THD - iShares MSCI Thailand ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

70.4%

Best CAGR

Total Months

7.0%

Avg CAGR

THD 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 THD

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	RSIhist	neg-pos	17	7.9	70.4	76.5	2.3	6.2	7.4	25.0	-9.5
pair	RSIhist	RSI	neg-pos	17	7.9	70.4	76.5	2.3	6.2	7.4	25.0	-9.5
pair	SLmean	RSI	pos-neg	15	6.9	63.4	80.0	2.4	4.6	6.7	22.3	-9.5
pair	RSI	SLmean	pos-neg	15	6.9	63.4	80.0	2.4	4.6	6.7	22.3	-9.5
pair	RSI	MRmean	pos-neg	12	5.6	61.7	83.3	2.1	2.3	6.5	25.0	-9.5
pair	MRmean	RSI	pos-neg	12	5.6	61.7	83.3	2.1	2.3	6.5	25.0	-9.5
pair	RSIhist	RSmean	neg-pos	7	3.2	45.4	71.4	1.6	18.4	18.9	25.3	-2.4
pair	RSmean	RSIhist	neg-pos	7	3.2	45.4	71.4	1.6	18.4	18.9	25.3	-2.4
pair	RSIhist	MACDhist	neg-pos	43	19.9	44.8	67.4	1.7	4.1	4.0	23.6	-11.2
pair	MACDhist	RSIhist	neg-pos	43	19.9	44.8	67.4	1.7	4.1	4.0	23.6	-11.2
pair	LWTI	RSmean	neg-neg	1	0.5	43.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.5	43.2	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	neg-pos	7	3.2	41.2	57.1	1.3	5.0	4.3	30.0	-9.5
pair	RSIhist	MRmean	neg-pos	7	3.2	41.2	57.1	1.3	5.0	4.3	30.0	-9.5
pair	MACD	LWTI	neg-neg	43	19.9	39.1	65.1	1.7	3.9	2.9	21.4	-13.6
pair	LWTI	MACD	neg-neg	43	19.9	39.1	65.1	1.7	3.9	2.9	21.4	-13.6
pair	LWTI	MACDhist	neg-neg	49	22.7	38.9	63.3	1.7	4.1	2.9	20.9	-13.6
pair	MACDhist	LWTI	neg-neg	49	22.7	38.9	63.3	1.7	4.1	2.9	20.9	-13.6
pair	MACDhist	SLmean	pos-neg	54	25.0	37.6	64.8	1.6	3.3	3.6	21.7	-10.4
pair	SLmean	MACDhist	pos-neg	54	25.0	37.6	64.8	1.6	3.3	3.6	21.7	-10.4
pair	LWTI	SLmean	neg-neg	26	12.0	37.0	57.7	1.4	3.8	3.3	24.3	-11.2
pair	SLmean	LWTI	neg-neg	26	12.0	37.0	57.7	1.4	3.8	3.3	24.3	-11.2
pair	RSIhist	LWTI	neg-neg	31	14.4	36.7	58.1	1.5	3.9	3.3	22.8	-11.2
pair	LWTI	RSIhist	neg-neg	31	14.4	36.7	58.1	1.5	3.9	3.3	22.8	-11.2
pair	MACD	RSIhist	neg-pos	44	20.4	35.9	65.9	1.5	4.3	3.1	22.0	-11.7
pair	RSIhist	MACD	neg-pos	44	20.4	35.9	65.9	1.5	4.3	3.1	22.0	-11.7
pair	LWTI	RSI	neg-neg	36	16.7	35.2	61.1	1.4	3.6	2.6	22.7	-13.6
pair	RSI	LWTI	neg-neg	36	16.7	35.2	61.1	1.4	3.6	2.6	22.7	-13.6
pair	LWTI	MRmean	neg-neg	32	14.8	34.4	59.4	1.4	3.6	2.5	23.3	-13.6
pair	MRmean	LWTI	neg-neg	32	14.8	34.4	59.4	1.4	3.6	2.5	23.3	-13.6
pair	MACDhist	RSmean	neg-pos	4	1.9	34.4	100.0	5.3	0.0	0.0	5.7	0.0
pair	RSmean	MACDhist	neg-pos	4	1.9	34.4	100.0	5.3	0.0	0.0	5.7	0.0
pair	MACD	SLmean	pos-neg	42	19.4	32.4	66.7	1.5	3.8	2.8	20.6	-11.7
pair	SLmean	MACD	pos-neg	42	19.4	32.4	66.7	1.5	3.8	2.8	20.6	-11.7
single	LWTI	LWTI	neg-neg	57	26.4	32.2	63.2	1.4	3.0	1.8	20.9	-18.0
pair	LWTI	RSmean	pos-neg	56	25.9	32.0	62.5	1.4	3.0	1.8	21.1	-18.0
pair	RSmean	LWTI	pos-neg	56	25.9	32.0	62.5	1.4	3.0	1.8	21.1	-18.0
pair	MRmean	MACD	pos-neg	38	17.6	29.7	65.8	1.3	3.0	2.4	21.5	-12.2
pair	MACD	MRmean	pos-neg	38	17.6	29.7	65.8	1.3	3.0	2.4	21.5	-12.2
pair	MRmean	LWTI	pos-neg	25	11.6	29.5	68.0	1.5	2.3	2.8	17.9	-10.7
pair	LWTI	MRmean	pos-neg	25	11.6	29.5	68.0	1.5	2.3	2.8	17.9	-10.7
pair	MACDhist	MRmean	pos-neg	51	23.6	29.3	60.8	1.2	2.4	1.5	23.2	-19.5
pair	MRmean	MACDhist	pos-neg	51	23.6	29.3	60.8	1.2	2.4	1.5	23.2	-19.5
pair	SLmean	LWTI	pos-neg	31	14.4	28.3	67.7	1.5	2.4	1.7	17.9	-16.9
pair	LWTI	SLmean	pos-neg	31	14.4	28.3	67.7	1.5	2.4	1.7	17.9	-16.9
pair	RSI	LWTI	pos-neg	21	9.7	27.3	66.7	1.4	2.1	1.9	18.0	-14.7
pair	LWTI	RSI	pos-neg	21	9.7	27.3	66.7	1.4	2.1	1.9	18.0	-14.7
pair	RSIhist	LWTI	pos-neg	26	12.0	27.1	69.2	1.4	2.1	1.6	18.8	-16.9
pair	LWTI	RSIhist	pos-neg	26	12.0	27.1	69.2	1.4	2.1	1.6	18.8	-16.9
pair	MACD	RSI	pos-neg	16	7.4	26.3	62.5	1.1	2.1	2.1	23.4	-12.7
pair	RSI	MACD	pos-neg	16	7.4	26.3	62.5	1.1	2.1	2.1	23.4	-12.7
pair	RSI	RSmean	pos-neg	64	29.6	20.2	56.2	0.8	1.6	0.7	25.4	-27.2
pair	RSmean	RSI	pos-neg	64	29.6	20.2	56.2	0.8	1.6	0.7	25.4	-27.2
pair	MACD	RSmean	pos-neg	75	34.7	18.9	57.3	0.8	1.6	0.8	23.8	-24.6
pair	RSmean	MACD	pos-neg	75	34.7	18.9	57.3	0.8	1.6	0.8	23.8	-24.6
pair	MACD	RSI	neg-pos	27	12.5	17.9	59.3	0.9	2.4	1.3	19.1	-13.8
pair	RSI	MACD	neg-pos	27	12.5	17.9	59.3	0.9	2.4	1.3	19.1	-13.8
pair	RSmean	MACDhist	pos-neg	112	51.9	17.8	54.5	0.8	1.5	0.5	23.7	-39.4
pair	MACDhist	RSmean	pos-neg	112	51.9	17.8	54.5	0.8	1.5	0.5	23.7	-39.4
pair	MACD	RSmean	neg-pos	6	2.8	17.7	66.7	2.2	10.9	32.6	7.5	-0.5
pair	RSmean	MRmean	pos-neg	4	1.9	17.7	75.0	1.6	0.0	7.4	10.4	-2.4
pair	MRmean	RSmean	pos-neg	4	1.9	17.7	75.0	1.6	0.0	7.4	10.4	-2.4
pair	RSmean	MACD	neg-pos	6	2.8	17.7	66.7	2.2	10.9	32.6	7.5	-0.5
pair	MRmean	SLmean	pos-pos	113	52.3	16.6	60.2	0.9	1.6	0.8	20.2	-21.7
