SOXX - iShares Semiconductor ETF

Signal Pair Analysis

MRmean-RSI

Best Pair

102.5%

Best CAGR

Total Months

11.5%

Avg CAGR

SOXX 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 SOXX

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	MRmean	pos-neg	15	5.1	102.5	86.7	2.8	4.2	9.0	27.0	-11.4
pair	MRmean	RSI	pos-neg	15	5.1	102.5	86.7	2.8	4.2	9.0	27.0	-11.4
pair	MACDhist	RSI	neg-pos	10	3.4	76.2	80.0	2.3	4.6	5.6	26.7	-13.6
pair	RSI	MACDhist	neg-pos	10	3.4	76.2	80.0	2.3	4.6	5.6	26.7	-13.6
pair	RSmean	MACD	neg-pos	5	1.7	71.2	80.0	2.5	0.0	15.4	22.8	-4.6
pair	MACD	RSmean	neg-pos	5	1.7	71.2	80.0	2.5	0.0	15.4	22.8	-4.6
pair	SLmean	RSI	pos-neg	17	5.8	53.5	76.5	1.3	1.7	4.7	37.7	-11.4
pair	RSI	SLmean	pos-neg	17	5.8	53.5	76.5	1.3	1.7	4.7	37.7	-11.4
pair	RSI	MACD	pos-neg	22	7.5	46.8	68.2	1.4	2.5	2.9	32.6	-16.0
pair	MACD	RSI	pos-neg	22	7.5	46.8	68.2	1.4	2.5	2.9	32.6	-16.0
pair	MACD	MACDhist	neg-pos	11	3.7	41.8	81.8	1.3	4.8	3.3	29.5	-12.7
pair	MACDhist	MACD	neg-pos	11	3.7	41.8	81.8	1.3	4.8	3.3	29.5	-12.7
pair	RSI	RSIhist	neg-pos	24	8.1	41.1	66.7	1.1	1.6	1.5	40.9	-27.6
pair	RSIhist	RSI	neg-pos	24	8.1	41.1	66.7	1.1	1.6	1.5	40.9	-27.6
pair	RSmean	SLmean	pos-neg	5	1.7	39.6	60.0	1.6	4.6	8.6	22.9	-4.6
pair	SLmean	RSmean	pos-neg	5	1.7	39.6	60.0	1.6	4.6	8.6	22.9	-4.6
pair	MRmean	MACD	pos-neg	24	8.1	38.5	66.7	1.2	2.8	1.9	31.3	-20.6
pair	MACD	MRmean	pos-neg	24	8.1	38.5	66.7	1.2	2.8	1.9	31.3	-20.6
pair	LWTI	MACD	pos-neg	23	7.8	38.2	69.6	1.2	2.9	1.7	32.2	-22.7
pair	MACD	LWTI	pos-neg	23	7.8	38.2	69.6	1.2	2.9	1.7	32.2	-22.7
pair	MRmean	LWTI	pos-neg	23	7.8	36.4	69.6	1.3	3.2	2.3	27.0	-15.7
pair	LWTI	MRmean	pos-neg	23	7.8	36.4	69.6	1.3	3.2	2.3	27.0	-15.7
pair	RSmean	RSI	pos-neg	65	22.0	31.5	64.6	0.9	1.4	0.6	37.8	-54.3
pair	RSI	RSmean	pos-neg	65	22.0	31.5	64.6	0.9	1.4	0.6	37.8	-54.3
pair	SLmean	LWTI	neg-neg	30	10.2	30.4	63.3	0.9	1.5	0.7	39.2	-47.1
pair	LWTI	SLmean	neg-neg	30	10.2	30.4	63.3	0.9	1.5	0.7	39.2	-47.1
pair	LWTI	RSI	neg-neg	40	13.6	30.1	65.0	0.9	1.4	0.6	39.4	-53.1
pair	RSI	LWTI	neg-neg	40	13.6	30.1	65.0	0.9	1.4	0.6	39.4	-53.1
pair	LWTI	MACDhist	neg-neg	55	18.6	27.5	63.6	0.9	1.4	0.5	36.3	-53.1
pair	MACDhist	LWTI	neg-neg	55	18.6	27.5	63.6	0.9	1.4	0.5	36.3	-53.1
pair	RSmean	LWTI	pos-neg	57	19.3	25.1	64.9	0.8	1.4	0.5	36.1	-53.1
pair	LWTI	RSmean	pos-neg	57	19.3	25.1	64.9	0.8	1.4	0.5	36.1	-53.1
pair	MACD	SLmean	pos-neg	28	9.5	23.9	64.3	0.8	1.3	1.6	35.4	-15.2
pair	SLmean	MACD	pos-neg	28	9.5	23.9	64.3	0.8	1.3	1.6	35.4	-15.2
pair	LWTI	RSIhist	pos-neg	32	10.8	23.3	59.4	0.8	1.4	0.9	34.5	-27.0
pair	RSIhist	LWTI	pos-neg	32	10.8	23.3	59.4	0.8	1.4	0.9	34.5	-27.0
pair	RSIhist	SLmean	neg-pos	13	4.4	22.6	53.8	0.7	1.4	1.1	42.1	-19.9
pair	SLmean	RSIhist	neg-pos	13	4.4	22.6	53.8	0.7	1.4	1.1	42.1	-19.9
single	LWTI	LWTI	neg-neg	59	20.0	22.6	62.7	0.8	1.2	0.4	35.7	-53.1
pair	RSIhist	MACD	neg-pos	35	11.9	22.0	60.0	0.7	1.2	0.8	38.1	-27.6
pair	MACD	RSIhist	neg-pos	35	11.9	22.0	60.0	0.7	1.2	0.8	38.1	-27.6
pair	LWTI	RSIhist	neg-neg	27	9.2	21.7	66.7	0.7	1.2	0.5	37.8	-47.1
pair	RSIhist	LWTI	neg-neg	27	9.2	21.7	66.7	0.7	1.2	0.5	37.8	-47.1
pair	MRmean	RSIhist	pos-pos	160	54.2	21.4	63.1	1.0	1.8	0.6	22.1	-38.9
pair	RSIhist	MRmean	pos-pos	160	54.2	21.4	63.1	1.0	1.8	0.6	22.1	-38.9
pair	RSI	RSmean	neg-pos	7	2.4	20.8	57.1	0.8	1.6	4.5	26.6	-4.6
pair	RSmean	RSI	neg-pos	7	2.4	20.8	57.1	0.8	1.6	4.5	26.6	-4.6
pair	RSIhist	RSmean	pos-pos	167	56.6	20.1	62.3	0.9	1.5	0.5	24.2	-43.9
pair	RSmean	RSIhist	pos-pos	167	56.6	20.1	62.3	0.9	1.5	0.5	24.2	-43.9
pair	SLmean	MRmean	pos-neg	25	8.5	19.7	60.0	0.8	1.2	1.2	29.6	-16.3
pair	MRmean	SLmean	pos-neg	25	8.5	19.7	60.0	0.8	1.2	1.2	29.6	-16.3
pair	MACDhist	MRmean	pos-pos	151	51.2	19.3	63.6	0.9	1.7	0.7	20.9	-26.8
pair	MRmean	MACDhist	pos-pos	151	51.2	19.3	63.6	0.9	1.7	0.7	20.9	-26.8
single	RSI	RSI	neg-neg	77	26.1	19.0	61.0	0.6	1.0	0.3	41.0	-54.3
pair	LWTI	MACDhist	pos-pos	156	52.9	18.7	62.2	0.9	1.7	0.5	21.7	-41.1
pair	MACDhist	LWTI	pos-pos	156	52.9	18.7	62.2	0.9	1.7	0.5	21.7	-41.1
pair	MACDhist	RSIhist	pos-pos	123	41.7	18.5	64.2	1.0	1.7	0.8	19.8	-24.2
pair	RSIhist	MACDhist	pos-pos	123	41.7	18.5	64.2	1.0	1.7	0.8	19.8	-24.2
pair	MACDhist	SLmean	pos-pos	132	44.7	18.0	63.6	0.9	1.7	0.9	19.7	-21.0
pair	SLmean	MACDhist	pos-pos	132	44.7	18.0	63.6	0.9	1.7	0.9	19.7	-21.0
single	RSIhist	RSIhist	pos-pos	173	58.6	17.9	61.3	0.8	1.3	0.5	24.8	-38.3
pair	MRmean	RSmean	pos-pos	200	67.8	17.7	62.0	0.8	1.4	0.5	22.9	-37.8
pair	RSmean	MRmean	pos-pos	200	67.8	17.7	62.0	0.8	1.4	0.5	22.9	-37.8
pair	SLmean	RSIhist	pos-pos	160	54.2	17.5	61.9	0.8	1.3	0.5	23.0	-38.3
