THD - iShares MSCI Thailand ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

70.4%

Best CAGR

Total Months

6.8%

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	7.7	70.4	76.5	2.3	6.2	7.4	25.0	-9.5
pair	RSIhist	RSI	neg-pos	17	7.7	70.4	76.5	2.3	6.2	7.4	25.0	-9.5
pair	SLmean	RSI	pos-neg	15	6.8	63.4	80.0	2.4	4.6	6.7	22.3	-9.5
pair	RSI	SLmean	pos-neg	15	6.8	63.4	80.0	2.4	4.6	6.7	22.3	-9.5
pair	RSI	MRmean	pos-neg	12	5.4	61.8	83.3	2.1	2.3	6.5	25.0	-9.5
pair	MRmean	RSI	pos-neg	12	5.4	61.8	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	19.4	44.8	67.4	1.7	4.1	4.0	23.6	-11.2
pair	MACDhist	RSIhist	neg-pos	43	19.4	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	19.4	39.1	65.1	1.7	3.9	2.9	21.4	-13.6
pair	LWTI	MACD	neg-neg	43	19.4	39.1	65.1	1.7	3.9	2.9	21.4	-13.6
pair	LWTI	MACDhist	neg-neg	49	22.1	38.9	63.3	1.7	4.1	2.9	20.9	-13.6
pair	MACDhist	LWTI	neg-neg	49	22.1	38.9	63.3	1.7	4.1	2.9	20.9	-13.6
pair	MACDhist	SLmean	pos-neg	54	24.3	37.6	64.8	1.6	3.3	3.6	21.7	-10.4
pair	SLmean	MACDhist	pos-neg	54	24.3	37.6	64.8	1.6	3.3	3.6	21.7	-10.4
pair	LWTI	SLmean	neg-neg	26	11.7	37.0	57.7	1.4	3.8	3.3	24.3	-11.2
pair	SLmean	LWTI	neg-neg	26	11.7	37.0	57.7	1.4	3.8	3.3	24.3	-11.2
pair	RSIhist	LWTI	neg-neg	31	14.0	36.7	58.1	1.5	3.9	3.3	22.8	-11.2
pair	LWTI	RSIhist	neg-neg	31	14.0	36.7	58.1	1.5	3.9	3.3	22.8	-11.2
pair	MACD	RSIhist	neg-pos	44	19.8	35.9	65.9	1.5	4.3	3.1	22.0	-11.7
pair	RSIhist	MACD	neg-pos	44	19.8	35.9	65.9	1.5	4.3	3.1	22.0	-11.7
pair	LWTI	RSI	neg-neg	36	16.2	35.2	61.1	1.4	3.6	2.6	22.7	-13.6
pair	RSI	LWTI	neg-neg	36	16.2	35.2	61.1	1.4	3.6	2.6	22.7	-13.6
pair	LWTI	MRmean	neg-neg	32	14.4	34.4	59.4	1.4	3.6	2.5	23.3	-13.6
pair	MRmean	LWTI	neg-neg	32	14.4	34.4	59.4	1.4	3.6	2.5	23.3	-13.6
pair	MACDhist	RSmean	neg-pos	4	1.8	34.4	100.0	5.3	0.0	0.0	5.7	0.0
pair	RSmean	MACDhist	neg-pos	4	1.8	34.4	100.0	5.3	0.0	0.0	5.7	0.0
pair	MACD	SLmean	pos-neg	42	18.9	32.4	66.7	1.5	3.8	2.8	20.6	-11.7
pair	SLmean	MACD	pos-neg	42	18.9	32.4	66.7	1.5	3.8	2.8	20.6	-11.7
single	LWTI	LWTI	neg-neg	57	25.7	32.2	63.2	1.4	3.0	1.8	20.9	-18.0
pair	LWTI	RSmean	pos-neg	56	25.2	32.0	62.5	1.4	3.0	1.8	21.1	-18.0
pair	RSmean	LWTI	pos-neg	56	25.2	32.0	62.5	1.4	3.0	1.8	21.1	-18.0
pair	MRmean	MACD	pos-neg	38	17.1	29.7	65.8	1.3	3.0	2.4	21.5	-12.2
pair	MACD	MRmean	pos-neg	38	17.1	29.7	65.8	1.3	3.0	2.4	21.5	-12.2
pair	MRmean	LWTI	pos-neg	25	11.3	29.5	68.0	1.5	2.3	2.8	17.9	-10.7
pair	LWTI	MRmean	pos-neg	25	11.3	29.5	68.0	1.5	2.3	2.8	17.9	-10.7
pair	MACDhist	MRmean	pos-neg	51	23.0	29.3	60.8	1.2	2.4	1.5	23.2	-19.5
pair	MRmean	MACDhist	pos-neg	51	23.0	29.3	60.8	1.2	2.4	1.5	23.2	-19.5
pair	SLmean	LWTI	pos-neg	31	14.0	28.3	67.7	1.5	2.4	1.7	17.9	-16.9
pair	LWTI	SLmean	pos-neg	31	14.0	28.3	67.7	1.5	2.4	1.7	17.9	-16.9
pair	RSI	LWTI	pos-neg	21	9.5	27.3	66.7	1.4	2.1	1.9	18.0	-14.7
pair	LWTI	RSI	pos-neg	21	9.5	27.3	66.7	1.4	2.1	1.9	18.0	-14.7
pair	RSIhist	LWTI	pos-neg	26	11.7	27.1	69.2	1.4	2.1	1.6	18.8	-16.9
pair	LWTI	RSIhist	pos-neg	26	11.7	27.1	69.2	1.4	2.1	1.6	18.8	-16.9
pair	MACD	RSI	pos-neg	16	7.2	26.3	62.5	1.1	2.1	2.1	23.4	-12.7
pair	RSI	MACD	pos-neg	16	7.2	26.3	62.5	1.1	2.1	2.1	23.4	-12.7
pair	RSI	RSmean	pos-neg	64	28.8	20.2	56.2	0.8	1.6	0.7	25.4	-27.2
pair	RSmean	RSI	pos-neg	64	28.8	20.2	56.2	0.8	1.6	0.7	25.4	-27.2
pair	MACD	RSmean	pos-neg	75	33.8	18.9	57.3	0.8	1.6	0.8	23.8	-24.6
pair	RSmean	MACD	pos-neg	75	33.8	18.9	57.3	0.8	1.6	0.8	23.8	-24.6
pair	MACD	RSI	neg-pos	27	12.2	17.9	59.3	0.9	2.4	1.3	19.1	-13.8
pair	RSI	MACD	neg-pos	27	12.2	17.9	59.3	0.9	2.4	1.3	19.1	-13.8
pair	RSmean	MACDhist	pos-neg	112	50.5	17.8	54.5	0.8	1.5	0.5	23.7	-39.4
pair	MACDhist	RSmean	pos-neg	112	50.5	17.8	54.5	0.8	1.5	0.5	23.7	-39.4
pair	MACD	RSmean	neg-pos	6	2.7	17.7	66.7	2.2	10.9	32.6	7.5	-0.5
pair	RSmean	MRmean	pos-neg	4	1.8	17.7	75.0	1.6	0.0	7.4	10.4	-2.4
pair	MRmean	RSmean	pos-neg	4	1.8	17.7	75.0	1.6	0.0	7.4	10.4	-2.4
pair	RSmean	MACD	neg-pos	6	2.7	17.7	66.7	2.2	10.9	32.6	7.5	-0.5
pair	MRmean	SLmean	pos-pos	118	53.2	16.1	60.2	0.8	1.6	0.7	19.8	-21.7
pair	SLmean	MRmean	pos-pos	118	53.2	16.1	60.2	0.8	1.6	0.7	19.8	-21.7
