XLB - State Street Materials Select Sector SPDR ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

76.6%

Best CAGR

Total Months

13.2%

Avg CAGR

XLB 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 XLB

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	RSI	neg-pos	7	2.1	76.6	71.4	2.3	3.7	10.4	26.1	-7.3
pair	RSI	MACDhist	neg-pos	7	2.1	76.6	71.4	2.3	3.7	10.4	26.1	-7.3
pair	SLmean	RSI	pos-neg	13	3.9	73.7	84.6	3.2	11.8	16.2	18.1	-4.5
pair	RSI	SLmean	pos-neg	13	3.9	73.7	84.6	3.2	11.8	16.2	18.1	-4.5
pair	RSI	RSIhist	neg-pos	9	2.7	67.3	88.9	3.0	0.0	14.8	17.7	-4.5
pair	RSIhist	RSI	neg-pos	9	2.7	67.3	88.9	3.0	0.0	14.8	17.7	-4.5
pair	MACD	MACDhist	neg-pos	11	3.3	62.4	81.8	2.1	6.1	7.2	24.3	-8.6
pair	MACDhist	MACD	neg-pos	11	3.3	62.4	81.8	2.1	6.1	7.2	24.3	-8.6
pair	MACD	RSI	neg-neg	38	11.4	57.7	71.1	1.8	4.9	3.3	27.5	-17.6
pair	RSI	MACD	neg-neg	38	11.4	57.7	71.1	1.8	4.9	3.3	27.5	-17.6
pair	RSI	RSmean	neg-neg	5	1.5	57.6	60.0	1.3	20.3	21.7	40.3	-2.7
pair	RSmean	RSI	neg-neg	5	1.5	57.6	60.0	1.3	20.3	21.7	40.3	-2.7
pair	RSI	MRmean	pos-neg	8	2.4	48.8	87.5	2.8	0.0	10.8	15.0	-4.5
pair	MRmean	RSI	pos-neg	8	2.4	48.8	87.5	2.8	0.0	10.8	15.0	-4.5
pair	LWTI	RSI	neg-neg	29	8.7	46.6	72.4	1.6	3.2	3.0	25.5	-15.3
pair	RSI	LWTI	neg-neg	29	8.7	46.6	72.4	1.6	3.2	3.0	25.5	-15.3
pair	MRmean	RSIhist	neg-pos	5	1.5	46.4	60.0	1.4	2.7	6.0	30.3	-7.8
pair	RSIhist	MRmean	neg-pos	5	1.5	46.4	60.0	1.4	2.7	6.0	30.3	-7.8
pair	RSIhist	LWTI	neg-neg	28	8.4	45.0	71.4	1.6	3.1	2.9	25.4	-15.3
pair	LWTI	RSIhist	neg-neg	28	8.4	45.0	71.4	1.6	3.1	2.9	25.4	-15.3
single	RSI	RSI	neg-neg	65	19.5	41.8	69.2	1.3	2.2	1.0	31.2	-41.3
pair	MRmean	RSI	neg-neg	57	17.1	40.9	66.7	1.2	2.2	1.0	32.9	-41.3
pair	RSI	MRmean	neg-neg	57	17.1	40.9	66.7	1.2	2.2	1.0	32.9	-41.3
pair	RSI	RSmean	pos-neg	60	18.0	40.6	70.0	1.3	2.1	1.0	30.7	-41.3
pair	RSmean	RSI	pos-neg	60	18.0	40.6	70.0	1.3	2.1	1.0	30.7	-41.3
pair	LWTI	MRmean	neg-neg	27	8.1	38.7	66.7	1.3	3.0	2.2	27.4	-17.4
pair	MRmean	LWTI	neg-neg	27	8.1	38.7	66.7	1.3	3.0	2.2	27.4	-17.4
pair	MACD	MRmean	neg-neg	39	11.7	38.6	59.0	1.3	3.3	2.0	29.6	-19.2
pair	MRmean	MACD	neg-neg	39	11.7	38.6	59.0	1.3	3.3	2.0	29.6	-19.2
pair	MACDhist	RSI	neg-neg	58	17.4	38.1	69.0	1.2	2.1	0.9	31.8	-41.3
pair	RSIhist	RSI	neg-neg	56	16.8	38.1	66.1	1.2	2.1	0.9	32.9	-41.3
pair	RSI	LWTI	neg-pos	36	10.8	38.1	66.7	1.1	1.9	1.1	35.4	-34.1
pair	RSI	MACDhist	neg-neg	58	17.4	38.1	69.0	1.2	2.1	0.9	31.8	-41.3
pair	LWTI	RSI	neg-pos	36	10.8	38.1	66.7	1.1	1.9	1.1	35.4	-34.1
pair	RSI	RSIhist	neg-neg	56	16.8	38.1	66.1	1.2	2.1	0.9	32.9	-41.3
pair	LWTI	SLmean	neg-neg	23	6.9	37.4	65.2	1.2	2.9	2.4	28.7	-15.3
pair	SLmean	LWTI	neg-neg	23	6.9	37.4	65.2	1.2	2.9	2.4	28.7	-15.3
pair	MRmean	SLmean	neg-pos	13	3.9	35.7	69.2	1.7	7.1	7.7	19.2	-4.6
pair	SLmean	MRmean	neg-pos	13	3.9	35.7	69.2	1.7	7.1	7.7	19.2	-4.6
pair	SLmean	MACD	neg-neg	37	11.1	35.5	59.5	1.2	3.0	1.9	29.6	-19.2
pair	MACD	SLmean	neg-neg	37	11.1	35.5	59.5	1.2	3.0	1.9	29.6	-19.2
pair	RSI	SLmean	neg-neg	52	15.6	34.8	65.4	1.1	1.9	0.8	33.7	-41.3
pair	LWTI	MACD	neg-neg	29	8.7	34.8	65.5	1.3	3.3	2.3	24.7	-15.3
pair	SLmean	RSI	neg-neg	52	15.6	34.8	65.4	1.1	1.9	0.8	33.7	-41.3
pair	MACD	LWTI	neg-neg	29	8.7	34.8	65.5	1.3	3.3	2.3	24.7	-15.3
