SUB - iShares Short-Term National Muni Bond ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

11.9%

Best CAGR

Total Months

1.8%

Avg CAGR

SUB 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 SUB

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	MACDhist	neg-pos	3	1.4	11.9	100.0	3.8	0.0	0.0	3.0	0.0
pair	MACDhist	RSI	neg-pos	3	1.4	11.9	100.0	3.8	0.0	0.0	3.0	0.0
pair	RSI	MACD	neg-neg	12	5.8	6.0	83.3	1.7	11.0	2.5	3.5	-2.4
pair	MACD	RSI	neg-neg	12	5.8	6.0	83.3	1.7	11.0	2.5	3.5	-2.4
pair	RSI	MRmean	pos-neg	5	2.4	5.1	80.0	1.3	0.0	0.0	3.8	0.0
pair	MRmean	RSI	pos-neg	5	2.4	5.1	80.0	1.3	0.0	0.0	3.8	0.0
pair	RSIhist	RSI	neg-pos	5	2.4	5.1	80.0	1.3	0.0	0.0	3.8	0.0
pair	RSI	RSIhist	neg-pos	5	2.4	5.1	80.0	1.3	0.0	0.0	3.8	0.0
pair	LWTI	RSI	neg-pos	9	4.3	5.1	77.8	1.8	2.3	4.0	2.8	-1.3
pair	RSI	LWTI	neg-pos	9	4.3	5.1	77.8	1.8	2.3	4.0	2.8	-1.3
pair	MACD	SLmean	neg-neg	22	10.6	4.8	72.7	1.5	4.3	2.6	3.2	-1.8
pair	SLmean	MACD	neg-neg	22	10.6	4.8	72.7	1.5	4.3	2.6	3.2	-1.8
pair	SLmean	RSI	pos-neg	4	1.9	4.8	75.0	1.1	0.0	0.0	4.4	0.0
pair	RSI	SLmean	pos-neg	4	1.9	4.8	75.0	1.1	0.0	0.0	4.4	0.0
pair	MRmean	MACD	neg-neg	20	9.7	4.5	65.0	1.3	3.2	1.8	3.3	-2.4
pair	MACD	MRmean	neg-neg	20	9.7	4.5	65.0	1.3	3.2	1.8	3.3	-2.4
pair	SLmean	LWTI	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	LWTI	SLmean	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	MRmean	LWTI	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	LWTI	MRmean	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	MACD	RSmean	neg-neg	18	8.7	4.2	66.7	1.3	2.7	2.1	3.1	-1.9
pair	RSmean	MACD	neg-neg	18	8.7	4.2	66.7	1.3	2.7	2.1	3.1	-1.9
pair	RSIhist	LWTI	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	LWTI	RSIhist	neg-neg	8	3.9	4.2	75.0	1.1	3.3	3.2	3.7	-1.3
pair	RSmean	RSI	neg-neg	4	1.9	3.9	75.0	1.0	0.0	2.9	4.0	-1.3
pair	RSI	RSmean	neg-neg	4	1.9	3.9	75.0	1.0	0.0	2.9	4.0	-1.3
pair	RSmean	RSI	pos-neg	16	7.7	3.7	75.0	1.2	2.5	1.8	3.0	-2.1
pair	RSI	RSmean	pos-neg	16	7.7	3.7	75.0	1.2	2.5	1.8	3.0	-2.1
single	RSI	RSI	neg-neg	20	9.7	3.7	75.0	1.2	2.4	1.4	3.1	-2.7
pair	RSIhist	SLmean	neg-pos	5	2.4	3.6	80.0	3.5	0.0	25.4	1.0	-0.1
pair	SLmean	RSIhist	neg-pos	5	2.4	3.6	80.0	3.5	0.0	25.4	1.0	-0.1
pair	RSIhist	MACD	neg-neg	28	13.5	3.5	67.9	1.2	3.1	1.9	2.9	-1.8
pair	SLmean	RSI	neg-neg	16	7.7	3.5	75.0	1.2	2.0	1.7	2.9	-2.1
pair	RSI	SLmean	neg-neg	16	7.7	3.5	75.0	1.2	2.0	1.7	2.9	-2.1
pair	SLmean	MACDhist	neg-pos	15	7.2	3.5	73.3	1.9	4.0	4.0	1.8	-0.9
pair	MACDhist	SLmean	neg-pos	15	7.2	3.5	73.3	1.9	4.0	4.0	1.8	-0.9
pair	MACD	RSIhist	neg-neg	28	13.5	3.5	67.9	1.2	3.1	1.9	2.9	-1.8
pair	RSIhist	RSI	neg-neg	15	7.2	3.3	73.3	1.1	1.9	1.6	3.0	-2.1
pair	MRmean	RSI	neg-neg	15	7.2	3.3	73.3	1.1	1.9	1.6	3.0	-2.1
pair	RSI	MRmean	neg-neg	15	7.2	3.3	73.3	1.1	1.9	1.6	3.0	-2.1
pair	RSI	RSIhist	neg-neg	15	7.2	3.3	73.3	1.1	1.9	1.6	3.0	-2.1
pair	SLmean	RSmean	neg-neg	19	9.2	3.1	63.2	0.9	2.1	1.0	3.3	-3.2
pair	RSmean	LWTI	neg-pos	20	9.7	3.1	60.0	1.1	2.0	1.9	2.9	-1.7
pair	LWTI	RSmean	neg-pos	20	9.7	3.1	60.0	1.1	2.0	1.9	2.9	-1.7
pair	RSmean	SLmean	neg-neg	19	9.2	3.1	63.2	0.9	2.1	1.0	3.3	-3.2
pair	RSIhist	MACDhist	pos-neg	14	6.8	2.9	71.4	1.6	3.2	3.8	1.8	-0.8
pair	RSmean	MRmean	neg-neg	16	7.7	2.9	56.2	0.8	1.8	0.8	3.6	-3.7
pair	MRmean	RSmean	neg-neg	16	7.7	2.9	56.2	0.8	1.8	0.8	3.6	-3.7
pair	MACDhist	RSIhist	pos-neg	14	6.8	2.9	71.4	1.6	3.2	3.8	1.8	-0.8
pair	RSmean	RSIhist	neg-neg	19	9.2	2.9	63.2	0.9	2.0	1.0	3.3	-3.0
pair	RSmean	MACDhist	neg-neg	19	9.2	2.9	63.2	0.9	2.0	1.0	3.3	-3.0
pair	RSIhist	RSmean	neg-neg	19	9.2	2.9	63.2	0.9	2.0	1.0	3.3	-3.0
pair	MACDhist	RSmean	neg-neg	19	9.2	2.9	63.2	0.9	2.0	1.0	3.3	-3.0
single	RSmean	RSmean	neg-neg	22	10.6	2.8	59.1	0.9	1.6	0.9	3.1	-3.0
pair	MACDhist	MACD	neg-pos	7	3.4	2.7	57.1	0.9	2.2	3.5	3.0	-0.8
pair	MACD	MACDhist	neg-pos	7	3.4	2.7	57.1	0.9	2.2	3.5	3.0	-0.8
pair	RSI	RSmean	neg-pos	18	8.7	2.6	55.6	0.9	1.6	1.5	3.0	-1.7
pair	RSmean	RSI	neg-pos	18	8.7	2.6	55.6	0.9	1.6	1.5	3.0	-1.7
pair	RSI	LWTI	neg-neg	11	5.3	2.6	72.7	0.8	2.9	1.1	3.5	-2.4
pair	LWTI	RSI	neg-neg	11	5.3	2.6	72.7	0.8	2.9	1.1	3.5	-2.4
pair	MRmean	RSmean	pos-neg	6	2.9	2.5	66.7	2.9	7.1	16.6	0.9	-0.2
pair	RSmean	MRmean	pos-neg	6	2.9	2.5	66.7	2.9	7.1	16.6	0.9	-0.2
pair	MACD	LWTI	neg-pos	33	15.9	2.5	57.6	1.0	2.5	1.0	2.6	-2.4
pair	LWTI	MACD	neg-pos	33	15.9	2.5	57.6	1.0	2.5	1.0	2.6	-2.4
pair	MACDhist	RSI	neg-neg	17	8.2	2.4	70.6	0.8	1.6	0.9	3.1	-2.7