single	MRmean	MRmean	pos-pos	204	69.2	17.5	61.8	0.8	1.4	0.5	22.8	-37.6
pair	RSIhist	SLmean	pos-pos	160	54.2	17.5	61.9	0.8	1.3	0.5	23.0	-38.3
pair	MACDhist	RSmean	pos-pos	160	54.2	17.2	61.9	0.8	1.6	0.5	21.8	-37.6
pair	RSmean	MACDhist	pos-pos	160	54.2	17.2	61.9	0.8	1.6	0.5	21.8	-37.6
pair	SLmean	MRmean	pos-pos	179	60.7	17.2	62.0	0.8	1.5	0.5	21.7	-35.7
single	MACDhist	MACDhist	pos-pos	160	54.2	17.2	61.9	0.8	1.6	0.5	21.8	-37.6
pair	MRmean	SLmean	pos-pos	179	60.7	17.2	62.0	0.8	1.5	0.5	21.7	-35.7
pair	MACD	RSmean	pos-neg	53	18.0	16.9	60.4	0.6	1.0	0.3	38.9	-53.1
pair	MACD	RSIhist	pos-pos	138	46.8	16.9	61.6	0.9	1.5	0.4	20.3	-43.4
pair	RSmean	MACD	pos-neg	53	18.0	16.9	60.4	0.6	1.0	0.3	38.9	-53.1
pair	RSIhist	MACD	pos-pos	138	46.8	16.9	61.6	0.9	1.5	0.4	20.3	-43.4
pair	MACD	SLmean	neg-pos	67	22.7	16.7	56.7	0.7	1.2	0.4	30.5	-38.8
pair	RSIhist	LWTI	pos-pos	141	47.8	16.7	61.7	0.8	1.3	0.5	22.2	-32.0
pair	LWTI	RSIhist	pos-pos	141	47.8	16.7	61.7	0.8	1.3	0.5	22.2	-32.0
pair	SLmean	MACD	neg-pos	67	22.7	16.7	56.7	0.7	1.2	0.4	30.5	-38.8
pair	RSIhist	MACDhist	neg-pos	50	16.9	16.5	54.0	0.6	1.0	0.5	34.4	-31.8
pair	MACDhist	RSIhist	neg-pos	50	16.9	16.5	54.0	0.6	1.0	0.5	34.4	-31.8
pair	SLmean	LWTI	pos-pos	160	54.2	15.8	61.2	0.8	1.4	0.6	21.4	-28.9
pair	LWTI	SLmean	pos-pos	160	54.2	15.8	61.2	0.8	1.4	0.6	21.4	-28.9
pair	MACD	MACDhist	pos-pos	149	50.5	15.6	60.4	0.8	1.5	0.3	21.2	-53.9
pair	MACDhist	MACD	pos-pos	149	50.5	15.6	60.4	0.8	1.5	0.3	21.2	-53.9
single	SLmean	SLmean	pos-pos	189	64.1	15.6	61.4	0.7	1.2	0.6	23.3	-27.9
pair	MRmean	LWTI	pos-pos	181	61.4	15.3	60.8	0.8	1.2	0.4	22.2	-34.7
pair	LWTI	MRmean	pos-pos	181	61.4	15.3	60.8	0.8	1.2	0.4	22.2	-34.7
pair	RSmean	SLmean	pos-pos	184	62.4	15.1	61.4	0.7	1.2	0.4	23.3	-35.6
pair	SLmean	RSmean	pos-pos	184	62.4	15.1	61.4	0.7	1.2	0.4	23.3	-35.6
pair	LWTI	SLmean	pos-neg	29	9.8	15.0	62.1	0.6	0.9	0.8	32.2	-19.1
pair	SLmean	LWTI	pos-neg	29	9.8	15.0	62.1	0.6	0.9	0.8	32.2	-19.1
pair	MACD	MRmean	pos-pos	180	61.0	15.0	61.1	0.8	1.2	0.4	21.4	-40.8
pair	MRmean	MACD	pos-pos	180	61.0	15.0	61.1	0.8	1.2	0.4	21.4	-40.8
pair	MACD	MRmean	neg-pos	48	16.3	15.0	54.2	0.6	1.2	0.6	31.7	-24.7
single	MACD	MACD	pos-pos	228	77.3	15.0	59.6	0.7	1.2	0.3	23.8	-49.3
pair	MRmean	MACD	neg-pos	48	16.3	15.0	54.2	0.6	1.2	0.6	31.7	-24.7
pair	RSIhist	RSI	pos-pos	149	50.5	14.6	60.4	0.8	1.3	0.3	21.1	-54.9
pair	RSI	RSIhist	pos-pos	149	50.5	14.6	60.4	0.8	1.3	0.3	21.1	-54.9
pair	MRmean	LWTI	neg-neg	36	12.2	14.5	58.3	0.5	0.9	0.3	40.6	-47.1
single	RSmean	RSmean	pos-pos	276	93.6	14.5	59.4	0.6	1.0	0.2	27.3	-64.9
pair	LWTI	MRmean	neg-neg	36	12.2	14.5	58.3	0.5	0.9	0.3	40.6	-47.1
pair	MACD	SLmean	pos-pos	161	54.6	14.3	60.9	0.8	1.3	0.4	20.5	-36.2
pair	SLmean	MACD	pos-pos	161	54.6	14.3	60.9	0.8	1.3	0.4	20.5	-36.2
pair	RSI	MACDhist	pos-pos	150	50.8	14.1	60.7	0.7	1.3	0.3	21.3	-55.0
pair	MACDhist	RSI	pos-pos	150	50.8	14.1	60.7	0.7	1.3	0.3	21.3	-55.0
pair	MACD	RSmean	pos-pos	223	75.6	14.0	59.2	0.7	1.1	0.3	23.9	-53.0
pair	RSmean	MACD	pos-pos	223	75.6	14.0	59.2	0.7	1.1	0.3	23.9	-53.0
pair	MACD	MACDhist	pos-neg	79	26.8	13.9	58.2	0.6	1.0	0.4	28.4	-32.5
pair	MACDhist	MACD	pos-neg	79	26.8	13.9	58.2	0.6	1.0	0.4	28.4	-32.5
pair	MACDhist	SLmean	neg-pos	28	9.5	13.5	53.6	0.6	1.3	0.5	30.2	-28.1
pair	SLmean	MACDhist	neg-pos	28	9.5	13.5	53.6	0.6	1.3	0.5	30.2	-28.1
pair	LWTI	MACD	neg-neg	36	12.2	13.5	58.3	0.5	0.8	0.3	38.1	-53.1
pair	MACD	LWTI	neg-neg	36	12.2	13.5	58.3	0.5	0.8	0.3	38.1	-53.1
pair	RSmean	SLmean	neg-pos	92	31.2	13.4	55.4	0.5	0.9	0.2	34.1	-56.3
pair	SLmean	RSmean	neg-pos	92	31.2	13.4	55.4	0.5	0.9	0.2	34.1	-56.3
pair	RSIhist	MACDhist	pos-neg	37	12.5	13.0	54.1	0.6	1.3	0.5	27.7	-28.1
pair	MACDhist	RSIhist	pos-neg	37	12.5	13.0	54.1	0.6	1.3	0.5	27.7	-28.1
pair	RSI	MRmean	pos-pos	189	64.1	12.6	59.8	0.7	1.1	0.2	21.9	-57.2
pair	MRmean	RSI	pos-pos	189	64.1	12.6	59.8	0.7	1.1	0.2	21.9	-57.2
pair	LWTI	MACD	pos-pos	205	69.5	12.6	58.5	0.6	1.0	0.3	22.7	-48.9
pair	MACD	LWTI	pos-pos	205	69.5	12.6	58.5	0.6	1.0	0.3	22.7	-48.9
pair	MRmean	MACDhist	pos-neg	53	18.0	12.6	56.6	0.6	1.0	0.5	27.6	-27.9
pair	MACDhist	MRmean	pos-neg	53	18.0	12.6	56.6	0.6	1.0	0.5	27.6	-27.9
pair	RSI	SLmean	pos-pos	172	58.3	12.5	59.9	0.7	1.1	0.2	21.2	-49.1
pair	SLmean	RSI	pos-pos	172	58.3	12.5	59.9	0.7	1.1	0.2	21.2	-49.1
pair	benchmark___benchmark_		benchmark-benchmark	295	100.0	12.3	58.6	0.6	0.8	0.2	28.9	-61.6
pair		benchmark___benchmark_	benchmark-benchmark	295	100.0	12.3	58.6	0.6	0.8	0.2	28.9	-61.6
pair	RSI	MACDhist	neg-neg	67	22.7	12.2	58.2	0.5	0.8	0.2	42.6	-54.3
pair	MACDhist	RSI	neg-neg	67	22.7	12.2	58.2	0.5	0.8	0.2	42.6	-54.3