pair	MACD	RSmean	pos-neg	48	14.4	30.2	64.6	1.2	2.8	1.5	25.5	-20.3
pair	RSmean	MACD	pos-neg	48	14.4	30.2	64.6	1.2	2.8	1.5	25.5	-20.3
pair	MACD	RSIhist	neg-neg	36	10.8	30.0	55.6	1.0	2.8	1.0	29.9	-30.6
pair	RSIhist	MACD	neg-neg	36	10.8	30.0	55.6	1.0	2.8	1.0	29.9	-30.6
pair	MACDhist	MRmean	neg-pos	10	3.0	27.3	70.0	0.9	1.0	1.7	31.2	-16.5
pair	MRmean	MACDhist	neg-pos	10	3.0	27.3	70.0	0.9	1.0	1.7	31.2	-16.5
pair	RSmean	RSIhist	neg-pos	7	2.1	26.2	57.1	1.4	7.7	4.4	18.0	-5.9
pair	RSIhist	RSmean	neg-pos	7	2.1	26.2	57.1	1.4	7.7	4.4	18.0	-5.9
pair	MACDhist	SLmean	neg-pos	28	8.4	24.9	71.4	1.1	1.3	1.1	22.3	-22.3
pair	SLmean	MACDhist	neg-pos	28	8.4	24.9	71.4	1.1	1.3	1.1	22.3	-22.3
single	MACD	MACD	neg-neg	62	18.6	24.4	59.7	1.0	2.3	0.8	26.6	-31.4
pair	RSI	MACD	pos-neg	27	8.1	22.2	66.7	0.7	1.3	0.5	35.9	-44.1
pair	MACD	RSI	pos-neg	27	8.1	22.2	66.7	0.7	1.3	0.5	35.9	-44.1
pair	RSmean	LWTI	pos-neg	51	15.3	20.6	58.8	0.9	1.9	0.9	23.0	-22.4
pair	LWTI	RSmean	pos-neg	51	15.3	20.6	58.8	0.9	1.9	0.9	23.0	-22.4
pair	MRmean	RSmean	neg-pos	78	23.4	20.0	62.8	0.8	1.2	0.4	29.9	-51.2
pair	RSmean	MRmean	neg-pos	78	23.4	20.0	62.8	0.8	1.2	0.4	29.9	-51.2
pair	LWTI	MACDhist	neg-neg	50	15.0	19.6	58.0	0.9	1.8	1.1	22.9	-18.2
pair	MACDhist	LWTI	neg-neg	50	15.0	19.6	58.0	0.9	1.8	1.1	22.9	-18.2
single	LWTI	LWTI	neg-neg	52	15.6	19.4	57.7	0.9	1.9	0.9	22.9	-22.4
pair	MACDhist	MACD	neg-neg	51	15.3	17.5	54.9	0.7	1.8	0.6	27.0	-31.4
pair	MACD	MACDhist	neg-neg	51	15.3	17.5	54.9	0.7	1.8	0.6	27.0	-31.4
pair	MACD	RSIhist	neg-pos	26	7.8	17.1	65.4	0.8	1.6	0.8	21.5	-21.4
pair	RSIhist	MACD	neg-pos	26	7.8	17.1	65.4	0.8	1.6	0.8	21.5	-21.4
pair	RSIhist	MACDhist	pos-neg	40	12.0	17.1	60.0	0.9	1.2	0.8	20.2	-22.3
pair	MACDhist	RSIhist	pos-neg	40	12.0	17.1	60.0	0.9	1.2	0.8	20.2	-22.3
single	MRmean	MRmean	neg-neg	95	28.4	16.3	58.9	0.7	1.1	0.3	29.5	-51.2
pair	RSIhist	RSmean	pos-neg	129	38.6	16.0	58.9	0.7	1.1	0.3	24.7	-52.7
pair	RSmean	RSIhist	pos-neg	129	38.6	16.0	58.9	0.7	1.1	0.3	24.7	-52.7
pair	MACD	LWTI	neg-pos	33	9.9	15.9	54.5	0.7	1.6	0.6	28.4	-26.3
pair	LWTI	MACD	neg-pos	33	9.9	15.9	54.5	0.7	1.6	0.6	28.4	-26.3
pair	RSmean	SLmean	neg-pos	93	27.8	15.7	60.2	0.7	1.1	0.3	28.1	-52.7
pair	SLmean	RSmean	neg-pos	93	27.8	15.7	60.2	0.7	1.1	0.3	28.1	-52.7
pair	MACDhist	MRmean	neg-neg	85	25.4	15.1	57.6	0.6	1.1	0.3	29.5	-51.2
pair	MRmean	MACDhist	neg-neg	85	25.4	15.1	57.6	0.6	1.1	0.3	29.5	-51.2
pair	MRmean	RSIhist	neg-neg	90	26.9	14.8	58.9	0.6	1.0	0.3	29.6	-51.2
pair	RSIhist	MRmean	neg-neg	90	26.9	14.8	58.9	0.6	1.0	0.3	29.6	-51.2
pair	MACDhist	LWTI	pos-neg	2	0.6	14.5	50.0	0.5	0.0	2.8	31.9	-5.2
pair	LWTI	MACDhist	pos-neg	2	0.6	14.5	50.0	0.5	0.0	2.8	31.9	-5.2
pair	MRmean	SLmean	neg-neg	82	24.6	13.5	57.3	0.6	1.0	0.3	30.9	-51.2
pair	SLmean	MRmean	neg-neg	82	24.6	13.5	57.3	0.6	1.0	0.3	30.9	-51.2
pair	RSIhist	SLmean	neg-neg	104	31.1	13.2	58.7	0.6	1.0	0.2	28.5	-52.7
pair	SLmean	RSIhist	neg-neg	104	31.1	13.2	58.7	0.6	1.0	0.2	28.5	-52.7
single	SLmean	SLmean	neg-neg	112	33.5	13.1	58.0	0.6	1.0	0.2	28.0	-52.7
pair	RSIhist	SLmean	neg-pos	8	2.4	11.9	50.0	0.6	1.2	0.9	21.0	-12.7
pair	SLmean	MRmean	pos-neg	30	9.0	11.9	60.0	0.7	1.2	0.6	18.1	-20.3