pair	RSIhist	SLmean	pos-pos	108	48.6	15.9	61.1	0.8	1.6	0.6	19.8	-24.9
pair	SLmean	RSIhist	pos-pos	108	48.6	15.9	61.1	0.8	1.6	0.6	19.8	-24.9
single	RSIhist	RSIhist	pos-pos	113	50.9	15.8	60.2	0.8	1.6	0.5	20.5	-32.8
pair	SLmean	RSmean	pos-pos	122	55.0	15.8	59.8	0.8	1.6	0.4	20.1	-36.2
pair	RSmean	SLmean	pos-pos	122	55.0	15.8	59.8	0.8	1.6	0.4	20.1	-36.2
single	SLmean	SLmean	pos-pos	127	57.2	15.6	59.8	0.8	1.6	0.5	19.8	-32.6
pair	RSIhist	MRmean	pos-pos	106	47.7	14.3	60.4	0.8	1.5	0.5	19.8	-28.0
pair	MRmean	RSIhist	pos-pos	106	47.7	14.3	60.4	0.8	1.5	0.5	19.8	-28.0
pair	RSIhist	SLmean	pos-neg	19	8.6	14.2	52.6	0.8	1.4	1.1	20.1	-12.4
pair	SLmean	RSIhist	pos-neg	19	8.6	14.2	52.6	0.8	1.4	1.1	20.1	-12.4
pair	RSIhist	RSmean	pos-pos	106	47.7	14.0	59.4	0.8	1.4	0.4	20.2	-36.3
pair	RSmean	RSIhist	pos-pos	106	47.7	14.0	59.4	0.8	1.4	0.4	20.2	-36.3
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	6.3	13.2	57.1	0.7	1.2	1.2	19.3	-10.7
pair	LWTI	MACD	pos-neg	14	6.3	13.2	57.1	0.7	1.2	1.2	19.3	-10.7
pair	LWTI	RSIhist	pos-pos	87	39.2	12.6	57.5	0.7	1.4	0.4	21.0	-32.3
pair	RSIhist	LWTI	pos-pos	87	39.2	12.6	57.5	0.7	1.4	0.4	21.0	-32.3
pair	MACDhist	RSI	pos-neg	59	26.6	12.2	50.8	0.7	1.2	0.4	20.6	-28.3
pair	RSI	MACDhist	pos-neg	59	26.6	12.2	50.8	0.7	1.2	0.4	20.6	-28.3
pair	LWTI	SLmean	pos-pos	96	43.2	11.8	57.3	0.7	1.3	0.3	20.3	-37.3
pair	SLmean	LWTI	pos-pos	96	43.2	11.8	57.3	0.7	1.3	0.3	20.3	-37.3
pair	MACDhist	RSI	neg-pos	9	4.1	11.7	66.7	0.7	1.7	0.8	18.4	-15.2
pair	RSI	MACDhist	neg-pos	9	4.1	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	112	50.5	10.4	57.1	0.6	1.1	0.3	19.1	-35.7
pair	RSI	SLmean	pos-pos	112	50.5	10.4	57.1	0.6	1.1	0.3	19.1	-35.7
pair	MACDhist	MACD	pos-neg	55	24.8	9.8	49.1	0.6	0.9	0.3	21.3	-34.7
pair	MACD	MACDhist	pos-neg	55	24.8	9.8	49.1	0.6	0.9	0.3	21.3	-34.7
pair	SLmean	MRmean	neg-pos	9	4.1	9.2	55.6	0.5	1.0	0.6	19.9	-16.4
pair	MRmean	SLmean	neg-pos	9	4.1	9.2	55.6	0.5	1.0	0.6	19.9	-16.4
single	MRmean	MRmean	pos-pos	134	60.4	8.9	56.7	0.5	0.8	0.2	21.3	-47.4
pair	MRmean	RSmean	pos-pos	130	58.6	8.7	56.2	0.5	0.8	0.2	21.5	-50.2
single	MACDhist	MACDhist	neg-neg	128	57.7	8.7	51.6	0.5	0.6	0.1	27.0	-57.5
pair	RSmean	MRmean	pos-pos	130	58.6	8.7	56.2	0.5	0.8	0.2	21.5	-50.2
single	RSmean	RSmean	pos-pos	202	91.0	8.3	53.5	0.5	0.8	0.2	22.2	-43.8
pair	MACD	SLmean	pos-pos	85	38.3	8.1	56.5	0.5	0.8	0.2	19.1	-37.0
pair	SLmean	MACD	pos-pos	85	38.3	8.1	56.5	0.5	0.8	0.2	19.1	-37.0
pair	RSIhist	RSI	pos-pos	96	43.2	8.1	57.3	0.5	0.9	0.2	18.9	-36.0
pair	RSI	RSIhist	pos-pos	96	43.2	8.1	57.3	0.5	0.9	0.2	18.9	-36.0
pair	MACDhist	MACD	neg-neg	73	32.9	7.8	53.4	0.4	0.5	0.1	30.8	-57.5
pair	MACD	MACDhist	neg-neg	73	32.9	7.8	53.4	0.4	0.5	0.1	30.8	-57.5
pair	RSmean	RSI	neg-pos	6	2.7	7.7	50.0	0.9	2.4	3.2	9.0	-2.4
pair	RSI	RSmean	neg-pos	6	2.7	7.7	50.0	0.9	2.4	3.2	9.0	-2.4
pair	MRmean	RSmean	neg-pos	72	32.4	7.6	48.6	0.4	0.8	0.3	23.6	-27.5
pair	RSmean	MRmean	neg-pos	72	32.4	7.6	48.6	0.4	0.8	0.3	23.6	-27.5
pair	MRmean	MACD	neg-pos	37	16.7	7.0	48.6	0.4	0.7	0.4	20.6	-19.3
pair	MACD	MRmean	neg-pos	37	16.7	7.0	48.6	0.4	0.7	0.4	20.6	-19.3
single	MACD	MACD	neg-neg	89	40.1	6.4	53.9	0.4	0.5	0.1	28.6	-57.5
single	RSI	RSI	neg-neg	78	35.1	6.4	53.8	0.4	0.5	0.1	30.3	-57.5
pair	MRmean	MACDhist	neg-pos	11	5.0	5.8	54.5	0.4	1.0	0.3	21.6	-19.2
pair	MACDhist	MRmean	neg-pos	11	5.0	5.8	54.5	0.4	1.0	0.3	21.6	-19.2
pair	RSI	MACDhist	neg-neg	69	31.1	5.7	52.2	0.3	0.5	0.1	31.6	-57.5
pair	MACDhist	RSI	neg-neg	69	31.1	5.7	52.2	0.3	0.5	0.1	31.6	-57.5
pair	MRmean	RSI	pos-pos	122	55.0	4.8	54.1	0.3	0.5	0.1	20.6	-49.7
pair	RSI	MRmean	pos-pos	122	55.0	4.8	54.1	0.3	0.5	0.1	20.6	-49.7
pair	MRmean	LWTI	pos-pos	109	49.1	4.7	54.1	0.3	0.5	0.1	21.9	-54.4
pair	LWTI	MRmean	pos-pos	109	49.1	4.7	54.1	0.3	0.5	0.1	21.9	-54.4
pair	MACD	RSIhist	pos-pos	69	31.1	4.5	56.5	0.3	0.5	0.1	18.9	-35.7
pair	RSIhist	MACD	pos-pos	69	31.1	4.5	56.5	0.3	0.5	0.1	18.9	-35.7
pair		benchmark___benchmark_	benchmark-benchmark	222	100.0	4.4	52.7	0.3	0.4	0.1	24.2	-57.5
pair	benchmark___benchmark_		benchmark-benchmark	222	100.0	4.4	52.7	0.3	0.4	0.1	24.2	-57.5
