UAE - iShares MSCI UAE ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

82.0%

Best CAGR

Total Months

1.8%

Avg CAGR

UAE 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 UAE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	2	1.4	82.0	100.0	2.6	0.0	0.0	23.6	0.0
pair	LWTI	MACDhist	pos-neg	2	1.4	82.0	100.0	2.6	0.0	0.0	23.6	0.0
pair	RSI	MACD	pos-neg	9	6.1	33.9	77.8	2.0	205.5	10.2	15.5	-3.3
pair	MACD	RSI	pos-neg	9	6.1	33.9	77.8	2.0	205.5	10.2	15.5	-3.3
pair	SLmean	RSIhist	pos-neg	9	6.1	33.4	66.7	2.7	20.5	27.3	11.1	-1.2
pair	RSIhist	SLmean	pos-neg	9	6.1	33.4	66.7	2.7	20.5	27.3	11.1	-1.2
pair	MRmean	SLmean	neg-pos	9	6.1	22.1	55.6	1.6	2.3	3.9	13.3	-5.7
pair	SLmean	MRmean	neg-pos	9	6.1	22.1	55.6	1.6	2.3	3.9	13.3	-5.7
pair	MACD	MRmean	neg-pos	18	12.2	19.3	72.2	1.2	3.3	1.8	15.1	-10.9
pair	MRmean	MACD	neg-pos	18	12.2	19.3	72.2	1.2	3.3	1.8	15.1	-10.9
pair	MACDhist	RSI	neg-pos	13	8.8	18.6	61.5	1.5	5.8	3.7	12.1	-5.1
pair	RSI	MACDhist	neg-pos	13	8.8	18.6	61.5	1.5	5.8	3.7	12.1	-5.1
pair	MACDhist	SLmean	pos-pos	48	32.7	17.2	60.4	1.1	1.6	1.4	16.5	-12.6
pair	SLmean	MACDhist	pos-pos	48	32.7	17.2	60.4	1.1	1.6	1.4	16.5	-12.6
pair	MACD	MACDhist	neg-pos	20	13.6	16.6	60.0	1.2	2.6	2.7	14.1	-6.2
pair	MACDhist	MACD	neg-pos	20	13.6	16.6	60.0	1.2	2.6	2.7	14.1	-6.2
pair	MACD	RSIhist	pos-neg	29	19.7	16.2	69.0	1.1	1.6	1.0	14.9	-16.4
pair	RSIhist	MACD	pos-neg	29	19.7	16.2	69.0	1.1	1.6	1.0	14.9	-16.4
pair	SLmean	RSIhist	neg-pos	10	6.8	15.4	50.0	0.6	2.8	1.3	29.0	-12.1
pair	RSIhist	SLmean	neg-pos	10	6.8	15.4	50.0	0.6	2.8	1.3	29.0	-12.1
pair	MACDhist	RSIhist	pos-pos	44	29.9	15.2	59.1	0.9	1.4	0.8	16.9	-19.0
pair	RSIhist	MACDhist	pos-pos	44	29.9	15.2	59.1	0.9	1.4	0.8	16.9	-19.0
pair	RSIhist	MRmean	neg-pos	18	12.2	15.0	50.0	0.7	1.8	1.5	22.6	-9.7
pair	MRmean	RSIhist	neg-pos	18	12.2	15.0	50.0	0.7	1.8	1.5	22.6	-9.7
pair	MACDhist	MRmean	pos-pos	52	35.4	13.7	59.6	0.8	1.2	0.6	17.2	-23.0
pair	MRmean	MACDhist	pos-pos	52	35.4	13.7	59.6	0.8	1.2	0.6	17.2	-23.0
single	MACDhist	MACDhist	pos-pos	59	40.1	13.3	59.3	0.8	1.2	0.7	16.5	-18.3
pair	RSmean	MACDhist	pos-pos	59	40.1	13.3	59.3	0.8	1.2	0.7	16.5	-18.3
pair	MACDhist	RSmean	pos-pos	59	40.1	13.3	59.3	0.8	1.2	0.7	16.5	-18.3
pair	MRmean	LWTI	neg-neg	33	22.4	12.5	51.5	0.7	1.4	0.7	19.3	-18.1
pair	LWTI	MRmean	neg-neg	33	22.4	12.5	51.5	0.7	1.4	0.7	19.3	-18.1
pair	LWTI	RSI	neg-neg	39	26.5	11.8	48.7	0.7	1.3	0.7	18.8	-18.1
pair	MACDhist	RSI	pos-pos	46	31.3	11.8	58.7	0.7	1.1	0.7	17.6	-18.3
pair	RSI	MACDhist	pos-pos	46	31.3	11.8	58.7	0.7	1.1	0.7	17.6	-18.3
pair	RSI	LWTI	neg-neg	39	26.5	11.8	48.7	0.7	1.3	0.7	18.8	-18.1
pair	MACD	MACDhist	pos-pos	39	26.5	11.6	59.0	0.7	1.0	0.6	17.7	-18.3
pair	MACDhist	MACD	pos-pos	39	26.5	11.6	59.0	0.7	1.0	0.6	17.7	-18.3
pair	LWTI	MACD	pos-neg	8	5.4	11.6	62.5	0.7	2.0	2.1	16.6	-5.6
pair	MACD	LWTI	pos-neg	8	5.4	11.6	62.5	0.7	2.0	2.1	16.6	-5.6
pair	LWTI	MACDhist	pos-pos	57	38.8	11.4	57.9	0.8	1.1	0.6	16.2	-18.3
pair	MACDhist	LWTI	pos-pos	57	38.8	11.4	57.9	0.8	1.1	0.6	16.2	-18.3
pair	SLmean	LWTI	neg-neg	26	17.7	10.6	50.0	0.6	1.2	0.6	20.9	-18.1
pair	LWTI	SLmean	neg-neg	26	17.7	10.6	50.0	0.6	1.2	0.6	20.9	-18.1
pair	MRmean	MACDhist	neg-pos	7	4.8	9.8	57.1	0.9	3.5	1.9	10.5	-5.1
pair	RSmean	MACD	pos-pos	62	42.2	9.8	59.7	0.6	0.9	0.4	16.8	-23.7
pair	MACD	RSmean	pos-pos	62	42.2	9.8	59.7	0.6	0.9	0.4	16.8	-23.7
pair	MACDhist	MRmean	neg-pos	7	4.8	9.8	57.1	0.9	3.5	1.9	10.5	-5.1
pair	SLmean	MACD	neg-pos	20	13.6	9.2	70.0	0.6	1.2	0.6	16.3	-15.5
pair	MACD	SLmean	neg-pos	20	13.6	9.2	70.0	0.6	1.2	0.6	16.3	-15.5
pair	RSI	RSIhist	pos-neg	20	13.6	9.0	65.0	0.7	0.8	0.8	14.6	-11.3
pair	RSIhist	RSI	pos-neg	20	13.6	9.0	65.0	0.7	0.8	0.8	14.6	-11.3
single	MACD	MACD	pos-pos	65	44.2	8.8	58.5	0.6	0.9	0.4	16.5	-23.7
pair	MACD	SLmean	pos-pos	45	30.6	8.5	53.3	0.6	0.8	0.4	16.8	-23.0
pair	SLmean	MACD	pos-pos	45	30.6	8.5	53.3	0.6	0.8	0.4	16.8	-23.0
pair	RSmean	LWTI	pos-neg	43	29.3	8.5	48.8	0.5	1.0	0.5	18.9	-18.1
pair	LWTI	RSmean	pos-neg	43	29.3	8.5	48.8	0.5	1.0	0.5	18.9	-18.1
pair	LWTI	MACD	pos-pos	57	38.8	8.4	57.9	0.6	0.8	0.3	16.7	-29.0
pair	MACD	LWTI	pos-pos	57	38.8	8.4	57.9	0.6	0.8	0.3	16.7	-29.0
pair	RSIhist	MRmean	pos-neg	13	8.8	8.2	61.5	0.6	0.7	0.5	15.8	-15.7
pair	MRmean	RSIhist	pos-neg	13	8.8	8.2	61.5	0.6	0.7	0.5	15.8	-15.7
pair	SLmean	RSI	pos-neg	25	17.0	8.1	48.0	0.6	0.9	0.9	14.4	-8.8
pair	RSI	SLmean	pos-neg	25	17.0	8.1	48.0	0.6	0.9	0.9	14.4	-8.8
pair	RSI	RSIhist	neg-pos	34	23.1	8.1	47.1	0.5	1.0	0.5	19.3	-15.6
pair	RSIhist	RSI	neg-pos	34	23.1	8.1	47.1	0.5	1.0	0.5	19.3	-15.6