pair	SLmean	MRmean	pos-pos	113	52.3	16.6	60.2	0.9	1.6	0.8	20.2	-21.7
pair	RSIhist	SLmean	pos-pos	103	47.7	16.4	61.2	0.9	1.6	0.7	20.2	-24.9
pair	SLmean	RSIhist	pos-pos	103	47.7	16.4	61.2	0.9	1.6	0.7	20.2	-24.9
single	RSIhist	RSIhist	pos-pos	108	50.0	16.3	60.2	0.8	1.7	0.5	20.9	-32.8
pair	SLmean	RSmean	pos-pos	117	54.2	16.3	59.8	0.8	1.6	0.5	20.4	-36.2
pair	RSmean	SLmean	pos-pos	117	54.2	16.3	59.8	0.8	1.6	0.5	20.4	-36.2
single	SLmean	SLmean	pos-pos	122	56.5	16.1	59.8	0.8	1.6	0.5	20.1	-32.6
pair	RSIhist	MRmean	pos-pos	101	46.8	14.7	60.4	0.8	1.5	0.5	20.2	-28.0
pair	MRmean	RSIhist	pos-pos	101	46.8	14.7	60.4	0.8	1.5	0.5	20.2	-28.0
pair	RSIhist	RSmean	pos-pos	101	46.8	14.5	59.4	0.8	1.5	0.4	20.6	-36.4
pair	RSmean	RSIhist	pos-pos	101	46.8	14.5	59.4	0.8	1.5	0.4	20.6	-36.4
pair	RSIhist	SLmean	pos-neg	19	8.8	14.2	52.6	0.8	1.4	1.1	20.1	-12.4
pair	SLmean	RSIhist	pos-neg	19	8.8	14.2	52.6	0.8	1.4	1.1	20.1	-12.4
pair	RSIhist	SLmean	neg-pos	5	2.3	13.7	40.0	0.5	3.4	1.3	35.2	-10.5
pair	SLmean	RSIhist	neg-pos	5	2.3	13.7	40.0	0.5	3.4	1.3	35.2	-10.5
pair	MACD	LWTI	pos-neg	14	6.5	13.2	57.1	0.7	1.2	1.2	19.3	-10.7
pair	LWTI	MACD	pos-neg	14	6.5	13.2	57.1	0.7	1.2	1.2	19.3	-10.7
pair	LWTI	RSIhist	pos-pos	82	38.0	13.1	57.3	0.7	1.4	0.4	21.5	-32.3
pair	RSIhist	LWTI	pos-pos	82	38.0	13.1	57.3	0.7	1.4	0.4	21.5	-32.3
pair	MACDhist	RSI	pos-neg	59	27.3	12.2	50.8	0.7	1.2	0.4	20.6	-28.3
pair	LWTI	SLmean	pos-pos	91	42.1	12.2	57.1	0.7	1.3	0.3	20.8	-37.3
pair	RSI	MACDhist	pos-neg	59	27.3	12.2	50.8	0.7	1.2	0.4	20.6	-28.3
pair	SLmean	LWTI	pos-pos	91	42.1	12.2	57.1	0.7	1.3	0.3	20.8	-37.3
pair	MACDhist	RSI	neg-pos	9	4.2	11.7	66.7	0.7	1.7	0.8	18.4	-15.2
pair	RSI	MACDhist	neg-pos	9	4.2	11.7	66.7	0.7	1.7	0.8	18.4	-15.2
pair	SLmean	RSmean	pos-neg	5	2.3	10.8	60.0	1.1	3.5	4.5	9.8	-2.4
pair	RSmean	SLmean	pos-neg	5	2.3	10.8	60.0	1.1	3.5	4.5	9.8	-2.4
pair	SLmean	RSI	pos-pos	107	49.5	10.6	57.0	0.6	1.1	0.3	19.4	-35.7
pair	RSI	SLmean	pos-pos	107	49.5	10.6	57.0	0.6	1.1	0.3	19.4	-35.7
pair	MACDhist	MACD	pos-neg	55	25.5	9.8	49.1	0.6	0.9	0.3	21.3	-34.7
pair	MACD	MACDhist	pos-neg	55	25.5	9.8	49.1	0.6	0.9	0.3	21.3	-34.7
single	MRmean	MRmean	pos-pos	128	59.3	9.5	57.0	0.5	0.9	0.2	21.7	-47.4
pair	SLmean	MRmean	neg-pos	9	4.2	9.2	55.6	0.5	1.0	0.6	19.9	-16.4
pair	MRmean	SLmean	neg-pos	9	4.2	9.2	55.6	0.5	1.0	0.6	19.9	-16.4
pair	MRmean	RSmean	pos-pos	124	57.4	9.2	56.5	0.5	0.8	0.2	22.0	-50.2
pair	RSmean	MRmean	pos-pos	124	57.4	9.2	56.5	0.5	0.8	0.2	22.0	-50.2
single	MACDhist	MACDhist	neg-neg	128	59.3	8.7	51.6	0.5	0.6	0.1	27.0	-57.5
single	RSmean	RSmean	pos-pos	196	90.7	8.6	53.6	0.5	0.8	0.2	22.5	-43.8
pair	MACD	SLmean	pos-pos	80	37.0	8.3	56.2	0.5	0.9	0.2	19.6	-37.0
pair	SLmean	MACD	pos-pos	80	37.0	8.3	56.2	0.5	0.9	0.2	19.6	-37.0
pair	RSIhist	RSI	pos-pos	91	42.1	8.3	57.1	0.5	0.9	0.2	19.4	-36.1
pair	RSI	RSIhist	pos-pos	91	42.1	8.3	57.1	0.5	0.9	0.2	19.4	-36.1
pair	MACDhist	MACD	neg-neg	73	33.8	7.8	53.4	0.4	0.5	0.1	30.8	-57.5
pair	MACD	MACDhist	neg-neg	73	33.8	7.8	53.4	0.4	0.5	0.1	30.8	-57.5
pair	RSmean	RSI	neg-pos	6	2.8	7.8	50.0	0.9	2.4	3.2	9.0	-2.4
pair	RSI	RSmean	neg-pos	6	2.8	7.8	50.0	0.9	2.4	3.2	9.0	-2.4
pair	MRmean	RSmean	neg-pos	72	33.3	7.6	48.6	0.4	0.8	0.3	23.6	-27.5
pair	RSmean	MRmean	neg-pos	72	33.3	7.6	48.6	0.4	0.8	0.3	23.6	-27.5
pair	MRmean	MACD	neg-pos	37	17.1	7.0	48.6	0.4	0.7	0.4	20.6	-19.3
pair	MACD	MRmean	neg-pos	37	17.1	7.0	48.6	0.4	0.7	0.4	20.6	-19.3
single	MACD	MACD	neg-neg	89	41.2	6.4	53.9	0.4	0.5	0.1	28.6	-57.5
single	RSI	RSI	neg-neg	78	36.1	6.4	53.8	0.4	0.5	0.1	30.3	-57.5
pair	MRmean	MACDhist	neg-pos	11	5.1	5.8	54.5	0.4	1.0	0.3	21.6	-19.2
pair	MACDhist	MRmean	neg-pos	11	5.1	5.8	54.5	0.4	1.0	0.3	21.6	-19.2
pair	RSI	MACDhist	neg-neg	69	31.9	5.7	52.2	0.3	0.5	0.1	31.6	-57.5
pair	MACDhist	RSI	neg-neg	69	31.9	5.7	52.2	0.3	0.5	0.1	31.6	-57.5
pair	MRmean	RSI	pos-pos	116	53.7	5.1	54.3	0.3	0.6	0.1	21.0	-49.7
pair	RSI	MRmean	pos-pos	116	53.7	5.1	54.3	0.3	0.6	0.1	21.0	-49.7
pair	MRmean	LWTI	pos-pos	103	47.7	5.1	54.4	0.3	0.6	0.1	22.4	-54.4
pair	LWTI	MRmean	pos-pos	103	47.7	5.1	54.4	0.3	0.6	0.1	22.4	-54.4
pair		benchmark___benchmark_	benchmark-benchmark	216	100.0	4.6	52.8	0.3	0.5	0.1	24.4	-57.5
pair	benchmark___benchmark_		benchmark-benchmark	216	100.0	4.6	52.8	0.3	0.5	0.1	24.4	-57.5
pair	MACD	RSIhist	pos-pos	64	29.6	4.5	56.2	0.3	0.5	0.1	19.6	-35.7
pair	RSIhist	MACD	pos-pos	64	29.6	4.5	56.2	0.3	0.5	0.1	19.6	-35.7
single	RSI	RSI	pos-pos	138	63.9	3.6	52.2	0.3	0.4	0.1	20.5	-51.3
pair	RSI	RSmean	pos-pos	132	61.1	3.4	52.3	0.3	0.4	0.1	20.9	-53.6
pair	RSmean	RSI	pos-pos	132	61.1	3.4	52.3	0.3	0.4	0.1	20.9	-53.6
