SLX - VanEck Steel ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

325.7%

Best CAGR

Total Months

14.1%

Avg CAGR

SLX 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 SLX

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	1	0.4	325.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.4	325.7	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSIhist	neg-pos	4	1.7	153.9	75.0	2.1	0.0	0.0	50.8	0.0
pair	RSIhist	SLmean	neg-pos	4	1.7	153.9	75.0	2.1	0.0	0.0	50.8	0.0
pair	RSmean	MACD	neg-neg	14	6.0	78.1	85.7	2.4	2.2	6.2	26.3	-12.5
pair	MACD	RSmean	neg-neg	14	6.0	78.1	85.7	2.4	2.2	6.2	26.3	-12.5
pair	RSI	MRmean	pos-neg	19	8.1	75.1	78.9	1.9	3.0	4.7	33.3	-15.9
pair	MRmean	RSI	pos-neg	19	8.1	75.1	78.9	1.9	3.0	4.7	33.3	-15.9
pair	RSI	RSIhist	neg-pos	27	11.5	70.4	74.1	1.8	3.6	4.4	34.1	-15.9
pair	RSIhist	RSI	neg-pos	27	11.5	70.4	74.1	1.8	3.6	4.4	34.1	-15.9
pair	MRmean	RSmean	neg-neg	16	6.8	68.4	81.2	2.2	2.7	4.3	25.7	-15.8
pair	RSmean	MRmean	neg-neg	16	6.8	68.4	81.2	2.2	2.7	4.3	25.7	-15.8
pair	SLmean	RSmean	neg-neg	16	6.8	68.4	81.2	2.2	2.7	4.3	25.7	-15.8
pair	RSmean	SLmean	neg-neg	16	6.8	68.4	81.2	2.2	2.7	4.3	25.7	-15.8
pair	SLmean	RSI	pos-neg	27	11.5	61.1	70.4	1.6	3.3	3.8	32.8	-15.9
pair	RSI	SLmean	pos-neg	27	11.5	61.1	70.4	1.6	3.3	3.8	32.8	-15.9
pair	RSmean	RSIhist	neg-neg	17	7.2	57.5	76.5	1.9	2.9	2.9	26.2	-20.0
pair	RSIhist	RSmean	neg-neg	17	7.2	57.5	76.5	1.9	2.9	2.9	26.2	-20.0
pair	MACD	RSIhist	neg-pos	47	20.0	47.3	68.1	1.4	3.0	3.0	32.5	-15.9
pair	RSIhist	MACD	neg-pos	47	20.0	47.3	68.1	1.4	3.0	3.0	32.5	-15.9
pair	MRmean	RSIhist	neg-pos	9	3.8	46.6	55.6	1.2	5.8	6.3	36.7	-7.4
pair	RSIhist	MRmean	neg-pos	9	3.8	46.6	55.6	1.2	5.8	6.3	36.7	-7.4
pair	SLmean	MRmean	neg-pos	15	6.4	46.3	53.3	1.4	6.2	5.2	29.5	-8.8
pair	MRmean	SLmean	neg-pos	15	6.4	46.3	53.3	1.4	6.2	5.2	29.5	-8.8
pair	RSmean	RSI	neg-pos	15	6.4	42.6	73.3	1.4	1.8	2.4	28.0	-17.4
pair	RSI	RSmean	neg-pos	15	6.4	42.6	73.3	1.4	1.8	2.4	28.0	-17.4
pair	LWTI	RSIhist	pos-neg	26	11.1	42.3	61.5	1.1	2.7	1.9	36.3	-22.3
pair	RSIhist	LWTI	pos-neg	26	11.1	42.3	61.5	1.1	2.7	1.9	36.3	-22.3
pair	RSIhist	MACDhist	neg-pos	26	11.1	41.3	65.4	1.2	2.5	2.7	32.5	-15.1
pair	MACDhist	RSIhist	neg-pos	26	11.1	41.3	65.4	1.2	2.5	2.7	32.5	-15.1
pair	RSmean	MACDhist	neg-neg	18	7.7	37.9	72.2	1.2	1.8	1.4	29.8	-27.8
pair	MACDhist	RSmean	neg-neg	18	7.7	37.9	72.2	1.2	1.8	1.4	29.8	-27.8
pair	MRmean	LWTI	pos-neg	20	8.5	37.6	65.0	1.1	2.2	2.4	34.7	-15.9
pair	LWTI	MRmean	pos-neg	20	8.5	37.6	65.0	1.1	2.2	2.4	34.7	-15.9
pair	MACD	SLmean	pos-neg	53	22.6	35.8	64.2	1.1	2.2	2.0	32.1	-17.5
pair	SLmean	MACD	pos-neg	53	22.6	35.8	64.2	1.1	2.2	2.0	32.1	-17.5
pair	MACDhist	RSI	neg-pos	15	6.4	35.7	60.0	1.0	2.2	1.2	37.7	-29.2
pair	RSI	MACDhist	neg-pos	15	6.4	35.7	60.0	1.0	2.2	1.2	37.7	-29.2
pair	MACD	MACDhist	neg-pos	31	13.2	34.2	64.5	1.1	2.4	1.3	33.0	-25.5
pair	MACDhist	MACD	neg-pos	31	13.2	34.2	64.5	1.1	2.4	1.3	33.0	-25.5
pair	SLmean	LWTI	pos-neg	28	11.9	33.9	57.1	1.0	2.3	1.6	33.6	-20.8
pair	LWTI	SLmean	pos-neg	28	11.9	33.9	57.1	1.0	2.3	1.6	33.6	-20.8
pair	MRmean	MACD	pos-neg	48	20.4	33.6	64.6	1.1	2.1	1.2	32.6	-28.4
pair	MACD	MRmean	pos-neg	48	20.4	33.6	64.6	1.1	2.1	1.2	32.6	-28.4
single	RSmean	RSmean	neg-neg	19	8.1	32.3	68.4	1.1	1.7	1.1	29.5	-30.5
pair	RSIhist	RSmean	pos-pos	106	45.1	28.2	60.4	1.0	2.3	1.2	28.4	-23.1
pair	RSmean	RSIhist	pos-pos	106	45.1	28.2	60.4	1.0	2.3	1.2	28.4	-23.1
pair	SLmean	MRmean	pos-neg	17	7.2	27.8	58.8	1.0	2.6	1.6	29.1	-16.8
pair	MRmean	SLmean	pos-neg	17	7.2	27.8	58.8	1.0	2.6	1.6	29.1	-16.8
pair	RSI	MRmean	neg-pos	29	12.3	27.6	69.0	0.9	0.8	0.6	36.1	-47.0
pair	MRmean	RSI	neg-pos	29	12.3	27.6	69.0	0.9	0.8	0.6	36.1	-47.0
single	RSIhist	RSIhist	pos-pos	108	46.0	24.8	59.3	0.9	2.0	1.1	28.8	-23.1
pair	LWTI	RSmean	neg-pos	18	7.7	24.0	66.7	0.9	1.3	0.8	29.0	-30.5
pair	RSmean	LWTI	neg-pos	18	7.7	24.0	66.7	0.9	1.3	0.8	29.0	-30.5
pair	RSIhist	MRmean	pos-pos	99	42.1	23.0	59.6	0.9	1.8	1.0	28.1	-22.4
pair	MRmean	RSIhist	pos-pos	99	42.1	23.0	59.6	0.9	1.8	1.0	28.1	-22.4
pair	SLmean	RSI	neg-pos	39	16.6	22.0	66.7	0.8	0.9	0.4	34.5	-53.4
pair	RSI	SLmean	neg-pos	39	16.6	22.0	66.7	0.8	0.9	0.4	34.5	-53.4
pair	RSIhist	SLmean	pos-pos	104	44.3	21.4	58.7	0.8	1.8	1.0	27.6	-22.4
pair	SLmean	RSIhist	pos-pos	104	44.3	21.4	58.7	0.8	1.8	1.0	27.6	-22.4
pair	MACDhist	RSIhist	pos-pos	82	34.9	20.0	57.3	0.8	1.8	0.6	27.6	-31.8
pair	RSIhist	MACDhist	pos-pos	82	34.9	20.0	57.3	0.8	1.8	0.6	27.6	-31.8
pair	MACDhist	LWTI	pos-neg	8	3.4	19.9	37.5	0.6	1.5	0.7	46.6	-27.0
pair	LWTI	MACDhist	pos-neg	8	3.4	19.9	37.5	0.6	1.5	0.7	46.6	-27.0
