USHY - iShares Broad USD High Yield Corporate Bond ETF

Signal Pair Analysis

SLmean-LWTI

Best Pair

34.3%

Best CAGR

Total Months

4.6%

Avg CAGR

USHY 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 USHY

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	SLmean	neg-neg	6	5.7	34.3	83.3	2.5	0.0	8.9	12.0	-3.9
pair	SLmean	LWTI	neg-neg	6	5.7	34.3	83.3	2.5	0.0	8.9	12.0	-3.9
pair	RSIhist	MACDhist	pos-neg	5	4.7	27.8	80.0	4.3	0.0	0.0	5.8	0.0
pair	MACDhist	RSIhist	pos-neg	5	4.7	27.8	80.0	4.3	0.0	0.0	5.8	0.0
pair	MACDhist	SLmean	neg-pos	5	4.7	25.3	80.0	3.3	0.0	27.1	6.9	-0.9
pair	SLmean	MACDhist	neg-pos	5	4.7	25.3	80.0	3.3	0.0	27.1	6.9	-0.9
pair	MACDhist	MACD	neg-pos	2	1.9	20.2	100.0	12.4	0.0	0.0	1.5	0.0
pair	MACD	MACDhist	neg-pos	2	1.9	20.2	100.0	12.4	0.0	0.0	1.5	0.0
pair	RSIhist	LWTI	neg-neg	6	5.7	18.6	66.7	1.2	201.7	2.5	15.1	-7.6
pair	LWTI	RSIhist	neg-neg	6	5.7	18.6	66.7	1.2	201.7	2.5	15.1	-7.6
pair	MRmean	RSmean	pos-neg	1	0.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	pos-neg	1	0.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSmean	pos-neg	1	0.9	17.5	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	LWTI	pos-neg	2	1.9	15.9	50.0	0.6	0.0	4.1	25.8	-3.9
pair	LWTI	MACD	pos-neg	2	1.9	15.9	50.0	0.6	0.0	4.1	25.8	-3.9
pair	RSI	LWTI	neg-neg	8	7.5	14.7	62.5	1.1	3.3	1.9	13.4	-7.6
pair	LWTI	RSI	neg-neg	8	7.5	14.7	62.5	1.1	3.3	1.9	13.4	-7.6
pair	MRmean	LWTI	neg-neg	8	7.5	14.7	62.5	1.1	3.3	1.9	13.4	-7.6
pair	LWTI	MRmean	neg-neg	8	7.5	14.7	62.5	1.1	3.3	1.9	13.4	-7.6
pair	RSI	SLmean	neg-neg	19	17.9	14.3	68.4	1.2	1.4	2.0	11.3	-7.3
pair	SLmean	RSI	neg-neg	19	17.9	14.3	68.4	1.2	1.4	2.0	11.3	-7.3
pair	RSI	RSmean	pos-neg	14	13.2	13.1	64.3	0.9	1.7	1.5	14.2	-8.6
pair	RSmean	RSI	pos-neg	14	13.2	13.1	64.3	0.9	1.7	1.5	14.2	-8.6
pair	MACD	RSI	pos-neg	6	5.7	10.3	66.7	0.6	1.4	1.4	18.7	-7.3
pair	RSI	MACD	pos-neg	6	5.7	10.3	66.7	0.6	1.4	1.4	18.7	-7.3
pair	RSIhist	RSI	neg-neg	19	17.9	9.9	63.2	0.8	1.1	1.1	12.0	-8.6
pair	RSI	RSIhist	neg-neg	19	17.9	9.9	63.2	0.8	1.1	1.1	12.0	-8.6
pair	MACDhist	RSI	neg-neg	21	19.8	9.3	61.9	0.8	1.1	1.1	11.6	-8.6
single	RSI	RSI	neg-neg	21	19.8	9.3	61.9	0.8	1.1	1.1	11.6	-8.6
pair	MRmean	RSI	neg-neg	21	19.8	9.3	61.9	0.8	1.1	1.1	11.6	-8.6
pair	RSI	MACDhist	neg-neg	21	19.8	9.3	61.9	0.8	1.1	1.1	11.6	-8.6
pair	RSI	MRmean	neg-neg	21	19.8	9.3	61.9	0.8	1.1	1.1	11.6	-8.6
pair	RSI	MACD	neg-neg	15	14.2	8.9	60.0	1.1	1.8	2.3	8.1	-3.9
pair	MACD	RSI	neg-neg	15	14.2	8.9	60.0	1.1	1.8	2.3	8.1	-3.9
pair	SLmean	RSIhist	pos-neg	5	4.7	8.6	60.0	0.8	0.0	2.2	11.4	-3.9
pair	RSIhist	SLmean	pos-neg	5	4.7	8.6	60.0	0.8	0.0	2.2	11.4	-3.9
pair	MACDhist	RSI	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	RSmean	MACDhist	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	MACDhist	RSmean	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	LWTI	MACDhist	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	RSI	MACDhist	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	MACDhist	LWTI	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
single	MACDhist	MACDhist	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	MACDhist	MRmean	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	MRmean	MACDhist	pos-pos	52	49.1	8.1	71.2	1.7	3.1	2.8	4.7	-2.9
pair	RSmean	MACD	pos-neg	23	21.7	7.7	65.2	1.0	2.1	2.0	7.3	-3.9
pair	MACD	RSmean	pos-neg	23	21.7	7.7	65.2	1.0	2.1	2.0	7.3	-3.9
pair	MACD	MACDhist	pos-pos	50	47.2	7.7	70.0	1.6	3.0	1.6	4.8	-5.0
pair	MACDhist	MACD	pos-pos	50	47.2	7.7	70.0	1.6	3.0	1.6	4.8	-5.0
pair	RSmean	LWTI	pos-neg	11	10.4	7.5	54.5	0.7	1.7	1.0	11.8	-7.6
pair	LWTI	RSmean	pos-neg	11	10.4	7.5	54.5	0.7	1.7	1.0	11.8	-7.6
single	LWTI	LWTI	neg-neg	11	10.4	7.5	54.5	0.7	1.7	1.0	11.8	-7.6
pair	LWTI	MACDhist	neg-neg	11	10.4	7.5	54.5	0.7	1.7	1.0	11.8	-7.6
pair	MACDhist	LWTI	neg-neg	11	10.4	7.5	54.5	0.7	1.7	1.0	11.8	-7.6
pair	SLmean	MACD	neg-neg	21	19.8	7.4	61.9	1.0	1.8	1.7	7.1	-4.4
pair	MACD	SLmean	neg-neg	21	19.8	7.4	61.9	1.0	1.8	1.7	7.1	-4.4
pair	LWTI	SLmean	pos-pos	67	63.2	7.3	71.6	1.6	2.8	1.7	4.5	-4.3