single	MACD	MACD	pos-pos	127	58.8	3.3	52.0	0.3	0.4	0.1	21.2	-45.9
pair	MACD	RSmean	pos-pos	121	56.0	2.7	51.2	0.2	0.4	0.1	21.6	-50.7
pair	RSmean	MACD	pos-pos	121	56.0	2.7	51.2	0.2	0.4	0.1	21.6	-50.7
pair	RSmean	RSIhist	pos-neg	95	44.0	2.7	47.4	0.2	0.4	0.1	24.4	-46.9
pair	RSIhist	RSmean	pos-neg	95	44.0	2.7	47.4	0.2	0.4	0.1	24.4	-46.9
pair	LWTI	MACD	pos-pos	113	52.3	2.2	51.3	0.2	0.3	0.0	21.5	-53.2
pair	MACD	LWTI	pos-pos	113	52.3	2.2	51.3	0.2	0.3	0.0	21.5	-53.2
pair	RSIhist	MACD	pos-neg	63	29.2	2.2	47.6	0.2	0.3	0.1	22.9	-37.0
pair	MACD	RSIhist	pos-neg	63	29.2	2.2	47.6	0.2	0.3	0.1	22.9	-37.0
pair	MRmean	MACD	pos-pos	90	41.7	1.9	53.3	0.2	0.3	0.0	21.5	-49.4
pair	MACD	MRmean	pos-pos	90	41.7	1.9	53.3	0.2	0.3	0.0	21.5	-49.4
pair	RSI	MACD	neg-neg	62	28.7	1.8	51.6	0.2	0.3	0.0	31.9	-57.5
pair	MACD	RSI	neg-neg	62	28.7	1.8	51.6	0.2	0.3	0.0	31.9	-57.5
pair	SLmean	MACDhist	pos-pos	68	31.5	1.4	55.9	0.2	0.3	0.0	17.9	-38.1
pair	MACDhist	SLmean	pos-pos	68	31.5	1.4	55.9	0.2	0.3	0.0	17.9	-38.1
pair	MACDhist	RSIhist	pos-pos	65	30.1	0.6	55.4	0.1	0.2	0.0	17.7	-40.0
pair	RSIhist	MACDhist	pos-pos	65	30.1	0.6	55.4	0.1	0.2	0.0	17.7	-40.0
pair	RSmean	LWTI	pos-pos	140	64.8	0.5	50.0	0.1	0.2	0.0	22.7	-73.7
pair	LWTI	RSmean	pos-pos	140	64.8	0.5	50.0	0.1	0.2	0.0	22.7	-73.7
pair	RSI	MACD	pos-pos	111	51.4	0.4	50.5	0.1	0.2	0.0	20.8	-56.2
pair	MACD	RSI	pos-pos	111	51.4	0.4	50.5	0.1	0.2	0.0	20.8	-56.2
pair	MACDhist	MACD	neg-pos	16	7.4	0.3	56.2	0.1	0.2	0.0	15.4	-23.4
pair	MACD	MACDhist	neg-pos	16	7.4	0.3	56.2	0.1	0.2	0.0	15.4	-23.4
pair	RSI	LWTI	pos-pos	117	54.2	-0.2	49.6	0.1	0.1	-0.0	20.8	-63.0
pair	LWTI	RSI	pos-pos	117	54.2	-0.2	49.6	0.1	0.1	-0.0	20.8	-63.0
pair	MACDhist	LWTI	pos-pos	80	37.0	-0.9	53.8	0.1	0.1	-0.0	20.3	-36.3
pair	LWTI	MACDhist	pos-pos	80	37.0	-0.9	53.8	0.1	0.1	-0.0	20.3	-36.3
single	MACDhist	MACDhist	pos-pos	88	40.7	-1.0	54.5	0.1	0.1	-0.0	20.2	-43.5
pair	MACDhist	MACD	pos-pos	72	33.3	-1.3	54.2	0.0	0.1	-0.0	21.2	-33.9
pair	MACD	MACDhist	pos-pos	72	33.3	-1.3	54.2	0.0	0.1	-0.0	21.2	-33.9
pair	RSI	MRmean	neg-neg	66	30.6	-1.4	48.5	0.1	0.2	-0.0	30.9	-57.5
pair	MRmean	RSI	neg-neg	66	30.6	-1.4	48.5	0.1	0.2	-0.0	30.9	-57.5
pair	SLmean	RSmean	neg-pos	79	36.6	-1.8	44.3	0.1	0.1	-0.0	25.2	-45.3
pair	RSmean	SLmean	neg-pos	79	36.6	-1.8	44.3	0.1	0.1	-0.0	25.2	-45.3
pair	MRmean	MACDhist	pos-pos	77	35.6	-2.0	54.5	0.0	0.0	-0.0	20.1	-45.1
pair	MACDhist	MRmean	pos-pos	77	35.6	-2.0	54.5	0.0	0.0	-0.0	20.1	-45.1
single	MRmean	MRmean	neg-neg	88	40.7	-2.1	46.6	0.1	0.1	-0.0	28.1	-57.5
pair	LWTI	MACDhist	pos-neg	8	3.7	-2.3	62.5	-0.0	-0.0	-0.1	19.9	-14.7
pair	MACDhist	LWTI	pos-neg	8	3.7	-2.3	62.5	-0.0	-0.0	-0.1	19.9	-14.7
pair	MACDhist	RSI	pos-pos	79	36.6	-2.4	53.2	-0.0	-0.0	-0.1	20.4	-46.5
pair	RSI	MACDhist	pos-pos	79	36.6	-2.4	53.2	-0.0	-0.0	-0.1	20.4	-46.5
pair	MACDhist	RSmean	pos-pos	84	38.9	-2.5	52.4	-0.0	-0.0	-0.1	20.5	-48.8
pair	RSmean	MACDhist	pos-pos	84	38.9	-2.5	52.4	-0.0	-0.0	-0.1	20.5	-48.8
pair	MACDhist	MRmean	neg-neg	77	35.6	-3.1	45.5	0.0	0.1	-0.1	29.0	-57.5
pair	MRmean	MACDhist	neg-neg	77	35.6	-3.1	45.5	0.0	0.1	-0.1	29.0	-57.5
pair	MRmean	SLmean	neg-neg	79	36.6	-3.3	45.6	0.0	0.1	-0.1	28.9	-57.5
pair	SLmean	MRmean	neg-neg	79	36.6	-3.3	45.6	0.0	0.1	-0.1	28.9	-57.5
single	LWTI	LWTI	pos-pos	159	73.6	-3.8	49.1	-0.0	-0.0	-0.1	25.2	-71.9
pair	SLmean	RSI	neg-neg	63	29.2	-3.9	47.6	0.0	0.1	-0.1	31.4	-57.5
pair	RSI	SLmean	neg-neg	63	29.2	-3.9	47.6	0.0	0.1	-0.1	31.4	-57.5
pair	RSI	MRmean	neg-pos	22	10.2	-4.1	40.9	-0.1	-0.2	-0.2	17.6	-17.2
pair	MRmean	RSI	neg-pos	22	10.2	-4.1	40.9	-0.1	-0.2	-0.2	17.6	-17.2
pair	SLmean	MACD	neg-pos	47	21.8	-4.6	44.7	-0.1	-0.1	-0.1	23.6	-39.2
pair	MACD	SLmean	neg-pos	47	21.8	-4.6	44.7	-0.1	-0.1	-0.1	23.6	-39.2
pair	RSI	RSIhist	pos-neg	47	21.8	-4.9	42.6	-0.1	-0.1	-0.1	22.5	-41.9
pair	RSIhist	RSI	pos-neg	47	21.8	-4.9	42.6	-0.1	-0.1	-0.1	22.5	-41.9
pair	RSIhist	MRmean	neg-neg	81	37.5	-5.1	45.7	-0.0	-0.1	-0.1	27.9	-57.5
pair	MRmean	RSIhist	neg-neg	81	37.5	-5.1	45.7	-0.0	-0.1	-0.1	27.9	-57.5
pair	RSIhist	MACDhist	pos-neg	23	10.6	-5.6	52.2	-0.1	-0.1	-0.2	26.3	-31.0
pair	MACDhist	RSIhist	pos-neg	23	10.6	-5.6	52.2	-0.1	-0.1	-0.2	26.3	-31.0
single	RSIhist	RSIhist	neg-neg	108	50.0	-5.9	45.4	-0.1	-0.1	-0.1	27.4	-60.6
pair	RSIhist	MACDhist	neg-neg	85	39.4	-6.0	43.5	-0.1	-0.1	-0.1	27.8	-57.5
pair	MACDhist	RSIhist	neg-neg	85	39.4	-6.0	43.5	-0.1	-0.1	-0.1	27.8	-57.5
pair	LWTI	MACDhist	neg-pos	79	36.6	-6.7	44.3	-0.1	-0.1	-0.1	29.5	-61.6
pair	MACDhist	LWTI	neg-pos	79	36.6	-6.7	44.3	-0.1	-0.1	-0.1	29.5	-61.6