pair	RSI	MACDhist	neg-neg	17	8.2	2.4	70.6	0.8	1.6	0.9	3.1	-2.7
pair	MRmean	MACDhist	neg-pos	4	1.9	2.3	50.0	2.0	9.6	74.2	1.1	-0.0
pair	MACDhist	MRmean	neg-pos	4	1.9	2.3	50.0	2.0	9.6	74.2	1.1	-0.0
pair	MACDhist	LWTI	pos-pos	93	44.9	2.2	67.7	1.4	2.9	1.5	1.5	-1.5
pair	LWTI	MACDhist	pos-pos	93	44.9	2.2	67.7	1.4	2.9	1.5	1.5	-1.5
pair	MACDhist	RSmean	pos-pos	90	43.5	2.2	68.9	1.4	2.9	1.4	1.5	-1.6
pair	RSmean	MACDhist	pos-pos	90	43.5	2.2	68.9	1.4	2.9	1.4	1.5	-1.6
pair	MACD	MACDhist	pos-pos	86	41.5	2.2	68.6	1.6	3.1	1.5	1.3	-1.5
pair	MACDhist	MACD	pos-pos	86	41.5	2.2	68.6	1.6	3.1	1.5	1.3	-1.5
single	MACDhist	MACDhist	pos-pos	93	44.9	2.2	67.7	1.4	2.9	1.5	1.5	-1.5
single	MACD	MACD	neg-neg	42	20.3	2.2	59.5	0.8	1.6	0.7	2.9	-3.2
pair	MACDhist	MRmean	pos-pos	89	43.0	2.2	68.5	1.4	2.8	1.7	1.5	-1.3
pair	MRmean	MACDhist	pos-pos	89	43.0	2.2	68.5	1.4	2.8	1.7	1.5	-1.3
pair	SLmean	MRmean	pos-neg	29	14.0	2.2	72.4	1.6	3.6	3.1	1.4	-0.7
pair	MRmean	SLmean	pos-neg	29	14.0	2.2	72.4	1.6	3.6	3.1	1.4	-0.7
pair	MACDhist	MACD	neg-neg	35	16.9	2.1	60.0	0.7	1.5	0.7	2.9	-3.2
pair	MACD	MACDhist	neg-neg	35	16.9	2.1	60.0	0.7	1.5	0.7	2.9	-3.2
pair	MACDhist	RSIhist	pos-pos	79	38.2	2.1	67.1	1.4	2.7	1.2	1.5	-1.8
pair	RSIhist	MACDhist	pos-pos	79	38.2	2.1	67.1	1.4	2.7	1.2	1.5	-1.8
single	SLmean	SLmean	neg-neg	80	38.6	2.1	68.8	0.9	1.4	0.6	2.2	-3.3
pair	MRmean	SLmean	neg-neg	51	24.6	2.0	66.7	0.8	1.3	0.6	2.6	-3.3
pair	MACDhist	SLmean	pos-pos	78	37.7	2.0	66.7	1.4	2.5	1.0	1.4	-2.0
pair	SLmean	MRmean	neg-neg	51	24.6	2.0	66.7	0.8	1.3	0.6	2.6	-3.3
pair	MACDhist	RSmean	neg-pos	3	1.4	2.0	33.3	1.8	34.3	48.7	1.1	-0.0
pair	RSmean	RSIhist	neg-pos	3	1.4	2.0	33.3	1.8	34.3	48.7	1.1	-0.0
pair	RSmean	MACDhist	neg-pos	3	1.4	2.0	33.3	1.8	34.3	48.7	1.1	-0.0
pair	SLmean	MACDhist	pos-pos	78	37.7	2.0	66.7	1.4	2.5	1.0	1.4	-2.0
pair	RSIhist	SLmean	neg-neg	75	36.2	2.0	68.0	0.9	1.3	0.6	2.3	-3.3
pair	SLmean	RSIhist	neg-neg	75	36.2	2.0	68.0	0.9	1.3	0.6	2.3	-3.3
pair	RSIhist	MRmean	neg-neg	51	24.6	2.0	66.7	0.8	1.3	0.6	2.6	-3.3
pair	RSIhist	RSmean	neg-pos	3	1.4	2.0	33.3	1.8	34.3	48.7	1.1	-0.0
pair	MRmean	RSIhist	neg-neg	51	24.6	2.0	66.7	0.8	1.3	0.6	2.6	-3.3
pair	MRmean	MACDhist	neg-neg	48	23.2	1.9	66.7	0.7	1.3	0.6	2.6	-3.3
pair	MACDhist	RSI	pos-pos	90	43.5	1.9	66.7	1.4	2.5	1.2	1.4	-1.6
pair	MACDhist	MRmean	neg-neg	48	23.2	1.9	66.7	0.7	1.3	0.6	2.6	-3.3
single	MRmean	MRmean	neg-neg	52	25.1	1.9	65.4	0.8	1.3	0.6	2.6	-3.3
pair	RSI	MACDhist	pos-pos	90	43.5	1.9	66.7	1.4	2.5	1.2	1.4	-1.6
pair	MACD	RSIhist	pos-pos	100	48.3	1.8	66.0	1.5	2.8	1.6	1.1	-1.1
pair	RSIhist	MACD	pos-pos	100	48.3	1.8	66.0	1.5	2.8	1.6	1.1	-1.1
pair	LWTI	MACD	pos-neg	4	1.9	1.8	75.0	0.7	0.0	2.2	2.6	-0.8
pair	MACD	LWTI	pos-neg	4	1.9	1.8	75.0	0.7	0.0	2.2	2.6	-0.8
pair	LWTI	SLmean	neg-pos	72	34.8	1.8	68.1	0.9	1.3	0.7	2.0	-2.5
pair	SLmean	LWTI	neg-pos	72	34.8	1.8	68.1	0.9	1.3	0.7	2.0	-2.5
pair	MRmean	MACD	pos-pos	133	64.3	1.7	65.4	1.4	2.7	1.6	1.2	-1.0
pair	MACD	MRmean	pos-pos	133	64.3	1.7	65.4	1.4	2.7	1.6	1.2	-1.0
pair	SLmean	MACDhist	neg-neg	65	31.4	1.7	67.7	0.8	1.1	0.5	2.3	-3.3
pair	MACDhist	SLmean	neg-neg	65	31.4	1.7	67.7	0.8	1.1	0.5	2.3	-3.3
single	RSIhist	RSIhist	neg-neg	93	44.9	1.7	65.6	0.8	1.2	0.5	2.1	-3.5
pair	LWTI	RSIhist	pos-pos	109	52.7	1.7	63.3	1.3	2.5	0.8	1.3	-2.0
pair	LWTI	RSmean	pos-neg	11	5.3	1.7	72.7	0.6	2.3	1.4	3.2	-1.2
pair	RSmean	LWTI	pos-neg	11	5.3	1.7	72.7	0.6	2.3	1.4	3.2	-1.2
pair	RSIhist	LWTI	pos-pos	109	52.7	1.7	63.3	1.3	2.5	0.8	1.3	-2.0
pair	SLmean	RSI	neg-pos	64	30.9	1.7	67.2	0.8	1.3	1.1	2.0	-1.6
pair	SLmean	RSmean	neg-pos	61	29.5	1.7	70.5	1.0	1.3	0.8	1.8	-2.1
pair	RSmean	SLmean	neg-pos	61	29.5	1.7	70.5	1.0	1.3	0.8	1.8	-2.1
pair	RSI	SLmean	neg-pos	64	30.9	1.7	67.2	0.8	1.3	1.1	2.0	-1.6
pair	MRmean	LWTI	pos-pos	150	72.5	1.6	64.0	1.2	2.4	1.2	1.3	-1.3
pair	MACD	SLmean	pos-pos	107	51.7	1.6	64.5	1.4	2.6	1.7	1.1	-0.9
pair	SLmean	MACD	pos-pos	107	51.7	1.6	64.5	1.4	2.6	1.7	1.1	-0.9
pair	LWTI	MRmean	pos-pos	150	72.5	1.6	64.0	1.2	2.4	1.2	1.3	-1.3
single	LWTI	LWTI	pos-pos	194	93.7	1.6	63.9	1.0	1.6	0.4	1.6	-3.7
pair	benchmark___benchmark_		benchmark-benchmark	207	100.0	1.6	64.3	0.9	1.3	0.4	1.8	-4.2
pair		benchmark___benchmark_	benchmark-benchmark	207	100.0	1.6	64.3	0.9	1.3	0.4	1.8	-4.2
pair	MRmean	RSIhist	pos-pos	113	54.6	1.5	63.7	1.0	1.5	0.4	1.4	-3.6
pair	RSIhist	MRmean	pos-pos	113	54.6	1.5	63.7	1.0	1.5	0.4	1.4	-3.6