pair	MACD	RSIhist	pos-neg	90	30.5	12.1	56.7	0.5	1.0	0.4	28.6	-32.9
pair	RSIhist	MACD	pos-neg	90	30.5	12.1	56.7	0.5	1.0	0.4	28.6	-32.9
pair	RSI	MACD	pos-pos	206	69.8	12.0	58.7	0.6	1.0	0.2	22.7	-55.2
pair	MACD	RSI	pos-pos	206	69.8	12.0	58.7	0.6	1.0	0.2	22.7	-55.2
pair	LWTI	RSmean	pos-pos	219	74.2	11.9	58.0	0.6	0.9	0.3	24.5	-44.4
pair	RSmean	LWTI	pos-pos	219	74.2	11.9	58.0	0.6	0.9	0.3	24.5	-44.4
pair	RSmean	MACDhist	pos-neg	116	39.3	10.9	56.0	0.5	0.8	0.2	33.6	-55.5
pair	MACDhist	RSmean	pos-neg	116	39.3	10.9	56.0	0.5	0.8	0.2	33.6	-55.5
pair	RSI	SLmean	neg-neg	60	20.3	10.7	56.7	0.5	0.7	0.2	42.0	-54.2
pair	SLmean	RSI	neg-neg	60	20.3	10.7	56.7	0.5	0.7	0.2	42.0	-54.2
pair	SLmean	MACDhist	pos-neg	57	19.3	10.3	56.1	0.5	0.8	0.4	30.1	-28.1
pair	MACDhist	SLmean	pos-neg	57	19.3	10.3	56.1	0.5	0.8	0.4	30.1	-28.1
pair	RSI	LWTI	pos-pos	199	67.5	10.2	57.8	0.5	0.9	0.2	22.9	-57.5
pair	LWTI	RSI	pos-pos	199	67.5	10.2	57.8	0.5	0.9	0.2	22.9	-57.5
pair	RSI	RSIhist	neg-neg	53	18.0	10.1	58.5	0.4	0.7	0.2	41.2	-48.5
pair	RSIhist	RSI	neg-neg	53	18.0	10.1	58.5	0.4	0.7	0.2	41.2	-48.5
single	RSI	RSI	pos-pos	218	73.9	10.1	57.8	0.5	0.9	0.2	23.1	-64.3
single	LWTI	LWTI	pos-pos	236	80.0	9.9	57.6	0.5	0.7	0.2	26.9	-59.9
pair	RSI	RSmean	pos-pos	211	71.5	9.7	57.8	0.5	0.9	0.1	23.1	-66.4
pair	RSmean	RSI	pos-pos	211	71.5	9.7	57.8	0.5	0.9	0.1	23.1	-66.4
pair	MACD	RSI	neg-neg	55	18.6	9.4	58.2	0.4	0.7	0.2	44.0	-54.2
pair	RSI	MACD	neg-neg	55	18.6	9.4	58.2	0.4	0.7	0.2	44.0	-54.2
pair	MRmean	RSmean	pos-neg	4	1.4	9.2	50.0	0.6	1.3	2.0	18.2	-4.6
pair	RSmean	MRmean	pos-neg	4	1.4	9.2	50.0	0.6	1.3	2.0	18.2	-4.6
pair	LWTI	RSI	pos-neg	19	6.4	8.2	57.9	0.4	1.0	0.4	26.5	-19.8
pair	RSI	LWTI	pos-neg	19	6.4	8.2	57.9	0.4	1.0	0.4	26.5	-19.8
pair	LWTI	RSI	neg-pos	37	12.5	8.0	56.8	0.4	0.6	0.1	43.0	-54.2
pair	RSI	LWTI	neg-pos	37	12.5	8.0	56.8	0.4	0.6	0.1	43.0	-54.2
single	MACDhist	MACDhist	neg-neg	135	45.8	6.8	54.8	0.4	0.6	0.1	35.5	-58.5
single	SLmean	SLmean	neg-neg	106	35.9	6.6	53.8	0.4	0.6	0.1	36.9	-58.5
pair	RSmean	MRmean	neg-pos	76	25.8	6.5	52.6	0.4	0.6	0.1	36.7	-50.9
pair	MRmean	RSmean	neg-pos	76	25.8	6.5	52.6	0.4	0.6	0.1	36.7	-50.9
pair	RSmean	RSIhist	pos-neg	109	36.9	6.4	55.0	0.3	0.6	0.1	31.6	-52.6
pair	RSIhist	RSmean	pos-neg	109	36.9	6.4	55.0	0.3	0.6	0.1	31.6	-52.6
pair	RSIhist	SLmean	pos-neg	29	9.8	5.7	58.6	0.3	0.7	0.2	24.7	-25.7
pair	SLmean	RSIhist	pos-neg	29	9.8	5.7	58.6	0.3	0.7	0.2	24.7	-25.7
pair	MRmean	RSIhist	neg-neg	78	26.4	5.0	53.8	0.3	0.5	0.1	38.0	-54.3
pair	RSIhist	MRmean	neg-neg	78	26.4	5.0	53.8	0.3	0.5	0.1	38.0	-54.3
single	RSIhist	RSIhist	neg-neg	122	41.4	4.8	54.9	0.3	0.5	0.1	33.8	-53.4
pair	MRmean	RSIhist	pos-neg	44	14.9	4.6	56.8	0.3	0.5	0.2	25.1	-21.8
pair	RSIhist	MRmean	pos-neg	44	14.9	4.6	56.8	0.3	0.5	0.2	25.1	-21.8
pair	RSI	MRmean	neg-neg	62	21.0	4.6	54.8	0.3	0.5	0.1	43.1	-59.0
pair	SLmean	RSIhist	neg-neg	93	31.5	4.6	53.8	0.3	0.5	0.1	36.3	-60.1
pair	RSIhist	SLmean	neg-neg	93	31.5	4.6	53.8	0.3	0.5	0.1	36.3	-60.1
pair	MRmean	RSI	neg-neg	62	21.0	4.6	54.8	0.3	0.5	0.1	43.1	-59.0
pair	MACDhist	SLmean	neg-neg	78	26.4	4.3	53.8	0.3	0.5	0.1	39.2	-58.5
pair	SLmean	MACDhist	neg-neg	78	26.4	4.3	53.8	0.3	0.5	0.1	39.2	-58.5
single	MACD	MACD	neg-neg	67	22.7	3.7	55.2	0.3	0.5	0.1	41.8	-58.5
pair	MRmean	MACDhist	neg-neg	82	27.8	3.2	53.7	0.3	0.4	0.1	40.0	-58.5
pair	MACDhist	MRmean	neg-neg	82	27.8	3.2	53.7	0.3	0.4	0.1	40.0	-58.5
pair	SLmean	MRmean	neg-neg	81	27.5	2.9	51.9	0.3	0.4	0.1	39.0	-58.5
pair	MRmean	SLmean	neg-neg	81	27.5	2.9	51.9	0.3	0.4	0.1	39.0	-58.5
pair	RSI	MACDhist	pos-neg	68	23.1	1.7	51.5	0.2	0.3	0.0	26.9	-39.9
pair	MACDhist	RSI	pos-neg	68	23.1	1.7	51.5	0.2	0.3	0.0	26.9	-39.9
pair	SLmean	RSI	neg-pos	46	15.6	1.6	50.0	0.2	0.3	0.0	29.4	-36.8
pair	RSI	SLmean	neg-pos	46	15.6	1.6	50.0	0.2	0.3	0.0	29.4	-36.8
single	MRmean	MRmean	neg-neg	91	30.8	1.5	51.6	0.2	0.4	0.0	39.3	-63.1
pair	MACDhist	RSIhist	neg-neg	85	28.8	1.5	55.3	0.2	0.3	0.0	36.3	-48.5
pair	RSIhist	MACDhist	neg-neg	85	28.8	1.5	55.3	0.2	0.3	0.0	36.3	-48.5
pair	RSI	RSIhist	pos-neg	69	23.4	0.9	52.2	0.2	0.3	0.0	27.0	-47.0
pair	RSIhist	RSI	pos-neg	69	23.4	0.9	52.2	0.2	0.3	0.0	27.0	-47.0
pair	LWTI	RSIhist	neg-pos	95	32.2	0.5	51.6	0.2	0.3	0.0	32.7	-44.2
pair	RSIhist	LWTI	neg-pos	95	32.2	0.5	51.6	0.2	0.3	0.0	32.7	-44.2
pair	LWTI	SLmean	neg-pos	76	25.8	-1.5	50.0	0.1	0.2	-0.0	35.9	-58.5
pair	SLmean	LWTI	neg-pos	76	25.8	-1.5	50.0	0.1	0.2	-0.0	35.9	-58.5
pair	MACDhist	MACD	neg-neg	56	19.0	-2.5	50.0	0.2	0.3	-0.0	43.9	-58.5
pair	MACD	MACDhist	neg-neg	56	19.0	-2.5	50.0	0.2	0.3	-0.0	43.9	-58.5