single	RSI	RSI	pos-pos	144	64.9	3.4	52.1	0.3	0.4	0.1	20.1	-51.3
pair	RSI	RSmean	pos-pos	138	62.2	3.2	52.2	0.3	0.4	0.1	20.5	-53.6
pair	RSmean	RSI	pos-pos	138	62.2	3.2	52.2	0.3	0.4	0.1	20.5	-53.6
single	MACD	MACD	pos-pos	133	59.9	3.1	51.9	0.2	0.4	0.1	20.8	-45.9
pair	MACD	RSmean	pos-pos	127	57.2	2.5	51.2	0.2	0.3	0.1	21.2	-50.7
pair	RSmean	MACD	pos-pos	127	57.2	2.5	51.2	0.2	0.3	0.1	21.2	-50.7
pair	RSmean	RSIhist	pos-neg	96	43.2	2.3	46.9	0.2	0.3	0.1	24.3	-46.9
pair	RSIhist	RSmean	pos-neg	96	43.2	2.3	46.9	0.2	0.3	0.1	24.3	-46.9
pair	LWTI	MACD	pos-pos	119	53.6	2.0	51.3	0.2	0.3	0.0	21.0	-53.2
pair	MACD	LWTI	pos-pos	119	53.6	2.0	51.3	0.2	0.3	0.0	21.0	-53.2
pair	RSI	MACD	neg-neg	62	27.9	1.8	51.6	0.2	0.3	0.0	31.9	-57.5
pair	MACD	RSI	neg-neg	62	27.9	1.8	51.6	0.2	0.3	0.0	31.9	-57.5
pair	SLmean	MACDhist	pos-pos	73	32.9	1.7	56.2	0.2	0.3	0.0	17.3	-38.1
pair	MACDhist	SLmean	pos-pos	73	32.9	1.7	56.2	0.2	0.3	0.0	17.3	-38.1
pair	MRmean	MACD	pos-pos	96	43.2	1.6	53.1	0.2	0.3	0.0	20.9	-49.4
pair	MACD	MRmean	pos-pos	96	43.2	1.6	53.1	0.2	0.3	0.0	20.9	-49.4
pair	RSIhist	MACD	pos-neg	64	28.8	1.6	46.9	0.2	0.3	0.0	22.7	-37.0
pair	MACD	RSIhist	pos-neg	64	28.8	1.6	46.9	0.2	0.3	0.0	22.7	-37.0
pair	MACDhist	RSIhist	pos-pos	70	31.5	0.9	55.7	0.1	0.2	0.0	17.2	-40.0
pair	RSIhist	MACDhist	pos-pos	70	31.5	0.9	55.7	0.1	0.2	0.0	17.2	-40.0
pair	RSmean	LWTI	pos-pos	146	65.8	0.4	50.0	0.1	0.2	0.0	22.3	-73.7
pair	LWTI	RSmean	pos-pos	146	65.8	0.4	50.0	0.1	0.2	0.0	22.3	-73.7
pair	RSI	MACD	pos-pos	117	52.7	0.3	50.4	0.1	0.2	0.0	20.4	-56.2
pair	MACD	RSI	pos-pos	117	52.7	0.3	50.4	0.1	0.2	0.0	20.4	-56.2
pair	MACDhist	MACD	neg-pos	16	7.2	0.3	56.2	0.1	0.2	0.0	15.4	-23.4
pair	MACD	MACDhist	neg-pos	16	7.2	0.3	56.2	0.1	0.2	0.0	15.4	-23.4
pair	RSI	LWTI	pos-pos	123	55.4	-0.2	49.6	0.1	0.1	-0.0	20.4	-63.0
pair	LWTI	RSI	pos-pos	123	55.4	-0.2	49.6	0.1	0.1	-0.0	20.4	-63.0
pair	MACDhist	LWTI	pos-pos	86	38.7	-1.0	53.5	0.1	0.1	-0.0	19.7	-36.3
pair	LWTI	MACDhist	pos-pos	86	38.7	-1.0	53.5	0.1	0.1	-0.0	19.7	-36.3
single	MACDhist	MACDhist	pos-pos	94	42.3	-1.1	54.3	0.0	0.1	-0.0	19.6	-43.5
pair	MACDhist	MACD	pos-pos	78	35.1	-1.4	53.8	0.0	0.1	-0.0	20.4	-33.9
pair	MRmean	RSI	neg-neg	66	29.7	-1.4	48.5	0.1	0.2	-0.0	30.9	-57.5
pair	RSI	MRmean	neg-neg	66	29.7	-1.4	48.5	0.1	0.2	-0.0	30.9	-57.5
pair	MACD	MACDhist	pos-pos	78	35.1	-1.4	53.8	0.0	0.1	-0.0	20.4	-33.9
pair	MRmean	MACDhist	pos-pos	83	37.4	-2.0	54.2	-0.0	-0.0	-0.0	19.5	-45.1
pair	MACDhist	MRmean	pos-pos	83	37.4	-2.0	54.2	-0.0	-0.0	-0.0	19.5	-45.1
single	MRmean	MRmean	neg-neg	88	39.6	-2.1	46.6	0.1	0.1	-0.0	28.1	-57.5
pair	LWTI	MACDhist	pos-neg	8	3.6	-2.3	62.5	-0.0	-0.0	-0.1	19.9	-14.7
pair	MACDhist	LWTI	pos-neg	8	3.6	-2.3	62.5	-0.0	-0.0	-0.1	19.9	-14.7
pair	RSmean	SLmean	neg-pos	80	36.0	-2.3	43.8	0.0	0.1	-0.1	25.1	-45.3
pair	SLmean	RSmean	neg-pos	80	36.0	-2.3	43.8	0.0	0.1	-0.1	25.1	-45.3
pair	MACDhist	RSI	pos-pos	85	38.3	-2.4	52.9	-0.0	-0.0	-0.1	19.8	-46.5
pair	RSI	MACDhist	pos-pos	85	38.3	-2.4	52.9	-0.0	-0.0	-0.1	19.8	-46.5
pair	MACDhist	RSmean	pos-pos	90	40.5	-2.4	52.2	-0.0	-0.0	-0.1	19.9	-48.8
pair	RSmean	MACDhist	pos-pos	90	40.5	-2.4	52.2	-0.0	-0.0	-0.1	19.9	-48.8
pair	MACDhist	MRmean	neg-neg	77	34.7	-3.1	45.5	0.0	0.1	-0.1	29.0	-57.5
pair	MRmean	MACDhist	neg-neg	77	34.7	-3.1	45.5	0.0	0.1	-0.1	29.0	-57.5
pair	MRmean	SLmean	neg-neg	79	35.6	-3.3	45.6	0.0	0.1	-0.1	28.9	-57.5
pair	SLmean	MRmean	neg-neg	79	35.6	-3.3	45.6	0.0	0.1	-0.1	28.9	-57.5
single	LWTI	LWTI	pos-pos	165	74.3	-3.7	49.1	-0.0	-0.0	-0.1	24.8	-71.9
pair	SLmean	RSI	neg-neg	63	28.4	-3.9	47.6	0.0	0.1	-0.1	31.4	-57.5
pair	RSI	SLmean	neg-neg	63	28.4	-3.9	47.6	0.0	0.1	-0.1	31.4	-57.5
pair	RSI	MRmean	neg-pos	22	9.9	-4.1	40.9	-0.1	-0.2	-0.2	17.6	-17.2
pair	MRmean	RSI	neg-pos	22	9.9	-4.1	40.9	-0.1	-0.2	-0.2	17.6	-17.2
pair	RSIhist	MRmean	neg-neg	81	36.5	-5.1	45.7	-0.0	-0.1	-0.1	27.9	-57.5
pair	MRmean	RSIhist	neg-neg	81	36.5	-5.1	45.7	-0.0	-0.1	-0.1	27.9	-57.5
pair	SLmean	MACD	neg-pos	48	21.6	-5.2	43.8	-0.1	-0.2	-0.1	23.4	-39.2
pair	MACD	SLmean	neg-pos	48	21.6	-5.2	43.8	-0.1	-0.2	-0.1	23.4	-39.2
pair	RSI	RSIhist	pos-neg	48	21.6	-5.5	41.7	-0.1	-0.2	-0.1	22.3	-43.6