pair	LWTI	MRmean	neg-pos	44	21.3	1.5	63.6	0.7	1.0	0.6	2.3	-2.5
pair	MRmean	LWTI	neg-pos	44	21.3	1.5	63.6	0.7	1.0	0.6	2.3	-2.5
pair	RSmean	MACD	pos-pos	161	77.8	1.5	66.5	1.2	1.7	0.6	1.3	-2.4
pair	MACD	RSmean	pos-pos	161	77.8	1.5	66.5	1.2	1.7	0.6	1.3	-2.4
single	RSIhist	RSIhist	pos-pos	114	55.1	1.5	63.2	1.0	1.5	0.4	1.4	-3.6
single	MRmean	MRmean	pos-pos	155	74.9	1.5	63.9	1.0	1.6	0.5	1.4	-2.9
pair	RSI	MACD	pos-pos	157	75.8	1.5	65.6	1.1	1.6	0.9	1.3	-1.6
pair	MACD	RSI	pos-pos	157	75.8	1.5	65.6	1.1	1.6	0.9	1.3	-1.6
pair	RSIhist	MACDhist	neg-neg	79	38.2	1.5	64.6	0.7	1.1	0.4	2.2	-3.5
pair	MACDhist	RSIhist	neg-neg	79	38.2	1.5	64.6	0.7	1.1	0.4	2.2	-3.5
pair	RSmean	RSIhist	pos-pos	111	53.6	1.5	64.0	1.0	1.5	0.4	1.5	-4.1
pair	RSIhist	RSmean	pos-pos	111	53.6	1.5	64.0	1.0	1.5	0.4	1.5	-4.1
pair	RSmean	MRmean	neg-pos	36	17.4	1.5	69.4	0.8	1.0	0.7	2.0	-2.1
pair	MRmean	RSmean	neg-pos	36	17.4	1.5	69.4	0.8	1.0	0.7	2.0	-2.1
single	LWTI	LWTI	neg-neg	13	6.3	1.4	69.2	0.4	1.8	0.6	3.5	-2.4
pair	RSI	LWTI	pos-pos	185	89.4	1.4	63.2	0.9	1.5	0.5	1.5	-3.0
pair	LWTI	RSmean	pos-pos	174	84.1	1.4	64.4	1.0	1.6	0.5	1.4	-2.9
pair	RSmean	LWTI	pos-pos	174	84.1	1.4	64.4	1.0	1.6	0.5	1.4	-2.9
pair	MACD	LWTI	pos-pos	161	77.8	1.4	65.2	1.1	1.4	0.5	1.3	-2.8
pair	LWTI	MACD	pos-pos	161	77.8	1.4	65.2	1.1	1.4	0.5	1.3	-2.8
pair	RSIhist	SLmean	pos-pos	109	52.7	1.4	62.4	1.0	1.4	0.3	1.5	-4.1
pair	SLmean	RSIhist	pos-pos	109	52.7	1.4	62.4	1.0	1.4	0.3	1.5	-4.1
pair	LWTI	SLmean	pos-pos	122	58.9	1.4	61.5	1.1	2.2	0.7	1.3	-2.1
pair	SLmean	LWTI	pos-pos	122	58.9	1.4	61.5	1.1	2.2	0.7	1.3	-2.1
pair	RSI	MRmean	neg-pos	37	17.9	1.4	62.2	0.6	1.0	0.7	2.4	-1.9
pair	MRmean	RSI	neg-pos	37	17.9	1.4	62.2	0.6	1.0	0.7	2.4	-1.9
pair	MRmean	RSmean	pos-pos	149	72.0	1.4	63.8	1.0	1.6	0.4	1.4	-3.4
pair	RSmean	MRmean	pos-pos	149	72.0	1.4	63.8	1.0	1.6	0.4	1.4	-3.4
pair	LWTI	MACDhist	neg-neg	13	6.3	1.4	69.2	0.4	1.8	0.6	3.5	-2.4
pair	MACDhist	LWTI	neg-neg	13	6.3	1.4	69.2	0.4	1.8	0.6	3.5	-2.4
pair	LWTI	RSI	pos-pos	185	89.4	1.4	63.2	0.9	1.5	0.5	1.5	-3.0
pair	LWTI	RSIhist	neg-pos	85	41.1	1.4	64.7	0.8	1.2	0.5	1.9	-2.8
pair	RSIhist	RSI	pos-neg	78	37.7	1.4	64.1	0.7	1.2	0.8	1.9	-1.6
pair	RSI	RSIhist	pos-neg	78	37.7	1.4	64.1	0.7	1.2	0.8	1.9	-1.6
pair	RSIhist	LWTI	neg-pos	85	41.1	1.4	64.7	0.8	1.2	0.5	1.9	-2.8
single	MACD	MACD	pos-pos	165	79.7	1.4	65.5	1.0	1.4	0.4	1.4	-3.6
single	RSmean	RSmean	pos-pos	185	89.4	1.4	64.9	0.9	1.4	0.5	1.5	-2.6
pair	RSIhist	MRmean	pos-neg	42	20.3	1.3	64.3	1.0	2.1	2.1	1.3	-0.6
pair	MRmean	RSI	pos-pos	150	72.5	1.3	63.3	1.0	1.6	0.4	1.3	-3.0
pair	RSI	MRmean	pos-pos	150	72.5	1.3	63.3	1.0	1.6	0.4	1.3	-3.0
pair	SLmean	MRmean	pos-pos	126	60.9	1.3	61.9	0.9	1.4	0.3	1.4	-3.7
pair	MRmean	SLmean	pos-pos	126	60.9	1.3	61.9	0.9	1.4	0.3	1.4	-3.7
pair	MRmean	RSIhist	pos-neg	42	20.3	1.3	64.3	1.0	2.1	2.1	1.3	-0.6
pair	RSIhist	RSmean	pos-neg	74	35.7	1.3	66.2	0.8	1.2	0.6	1.7	-2.3
pair	SLmean	RSmean	pos-pos	124	59.9	1.3	62.1	0.9	1.4	0.3	1.4	-3.7
pair	RSmean	SLmean	pos-pos	124	59.9	1.3	62.1	0.9	1.4	0.3	1.4	-3.7
pair	RSIhist	RSI	pos-pos	109	52.7	1.3	62.4	1.1	1.5	0.3	1.3	-3.7
single	SLmean	SLmean	pos-pos	127	61.4	1.3	61.4	0.9	1.4	0.3	1.4	-3.7
single	RSI	RSI	pos-pos	187	90.3	1.3	63.1	0.9	1.3	0.3	1.5	-4.2
pair	RSI	RSIhist	pos-pos	109	52.7	1.3	62.4	1.1	1.5	0.3	1.3	-3.7
pair	RSmean	RSIhist	pos-neg	74	35.7	1.3	66.2	0.8	1.2	0.6	1.7	-2.3
pair	RSmean	RSI	pos-pos	169	81.6	1.2	63.9	0.9	1.3	0.4	1.3	-2.9
pair	LWTI	MACD	neg-neg	9	4.3	1.2	66.7	0.3	3.4	0.5	4.0	-2.4
pair	MACD	LWTI	neg-neg	9	4.3	1.2	66.7	0.3	3.4	0.5	4.0	-2.4
pair	RSI	SLmean	pos-pos	123	59.4	1.2	61.0	0.9	1.4	0.3	1.3	-3.4
pair	SLmean	RSI	pos-pos	123	59.4	1.2	61.0	0.9	1.4	0.3	1.3	-3.4
pair	RSI	RSmean	pos-pos	169	81.6	1.2	63.9	0.9	1.3	0.4	1.3	-2.9
single	MACDhist	MACDhist	neg-neg	114	55.1	1.1	61.4	0.6	0.8	0.2	1.9	-4.2
pair	LWTI	MACDhist	neg-pos	101	48.8	1.0	60.4	0.6	0.9	0.3	1.7	-3.0
pair	MACDhist	LWTI	neg-pos	101	48.8	1.0	60.4	0.6	0.9	0.3	1.7	-3.0
pair	SLmean	MACD	neg-pos	58	28.0	1.0	67.2	0.6	0.7	0.3	1.7	-3.3
pair	MACD	SLmean	neg-pos	58	28.0	1.0	67.2	0.6	0.7	0.3	1.7	-3.3
pair	MACD	RSIhist	pos-neg	65	31.4	0.9	64.6	0.6	0.7	0.2	1.6	-3.5
pair	RSIhist	MACD	pos-neg	65	31.4	0.9	64.6	0.6	0.7	0.2	1.6	-3.5
pair	RSI	MACDhist	pos-neg	97	46.9	0.8	59.8	0.5	0.7	0.3	1.7	-3.0
pair	MACDhist	RSI	pos-neg	97	46.9	0.8	59.8	0.5	0.7	0.3	1.7	-3.0