pair	MRmean	RSI	neg-pos	29	9.8	-4.9	44.8	-0.0	-0.0	-0.1	30.1	-38.7
pair	RSI	MRmean	neg-pos	29	9.8	-4.9	44.8	-0.0	-0.0	-0.1	30.1	-38.7
pair	MACDhist	LWTI	neg-pos	80	27.1	-5.5	48.8	0.0	0.0	-0.1	34.8	-58.5
pair	LWTI	MACDhist	neg-pos	80	27.1	-5.5	48.8	0.0	0.0	-0.1	34.8	-58.5
pair	LWTI	MRmean	neg-pos	55	18.6	-6.2	47.3	0.0	0.1	-0.1	38.7	-58.5
pair	MRmean	LWTI	neg-pos	55	18.6	-6.2	47.3	0.0	0.1	-0.1	38.7	-58.5
pair	LWTI	MACD	neg-pos	31	10.5	-6.6	51.6	0.1	0.1	-0.1	46.3	-58.5
pair	MACD	LWTI	neg-pos	31	10.5	-6.6	51.6	0.1	0.1	-0.1	46.3	-58.5
pair	RSIhist	RSmean	neg-neg	13	4.4	-7.5	53.8	0.1	0.1	-0.2	50.6	-30.3
pair	RSmean	RSIhist	neg-neg	13	4.4	-7.5	53.8	0.1	0.1	-0.2	50.6	-30.3
pair	MACD	SLmean	neg-neg	39	13.2	-8.7	48.7	0.0	0.1	-0.1	46.1	-58.5
pair	SLmean	MACD	neg-neg	39	13.2	-8.7	48.7	0.0	0.1	-0.1	46.1	-58.5
pair	SLmean	MRmean	neg-pos	10	3.4	-9.3	50.0	-0.0	-0.0	-0.5	43.8	-18.4
pair	MRmean	SLmean	neg-pos	10	3.4	-9.3	50.0	-0.0	-0.0	-0.5	43.8	-18.4
pair	MRmean	MACD	neg-neg	43	14.6	-11.7	48.8	-0.0	-0.1	-0.2	46.6	-58.5
pair	MACD	MRmean	neg-neg	43	14.6	-11.7	48.8	-0.0	-0.1	-0.2	46.6	-58.5
pair	LWTI	RSmean	neg-pos	17	5.8	-13.1	52.9	-0.0	-0.1	-0.3	49.0	-41.9
pair	MACDhist	MRmean	neg-pos	9	3.1	-13.1	33.3	-0.3	-0.9	-0.6	34.3	-21.6
pair	MRmean	MACDhist	neg-pos	9	3.1	-13.1	33.3	-0.3	-0.9	-0.6	34.3	-21.6
pair	RSmean	LWTI	neg-pos	17	5.8	-13.1	52.9	-0.0	-0.1	-0.3	49.0	-41.9
pair	RSIhist	MACD	neg-neg	32	10.8	-13.2	50.0	-0.1	-0.1	-0.3	45.8	-47.1
pair	MACD	RSIhist	neg-neg	32	10.8	-13.2	50.0	-0.1	-0.1	-0.3	45.8	-47.1
single	RSmean	RSmean	neg-neg	19	6.4	-15.2	47.4	-0.1	-0.2	-0.3	46.3	-42.7
pair	MACDhist	RSmean	neg-neg	19	6.4	-15.2	47.4	-0.1	-0.2	-0.3	46.3	-42.7
pair	RSmean	MACDhist	neg-neg	19	6.4	-15.2	47.4	-0.1	-0.2	-0.3	46.3	-42.7
pair	MRmean	RSIhist	neg-pos	13	4.4	-17.3	38.5	-0.2	-0.3	-0.6	47.7	-27.6
pair	RSIhist	MRmean	neg-pos	13	4.4	-17.3	38.5	-0.2	-0.3	-0.6	47.7	-27.6
pair	MACD	RSI	neg-pos	12	4.1	-18.6	41.7	-0.5	-1.2	-0.6	30.3	-29.1
pair	RSI	MACD	neg-pos	12	4.1	-18.6	41.7	-0.5	-1.2	-0.6	30.3	-29.1
pair	MRmean	RSmean	neg-neg	15	5.1	-20.7	46.7	-0.2	-0.3	-0.5	51.8	-41.9
pair	RSmean	MRmean	neg-neg	15	5.1	-20.7	46.7	-0.2	-0.3	-0.5	51.8	-41.9
pair	LWTI	MACDhist	pos-neg	4	1.4	-28.6	50.0	-1.4	-2.6	-1.8	22.9	-15.5
pair	MACDhist	LWTI	pos-neg	4	1.4	-28.6	50.0	-1.4	-2.6	-1.8	22.9	-15.5
pair	RSmean	SLmean	neg-neg	14	4.7	-29.0	42.9	-0.4	-0.7	-0.7	52.3	-41.9
pair	SLmean	RSmean	neg-neg	14	4.7	-29.0	42.9	-0.4	-0.7	-0.7	52.3	-41.9
pair	RSmean	RSIhist	neg-pos	6	2.0	-29.7	33.3	-0.7	-1.0	-1.4	39.0	-21.1
pair	RSIhist	RSmean	neg-pos	6	2.0	-29.7	33.3	-0.7	-1.0	-1.4	39.0	-21.1
pair	RSI	RSmean	neg-neg	12	4.1	-31.0	41.7	-0.4	-0.7	-0.9	55.4	-35.8
pair	RSmean	RSI	neg-neg	12	4.1	-31.0	41.7	-0.4	-0.7	-0.9	55.4	-35.8
pair	RSmean	LWTI	neg-neg	2	0.7	-31.1	0.0	-4.7	-4.7	-6.7	7.8	-4.6
pair	LWTI	RSmean	neg-neg	2	0.7	-31.1	0.0	-4.7	-4.7	-6.7	7.8	-4.6
pair	RSmean	MACD	neg-neg	14	4.7	-34.0	35.7	-0.5	-0.9	-0.8	51.4	-42.7
pair	MACD	RSmean	neg-neg	14	4.7	-34.0	35.7	-0.5	-0.9	-0.8	51.4	-42.7

All Contingency Tables for SOXX

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.49 \| Calmar 0.5 Vol 22% \| MDD -35.7% Months 179M (61%)	CAGR 19.7% \| Win 60% Sharpe 0.75 \| Sortino 1.23 \| Calmar 1.2 Vol 30% \| MDD -16.3% Months 25M (8%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -9.3% \| Win 50% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.5 Vol 44% \| MDD -18.4% Months 10M (3%)	CAGR 2.9% \| Win 52% Sharpe 0.27 \| Sortino 0.44 \| Calmar 0.0 Vol 39% \| MDD -58.5% Months 81M (28%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
SLmean only	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.8% Months 200M (68%)	CAGR 9.2% \| Win 50% Sharpe 0.55 \| Sortino 1.29 \| Calmar 2.0 Vol 18% \| MDD -4.6% Months 4M (1%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR 6.5% \| Win 53% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.1 Vol 37% \| MDD -50.9% Months 76M (26%)	CAGR -20.7% \| Win 47% Sharpe -0.19 \| Sortino -0.32 \| Calmar -0.5 Vol 52% \| MDD -41.9% Months 15M (5%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
RSmean only	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 15.0% \| Win 61% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.4 Vol 21% \| MDD -40.8% Months 180M (61%)	CAGR 38.5% \| Win 67% Sharpe 1.20 \| Sortino 2.77 \| Calmar 1.9 Vol 31% \| MDD -20.6% Months 24M (8%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR 15.0% \| Win 54% Sharpe 0.60 \| Sortino 1.18 \| Calmar 0.6 Vol 32% \| MDD -24.7% Months 48M (16%)	CAGR -11.7% \| Win 49% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.2 Vol 47% \| MDD -58.5% Months 43M (15%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