pair	RSI	RSIhist	neg-neg	61	28.2	-6.7	47.5	-0.1	-0.1	-0.1	30.8	-57.5
pair	RSIhist	RSI	neg-neg	61	28.2	-6.7	47.5	-0.1	-0.1	-0.1	30.8	-57.5
pair	MRmean	MACD	neg-neg	51	23.6	-8.1	45.1	-0.1	-0.1	-0.1	32.5	-57.5
pair	MACD	MRmean	neg-neg	51	23.6	-8.1	45.1	-0.1	-0.1	-0.1	32.5	-57.5
pair	RSIhist	MRmean	pos-neg	27	12.5	-8.3	44.4	-0.2	-0.3	-0.2	26.3	-34.8
pair	MRmean	RSIhist	pos-neg	27	12.5	-8.3	44.4	-0.2	-0.3	-0.2	26.3	-34.8
pair	SLmean	MACDhist	neg-neg	74	34.3	-8.5	41.9	-0.1	-0.2	-0.1	29.5	-60.6
pair	MACDhist	SLmean	neg-neg	74	34.3	-8.5	41.9	-0.1	-0.2	-0.1	29.5	-60.6
single	SLmean	SLmean	neg-neg	94	43.5	-8.6	43.6	-0.2	-0.2	-0.1	28.9	-64.5
pair	MACDhist	SLmean	neg-pos	20	9.3	-9.0	50.0	-0.2	-0.3	-0.3	27.1	-30.0
pair	SLmean	MACDhist	neg-pos	20	9.3	-9.0	50.0	-0.2	-0.3	-0.3	27.1	-30.0
pair	RSIhist	SLmean	neg-neg	89	41.2	-9.7	43.8	-0.2	-0.3	-0.1	28.7	-69.8
pair	SLmean	RSIhist	neg-neg	89	41.2	-9.7	43.8	-0.2	-0.3	-0.1	28.7	-69.8
pair	SLmean	MACD	neg-neg	47	21.8	-12.5	42.6	-0.2	-0.3	-0.2	33.6	-57.5
pair	MACD	SLmean	neg-neg	47	21.8	-12.5	42.6	-0.2	-0.3	-0.2	33.6	-57.5
pair	RSI	LWTI	neg-pos	42	19.4	-13.3	47.6	-0.2	-0.3	-0.2	35.0	-57.5
pair	LWTI	RSI	neg-pos	42	19.4	-13.3	47.6	-0.2	-0.3	-0.2	35.0	-57.5
pair	RSIhist	MACD	neg-neg	45	20.8	-16.2	42.2	-0.4	-0.5	-0.3	32.8	-61.1
pair	MACD	RSIhist	neg-neg	45	20.8	-16.2	42.2	-0.4	-0.5	-0.3	32.8	-61.1
pair	LWTI	MACD	neg-pos	46	21.3	-17.1	43.5	-0.4	-0.5	-0.3	32.8	-57.5
pair	MACD	LWTI	neg-pos	46	21.3	-17.1	43.5	-0.4	-0.5	-0.3	32.8	-57.5
pair	SLmean	RSI	neg-pos	31	14.4	-17.5	35.5	-0.7	-0.9	-0.4	23.0	-48.9
pair	RSI	SLmean	neg-pos	31	14.4	-17.5	35.5	-0.7	-0.9	-0.4	23.0	-48.9
pair	MRmean	LWTI	neg-pos	56	25.9	-18.3	39.3	-0.5	-0.7	-0.3	29.5	-60.2
pair	LWTI	MRmean	neg-pos	56	25.9	-18.3	39.3	-0.5	-0.7	-0.3	29.5	-60.2
pair	LWTI	RSIhist	neg-pos	77	35.6	-19.0	40.3	-0.6	-0.8	-0.3	28.1	-73.7
pair	RSIhist	LWTI	neg-pos	77	35.6	-19.0	40.3	-0.6	-0.8	-0.3	28.1	-73.7
pair	SLmean	LWTI	neg-pos	68	31.5	-21.7	38.2	-0.7	-0.9	-0.3	29.5	-74.5
pair	LWTI	SLmean	neg-pos	68	31.5	-21.7	38.2	-0.7	-0.9	-0.3	29.5	-74.5
single	RSmean	RSmean	neg-neg	20	9.3	-27.7	45.0	-0.6	-0.7	-0.5	38.2	-57.5
pair	LWTI	RSmean	neg-pos	19	8.8	-30.2	42.1	-0.7	-0.8	-0.5	39.1	-57.5
pair	RSmean	LWTI	neg-pos	19	8.8	-30.2	42.1	-0.7	-0.8	-0.5	39.1	-57.5
pair	SLmean	MRmean	pos-neg	15	6.9	-32.2	33.3	-1.2	-1.7	-0.7	28.1	-48.4
pair	MRmean	SLmean	pos-neg	15	6.9	-32.2	33.3	-1.2	-1.7	-0.7	28.1	-48.4
pair	RSmean	MRmean	neg-neg	16	7.4	-36.0	37.5	-0.8	-1.0	-0.6	42.2	-57.5
pair	MRmean	RSmean	neg-neg	16	7.4	-36.0	37.5	-0.8	-1.0	-0.6	42.2	-57.5
pair	RSmean	SLmean	neg-neg	15	6.9	-37.3	40.0	-0.8	-1.0	-0.7	43.7	-57.5
pair	SLmean	RSmean	neg-neg	15	6.9	-37.3	40.0	-0.8	-1.0	-0.7	43.7	-57.5
pair	MACDhist	RSmean	neg-neg	16	7.4	-38.0	31.2	-0.9	-1.1	-0.7	42.0	-57.5
pair	RSmean	MACDhist	neg-neg	16	7.4	-38.0	31.2	-0.9	-1.1	-0.7	42.0	-57.5
pair	RSmean	RSI	neg-neg	14	6.5	-39.0	42.9	-0.8	-1.0	-0.7	45.3	-57.5
pair	RSI	RSmean	neg-neg	14	6.5	-39.0	42.9	-0.8	-1.0	-0.7	45.3	-57.5
pair	MACD	RSmean	neg-neg	14	6.5	-41.3	35.7	-0.9	-1.2	-0.7	45.0	-57.5
pair	RSmean	MACD	neg-neg	14	6.5	-41.3	35.7	-0.9	-1.2	-0.7	45.0	-57.5
pair	RSIhist	RSmean	neg-neg	13	6.0	-50.3	30.8	-1.4	-1.6	-0.9	41.0	-57.5
pair	RSmean	RSIhist	neg-neg	13	6.0	-50.3	30.8	-1.4	-1.6	-0.9	41.0	-57.5

All Contingency Tables for THD

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 60% Sharpe 0.86 \| Sortino 1.64 \| Calmar 0.8 Vol 20% \| MDD -21.7% Months 113M (52%)	CAGR -32.2% \| Win 33% Sharpe -1.23 \| Sortino -1.74 \| Calmar -0.7 Vol 28% \| MDD -48.4% Months 15M (7%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 9.2% \| Win 56% Sharpe 0.53 \| Sortino 0.98 \| Calmar 0.6 Vol 20% \| MDD -16.4% Months 9M (4%)	CAGR -3.3% \| Win 46% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 29% \| MDD -57.5% Months 79M (37%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
SLmean only	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 56% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -50.2% Months 124M (57%)	CAGR 17.7% \| Win 75% Sharpe 1.63 \| Sortino 0.00 \| Calmar 7.4 Vol 10% \| MDD -2.4% Months 4M (2%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 7.6% \| Win 49% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.3 Vol 24% \| MDD -27.5% Months 72M (33%)	CAGR -36.0% \| Win 38% Sharpe -0.81 \| Sortino -0.96 \| Calmar -0.6 Vol 42% \| MDD -57.5% Months 16M (7%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