pair	RSIhist	RSI	pos-neg	48	21.6	-5.5	41.7	-0.1	-0.2	-0.1	22.3	-43.6
pair	MACDhist	RSIhist	neg-neg	85	38.3	-6.0	43.5	-0.1	-0.1	-0.1	27.8	-57.5
pair	RSIhist	MACDhist	neg-neg	85	38.3	-6.0	43.5	-0.1	-0.1	-0.1	27.8	-57.5
single	RSIhist	RSIhist	neg-neg	109	49.1	-6.2	45.0	-0.1	-0.1	-0.1	27.3	-60.6
pair	LWTI	MACDhist	neg-pos	79	35.6	-6.7	44.3	-0.1	-0.1	-0.1	29.5	-61.6
pair	MACDhist	LWTI	neg-pos	79	35.6	-6.7	44.3	-0.1	-0.1	-0.1	29.5	-61.6
pair	RSI	RSIhist	neg-neg	61	27.5	-6.7	47.5	-0.1	-0.1	-0.1	30.8	-57.5
pair	RSIhist	RSI	neg-neg	61	27.5	-6.7	47.5	-0.1	-0.1	-0.1	30.8	-57.5
pair	MACDhist	RSIhist	pos-neg	24	10.8	-6.7	50.0	-0.1	-0.2	-0.2	25.8	-31.0
pair	RSIhist	MACDhist	pos-neg	24	10.8	-6.7	50.0	-0.1	-0.2	-0.2	25.8	-31.0
pair	MRmean	MACD	neg-neg	51	23.0	-8.2	45.1	-0.1	-0.1	-0.1	32.5	-57.5
pair	MACD	MRmean	neg-neg	51	23.0	-8.2	45.1	-0.1	-0.1	-0.1	32.5	-57.5
pair	SLmean	MACDhist	neg-neg	74	33.3	-8.5	41.9	-0.1	-0.2	-0.1	29.5	-60.6
pair	MACDhist	SLmean	neg-neg	74	33.3	-8.5	41.9	-0.1	-0.2	-0.1	29.5	-60.6
single	SLmean	SLmean	neg-neg	95	42.8	-8.9	43.2	-0.2	-0.2	-0.1	28.8	-64.5
pair	MRmean	RSIhist	pos-neg	28	12.6	-9.2	42.9	-0.2	-0.3	-0.2	25.8	-36.7
pair	RSIhist	MRmean	pos-neg	28	12.6	-9.2	42.9	-0.2	-0.3	-0.2	25.8	-36.7
pair	RSIhist	SLmean	neg-neg	90	40.5	-10.0	43.3	-0.2	-0.3	-0.1	28.5	-69.8
pair	SLmean	RSIhist	neg-neg	90	40.5	-10.0	43.3	-0.2	-0.3	-0.1	28.5	-69.8
pair	MACDhist	SLmean	neg-pos	21	9.5	-10.1	47.6	-0.3	-0.4	-0.3	26.4	-30.4
pair	SLmean	MACDhist	neg-pos	21	9.5	-10.1	47.6	-0.3	-0.4	-0.3	26.4	-30.4
pair	SLmean	MACD	neg-neg	47	21.2	-12.5	42.6	-0.2	-0.3	-0.2	33.6	-57.5
pair	MACD	SLmean	neg-neg	47	21.2	-12.5	42.6	-0.2	-0.3	-0.2	33.6	-57.5
pair	RSI	LWTI	neg-pos	42	18.9	-13.3	47.6	-0.2	-0.3	-0.2	35.0	-57.5
pair	LWTI	RSI	neg-pos	42	18.9	-13.3	47.6	-0.2	-0.3	-0.2	35.0	-57.5
pair	RSIhist	MACD	neg-neg	45	20.3	-16.2	42.2	-0.4	-0.5	-0.3	32.8	-61.1
pair	MACD	RSIhist	neg-neg	45	20.3	-16.2	42.2	-0.4	-0.5	-0.3	32.8	-61.1
pair	LWTI	MACD	neg-pos	46	20.7	-17.1	43.5	-0.4	-0.5	-0.3	32.8	-57.5
pair	MACD	LWTI	neg-pos	46	20.7	-17.1	43.5	-0.4	-0.5	-0.3	32.8	-57.5
pair	SLmean	RSI	neg-pos	32	14.4	-17.9	34.4	-0.8	-1.0	-0.3	22.7	-50.3
pair	RSI	SLmean	neg-pos	32	14.4	-17.9	34.4	-0.8	-1.0	-0.3	22.7	-50.3
pair	MRmean	LWTI	neg-pos	56	25.2	-18.3	39.3	-0.5	-0.7	-0.3	29.5	-60.2
pair	LWTI	MRmean	neg-pos	56	25.2	-18.3	39.3	-0.5	-0.7	-0.3	29.5	-60.2
pair	LWTI	RSIhist	neg-pos	78	35.1	-19.2	39.7	-0.6	-0.8	-0.3	27.9	-74.4
pair	RSIhist	LWTI	neg-pos	78	35.1	-19.2	39.7	-0.6	-0.8	-0.3	27.9	-74.4
pair	SLmean	LWTI	neg-pos	69	31.1	-21.9	37.7	-0.7	-0.9	-0.3	29.3	-75.3
pair	LWTI	SLmean	neg-pos	69	31.1	-21.9	37.7	-0.7	-0.9	-0.3	29.3	-75.3
single	RSmean	RSmean	neg-neg	20	9.0	-27.7	45.0	-0.6	-0.7	-0.5	38.2	-57.5
pair	LWTI	RSmean	neg-pos	19	8.6	-30.2	42.1	-0.7	-0.8	-0.5	39.1	-57.5
pair	RSmean	LWTI	neg-pos	19	8.6	-30.2	42.1	-0.7	-0.8	-0.5	39.1	-57.5
pair	SLmean	MRmean	pos-neg	16	7.2	-32.1	31.2	-1.3	-1.8	-0.6	27.1	-49.9
pair	MRmean	SLmean	pos-neg	16	7.2	-32.1	31.2	-1.3	-1.8	-0.6	27.1	-49.9
pair	RSmean	MRmean	neg-neg	16	7.2	-36.0	37.5	-0.8	-1.0	-0.6	42.2	-57.5
pair	MRmean	RSmean	neg-neg	16	7.2	-36.0	37.5	-0.8	-1.0	-0.6	42.2	-57.5
pair	RSmean	SLmean	neg-neg	15	6.8	-37.3	40.0	-0.8	-1.0	-0.7	43.7	-57.5
pair	SLmean	RSmean	neg-neg	15	6.8	-37.3	40.0	-0.8	-1.0	-0.7	43.7	-57.5
pair	MACDhist	RSmean	neg-neg	16	7.2	-38.0	31.2	-0.9	-1.1	-0.7	42.0	-57.5
pair	RSmean	MACDhist	neg-neg	16	7.2	-38.0	31.2	-0.9	-1.1	-0.7	42.0	-57.5
pair	RSmean	RSI	neg-neg	14	6.3	-39.0	42.9	-0.8	-1.0	-0.7	45.3	-57.5
pair	RSI	RSmean	neg-neg	14	6.3	-39.0	42.9	-0.8	-1.0	-0.7	45.3	-57.5
pair	MACD	RSmean	neg-neg	14	6.3	-41.3	35.7	-0.9	-1.2	-0.7	45.0	-57.5
pair	RSmean	MACD	neg-neg	14	6.3	-41.3	35.7	-0.9	-1.2	-0.7	45.0	-57.5
pair	RSIhist	RSmean	neg-neg	13	5.9	-50.3	30.8	-1.4	-1.6	-0.9	41.0	-57.5
pair	RSmean	RSIhist	neg-neg	13	5.9	-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 16.1% \| Win 60% Sharpe 0.85 \| Sortino 1.61 \| Calmar 0.7 Vol 20% \| MDD -21.7% Months 118M (53%)	CAGR -32.1% \| Win 31% Sharpe -1.27 \| Sortino -1.79 \| Calmar -0.6 Vol 27% \| MDD -49.9% Months 16M (7%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (36%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