pair	SLmean	LWTI	pos-pos	67	63.2	7.3	71.6	1.6	2.8	1.7	4.5	-4.3
pair	MACD	RSIhist	neg-neg	16	15.1	6.9	56.2	0.9	1.6	1.8	7.7	-3.9
pair	RSIhist	MACD	neg-neg	16	15.1	6.9	56.2	0.9	1.6	1.8	7.7	-3.9
pair	SLmean	RSI	pos-pos	70	66.0	6.5	70.0	1.4	2.6	1.0	4.6	-6.7
pair	MRmean	SLmean	pos-pos	69	65.1	6.5	69.6	1.4	2.6	1.0	4.6	-6.7
pair	RSI	SLmean	pos-pos	70	66.0	6.5	70.0	1.4	2.6	1.0	4.6	-6.7
pair	MACDhist	SLmean	pos-pos	47	44.3	6.5	70.2	1.5	2.4	1.5	4.3	-4.3
pair	SLmean	MACDhist	pos-pos	47	44.3	6.5	70.2	1.5	2.4	1.5	4.3	-4.3
pair	SLmean	MRmean	pos-pos	69	65.1	6.5	69.6	1.4	2.6	1.0	4.6	-6.7
pair	RSIhist	MACDhist	pos-pos	47	44.3	6.2	70.2	1.4	2.4	1.4	4.3	-4.3
pair	MACDhist	RSIhist	pos-pos	47	44.3	6.2	70.2	1.4	2.4	1.4	4.3	-4.3
pair	RSI	LWTI	neg-pos	13	12.3	6.1	61.5	0.6	0.6	0.8	10.8	-7.3
pair	LWTI	MRmean	pos-pos	72	67.9	6.1	70.8	0.9	0.7	0.5	7.0	-12.8
pair	LWTI	RSI	neg-pos	13	12.3	6.1	61.5	0.6	0.6	0.8	10.8	-7.3
pair	MRmean	LWTI	pos-pos	72	67.9	6.1	70.8	0.9	0.7	0.5	7.0	-12.8
pair	SLmean	MACD	pos-pos	57	53.8	6.0	68.4	1.2	1.7	0.7	5.0	-9.2
pair	MACD	SLmean	pos-pos	57	53.8	6.0	68.4	1.2	1.7	0.7	5.0	-9.2
pair	LWTI	RSIhist	pos-pos	68	64.2	5.8	70.6	1.4	2.3	1.4	4.2	-4.3
pair	SLmean	MRmean	neg-neg	28	26.4	5.8	57.1	0.6	0.8	0.5	10.3	-11.5
pair	RSIhist	LWTI	pos-pos	68	64.2	5.8	70.6	1.4	2.3	1.4	4.2	-4.3
pair	MRmean	SLmean	neg-neg	28	26.4	5.8	57.1	0.6	0.8	0.5	10.3	-11.5
pair	LWTI	MACD	neg-neg	9	8.5	5.7	55.6	0.6	1.4	3.4	9.4	-1.7
pair	MACD	MRmean	pos-neg	15	14.2	5.7	73.3	1.3	2.3	2.3	4.4	-2.5
pair	MRmean	MACD	pos-neg	15	14.2	5.7	73.3	1.3	2.3	2.3	4.4	-2.5
pair	MACD	LWTI	neg-neg	9	8.5	5.7	55.6	0.6	1.4	3.4	9.4	-1.7
pair	MRmean	RSIhist	pos-pos	68	64.2	5.5	69.1	1.3	2.2	0.8	4.2	-6.7
pair	RSIhist	MRmean	pos-pos	68	64.2	5.5	69.1	1.3	2.2	0.8	4.2	-6.7
pair	RSmean	SLmean	neg-pos	22	20.8	5.4	59.1	0.4	0.5	0.4	15.2	-13.2
pair	MRmean	MACD	pos-pos	60	56.6	5.4	68.3	0.7	0.6	0.4	7.4	-12.8
pair	SLmean	RSmean	neg-pos	22	20.8	5.4	59.1	0.4	0.5	0.4	15.2	-13.2
pair	MRmean	RSI	pos-pos	75	70.8	5.4	69.3	0.8	0.7	0.4	6.9	-12.8
pair	RSI	MRmean	pos-pos	75	70.8	5.4	69.3	0.8	0.7	0.4	6.9	-12.8
pair	LWTI	MACD	neg-pos	27	25.5	5.4	66.7	1.1	2.3	1.2	4.8	-4.4
pair	MACD	MRmean	pos-pos	60	56.6	5.4	68.3	0.7	0.6	0.4	7.4	-12.8
single	MRmean	MRmean	pos-pos	75	70.8	5.4	69.3	0.8	0.7	0.4	6.9	-12.8
pair	MACD	RSIhist	pos-pos	53	50.0	5.4	67.9	1.3	2.2	0.8	4.2	-6.4
single	MACD	MACD	neg-neg	36	34.0	5.4	63.9	0.9	1.6	1.2	6.1	-4.4
pair	RSIhist	MACD	pos-pos	53	50.0	5.4	67.9	1.3	2.2	0.8	4.2	-6.4
pair	MACD	LWTI	neg-pos	27	25.5	5.4	66.7	1.1	2.3	1.2	4.8	-4.4
pair	MRmean	RSmean	pos-pos	74	69.8	5.3	68.9	0.8	0.7	0.4	7.0	-12.8
pair	MACD	MRmean	neg-neg	21	19.8	5.3	57.1	0.7	1.4	1.2	7.2	-4.4
pair	MRmean	MACD	neg-neg	21	19.8	5.3	57.1	0.7	1.4	1.2	7.2	-4.4
pair	RSIhist	RSmean	pos-pos	69	65.1	5.3	68.1	1.2	2.1	0.7	4.3	-7.5
pair	RSmean	RSIhist	pos-pos	69	65.1	5.3	68.1	1.2	2.1	0.7	4.3	-7.5
pair	RSmean	MRmean	pos-pos	74	69.8	5.3	68.9	0.8	0.7	0.4	7.0	-12.8
single	SLmean	SLmean	pos-pos	72	67.9	5.3	68.1	1.1	1.6	0.5	4.9	-11.8
pair	SLmean	RSIhist	neg-pos	6	5.7	5.3	66.7	1.0	2.9	3.2	5.3	-1.7
pair	RSIhist	SLmean	neg-pos	6	5.7	5.3	66.7	1.0	2.9	3.2	5.3	-1.7
pair	SLmean	RSmean	pos-pos	71	67.0	5.2	67.6	1.1	1.6	0.4	4.9	-11.8
pair	RSmean	SLmean	pos-pos	71	67.0	5.2	67.6	1.1	1.6	0.4	4.9	-11.8
single	RSmean	RSmean	pos-pos	93	87.7	5.2	65.6	0.7	0.7	0.3	8.4	-15.3
pair	RSIhist	SLmean	pos-pos	67	63.2	5.1	68.7	1.2	2.0	0.6	4.2	-8.2
pair	SLmean	RSIhist	pos-pos	67	63.2	5.1	68.7	1.2	2.0	0.6	4.2	-8.2
pair	RSmean	RSIhist	pos-neg	24	22.6	5.1	58.3	0.4	0.5	0.4	15.2	-12.8
single	RSIhist	RSIhist	pos-pos	73	68.9	5.1	68.5	1.2	2.1	0.7	4.3	-7.5
pair	RSI	RSIhist	pos-pos	71	67.0	5.1	69.0	1.2	2.1	0.8	4.2	-6.7
pair	RSIhist	RSI	pos-pos	71	67.0	5.1	69.0	1.2	2.1	0.8	4.2	-6.7
pair	RSIhist	RSmean	pos-neg	24	22.6	5.1	58.3	0.4	0.5	0.4	15.2	-12.8
pair	MRmean	RSmean	neg-pos	19	17.9	5.0	52.6	0.4	0.8	0.4	13.0	-12.8
pair	RSmean	MRmean	neg-pos	19	17.9	5.0	52.6	0.4	0.8	0.4	13.0	-12.8
pair	LWTI	RSmean	pos-pos	82	77.4	4.9	67.1	0.6	0.6	0.3	8.0	-14.1