RSmean only	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 53% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 22% \| MDD -49.4% Months 90M (42%)	CAGR 29.7% \| Win 66% Sharpe 1.32 \| Sortino 2.98 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 38M (18%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 7.0% \| Win 49% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.4 Vol 21% \| MDD -19.3% Months 37M (17%)	CAGR -8.1% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 32% \| MDD -57.5% Months 51M (24%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
MACD only	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 54% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 21% \| MDD -49.7% Months 116M (54%)	CAGR 61.7% \| Win 83% Sharpe 2.07 \| Sortino 2.33 \| Calmar 6.5 Vol 25% \| MDD -9.5% Months 12M (6%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR -4.1% \| Win 41% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.2 Vol 18% \| MDD -17.2% Months 22M (10%)	CAGR -1.4% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -57.5% Months 66M (31%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
RSI only	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 20% \| MDD -45.1% Months 77M (36%)	CAGR 29.3% \| Win 61% Sharpe 1.23 \| Sortino 2.41 \| Calmar 1.5 Vol 23% \| MDD -19.5% Months 51M (24%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 5.8% \| Win 55% Sharpe 0.36 \| Sortino 1.04 \| Calmar 0.3 Vol 22% \| MDD -19.2% Months 11M (5%)	CAGR -3.1% \| Win 46% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -57.5% Months 77M (36%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.7% \| Win 60% Sharpe 0.78 \| Sortino 1.49 \| Calmar 0.5 Vol 20% \| MDD -28.0% Months 101M (47%)	CAGR -8.3% \| Win 44% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.2 Vol 26% \| MDD -34.8% Months 27M (12%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 41.2% \| Win 57% Sharpe 1.29 \| Sortino 4.98 \| Calmar 4.3 Vol 30% \| MDD -9.5% Months 7M (3%)	CAGR -5.1% \| Win 46% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 28% \| MDD -57.5% Months 81M (38%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 54% Sharpe 0.33 \| Sortino 0.56 \| Calmar 0.1 Vol 22% \| MDD -54.4% Months 103M (48%)	CAGR 29.5% \| Win 68% Sharpe 1.54 \| Sortino 2.32 \| Calmar 2.8 Vol 18% \| MDD -10.7% Months 25M (12%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR -18.3% \| Win 39% Sharpe -0.52 \| Sortino -0.66 \| Calmar -0.3 Vol 30% \| MDD -60.2% Months 56M (26%)	CAGR 34.4% \| Win 59% Sharpe 1.39 \| Sortino 3.59 \| Calmar 2.5 Vol 23% \| MDD -13.6% Months 32M (15%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 16.3% \| Win 60% Sharpe 0.84 \| Sortino 1.62 \| Calmar 0.5 Vol 20% \| MDD -36.2% Months 117M (54%)	CAGR 10.8% \| Win 60% Sharpe 1.09 \| Sortino 3.52 \| Calmar 4.5 Vol 10% \| MDD -2.4% Months 5M (2%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR -1.8% \| Win 44% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 25% \| MDD -45.3% Months 79M (37%)	CAGR -37.3% \| Win 40% Sharpe -0.82 \| Sortino -0.98 \| Calmar -0.6 Vol 44% \| MDD -57.5% Months 15M (7%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
RSmean only	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.3% \| Win 56% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.2 Vol 20% \| MDD -37.0% Months 80M (37%)	CAGR 32.4% \| Win 67% Sharpe 1.48 \| Sortino 3.78 \| Calmar 2.8 Vol 21% \| MDD -11.7% Months 42M (19%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR -4.6% \| Win 45% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 24% \| MDD -39.2% Months 47M (22%)	CAGR -12.5% \| Win 43% Sharpe -0.22 \| Sortino -0.30 \| Calmar -0.2 Vol 34% \| MDD -57.5% Months 47M (22%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
MACD only	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.6% \| Win 57% Sharpe 0.62 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -35.7% Months 107M (50%)	CAGR 63.4% \| Win 80% Sharpe 2.35 \| Sortino 4.59 \| Calmar 6.7 Vol 22% \| MDD -9.5% Months 15M (7%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR -17.5% \| Win 36% Sharpe -0.71 \| Sortino -0.95 \| Calmar -0.4 Vol 23% \| MDD -48.9% Months 31M (14%)	CAGR -3.9% \| Win 48% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 31% \| MDD -57.5% Months 63M (29%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