pair	SLmean	RSIhist	neg-pos	8	2.4	11.9	50.0	0.6	1.2	0.9	21.0	-12.7
pair	MRmean	SLmean	pos-neg	30	9.0	11.9	60.0	0.7	1.2	0.6	18.1	-20.3
single	RSIhist	RSIhist	neg-neg	147	44.0	11.5	56.5	0.6	0.9	0.2	25.4	-52.7
pair	RSmean	MACDhist	pos-pos	170	50.9	11.1	61.8	0.7	1.1	0.4	16.7	-27.4
pair	MACDhist	RSmean	pos-pos	170	50.9	11.1	61.8	0.7	1.1	0.4	16.7	-27.4
single	MACDhist	MACDhist	pos-pos	173	51.8	11.0	61.3	0.7	1.1	0.4	16.7	-27.4
pair	MACDhist	LWTI	pos-pos	171	51.2	10.9	61.4	0.7	1.1	0.4	16.6	-27.4
pair	LWTI	MACDhist	pos-pos	171	51.2	10.9	61.4	0.7	1.1	0.4	16.6	-27.4
pair	MACDhist	MRmean	pos-pos	163	48.8	10.1	60.7	0.7	1.1	0.6	15.5	-17.2
pair	MRmean	MACDhist	pos-pos	163	48.8	10.1	60.7	0.7	1.1	0.6	15.5	-17.2
pair	MACD	SLmean	pos-neg	25	7.5	9.6	60.0	0.5	1.1	0.6	21.3	-15.6
pair	SLmean	MACD	pos-neg	25	7.5	9.6	60.0	0.5	1.1	0.6	21.3	-15.6
pair	MACDhist	RSIhist	neg-neg	107	32.0	9.5	55.1	0.5	0.8	0.2	27.2	-52.7
pair	RSIhist	MACDhist	neg-neg	107	32.0	9.5	55.1	0.5	0.8	0.2	27.2	-52.7
single	RSmean	RSmean	pos-pos	309	92.5	9.4	57.6	0.6	0.8	0.2	20.2	-55.5
pair	MACDhist	SLmean	neg-neg	84	25.1	9.4	53.6	0.5	0.8	0.2	29.7	-52.7
pair	SLmean	MACDhist	neg-neg	84	25.1	9.4	53.6	0.5	0.8	0.2	29.7	-52.7
pair	RSIhist	MACDhist	pos-pos	133	39.8	9.2	61.7	0.7	1.1	0.5	15.5	-20.1
pair	MACDhist	RSIhist	pos-pos	133	39.8	9.2	61.7	0.7	1.1	0.5	15.5	-20.1
pair	RSI	MACDhist	pos-pos	166	49.7	8.8	60.8	0.6	0.9	0.3	16.0	-27.4
pair	MACDhist	RSI	pos-pos	166	49.7	8.8	60.8	0.6	0.9	0.3	16.0	-27.4
pair	LWTI	MRmean	neg-pos	68	20.4	8.5	55.9	0.4	0.7	0.2	30.3	-49.6
pair	MRmean	LWTI	neg-pos	68	20.4	8.5	55.9	0.4	0.7	0.2	30.3	-49.6
pair	SLmean	MACDhist	pos-pos	145	43.4	8.5	59.3	0.6	1.0	0.5	15.4	-17.5
pair	MACDhist	SLmean	pos-pos	145	43.4	8.5	59.3	0.6	1.0	0.5	15.4	-17.5
pair	MACD	MACDhist	pos-pos	162	48.5	8.1	59.9	0.6	0.8	0.3	15.9	-27.4
pair	MACDhist	MACD	pos-pos	162	48.5	8.1	59.9	0.6	0.8	0.3	15.9	-27.4
pair		benchmark___benchmark_	benchmark-benchmark	334	100.0	8.1	56.6	0.5	0.8	0.1	20.7	-55.5
pair	benchmark___benchmark_		benchmark-benchmark	334	100.0	8.1	56.6	0.5	0.8	0.1	20.7	-55.5
pair	SLmean	RSIhist	pos-neg	43	12.9	7.6	51.2	0.6	0.8	0.4	15.6	-19.8
pair	RSIhist	SLmean	pos-neg	43	12.9	7.6	51.2	0.6	0.8	0.4	15.6	-19.8
pair	SLmean	LWTI	neg-pos	89	26.6	7.5	56.2	0.4	0.6	0.1	27.8	-49.0
pair	LWTI	SLmean	neg-pos	89	26.6	7.5	56.2	0.4	0.6	0.1	27.8	-49.0
pair	RSmean	LWTI	pos-pos	258	77.2	7.3	57.4	0.5	0.7	0.1	19.6	-48.6
pair	LWTI	RSmean	pos-pos	258	77.2	7.3	57.4	0.5	0.7	0.1	19.6	-48.6
pair	MACDhist	RSmean	pos-neg	139	41.6	7.3	52.5	0.4	0.7	0.1	23.9	-55.5
pair	RSmean	MACDhist	pos-neg	139	41.6	7.3	52.5	0.4	0.7	0.1	23.9	-55.5
pair	LWTI	RSIhist	pos-pos	163	48.8	7.2	58.9	0.5	0.8	0.2	16.0	-32.3
pair	RSIhist	LWTI	pos-pos	163	48.8	7.2	58.9	0.5	0.8	0.2	16.0	-32.3
pair	LWTI	SLmean	pos-neg	29	8.7	6.8	51.7	0.5	1.0	0.4	16.5	-16.2
pair	SLmean	LWTI	pos-neg	29	8.7	6.8	51.7	0.5	1.0	0.4	16.5	-16.2
pair	RSmean	SLmean	pos-pos	216	64.7	6.8	56.5	0.5	0.8	0.2	15.7	-31.8
pair	SLmean	RSmean	pos-pos	216	64.7	6.8	56.5	0.5	0.8	0.2	15.7	-31.8
pair	MACD	RSmean	neg-neg	14	4.2	6.5	42.9	0.3	0.9	0.5	30.6	-13.3
pair	RSmean	MACD	neg-neg	14	4.2	6.5	42.9	0.3	0.9	0.5	30.6	-13.3
pair	MRmean	RSIhist	pos-neg	57	17.1	6.4	52.6	0.5	0.7	0.3	16.8	-18.2