pair	RSmean	LWTI	pos-pos	82	77.4	4.9	67.1	0.6	0.6	0.3	8.0	-14.1
pair	RSIhist	MRmean	pos-neg	7	6.6	4.9	71.4	0.3	0.0	0.0	19.8	0.0
pair	MRmean	RSIhist	pos-neg	7	6.6	4.9	71.4	0.3	0.0	0.0	19.8	0.0
pair		benchmark___benchmark_	benchmark-benchmark	106	100.0	4.8	65.1	0.6	0.6	0.3	8.0	-15.3
pair	benchmark___benchmark_		benchmark-benchmark	106	100.0	4.8	65.1	0.6	0.6	0.3	8.0	-15.3
pair	MACD	MACDhist	neg-neg	34	32.1	4.6	61.8	0.8	1.4	1.1	6.2	-4.4
pair	MACDhist	MACD	neg-neg	34	32.1	4.6	61.8	0.8	1.4	1.1	6.2	-4.4
single	LWTI	LWTI	pos-pos	95	89.6	4.5	66.3	0.6	0.6	0.3	7.5	-14.1
single	MACD	MACD	pos-pos	70	66.0	4.4	65.7	0.5	0.5	0.3	8.8	-14.1
pair	MACD	RSmean	pos-pos	70	66.0	4.4	65.7	0.5	0.5	0.3	8.8	-14.1
pair	RSmean	MACD	pos-pos	70	66.0	4.4	65.7	0.5	0.5	0.3	8.8	-14.1
pair	RSIhist	MACD	neg-pos	20	18.9	4.3	70.0	0.9	2.0	1.3	4.7	-3.3
pair	MACD	RSIhist	neg-pos	20	18.9	4.3	70.0	0.9	2.0	1.3	4.7	-3.3
pair	LWTI	RSI	pos-pos	82	77.4	4.2	67.1	0.6	0.6	0.3	6.9	-12.8
pair	RSI	LWTI	pos-pos	82	77.4	4.2	67.1	0.6	0.6	0.3	6.9	-12.8
pair	MACD	LWTI	pos-pos	68	64.2	4.1	66.2	0.5	0.5	0.3	8.3	-15.9
pair	LWTI	MACD	pos-pos	68	64.2	4.1	66.2	0.5	0.5	0.3	8.3	-15.9
single	RSIhist	RSIhist	neg-neg	33	31.1	4.0	57.6	0.4	0.4	0.3	12.9	-12.8
pair	RSI	RSmean	pos-pos	79	74.5	3.9	65.8	0.6	0.5	0.3	7.0	-12.8
pair	MACD	RSI	pos-pos	64	60.4	3.9	65.6	0.6	0.5	0.3	7.5	-12.8
pair	RSI	MACD	pos-pos	64	60.4	3.9	65.6	0.6	0.5	0.3	7.5	-12.8
pair	RSmean	RSI	pos-pos	79	74.5	3.9	65.8	0.6	0.5	0.3	7.0	-12.8
pair	MRmean	RSIhist	neg-neg	26	24.5	3.8	53.8	0.4	0.6	0.3	10.9	-12.8
pair	RSIhist	MRmean	neg-neg	26	24.5	3.8	53.8	0.4	0.6	0.3	10.9	-12.8
single	RSI	RSI	pos-pos	85	80.2	3.7	65.9	0.6	0.5	0.3	6.8	-12.8
single	SLmean	SLmean	neg-neg	34	32.1	3.6	58.8	0.3	0.4	0.3	12.2	-13.2
pair	RSI	RSIhist	neg-pos	2	1.9	3.5	50.0	0.4	0.0	0.0	9.6	0.0
pair	RSIhist	RSI	neg-pos	2	1.9	3.5	50.0	0.4	0.0	0.0	9.6	0.0
pair	MACDhist	MRmean	neg-neg	31	29.2	3.2	54.8	0.4	0.5	0.2	10.2	-12.8
pair	SLmean	RSIhist	neg-neg	28	26.4	3.2	57.1	0.3	0.3	0.2	13.3	-13.2
pair	RSIhist	SLmean	neg-neg	28	26.4	3.2	57.1	0.3	0.3	0.2	13.3	-13.2
pair	MACDhist	SLmean	pos-neg	25	23.6	3.2	64.0	0.6	0.8	0.4	6.0	-7.8
pair	SLmean	MACDhist	pos-neg	25	23.6	3.2	64.0	0.6	0.8	0.4	6.0	-7.8
pair	MRmean	MACDhist	neg-neg	31	29.2	3.2	54.8	0.4	0.5	0.2	10.2	-12.8
single	MRmean	MRmean	neg-neg	31	29.2	3.2	54.8	0.4	0.5	0.2	10.2	-12.8
pair	RSIhist	MACDhist	neg-pos	26	24.5	3.1	65.4	0.7	1.3	0.8	4.3	-4.1
pair	MACDhist	RSIhist	neg-pos	26	24.5	3.1	65.4	0.7	1.3	0.8	4.3	-4.1
pair	MACD	RSI	neg-pos	21	19.8	3.0	66.7	0.7	1.5	1.2	4.2	-2.6
pair	RSI	MACD	neg-pos	21	19.8	3.0	66.7	0.7	1.5	1.2	4.2	-2.6
pair	MACD	SLmean	pos-neg	15	14.2	2.8	66.7	0.6	1.3	0.7	4.5	-4.1
pair	SLmean	MACD	pos-neg	15	14.2	2.8	66.7	0.6	1.3	0.7	4.5	-4.1
pair	RSIhist	RSmean	neg-pos	4	3.8	2.4	75.0	0.5	0.0	1.4	4.5	-1.7
pair	RSmean	RSIhist	neg-pos	4	3.8	2.4	75.0	0.5	0.0	1.4	4.5	-1.7
pair	RSmean	RSI	neg-neg	7	6.6	2.1	57.1	1.0	2.4	3.6	2.1	-0.6
pair	RSI	RSmean	neg-neg	7	6.6	2.1	57.1	1.0	2.4	3.6	2.1	-0.6
single	RSmean	RSmean	neg-neg	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
single	MACDhist	MACDhist	neg-neg	54	50.9	1.6	59.3	0.2	0.2	0.1	10.1	-12.8
pair	RSmean	MACDhist	pos-neg	41	38.7	1.6	58.5	0.2	0.2	0.1	11.6	-12.8
pair	MACDhist	RSmean	pos-neg	41	38.7	1.6	58.5	0.2	0.2	0.1	11.6	-12.8
pair	RSmean	LWTI	neg-pos	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	LWTI	RSmean	neg-pos	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	RSmean	MACD	neg-neg	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	MACD	RSmean	neg-neg	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	RSmean	MACDhist	neg-neg	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	MACDhist	RSmean	neg-neg	13	12.3	1.6	61.5	0.6	0.8	1.0	2.9	-1.7
pair	MACD	RSIhist	pos-neg	17	16.0	1.4	58.8	0.2	0.2	0.1	16.6	-11.5
pair	RSIhist	MACD	pos-neg	17	16.0	1.4	58.8	0.2	0.2	0.1	16.6	-11.5
pair	RSIhist	RSmean	neg-neg	9	8.5	1.3	55.6	0.6	1.2	0.9	2.2	-1.3
pair	RSmean	RSIhist	neg-neg	9	8.5	1.3	55.6	0.6	1.2	0.9	2.2	-1.3