RSI only	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 1.4% \| Win 56% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.0 Vol 18% \| MDD -38.1% Months 68M (32%)	CAGR 37.6% \| Win 65% Sharpe 1.59 \| Sortino 3.31 \| Calmar 3.6 Vol 22% \| MDD -10.4% Months 54M (25%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR -9.0% \| Win 50% Sharpe -0.21 \| Sortino -0.32 \| Calmar -0.3 Vol 27% \| MDD -30.0% Months 20M (9%)	CAGR -8.5% \| Win 42% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 30% \| MDD -60.6% Months 74M (34%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 16.4% \| Win 61% Sharpe 0.86 \| Sortino 1.62 \| Calmar 0.7 Vol 20% \| MDD -24.9% Months 103M (48%)	CAGR 14.2% \| Win 53% Sharpe 0.76 \| Sortino 1.44 \| Calmar 1.1 Vol 20% \| MDD -12.4% Months 19M (9%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR 13.7% \| Win 40% Sharpe 0.50 \| Sortino 3.44 \| Calmar 1.3 Vol 35% \| MDD -10.5% Months 5M (2%)	CAGR -9.7% \| Win 44% Sharpe -0.20 \| Sortino -0.27 \| Calmar -0.1 Vol 29% \| MDD -69.8% Months 89M (41%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 57% Sharpe 0.66 \| Sortino 1.30 \| Calmar 0.3 Vol 21% \| MDD -37.3% Months 91M (42%)	CAGR 28.3% \| Win 68% Sharpe 1.49 \| Sortino 2.36 \| Calmar 1.7 Vol 18% \| MDD -16.9% Months 31M (14%)	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)
SLmean neg	CAGR -21.7% \| Win 38% Sharpe -0.67 \| Sortino -0.87 \| Calmar -0.3 Vol 30% \| MDD -74.5% Months 68M (32%)	CAGR 37.0% \| Win 58% Sharpe 1.42 \| Sortino 3.80 \| Calmar 3.3 Vol 24% \| MDD -11.2% Months 26M (12%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.7% \| Win 51% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 22% \| MDD -50.7% Months 121M (56%)	CAGR 18.9% \| Win 57% Sharpe 0.85 \| Sortino 1.61 \| Calmar 0.8 Vol 24% \| MDD -24.6% Months 75M (35%)	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)
RSmean neg	CAGR 17.7% \| Win 67% Sharpe 2.22 \| Sortino 10.94 \| Calmar 32.6 Vol 8% \| MDD -0.5% Months 6M (3%)	CAGR -41.3% \| Win 36% Sharpe -0.92 \| Sortino -1.16 \| Calmar -0.7 Vol 45% \| MDD -57.5% Months 14M (6%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)
MACD only	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 21% \| MDD -53.6% Months 132M (61%)	CAGR 20.2% \| Win 56% Sharpe 0.85 \| Sortino 1.58 \| Calmar 0.7 Vol 25% \| MDD -27.2% Months 64M (30%)	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)
RSmean neg	CAGR 7.8% \| Win 50% Sharpe 0.87 \| Sortino 2.38 \| Calmar 3.2 Vol 9% \| MDD -2.4% Months 6M (3%)	CAGR -39.0% \| Win 43% Sharpe -0.83 \| Sortino -1.03 \| Calmar -0.7 Vol 45% \| MDD -57.5% Months 14M (6%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)
RSI only	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -2.5% \| Win 52% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 20% \| MDD -48.8% Months 84M (39%)	CAGR 17.8% \| Win 55% Sharpe 0.81 \| Sortino 1.47 \| Calmar 0.5 Vol 24% \| MDD -39.4% Months 112M (52%)	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)
RSmean neg	CAGR 34.4% \| Win 100% Sharpe 5.26 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 4M (2%)	CAGR -38.0% \| Win 31% Sharpe -0.90 \| Sortino -1.09 \| Calmar -0.7 Vol 42% \| MDD -57.5% Months 16M (7%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 14.5% \| Win 59% Sharpe 0.76 \| Sortino 1.48 \| Calmar 0.4 Vol 21% \| MDD -36.4% Months 101M (47%)	CAGR 2.7% \| Win 47% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -46.9% Months 95M (44%)	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)
RSmean neg	CAGR 45.4% \| Win 71% Sharpe 1.60 \| Sortino 18.37 \| Calmar 18.9 Vol 25% \| MDD -2.4% Months 7M (3%)	CAGR -50.3% \| Win 31% Sharpe -1.44 \| Sortino -1.59 \| Calmar -0.9 Vol 41% \| MDD -57.5% Months 13M (6%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 0.5% \| Win 50% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 23% \| MDD -73.7% Months 140M (65%)	CAGR 32.0% \| Win 62% Sharpe 1.43 \| Sortino 3.03 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 56M (26%)	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)
RSmean neg	CAGR -30.2% \| Win 42% Sharpe -0.70 \| Sortino -0.79 \| Calmar -0.5 Vol 39% \| MDD -57.5% Months 19M (9%)	CAGR 43.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.4% \| Win 50% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 21% \| MDD -56.2% Months 111M (51%)	CAGR 26.3% \| Win 62% Sharpe 1.12 \| Sortino 2.07 \| Calmar 2.1 Vol 23% \| MDD -12.7% Months 16M (7%)	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)
MACD neg	CAGR 17.9% \| Win 59% Sharpe 0.95 \| Sortino 2.41 \| Calmar 1.3 Vol 19% \| MDD -13.8% Months 27M (12%)	CAGR 1.8% \| Win 52% Sharpe 0.22 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -57.5% Months 62M (29%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)