SLmean only	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 56% Sharpe 0.49 \| Sortino 0.81 \| Calmar 0.2 Vol 22% \| MDD -50.2% Months 130M (59%)	CAGR 17.7% \| Win 75% Sharpe 1.63 \| Sortino 0.00 \| Calmar 7.4 Vol 10% \| MDD -2.4% Months 4M (2%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
MRmean neg	CAGR 7.6% \| Win 49% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.3 Vol 24% \| MDD -27.5% Months 72M (32%)	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 (40%)
RSmean only	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (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 1.6% \| Win 53% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 21% \| MDD -49.4% Months 96M (43%)	CAGR 29.7% \| Win 66% Sharpe 1.32 \| Sortino 2.98 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 38M (17%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 -8.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 32% \| MDD -57.5% Months 51M (23%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
MACD only	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 54% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -49.7% Months 122M (55%)	CAGR 61.8% \| Win 83% Sharpe 2.07 \| Sortino 2.33 \| Calmar 6.5 Vol 25% \| MDD -9.5% Months 12M (5%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (30%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
RSI only	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 20% \| MDD -45.1% Months 83M (37%)	CAGR 29.3% \| Win 61% Sharpe 1.23 \| Sortino 2.41 \| Calmar 1.5 Vol 23% \| MDD -19.5% Months 51M (23%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (35%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
MACDhist only	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.3% \| Win 60% Sharpe 0.77 \| Sortino 1.46 \| Calmar 0.5 Vol 20% \| MDD -28.0% Months 106M (48%)	CAGR -9.2% \| Win 43% Sharpe -0.24 \| Sortino -0.35 \| Calmar -0.2 Vol 26% \| MDD -36.7% Months 28M (13%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (36%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
RSIhist only	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.53 \| Calmar 0.1 Vol 22% \| MDD -54.4% Months 109M (49%)	CAGR 29.5% \| Win 68% Sharpe 1.54 \| Sortino 2.32 \| Calmar 2.8 Vol 18% \| MDD -10.7% Months 25M (11%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
MRmean neg	CAGR -18.3% \| Win 39% Sharpe -0.52 \| Sortino -0.66 \| Calmar -0.3 Vol 30% \| MDD -60.2% Months 56M (25%)	CAGR 34.4% \| Win 59% Sharpe 1.39 \| Sortino 3.59 \| Calmar 2.5 Vol 23% \| MDD -13.6% Months 32M (14%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 15.8% \| Win 60% Sharpe 0.83 \| Sortino 1.58 \| Calmar 0.4 Vol 20% \| MDD -36.2% Months 122M (55%)	CAGR 10.8% \| Win 60% Sharpe 1.09 \| Sortino 3.52 \| Calmar 4.5 Vol 10% \| MDD -2.4% Months 5M (2%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
SLmean neg	CAGR -2.3% \| Win 44% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -45.3% Months 80M (36%)	CAGR -37.3% \| Win 40% Sharpe -0.82 \| Sortino -0.98 \| Calmar -0.6 Vol 44% \| MDD -57.5% Months 15M (7%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
RSmean only	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (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 8.1% \| Win 56% Sharpe 0.50 \| Sortino 0.85 \| Calmar 0.2 Vol 19% \| MDD -37.0% Months 85M (38%)	CAGR 32.4% \| Win 67% Sharpe 1.48 \| Sortino 3.79 \| Calmar 2.8 Vol 21% \| MDD -11.7% Months 42M (19%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
SLmean neg	CAGR -5.2% \| Win 44% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 23% \| MDD -39.2% Months 48M (22%)	CAGR -12.5% \| Win 43% Sharpe -0.22 \| Sortino -0.30 \| Calmar -0.2 Vol 34% \| MDD -57.5% Months 47M (21%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