pair	MACDhist	RSIhist	pos-neg	15	10.2	7.7	60.0	0.6	0.8	0.5	15.5	-15.1
pair	RSIhist	MACDhist	pos-neg	15	10.2	7.7	60.0	0.6	0.8	0.5	15.5	-15.1
pair	SLmean	RSmean	pos-pos	74	50.3	7.7	52.7	0.5	0.8	0.4	16.5	-20.6
pair	RSmean	SLmean	pos-pos	74	50.3	7.7	52.7	0.5	0.8	0.4	16.5	-20.6
pair	RSIhist	LWTI	neg-neg	23	15.6	7.6	47.8	0.5	0.9	0.5	20.2	-15.6
pair	LWTI	RSIhist	neg-neg	23	15.6	7.6	47.8	0.5	0.9	0.5	20.2	-15.6
pair	SLmean	LWTI	pos-pos	60	40.8	7.4	53.3	0.5	0.7	0.3	16.4	-21.8
pair	LWTI	SLmean	pos-pos	60	40.8	7.4	53.3	0.5	0.7	0.3	16.4	-21.8
single	LWTI	LWTI	neg-neg	44	29.9	7.2	47.7	0.5	0.9	0.4	18.9	-18.1
pair	RSIhist	LWTI	pos-neg	21	14.3	6.8	47.6	0.5	0.8	0.6	17.9	-12.2
pair	LWTI	RSIhist	pos-neg	21	14.3	6.8	47.6	0.5	0.8	0.6	17.9	-12.2
pair	LWTI	RSI	pos-pos	60	40.8	6.7	56.7	0.5	0.7	0.2	16.7	-30.9
pair	RSI	LWTI	pos-pos	60	40.8	6.7	56.7	0.5	0.7	0.2	16.7	-30.9
pair	MACD	LWTI	neg-neg	36	24.5	6.3	44.4	0.4	0.8	0.3	19.5	-18.1
pair	LWTI	MACD	neg-neg	36	24.5	6.3	44.4	0.4	0.8	0.3	19.5	-18.1
single	SLmean	SLmean	pos-pos	78	53.1	6.2	51.3	0.5	0.7	0.3	16.2	-23.0
pair	MRmean	RSI	neg-pos	9	6.1	6.2	66.7	0.5	1.0	0.5	14.8	-13.3
pair	RSI	MRmean	neg-pos	9	6.1	6.2	66.7	0.5	1.0	0.5	14.8	-13.3
pair	RSIhist	MACD	neg-pos	43	29.3	5.8	48.8	0.4	0.8	0.3	19.1	-22.5
pair	MACD	RSIhist	neg-pos	43	29.3	5.8	48.8	0.4	0.8	0.3	19.1	-22.5
pair	RSmean	MRmean	neg-pos	58	39.5	5.7	53.4	0.4	0.5	0.2	19.8	-33.2
pair	MRmean	RSmean	neg-pos	58	39.5	5.7	53.4	0.4	0.5	0.2	19.8	-33.2
pair	RSmean	RSIhist	pos-pos	73	49.7	5.7	52.1	0.4	0.6	0.2	17.1	-22.6
pair	RSIhist	RSmean	pos-pos	73	49.7	5.7	52.1	0.4	0.6	0.2	17.1	-22.6
pair	SLmean	RSI	pos-pos	53	36.1	5.3	52.8	0.4	0.6	0.2	17.1	-23.0
pair	RSI	SLmean	pos-pos	53	36.1	5.3	52.8	0.4	0.6	0.2	17.1	-23.0
pair	MACD	RSI	pos-pos	56	38.1	5.2	55.4	0.4	0.6	0.2	16.6	-31.9
pair	RSI	MACD	pos-pos	56	38.1	5.2	55.4	0.4	0.6	0.2	16.6	-31.9
pair	MACD	MRmean	pos-pos	47	32.0	5.0	53.2	0.4	0.5	0.2	17.1	-30.5
pair	MRmean	MACD	pos-pos	47	32.0	5.0	53.2	0.4	0.5	0.2	17.1	-30.5
pair	RSmean	RSI	pos-pos	62	42.2	4.9	56.5	0.4	0.5	0.2	17.2	-30.9
pair	RSI	RSmean	pos-pos	62	42.2	4.9	56.5	0.4	0.5	0.2	17.2	-30.9
single	RSmean	RSmean	pos-pos	128	87.1	4.9	53.1	0.3	0.5	0.1	18.3	-44.1
pair	RSI	RSmean	pos-neg	66	44.9	4.8	50.0	0.3	0.4	0.1	19.4	-33.2
pair	RSmean	RSI	pos-neg	66	44.9	4.8	50.0	0.3	0.4	0.1	19.4	-33.2
pair	MRmean	LWTI	pos-pos	63	42.9	4.7	54.0	0.4	0.5	0.1	16.7	-33.5
pair	MACDhist	MACD	pos-neg	26	17.7	4.7	57.7	0.4	0.6	0.4	14.9	-10.9
pair	MACD	MACDhist	pos-neg	26	17.7	4.7	57.7	0.4	0.6	0.4	14.9	-10.9
pair	LWTI	MRmean	pos-pos	63	42.9	4.7	54.0	0.4	0.5	0.1	16.7	-33.5
single	RSIhist	RSIhist	pos-pos	79	53.7	4.6	49.4	0.3	0.6	0.2	18.4	-26.3
pair	LWTI	MACDhist	neg-neg	42	28.6	4.5	45.2	0.3	0.6	0.2	18.6	-18.1
pair	MACDhist	LWTI	neg-neg	42	28.6	4.5	45.2	0.3	0.6	0.2	18.6	-18.1
pair	MRmean	SLmean	pos-pos	69	46.9	4.3	50.7	0.3	0.5	0.1	16.6	-31.2
pair	SLmean	MRmean	pos-pos	69	46.9	4.3	50.7	0.3	0.5	0.1	16.6	-31.2
pair	RSmean	MRmean	pos-pos	70	47.6	4.2	52.9	0.3	0.5	0.1	17.1	-28.4
pair	MRmean	RSmean	pos-pos	70	47.6	4.2	52.9	0.3	0.5	0.1	17.1	-28.4
single	RSI	RSI	pos-pos	65	44.2	4.1	55.4	0.3	0.5	0.1	16.9	-31.9
pair	RSIhist	RSmean	pos-neg	55	37.4	3.9	54.5	0.3	0.3	0.1	20.0	-30.8
pair	RSmean	RSIhist	pos-neg	55	37.4	3.9	54.5	0.3	0.3	0.1	20.0	-30.8
pair	RSIhist	LWTI	pos-pos	58	39.5	3.8	50.0	0.3	0.5	0.2	18.8	-23.8
pair	LWTI	RSIhist	pos-pos	58	39.5	3.8	50.0	0.3	0.5	0.2	18.8	-23.8
pair	RSI	MRmean	pos-pos	56	38.1	3.8	53.6	0.3	0.4	0.1	17.4	-30.5
pair	MRmean	RSI	pos-pos	56	38.1	3.8	53.6	0.3	0.4	0.1	17.4	-30.5
pair	RSmean	LWTI	pos-pos	85	57.8	3.1	55.3	0.3	0.3	0.1	18.1	-35.2
pair	LWTI	RSmean	pos-pos	85	57.8	3.1	55.3	0.3	0.3	0.1	18.1	-35.2
pair	RSIhist	MACD	pos-pos	36	24.5	3.1	50.0	0.3	0.4	0.1	17.8	-25.6
pair	RSIhist	SLmean	pos-pos	69	46.9	3.1	49.3	0.3	0.4	0.1	16.6	-25.6
pair	SLmean	RSIhist	pos-pos	69	46.9	3.1	49.3	0.3	0.4	0.1	16.6	-25.6
pair	SLmean	MACD	pos-neg	33	22.4	3.1	48.5	0.3	0.4	0.2	15.5	-17.1
pair	MACD	SLmean	pos-neg	33	22.4	3.1	48.5	0.3	0.4	0.2	15.5	-17.1
pair	MACD	RSIhist	pos-pos	36	24.5	3.1	50.0	0.3	0.4	0.1	17.8	-25.6
single	MRmean	MRmean	pos-pos	74	50.3	2.8	51.4	0.2	0.4	0.1	16.8	-30.5
pair	SLmean	LWTI	pos-neg	18	12.2	2.4	44.4	0.2	0.3	0.2	16.0	-14.3
pair	LWTI	SLmean	pos-neg	18	12.2	2.4	44.4	0.2	0.3	0.2	16.0	-14.3
pair	RSI	RSIhist	pos-pos	45	30.6	2.0	51.1	0.2	0.3	0.1	18.0	-25.6
pair	RSIhist	RSI	pos-pos	45	30.6	2.0	51.1	0.2	0.3	0.1	18.0	-25.6
pair		benchmark___benchmark_	benchmark-benchmark	147	100.0	1.9	51.0	0.2	0.3	0.0	20.1	-52.3