pair	RSmean	RSI	neg-pos	6	5.7	1.1	66.7	0.3	0.5	0.7	3.8	-1.7
pair	RSI	RSmean	neg-pos	6	5.7	1.1	66.7	0.3	0.5	0.7	3.8	-1.7
pair	RSIhist	LWTI	neg-pos	27	25.5	1.0	55.6	0.1	0.1	0.1	12.5	-11.8
pair	LWTI	RSIhist	neg-pos	27	25.5	1.0	55.6	0.1	0.1	0.1	12.5	-11.8
pair	SLmean	RSmean	neg-neg	12	11.3	0.4	58.3	0.2	0.2	0.2	2.7	-1.7
pair	RSmean	SLmean	neg-neg	12	11.3	0.4	58.3	0.2	0.2	0.2	2.7	-1.7
pair	MRmean	RSmean	neg-neg	12	11.3	0.4	58.3	0.2	0.2	0.2	2.7	-1.7
pair	RSmean	MRmean	neg-neg	12	11.3	0.4	58.3	0.2	0.2	0.2	2.7	-1.7
pair	MACDhist	RSIhist	neg-neg	28	26.4	0.3	53.6	0.1	0.1	0.0	13.6	-12.8
pair	RSIhist	MACDhist	neg-neg	28	26.4	0.3	53.6	0.1	0.1	0.0	13.6	-12.8
pair	LWTI	MACDhist	neg-pos	43	40.6	0.2	60.5	0.1	0.1	0.0	9.8	-12.8
pair	MACDhist	LWTI	neg-pos	43	40.6	0.2	60.5	0.1	0.1	0.0	9.8	-12.8
pair	SLmean	MACDhist	neg-neg	29	27.4	0.2	55.2	0.1	0.1	0.0	12.8	-15.2
pair	MACDhist	SLmean	neg-neg	29	27.4	0.2	55.2	0.1	0.1	0.0	12.8	-15.2
pair	MRmean	RSIhist	neg-pos	5	4.7	0.1	60.0	0.0	3.0	0.0	5.8	-3.3
pair	RSIhist	MRmean	neg-pos	5	4.7	0.1	60.0	0.0	3.0	0.0	5.8	-3.3
pair	MRmean	MACDhist	pos-neg	23	21.7	-0.5	65.2	0.0	0.0	-0.0	10.3	-12.8
pair	MACDhist	MRmean	pos-neg	23	21.7	-0.5	65.2	0.0	0.0	-0.0	10.3	-12.8
pair	MRmean	LWTI	neg-pos	23	21.7	-0.6	52.2	-0.0	-0.0	-0.1	8.9	-11.5
pair	LWTI	MRmean	neg-pos	23	21.7	-0.6	52.2	-0.0	-0.0	-0.1	8.9	-11.5
pair	MRmean	MACD	neg-pos	10	9.4	-1.1	50.0	-0.0	-0.0	-0.1	15.1	-11.5
pair	MACD	MRmean	neg-pos	10	9.4	-1.1	50.0	-0.0	-0.0	-0.1	15.1	-11.5
pair	SLmean	LWTI	neg-pos	28	26.4	-2.0	53.6	-0.1	-0.1	-0.1	11.9	-13.2
pair	LWTI	SLmean	neg-pos	28	26.4	-2.0	53.6	-0.1	-0.1	-0.1	11.9	-13.2
pair	SLmean	MACD	neg-pos	13	12.3	-2.3	53.8	-0.0	-0.1	-0.2	18.0	-11.5
pair	MACD	SLmean	neg-pos	13	12.3	-2.3	53.8	-0.0	-0.1	-0.2	18.0	-11.5
pair	MACDhist	RSI	pos-neg	33	31.1	-3.0	57.6	-0.3	-0.2	-0.2	9.0	-15.3
pair	RSI	MACDhist	pos-neg	33	31.1	-3.0	57.6	-0.3	-0.2	-0.2	9.0	-15.3
pair	MACD	MACDhist	pos-neg	20	18.9	-3.3	55.0	-0.2	-0.2	-0.3	14.7	-12.8
pair	MACDhist	MACD	pos-neg	20	18.9	-3.3	55.0	-0.2	-0.2	-0.3	14.7	-12.8
pair	RSIhist	RSI	pos-neg	14	13.2	-3.5	50.0	-0.2	-0.2	-0.3	14.3	-13.3
pair	RSI	RSIhist	pos-neg	14	13.2	-3.5	50.0	-0.2	-0.2	-0.3	14.3	-13.3
pair	RSIhist	LWTI	pos-neg	5	4.7	-4.6	40.0	-0.8	-4.1	-2.8	5.8	-1.7
pair	LWTI	RSIhist	pos-neg	5	4.7	-4.6	40.0	-0.8	-4.1	-2.8	5.8	-1.7
pair	SLmean	MRmean	pos-neg	6	5.7	-6.1	66.7	-0.2	-0.2	-6.5	20.3	-0.9
pair	MRmean	SLmean	pos-neg	6	5.7	-6.1	66.7	-0.2	-0.2	-6.5	20.3	-0.9
pair	SLmean	RSI	neg-pos	15	14.2	-8.6	46.7	-0.6	-0.6	-0.5	12.8	-17.5
pair	RSI	SLmean	neg-pos	15	14.2	-8.6	46.7	-0.6	-0.6	-0.5	12.8	-17.5
pair	MRmean	RSI	neg-pos	10	9.4	-8.6	40.0	-1.7	-1.9	-1.1	5.2	-8.1
pair	RSI	MRmean	neg-pos	10	9.4	-8.6	40.0	-1.7	-1.9	-1.1	5.2	-8.1
pair	MRmean	LWTI	pos-neg	3	2.8	-9.6	33.3	-3.0	-7.4	-8.7	3.4	-1.1
pair	LWTI	MRmean	pos-neg	3	2.8	-9.6	33.3	-3.0	-7.4	-8.7	3.4	-1.1
pair	LWTI	RSI	pos-neg	3	2.8	-9.6	33.3	-3.0	-7.4	-8.7	3.4	-1.1
pair	RSI	LWTI	pos-neg	3	2.8	-9.6	33.3	-3.0	-7.4	-8.7	3.4	-1.1
pair	SLmean	LWTI	pos-neg	5	4.7	-17.8	20.0	-3.7	-4.5	-4.3	5.2	-4.1
pair	LWTI	SLmean	pos-neg	5	4.7	-17.8	20.0	-3.7	-4.5	-4.3	5.2	-4.1
pair	SLmean	MRmean	neg-pos	3	2.8	-18.2	33.3	-2.5	-3.6	-3.3	7.8	-5.5
pair	MRmean	SLmean	neg-pos	3	2.8	-18.2	33.3	-2.5	-3.6	-3.3	7.8	-5.5
pair	SLmean	RSI	pos-neg	2	1.9	-28.7	0.0	-6.0	-6.0	-17.4	5.5	-1.6
pair	RSI	SLmean	pos-neg	2	1.9	-28.7	0.0	-6.0	-6.0	-17.4	5.5	-1.6

All Contingency Tables for USHY

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 70% Sharpe 1.40 \| Sortino 2.57 \| Calmar 1.0 Vol 5% \| MDD -6.7% Months 69M (65%)	CAGR -6.1% \| Win 67% Sharpe -0.22 \| Sortino -0.17 \| Calmar -6.5 Vol 20% \| MDD -0.9% Months 6M (6%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -18.2% \| Win 33% Sharpe -2.54 \| Sortino -3.60 \| Calmar -3.3 Vol 8% \| MDD -5.5% Months 3M (3%)	CAGR 5.8% \| Win 57% Sharpe 0.60 \| Sortino 0.83 \| Calmar 0.5 Vol 10% \| MDD -11.5% Months 28M (26%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