RSI only	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -1.3% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 21% \| MDD -33.9% Months 72M (33%)	CAGR 9.8% \| Win 49% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.3 Vol 21% \| MDD -34.7% Months 55M (26%)	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)
MACD neg	CAGR 0.3% \| Win 56% Sharpe 0.09 \| Sortino 0.22 \| Calmar 0.0 Vol 15% \| MDD -23.4% Months 16M (7%)	CAGR 7.8% \| Win 53% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -57.5% Months 73M (34%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.5% \| Win 56% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 20% \| MDD -35.7% Months 64M (30%)	CAGR 2.2% \| Win 48% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.1 Vol 23% \| MDD -37.0% Months 63M (29%)	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)
MACD neg	CAGR 35.9% \| Win 66% Sharpe 1.51 \| Sortino 4.30 \| Calmar 3.1 Vol 22% \| MDD -11.7% Months 44M (20%)	CAGR -16.2% \| Win 42% Sharpe -0.36 \| Sortino -0.47 \| Calmar -0.3 Vol 33% \| MDD -61.1% Months 45M (21%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.2% \| Win 51% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.0 Vol 22% \| MDD -53.2% Months 113M (52%)	CAGR 13.2% \| Win 57% Sharpe 0.73 \| Sortino 1.17 \| Calmar 1.2 Vol 19% \| MDD -10.7% Months 14M (6%)	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)
MACD neg	CAGR -17.1% \| Win 44% Sharpe -0.40 \| Sortino -0.54 \| Calmar -0.3 Vol 33% \| MDD -57.5% Months 46M (21%)	CAGR 39.1% \| Win 65% Sharpe 1.66 \| Sortino 3.87 \| Calmar 2.9 Vol 21% \| MDD -13.6% Months 43M (20%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -2.4% \| Win 53% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 20% \| MDD -46.5% Months 79M (37%)	CAGR 12.2% \| Win 51% Sharpe 0.66 \| Sortino 1.18 \| Calmar 0.4 Vol 21% \| MDD -28.3% Months 59M (27%)	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)
RSI neg	CAGR 11.7% \| Win 67% Sharpe 0.69 \| Sortino 1.70 \| Calmar 0.8 Vol 18% \| MDD -15.2% Months 9M (4%)	CAGR 5.7% \| Win 52% Sharpe 0.34 \| Sortino 0.46 \| Calmar 0.1 Vol 32% \| MDD -57.5% Months 69M (32%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.3% \| Win 57% Sharpe 0.51 \| Sortino 0.93 \| Calmar 0.2 Vol 19% \| MDD -36.1% Months 91M (42%)	CAGR -4.9% \| Win 43% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 22% \| MDD -41.9% Months 47M (22%)	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)
RSI neg	CAGR 70.4% \| Win 76% Sharpe 2.29 \| Sortino 6.15 \| Calmar 7.4 Vol 25% \| MDD -9.5% Months 17M (8%)	CAGR -6.7% \| Win 48% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 31% \| MDD -57.5% Months 61M (28%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -0.2% \| Win 50% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 21% \| MDD -63.0% Months 117M (54%)	CAGR 27.3% \| Win 67% Sharpe 1.44 \| Sortino 2.12 \| Calmar 1.9 Vol 18% \| MDD -14.7% Months 21M (10%)	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)
RSI neg	CAGR -13.3% \| Win 48% Sharpe -0.22 \| Sortino -0.30 \| Calmar -0.2 Vol 35% \| MDD -57.5% Months 42M (19%)	CAGR 35.2% \| Win 61% Sharpe 1.45 \| Sortino 3.59 \| Calmar 2.6 Vol 23% \| MDD -13.6% Months 36M (17%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 0.6% \| Win 55% Sharpe 0.12 \| Sortino 0.20 \| Calmar 0.0 Vol 18% \| MDD -40.0% Months 65M (30%)	CAGR -5.6% \| Win 52% Sharpe -0.09 \| Sortino -0.13 \| Calmar -0.2 Vol 26% \| MDD -31.0% Months 23M (11%)	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)
MACDhist neg	CAGR 44.8% \| Win 67% Sharpe 1.71 \| Sortino 4.11 \| Calmar 4.0 Vol 24% \| MDD -11.2% Months 43M (20%)	CAGR -6.0% \| Win 44% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 28% \| MDD -57.5% Months 85M (39%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)
RSIhist only	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -0.9% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 20% \| MDD -36.3% Months 80M (37%)	CAGR -2.3% \| Win 62% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -14.7% Months 8M (4%)	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)
MACDhist neg	CAGR -6.7% \| Win 44% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 30% \| MDD -61.6% Months 79M (37%)	CAGR 38.9% \| Win 63% Sharpe 1.69 \| Sortino 4.08 \| Calmar 2.9 Vol 21% \| MDD -13.6% Months 49M (23%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.1% \| Win 57% Sharpe 0.68 \| Sortino 1.44 \| Calmar 0.4 Vol 22% \| MDD -32.3% Months 82M (38%)	CAGR 27.1% \| Win 69% Sharpe 1.38 \| Sortino 2.15 \| Calmar 1.6 Vol 19% \| MDD -16.9% Months 26M (12%)	CAGR 16.3% \| Win 60% Sharpe 0.83 \| Sortino 1.67 \| Calmar 0.5 Vol 21% \| MDD -32.8% Months 108M (50%)