pair	benchmark___benchmark_		benchmark-benchmark	147	100.0	1.9	51.0	0.2	0.3	0.0	20.1	-52.3
pair	MRmean	RSIhist	pos-pos	61	41.5	1.7	49.2	0.2	0.3	0.1	17.1	-31.2
pair	RSIhist	MRmean	pos-pos	61	41.5	1.7	49.2	0.2	0.3	0.1	17.1	-31.2
pair	RSmean	SLmean	neg-pos	54	36.7	1.1	53.7	0.2	0.2	0.0	20.7	-34.1
pair	SLmean	RSmean	neg-pos	54	36.7	1.1	53.7	0.2	0.2	0.0	20.7	-34.1
single	MRmean	MRmean	neg-neg	73	49.7	0.9	50.7	0.2	0.2	0.0	23.1	-36.9
pair	RSmean	MACD	pos-neg	66	44.9	0.4	47.0	0.1	0.2	0.0	19.6	-41.3
pair	MACD	RSmean	pos-neg	66	44.9	0.4	47.0	0.1	0.2	0.0	19.6	-41.3
pair	MRmean	RSI	neg-neg	64	43.5	0.2	48.4	0.1	0.2	0.0	24.1	-36.9
pair	RSI	MRmean	neg-neg	64	43.5	0.2	48.4	0.1	0.2	0.0	24.1	-36.9
single	RSI	RSI	neg-neg	82	55.8	0.1	47.6	0.1	0.2	0.0	22.4	-41.6
pair	MRmean	MACDhist	neg-neg	66	44.9	0.0	50.0	0.1	0.2	0.0	24.1	-34.6
pair	MACDhist	MRmean	neg-neg	66	44.9	0.0	50.0	0.1	0.2	0.0	24.1	-34.6
pair	MRmean	RSI	pos-neg	18	12.2	-0.1	44.4	0.1	0.1	-0.0	15.3	-18.6
pair	RSI	MRmean	pos-neg	18	12.2	-0.1	44.4	0.1	0.1	-0.0	15.3	-18.6
single	LWTI	LWTI	pos-pos	103	70.1	-0.3	52.4	0.1	0.1	-0.0	20.7	-42.6
pair	MRmean	MACD	pos-neg	27	18.4	-0.8	48.1	0.0	0.0	-0.0	16.5	-24.4
pair	MACD	MRmean	pos-neg	27	18.4	-0.8	48.1	0.0	0.0	-0.0	16.5	-24.4
single	RSIhist	RSIhist	neg-neg	68	46.3	-1.2	52.9	0.1	0.1	-0.0	22.0	-42.7
pair	SLmean	RSI	neg-pos	12	8.2	-1.2	66.7	0.0	0.0	-0.1	16.6	-10.3
pair	RSI	SLmean	neg-pos	12	8.2	-1.2	66.7	0.0	0.0	-0.1	16.6	-10.3
pair	SLmean	MRmean	neg-neg	64	43.5	-1.8	50.0	0.1	0.1	-0.0	24.1	-45.6
pair	MRmean	SLmean	neg-neg	64	43.5	-1.8	50.0	0.1	0.1	-0.0	24.1	-45.6
pair	RSmean	MACDhist	pos-neg	69	46.9	-1.8	47.8	0.0	0.0	-0.0	19.7	-42.6
pair	MACDhist	RSmean	pos-neg	69	46.9	-1.8	47.8	0.0	0.0	-0.0	19.7	-42.6
pair	RSI	MACD	neg-pos	9	6.1	-2.3	55.6	-0.0	-0.1	-0.1	19.5	-15.5
pair	MACD	RSI	neg-pos	9	6.1	-2.3	55.6	-0.0	-0.1	-0.1	19.5	-15.5
pair	MACDhist	SLmean	neg-pos	11	7.5	-2.5	54.5	-0.1	-0.1	-0.2	16.1	-14.2
pair	SLmean	MACDhist	neg-pos	11	7.5	-2.5	54.5	-0.1	-0.1	-0.2	16.1	-14.2
single	SLmean	SLmean	neg-neg	69	46.9	-2.8	50.7	0.0	0.0	-0.1	23.8	-43.1
pair	MACDhist	SLmean	neg-neg	58	39.5	-2.9	50.0	0.0	0.0	-0.1	25.1	-43.6
pair	SLmean	MACDhist	neg-neg	58	39.5	-2.9	50.0	0.0	0.0	-0.1	25.1	-43.6
pair	RSI	MACDhist	neg-neg	69	46.9	-3.0	44.9	-0.0	-0.0	-0.1	23.8	-46.4
pair	MACDhist	RSI	neg-neg	69	46.9	-3.0	44.9	-0.0	-0.0	-0.1	23.8	-46.4
pair	SLmean	RSI	neg-neg	57	38.8	-3.2	47.4	-0.0	-0.0	-0.1	25.2	-43.1
pair	RSI	SLmean	neg-neg	57	38.8	-3.2	47.4	-0.0	-0.0	-0.1	25.2	-43.1
single	MACD	MACD	neg-neg	82	55.8	-3.3	45.1	-0.0	-0.1	-0.1	22.5	-50.0
pair	RSIhist	MRmean	neg-neg	55	37.4	-3.3	50.9	-0.0	-0.0	-0.1	23.3	-43.9
pair	MRmean	RSIhist	neg-neg	55	37.4	-3.3	50.9	-0.0	-0.0	-0.1	23.3	-43.9
pair	RSI	MACD	neg-neg	73	49.7	-3.4	43.8	-0.0	-0.0	-0.1	23.0	-41.7
pair	MACD	RSI	neg-neg	73	49.7	-3.4	43.8	-0.0	-0.0	-0.1	23.0	-41.7
pair	MACDhist	RSIhist	neg-neg	53	36.1	-3.6	50.9	-0.0	-0.0	-0.1	23.6	-41.8
pair	RSIhist	MACDhist	neg-neg	53	36.1	-3.6	50.9	-0.0	-0.0	-0.1	23.6	-41.8
pair	MACD	MRmean	neg-neg	55	37.4	-4.5	43.6	-0.1	-0.1	-0.1	25.1	-37.1
pair	MRmean	MACD	neg-neg	55	37.4	-4.5	43.6	-0.1	-0.1	-0.1	25.1	-37.1
single	MACDhist	MACDhist	neg-neg	88	59.9	-5.1	45.5	-0.1	-0.2	-0.1	22.1	-51.0
pair	RSIhist	RSI	neg-neg	48	32.7	-5.2	47.9	-0.1	-0.1	-0.1	24.5	-41.3
pair	RSI	RSIhist	neg-neg	48	32.7	-5.2	47.9	-0.1	-0.1	-0.1	24.5	-41.3
pair	LWTI	RSIhist	neg-pos	45	30.6	-5.4	55.6	-0.1	-0.1	-0.1	23.0	-41.1
pair	RSIhist	LWTI	neg-pos	45	30.6	-5.4	55.6	-0.1	-0.1	-0.1	23.0	-41.1
pair	RSIhist	SLmean	neg-neg	59	40.1	-5.6	50.8	-0.1	-0.2	-0.1	23.0	-42.1
pair	SLmean	RSIhist	neg-neg	59	40.1	-5.6	50.8	-0.1	-0.2	-0.1	23.0	-42.1
pair	LWTI	MRmean	pos-neg	11	7.5	-7.3	36.4	-0.3	-0.6	-0.5	17.5	-14.4
pair	MRmean	LWTI	pos-neg	11	7.5	-7.3	36.4	-0.3	-0.6	-0.5	17.5	-14.4
pair	MACD	SLmean	neg-neg	49	33.3	-7.4	42.9	-0.2	-0.2	-0.2	26.4	-43.3
pair	MACDhist	RSIhist	neg-pos	35	23.8	-7.4	37.1	-0.3	-0.6	-0.2	19.9	-29.6
pair	RSIhist	MACDhist	neg-pos	35	23.8	-7.4	37.1	-0.3	-0.6	-0.2	19.9	-29.6
pair	SLmean	MACD	neg-neg	49	33.3	-7.4	42.9	-0.2	-0.2	-0.2	26.4	-43.3
pair	RSmean	RSIhist	neg-pos	6	4.1	-7.7	16.7	-0.1	-0.5	-0.6	33.1	-12.9
pair	RSIhist	RSmean	neg-pos	6	4.1	-7.7	16.7	-0.1	-0.5	-0.6	33.1	-12.9
pair	LWTI	MRmean	neg-pos	40	27.2	-7.8	50.0	-0.2	-0.2	-0.2	25.8	-36.1
pair	MRmean	LWTI	neg-pos	40	27.2	-7.8	50.0	-0.2	-0.2	-0.2	25.8	-36.1
pair	MACDhist	MACD	neg-neg	62	42.2	-9.0	40.3	-0.3	-0.4	-0.2	24.5	-51.0