MACD only	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 60% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.2 Vol 22% \| MDD -57.2% Months 189M (64%)	CAGR 102.5% \| Win 87% Sharpe 2.81 \| Sortino 4.18 \| Calmar 9.0 Vol 27% \| MDD -11.4% Months 15M (5%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -4.9% \| Win 45% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 30% \| MDD -38.7% Months 29M (10%)	CAGR 4.6% \| Win 55% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.1 Vol 43% \| MDD -59.0% Months 62M (21%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
RSI only	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.3% \| Win 64% Sharpe 0.95 \| Sortino 1.68 \| Calmar 0.7 Vol 21% \| MDD -26.8% Months 151M (51%)	CAGR 12.6% \| Win 57% Sharpe 0.56 \| Sortino 0.98 \| Calmar 0.5 Vol 28% \| MDD -27.9% Months 53M (18%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -13.1% \| Win 33% Sharpe -0.26 \| Sortino -0.90 \| Calmar -0.6 Vol 34% \| MDD -21.6% Months 9M (3%)	CAGR 3.2% \| Win 54% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.1 Vol 40% \| MDD -58.5% Months 82M (28%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 21.4% \| Win 63% Sharpe 0.99 \| Sortino 1.80 \| Calmar 0.6 Vol 22% \| MDD -38.9% Months 160M (54%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.2 Vol 25% \| MDD -21.8% Months 44M (15%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -17.3% \| Win 38% Sharpe -0.17 \| Sortino -0.30 \| Calmar -0.6 Vol 48% \| MDD -27.6% Months 13M (4%)	CAGR 5.0% \| Win 54% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 38% \| MDD -54.3% Months 78M (26%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 61% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.4 Vol 22% \| MDD -34.7% Months 181M (61%)	CAGR 36.4% \| Win 70% Sharpe 1.29 \| Sortino 3.25 \| Calmar 2.3 Vol 27% \| MDD -15.7% Months 23M (8%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -6.2% \| Win 47% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 39% \| MDD -58.5% Months 55M (19%)	CAGR 14.5% \| Win 58% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 41% \| MDD -47.1% Months 36M (12%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 15.1% \| Win 61% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.4 Vol 23% \| MDD -35.6% Months 184M (62%)	CAGR 39.6% \| Win 60% Sharpe 1.56 \| Sortino 4.62 \| Calmar 8.6 Vol 23% \| MDD -4.6% Months 5M (2%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR 13.4% \| Win 55% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.2 Vol 34% \| MDD -56.3% Months 92M (31%)	CAGR -29.0% \| Win 43% Sharpe -0.39 \| Sortino -0.66 \| Calmar -0.7 Vol 52% \| MDD -41.9% Months 14M (5%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
RSmean only	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 14.3% \| Win 61% Sharpe 0.75 \| Sortino 1.28 \| Calmar 0.4 Vol 20% \| MDD -36.2% Months 161M (55%)	CAGR 23.9% \| Win 64% Sharpe 0.78 \| Sortino 1.29 \| Calmar 1.6 Vol 35% \| MDD -15.2% Months 28M (10%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR 16.7% \| Win 57% Sharpe 0.66 \| Sortino 1.20 \| Calmar 0.4 Vol 30% \| MDD -38.8% Months 67M (23%)	CAGR -8.7% \| Win 49% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 46% \| MDD -58.5% Months 39M (13%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
MACD only	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 12.5% \| Win 60% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.3 Vol 21% \| MDD -49.1% Months 172M (58%)	CAGR 53.5% \| Win 76% Sharpe 1.34 \| Sortino 1.74 \| Calmar 4.7 Vol 38% \| MDD -11.4% Months 17M (6%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR 1.6% \| Win 50% Sharpe 0.20 \| Sortino 0.35 \| Calmar 0.0 Vol 29% \| MDD -36.8% Months 46M (16%)	CAGR 10.7% \| Win 57% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 42% \| MDD -54.2% Months 60M (20%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