pair	RSIhist	MRmean	pos-neg	57	17.1	6.4	52.6	0.5	0.7	0.3	16.8	-18.2
single	LWTI	LWTI	pos-pos	282	84.4	6.2	56.4	0.4	0.6	0.1	20.3	-48.6
pair	RSIhist	MACD	pos-neg	111	33.2	6.1	56.8	0.4	0.5	0.1	23.7	-56.7
pair	MACD	RSIhist	pos-neg	111	33.2	6.1	56.8	0.4	0.5	0.1	23.7	-56.7
pair	MRmean	RSmean	pos-pos	231	69.2	6.0	55.8	0.5	0.7	0.2	15.5	-26.6
pair	RSmean	MRmean	pos-pos	231	69.2	6.0	55.8	0.5	0.7	0.2	15.5	-26.6
pair	RSmean	MACD	pos-pos	261	78.1	5.9	56.3	0.4	0.6	0.1	19.0	-59.6
pair	MACD	RSmean	pos-pos	261	78.1	5.9	56.3	0.4	0.6	0.1	19.0	-59.6
single	SLmean	SLmean	pos-pos	222	66.5	5.7	55.9	0.4	0.7	0.2	15.9	-33.9
single	RSIhist	RSIhist	pos-pos	187	56.0	5.6	56.7	0.4	0.7	0.2	16.2	-35.6
pair	RSmean	MACDhist	neg-pos	3	0.9	5.6	33.3	0.3	86.9	1.8	21.5	-3.0
pair	SLmean	LWTI	pos-pos	193	57.8	5.6	56.5	0.4	0.6	0.2	15.8	-29.2
pair	LWTI	SLmean	pos-pos	193	57.8	5.6	56.5	0.4	0.6	0.2	15.8	-29.2
pair	MACDhist	RSmean	neg-pos	3	0.9	5.6	33.3	0.3	86.9	1.8	21.5	-3.0
pair	MRmean	LWTI	pos-pos	214	64.1	5.5	56.5	0.4	0.6	0.2	16.0	-30.3
pair	LWTI	MRmean	pos-pos	214	64.1	5.5	56.5	0.4	0.6	0.2	16.0	-30.3
pair	SLmean	MACD	pos-pos	197	59.0	5.3	55.3	0.4	0.6	0.2	15.1	-33.2
pair	SLmean	RSIhist	pos-pos	179	53.6	5.3	57.0	0.4	0.6	0.2	16.0	-31.9
pair	RSIhist	SLmean	pos-pos	179	53.6	5.3	57.0	0.4	0.6	0.2	16.0	-31.9
pair	MACD	SLmean	pos-pos	197	59.0	5.3	55.3	0.4	0.6	0.2	15.1	-33.2
pair	MRmean	MACD	pos-pos	216	64.7	5.2	55.1	0.4	0.6	0.2	15.5	-30.6
pair	MACD	MRmean	pos-pos	216	64.7	5.2	55.1	0.4	0.6	0.2	15.5	-30.6
single	MACDhist	MACDhist	neg-neg	161	48.2	5.2	51.6	0.3	0.5	0.1	24.4	-55.5
single	MRmean	MRmean	pos-pos	239	71.6	5.1	55.6	0.4	0.6	0.2	15.9	-30.6
pair	LWTI	MACD	pos-pos	249	74.6	5.0	56.6	0.3	0.5	0.1	19.1	-57.8
pair	MACD	LWTI	pos-pos	249	74.6	5.0	56.6	0.3	0.5	0.1	19.1	-57.8
pair	RSmean	RSIhist	pos-pos	180	53.9	4.8	56.7	0.4	0.6	0.1	16.1	-40.4
pair	RSIhist	LWTI	neg-pos	119	35.6	4.8	52.9	0.3	0.5	0.1	25.2	-51.2
pair	LWTI	RSIhist	neg-pos	119	35.6	4.8	52.9	0.3	0.5	0.1	25.2	-51.2
pair	RSIhist	RSmean	pos-pos	180	53.9	4.8	56.7	0.4	0.6	0.1	16.1	-40.4
single	MACD	MACD	pos-pos	272	81.4	4.7	55.9	0.3	0.5	0.1	19.1	-57.8
pair	MRmean	RSIhist	pos-pos	182	54.5	4.6	56.6	0.4	0.6	0.1	15.7	-35.6
pair	RSIhist	MRmean	pos-pos	182	54.5	4.6	56.6	0.4	0.6	0.1	15.7	-35.6
pair	MRmean	SLmean	pos-pos	209	62.6	4.1	55.0	0.3	0.5	0.1	15.6	-38.1
pair	SLmean	MRmean	pos-pos	209	62.6	4.1	55.0	0.3	0.5	0.1	15.6	-38.1
pair	MACD	RSIhist	pos-pos	161	48.2	3.8	55.3	0.3	0.5	0.1	15.2	-35.6
pair	RSIhist	MACD	pos-pos	161	48.2	3.8	55.3	0.3	0.5	0.1	15.2	-35.6
pair	RSI	MRmean	pos-pos	231	69.2	3.8	54.5	0.3	0.5	0.1	15.9	-30.6
pair	MRmean	RSI	pos-pos	231	69.2	3.8	54.5	0.3	0.5	0.1	15.9	-30.6
pair	MACD	MRmean	pos-neg	23	6.9	3.6	60.9	0.3	0.5	0.3	19.8	-13.4
pair	MRmean	MACD	pos-neg	23	6.9	3.6	60.9	0.3	0.5	0.3	19.8	-13.4
pair	SLmean	MACD	neg-pos	75	22.5	3.4	57.3	0.3	0.4	0.1	27.0	-56.7
pair	MACD	SLmean	neg-pos	75	22.5	3.4	57.3	0.3	0.4	0.1	27.0	-56.7
pair	RSIhist	RSI	pos-pos	178	53.3	3.1	55.1	0.3	0.4	0.1	15.8	-36.2
pair	RSI	RSIhist	pos-pos	178	53.3	3.1	55.1	0.3	0.4	0.1	15.8	-36.2
pair	RSmean	RSI	pos-pos	249	74.6	3.0	54.6	0.3	0.4	0.1	16.2	-46.3
pair	RSI	RSmean	pos-pos	249	74.6	3.0	54.6	0.3	0.4	0.1	16.2	-46.3