MACD only	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 10.4% \| Win 57% Sharpe 0.61 \| Sortino 1.11 \| Calmar 0.3 Vol 19% \| MDD -35.7% Months 112M (50%)	CAGR 63.4% \| Win 80% Sharpe 2.35 \| Sortino 4.59 \| Calmar 6.7 Vol 22% \| MDD -9.5% Months 15M (7%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
SLmean neg	CAGR -17.9% \| Win 34% Sharpe -0.75 \| Sortino -1.00 \| Calmar -0.4 Vol 23% \| MDD -50.3% Months 32M (14%)	CAGR -3.9% \| Win 48% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 31% \| MDD -57.5% Months 63M (28%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
RSI only	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 1.7% \| Win 56% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 17% \| MDD -38.1% Months 73M (33%)	CAGR 37.6% \| Win 65% Sharpe 1.59 \| Sortino 3.31 \| Calmar 3.6 Vol 22% \| MDD -10.4% Months 54M (24%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
SLmean neg	CAGR -10.1% \| Win 48% Sharpe -0.27 \| Sortino -0.40 \| Calmar -0.3 Vol 26% \| MDD -30.4% Months 21M (10%)	CAGR -8.5% \| Win 42% Sharpe -0.15 \| Sortino -0.20 \| Calmar -0.1 Vol 30% \| MDD -60.6% Months 74M (33%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
MACDhist only	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 15.9% \| Win 61% Sharpe 0.84 \| Sortino 1.58 \| Calmar 0.6 Vol 20% \| MDD -24.9% Months 108M (49%)	CAGR 14.2% \| Win 53% Sharpe 0.76 \| Sortino 1.44 \| Calmar 1.1 Vol 20% \| MDD -12.4% Months 19M (9%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
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 -10.0% \| Win 43% Sharpe -0.22 \| Sortino -0.29 \| Calmar -0.1 Vol 28% \| MDD -69.8% Months 90M (40%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
RSIhist only	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.8% \| Win 57% Sharpe 0.65 \| Sortino 1.27 \| Calmar 0.3 Vol 20% \| MDD -37.3% Months 96M (43%)	CAGR 28.3% \| Win 68% Sharpe 1.49 \| Sortino 2.36 \| Calmar 1.7 Vol 18% \| MDD -16.9% Months 31M (14%)	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)
SLmean neg	CAGR -21.9% \| Win 38% Sharpe -0.68 \| Sortino -0.89 \| Calmar -0.3 Vol 29% \| MDD -75.3% Months 69M (31%)	CAGR 37.0% \| Win 58% Sharpe 1.42 \| Sortino 3.80 \| Calmar 3.3 Vol 24% \| MDD -11.2% Months 26M (12%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 2.5% \| Win 51% Sharpe 0.22 \| Sortino 0.35 \| Calmar 0.0 Vol 21% \| MDD -50.7% Months 127M (57%)	CAGR 18.9% \| Win 57% Sharpe 0.85 \| Sortino 1.61 \| Calmar 0.8 Vol 24% \| MDD -24.6% Months 75M (34%)	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (91%)
RSmean neg	CAGR 17.7% \| Win 67% Sharpe 2.22 \| Sortino 10.92 \| 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 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.2% \| Win 52% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -53.6% Months 138M (62%)	CAGR 20.2% \| Win 56% Sharpe 0.85 \| Sortino 1.58 \| Calmar 0.7 Vol 25% \| MDD -27.2% Months 64M (29%)	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (91%)
RSmean neg	CAGR 7.7% \| 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 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -2.4% \| Win 52% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 20% \| MDD -48.8% Months 90M (40%)	CAGR 17.8% \| Win 55% Sharpe 0.81 \| Sortino 1.47 \| Calmar 0.5 Vol 24% \| MDD -39.4% Months 112M (50%)	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (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 -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 59% Sharpe 0.75 \| Sortino 1.45 \| Calmar 0.4 Vol 20% \| MDD -36.3% Months 106M (48%)	CAGR 2.3% \| Win 47% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.0 Vol 24% \| MDD -46.9% Months 96M (43%)	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (91%)