pair	MACD	MACDhist	neg-neg	62	42.2	-9.0	40.3	-0.3	-0.4	-0.2	24.5	-51.0
pair	MACDhist	SLmean	pos-neg	30	20.4	-9.3	36.7	-0.6	-0.8	-0.3	14.8	-29.7
pair	SLmean	MACDhist	pos-neg	30	20.4	-9.3	36.7	-0.6	-0.8	-0.3	14.8	-29.7
pair	RSI	LWTI	neg-pos	43	29.3	-9.4	46.5	-0.3	-0.3	-0.3	25.2	-34.9
pair	LWTI	RSI	neg-pos	43	29.3	-9.4	46.5	-0.3	-0.3	-0.3	25.2	-34.9
pair	LWTI	MACD	neg-pos	46	31.3	-10.1	45.7	-0.3	-0.4	-0.3	24.7	-39.7
pair	MACD	LWTI	neg-pos	46	31.3	-10.1	45.7	-0.3	-0.4	-0.3	24.7	-39.7
pair	LWTI	SLmean	neg-pos	43	29.3	-10.2	51.2	-0.3	-0.3	-0.2	25.5	-40.9
pair	SLmean	LWTI	neg-pos	43	29.3	-10.2	51.2	-0.3	-0.3	-0.2	25.5	-40.9
pair	RSI	RSmean	neg-pos	3	2.0	-11.5	33.3	-1.7	-2.1	-3.0	7.0	-3.9
pair	MACD	RSmean	neg-pos	3	2.0	-11.5	33.3	-1.7	-2.1	-3.0	7.0	-3.9
pair	RSmean	MACD	neg-pos	3	2.0	-11.5	33.3	-1.7	-2.1	-3.0	7.0	-3.9
pair	RSmean	RSI	neg-pos	3	2.0	-11.5	33.3	-1.7	-2.1	-3.0	7.0	-3.9
pair	MACDhist	RSI	pos-neg	19	12.9	-12.4	47.4	-0.8	-1.1	-0.6	14.3	-20.5
pair	MACD	RSIhist	neg-neg	39	26.5	-12.4	41.0	-0.4	-0.5	-0.3	25.8	-41.5
pair	RSIhist	MACD	neg-neg	39	26.5	-12.4	41.0	-0.4	-0.5	-0.3	25.8	-41.5
pair	RSI	MACDhist	pos-neg	19	12.9	-12.4	47.4	-0.8	-1.1	-0.6	14.3	-20.5
pair	MACDhist	LWTI	neg-pos	46	31.3	-13.2	45.7	-0.4	-0.5	-0.3	24.8	-48.0
pair	LWTI	MACDhist	neg-pos	46	31.3	-13.2	45.7	-0.4	-0.5	-0.3	24.8	-48.0
pair	LWTI	RSmean	neg-pos	18	12.2	-15.0	38.9	-0.4	-0.6	-0.6	30.5	-24.3
pair	RSmean	LWTI	neg-pos	18	12.2	-15.0	38.9	-0.4	-0.6	-0.6	30.5	-24.3
pair	MRmean	SLmean	pos-neg	5	3.4	-15.5	60.0	-0.7	-3.9	-1.0	21.2	-14.8
pair	SLmean	MRmean	pos-neg	5	3.4	-15.5	60.0	-0.7	-3.9	-1.0	21.2	-14.8
pair	RSmean	MRmean	neg-neg	15	10.2	-15.7	40.0	-0.3	-0.6	-0.7	33.5	-24.3
pair	MRmean	RSmean	neg-neg	15	10.2	-15.7	40.0	-0.3	-0.6	-0.7	33.5	-24.3
pair	SLmean	RSmean	neg-neg	15	10.2	-15.7	40.0	-0.3	-0.6	-0.7	33.5	-24.3
pair	RSmean	SLmean	neg-neg	15	10.2	-15.7	40.0	-0.3	-0.6	-0.7	33.5	-24.3
single	RSmean	RSmean	neg-neg	19	12.9	-16.3	36.8	-0.5	-0.7	-0.7	29.8	-24.3
pair	MACDhist	RSmean	neg-neg	19	12.9	-16.3	36.8	-0.5	-0.7	-0.7	29.8	-24.3
pair	RSmean	MACDhist	neg-neg	19	12.9	-16.3	36.8	-0.5	-0.7	-0.7	29.8	-24.3
pair	RSI	RSmean	neg-neg	16	10.9	-17.2	37.5	-0.4	-0.7	-0.7	32.5	-24.3
pair	RSmean	RSI	neg-neg	16	10.9	-17.2	37.5	-0.4	-0.7	-0.7	32.5	-24.3
pair	RSmean	MACD	neg-neg	16	10.9	-17.2	37.5	-0.4	-0.7	-0.7	32.5	-24.3
pair	MACD	RSmean	neg-neg	16	10.9	-17.2	37.5	-0.4	-0.7	-0.7	32.5	-24.3
pair	MRmean	RSmean	pos-neg	4	2.7	-18.7	25.0	-2.7	-3.8	-4.8	7.5	-3.9
pair	RSmean	MRmean	pos-neg	4	2.7	-18.7	25.0	-2.7	-3.8	-4.8	7.5	-3.9
pair	SLmean	RSmean	pos-neg	4	2.7	-18.7	25.0	-2.7	-3.8	-4.8	7.5	-3.9
pair	RSmean	SLmean	pos-neg	4	2.7	-18.7	25.0	-2.7	-3.8	-4.8	7.5	-3.9
pair	MRmean	MACDhist	pos-neg	22	15.0	-19.0	31.8	-1.4	-1.7	-0.5	13.8	-35.7
pair	MACDhist	MRmean	pos-neg	22	15.0	-19.0	31.8	-1.4	-1.7	-0.5	13.8	-35.7
pair	RSIhist	RSmean	neg-neg	13	8.8	-20.0	46.2	-0.6	-0.7	-0.9	29.4	-23.2
pair	RSmean	RSIhist	neg-neg	13	8.8	-20.0	46.2	-0.6	-0.7	-0.9	29.4	-23.2
pair	LWTI	RSI	pos-neg	5	3.4	-22.6	40.0	-1.2	-2.1	-4.0	19.0	-5.6
pair	RSI	LWTI	pos-neg	5	3.4	-22.6	40.0	-1.2	-2.1	-4.0	19.0	-5.6
pair	RSmean	LWTI	neg-neg	1	0.7	-37.0	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.7	-37.0	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for UAE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.3% \| Win 51% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 69M (47%)	CAGR -15.5% \| Win 60% Sharpe -0.70 \| Sortino -3.85 \| Calmar -1.0 Vol 21% \| MDD -14.8% Months 5M (3%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 22.1% \| Win 56% Sharpe 1.57 \| Sortino 2.33 \| Calmar 3.9 Vol 13% \| MDD -5.7% Months 9M (6%)	CAGR -1.8% \| Win 50% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 24% \| MDD -45.6% Months 64M (44%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
SLmean only	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 53% Sharpe 0.33 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.4% Months 70M (48%)	CAGR -18.7% \| Win 25% Sharpe -2.72 \| Sortino -3.77 \| Calmar -4.8 Vol 8% \| MDD -3.9% Months 4M (3%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 5.7% \| Win 53% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.2 Vol 20% \| MDD -33.2% Months 58M (40%)	CAGR -15.7% \| Win 40% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.6 Vol 34% \| MDD -24.3% Months 15M (10%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