RSI only	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 18.0% \| Win 64% Sharpe 0.94 \| Sortino 1.67 \| Calmar 0.9 Vol 20% \| MDD -21.0% Months 132M (45%)	CAGR 10.3% \| Win 56% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.4 Vol 30% \| MDD -28.1% Months 57M (19%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR 13.5% \| Win 54% Sharpe 0.56 \| Sortino 1.32 \| Calmar 0.5 Vol 30% \| MDD -28.1% Months 28M (10%)	CAGR 4.3% \| Win 54% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 39% \| MDD -58.5% Months 78M (26%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 17.5% \| Win 62% Sharpe 0.82 \| Sortino 1.29 \| Calmar 0.5 Vol 23% \| MDD -38.3% Months 160M (54%)	CAGR 5.7% \| Win 59% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.2 Vol 25% \| MDD -25.7% Months 29M (10%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR 22.6% \| Win 54% Sharpe 0.68 \| Sortino 1.35 \| Calmar 1.1 Vol 42% \| MDD -19.9% Months 13M (4%)	CAGR 4.6% \| Win 54% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 36% \| MDD -60.1% Months 93M (32%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 15.8% \| Win 61% Sharpe 0.80 \| Sortino 1.35 \| Calmar 0.5 Vol 21% \| MDD -28.9% Months 160M (54%)	CAGR 15.0% \| Win 62% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.8 Vol 32% \| MDD -19.1% Months 29M (10%)	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)
SLmean neg	CAGR -1.5% \| Win 50% Sharpe 0.14 \| Sortino 0.22 \| Calmar -0.0 Vol 36% \| MDD -58.5% Months 76M (26%)	CAGR 30.4% \| Win 63% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.6 Vol 39% \| MDD -47.1% Months 30M (10%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 59% Sharpe 0.67 \| Sortino 1.13 \| Calmar 0.3 Vol 24% \| MDD -53.0% Months 223M (76%)	CAGR 16.9% \| Win 60% Sharpe 0.60 \| Sortino 0.98 \| Calmar 0.3 Vol 39% \| MDD -53.1% Months 53M (18%)	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)
RSmean neg	CAGR 71.2% \| Win 80% Sharpe 2.50 \| Sortino 0.00 \| Calmar 15.4 Vol 23% \| MDD -4.6% Months 5M (2%)	CAGR -34.0% \| Win 36% Sharpe -0.54 \| Sortino -0.88 \| Calmar -0.8 Vol 51% \| MDD -42.7% Months 14M (5%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)
MACD only	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 58% Sharpe 0.52 \| Sortino 0.87 \| Calmar 0.1 Vol 23% \| MDD -66.4% Months 211M (72%)	CAGR 31.5% \| Win 65% Sharpe 0.92 \| Sortino 1.45 \| Calmar 0.6 Vol 38% \| MDD -54.3% Months 65M (22%)	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)
RSmean neg	CAGR 20.8% \| Win 57% Sharpe 0.83 \| Sortino 1.58 \| Calmar 4.5 Vol 27% \| MDD -4.6% Months 7M (2%)	CAGR -31.0% \| Win 42% Sharpe -0.39 \| Sortino -0.66 \| Calmar -0.9 Vol 55% \| MDD -35.8% Months 12M (4%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)
RSI only	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 10.9% \| Win 56% Sharpe 0.48 \| Sortino 0.76 \| Calmar 0.2 Vol 34% \| MDD -55.5% Months 116M (39%)	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)
RSmean neg	-	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 20.1% \| Win 62% Sharpe 0.88 \| Sortino 1.47 \| Calmar 0.5 Vol 24% \| MDD -43.9% Months 167M (57%)	CAGR 6.4% \| Win 55% Sharpe 0.35 \| Sortino 0.58 \| Calmar 0.1 Vol 32% \| MDD -52.6% Months 109M (37%)	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)
RSmean neg	CAGR -29.7% \| Win 33% Sharpe -0.72 \| Sortino -1.00 \| Calmar -1.4 Vol 39% \| MDD -21.1% Months 6M (2%)	CAGR -7.5% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.2 Vol 51% \| MDD -30.3% Months 13M (4%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.9% \| Win 58% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.3 Vol 24% \| MDD -44.4% Months 219M (74%)	CAGR 25.1% \| Win 65% Sharpe 0.81 \| Sortino 1.35 \| Calmar 0.5 Vol 36% \| MDD -53.1% Months 57M (19%)	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)
RSmean neg	CAGR -13.1% \| Win 53% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.3 Vol 49% \| MDD -41.9% Months 17M (6%)	CAGR -31.1% \| Win 0% Sharpe -4.71 \| Sortino -4.71 \| Calmar -6.7 Vol 8% \| MDD -4.6% Months 2M (1%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 12.0% \| Win 59% Sharpe 0.62 \| Sortino 1.02 \| Calmar 0.2 Vol 23% \| MDD -55.2% Months 206M (70%)	CAGR 46.8% \| Win 68% Sharpe 1.35 \| Sortino 2.51 \| Calmar 2.9 Vol 33% \| MDD -16.0% Months 22M (8%)	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)
MACD neg	CAGR -18.6% \| Win 42% Sharpe -0.54 \| Sortino -1.25 \| Calmar -0.6 Vol 30% \| MDD -29.1% Months 12M (4%)	CAGR 9.4% \| Win 58% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 44% \| MDD -54.2% Months 55M (19%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)
RSI only	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.6% \| Win 60% Sharpe 0.79 \| Sortino 1.48 \| Calmar 0.3 Vol 21% \| MDD -53.9% Months 149M (50%)	CAGR 13.9% \| Win 58% Sharpe 0.60 \| Sortino 0.97 \| Calmar 0.4 Vol 28% \| MDD -32.5% Months 79M (27%)	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)