pair	RSI	MACD	pos-pos	245	73.4	3.0	54.7	0.3	0.4	0.1	16.2	-42.0
pair	MACD	RSI	pos-pos	245	73.4	3.0	54.7	0.3	0.4	0.1	16.2	-42.0
pair	MACD	MRmean	neg-pos	56	16.8	2.9	58.9	0.2	0.4	0.1	29.3	-55.4
pair	MRmean	MACD	neg-pos	56	16.8	2.9	58.9	0.2	0.4	0.1	29.3	-55.4
pair	SLmean	RSI	pos-pos	209	62.6	2.5	54.1	0.2	0.4	0.1	15.3	-40.2
pair	RSI	SLmean	pos-pos	209	62.6	2.5	54.1	0.2	0.4	0.1	15.3	-40.2
pair	MACD	LWTI	pos-neg	23	6.9	2.4	47.8	0.2	0.4	0.1	19.9	-18.0
pair	LWTI	MACD	pos-neg	23	6.9	2.4	47.8	0.2	0.4	0.1	19.9	-18.0
pair	LWTI	RSI	pos-pos	246	73.7	2.2	54.9	0.2	0.3	0.1	16.8	-41.1
pair	RSI	LWTI	pos-pos	246	73.7	2.2	54.9	0.2	0.3	0.1	16.8	-41.1
pair	LWTI	MRmean	pos-neg	25	7.5	1.6	48.0	0.2	0.3	0.1	15.7	-13.2
pair	MRmean	LWTI	pos-neg	25	7.5	1.6	48.0	0.2	0.3	0.1	15.7	-13.2
single	RSI	RSI	pos-pos	269	80.5	1.3	53.5	0.2	0.2	0.0	16.7	-44.6
pair	SLmean	RSmean	neg-neg	19	5.7	0.9	47.4	0.2	0.4	0.1	28.2	-19.3
pair	RSmean	SLmean	neg-neg	19	5.7	0.9	47.4	0.2	0.4	0.1	28.2	-19.3
pair	MRmean	RSmean	neg-neg	17	5.1	0.8	41.2	0.1	0.4	0.0	28.1	-18.5
pair	SLmean	MACDhist	pos-neg	77	23.1	0.8	49.4	0.1	0.2	0.0	16.8	-26.3
pair	MACDhist	SLmean	pos-neg	77	23.1	0.8	49.4	0.1	0.2	0.0	16.8	-26.3
pair	RSmean	MRmean	neg-neg	17	5.1	0.8	41.2	0.1	0.4	0.0	28.1	-18.5
pair	MACD	MACDhist	pos-neg	110	32.9	-0.1	50.0	0.1	0.2	-0.0	23.1	-47.4
pair	MACDhist	MACD	pos-neg	110	32.9	-0.1	50.0	0.1	0.2	-0.0	23.1	-47.4
pair	MACDhist	LWTI	neg-pos	111	33.2	-0.7	48.6	0.1	0.1	-0.0	25.0	-57.3
pair	LWTI	MACDhist	neg-pos	111	33.2	-0.7	48.6	0.1	0.1	-0.0	25.0	-57.3
pair	RSI	RSIhist	pos-neg	91	27.2	-2.3	50.5	-0.0	-0.0	-0.1	18.4	-40.5
pair	RSIhist	RSI	pos-neg	91	27.2	-2.3	50.5	-0.0	-0.0	-0.1	18.4	-40.5
pair	SLmean	RSI	neg-pos	60	18.0	-2.9	51.7	-0.0	-0.1	-0.1	21.0	-43.4
pair	MACDhist	RSIhist	neg-pos	54	16.2	-2.9	44.4	-0.1	-0.1	-0.1	17.6	-31.2
pair	RSIhist	MACDhist	neg-pos	54	16.2	-2.9	44.4	-0.1	-0.1	-0.1	17.6	-31.2
pair	RSI	SLmean	neg-pos	60	18.0	-2.9	51.7	-0.0	-0.1	-0.1	21.0	-43.4
pair	LWTI	RSIhist	pos-neg	24	7.2	-4.8	41.7	-0.2	-0.4	-0.2	17.6	-29.1
pair	RSIhist	LWTI	pos-neg	24	7.2	-4.8	41.7	-0.2	-0.4	-0.2	17.6	-29.1
pair	MACDhist	MRmean	pos-neg	76	22.8	-4.9	44.7	-0.2	-0.3	-0.1	16.5	-32.2
pair	MRmean	MACDhist	pos-neg	76	22.8	-4.9	44.7	-0.2	-0.3	-0.1	16.5	-32.2
pair	LWTI	RSmean	neg-pos	24	7.2	-5.1	45.8	-0.1	-0.1	-0.1	27.4	-32.9
pair	RSmean	LWTI	neg-pos	24	7.2	-5.1	45.8	-0.1	-0.1	-0.1	27.4	-32.9
single	RSmean	RSmean	neg-neg	25	7.5	-6.1	44.0	-0.1	-0.2	-0.2	26.8	-34.6
pair	MACDhist	RSmean	neg-neg	22	6.6	-7.6	45.5	-0.1	-0.3	-0.2	27.9	-35.5
pair	RSmean	MACDhist	neg-neg	22	6.6	-7.6	45.5	-0.1	-0.3	-0.2	27.9	-35.5
pair	LWTI	RSI	pos-neg	23	6.9	-7.8	39.1	-0.4	-0.8	-0.4	16.4	-21.1
pair	RSI	LWTI	pos-neg	23	6.9	-7.8	39.1	-0.4	-0.8	-0.4	16.4	-21.1
pair	RSI	MACDhist	pos-neg	103	30.8	-9.8	41.7	-0.5	-0.7	-0.1	17.4	-64.6
pair	MACDhist	RSI	pos-neg	103	30.8	-9.8	41.7	-0.5	-0.7	-0.1	17.4	-64.6
pair	MRmean	RSI	neg-pos	38	11.4	-12.8	47.4	-0.5	-0.7	-0.3	21.1	-48.3
pair	RSI	MRmean	neg-pos	38	11.4	-12.8	47.4	-0.5	-0.7	-0.3	21.1	-48.3
pair	MACD	RSI	neg-pos	24	7.2	-14.5	41.7	-0.6	-1.1	-0.4	21.2	-35.0
pair	RSI	MACD	neg-pos	24	7.2	-14.5	41.7	-0.6	-1.1	-0.4	21.2	-35.0
pair	RSIhist	RSmean	neg-neg	18	5.4	-16.3	38.9	-0.5	-1.0	-0.4	29.4	-38.3