pair	LWTI	RSIhist	pos-pos	82	34.9	19.7	58.5	0.8	1.7	0.9	26.0	-22.4
pair	RSIhist	LWTI	pos-pos	82	34.9	19.7	58.5	0.8	1.7	0.9	26.0	-22.4
pair	MRmean	MACD	neg-pos	32	13.6	19.5	56.2	0.7	1.1	0.6	34.7	-34.0
pair	MACD	MRmean	neg-pos	32	13.6	19.5	56.2	0.7	1.1	0.6	34.7	-34.0
pair	MACDhist	SLmean	pos-neg	45	19.1	18.2	53.3	0.7	1.4	0.8	29.8	-23.1
pair	SLmean	MACDhist	pos-neg	45	19.1	18.2	53.3	0.7	1.4	0.8	29.8	-23.1
pair	MACD	SLmean	neg-pos	39	16.6	18.0	59.0	0.7	1.1	0.5	33.3	-37.8
pair	SLmean	MACD	neg-pos	39	16.6	18.0	59.0	0.7	1.1	0.5	33.3	-37.8
pair	SLmean	RSmean	pos-pos	130	55.3	17.0	55.4	0.7	1.4	0.5	28.6	-35.5
pair	RSmean	SLmean	pos-pos	130	55.3	17.0	55.4	0.7	1.4	0.5	28.6	-35.5
pair	MACD	MACDhist	pos-neg	40	17.0	16.3	55.0	0.6	1.1	0.6	33.2	-27.1
pair	MACDhist	MACD	pos-neg	40	17.0	16.3	55.0	0.6	1.1	0.6	33.2	-27.1
pair	MRmean	RSmean	pos-pos	132	56.2	15.4	56.1	0.6	1.3	0.5	28.5	-31.3
pair	RSmean	MRmean	pos-pos	132	56.2	15.4	56.1	0.6	1.3	0.5	28.5	-31.3
pair	RSI	MACD	neg-pos	41	17.4	15.0	63.4	0.6	0.7	0.3	35.7	-55.6
pair	MACD	RSI	neg-pos	41	17.4	15.0	63.4	0.6	0.7	0.3	35.7	-55.6
pair	LWTI	RSI	neg-neg	64	27.2	14.3	53.1	0.5	1.1	0.2	38.8	-60.9
pair	RSI	LWTI	neg-neg	64	27.2	14.3	53.1	0.5	1.1	0.2	38.8	-60.9
pair	MACD	LWTI	neg-neg	61	26.0	14.2	52.5	0.5	1.1	0.2	39.1	-60.9
pair	LWTI	MACD	neg-neg	61	26.0	14.2	52.5	0.5	1.1	0.2	39.1	-60.9
single	SLmean	SLmean	pos-pos	133	56.6	14.0	54.1	0.6	1.2	0.3	28.9	-42.0
pair	MACDhist	RSI	pos-neg	50	21.3	13.1	58.0	0.5	0.7	0.2	34.3	-64.9
pair	RSI	MACDhist	pos-neg	50	21.3	13.1	58.0	0.5	0.7	0.2	34.3	-64.9
pair	MACDhist	MRmean	pos-pos	102	43.4	13.0	54.9	0.6	1.1	0.3	28.1	-48.1
pair	MRmean	MACDhist	pos-pos	102	43.4	13.0	54.9	0.6	1.1	0.3	28.1	-48.1
pair	RSIhist	RSI	pos-pos	81	34.5	12.5	54.3	0.6	1.2	0.5	26.2	-23.3
single	MRmean	MRmean	pos-pos	135	57.4	12.5	54.8	0.6	1.1	0.3	28.7	-44.2
pair	RSI	RSIhist	pos-pos	81	34.5	12.5	54.3	0.6	1.2	0.5	26.2	-23.3
pair	MACDhist	SLmean	pos-pos	88	37.4	11.9	54.5	0.5	1.0	0.2	28.5	-48.2
pair	SLmean	MACDhist	pos-pos	88	37.4	11.9	54.5	0.5	1.0	0.2	28.5	-48.2
pair	MACDhist	MRmean	pos-neg	33	14.0	11.0	54.5	0.5	0.9	0.4	31.0	-28.4
pair	MRmean	MACDhist	pos-neg	33	14.0	11.0	54.5	0.5	0.9	0.4	31.0	-28.4
single	LWTI	LWTI	neg-neg	72	30.6	10.8	51.4	0.5	0.9	0.2	37.2	-60.9
pair	MACDhist	RSmean	pos-pos	109	46.4	10.8	54.1	0.5	1.0	0.2	28.4	-48.8
pair	RSmean	MACDhist	pos-pos	109	46.4	10.8	54.1	0.5	1.0	0.2	28.4	-48.8
pair	SLmean	MRmean	pos-pos	118	50.2	10.4	54.2	0.5	0.9	0.2	28.8	-50.1
pair	LWTI	RSI	pos-pos	137	58.3	10.4	55.5	0.5	0.7	0.2	29.8	-63.6
pair	MRmean	SLmean	pos-pos	118	50.2	10.4	54.2	0.5	0.9	0.2	28.8	-50.1
pair	RSI	LWTI	pos-pos	137	58.3	10.4	55.5	0.5	0.7	0.2	29.8	-63.6
single	MACDhist	MACDhist	pos-pos	110	46.8	10.3	53.6	0.5	0.9	0.2	28.3	-50.7
pair	RSIhist	MACD	pos-pos	61	26.0	9.9	52.5	0.5	1.0	0.4	25.1	-22.4
pair	MACD	RSIhist	pos-pos	61	26.0	9.9	52.5	0.5	1.0	0.4	25.1	-22.4
pair	LWTI	MACDhist	neg-neg	64	27.2	9.7	53.1	0.4	0.8	0.2	36.3	-54.9
pair	MACDhist	LWTI	neg-neg	64	27.2	9.7	53.1	0.4	0.8	0.2	36.3	-54.9
pair	MACD	RSmean	pos-pos	114	48.5	9.6	52.6	0.5	0.8	0.2	28.5	-42.8
pair	RSmean	MACD	pos-pos	114	48.5	9.6	52.6	0.5	0.8	0.2	28.5	-42.8
pair	MACDhist	LWTI	pos-pos	102	43.4	9.5	54.9	0.5	0.9	0.2	26.7	-48.1
pair	LWTI	MACDhist	pos-pos	102	43.4	9.5	54.9	0.5	0.9	0.2	26.7	-48.1
single	MACD	MACD	neg-neg	116	49.4	9.4	58.6	0.4	0.6	0.1	38.5	-76.3
pair	LWTI	SLmean	pos-pos	105	44.7	9.2	53.3	0.5	0.8	0.2	27.5	-42.0
pair	SLmean	LWTI	pos-pos	105	44.7	9.2	53.3	0.5	0.8	0.2	27.5	-42.0
single	RSI	RSI	pos-pos	145	61.7	8.9	54.5	0.4	0.7	0.1	29.4	-64.8
pair	LWTI	RSmean	pos-neg	71	30.2	8.7	50.7	0.4	0.8	0.1	37.2	-65.3
pair	RSmean	LWTI	pos-neg	71	30.2	8.7	50.7	0.4	0.8	0.1	37.2	-65.3
pair	MRmean	LWTI	pos-pos	115	48.9	8.6	53.0	0.4	0.8	0.2	27.6	-44.2
pair	LWTI	MRmean	pos-pos	115	48.9	8.6	53.0	0.4	0.8	0.2	27.6	-44.2
pair	LWTI	MACD	pos-pos	108	46.0	8.1	51.9	0.4	0.7	0.2	29.1	-41.8
pair	MACD	LWTI	pos-pos	108	46.0	8.1	51.9	0.4	0.7	0.2	29.1	-41.8
pair		benchmark___benchmark_	benchmark-benchmark	235	100.0	8.0	54.9	0.4	0.6	0.1	33.8	-79.5
pair	benchmark___benchmark_		benchmark-benchmark	235	100.0	8.0	54.9	0.4	0.6	0.1	33.8	-79.5
pair	RSI	MACD	pos-neg	15	6.4	7.7	53.3	0.4	0.6	0.3	40.8	-22.7
pair	MACD	RSI	pos-neg	15	6.4	7.7	53.3	0.4	0.6	0.3	40.8	-22.7
pair	RSmean	RSI	pos-neg	86	36.6	7.0	55.8	0.4	0.6	0.1	40.4	-63.9
pair	RSI	RSmean	pos-neg	86	36.6	7.0	55.8	0.4	0.6	0.1	40.4	-63.9
single	LWTI	LWTI	pos-pos	163	69.4	6.8	56.4	0.4	0.5	0.1	32.3	-75.1
pair	RSI	MACDhist	pos-pos	95	40.4	6.7	52.6	0.4	0.7	0.1	26.6	-48.1
pair	MACDhist	RSI	pos-pos	95	40.4	6.7	52.6	0.4	0.7	0.1	26.6	-48.1