RSIhist neg	CAGR -19.0% \| Win 40% Sharpe -0.59 \| Sortino -0.76 \| Calmar -0.3 Vol 28% \| MDD -73.7% Months 77M (36%)	CAGR 36.7% \| Win 58% Sharpe 1.49 \| Sortino 3.90 \| Calmar 3.3 Vol 23% \| MDD -11.2% Months 31M (14%)	CAGR -5.9% \| Win 45% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 108M (50%)
LWTI only	CAGR -3.8% \| Win 49% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 159M (74%)	CAGR 32.2% \| Win 63% Sharpe 1.45 \| Sortino 3.04 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 57M (26%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 60% Sharpe 0.86 \| Sortino 1.64 \| Calmar 0.8 Vol 20% \| MDD -21.7% Months 113M (52%)	CAGR -32.2% \| Win 33% Sharpe -1.23 \| Sortino -1.74 \| Calmar -0.7 Vol 28% \| MDD -48.4% Months 15M (7%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 9.2% \| Win 56% Sharpe 0.53 \| Sortino 0.98 \| Calmar 0.6 Vol 20% \| MDD -16.4% Months 9M (4%)	CAGR -3.3% \| Win 46% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 29% \| MDD -57.5% Months 79M (37%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
SLmean only	CAGR 16.1% \| Win 60% Sharpe 0.84 \| Sortino 1.60 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 122M (56%)	CAGR -8.6% \| Win 44% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 94M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 56% Sharpe 0.51 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -50.2% Months 124M (57%)	CAGR 17.7% \| Win 75% Sharpe 1.63 \| Sortino 0.00 \| Calmar 7.4 Vol 10% \| MDD -2.4% Months 4M (2%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 7.6% \| Win 49% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.3 Vol 24% \| MDD -27.5% Months 72M (33%)	CAGR -36.0% \| Win 38% Sharpe -0.81 \| Sortino -0.96 \| Calmar -0.6 Vol 42% \| MDD -57.5% Months 16M (7%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
RSmean only	CAGR 8.6% \| Win 54% Sharpe 0.48 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 196M (91%)	CAGR -27.7% \| Win 45% Sharpe -0.63 \| Sortino -0.70 \| Calmar -0.5 Vol 38% \| MDD -57.5% Months 20M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 53% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 22% \| MDD -49.4% Months 90M (42%)	CAGR 29.7% \| Win 66% Sharpe 1.32 \| Sortino 2.98 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 38M (18%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 7.0% \| Win 49% Sharpe 0.43 \| Sortino 0.73 \| Calmar 0.4 Vol 21% \| MDD -19.3% Months 37M (17%)	CAGR -8.1% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 32% \| MDD -57.5% Months 51M (24%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
MACD only	CAGR 3.3% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 127M (59%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (41%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 54% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 21% \| MDD -49.7% Months 116M (54%)	CAGR 61.7% \| Win 83% Sharpe 2.07 \| Sortino 2.33 \| Calmar 6.5 Vol 25% \| MDD -9.5% Months 12M (6%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR -4.1% \| Win 41% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.2 Vol 18% \| MDD -17.2% Months 22M (10%)	CAGR -1.4% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -57.5% Months 66M (31%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
RSI only	CAGR 3.6% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 138M (64%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (36%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 55% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.0 Vol 20% \| MDD -45.1% Months 77M (36%)	CAGR 29.3% \| Win 61% Sharpe 1.23 \| Sortino 2.41 \| Calmar 1.5 Vol 23% \| MDD -19.5% Months 51M (24%)	CAGR 9.5% \| Win 57% Sharpe 0.53 \| Sortino 0.86 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 128M (59%)
MRmean neg	CAGR 5.8% \| Win 55% Sharpe 0.36 \| Sortino 1.04 \| Calmar 0.3 Vol 22% \| MDD -19.2% Months 11M (5%)	CAGR -3.1% \| Win 46% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.1 Vol 29% \| MDD -57.5% Months 77M (36%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (41%)
MACDhist only	CAGR -1.0% \| Win 55% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 88M (41%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (59%)