RSmean only	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 53% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.2 Vol 17% \| MDD -30.5% Months 47M (32%)	CAGR -0.8% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 16% \| MDD -24.4% Months 27M (18%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 19.3% \| Win 72% Sharpe 1.25 \| Sortino 3.30 \| Calmar 1.8 Vol 15% \| MDD -10.9% Months 18M (12%)	CAGR -4.5% \| Win 44% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 25% \| MDD -37.1% Months 55M (37%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
MACD only	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 54% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 56M (38%)	CAGR -0.1% \| Win 44% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 15% \| MDD -18.6% Months 18M (12%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 6.2% \| Win 67% Sharpe 0.48 \| Sortino 0.97 \| Calmar 0.5 Vol 15% \| MDD -13.3% Months 9M (6%)	CAGR 0.2% \| Win 48% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 24% \| MDD -36.9% Months 64M (44%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 60% Sharpe 0.84 \| Sortino 1.23 \| Calmar 0.6 Vol 17% \| MDD -23.0% Months 52M (35%)	CAGR -19.0% \| Win 32% Sharpe -1.44 \| Sortino -1.72 \| Calmar -0.5 Vol 14% \| MDD -35.7% Months 22M (15%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 9.8% \| Win 57% Sharpe 0.94 \| Sortino 3.54 \| Calmar 1.9 Vol 10% \| MDD -5.1% Months 7M (5%)	CAGR 0.0% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 24% \| MDD -34.6% Months 66M (45%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.7% \| Win 49% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 61M (42%)	CAGR 8.2% \| Win 62% Sharpe 0.58 \| Sortino 0.69 \| Calmar 0.5 Vol 16% \| MDD -15.7% Months 13M (9%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 15.0% \| Win 50% Sharpe 0.72 \| Sortino 1.82 \| Calmar 1.5 Vol 23% \| MDD -9.7% Months 18M (12%)	CAGR -3.3% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 23% \| MDD -43.9% Months 55M (37%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 54% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -33.5% Months 63M (43%)	CAGR -7.3% \| Win 36% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.5 Vol 18% \| MDD -14.4% Months 11M (8%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR -7.8% \| Win 50% Sharpe -0.18 \| Sortino -0.22 \| Calmar -0.2 Vol 26% \| MDD -36.1% Months 40M (27%)	CAGR 12.5% \| Win 52% Sharpe 0.70 \| Sortino 1.35 \| Calmar 0.7 Vol 19% \| MDD -18.1% Months 33M (22%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 7.7% \| Win 53% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.4 Vol 16% \| MDD -20.6% Months 74M (50%)	CAGR -18.7% \| Win 25% Sharpe -2.72 \| Sortino -3.77 \| Calmar -4.8 Vol 8% \| MDD -3.9% Months 4M (3%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR 1.1% \| Win 54% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 21% \| MDD -34.1% Months 54M (37%)	CAGR -15.7% \| Win 40% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.6 Vol 34% \| MDD -24.3% Months 15M (10%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
RSmean only	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 53% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.4 Vol 17% \| MDD -23.0% Months 45M (31%)	CAGR 3.1% \| Win 48% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.2 Vol 16% \| MDD -17.1% Months 33M (22%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR 9.2% \| Win 70% Sharpe 0.62 \| Sortino 1.18 \| Calmar 0.6 Vol 16% \| MDD -15.5% Months 20M (14%)	CAGR -7.4% \| Win 43% Sharpe -0.16 \| Sortino -0.22 \| Calmar -0.2 Vol 26% \| MDD -43.3% Months 49M (33%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
MACD only	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 53% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -23.0% Months 53M (36%)	CAGR 8.1% \| Win 48% Sharpe 0.61 \| Sortino 0.91 \| Calmar 0.9 Vol 14% \| MDD -8.8% Months 25M (17%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR -1.2% \| Win 67% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 17% \| MDD -10.3% Months 12M (8%)	CAGR -3.2% \| Win 47% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 25% \| MDD -43.1% Months 57M (39%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 17.2% \| Win 60% Sharpe 1.05 \| Sortino 1.56 \| Calmar 1.4 Vol 16% \| MDD -12.6% Months 48M (33%)	CAGR -9.3% \| Win 37% Sharpe -0.59 \| Sortino -0.78 \| Calmar -0.3 Vol 15% \| MDD -29.7% Months 30M (20%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR -2.5% \| Win 55% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.2 Vol 16% \| MDD -14.2% Months 11M (8%)	CAGR -2.9% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 25% \| MDD -43.6% Months 58M (40%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 49% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 17% \| MDD -25.6% Months 69M (47%)	CAGR 33.4% \| Win 67% Sharpe 2.67 \| Sortino 20.49 \| Calmar 27.3 Vol 11% \| MDD -1.2% Months 9M (6%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR 15.4% \| Win 50% Sharpe 0.62 \| Sortino 2.81 \| Calmar 1.3 Vol 29% \| MDD -12.1% Months 10M (7%)	CAGR -5.6% \| Win 51% Sharpe -0.13 \| Sortino -0.16 \| Calmar -0.1 Vol 23% \| MDD -42.1% Months 59M (40%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.4% \| Win 53% Sharpe 0.52 \| Sortino 0.74 \| Calmar 0.3 Vol 16% \| MDD -21.8% Months 60M (41%)	CAGR 2.4% \| Win 44% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -14.3% Months 18M (12%)	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)
SLmean neg	CAGR -10.2% \| Win 51% Sharpe -0.29 \| Sortino -0.35 \| Calmar -0.2 Vol 26% \| MDD -40.9% Months 43M (29%)	CAGR 10.6% \| Win 50% Sharpe 0.58 \| Sortino 1.23 \| Calmar 0.6 Vol 21% \| MDD -18.1% Months 26M (18%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 60% Sharpe 0.64 \| Sortino 0.94 \| Calmar 0.4 Vol 17% \| MDD -23.7% Months 62M (42%)	CAGR 0.4% \| Win 47% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 20% \| MDD -41.3% Months 66M (45%)	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)
RSmean neg	CAGR -11.5% \| Win 33% Sharpe -1.71 \| Sortino -2.13 \| Calmar -3.0 Vol 7% \| MDD -3.9% Months 3M (2%)	CAGR -17.2% \| Win 38% Sharpe -0.42 \| Sortino -0.70 \| Calmar -0.7 Vol 32% \| MDD -24.3% Months 16M (11%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)
MACD only	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 56% Sharpe 0.36 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -30.9% Months 62M (42%)	CAGR 4.8% \| Win 50% Sharpe 0.34 \| Sortino 0.44 \| Calmar 0.1 Vol 19% \| MDD -33.2% Months 66M (45%)	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)
RSmean neg	CAGR -11.5% \| Win 33% Sharpe -1.71 \| Sortino -2.13 \| Calmar -3.0 Vol 7% \| MDD -3.9% Months 3M (2%)	CAGR -17.2% \| Win 38% Sharpe -0.42 \| Sortino -0.70 \| Calmar -0.7 Vol 32% \| MDD -24.3% Months 16M (11%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -1.8% \| Win 48% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 20% \| MDD -42.6% Months 69M (47%)	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)
RSmean neg	-	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 52% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 17% \| MDD -22.6% Months 73M (50%)	CAGR 3.9% \| Win 55% Sharpe 0.29 \| Sortino 0.35 \| Calmar 0.1 Vol 20% \| MDD -30.8% Months 55M (37%)	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)
RSmean neg	CAGR -7.7% \| Win 17% Sharpe -0.11 \| Sortino -0.45 \| Calmar -0.6 Vol 33% \| MDD -12.9% Months 6M (4%)	CAGR -20.0% \| Win 46% Sharpe -0.61 \| Sortino -0.74 \| Calmar -0.9 Vol 29% \| MDD -23.2% Months 13M (9%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 55% Sharpe 0.26 \| Sortino 0.31 \| Calmar 0.1 Vol 18% \| MDD -35.2% Months 85M (58%)	CAGR 8.5% \| Win 49% Sharpe 0.53 \| Sortino 0.97 \| Calmar 0.5 Vol 19% \| MDD -18.1% Months 43M (29%)	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)
RSmean neg	CAGR -15.0% \| Win 39% Sharpe -0.38 \| Sortino -0.59 \| Calmar -0.6 Vol 30% \| MDD -24.3% Months 18M (12%)	CAGR -37.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.2% \| Win 55% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.2 Vol 17% \| MDD -31.9% Months 56M (38%)	CAGR 33.9% \| Win 78% Sharpe 1.98 \| Sortino 205.49 \| Calmar 10.1 Vol 16% \| MDD -3.3% Months 9M (6%)	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)
MACD neg	CAGR -2.3% \| Win 56% Sharpe -0.03 \| Sortino -0.06 \| Calmar -0.1 Vol 20% \| MDD -15.5% Months 9M (6%)	CAGR -3.4% \| Win 44% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 23% \| MDD -41.7% Months 73M (50%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.6% \| Win 59% Sharpe 0.71 \| Sortino 1.00 \| Calmar 0.6 Vol 18% \| MDD -18.3% Months 39M (26%)	CAGR 4.7% \| Win 58% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.4 Vol 15% \| MDD -10.9% Months 26M (18%)	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)