single	RSI	RSI	neg-neg	90	38.3	6.7	55.6	0.4	0.6	0.1	40.1	-60.8
single	MACD	MACD	pos-pos	119	50.6	6.7	51.3	0.4	0.7	0.1	28.6	-45.0
pair	MACD	RSI	pos-pos	104	44.3	6.5	51.0	0.4	0.7	0.2	26.6	-33.4
pair	RSI	MACD	pos-pos	104	44.3	6.5	51.0	0.4	0.7	0.2	26.6	-33.4
pair	MACD	RSI	neg-neg	75	31.9	6.4	56.0	0.4	0.6	0.1	40.2	-59.3
pair	RSI	MACD	neg-neg	75	31.9	6.4	56.0	0.4	0.6	0.1	40.2	-59.3
single	RSmean	RSmean	pos-pos	216	91.9	6.1	53.7	0.3	0.5	0.1	34.2	-81.1
single	MACDhist	MACDhist	neg-neg	125	53.2	6.1	56.0	0.3	0.5	0.1	38.1	-78.1
pair	RSI	RSmean	pos-pos	130	55.3	5.5	52.3	0.3	0.5	0.1	29.5	-64.8
pair	RSmean	RSI	pos-pos	130	55.3	5.5	52.3	0.3	0.5	0.1	29.5	-64.8
pair	LWTI	RSmean	pos-pos	145	61.7	4.9	55.2	0.3	0.4	0.1	32.8	-75.1
pair	RSmean	LWTI	pos-pos	145	61.7	4.9	55.2	0.3	0.4	0.1	32.8	-75.1
pair	MRmean	RSI	pos-pos	116	49.4	4.6	50.9	0.3	0.6	0.1	27.5	-44.2
pair	RSI	MRmean	pos-pos	116	49.4	4.6	50.9	0.3	0.6	0.1	27.5	-44.2
pair	RSI	RSIhist	pos-neg	64	27.2	4.4	54.7	0.3	0.4	0.1	33.2	-68.8
pair	RSIhist	RSI	pos-neg	64	27.2	4.4	54.7	0.3	0.4	0.1	33.2	-68.8
pair	RSI	SLmean	pos-pos	106	45.1	4.4	50.0	0.3	0.5	0.1	27.3	-42.0
pair	SLmean	RSI	pos-pos	106	45.1	4.4	50.0	0.3	0.5	0.1	27.3	-42.0
pair	MACDhist	MRmean	neg-neg	92	39.1	4.3	56.5	0.3	0.4	0.1	40.5	-74.6
pair	MRmean	MACDhist	neg-neg	92	39.1	4.3	56.5	0.3	0.4	0.1	40.5	-74.6
pair	LWTI	MACD	neg-pos	55	23.4	4.3	65.5	0.3	0.4	0.1	38.2	-74.3
pair	MACD	LWTI	neg-pos	55	23.4	4.3	65.5	0.3	0.4	0.1	38.2	-74.3
pair	SLmean	MACDhist	neg-pos	22	9.4	4.0	50.0	0.3	0.6	0.1	27.9	-33.7
pair	MACDhist	SLmean	neg-pos	22	9.4	4.0	50.0	0.3	0.6	0.1	27.9	-33.7
pair	MACD	RSIhist	pos-neg	58	24.7	3.4	50.0	0.3	0.5	0.1	32.1	-48.7
pair	RSIhist	MACD	pos-neg	58	24.7	3.4	50.0	0.3	0.5	0.1	32.1	-48.7
pair	LWTI	MRmean	neg-pos	48	20.4	2.6	64.6	0.3	0.3	0.0	41.8	-72.2
pair	MRmean	LWTI	neg-pos	48	20.4	2.6	64.6	0.3	0.3	0.0	41.8	-72.2
pair	LWTI	SLmean	neg-pos	58	24.7	2.6	62.1	0.3	0.3	0.0	39.8	-76.0
pair	SLmean	LWTI	neg-pos	58	24.7	2.6	62.1	0.3	0.3	0.0	39.8	-76.0
pair	MACDhist	LWTI	neg-pos	61	26.0	2.4	59.0	0.3	0.3	0.0	40.2	-78.1
pair	LWTI	MACDhist	neg-pos	61	26.0	2.4	59.0	0.3	0.3	0.0	40.2	-78.1
pair	MACD	MRmean	pos-pos	87	37.0	2.3	49.4	0.2	0.4	0.1	26.1	-44.2
pair	MRmean	MACD	pos-pos	87	37.0	2.3	49.4	0.2	0.4	0.1	26.1	-44.2
pair	MACD	RSmean	pos-neg	102	43.4	2.3	54.9	0.3	0.4	0.0	39.7	-76.3
pair	RSmean	MACD	pos-neg	102	43.4	2.3	54.9	0.3	0.4	0.0	39.7	-76.3
single	MRmean	MRmean	neg-neg	100	42.6	2.2	55.0	0.3	0.4	0.0	39.8	-79.9
pair	MACD	MACDhist	pos-pos	79	33.6	2.1	49.4	0.2	0.4	0.0	26.0	-48.1
pair	MACDhist	MACD	pos-pos	79	33.6	2.1	49.4	0.2	0.4	0.0	26.0	-48.1
pair	MRmean	LWTI	neg-neg	52	22.1	1.9	46.2	0.2	0.4	0.0	38.2	-57.2
pair	LWTI	MRmean	neg-neg	52	22.1	1.9	46.2	0.2	0.4	0.0	38.2	-57.2
pair	MACD	SLmean	pos-pos	80	34.0	1.6	47.5	0.2	0.3	0.0	26.1	-42.0
pair	SLmean	MACD	pos-pos	80	34.0	1.6	47.5	0.2	0.3	0.0	26.1	-42.0
pair	MACDhist	RSI	neg-neg	75	31.9	1.6	54.7	0.2	0.4	0.0	40.7	-53.4
pair	RSI	MACDhist	neg-neg	75	31.9	1.6	54.7	0.2	0.4	0.0	40.7	-53.4
pair	MACD	MACDhist	neg-neg	85	36.2	1.6	56.5	0.2	0.3	0.0	40.4	-76.3
pair	MACDhist	MACD	neg-neg	85	36.2	1.6	56.5	0.2	0.3	0.0	40.4	-76.3
pair	RSmean	MACDhist	pos-neg	107	45.5	1.5	53.3	0.2	0.3	0.0	39.4	-78.7
pair	MACDhist	RSmean	pos-neg	107	45.5	1.5	53.3	0.2	0.3	0.0	39.4	-78.7
single	SLmean	SLmean	neg-neg	102	43.4	0.7	55.9	0.2	0.3	0.0	39.4	-84.2
pair	RSI	RSmean	neg-neg	4	1.7	0.1	50.0	0.1	0.3	0.0	38.1	-15.8
pair	RSmean	RSI	neg-neg	4	1.7	0.1	50.0	0.1	0.3	0.0	38.1	-15.8
pair	SLmean	MACDhist	neg-neg	80	34.0	-0.2	57.5	0.2	0.3	-0.0	42.2	-80.3
pair	MACDhist	SLmean	neg-neg	80	34.0	-0.2	57.5	0.2	0.3	-0.0	42.2	-80.3
pair	RSIhist	MRmean	neg-neg	91	38.7	-1.3	54.9	0.2	0.2	-0.0	40.1	-83.2
pair	MRmean	RSIhist	neg-neg	91	38.7	-1.3	54.9	0.2	0.2	-0.0	40.1	-83.2
pair	MACDhist	RSIhist	neg-neg	99	42.1	-1.6	53.5	0.2	0.2	-0.0	39.4	-86.3
pair	RSIhist	MACDhist	neg-neg	99	42.1	-1.6	53.5	0.2	0.2	-0.0	39.4	-86.3
pair	LWTI	SLmean	neg-neg	44	18.7	-1.8	47.7	0.1	0.3	-0.0	39.4	-52.4
pair	SLmean	LWTI	neg-neg	44	18.7	-1.8	47.7	0.1	0.3	-0.0	39.4	-52.4
pair	RSIhist	SLmean	neg-neg	98	41.7	-3.1	55.1	0.1	0.2	-0.0	38.8	-86.2
pair	SLmean	RSIhist	neg-neg	98	41.7	-3.1	55.1	0.1	0.2	-0.0	38.8	-86.2
pair	LWTI	RSIhist	neg-neg	46	19.6	-3.9	45.7	0.1	0.1	-0.1	37.5	-61.5
pair	RSIhist	LWTI	neg-neg	46	19.6	-3.9	45.7	0.1	0.1	-0.1	37.5	-61.5
pair	SLmean	MRmean	neg-neg	85	36.2	-4.0	55.3	0.1	0.2	-0.1	41.2	-82.7
pair	MRmean	SLmean	neg-neg	85	36.2	-4.0	55.3	0.1	0.2	-0.1	41.2	-82.7
single	RSIhist	RSIhist	neg-neg	127	54.0	-4.5	51.2	0.1	0.1	-0.1	37.4	-89.2