pair	RSI	MACD	neg-pos	30	14.5	0.7	50.0	0.3	0.6	0.2	2.5	-4.1
pair	MACD	RSI	neg-pos	30	14.5	0.7	50.0	0.3	0.6	0.2	2.5	-4.1
pair	MACD	RSmean	pos-neg	24	11.6	0.7	54.2	0.3	0.6	0.3	2.7	-2.6
pair	RSmean	MACD	pos-neg	24	11.6	0.7	54.2	0.3	0.6	0.3	2.7	-2.6
pair	SLmean	RSmean	pos-neg	3	1.4	0.7	33.3	1.5	12.8	18.0	0.5	-0.0
pair	RSmean	SLmean	pos-neg	3	1.4	0.7	33.3	1.5	12.8	18.0	0.5	-0.0
pair	RSmean	MACDhist	pos-neg	95	45.9	0.7	61.1	0.5	0.6	0.3	1.5	-2.4
pair	MACDhist	RSmean	pos-neg	95	45.9	0.7	61.1	0.5	0.6	0.3	1.5	-2.4
pair	MACDhist	MACD	pos-neg	79	38.2	0.6	62.0	0.5	0.5	0.2	1.3	-3.6
pair	MACD	MACDhist	pos-neg	79	38.2	0.6	62.0	0.5	0.5	0.2	1.3	-3.6
pair	MRmean	MACDhist	pos-neg	66	31.9	0.5	57.6	0.4	0.5	0.2	1.2	-2.2
pair	MACDhist	MRmean	pos-neg	66	31.9	0.5	57.6	0.4	0.5	0.2	1.2	-2.2
pair	MACD	RSI	pos-neg	8	3.9	0.5	62.5	0.2	0.3	0.2	2.5	-2.1
pair	RSI	MACD	pos-neg	8	3.9	0.5	62.5	0.2	0.3	0.2	2.5	-2.1
pair	RSIhist	SLmean	pos-neg	18	8.7	0.5	55.6	0.4	0.8	0.9	1.2	-0.6
pair	SLmean	RSIhist	pos-neg	18	8.7	0.5	55.6	0.4	0.8	0.9	1.2	-0.6
pair	MACD	MRmean	neg-pos	32	15.5	0.3	65.6	0.2	0.2	0.1	1.8	-3.3
pair	MRmean	MACD	neg-pos	32	15.5	0.3	65.6	0.2	0.2	0.1	1.8	-3.3
pair	SLmean	MACDhist	pos-neg	49	23.7	0.2	53.1	0.1	0.1	0.1	1.3	-2.1
pair	MACDhist	SLmean	pos-neg	49	23.7	0.2	53.1	0.1	0.1	0.1	1.3	-2.1
pair	MACD	MRmean	pos-neg	22	10.6	0.1	54.5	0.1	0.1	0.1	2.3	-3.2
pair	MRmean	MACD	pos-neg	22	10.6	0.1	54.5	0.1	0.1	0.1	2.3	-3.2
pair	RSIhist	MACDhist	neg-pos	35	16.9	0.1	54.3	0.1	0.1	0.1	1.3	-1.8
pair	MACDhist	RSIhist	neg-pos	35	16.9	0.1	54.3	0.1	0.1	0.1	1.3	-1.8
pair	MRmean	SLmean	neg-pos	1	0.5	-0.4	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	1	0.5	-0.4	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	neg-pos	1	0.5	-0.4	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	1	0.5	-0.4	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSIhist	neg-pos	14	6.8	-0.5	42.9	-0.1	-0.2	-0.2	2.8	-2.7
pair	RSIhist	MACD	neg-pos	14	6.8	-0.5	42.9	-0.1	-0.2	-0.2	2.8	-2.7
pair	LWTI	RSmean	neg-neg	2	1.0	-0.5	50.0	-0.1	0.0	0.0	6.4	0.0
pair	RSmean	LWTI	neg-neg	2	1.0	-0.5	50.0	-0.1	0.0	0.0	6.4	0.0
pair	SLmean	MACD	pos-neg	20	9.7	-0.6	45.0	-0.2	-0.4	-0.1	2.4	-3.8
pair	MACD	SLmean	pos-neg	20	9.7	-0.6	45.0	-0.2	-0.4	-0.1	2.4	-3.8
pair	LWTI	MRmean	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	MRmean	LWTI	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	RSIhist	LWTI	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	LWTI	RSIhist	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	LWTI	SLmean	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	SLmean	LWTI	pos-neg	5	2.4	-2.9	60.0	-1.0	-9.5	-1.9	3.0	-1.6
pair	MACD	RSmean	neg-pos	4	1.9	-3.2	25.0	-1.4	-1.4	-2.5	2.4	-1.3
pair	RSmean	MACD	neg-pos	4	1.9	-3.2	25.0	-1.4	-1.4	-2.5	2.4	-1.3
pair	LWTI	RSI	pos-neg	2	1.0	-5.2	50.0	-1.4	0.0	-4.2	3.9	-1.2
pair	RSI	LWTI	pos-neg	2	1.0	-5.2	50.0	-1.4	0.0	-4.2	3.9	-1.2

All Contingency Tables for SUB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 62% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 126M (61%)	CAGR 2.2% \| Win 72% Sharpe 1.62 \| Sortino 3.60 \| Calmar 3.1 Vol 1% \| MDD -0.7% Months 29M (14%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR -0.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.0% \| Win 67% Sharpe 0.76 \| Sortino 1.32 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 51M (25%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
SLmean only	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 64% Sharpe 0.99 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -3.4% Months 149M (72%)	CAGR 2.5% \| Win 67% Sharpe 2.90 \| Sortino 7.11 \| Calmar 16.6 Vol 1% \| MDD -0.2% Months 6M (3%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 1.5% \| Win 69% Sharpe 0.75 \| Sortino 1.03 \| Calmar 0.7 Vol 2% \| MDD -2.1% Months 36M (17%)	CAGR 2.9% \| Win 56% Sharpe 0.81 \| Sortino 1.84 \| Calmar 0.8 Vol 4% \| MDD -3.7% Months 16M (8%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
RSmean only	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 65% Sharpe 1.39 \| Sortino 2.71 \| Calmar 1.6 Vol 1% \| MDD -1.0% Months 133M (64%)	CAGR 0.1% \| Win 55% Sharpe 0.08 \| Sortino 0.13 \| Calmar 0.0 Vol 2% \| MDD -3.2% Months 22M (11%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 0.3% \| Win 66% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.1 Vol 2% \| MDD -3.3% Months 32M (16%)	CAGR 4.5% \| Win 65% Sharpe 1.34 \| Sortino 3.17 \| Calmar 1.8 Vol 3% \| MDD -2.4% Months 20M (10%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