MACD neg	CAGR 41.8% \| Win 82% Sharpe 1.34 \| Sortino 4.81 \| Calmar 3.3 Vol 30% \| MDD -12.7% Months 11M (4%)	CAGR -2.5% \| Win 50% Sharpe 0.17 \| Sortino 0.27 \| Calmar -0.0 Vol 44% \| MDD -58.5% Months 56M (19%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 16.9% \| Win 62% Sharpe 0.88 \| Sortino 1.50 \| Calmar 0.4 Vol 20% \| MDD -43.4% Months 138M (47%)	CAGR 12.1% \| Win 57% Sharpe 0.54 \| Sortino 0.98 \| Calmar 0.4 Vol 29% \| MDD -32.9% Months 90M (30%)	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)
MACD neg	CAGR 22.0% \| Win 60% Sharpe 0.71 \| Sortino 1.23 \| Calmar 0.8 Vol 38% \| MDD -27.6% Months 35M (12%)	CAGR -13.2% \| Win 50% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.3 Vol 46% \| MDD -47.1% Months 32M (11%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 12.6% \| Win 58% Sharpe 0.64 \| Sortino 1.04 \| Calmar 0.3 Vol 23% \| MDD -48.9% Months 205M (70%)	CAGR 38.2% \| Win 70% Sharpe 1.17 \| Sortino 2.86 \| Calmar 1.7 Vol 32% \| MDD -22.7% Months 23M (8%)	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)
MACD neg	CAGR -6.6% \| Win 52% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.1 Vol 46% \| MDD -58.5% Months 31M (10%)	CAGR 13.5% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.3 Vol 38% \| MDD -53.1% Months 36M (12%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 14.1% \| Win 61% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.3 Vol 21% \| MDD -55.0% Months 150M (51%)	CAGR 1.7% \| Win 52% Sharpe 0.20 \| Sortino 0.32 \| Calmar 0.0 Vol 27% \| MDD -39.9% Months 68M (23%)	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)
RSI neg	CAGR 76.2% \| Win 80% Sharpe 2.29 \| Sortino 4.56 \| Calmar 5.6 Vol 27% \| MDD -13.6% Months 10M (3%)	CAGR 12.2% \| Win 58% Sharpe 0.49 \| Sortino 0.77 \| Calmar 0.2 Vol 43% \| MDD -54.3% Months 67M (23%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 14.6% \| Win 60% Sharpe 0.75 \| Sortino 1.31 \| Calmar 0.3 Vol 21% \| MDD -54.9% Months 149M (50%)	CAGR 0.9% \| Win 52% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 27% \| MDD -47.0% Months 69M (23%)	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)
RSI neg	CAGR 41.1% \| Win 67% Sharpe 1.05 \| Sortino 1.63 \| Calmar 1.5 Vol 41% \| MDD -27.6% Months 24M (8%)	CAGR 10.1% \| Win 58% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 41% \| MDD -48.5% Months 53M (18%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.2% \| Win 58% Sharpe 0.54 \| Sortino 0.89 \| Calmar 0.2 Vol 23% \| MDD -57.5% Months 199M (68%)	CAGR 8.2% \| Win 58% Sharpe 0.42 \| Sortino 0.99 \| Calmar 0.4 Vol 26% \| MDD -19.8% Months 19M (6%)	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)
RSI neg	CAGR 8.0% \| Win 57% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 43% \| MDD -54.2% Months 37M (12%)	CAGR 30.1% \| Win 65% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.6 Vol 39% \| MDD -53.1% Months 40M (14%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 18.5% \| Win 64% Sharpe 0.96 \| Sortino 1.68 \| Calmar 0.8 Vol 20% \| MDD -24.2% Months 123M (42%)	CAGR 13.0% \| Win 54% Sharpe 0.58 \| Sortino 1.26 \| Calmar 0.5 Vol 28% \| MDD -28.1% Months 37M (12%)	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)
MACDhist neg	CAGR 16.5% \| Win 54% Sharpe 0.62 \| Sortino 1.02 \| Calmar 0.5 Vol 34% \| MDD -31.8% Months 50M (17%)	CAGR 1.5% \| Win 55% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.0 Vol 36% \| MDD -48.5% Months 85M (29%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)
RSIhist only	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 18.7% \| Win 62% Sharpe 0.90 \| Sortino 1.67 \| Calmar 0.5 Vol 22% \| MDD -41.1% Months 156M (53%)	CAGR -28.6% \| Win 50% Sharpe -1.36 \| Sortino -2.61 \| Calmar -1.8 Vol 23% \| MDD -15.5% Months 4M (1%)	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)
MACDhist neg	CAGR -5.5% \| Win 49% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 35% \| MDD -58.5% Months 80M (27%)	CAGR 27.5% \| Win 64% Sharpe 0.86 \| Sortino 1.39 \| Calmar 0.5 Vol 36% \| MDD -53.1% Months 55M (19%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 16.7% \| Win 62% Sharpe 0.81 \| Sortino 1.27 \| Calmar 0.5 Vol 22% \| MDD -32.0% Months 141M (48%)	CAGR 23.3% \| Win 59% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.9 Vol 34% \| MDD -27.0% Months 32M (11%)	CAGR 17.9% \| Win 61% Sharpe 0.79 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -38.3% Months 173M (59%)