pair	RSIhist	LWTI	neg-pos	81	34.5	-4.8	54.3	0.1	0.1	-0.1	37.6	-84.8
pair	LWTI	RSIhist	neg-pos	81	34.5	-4.8	54.3	0.1	0.1	-0.1	37.6	-84.8
pair	MRmean	MACD	neg-neg	68	28.9	-5.0	54.4	0.1	0.1	-0.1	42.1	-74.3
pair	MACD	MRmean	neg-neg	68	28.9	-5.0	54.4	0.1	0.1	-0.1	42.1	-74.3
pair	MACD	LWTI	pos-neg	11	4.7	-6.5	45.5	-0.2	-0.2	-0.3	24.3	-20.3
pair	LWTI	MACD	pos-neg	11	4.7	-6.5	45.5	-0.2	-0.2	-0.3	24.3	-20.3
pair	RSI	MRmean	neg-neg	71	30.2	-6.6	49.3	0.0	0.1	-0.1	41.1	-62.1
pair	MRmean	RSI	neg-neg	71	30.2	-6.6	49.3	0.0	0.1	-0.1	41.1	-62.1
pair	MRmean	RSmean	neg-pos	84	35.7	-7.0	50.0	0.0	0.1	-0.1	41.6	-69.4
pair	RSmean	MRmean	neg-pos	84	35.7	-7.0	50.0	0.0	0.1	-0.1	41.6	-69.4
pair	SLmean	RSmean	neg-pos	86	36.6	-8.5	51.2	-0.0	-0.0	-0.1	41.1	-85.5
pair	RSmean	SLmean	neg-pos	86	36.6	-8.5	51.2	-0.0	-0.0	-0.1	41.1	-85.5
pair	MACD	SLmean	neg-neg	63	26.8	-8.8	54.0	0.0	0.0	-0.1	42.9	-81.2
pair	SLmean	MACD	neg-neg	63	26.8	-8.8	54.0	0.0	0.0	-0.1	42.9	-81.2
pair	RSIhist	SLmean	pos-neg	29	12.3	-9.1	37.9	-0.1	-0.2	-0.2	32.7	-43.2
pair	SLmean	RSIhist	pos-neg	29	12.3	-9.1	37.9	-0.1	-0.2	-0.2	32.7	-43.2
pair	LWTI	RSI	neg-pos	26	11.1	-10.1	61.5	-0.0	-0.0	-0.2	43.7	-47.0
pair	RSI	LWTI	neg-pos	26	11.1	-10.1	61.5	-0.0	-0.0	-0.2	43.7	-47.0
pair	MACD	RSIhist	neg-neg	69	29.4	-10.6	52.2	-0.1	-0.1	-0.1	41.5	-83.7
pair	RSIhist	MACD	neg-neg	69	29.4	-10.6	52.2	-0.1	-0.1	-0.1	41.5	-83.7
pair	SLmean	RSI	neg-neg	63	26.8	-10.6	49.2	-0.1	-0.1	-0.2	42.2	-67.4
pair	RSI	SLmean	neg-neg	63	26.8	-10.6	49.2	-0.1	-0.1	-0.2	42.2	-67.4
pair	RSmean	RSIhist	pos-neg	110	46.8	-11.6	47.3	-0.1	-0.2	-0.1	38.5	-88.7
pair	RSIhist	RSmean	pos-neg	110	46.8	-11.6	47.3	-0.1	-0.2	-0.1	38.5	-88.7
pair	RSIhist	MRmean	pos-neg	36	15.3	-12.0	41.7	-0.3	-0.5	-0.2	29.7	-53.0
pair	MRmean	RSIhist	pos-neg	36	15.3	-12.0	41.7	-0.3	-0.5	-0.2	29.7	-53.0
pair	RSI	RSIhist	neg-neg	63	26.8	-12.8	47.6	-0.1	-0.2	-0.2	41.4	-69.1
pair	RSIhist	RSI	neg-neg	63	26.8	-12.8	47.6	-0.1	-0.2	-0.2	41.4	-69.1
pair	MACDhist	RSIhist	pos-neg	28	11.9	-13.9	42.9	-0.3	-0.6	-0.3	29.7	-45.7
pair	RSIhist	MACDhist	pos-neg	28	11.9	-13.9	42.9	-0.3	-0.6	-0.3	29.7	-45.7
pair	LWTI	RSI	pos-neg	8	3.4	-14.0	37.5	-0.7	-0.9	-0.8	20.2	-18.5
pair	RSI	LWTI	pos-neg	8	3.4	-14.0	37.5	-0.7	-0.9	-0.8	20.2	-18.5
pair	MRmean	MACDhist	neg-pos	8	3.4	-19.0	37.5	-0.5	-1.0	-0.6	30.8	-29.6
pair	MACDhist	MRmean	neg-pos	8	3.4	-19.0	37.5	-0.5	-1.0	-0.6	30.8	-29.6
pair	RSmean	MACDhist	neg-pos	1	0.4	-36.9	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	-36.9	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	5	2.1	-42.4	20.0	-1.9	-2.6	-2.4	26.2	-17.4
pair	MACD	RSmean	neg-pos	5	2.1	-42.4	20.0	-1.9	-2.6	-2.4	26.2	-17.4
pair	MRmean	RSmean	pos-neg	3	1.3	-63.4	0.0	-4.3	-4.3	-3.3	21.9	-19.4
pair	RSmean	MRmean	pos-neg	3	1.3	-63.4	0.0	-4.3	-4.3	-3.3	21.9	-19.4
pair	SLmean	RSmean	pos-neg	3	1.3	-63.4	0.0	-4.3	-4.3	-3.3	21.9	-19.4
pair	RSmean	SLmean	pos-neg	3	1.3	-63.4	0.0	-4.3	-4.3	-3.3	21.9	-19.4
pair	RSmean	RSIhist	neg-pos	2	0.9	-69.8	0.0	-3.9	-3.9	-4.6	28.4	-15.1
pair	RSIhist	RSmean	neg-pos	2	0.9	-69.8	0.0	-3.9	-3.9	-4.6	28.4	-15.1

All Contingency Tables for SLX

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 54% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.2 Vol 29% \| MDD -50.1% Months 118M (50%)	CAGR 27.8% \| Win 59% Sharpe 0.98 \| Sortino 2.58 \| Calmar 1.6 Vol 29% \| MDD -16.8% Months 17M (7%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 46.3% \| Win 53% Sharpe 1.44 \| Sortino 6.25 \| Calmar 5.2 Vol 30% \| MDD -8.8% Months 15M (6%)	CAGR -4.0% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 41% \| MDD -82.7% Months 85M (36%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
SLmean only	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 56% Sharpe 0.64 \| Sortino 1.28 \| Calmar 0.5 Vol 28% \| MDD -31.3% Months 132M (56%)	CAGR -63.4% \| Win 0% Sharpe -4.33 \| Sortino -4.33 \| Calmar -3.3 Vol 22% \| MDD -19.4% Months 3M (1%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR -7.0% \| Win 50% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 42% \| MDD -69.4% Months 84M (36%)	CAGR 68.4% \| Win 81% Sharpe 2.19 \| Sortino 2.70 \| Calmar 4.3 Vol 26% \| MDD -15.8% Months 16M (7%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
RSmean only	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 49% Sharpe 0.22 \| Sortino 0.41 \| Calmar 0.1 Vol 26% \| MDD -44.2% Months 87M (37%)	CAGR 33.6% \| Win 65% Sharpe 1.05 \| Sortino 2.08 \| Calmar 1.2 Vol 33% \| MDD -28.4% Months 48M (20%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 19.5% \| Win 56% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.6 Vol 35% \| MDD -34.0% Months 32M (14%)	CAGR -5.0% \| Win 54% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.1 Vol 42% \| MDD -74.3% Months 68M (29%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
