0.3	-0.5	-0.3	6.8	-9.9
pair	MRmean	RSI	neg-pos	19	12.7	-2.5	63.2	-0.3	-0.5	-0.3	6.8	-9.9
pair	RSI	SLmean	neg-pos	28	18.7	-3.7	57.1	-0.4	-0.3	-0.2	9.2	-16.2
pair	SLmean	RSI	neg-pos	28	18.7	-3.7	57.1	-0.4	-0.3	-0.2	9.2	-16.2
pair	MRmean	RSmean	pos-neg	1	0.7	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.7	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.7	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.7	-4.3	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	SLmean	neg-pos	5	3.3	-7.7	80.0	-0.3	0.0	-0.8	19.1	-10.2
pair	SLmean	MACDhist	neg-pos	5	3.3	-7.7	80.0	-0.3	0.0	-0.8	19.1	-10.2
pair	SLmean	MRmean	pos-neg	10	6.7	-8.3	40.0	-0.6	-0.6	-0.8	12.8	-10.3
pair	MRmean	SLmean	pos-neg	10	6.7	-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 5.3% \| Win 73% Sharpe 1.72 \| Sortino 3.44 \| Calmar 1.5 Vol 3% \| MDD -3.6% Months 103M (69%)	CAGR -8.3% \| Win 40% Sharpe -0.61 \| Sortino -0.58 \| Calmar -0.8 Vol 13% \| MDD -10.3% Months 10M (7%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 9.6% \| Win 60% Sharpe 0.96 \| Sortino 5.10 \| Calmar 3.7 Vol 10% \| MDD -2.6% Months 5M (3%)	CAGR 4.4% \| Win 69% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.7 Vol 7% \| MDD -6.6% Months 32M (21%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
SLmean only	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 70% Sharpe 0.87 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 112M (75%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 6.2% \| Win 60% Sharpe 0.72 \| Sortino 1.50 \| Calmar 0.9 Vol 9% \| MDD -6.7% Months 25M (17%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.18 \| Calmar 1.8 Vol 3% \| MDD -1.7% Months 12M (8%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
RSmean only	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 71% Sharpe 0.86 \| Sortino 0.67 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 104M (69%)	CAGR 2.6% \| Win 56% Sharpe 0.80 \| Sortino 2.31 \| Calmar 1.3 Vol 3% \| MDD -2.0% Months 9M (6%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 12.5% \| Win 69% Sharpe 1.12 \| Sortino 2.54 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 13M (9%)	CAGR 1.3% \| Win 67% Sharpe 0.32 \| Sortino 0.84 \| Calmar 0.2 Vol 4% \| MDD -5.7% Months 24M (16%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
MACD only	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)	-	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR -2.5% \| Win 63% Sharpe -0.34 \| Sortino -0.46 \| Calmar -0.3 Vol 7% \| MDD -9.9% Months 19M (13%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
RSI only	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 -11.2% Months 82M (55%)	CAGR 4.3% \| Win 64% Sharpe 1.14 \| Sortino 2.52 \| Calmar 2.1 Vol 4% \| MDD -2.1% Months 31M (21%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	-	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.9% \| Win 71% Sharpe 1.56 \| Sortino 3.07 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 89M (59%)	CAGR 1.0% \| Win 67% Sharpe 0.16 \| Sortino 0.12 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 24M (16%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 20.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.7% \| Win 67% Sharpe 0.65 \| Sortino 1.23 \| Calmar 0.7 Vol 8% \| MDD -6.7% Months 36M (24%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 69% Sharpe 0.72 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.4% Months 104M (69%)	CAGR 12.5% \| Win 78% Sharpe 2.37 \| Sortino 36.49 \| Calmar 10.8 Vol 5% \| MDD -1.2% Months 9M (6%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 4.9% \| Win 69% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.7 Vol 8% \| MDD -6.6% Months 29M (19%)	CAGR 6.0% \| Win 62% Sharpe 0.83 \| Sortino 2.34 \| Calmar 1.3 Vol 7% \| MDD -4.6% Months 8M (5%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 5.6% \| Win 73% Sharpe 1.55 \| Sortino 2.69 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 107M (71%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)