MACD neg	CAGR 16.6% \| Win 60% Sharpe 1.16 \| Sortino 2.64 \| Calmar 2.7 Vol 14% \| MDD -6.2% Months 20M (14%)	CAGR -9.0% \| Win 40% Sharpe -0.26 \| Sortino -0.36 \| Calmar -0.2 Vol 24% \| MDD -51.0% Months 62M (42%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.1% \| Win 50% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 18% \| MDD -25.6% Months 36M (24%)	CAGR 16.2% \| Win 69% Sharpe 1.09 \| Sortino 1.64 \| Calmar 1.0 Vol 15% \| MDD -16.4% Months 29M (20%)	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)
MACD neg	CAGR 5.8% \| Win 49% Sharpe 0.39 \| Sortino 0.75 \| Calmar 0.3 Vol 19% \| MDD -22.5% Months 43M (29%)	CAGR -12.4% \| Win 41% Sharpe -0.38 \| Sortino -0.47 \| Calmar -0.3 Vol 26% \| MDD -41.5% Months 39M (26%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.4% \| Win 58% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 17% \| MDD -29.0% Months 57M (39%)	CAGR 11.6% \| Win 62% Sharpe 0.73 \| Sortino 2.02 \| Calmar 2.1 Vol 17% \| MDD -5.6% Months 8M (5%)	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)
MACD neg	CAGR -10.1% \| Win 46% Sharpe -0.31 \| Sortino -0.37 \| Calmar -0.3 Vol 25% \| MDD -39.7% Months 46M (31%)	CAGR 6.3% \| Win 44% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.3 Vol 20% \| MDD -18.1% Months 36M (24%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.8% \| Win 59% Sharpe 0.72 \| Sortino 1.08 \| Calmar 0.6 Vol 18% \| MDD -18.3% Months 46M (31%)	CAGR -12.4% \| Win 47% Sharpe -0.85 \| Sortino -1.05 \| Calmar -0.6 Vol 14% \| MDD -20.5% Months 19M (13%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)
RSI neg	CAGR 18.6% \| Win 62% Sharpe 1.48 \| Sortino 5.76 \| Calmar 3.7 Vol 12% \| MDD -5.1% Months 13M (9%)	CAGR -3.0% \| Win 45% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 24% \| MDD -46.4% Months 69M (47%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.0% \| Win 51% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 18% \| MDD -25.6% Months 45M (31%)	CAGR 9.0% \| Win 65% Sharpe 0.66 \| Sortino 0.85 \| Calmar 0.8 Vol 15% \| MDD -11.3% Months 20M (14%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)
RSI neg	CAGR 8.1% \| Win 47% Sharpe 0.50 \| Sortino 1.00 \| Calmar 0.5 Vol 19% \| MDD -15.6% Months 34M (23%)	CAGR -5.2% \| Win 48% Sharpe -0.09 \| Sortino -0.11 \| Calmar -0.1 Vol 24% \| MDD -41.3% Months 48M (33%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.7% \| Win 57% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.2 Vol 17% \| MDD -30.9% Months 60M (41%)	CAGR -22.6% \| Win 40% Sharpe -1.25 \| Sortino -2.11 \| Calmar -4.0 Vol 19% \| MDD -5.6% Months 5M (3%)	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)
RSI neg	CAGR -9.4% \| Win 46% Sharpe -0.26 \| Sortino -0.32 \| Calmar -0.3 Vol 25% \| MDD -34.9% Months 43M (29%)	CAGR 11.8% \| Win 49% Sharpe 0.69 \| Sortino 1.33 \| Calmar 0.6 Vol 19% \| MDD -18.1% Months 39M (26%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.2% \| Win 59% Sharpe 0.93 \| Sortino 1.38 \| Calmar 0.8 Vol 17% \| MDD -19.0% Months 44M (30%)	CAGR 7.7% \| Win 60% Sharpe 0.55 \| Sortino 0.75 \| Calmar 0.5 Vol 16% \| MDD -15.1% Months 15M (10%)	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)
MACDhist neg	CAGR -7.4% \| Win 37% Sharpe -0.29 \| Sortino -0.55 \| Calmar -0.3 Vol 20% \| MDD -29.6% Months 35M (24%)	CAGR -3.6% \| Win 51% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -41.8% Months 53M (36%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)
RSIhist only	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.4% \| Win 58% Sharpe 0.75 \| Sortino 1.09 \| Calmar 0.6 Vol 16% \| MDD -18.3% Months 57M (39%)	CAGR 82.0% \| Win 100% Sharpe 2.65 \| Sortino 0.00 \| Calmar 0.0 Vol 24% \| MDD 0.0% Months 2M (1%)	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)
MACDhist neg	CAGR -13.2% \| Win 46% Sharpe -0.44 \| Sortino -0.54 \| Calmar -0.3 Vol 25% \| MDD -48.0% Months 46M (31%)	CAGR 4.5% \| Win 45% Sharpe 0.33 \| Sortino 0.61 \| Calmar 0.2 Vol 19% \| MDD -18.1% Months 42M (29%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.8% \| Win 50% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.2 Vol 19% \| MDD -23.8% Months 58M (40%)	CAGR 6.8% \| Win 48% Sharpe 0.45 \| Sortino 0.79 \| Calmar 0.6 Vol 18% \| MDD -12.2% Months 21M (14%)	CAGR 4.6% \| Win 49% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.2 Vol 18% \| MDD -26.3% Months 79M (54%)