MACD only	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 51% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 28% \| MDD -44.2% Months 116M (49%)	CAGR 75.1% \| Win 79% Sharpe 1.87 \| Sortino 2.96 \| Calmar 4.7 Vol 33% \| MDD -15.9% Months 19M (8%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 27.6% \| Win 69% Sharpe 0.88 \| Sortino 0.83 \| Calmar 0.6 Vol 36% \| MDD -47.0% Months 29M (12%)	CAGR -6.6% \| Win 49% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 41% \| MDD -62.1% Months 71M (30%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
RSI only	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.0% \| Win 55% Sharpe 0.57 \| Sortino 1.13 \| Calmar 0.3 Vol 28% \| MDD -48.1% Months 102M (43%)	CAGR 11.0% \| Win 55% Sharpe 0.49 \| Sortino 0.95 \| Calmar 0.4 Vol 31% \| MDD -28.4% Months 33M (14%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR -19.0% \| Win 38% Sharpe -0.54 \| Sortino -1.00 \| Calmar -0.6 Vol 31% \| MDD -29.6% Months 8M (3%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 40% \| MDD -74.6% Months 92M (39%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 23.0% \| Win 60% Sharpe 0.88 \| Sortino 1.83 \| Calmar 1.0 Vol 28% \| MDD -22.4% Months 99M (42%)	CAGR -12.0% \| Win 42% Sharpe -0.28 \| Sortino -0.50 \| Calmar -0.2 Vol 30% \| MDD -53.0% Months 36M (15%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 46.6% \| Win 56% Sharpe 1.20 \| Sortino 5.75 \| Calmar 6.3 Vol 37% \| MDD -7.4% Months 9M (4%)	CAGR -1.3% \| Win 55% Sharpe 0.18 \| Sortino 0.25 \| Calmar -0.0 Vol 40% \| MDD -83.2% Months 91M (39%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 53% Sharpe 0.44 \| Sortino 0.84 \| Calmar 0.2 Vol 28% \| MDD -44.2% Months 115M (49%)	CAGR 37.6% \| Win 65% Sharpe 1.09 \| Sortino 2.21 \| Calmar 2.4 Vol 35% \| MDD -15.9% Months 20M (8%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 2.6% \| Win 65% Sharpe 0.29 \| Sortino 0.33 \| Calmar 0.0 Vol 42% \| MDD -72.2% Months 48M (20%)	CAGR 1.9% \| Win 46% Sharpe 0.23 \| Sortino 0.44 \| Calmar 0.0 Vol 38% \| MDD -57.2% Months 52M (22%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 17.0% \| Win 55% Sharpe 0.69 \| Sortino 1.37 \| Calmar 0.5 Vol 29% \| MDD -35.5% Months 130M (55%)	CAGR -63.4% \| Win 0% Sharpe -4.33 \| Sortino -4.33 \| Calmar -3.3 Vol 22% \| MDD -19.4% Months 3M (1%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR -8.5% \| Win 51% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 41% \| MDD -85.5% Months 86M (37%)	CAGR 68.4% \| Win 81% Sharpe 2.19 \| Sortino 2.70 \| Calmar 4.3 Vol 26% \| MDD -15.8% Months 16M (7%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
RSmean only	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.6% \| Win 48% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 26% \| MDD -42.0% Months 80M (34%)	CAGR 35.8% \| Win 64% Sharpe 1.12 \| Sortino 2.21 \| Calmar 2.0 Vol 32% \| MDD -17.5% Months 53M (23%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR 18.0% \| Win 59% Sharpe 0.67 \| Sortino 1.15 \| Calmar 0.5 Vol 33% \| MDD -37.8% Months 39M (17%)	CAGR -8.8% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 43% \| MDD -81.2% Months 63M (27%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
MACD only	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.4% \| Win 50% Sharpe 0.29 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -42.0% Months 106M (45%)	CAGR 61.1% \| Win 70% Sharpe 1.63 \| Sortino 3.30 \| Calmar 3.8 Vol 33% \| MDD -15.9% Months 27M (12%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR 22.0% \| Win 67% Sharpe 0.77 \| Sortino 0.86 \| Calmar 0.4 Vol 34% \| MDD -53.4% Months 39M (17%)	CAGR -10.6% \| Win 49% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.2 Vol 42% \| MDD -67.4% Months 63M (27%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