pair	RSmean	RSIhist	neg-neg	18	5.4	-16.3	38.9	-0.5	-1.0	-0.4	29.4	-38.3
pair	RSI	RSmean	neg-pos	20	6.0	-17.5	40.0	-0.8	-1.2	-0.5	22.0	-32.2
pair	RSmean	RSI	neg-pos	20	6.0	-17.5	40.0	-0.8	-1.2	-0.5	22.0	-32.2
pair	MRmean	RSmean	pos-neg	8	2.4	-19.2	50.0	-0.7	-1.0	-0.9	25.2	-20.8
pair	RSmean	MRmean	pos-neg	8	2.4	-19.2	50.0	-0.7	-1.0	-0.9	25.2	-20.8
pair	RSmean	MACD	neg-pos	11	3.3	-20.0	45.5	-0.9	-1.2	-0.8	21.5	-25.8
pair	MACD	RSmean	neg-pos	11	3.3	-20.0	45.5	-0.9	-1.2	-0.8	21.5	-25.8
pair	SLmean	RSmean	pos-neg	6	1.8	-25.2	33.3	-1.2	-1.3	-1.4	22.7	-17.5
pair	RSmean	SLmean	pos-neg	6	1.8	-25.2	33.3	-1.2	-1.3	-1.4	22.7	-17.5
pair	RSmean	LWTI	neg-neg	1	0.3	-27.6	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.3	-27.6	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for XLB

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 55% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 16% \| MDD -38.1% Months 209M (63%)	CAGR 11.9% \| Win 60% Sharpe 0.71 \| Sortino 1.25 \| Calmar 0.6 Vol 18% \| MDD -20.3% Months 30M (9%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 35.7% \| Win 69% Sharpe 1.70 \| Sortino 7.13 \| Calmar 7.7 Vol 19% \| MDD -4.6% Months 13M (4%)	CAGR 13.5% \| Win 57% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 31% \| MDD -51.2% Months 82M (25%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
SLmean only	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -26.6% Months 231M (69%)	CAGR -19.2% \| Win 50% Sharpe -0.72 \| Sortino -1.00 \| Calmar -0.9 Vol 25% \| MDD -20.8% Months 8M (2%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 20.0% \| Win 63% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.4 Vol 30% \| MDD -51.2% Months 78M (23%)	CAGR 0.8% \| Win 41% Sharpe 0.15 \| Sortino 0.39 \| Calmar 0.0 Vol 28% \| MDD -18.5% Months 17M (5%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
RSmean only	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 55% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 216M (65%)	CAGR 3.6% \| Win 61% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.3 Vol 20% \| MDD -13.4% Months 23M (7%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 2.9% \| Win 59% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 56M (17%)	CAGR 38.6% \| Win 59% Sharpe 1.26 \| Sortino 3.28 \| Calmar 2.0 Vol 30% \| MDD -19.2% Months 39M (12%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
MACD only	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 55% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -30.6% Months 231M (69%)	CAGR 48.8% \| Win 88% Sharpe 2.77 \| Sortino 0.00 \| Calmar 10.8 Vol 15% \| MDD -4.5% Months 8M (2%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR -12.8% \| Win 47% Sharpe -0.54 \| Sortino -0.73 \| Calmar -0.3 Vol 21% \| MDD -48.3% Months 38M (11%)	CAGR 40.9% \| Win 67% Sharpe 1.22 \| Sortino 2.18 \| Calmar 1.0 Vol 33% \| MDD -41.3% Months 57M (17%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