MACD only	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 63% Sharpe 1.04 \| Sortino 1.65 \| Calmar 0.4 Vol 1% \| MDD -3.0% Months 150M (72%)	CAGR 5.1% \| Win 80% Sharpe 1.33 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (2%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 1.4% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.7 Vol 2% \| MDD -1.9% Months 37M (18%)	CAGR 3.3% \| Win 73% Sharpe 1.08 \| Sortino 1.92 \| Calmar 1.6 Vol 3% \| MDD -2.1% Months 15M (7%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
RSI only	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 68% Sharpe 1.43 \| Sortino 2.84 \| Calmar 1.7 Vol 2% \| MDD -1.3% Months 89M (43%)	CAGR 0.5% \| Win 58% Sharpe 0.40 \| Sortino 0.47 \| Calmar 0.2 Vol 1% \| MDD -2.2% Months 66M (32%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 2.3% \| Win 50% Sharpe 2.04 \| Sortino 9.57 \| Calmar 74.2 Vol 1% \| MDD -0.0% Months 4M (2%)	CAGR 1.9% \| Win 67% Sharpe 0.71 \| Sortino 1.28 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 48M (23%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.5% \| Win 64% Sharpe 1.04 \| Sortino 1.54 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 113M (55%)	CAGR 1.3% \| Win 64% Sharpe 0.99 \| Sortino 2.06 \| Calmar 2.1 Vol 1% \| MDD -0.6% Months 42M (20%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR -0.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.0% \| Win 67% Sharpe 0.76 \| Sortino 1.32 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 51M (25%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 1.6% \| Win 64% Sharpe 1.21 \| Sortino 2.43 \| Calmar 1.2 Vol 1% \| MDD -1.3% Months 150M (72%)	CAGR -2.9% \| Win 60% Sharpe -0.97 \| Sortino -9.53 \| Calmar -1.8 Vol 3% \| MDD -1.6% Months 5M (2%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 1.5% \| Win 64% Sharpe 0.65 \| Sortino 1.04 \| Calmar 0.6 Vol 2% \| MDD -2.5% Months 44M (21%)	CAGR 4.2% \| Win 75% Sharpe 1.13 \| Sortino 3.26 \| Calmar 3.2 Vol 4% \| MDD -1.3% Months 8M (4%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.3% \| Win 62% Sharpe 0.89 \| Sortino 1.39 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 124M (60%)	CAGR 0.7% \| Win 33% Sharpe 1.49 \| Sortino 12.77 \| Calmar 18.0 Vol 0% \| MDD -0.0% Months 3M (1%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 1.7% \| Win 70% Sharpe 0.98 \| Sortino 1.34 \| Calmar 0.8 Vol 2% \| MDD -2.1% Months 61M (30%)	CAGR 3.1% \| Win 63% Sharpe 0.95 \| Sortino 2.10 \| Calmar 1.0 Vol 3% \| MDD -3.2% Months 19M (9%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
RSmean only	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.6% \| Win 64% Sharpe 1.40 \| Sortino 2.61 \| Calmar 1.7 Vol 1% \| MDD -0.9% Months 107M (52%)	CAGR -0.6% \| Win 45% Sharpe -0.22 \| Sortino -0.37 \| Calmar -0.1 Vol 2% \| MDD -3.8% Months 20M (10%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 1.0% \| Win 67% Sharpe 0.63 \| Sortino 0.74 \| Calmar 0.3 Vol 2% \| MDD -3.3% Months 58M (28%)	CAGR 4.8% \| Win 73% Sharpe 1.50 \| Sortino 4.30 \| Calmar 2.6 Vol 3% \| MDD -1.8% Months 22M (11%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
MACD only	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 1.2% \| Win 61% Sharpe 0.92 \| Sortino 1.39 \| Calmar 0.3 Vol 1% \| MDD -3.4% Months 123M (59%)	CAGR 4.8% \| Win 75% Sharpe 1.08 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 1.7% \| Win 67% Sharpe 0.85 \| Sortino 1.29 \| Calmar 1.1 Vol 2% \| MDD -1.6% Months 64M (31%)	CAGR 3.5% \| Win 75% Sharpe 1.18 \| Sortino 2.03 \| Calmar 1.7 Vol 3% \| MDD -2.1% Months 16M (8%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