RSmean neg	CAGR 45.4% \| Win 71% Sharpe 1.60 \| Sortino 18.40 \| 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 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 0.4% \| Win 50% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 22% \| MDD -73.7% Months 146M (66%)	CAGR 32.0% \| Win 62% Sharpe 1.43 \| Sortino 3.03 \| Calmar 1.8 Vol 21% \| MDD -18.0% Months 56M (25%)	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (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 -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 0.3% \| Win 50% Sharpe 0.12 \| Sortino 0.17 \| Calmar 0.0 Vol 20% \| MDD -56.2% Months 117M (53%)	CAGR 26.3% \| Win 62% Sharpe 1.12 \| Sortino 2.07 \| Calmar 2.1 Vol 23% \| MDD -12.7% Months 16M (7%)	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)
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 (28%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)
RSI only	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -1.4% \| Win 54% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 20% \| MDD -33.9% Months 78M (35%)	CAGR 9.8% \| Win 49% Sharpe 0.55 \| Sortino 0.94 \| Calmar 0.3 Vol 21% \| MDD -34.7% Months 55M (25%)	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)
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 (33%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)
MACDhist only	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 4.5% \| Win 56% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 19% \| MDD -35.7% Months 69M (31%)	CAGR 1.6% \| Win 47% Sharpe 0.18 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -37.0% Months 64M (29%)	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)
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 (20%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)
RSIhist only	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.0% \| Win 51% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.0 Vol 21% \| MDD -53.2% Months 119M (54%)	CAGR 13.2% \| Win 57% Sharpe 0.73 \| Sortino 1.17 \| Calmar 1.2 Vol 19% \| MDD -10.7% Months 14M (6%)	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)
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 (19%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 85M (38%)	CAGR 12.2% \| Win 51% Sharpe 0.66 \| Sortino 1.18 \| Calmar 0.4 Vol 21% \| MDD -28.3% Months 59M (27%)	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)
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 (31%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)
MACDhist only	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.1% \| Win 57% Sharpe 0.51 \| Sortino 0.92 \| Calmar 0.2 Vol 19% \| MDD -36.0% Months 96M (43%)	CAGR -5.5% \| Win 42% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 22% \| MDD -43.6% Months 48M (22%)	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)
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 (35%)
RSIhist only	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -0.2% \| Win 50% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 20% \| MDD -63.0% Months 123M (55%)	CAGR 27.3% \| Win 67% Sharpe 1.44 \| Sortino 2.12 \| Calmar 1.9 Vol 18% \| MDD -14.7% Months 21M (10%)	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)
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 (16%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 0.9% \| Win 56% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 17% \| MDD -40.0% Months 70M (32%)	CAGR -6.7% \| Win 50% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.2 Vol 26% \| MDD -31.0% Months 24M (11%)	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)
MACDhist neg	CAGR 44.8% \| Win 67% Sharpe 1.71 \| Sortino 4.11 \| Calmar 4.0 Vol 24% \| MDD -11.2% Months 43M (19%)	CAGR -6.0% \| Win 44% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 28% \| MDD -57.5% Months 85M (38%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)
RSIhist only	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -1.0% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 20% \| MDD -36.3% Months 86M (39%)	CAGR -2.3% \| Win 62% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.2 Vol 20% \| MDD -14.7% Months 8M (4%)	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)