SLmean only	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 69% Sharpe 0.78 \| Sortino 0.65 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 74M (70%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR 5.0% \| Win 53% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.4 Vol 13% \| MDD -12.8% Months 19M (18%)	CAGR 0.4% \| Win 58% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.2 Vol 3% \| MDD -1.7% Months 12M (11%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
RSmean only	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 68% Sharpe 0.74 \| Sortino 0.60 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 60M (57%)	CAGR 5.7% \| Win 73% Sharpe 1.29 \| Sortino 2.30 \| Calmar 2.3 Vol 4% \| MDD -2.5% Months 15M (14%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -1.1% \| Win 50% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 15% \| MDD -11.5% Months 10M (9%)	CAGR 5.3% \| Win 57% Sharpe 0.74 \| Sortino 1.36 \| Calmar 1.2 Vol 7% \| MDD -4.4% Months 21M (20%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
MACD only	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)	-	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -8.6% \| Win 40% Sharpe -1.70 \| Sortino -1.92 \| Calmar -1.1 Vol 5% \| MDD -8.1% Months 10M (9%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
RSI only	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR -0.5% \| Win 65% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -12.8% Months 23M (22%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	-	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 0.8 Vol 4% \| MDD -6.7% Months 68M (64%)	CAGR 4.9% \| Win 71% Sharpe 0.33 \| Sortino 0.00 \| Calmar 0.0 Vol 20% \| MDD 0.0% Months 7M (7%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR 0.1% \| Win 60% Sharpe 0.04 \| Sortino 3.04 \| Calmar 0.0 Vol 6% \| MDD -3.3% Months 5M (5%)	CAGR 3.8% \| Win 54% Sharpe 0.39 \| Sortino 0.56 \| Calmar 0.3 Vol 11% \| MDD -12.8% Months 26M (24%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 71% Sharpe 0.89 \| Sortino 0.70 \| Calmar 0.5 Vol 7% \| MDD -12.8% Months 72M (68%)	CAGR -9.6% \| Win 33% Sharpe -2.96 \| Sortino -7.36 \| Calmar -8.7 Vol 3% \| MDD -1.1% Months 3M (3%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -0.6% \| Win 52% Sharpe -0.02 \| Sortino -0.02 \| Calmar -0.0 Vol 9% \| MDD -11.5% Months 23M (22%)	CAGR 14.7% \| Win 62% Sharpe 1.08 \| Sortino 3.27 \| Calmar 1.9 Vol 13% \| MDD -7.6% Months 8M (8%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 5.2% \| Win 68% Sharpe 1.05 \| Sortino 1.58 \| Calmar 0.4 Vol 5% \| MDD -11.8% Months 71M (67%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR 5.4% \| Win 59% Sharpe 0.42 \| Sortino 0.49 \| Calmar 0.4 Vol 15% \| MDD -13.2% Months 22M (21%)	CAGR 0.4% \| Win 58% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.2 Vol 3% \| MDD -1.7% Months 12M (11%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
RSmean only	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 68% Sharpe 1.19 \| Sortino 1.68 \| Calmar 0.7 Vol 5% \| MDD -9.2% Months 57M (54%)	CAGR 2.8% \| Win 67% Sharpe 0.62 \| Sortino 1.26 \| Calmar 0.7 Vol 4% \| MDD -4.1% Months 15M (14%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR -2.3% \| Win 54% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.2 Vol 18% \| MDD -11.5% Months 13M (12%)	CAGR 7.4% \| Win 62% Sharpe 1.04 \| Sortino 1.75 \| Calmar 1.7 Vol 7% \| MDD -4.4% Months 21M (20%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
MACD only	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 70% Sharpe 1.41 \| Sortino 2.57 \| Calmar 1.0 Vol 5% \| MDD -6.7% Months 70M (66%)	CAGR -28.7% \| Win 0% Sharpe -6.04 \| Sortino -6.04 \| Calmar -17.4 Vol 6% \| MDD -1.6% Months 2M (2%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR -8.6% \| Win 47% Sharpe -0.64 \| Sortino -0.62 \| Calmar -0.5 Vol 13% \| MDD -17.5% Months 15M (14%)	CAGR 14.3% \| Win 68% Sharpe 1.24 \| Sortino 1.45 \| Calmar 2.0 Vol 11% \| MDD -7.3% Months 19M (18%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