SLmean neg	CAGR 0.6% \| Win 53% Sharpe 0.11 \| Sortino 0.12 \| Calmar 0.1 Vol 10% \| MDD -10.2% Months 30M (20%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.18 \| Calmar 1.8 Vol 3% \| MDD -1.7% Months 12M (8%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
RSmean only	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.7% \| Win 74% Sharpe 1.60 \| Sortino 2.78 \| Calmar 1.2 Vol 4% \| MDD -4.9% Months 98M (65%)	CAGR 3.2% \| Win 60% Sharpe 0.83 \| Sortino 1.44 \| Calmar 1.2 Vol 4% \| MDD -2.8% Months 10M (7%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)
SLmean neg	CAGR 1.5% \| Win 58% Sharpe 0.18 \| Sortino 0.20 \| Calmar 0.2 Vol 12% \| MDD -10.2% Months 19M (13%)	CAGR 1.0% \| Win 65% Sharpe 0.26 \| Sortino 0.64 \| Calmar 0.2 Vol 4% \| MDD -4.9% Months 23M (15%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
MACD only	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.9% \| Win 72% Sharpe 1.53 \| Sortino 2.51 \| Calmar 0.8 Vol 3% \| MDD -6.0% Months 104M (69%)	CAGR 21.2% \| Win 75% Sharpe 2.26 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 4M (3%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)
SLmean neg	CAGR -3.7% \| Win 57% Sharpe -0.36 \| Sortino -0.34 \| Calmar -0.2 Vol 9% \| MDD -16.2% Months 28M (19%)	CAGR 11.8% \| Win 71% Sharpe 1.54 \| Sortino 5.94 \| Calmar 4.6 Vol 8% \| MDD -2.6% Months 14M (9%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
RSI only	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 (51%)	CAGR 7.5% \| Win 74% Sharpe 1.51 \| Sortino 2.81 \| Calmar 2.7 Vol 5% \| MDD -2.8% Months 31M (21%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (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 2.5% \| Win 60% Sharpe 0.40 \| Sortino 0.65 \| Calmar 0.3 Vol 7% \| MDD -7.3% Months 37M (25%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 8.0% \| Win 78% Sharpe 1.45 \| Sortino 2.12 \| Calmar 3.1 Vol 5% \| MDD -2.6% Months 18M (12%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)
SLmean neg	-	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 72% Sharpe 1.53 \| Sortino 2.82 \| Calmar 1.7 Vol 3% \| MDD -2.8% Months 96M (64%)	CAGR 11.1% \| Win 75% Sharpe 1.78 \| Sortino 3.59 \| Calmar 4.3 Vol 6% \| MDD -2.6% Months 12M (8%)	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)
SLmean neg	CAGR 0.7% \| Win 62% Sharpe 0.12 \| Sortino 0.12 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 37M (25%)	CAGR 5.5% \| Win 60% Sharpe 0.80 \| Sortino 2.27 \| Calmar 2.6 Vol 7% \| MDD -2.1% Months 5M (3%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)	CAGR 1.2% \| Win 55% Sharpe 0.27 \| Sortino 0.68 \| Calmar 0.2 Vol 5% \| MDD -7.6% Months 20M (13%)	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)
MACD only	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 68% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 120M (80%)	CAGR 14.3% \| Win 71% Sharpe 1.77 \| Sortino 8.20 \| Calmar 3.3 Vol 8% \| MDD -4.3% Months 17M (11%)	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)
RSmean neg	CAGR 2.1% \| Win 75% Sharpe 0.73 \| Sortino 0.95 \| Calmar 1.3 Vol 3% \| MDD -1.7% 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 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)
RSI only	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 -11.2% Months 82M (55%)	CAGR 5.3% \| Win 64% Sharpe 0.82 \| Sortino 1.37 \| Calmar 0.7 Vol 7% \| MDD -7.6% Months 55M (37%)	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.5% \| Win 64% Sharpe 0.43 \| Sortino 0.46 \| Calmar 0.3 Vol 9% \| MDD -10.2% Months 47M (31%)	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)
RSmean neg	-	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.8% \| Win 68% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 6% \| MDD -11.2% Months 120M (80%)	CAGR 9.4% \| Win 71% Sharpe 1.51 \| Sortino 3.77 \| Calmar 2.0 Vol 6% \| MDD -4.6% Months 17M (11%)	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)