RSI only	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.0% \| Win 67% Sharpe 1.35 \| Sortino 2.55 \| Calmar 1.0 Vol 1% \| MDD -2.0% Months 78M (38%)	CAGR 0.2% \| Win 53% Sharpe 0.13 \| Sortino 0.15 \| Calmar 0.1 Vol 1% \| MDD -2.1% Months 49M (24%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 3.5% \| Win 73% Sharpe 1.88 \| Sortino 4.02 \| Calmar 4.0 Vol 2% \| MDD -0.9% Months 15M (7%)	CAGR 1.7% \| Win 68% Sharpe 0.76 \| Sortino 1.15 \| Calmar 0.5 Vol 2% \| MDD -3.3% Months 65M (31%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.4% \| Win 62% Sharpe 0.96 \| Sortino 1.41 \| Calmar 0.3 Vol 2% \| MDD -4.1% Months 109M (53%)	CAGR 0.5% \| Win 56% Sharpe 0.43 \| Sortino 0.84 \| Calmar 0.9 Vol 1% \| MDD -0.6% Months 18M (9%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 3.6% \| Win 80% Sharpe 3.55 \| Sortino 0.00 \| Calmar 25.4 Vol 1% \| MDD -0.1% Months 5M (2%)	CAGR 2.0% \| Win 68% Sharpe 0.87 \| Sortino 1.32 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 75M (36%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 1.4% \| Win 62% Sharpe 1.10 \| Sortino 2.16 \| Calmar 0.7 Vol 1% \| MDD -2.1% Months 122M (59%)	CAGR -2.9% \| Win 60% Sharpe -0.97 \| Sortino -9.53 \| Calmar -1.8 Vol 3% \| MDD -1.6% Months 5M (2%)	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)
SLmean neg	CAGR 1.8% \| Win 68% Sharpe 0.91 \| Sortino 1.34 \| Calmar 0.7 Vol 2% \| MDD -2.5% Months 72M (35%)	CAGR 4.2% \| Win 75% Sharpe 1.13 \| Sortino 3.26 \| Calmar 3.2 Vol 4% \| MDD -1.3% Months 8M (4%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.5% \| Win 66% Sharpe 1.16 \| Sortino 1.71 \| Calmar 0.6 Vol 1% \| MDD -2.4% Months 161M (78%)	CAGR 0.7% \| Win 54% Sharpe 0.29 \| Sortino 0.57 \| Calmar 0.3 Vol 3% \| MDD -2.6% Months 24M (12%)	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)
RSmean neg	CAGR -3.2% \| Win 25% Sharpe -1.36 \| Sortino -1.37 \| Calmar -2.5 Vol 2% \| MDD -1.3% Months 4M (2%)	CAGR 4.2% \| Win 67% Sharpe 1.32 \| Sortino 2.69 \| Calmar 2.1 Vol 3% \| MDD -1.9% Months 18M (9%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)
MACD only	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.2% \| Win 64% Sharpe 0.92 \| Sortino 1.34 \| Calmar 0.4 Vol 1% \| MDD -2.9% Months 169M (82%)	CAGR 3.7% \| Win 75% Sharpe 1.20 \| Sortino 2.46 \| Calmar 1.8 Vol 3% \| MDD -2.1% Months 16M (8%)	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)
RSmean neg	CAGR 2.6% \| Win 56% Sharpe 0.86 \| Sortino 1.65 \| Calmar 1.5 Vol 3% \| MDD -1.7% Months 18M (9%)	CAGR 3.9% \| Win 75% Sharpe 0.98 \| Sortino 0.00 \| Calmar 2.9 Vol 4% \| MDD -1.3% Months 4M (2%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)
RSI only	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.2% \| Win 69% Sharpe 1.44 \| Sortino 2.93 \| Calmar 1.4 Vol 2% \| MDD -1.6% Months 90M (44%)	CAGR 0.7% \| Win 61% Sharpe 0.45 \| Sortino 0.58 \| Calmar 0.3 Vol 2% \| MDD -2.4% Months 95M (46%)	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)
RSmean neg	CAGR 2.0% \| Win 33% Sharpe 1.78 \| Sortino 34.32 \| Calmar 48.7 Vol 1% \| MDD -0.0% Months 3M (1%)	CAGR 2.9% \| Win 63% Sharpe 0.89 \| Sortino 1.98 \| Calmar 1.0 Vol 3% \| MDD -3.0% Months 19M (9%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.5% \| Win 64% Sharpe 1.01 \| Sortino 1.51 \| Calmar 0.4 Vol 2% \| MDD -4.1% Months 111M (54%)	CAGR 1.3% \| Win 66% Sharpe 0.81 \| Sortino 1.20 \| Calmar 0.6 Vol 2% \| MDD -2.3% Months 74M (36%)	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)
RSmean neg	CAGR 2.0% \| Win 33% Sharpe 1.78 \| Sortino 34.32 \| Calmar 48.7 Vol 1% \| MDD -0.0% Months 3M (1%)	CAGR 2.9% \| Win 63% Sharpe 0.89 \| Sortino 1.98 \| Calmar 1.0 Vol 3% \| MDD -3.0% Months 19M (9%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 64% Sharpe 1.01 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 174M (84%)	CAGR 1.7% \| Win 73% Sharpe 0.55 \| Sortino 2.31 \| Calmar 1.4 Vol 3% \| MDD -1.2% Months 11M (5%)	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)
RSmean neg	CAGR 3.1% \| Win 60% Sharpe 1.09 \| Sortino 2.02 \| Calmar 1.9 Vol 3% \| MDD -1.7% Months 20M (10%)	CAGR -0.5% \| Win 50% Sharpe -0.06 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 2M (1%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.5% \| Win 66% Sharpe 1.14 \| Sortino 1.62 \| Calmar 0.9 Vol 1% \| MDD -1.6% Months 157M (76%)	CAGR 0.5% \| Win 62% Sharpe 0.20 \| Sortino 0.31 \| Calmar 0.2 Vol 2% \| MDD -2.1% Months 8M (4%)	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)
MACD neg	CAGR 0.7% \| Win 50% Sharpe 0.30 \| Sortino 0.64 \| Calmar 0.2 Vol 2% \| MDD -4.1% Months 30M (14%)	CAGR 6.0% \| Win 83% Sharpe 1.69 \| Sortino 11.02 \| Calmar 2.5 Vol 4% \| MDD -2.4% Months 12M (6%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)