RSI only	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 61% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.6 Vol 16% \| MDD -17.2% Months 163M (49%)	CAGR -4.9% \| Win 45% Sharpe -0.22 \| Sortino -0.31 \| Calmar -0.2 Vol 16% \| MDD -32.2% Months 76M (23%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 27.3% \| Win 70% Sharpe 0.93 \| Sortino 1.04 \| Calmar 1.7 Vol 31% \| MDD -16.5% Months 10M (3%)	CAGR 15.1% \| Win 58% Sharpe 0.62 \| Sortino 1.11 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 85M (25%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 57% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.1 Vol 16% \| MDD -35.6% Months 182M (54%)	CAGR 6.4% \| Win 53% Sharpe 0.46 \| Sortino 0.67 \| Calmar 0.4 Vol 17% \| MDD -18.2% Months 57M (17%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 46.4% \| Win 60% Sharpe 1.40 \| Sortino 2.71 \| Calmar 6.0 Vol 30% \| MDD -7.8% Months 5M (2%)	CAGR 14.8% \| Win 59% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 90M (27%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 5.5% \| Win 56% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 16% \| MDD -30.3% Months 214M (64%)	CAGR 1.6% \| Win 48% Sharpe 0.17 \| Sortino 0.32 \| Calmar 0.1 Vol 16% \| MDD -13.2% Months 25M (8%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 8.5% \| Win 56% Sharpe 0.42 \| Sortino 0.68 \| Calmar 0.2 Vol 30% \| MDD -49.6% Months 68M (20%)	CAGR 38.7% \| Win 67% Sharpe 1.34 \| Sortino 2.98 \| Calmar 2.2 Vol 27% \| MDD -17.4% Months 27M (8%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.8% \| Win 56% Sharpe 0.50 \| Sortino 0.80 \| Calmar 0.2 Vol 16% \| MDD -31.8% Months 216M (65%)	CAGR -25.2% \| Win 33% Sharpe -1.16 \| Sortino -1.32 \| Calmar -1.4 Vol 23% \| MDD -17.5% Months 6M (2%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR 15.7% \| Win 60% Sharpe 0.67 \| Sortino 1.06 \| Calmar 0.3 Vol 28% \| MDD -52.7% Months 93M (28%)	CAGR 0.9% \| Win 47% Sharpe 0.16 \| Sortino 0.39 \| Calmar 0.0 Vol 28% \| MDD -19.3% Months 19M (6%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
RSmean only	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 55% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 15% \| MDD -33.2% Months 197M (59%)	CAGR 9.6% \| Win 60% Sharpe 0.54 \| Sortino 1.09 \| Calmar 0.6 Vol 21% \| MDD -15.6% Months 25M (8%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR 3.4% \| Win 57% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 27% \| MDD -56.7% Months 75M (22%)	CAGR 35.5% \| Win 60% Sharpe 1.18 \| Sortino 3.04 \| Calmar 1.9 Vol 30% \| MDD -19.2% Months 37M (11%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
MACD only	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 54% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.1 Vol 15% \| MDD -40.2% Months 209M (63%)	CAGR 73.7% \| Win 85% Sharpe 3.21 \| Sortino 11.83 \| Calmar 16.3 Vol 18% \| MDD -4.5% Months 13M (4%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR -2.9% \| Win 52% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.1 Vol 21% \| MDD -43.4% Months 60M (18%)	CAGR 34.8% \| Win 65% Sharpe 1.06 \| Sortino 1.95 \| Calmar 0.8 Vol 34% \| MDD -41.3% Months 52M (16%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