RSI only	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 55% Sharpe 0.54 \| Sortino 1.03 \| Calmar 0.2 Vol 28% \| MDD -48.2% Months 88M (37%)	CAGR 18.2% \| Win 53% Sharpe 0.71 \| Sortino 1.42 \| Calmar 0.8 Vol 30% \| MDD -23.1% Months 45M (19%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR 4.0% \| Win 50% Sharpe 0.27 \| Sortino 0.58 \| Calmar 0.1 Vol 28% \| MDD -33.7% Months 22M (9%)	CAGR -0.2% \| Win 57% Sharpe 0.22 \| Sortino 0.31 \| Calmar -0.0 Vol 42% \| MDD -80.3% Months 80M (34%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 21.4% \| Win 59% Sharpe 0.84 \| Sortino 1.75 \| Calmar 1.0 Vol 28% \| MDD -22.4% Months 104M (44%)	CAGR -9.1% \| Win 38% Sharpe -0.14 \| Sortino -0.24 \| Calmar -0.2 Vol 33% \| MDD -43.2% Months 29M (12%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR 153.9% \| Win 75% Sharpe 2.07 \| Sortino 0.00 \| Calmar 0.0 Vol 51% \| MDD 0.0% Months 4M (2%)	CAGR -3.1% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 39% \| MDD -86.2% Months 98M (42%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.2% \| Win 53% Sharpe 0.46 \| Sortino 0.85 \| Calmar 0.2 Vol 28% \| MDD -42.0% Months 105M (45%)	CAGR 33.9% \| Win 57% Sharpe 1.03 \| Sortino 2.26 \| Calmar 1.6 Vol 34% \| MDD -20.8% Months 28M (12%)	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)
SLmean neg	CAGR 2.6% \| Win 62% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.0 Vol 40% \| MDD -76.0% Months 58M (25%)	CAGR -1.8% \| Win 48% Sharpe 0.14 \| Sortino 0.28 \| Calmar -0.0 Vol 39% \| MDD -52.4% Months 44M (19%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.6% \| Win 53% Sharpe 0.46 \| Sortino 0.83 \| Calmar 0.2 Vol 28% \| MDD -42.8% Months 114M (48%)	CAGR 2.3% \| Win 55% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.0 Vol 40% \| MDD -76.3% Months 102M (43%)	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)
RSmean neg	CAGR -42.4% \| Win 20% Sharpe -1.95 \| Sortino -2.65 \| Calmar -2.4 Vol 26% \| MDD -17.4% Months 5M (2%)	CAGR 78.1% \| Win 86% Sharpe 2.37 \| Sortino 2.21 \| Calmar 6.2 Vol 26% \| MDD -12.5% Months 14M (6%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)
MACD only	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.5% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -64.8% Months 130M (55%)	CAGR 7.0% \| Win 56% Sharpe 0.37 \| Sortino 0.59 \| Calmar 0.1 Vol 40% \| MDD -63.9% Months 86M (37%)	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)
RSmean neg	CAGR 42.6% \| Win 73% Sharpe 1.42 \| Sortino 1.84 \| Calmar 2.4 Vol 28% \| MDD -17.4% Months 15M (6%)	CAGR 0.1% \| Win 50% Sharpe 0.15 \| Sortino 0.26 \| Calmar 0.0 Vol 38% \| MDD -15.8% Months 4M (2%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)
RSI only	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 54% Sharpe 0.50 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -48.8% Months 109M (46%)	CAGR 1.5% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.0 Vol 39% \| MDD -78.7% Months 107M (46%)	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)
RSmean neg	CAGR -36.9% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 37.9% \| Win 72% Sharpe 1.23 \| Sortino 1.75 \| Calmar 1.4 Vol 30% \| MDD -27.8% Months 18M (8%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 28.2% \| Win 60% Sharpe 1.02 \| Sortino 2.34 \| Calmar 1.2 Vol 28% \| MDD -23.1% Months 106M (45%)	CAGR -11.6% \| Win 47% Sharpe -0.12 \| Sortino -0.17 \| Calmar -0.1 Vol 38% \| MDD -88.7% Months 110M (47%)	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)
RSmean neg	CAGR -69.8% \| Win 0% Sharpe -3.93 \| Sortino -3.93 \| Calmar -4.6 Vol 28% \| MDD -15.1% Months 2M (1%)	CAGR 57.5% \| Win 76% Sharpe 1.89 \| Sortino 2.90 \| Calmar 2.9 Vol 26% \| MDD -20.0% Months 17M (7%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 55% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 33% \| MDD -75.1% Months 145M (62%)	CAGR 8.7% \| Win 51% Sharpe 0.40 \| Sortino 0.78 \| Calmar 0.1 Vol 37% \| MDD -65.3% Months 71M (30%)	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)
RSmean neg	CAGR 24.0% \| Win 67% Sharpe 0.89 \| Sortino 1.32 \| Calmar 0.8 Vol 29% \| MDD -30.5% Months 18M (8%)	CAGR 325.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.5% \| Win 51% Sharpe 0.37 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -33.4% Months 104M (44%)	CAGR 7.7% \| Win 53% Sharpe 0.38 \| Sortino 0.62 \| Calmar 0.3 Vol 41% \| MDD -22.7% Months 15M (6%)	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)
MACD neg	CAGR 15.0% \| Win 63% Sharpe 0.58 \| Sortino 0.70 \| Calmar 0.3 Vol 36% \| MDD -55.6% Months 41M (17%)	CAGR 6.4% \| Win 56% Sharpe 0.36 \| Sortino 0.57 \| Calmar 0.1 Vol 40% \| MDD -59.3% Months 75M (32%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)
RSI only	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.1% \| Win 49% Sharpe 0.21 \| Sortino 0.38 \| Calmar 0.0 Vol 26% \| MDD -48.1% Months 79M (34%)	CAGR 16.3% \| Win 55% Sharpe 0.62 \| Sortino 1.06 \| Calmar 0.6 Vol 33% \| MDD -27.1% Months 40M (17%)	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)