MACDhist neg	CAGR -6.7% \| Win 44% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.1 Vol 30% \| MDD -61.6% Months 79M (36%)	CAGR 38.9% \| Win 63% Sharpe 1.69 \| Sortino 4.08 \| Calmar 2.9 Vol 21% \| MDD -13.6% Months 49M (22%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 12.6% \| Win 57% Sharpe 0.67 \| Sortino 1.39 \| Calmar 0.4 Vol 21% \| MDD -32.3% Months 87M (39%)	CAGR 27.1% \| Win 69% Sharpe 1.38 \| Sortino 2.15 \| Calmar 1.6 Vol 19% \| MDD -16.9% Months 26M (12%)	CAGR 15.8% \| Win 60% Sharpe 0.82 \| Sortino 1.63 \| Calmar 0.5 Vol 20% \| MDD -32.8% Months 113M (51%)
RSIhist neg	CAGR -19.2% \| Win 40% Sharpe -0.61 \| Sortino -0.78 \| Calmar -0.3 Vol 28% \| MDD -74.4% Months 78M (35%)	CAGR 36.7% \| Win 58% Sharpe 1.49 \| Sortino 3.90 \| Calmar 3.3 Vol 23% \| MDD -11.2% Months 31M (14%)	CAGR -6.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 27% \| MDD -60.6% Months 109M (49%)
LWTI only	CAGR -3.7% \| Win 49% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 25% \| MDD -71.9% Months 165M (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 16.1% \| Win 60% Sharpe 0.85 \| Sortino 1.61 \| Calmar 0.7 Vol 20% \| MDD -21.7% Months 118M (53%)	CAGR -32.1% \| Win 31% Sharpe -1.27 \| Sortino -1.79 \| Calmar -0.6 Vol 27% \| MDD -49.9% Months 16M (7%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (36%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
SLmean only	CAGR 15.6% \| Win 60% Sharpe 0.83 \| Sortino 1.57 \| Calmar 0.5 Vol 20% \| MDD -32.6% Months 127M (57%)	CAGR -8.9% \| Win 43% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.1 Vol 29% \| MDD -64.5% Months 95M (43%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 56% Sharpe 0.49 \| Sortino 0.81 \| Calmar 0.2 Vol 22% \| MDD -50.2% Months 130M (59%)	CAGR 17.7% \| Win 75% Sharpe 1.63 \| Sortino 0.00 \| Calmar 7.4 Vol 10% \| MDD -2.4% Months 4M (2%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
MRmean neg	CAGR 7.6% \| Win 49% Sharpe 0.43 \| Sortino 0.77 \| Calmar 0.3 Vol 24% \| MDD -27.5% Months 72M (32%)	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 (40%)
RSmean only	CAGR 8.3% \| Win 54% Sharpe 0.47 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -43.8% Months 202M (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 1.6% \| Win 53% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 21% \| MDD -49.4% Months 96M (43%)	CAGR 29.7% \| Win 66% Sharpe 1.32 \| Sortino 2.98 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 38M (17%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 -8.2% \| Win 45% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 32% \| MDD -57.5% Months 51M (23%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
MACD only	CAGR 3.1% \| Win 52% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -45.9% Months 133M (60%)	CAGR 6.4% \| Win 54% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 29% \| MDD -57.5% Months 89M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 4.8% \| Win 54% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 21% \| MDD -49.7% Months 122M (55%)	CAGR 61.8% \| Win 83% Sharpe 2.07 \| Sortino 2.33 \| Calmar 6.5 Vol 25% \| MDD -9.5% Months 12M (5%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (30%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
RSI only	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 20% \| MDD -51.3% Months 144M (65%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -57.5% Months 78M (35%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 54% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 20% \| MDD -45.1% Months 83M (37%)	CAGR 29.3% \| Win 61% Sharpe 1.23 \| Sortino 2.41 \| Calmar 1.5 Vol 23% \| MDD -19.5% Months 51M (23%)	CAGR 8.9% \| Win 57% Sharpe 0.51 \| Sortino 0.83 \| Calmar 0.2 Vol 21% \| MDD -47.4% Months 134M (60%)
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 (35%)	CAGR -2.1% \| Win 47% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 28% \| MDD -57.5% Months 88M (40%)
MACDhist only	CAGR -1.1% \| Win 54% Sharpe 0.04 \| Sortino 0.06 \| Calmar -0.0 Vol 20% \| MDD -43.5% Months 94M (42%)	CAGR 8.7% \| Win 52% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -57.5% Months 128M (58%)