RSI only	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.2% \| Win 69% Sharpe 1.59 \| Sortino 3.06 \| Calmar 1.5 Vol 1% \| MDD -1.5% Months 86M (42%)	CAGR 0.6% \| Win 62% Sharpe 0.46 \| Sortino 0.51 \| Calmar 0.2 Vol 1% \| MDD -3.6% Months 79M (38%)	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)
MACD neg	CAGR 2.7% \| Win 57% Sharpe 0.90 \| Sortino 2.17 \| Calmar 3.5 Vol 3% \| MDD -0.8% Months 7M (3%)	CAGR 2.1% \| Win 60% Sharpe 0.73 \| Sortino 1.49 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 35M (17%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.8% \| Win 66% Sharpe 1.53 \| Sortino 2.81 \| Calmar 1.6 Vol 1% \| MDD -1.1% Months 100M (48%)	CAGR 0.9% \| Win 65% Sharpe 0.55 \| Sortino 0.67 \| Calmar 0.2 Vol 2% \| MDD -3.5% Months 65M (31%)	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)
MACD neg	CAGR -0.5% \| Win 43% Sharpe -0.15 \| Sortino -0.25 \| Calmar -0.2 Vol 3% \| MDD -2.7% Months 14M (7%)	CAGR 3.5% \| Win 68% Sharpe 1.22 \| Sortino 3.06 \| Calmar 1.9 Vol 3% \| MDD -1.8% Months 28M (14%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.4% \| Win 65% Sharpe 1.06 \| Sortino 1.45 \| Calmar 0.5 Vol 1% \| MDD -2.8% Months 161M (78%)	CAGR 1.8% \| Win 75% Sharpe 0.70 \| Sortino 0.00 \| Calmar 2.2 Vol 3% \| MDD -0.8% Months 4M (2%)	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)
MACD neg	CAGR 2.5% \| Win 58% Sharpe 0.96 \| Sortino 2.55 \| Calmar 1.0 Vol 3% \| MDD -2.4% Months 33M (16%)	CAGR 1.2% \| Win 67% Sharpe 0.32 \| Sortino 3.37 \| Calmar 0.5 Vol 4% \| MDD -2.4% Months 9M (4%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 1.9% \| Win 67% Sharpe 1.36 \| Sortino 2.46 \| Calmar 1.2 Vol 1% \| MDD -1.6% Months 90M (44%)	CAGR 0.8% \| Win 60% Sharpe 0.50 \| Sortino 0.71 \| Calmar 0.3 Vol 2% \| MDD -3.0% Months 97M (47%)	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)
RSI neg	CAGR 11.9% \| Win 100% Sharpe 3.82 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 3M (1%)	CAGR 2.4% \| Win 71% Sharpe 0.77 \| Sortino 1.55 \| Calmar 0.9 Vol 3% \| MDD -2.7% Months 17M (8%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 1.3% \| Win 62% Sharpe 1.05 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 109M (53%)	CAGR 1.4% \| Win 64% Sharpe 0.73 \| Sortino 1.16 \| Calmar 0.8 Vol 2% \| MDD -1.6% Months 78M (38%)	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)
RSI neg	CAGR 5.1% \| Win 80% Sharpe 1.33 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (2%)	CAGR 3.3% \| Win 73% Sharpe 1.08 \| Sortino 1.92 \| Calmar 1.6 Vol 3% \| MDD -2.1% Months 15M (7%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 1.4% \| Win 63% Sharpe 0.93 \| Sortino 1.49 \| Calmar 0.5 Vol 2% \| MDD -3.0% Months 185M (89%)	CAGR -5.2% \| Win 50% Sharpe -1.35 \| Sortino 0.00 \| Calmar -4.2 Vol 4% \| MDD -1.2% Months 2M (1%)	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)
RSI neg	CAGR 5.1% \| Win 78% Sharpe 1.79 \| Sortino 2.28 \| Calmar 4.0 Vol 3% \| MDD -1.3% Months 9M (4%)	CAGR 2.6% \| Win 73% Sharpe 0.76 \| Sortino 2.92 \| Calmar 1.1 Vol 4% \| MDD -2.4% Months 11M (5%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 2.1% \| Win 67% Sharpe 1.43 \| Sortino 2.73 \| Calmar 1.2 Vol 2% \| MDD -1.8% Months 79M (38%)	CAGR 2.9% \| Win 71% Sharpe 1.55 \| Sortino 3.21 \| Calmar 3.8 Vol 2% \| MDD -0.8% Months 14M (7%)	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)
MACDhist neg	CAGR 0.1% \| Win 54% Sharpe 0.11 \| Sortino 0.12 \| Calmar 0.1 Vol 1% \| MDD -1.8% Months 35M (17%)	CAGR 1.5% \| Win 65% Sharpe 0.69 \| Sortino 1.07 \| Calmar 0.4 Vol 2% \| MDD -3.5% Months 79M (38%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)
RSIhist only	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	-	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)
MACDhist neg	CAGR 1.0% \| Win 60% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.3 Vol 2% \| MDD -3.0% Months 101M (49%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 1.7% \| Win 63% Sharpe 1.28 \| Sortino 2.50 \| Calmar 0.8 Vol 1% \| MDD -2.0% Months 109M (53%)	CAGR -2.9% \| Win 60% Sharpe -0.97 \| Sortino -9.53 \| Calmar -1.8 Vol 3% \| MDD -1.6% Months 5M (2%)	CAGR 1.5% \| Win 63% Sharpe 1.03 \| Sortino 1.52 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 114M (55%)