RSmean neg	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)	-	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 3.3% \| Win 69% Sharpe 0.62 \| Sortino 0.51 \| Calmar 0.2 Vol 6% \| MDD -15.1% Months 108M (72%)	CAGR 29.1% \| Win 89% Sharpe 3.52 \| Sortino 0.00 \| Calmar 13.9 Vol 7% \| MDD -2.1% Months 9M (6%)	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)
MACD neg	CAGR 2.2% \| Win 67% Sharpe 0.66 \| Sortino 1.44 \| Calmar 0.6 Vol 3% \| MDD -3.4% Months 24M (16%)	CAGR 0.4% \| Win 56% Sharpe 0.10 \| Sortino 0.33 \| 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 (22%)
RSI only	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 -11.2% Months 82M (55%)	CAGR 7.7% \| Win 69% Sharpe 1.05 \| Sortino 1.53 \| Calmar 1.0 Vol 7% \| MDD -7.4% Months 35M (23%)	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)
MACD neg	-	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.7% \| Win 71% Sharpe 1.53 \| Sortino 2.94 \| Calmar 1.0 Vol 3% \| MDD -4.5% Months 85M (57%)	CAGR 5.9% \| Win 72% Sharpe 0.62 \| Sortino 0.58 \| Calmar 0.6 Vol 10% \| MDD -10.2% Months 32M (21%)	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)
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 (19%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.8% \| Win 72% Sharpe 0.86 \| Sortino 0.71 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 107M (71%)	CAGR 7.5% \| Win 60% Sharpe 0.98 \| Sortino 2.89 \| Calmar 1.6 Vol 8% \| MDD -4.6% Months 10M (7%)	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)
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 (5%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 -11.2% Months 82M (55%)	CAGR 1.7% \| Win 64% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 5% \| MDD -11.6% Months 50M (33%)	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)
RSI neg	-	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.9% \| Win 71% Sharpe 1.56 \| Sortino 3.07 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 89M (59%)	CAGR -0.6% \| Win 65% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.0 Vol 8% \| MDD -18.1% Months 43M (29%)	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)
RSI neg	CAGR 20.7% \| 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 7.74 \| Calmar 3.1 Vol 8% \| MDD -4.3% Months 17M (11%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.7% \| Win 69% Sharpe 0.55 \| Sortino 0.45 \| Calmar 0.2 Vol 5% \| MDD -14.8% Months 122M (81%)	CAGR 7.8% \| Win 70% Sharpe 1.24 \| Sortino 2.57 \| Calmar 2.1 Vol 6% \| MDD -3.7% Months 10M (7%)	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)
RSI neg	CAGR 15.2% \| Win 73% Sharpe 1.72 \| Sortino 10.08 \| 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 (5%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 (49%)	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 -11.2% Months 82M (55%)
MACDhist neg	CAGR 6.9% \| Win 76% Sharpe 1.77 \| Sortino 6.54 \| Calmar 3.2 Vol 4% \| MDD -2.2% Months 17M (11%)	CAGR 4.1% \| Win 63% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.5 Vol 7% \| MDD -7.4% Months 51M (34%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)
RSIhist only	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)

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 -11.2% Months 81M (54%)	CAGR 17.7% \| 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 -11.2% Months 82M (55%)
MACDhist neg	CAGR 3.5% \| Win 65% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.5 Vol 6% \| MDD -7.7% Months 52M (35%)	CAGR 8.9% \| Win 69% Sharpe 1.39 \| Sortino 3.59 \| Calmar 1.9 Vol 6% \| MDD -4.6% Months 16M (11%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 4.4% \| Win 71% Sharpe 1.53 \| Sortino 2.76 \| Calmar 1.8 Vol 3% \| MDD -2.4% Months 82M (55%)	CAGR 11.7% \| Win 75% Sharpe 2.31 \| Sortino 34.25 \| Calmar 5.4 Vol 5% \| MDD -2.2% Months 8M (5%)	CAGR 5.0% \| Win 71% Sharpe 1.61 \| Sortino 3.17 \| Calmar 1.1 Vol 3% \| MDD -4.5% Months 90M (60%)