RSI only	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 6.5% \| Win 70% Sharpe 1.49 \| Sortino 2.42 \| Calmar 1.5 Vol 4% \| MDD -4.3% Months 47M (44%)	CAGR 3.2% \| Win 64% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.4 Vol 6% \| MDD -7.8% Months 25M (24%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR 25.3% \| Win 80% Sharpe 3.32 \| Sortino 0.00 \| Calmar 27.1 Vol 7% \| MDD -0.9% Months 5M (5%)	CAGR 0.2% \| Win 55% Sharpe 0.08 \| Sortino 0.09 \| Calmar 0.0 Vol 13% \| MDD -15.2% Months 29M (27%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.1% \| Win 69% Sharpe 1.19 \| Sortino 2.02 \| Calmar 0.6 Vol 4% \| MDD -8.2% Months 67M (63%)	CAGR 8.6% \| Win 60% Sharpe 0.78 \| Sortino 0.00 \| Calmar 2.2 Vol 11% \| MDD -3.9% Months 5M (5%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR 5.3% \| Win 67% Sharpe 1.00 \| Sortino 2.92 \| Calmar 3.2 Vol 5% \| MDD -1.7% Months 6M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.30 \| Sortino 0.33 \| Calmar 0.2 Vol 13% \| MDD -13.2% Months 28M (26%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.3% \| Win 72% Sharpe 1.59 \| Sortino 2.81 \| Calmar 1.7 Vol 4% \| MDD -4.3% Months 67M (63%)	CAGR -17.8% \| Win 20% Sharpe -3.73 \| Sortino -4.49 \| Calmar -4.3 Vol 5% \| MDD -4.1% Months 5M (5%)	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)
SLmean neg	CAGR -2.0% \| Win 54% Sharpe -0.11 \| Sortino -0.11 \| Calmar -0.2 Vol 12% \| MDD -13.2% Months 28M (26%)	CAGR 34.3% \| Win 83% Sharpe 2.54 \| Sortino 0.00 \| Calmar 8.9 Vol 12% \| MDD -3.9% Months 6M (6%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)	CAGR 7.7% \| Win 65% Sharpe 1.04 \| Sortino 2.08 \| Calmar 2.0 Vol 7% \| MDD -3.9% Months 23M (22%)	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)
RSmean neg	-	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)
MACD only	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 66% Sharpe 0.58 \| Sortino 0.51 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 79M (74%)	CAGR 13.1% \| Win 64% Sharpe 0.94 \| Sortino 1.70 \| Calmar 1.5 Vol 14% \| MDD -8.6% Months 14M (13%)	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)
RSmean neg	CAGR 1.1% \| Win 67% Sharpe 0.30 \| Sortino 0.53 \| Calmar 0.7 Vol 4% \| MDD -1.7% Months 6M (6%)	CAGR 2.1% \| Win 57% Sharpe 1.00 \| Sortino 2.38 \| Calmar 3.6 Vol 2% \| MDD -0.6% Months 7M (7%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)
RSI only	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 58% Sharpe 0.20 \| Sortino 0.22 \| Calmar 0.1 Vol 12% \| MDD -12.8% Months 41M (39%)	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)
RSmean neg	-	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.3% \| Win 68% Sharpe 1.21 \| Sortino 2.14 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 69M (65%)	CAGR 5.1% \| Win 58% Sharpe 0.40 \| Sortino 0.49 \| Calmar 0.4 Vol 15% \| MDD -12.8% Months 24M (23%)	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)
RSmean neg	CAGR 2.4% \| Win 75% Sharpe 0.54 \| Sortino 0.00 \| Calmar 1.4 Vol 4% \| MDD -1.7% Months 4M (4%)	CAGR 1.3% \| Win 56% Sharpe 0.59 \| Sortino 1.22 \| Calmar 0.9 Vol 2% \| MDD -1.3% Months 9M (8%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 67% Sharpe 0.64 \| Sortino 0.58 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 82M (77%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)
RSmean neg	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)	-	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.9% \| Win 66% Sharpe 0.55 \| Sortino 0.47 \| Calmar 0.3 Vol 8% \| MDD -12.8% Months 64M (60%)	CAGR 10.3% \| Win 67% Sharpe 0.60 \| Sortino 1.37 \| Calmar 1.4 Vol 19% \| MDD -7.3% Months 6M (6%)	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)
MACD neg	CAGR 3.0% \| Win 67% Sharpe 0.72 \| Sortino 1.54 \| Calmar 1.2 Vol 4% \| MDD -2.6% Months 21M (20%)	CAGR 8.9% \| Win 60% Sharpe 1.09 \| Sortino 1.83 \| Calmar 2.3 Vol 8% \| MDD -3.9% Months 15M (14%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)