MACD neg	CAGR 34.2% \| Win 64% Sharpe 1.05 \| Sortino 2.35 \| Calmar 1.3 Vol 33% \| MDD -25.5% Months 31M (13%)	CAGR 1.6% \| Win 56% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.0 Vol 40% \| MDD -76.3% Months 85M (36%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.9% \| Win 52% Sharpe 0.50 \| Sortino 1.01 \| Calmar 0.4 Vol 25% \| MDD -22.4% Months 61M (26%)	CAGR 3.4% \| Win 50% Sharpe 0.26 \| Sortino 0.45 \| Calmar 0.1 Vol 32% \| MDD -48.7% Months 58M (25%)	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)
MACD neg	CAGR 47.3% \| Win 68% Sharpe 1.36 \| Sortino 3.00 \| Calmar 3.0 Vol 32% \| MDD -15.9% Months 47M (20%)	CAGR -10.6% \| Win 52% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 42% \| MDD -83.7% Months 69M (29%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.1% \| Win 52% Sharpe 0.41 \| Sortino 0.74 \| Calmar 0.2 Vol 29% \| MDD -41.8% Months 108M (46%)	CAGR -6.5% \| Win 46% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.3 Vol 24% \| MDD -20.3% Months 11M (5%)	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)
MACD neg	CAGR 4.3% \| Win 66% Sharpe 0.32 \| Sortino 0.36 \| Calmar 0.1 Vol 38% \| MDD -74.3% Months 55M (23%)	CAGR 14.2% \| Win 52% Sharpe 0.53 \| Sortino 1.05 \| Calmar 0.2 Vol 39% \| MDD -60.9% Months 61M (26%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 6.7% \| Win 53% Sharpe 0.38 \| Sortino 0.70 \| Calmar 0.1 Vol 27% \| MDD -48.1% Months 95M (40%)	CAGR 13.1% \| Win 58% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.2 Vol 34% \| MDD -64.9% Months 50M (21%)	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)
RSI neg	CAGR 35.7% \| Win 60% Sharpe 0.99 \| Sortino 2.24 \| Calmar 1.2 Vol 38% \| MDD -29.2% Months 15M (6%)	CAGR 1.6% \| Win 55% Sharpe 0.25 \| Sortino 0.38 \| Calmar 0.0 Vol 41% \| MDD -53.4% Months 75M (32%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.5% \| Win 54% Sharpe 0.58 \| Sortino 1.20 \| Calmar 0.5 Vol 26% \| MDD -23.3% Months 81M (34%)	CAGR 4.4% \| Win 55% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -68.8% Months 64M (27%)	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)
RSI neg	CAGR 70.4% \| Win 74% Sharpe 1.75 \| Sortino 3.58 \| Calmar 4.4 Vol 34% \| MDD -15.9% Months 27M (12%)	CAGR -12.8% \| Win 48% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.2 Vol 41% \| MDD -69.1% Months 63M (27%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.4% \| Win 56% Sharpe 0.48 \| Sortino 0.74 \| Calmar 0.2 Vol 30% \| MDD -63.6% Months 137M (58%)	CAGR -14.0% \| Win 38% Sharpe -0.65 \| Sortino -0.95 \| Calmar -0.8 Vol 20% \| MDD -18.5% Months 8M (3%)	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)
RSI neg	CAGR -10.1% \| Win 62% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.2 Vol 44% \| MDD -47.0% Months 26M (11%)	CAGR 14.3% \| Win 53% Sharpe 0.53 \| Sortino 1.05 \| Calmar 0.2 Vol 39% \| MDD -60.9% Months 64M (27%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 20.0% \| Win 57% Sharpe 0.80 \| Sortino 1.75 \| Calmar 0.6 Vol 28% \| MDD -31.8% Months 82M (35%)	CAGR -13.9% \| Win 43% Sharpe -0.35 \| Sortino -0.60 \| Calmar -0.3 Vol 30% \| MDD -45.7% Months 28M (12%)	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)
MACDhist neg	CAGR 41.3% \| Win 65% Sharpe 1.23 \| Sortino 2.50 \| Calmar 2.7 Vol 32% \| MDD -15.1% Months 26M (11%)	CAGR -1.6% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar -0.0 Vol 39% \| MDD -86.3% Months 99M (42%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)
RSIhist only	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.5% \| Win 55% Sharpe 0.47 \| Sortino 0.90 \| Calmar 0.2 Vol 27% \| MDD -48.1% Months 102M (43%)	CAGR 19.9% \| Win 38% Sharpe 0.59 \| Sortino 1.47 \| Calmar 0.7 Vol 47% \| MDD -27.0% Months 8M (3%)	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)
MACDhist neg	CAGR 2.4% \| Win 59% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.0 Vol 40% \| MDD -78.1% Months 61M (26%)	CAGR 9.7% \| Win 53% Sharpe 0.43 \| Sortino 0.80 \| Calmar 0.2 Vol 36% \| MDD -54.9% Months 64M (27%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 19.7% \| Win 58% Sharpe 0.82 \| Sortino 1.69 \| Calmar 0.9 Vol 26% \| MDD -22.4% Months 82M (35%)	CAGR 42.3% \| Win 62% Sharpe 1.15 \| Sortino 2.74 \| Calmar 1.9 Vol 36% \| MDD -22.3% Months 26M (11%)	CAGR 24.8% \| Win 59% Sharpe 0.92 \| Sortino 2.00 \| Calmar 1.1 Vol 29% \| MDD -23.1% Months 108M (46%)