RSIhist neg	CAGR 2.5% \| Win 67% Sharpe 0.35 \| Sortino 0.33 \| Calmar 0.2 Vol 8% \| MDD -10.2% Months 51M (34%)	CAGR 7.4% \| Win 67% Sharpe 1.02 \| Sortino 2.84 \| Calmar 1.6 Vol 7% \| MDD -4.6% Months 9M (6%)	CAGR 3.2% \| Win 67% Sharpe 0.44 \| Sortino 0.45 \| Calmar 0.3 Vol 8% \| MDD -10.2% Months 60M (40%)
LWTI only	CAGR 3.7% \| Win 69% Sharpe 0.69 \| Sortino 0.63 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 133M (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 5.3% \| Win 73% Sharpe 1.72 \| Sortino 3.44 \| Calmar 1.5 Vol 3% \| MDD -3.6% Months 103M (69%)	CAGR -8.3% \| Win 40% Sharpe -0.61 \| Sortino -0.58 \| Calmar -0.8 Vol 13% \| MDD -10.3% Months 10M (7%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 9.6% \| Win 60% Sharpe 0.96 \| Sortino 5.10 \| Calmar 3.7 Vol 10% \| MDD -2.6% Months 5M (3%)	CAGR 4.4% \| Win 69% Sharpe 0.64 \| Sortino 1.06 \| Calmar 0.7 Vol 7% \| MDD -6.6% Months 32M (21%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
SLmean only	CAGR 5.5% \| Win 72% Sharpe 1.53 \| Sortino 2.67 \| Calmar 1.1 Vol 4% \| MDD -4.9% Months 108M (72%)	CAGR 1.3% \| Win 62% Sharpe 0.19 \| Sortino 0.19 \| Calmar 0.1 Vol 9% \| MDD -10.2% Months 42M (28%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 70% Sharpe 0.87 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 112M (75%)	CAGR -4.3% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 6.2% \| Win 60% Sharpe 0.72 \| Sortino 1.50 \| Calmar 0.9 Vol 9% \| MDD -6.7% Months 25M (17%)	CAGR 3.0% \| Win 83% Sharpe 1.03 \| Sortino 2.18 \| Calmar 1.8 Vol 3% \| MDD -1.7% Months 12M (8%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
RSmean only	CAGR 4.5% \| Win 69% Sharpe 0.80 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 137M (91%)	CAGR 2.4% \| Win 77% Sharpe 0.85 \| Sortino 1.08 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 13M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 71% Sharpe 0.86 \| Sortino 0.67 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 104M (69%)	CAGR 2.6% \| Win 56% Sharpe 0.80 \| Sortino 2.31 \| Calmar 1.3 Vol 3% \| MDD -2.0% Months 9M (6%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR 12.5% \| Win 69% Sharpe 1.12 \| Sortino 2.54 \| Calmar 1.9 Vol 11% \| MDD -6.7% Months 13M (9%)	CAGR 1.3% \| Win 67% Sharpe 0.32 \| Sortino 0.84 \| Calmar 0.2 Vol 4% \| MDD -5.7% Months 24M (16%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
MACD only	CAGR 5.0% \| Win 71% Sharpe 0.87 \| Sortino 0.78 \| Calmar 0.4 Vol 6% \| MDD -11.2% Months 117M (78%)	CAGR 1.7% \| Win 64% Sharpe 0.43 \| Sortino 0.90 \| Calmar 0.2 Vol 4% \| MDD -7.6% Months 33M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)	-	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	CAGR -2.5% \| Win 63% Sharpe -0.34 \| Sortino -0.46 \| Calmar -0.3 Vol 7% \| MDD -9.9% Months 19M (13%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| Calmar 3.2 Vol 8% \| MDD -4.3% Months 18M (12%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
RSI only	CAGR 3.1% \| Win 69% Sharpe 0.61 \| Sortino 0.53 \| Calmar 0.2 Vol 5% \| MDD -15.1% Months 132M (88%)	CAGR 13.9% \| Win 72% Sharpe 1.76 \| Sortino 7.93 \| 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 -11.2% Months 82M (55%)	CAGR 4.3% \| Win 64% Sharpe 1.14 \| Sortino 2.52 \| Calmar 2.1 Vol 4% \| MDD -2.1% Months 31M (21%)	CAGR 4.0% \| Win 70% Sharpe 0.85 \| Sortino 0.69 \| Calmar 0.4 Vol 5% \| MDD -11.4% Months 113M (75%)
MRmean neg	-	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)	CAGR 5.1% \| Win 68% Sharpe 0.71 \| Sortino 1.32 \| Calmar 0.8 Vol 7% \| MDD -6.7% Months 37M (25%)
MACDhist only	CAGR 3.9% \| Win 72% Sharpe 0.78 \| Sortino 0.55 \| Calmar 0.3 Vol 5% \| MDD -11.2% Months 82M (55%)	CAGR 4.8% \| Win 66% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 6% \| MDD -7.6% Months 68M (45%)