RSIhist neg	CAGR 1.4% \| Win 65% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.5 Vol 2% \| MDD -2.8% Months 85M (41%)	CAGR 4.2% \| Win 75% Sharpe 1.13 \| Sortino 3.26 \| Calmar 3.2 Vol 4% \| MDD -1.3% Months 8M (4%)	CAGR 1.7% \| Win 66% Sharpe 0.80 \| Sortino 1.25 \| Calmar 0.5 Vol 2% \| MDD -3.5% Months 93M (45%)
LWTI only	CAGR 1.6% \| Win 64% Sharpe 0.99 \| Sortino 1.59 \| Calmar 0.4 Vol 2% \| MDD -3.7% Months 194M (94%)	CAGR 1.4% \| Win 69% Sharpe 0.41 \| Sortino 1.82 \| Calmar 0.6 Vol 4% \| MDD -2.4% Months 13M (6%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 62% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 126M (61%)	CAGR 2.2% \| Win 72% Sharpe 1.62 \| Sortino 3.60 \| Calmar 3.1 Vol 1% \| MDD -0.7% Months 29M (14%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR -0.4% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.0% \| Win 67% Sharpe 0.76 \| Sortino 1.32 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 51M (25%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
SLmean only	CAGR 1.3% \| Win 61% Sharpe 0.89 \| Sortino 1.37 \| Calmar 0.3 Vol 1% \| MDD -3.7% Months 127M (61%)	CAGR 2.1% \| Win 69% Sharpe 0.93 \| Sortino 1.40 \| Calmar 0.6 Vol 2% \| MDD -3.3% Months 80M (39%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.4% \| Win 64% Sharpe 0.99 \| Sortino 1.57 \| Calmar 0.4 Vol 1% \| MDD -3.4% Months 149M (72%)	CAGR 2.5% \| Win 67% Sharpe 2.90 \| Sortino 7.11 \| Calmar 16.6 Vol 1% \| MDD -0.2% Months 6M (3%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 1.5% \| Win 69% Sharpe 0.75 \| Sortino 1.03 \| Calmar 0.7 Vol 2% \| MDD -2.1% Months 36M (17%)	CAGR 2.9% \| Win 56% Sharpe 0.81 \| Sortino 1.84 \| Calmar 0.8 Vol 4% \| MDD -3.7% Months 16M (8%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
RSmean only	CAGR 1.4% \| Win 65% Sharpe 0.92 \| Sortino 1.38 \| Calmar 0.5 Vol 2% \| MDD -2.6% Months 185M (89%)	CAGR 2.8% \| Win 59% Sharpe 0.91 \| Sortino 1.62 \| Calmar 0.9 Vol 3% \| MDD -3.0% Months 22M (11%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 65% Sharpe 1.39 \| Sortino 2.71 \| Calmar 1.6 Vol 1% \| MDD -1.0% Months 133M (64%)	CAGR 0.1% \| Win 55% Sharpe 0.08 \| Sortino 0.13 \| Calmar 0.0 Vol 2% \| MDD -3.2% Months 22M (11%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 0.3% \| Win 66% Sharpe 0.18 \| Sortino 0.21 \| Calmar 0.1 Vol 2% \| MDD -3.3% Months 32M (16%)	CAGR 4.5% \| Win 65% Sharpe 1.34 \| Sortino 3.17 \| Calmar 1.8 Vol 3% \| MDD -2.4% Months 20M (10%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
MACD only	CAGR 1.4% \| Win 66% Sharpe 1.04 \| Sortino 1.43 \| Calmar 0.4 Vol 1% \| MDD -3.6% Months 165M (80%)	CAGR 2.2% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 0.7 Vol 3% \| MDD -3.2% Months 42M (20%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.3% \| Win 63% Sharpe 1.04 \| Sortino 1.65 \| Calmar 0.4 Vol 1% \| MDD -3.0% Months 150M (72%)	CAGR 5.1% \| Win 80% Sharpe 1.33 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (2%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 1.4% \| Win 62% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.7 Vol 2% \| MDD -1.9% Months 37M (18%)	CAGR 3.3% \| Win 73% Sharpe 1.08 \| Sortino 1.92 \| Calmar 1.6 Vol 3% \| MDD -2.1% Months 15M (7%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
RSI only	CAGR 1.3% \| Win 63% Sharpe 0.87 \| Sortino 1.31 \| Calmar 0.3 Vol 2% \| MDD -4.2% Months 187M (90%)	CAGR 3.7% \| Win 75% Sharpe 1.19 \| Sortino 2.42 \| Calmar 1.4 Vol 3% \| MDD -2.7% Months 20M (10%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 68% Sharpe 1.43 \| Sortino 2.84 \| Calmar 1.7 Vol 2% \| MDD -1.3% Months 89M (43%)	CAGR 0.5% \| Win 58% Sharpe 0.40 \| Sortino 0.47 \| Calmar 0.2 Vol 1% \| MDD -2.2% Months 66M (32%)	CAGR 1.5% \| Win 64% Sharpe 1.03 \| Sortino 1.62 \| Calmar 0.5 Vol 1% \| MDD -2.9% Months 155M (75%)
MRmean neg	CAGR 2.3% \| Win 50% Sharpe 2.04 \| Sortino 9.57 \| Calmar 74.2 Vol 1% \| MDD -0.0% Months 4M (2%)	CAGR 1.9% \| Win 67% Sharpe 0.71 \| Sortino 1.28 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 48M (23%)	CAGR 1.9% \| Win 65% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 3% \| MDD -3.3% Months 52M (25%)
MACDhist only	CAGR 2.2% \| Win 68% Sharpe 1.45 \| Sortino 2.85 \| Calmar 1.5 Vol 2% \| MDD -1.5% Months 93M (45%)	CAGR 1.1% \| Win 61% Sharpe 0.55 \| Sortino 0.79 \| Calmar 0.2 Vol 2% \| MDD -4.2% Months 114M (55%)