RSIhist neg	CAGR -4.8% \| Win 54% Sharpe 0.07 \| Sortino 0.09 \| Calmar -0.1 Vol 38% \| MDD -84.8% Months 81M (34%)	CAGR -3.9% \| Win 46% Sharpe 0.08 \| Sortino 0.14 \| Calmar -0.1 Vol 38% \| MDD -61.5% Months 46M (20%)	CAGR -4.5% \| Win 51% Sharpe 0.07 \| Sortino 0.11 \| Calmar -0.1 Vol 37% \| MDD -89.2% Months 127M (54%)
LWTI only	CAGR 6.8% \| Win 56% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 32% \| MDD -75.1% Months 163M (69%)	CAGR 10.8% \| Win 51% Sharpe 0.46 \| Sortino 0.88 \| Calmar 0.2 Vol 37% \| MDD -60.9% Months 72M (31%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 54% Sharpe 0.49 \| Sortino 0.93 \| Calmar 0.2 Vol 29% \| MDD -50.1% Months 118M (50%)	CAGR 27.8% \| Win 59% Sharpe 0.98 \| Sortino 2.58 \| Calmar 1.6 Vol 29% \| MDD -16.8% Months 17M (7%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 46.3% \| Win 53% Sharpe 1.44 \| Sortino 6.25 \| Calmar 5.2 Vol 30% \| MDD -8.8% Months 15M (6%)	CAGR -4.0% \| Win 55% Sharpe 0.12 \| Sortino 0.17 \| Calmar -0.0 Vol 41% \| MDD -82.7% Months 85M (36%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
SLmean only	CAGR 14.0% \| Win 54% Sharpe 0.60 \| Sortino 1.17 \| Calmar 0.3 Vol 29% \| MDD -42.0% Months 133M (57%)	CAGR 0.7% \| Win 56% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 39% \| MDD -84.2% Months 102M (43%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 56% Sharpe 0.64 \| Sortino 1.28 \| Calmar 0.5 Vol 28% \| MDD -31.3% Months 132M (56%)	CAGR -63.4% \| Win 0% Sharpe -4.33 \| Sortino -4.33 \| Calmar -3.3 Vol 22% \| MDD -19.4% Months 3M (1%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR -7.0% \| Win 50% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 42% \| MDD -69.4% Months 84M (36%)	CAGR 68.4% \| Win 81% Sharpe 2.19 \| Sortino 2.70 \| Calmar 4.3 Vol 26% \| MDD -15.8% Months 16M (7%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
RSmean only	CAGR 6.1% \| Win 54% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 34% \| MDD -81.1% Months 216M (92%)	CAGR 32.3% \| Win 68% Sharpe 1.10 \| Sortino 1.66 \| Calmar 1.1 Vol 30% \| MDD -30.5% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.3% \| Win 49% Sharpe 0.22 \| Sortino 0.41 \| Calmar 0.1 Vol 26% \| MDD -44.2% Months 87M (37%)	CAGR 33.6% \| Win 65% Sharpe 1.05 \| Sortino 2.08 \| Calmar 1.2 Vol 33% \| MDD -28.4% Months 48M (20%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 19.5% \| Win 56% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.6 Vol 35% \| MDD -34.0% Months 32M (14%)	CAGR -5.0% \| Win 54% Sharpe 0.10 \| Sortino 0.14 \| Calmar -0.1 Vol 42% \| MDD -74.3% Months 68M (29%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
MACD only	CAGR 6.7% \| Win 51% Sharpe 0.37 \| Sortino 0.66 \| Calmar 0.1 Vol 29% \| MDD -45.0% Months 119M (51%)	CAGR 9.4% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 38% \| MDD -76.3% Months 116M (49%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 51% Sharpe 0.30 \| Sortino 0.58 \| Calmar 0.1 Vol 28% \| MDD -44.2% Months 116M (49%)	CAGR 75.1% \| Win 79% Sharpe 1.87 \| Sortino 2.96 \| Calmar 4.7 Vol 33% \| MDD -15.9% Months 19M (8%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR 27.6% \| Win 69% Sharpe 0.88 \| Sortino 0.83 \| Calmar 0.6 Vol 36% \| MDD -47.0% Months 29M (12%)	CAGR -6.6% \| Win 49% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 41% \| MDD -62.1% Months 71M (30%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
RSI only	CAGR 8.9% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.1 Vol 29% \| MDD -64.8% Months 145M (62%)	CAGR 6.7% \| Win 56% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 40% \| MDD -60.8% Months 90M (38%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.0% \| Win 55% Sharpe 0.57 \| Sortino 1.13 \| Calmar 0.3 Vol 28% \| MDD -48.1% Months 102M (43%)	CAGR 11.0% \| Win 55% Sharpe 0.49 \| Sortino 0.95 \| Calmar 0.4 Vol 31% \| MDD -28.4% Months 33M (14%)	CAGR 12.5% \| Win 55% Sharpe 0.55 \| Sortino 1.08 \| Calmar 0.3 Vol 29% \| MDD -44.2% Months 135M (57%)
MRmean neg	CAGR -19.0% \| Win 38% Sharpe -0.54 \| Sortino -1.00 \| Calmar -0.6 Vol 31% \| MDD -29.6% Months 8M (3%)	CAGR 4.3% \| Win 56% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 40% \| MDD -74.6% Months 92M (39%)	CAGR 2.2% \| Win 55% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.0 Vol 40% \| MDD -79.9% Months 100M (43%)
MACDhist only	CAGR 10.3% \| Win 54% Sharpe 0.48 \| Sortino 0.95 \| Calmar 0.2 Vol 28% \| MDD -50.7% Months 110M (47%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -78.1% Months 125M (53%)