RSI only	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.7% \| Win 70% Sharpe 1.58 \| Sortino 2.99 \| Calmar 1.6 Vol 5% \| MDD -5.0% Months 50M (47%)	CAGR -3.3% \| Win 55% Sharpe -0.16 \| Sortino -0.17 \| Calmar -0.3 Vol 15% \| MDD -12.8% Months 20M (19%)	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)
MACD neg	CAGR 20.2% \| Win 100% Sharpe 12.39 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (2%)	CAGR 4.6% \| Win 62% Sharpe 0.76 \| Sortino 1.36 \| Calmar 1.1 Vol 6% \| MDD -4.4% Months 34M (32%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.4% \| Win 68% Sharpe 1.28 \| Sortino 2.18 \| Calmar 0.8 Vol 4% \| MDD -6.4% Months 53M (50%)	CAGR 1.4% \| Win 59% Sharpe 0.16 \| Sortino 0.19 \| Calmar 0.1 Vol 17% \| MDD -11.5% Months 17M (16%)	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)
MACD neg	CAGR 4.3% \| Win 70% Sharpe 0.92 \| Sortino 2.02 \| Calmar 1.3 Vol 5% \| MDD -3.3% Months 20M (19%)	CAGR 6.9% \| Win 56% Sharpe 0.91 \| Sortino 1.55 \| Calmar 1.8 Vol 8% \| MDD -3.9% Months 16M (15%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.1% \| Win 66% Sharpe 0.52 \| Sortino 0.46 \| Calmar 0.3 Vol 8% \| MDD -15.9% Months 68M (64%)	CAGR 15.9% \| Win 50% Sharpe 0.64 \| Sortino 0.00 \| Calmar 4.1 Vol 26% \| MDD -3.9% Months 2M (2%)	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)
MACD neg	CAGR 5.4% \| Win 67% Sharpe 1.11 \| Sortino 2.27 \| Calmar 1.2 Vol 5% \| MDD -4.4% Months 27M (26%)	CAGR 5.7% \| Win 56% Sharpe 0.63 \| Sortino 1.40 \| Calmar 3.4 Vol 9% \| MDD -1.7% Months 9M (8%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR -3.0% \| Win 58% Sharpe -0.29 \| Sortino -0.25 \| Calmar -0.2 Vol 9% \| MDD -15.3% Months 33M (31%)	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)
RSI neg	-	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 5.1% \| Win 69% Sharpe 1.22 \| Sortino 2.09 \| Calmar 0.8 Vol 4% \| MDD -6.7% Months 71M (67%)	CAGR -3.5% \| Win 50% Sharpe -0.18 \| Sortino -0.17 \| Calmar -0.3 Vol 14% \| MDD -13.3% Months 14M (13%)	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)
RSI neg	CAGR 3.5% \| Win 50% Sharpe 0.39 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (2%)	CAGR 9.9% \| Win 63% Sharpe 0.85 \| Sortino 1.12 \| Calmar 1.2 Vol 12% \| MDD -8.6% Months 19M (18%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 4.2% \| Win 67% Sharpe 0.63 \| Sortino 0.55 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 82M (77%)	CAGR -9.6% \| Win 33% Sharpe -2.96 \| Sortino -7.36 \| Calmar -8.7 Vol 3% \| MDD -1.1% Months 3M (3%)	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)
RSI neg	CAGR 6.1% \| Win 62% Sharpe 0.60 \| Sortino 0.62 \| Calmar 0.8 Vol 11% \| MDD -7.3% Months 13M (12%)	CAGR 14.7% \| Win 62% Sharpe 1.08 \| Sortino 3.27 \| Calmar 1.9 Vol 13% \| MDD -7.6% Months 8M (8%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 6.2% \| Win 70% Sharpe 1.42 \| Sortino 2.44 \| Calmar 1.4 Vol 4% \| MDD -4.3% Months 47M (44%)	CAGR 27.8% \| Win 80% Sharpe 4.26 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 5M (5%)	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)
MACDhist neg	CAGR 3.1% \| Win 65% Sharpe 0.73 \| Sortino 1.28 \| Calmar 0.8 Vol 4% \| MDD -4.1% Months 26M (24%)	CAGR 0.3% \| Win 54% Sharpe 0.09 \| Sortino 0.10 \| Calmar 0.0 Vol 14% \| MDD -12.8% Months 28M (26%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)
RSIhist only	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	-	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)
MACDhist neg	CAGR 0.2% \| Win 60% Sharpe 0.07 \| Sortino 0.06 \| Calmar 0.0 Vol 10% \| MDD -12.8% Months 43M (41%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.8% \| Win 71% Sharpe 1.39 \| Sortino 2.32 \| Calmar 1.4 Vol 4% \| MDD -4.3% Months 68M (64%)	CAGR -4.6% \| Win 40% Sharpe -0.78 \| Sortino -4.10 \| Calmar -2.8 Vol 6% \| MDD -1.7% Months 5M (5%)	CAGR 5.1% \| Win 68% Sharpe 1.18 \| Sortino 2.08 \| Calmar 0.7 Vol 4% \| MDD -7.5% Months 73M (69%)