RSIhist neg	CAGR -5.4% \| Win 56% Sharpe -0.12 \| Sortino -0.13 \| Calmar -0.1 Vol 23% \| MDD -41.1% Months 45M (31%)	CAGR 7.6% \| Win 48% Sharpe 0.46 \| Sortino 0.91 \| Calmar 0.5 Vol 20% \| MDD -15.6% Months 23M (16%)	CAGR -1.2% \| Win 53% Sharpe 0.06 \| Sortino 0.07 \| Calmar -0.0 Vol 22% \| MDD -42.7% Months 68M (46%)
LWTI only	CAGR -0.3% \| Win 52% Sharpe 0.09 \| Sortino 0.11 \| Calmar -0.0 Vol 21% \| MDD -42.6% Months 103M (70%)	CAGR 7.2% \| Win 48% Sharpe 0.46 \| Sortino 0.87 \| Calmar 0.4 Vol 19% \| MDD -18.1% Months 44M (30%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.3% \| Win 51% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 69M (47%)	CAGR -15.5% \| Win 60% Sharpe -0.70 \| Sortino -3.85 \| Calmar -1.0 Vol 21% \| MDD -14.8% Months 5M (3%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 22.1% \| Win 56% Sharpe 1.57 \| Sortino 2.33 \| Calmar 3.9 Vol 13% \| MDD -5.7% Months 9M (6%)	CAGR -1.8% \| Win 50% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 24% \| MDD -45.6% Months 64M (44%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
SLmean only	CAGR 6.2% \| Win 51% Sharpe 0.45 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -23.0% Months 78M (53%)	CAGR -2.8% \| Win 51% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 24% \| MDD -43.1% Months 69M (47%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 53% Sharpe 0.33 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -28.4% Months 70M (48%)	CAGR -18.7% \| Win 25% Sharpe -2.72 \| Sortino -3.77 \| Calmar -4.8 Vol 8% \| MDD -3.9% Months 4M (3%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 5.7% \| Win 53% Sharpe 0.38 \| Sortino 0.48 \| Calmar 0.2 Vol 20% \| MDD -33.2% Months 58M (40%)	CAGR -15.7% \| Win 40% Sharpe -0.35 \| Sortino -0.57 \| Calmar -0.6 Vol 34% \| MDD -24.3% Months 15M (10%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
RSmean only	CAGR 4.9% \| Win 53% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 18% \| MDD -44.1% Months 128M (87%)	CAGR -16.3% \| Win 37% Sharpe -0.45 \| Sortino -0.71 \| Calmar -0.7 Vol 30% \| MDD -24.3% Months 19M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.0% \| Win 53% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.2 Vol 17% \| MDD -30.5% Months 47M (32%)	CAGR -0.8% \| Win 48% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 16% \| MDD -24.4% Months 27M (18%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 19.3% \| Win 72% Sharpe 1.25 \| Sortino 3.30 \| Calmar 1.8 Vol 15% \| MDD -10.9% Months 18M (12%)	CAGR -4.5% \| Win 44% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 25% \| MDD -37.1% Months 55M (37%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
MACD only	CAGR 8.8% \| Win 58% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.4 Vol 16% \| MDD -23.7% Months 65M (44%)	CAGR -3.3% \| Win 45% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -50.0% Months 82M (56%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 54% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 56M (38%)	CAGR -0.1% \| Win 44% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 15% \| MDD -18.6% Months 18M (12%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 6.2% \| Win 67% Sharpe 0.48 \| Sortino 0.97 \| Calmar 0.5 Vol 15% \| MDD -13.3% Months 9M (6%)	CAGR 0.2% \| Win 48% Sharpe 0.13 \| Sortino 0.17 \| Calmar 0.0 Vol 24% \| MDD -36.9% Months 64M (44%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
RSI only	CAGR 4.1% \| Win 55% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -31.9% Months 65M (44%)	CAGR 0.1% \| Win 48% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 22% \| MDD -41.6% Months 82M (56%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.7% \| Win 60% Sharpe 0.84 \| Sortino 1.23 \| Calmar 0.6 Vol 17% \| MDD -23.0% Months 52M (35%)	CAGR -19.0% \| Win 32% Sharpe -1.44 \| Sortino -1.72 \| Calmar -0.5 Vol 14% \| MDD -35.7% Months 22M (15%)	CAGR 2.8% \| Win 51% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -30.5% Months 74M (50%)
MRmean neg	CAGR 9.8% \| Win 57% Sharpe 0.94 \| Sortino 3.54 \| Calmar 1.9 Vol 10% \| MDD -5.1% Months 7M (5%)	CAGR 0.0% \| Win 50% Sharpe 0.12 \| Sortino 0.16 \| Calmar 0.0 Vol 24% \| MDD -34.6% Months 66M (45%)	CAGR 0.9% \| Win 51% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -36.9% Months 73M (50%)
MACDhist only	CAGR 13.3% \| Win 59% Sharpe 0.84 \| Sortino 1.25 \| Calmar 0.7 Vol 16% \| MDD -18.3% Months 59M (40%)	CAGR -5.1% \| Win 46% Sharpe -0.13 \| Sortino -0.17 \| Calmar -0.1 Vol 22% \| MDD -51.0% Months 88M (60%)