RSIhist neg	CAGR 0.5% \| Win 52% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 33% \| MDD -44.2% Months 95M (32%)	CAGR 21.7% \| Win 67% Sharpe 0.71 \| Sortino 1.18 \| Calmar 0.5 Vol 38% \| MDD -47.1% Months 27M (9%)	CAGR 4.8% \| Win 55% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 34% \| MDD -53.4% Months 122M (41%)
LWTI only	CAGR 9.9% \| Win 58% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 27% \| MDD -59.9% Months 236M (80%)	CAGR 22.6% \| Win 63% Sharpe 0.75 \| Sortino 1.25 \| Calmar 0.4 Vol 36% \| MDD -53.1% Months 59M (20%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.49 \| Calmar 0.5 Vol 22% \| MDD -35.7% Months 179M (61%)	CAGR 19.7% \| Win 60% Sharpe 0.75 \| Sortino 1.23 \| Calmar 1.2 Vol 30% \| MDD -16.3% Months 25M (8%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -9.3% \| Win 50% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.5 Vol 44% \| MDD -18.4% Months 10M (3%)	CAGR 2.9% \| Win 52% Sharpe 0.27 \| Sortino 0.44 \| Calmar 0.0 Vol 39% \| MDD -58.5% Months 81M (28%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
SLmean only	CAGR 15.6% \| Win 61% Sharpe 0.74 \| Sortino 1.20 \| Calmar 0.6 Vol 23% \| MDD -27.9% Months 189M (64%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.58 \| Calmar 0.1 Vol 37% \| MDD -58.5% Months 106M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.8% Months 200M (68%)	CAGR 9.2% \| Win 50% Sharpe 0.55 \| Sortino 1.29 \| Calmar 2.0 Vol 18% \| MDD -4.6% Months 4M (1%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR 6.5% \| Win 53% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.1 Vol 37% \| MDD -50.9% Months 76M (26%)	CAGR -20.7% \| Win 47% Sharpe -0.19 \| Sortino -0.32 \| Calmar -0.5 Vol 52% \| MDD -41.9% Months 15M (5%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
RSmean only	CAGR 14.5% \| Win 59% Sharpe 0.64 \| Sortino 1.01 \| Calmar 0.2 Vol 27% \| MDD -64.9% Months 276M (94%)	CAGR -15.2% \| Win 47% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.4 Vol 46% \| MDD -42.7% Months 19M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 15.0% \| Win 61% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.4 Vol 21% \| MDD -40.8% Months 180M (61%)	CAGR 38.5% \| Win 67% Sharpe 1.20 \| Sortino 2.77 \| Calmar 1.9 Vol 31% \| MDD -20.6% Months 24M (8%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR 15.0% \| Win 54% Sharpe 0.60 \| Sortino 1.18 \| Calmar 0.6 Vol 32% \| MDD -24.7% Months 48M (16%)	CAGR -11.7% \| Win 49% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.2 Vol 47% \| MDD -58.5% Months 43M (15%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
MACD only	CAGR 15.0% \| Win 60% Sharpe 0.71 \| Sortino 1.20 \| Calmar 0.3 Vol 24% \| MDD -49.3% Months 228M (77%)	CAGR 3.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 42% \| MDD -58.5% Months 67M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 60% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.2 Vol 22% \| MDD -57.2% Months 189M (64%)	CAGR 102.5% \| Win 87% Sharpe 2.81 \| Sortino 4.18 \| Calmar 9.0 Vol 27% \| MDD -11.4% Months 15M (5%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -4.9% \| Win 45% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 30% \| MDD -38.7% Months 29M (10%)	CAGR 4.6% \| Win 55% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.1 Vol 43% \| MDD -59.0% Months 62M (21%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
RSI only	CAGR 10.1% \| Win 58% Sharpe 0.53 \| Sortino 0.90 \| Calmar 0.2 Vol 23% \| MDD -64.3% Months 218M (74%)	CAGR 19.0% \| Win 61% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 41% \| MDD -54.3% Months 77M (26%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.3% \| Win 64% Sharpe 0.95 \| Sortino 1.68 \| Calmar 0.7 Vol 21% \| MDD -26.8% Months 151M (51%)	CAGR 12.6% \| Win 57% Sharpe 0.56 \| Sortino 0.98 \| Calmar 0.5 Vol 28% \| MDD -27.9% Months 53M (18%)	CAGR 17.5% \| Win 62% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.5 Vol 23% \| MDD -37.6% Months 204M (69%)
MRmean neg	CAGR -13.1% \| Win 33% Sharpe -0.26 \| Sortino -0.90 \| Calmar -0.6 Vol 34% \| MDD -21.6% Months 9M (3%)	CAGR 3.2% \| Win 54% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.1 Vol 40% \| MDD -58.5% Months 82M (28%)	CAGR 1.5% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.0 Vol 39% \| MDD -63.1% Months 91M (31%)
MACDhist only	CAGR 17.2% \| Win 62% Sharpe 0.84 \| Sortino 1.55 \| Calmar 0.5 Vol 22% \| MDD -37.6% Months 160M (54%)	CAGR 6.8% \| Win 55% Sharpe 0.37 \| Sortino 0.56 \| Calmar 0.1 Vol 36% \| MDD -58.5% Months 135M (46%)