RSIhist neg	CAGR 1.0% \| Win 56% Sharpe 0.14 \| Sortino 0.14 \| Calmar 0.1 Vol 12% \| MDD -11.8% Months 27M (26%)	CAGR 18.6% \| Win 67% Sharpe 1.20 \| Sortino 201.71 \| Calmar 2.5 Vol 15% \| MDD -7.6% Months 6M (6%)	CAGR 4.0% \| Win 58% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.3 Vol 13% \| MDD -12.8% Months 33M (31%)
LWTI only	CAGR 4.5% \| Win 66% Sharpe 0.62 \| Sortino 0.56 \| Calmar 0.3 Vol 8% \| MDD -14.1% Months 95M (90%)	CAGR 7.5% \| Win 55% Sharpe 0.67 \| Sortino 1.70 \| Calmar 1.0 Vol 12% \| MDD -7.6% Months 11M (10%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 70% Sharpe 1.40 \| Sortino 2.57 \| Calmar 1.0 Vol 5% \| MDD -6.7% Months 69M (65%)	CAGR -6.1% \| Win 67% Sharpe -0.22 \| Sortino -0.17 \| Calmar -6.5 Vol 20% \| MDD -0.9% Months 6M (6%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -18.2% \| Win 33% Sharpe -2.54 \| Sortino -3.60 \| Calmar -3.3 Vol 8% \| MDD -5.5% Months 3M (3%)	CAGR 5.8% \| Win 57% Sharpe 0.60 \| Sortino 0.83 \| Calmar 0.5 Vol 10% \| MDD -11.5% Months 28M (26%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
SLmean only	CAGR 5.3% \| Win 68% Sharpe 1.08 \| Sortino 1.62 \| Calmar 0.5 Vol 5% \| MDD -11.8% Months 72M (68%)	CAGR 3.6% \| Win 59% Sharpe 0.35 \| Sortino 0.38 \| Calmar 0.3 Vol 12% \| MDD -13.2% Months 34M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 69% Sharpe 0.78 \| Sortino 0.65 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 74M (70%)	CAGR 17.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR 5.0% \| Win 53% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.4 Vol 13% \| MDD -12.8% Months 19M (18%)	CAGR 0.4% \| Win 58% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.2 Vol 3% \| MDD -1.7% Months 12M (11%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
RSmean only	CAGR 5.2% \| Win 66% Sharpe 0.65 \| Sortino 0.66 \| Calmar 0.3 Vol 8% \| MDD -15.3% Months 93M (88%)	CAGR 1.6% \| Win 62% Sharpe 0.57 \| Sortino 0.77 \| Calmar 1.0 Vol 3% \| MDD -1.7% Months 13M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 68% Sharpe 0.74 \| Sortino 0.60 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 60M (57%)	CAGR 5.7% \| Win 73% Sharpe 1.29 \| Sortino 2.30 \| Calmar 2.3 Vol 4% \| MDD -2.5% Months 15M (14%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -1.1% \| Win 50% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.1 Vol 15% \| MDD -11.5% Months 10M (9%)	CAGR 5.3% \| Win 57% Sharpe 0.74 \| Sortino 1.36 \| Calmar 1.2 Vol 7% \| MDD -4.4% Months 21M (20%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
MACD only	CAGR 4.4% \| Win 66% Sharpe 0.54 \| Sortino 0.50 \| Calmar 0.3 Vol 9% \| MDD -14.1% Months 70M (66%)	CAGR 5.4% \| Win 64% Sharpe 0.90 \| Sortino 1.58 \| Calmar 1.2 Vol 6% \| MDD -4.4% Months 36M (34%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)	-	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	CAGR -8.6% \| Win 40% Sharpe -1.70 \| Sortino -1.92 \| Calmar -1.1 Vol 5% \| MDD -8.1% Months 10M (9%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
RSI only	CAGR 3.7% \| Win 66% Sharpe 0.56 \| Sortino 0.50 \| Calmar 0.3 Vol 7% \| MDD -12.8% Months 85M (80%)	CAGR 9.3% \| Win 62% Sharpe 0.83 \| Sortino 1.13 \| Calmar 1.1 Vol 12% \| MDD -8.6% Months 21M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR -0.5% \| Win 65% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -12.8% Months 23M (22%)	CAGR 5.4% \| Win 69% Sharpe 0.80 \| Sortino 0.66 \| Calmar 0.4 Vol 7% \| MDD -12.8% Months 75M (71%)
MRmean neg	-	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)	CAGR 3.2% \| Win 55% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 10% \| MDD -12.8% Months 31M (29%)
MACDhist only	CAGR 8.1% \| Win 71% Sharpe 1.69 \| Sortino 3.15 \| Calmar 2.8 Vol 5% \| MDD -2.9% Months 52M (49%)	CAGR 1.6% \| Win 59% Sharpe 0.21 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -12.8% Months 54M (51%)