RSI only	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 59% Sharpe 0.61 \| Sortino 1.00 \| Calmar 0.5 Vol 15% \| MDD -17.5% Months 145M (43%)	CAGR 0.8% \| Win 49% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -26.3% Months 77M (23%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR 24.9% \| Win 71% Sharpe 1.11 \| Sortino 1.33 \| Calmar 1.1 Vol 22% \| MDD -22.3% Months 28M (8%)	CAGR 9.4% \| Win 54% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.2 Vol 30% \| MDD -52.7% Months 84M (25%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 57% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -31.9% Months 179M (54%)	CAGR 7.6% \| Win 51% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.4 Vol 16% \| MDD -19.8% Months 43M (13%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR 11.9% \| Win 50% Sharpe 0.63 \| Sortino 1.21 \| Calmar 0.9 Vol 21% \| MDD -12.7% Months 8M (2%)	CAGR 13.2% \| Win 59% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 104M (31%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.6% \| Win 56% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 16% \| MDD -29.2% Months 193M (58%)	CAGR 6.8% \| Win 52% Sharpe 0.48 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -16.2% Months 29M (9%)	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)
SLmean neg	CAGR 7.5% \| Win 56% Sharpe 0.40 \| Sortino 0.64 \| Calmar 0.2 Vol 28% \| MDD -49.0% Months 89M (27%)	CAGR 37.4% \| Win 65% Sharpe 1.25 \| Sortino 2.94 \| Calmar 2.4 Vol 29% \| MDD -15.3% Months 23M (7%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 5.9% \| Win 56% Sharpe 0.40 \| Sortino 0.56 \| Calmar 0.1 Vol 19% \| MDD -59.6% Months 261M (78%)	CAGR 30.2% \| Win 65% Sharpe 1.17 \| Sortino 2.80 \| Calmar 1.5 Vol 26% \| MDD -20.3% Months 48M (14%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)
RSmean neg	CAGR -20.0% \| Win 46% Sharpe -0.93 \| Sortino -1.21 \| Calmar -0.8 Vol 22% \| MDD -25.8% Months 11M (3%)	CAGR 6.5% \| Win 43% Sharpe 0.34 \| Sortino 0.89 \| Calmar 0.5 Vol 31% \| MDD -13.3% Months 14M (4%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)
MACD only	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 16% \| MDD -46.3% Months 249M (75%)	CAGR 40.6% \| Win 70% Sharpe 1.28 \| Sortino 2.15 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 60M (18%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)
RSmean neg	CAGR -17.5% \| Win 40% Sharpe -0.76 \| Sortino -1.16 \| Calmar -0.5 Vol 22% \| MDD -32.2% Months 20M (6%)	CAGR 57.6% \| Win 60% Sharpe 1.29 \| Sortino 20.32 \| Calmar 21.7 Vol 40% \| MDD -2.7% Months 5M (2%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)
RSI only	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 11.1% \| Win 62% Sharpe 0.72 \| Sortino 1.07 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 170M (51%)	CAGR 7.3% \| Win 52% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 139M (42%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)
RSmean neg	CAGR 5.6% \| Win 33% Sharpe 0.32 \| Sortino 86.88 \| Calmar 1.8 Vol 22% \| MDD -3.0% Months 3M (1%)	CAGR -7.6% \| Win 46% Sharpe -0.15 \| Sortino -0.30 \| Calmar -0.2 Vol 28% \| MDD -35.5% Months 22M (7%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 16% \| MDD -40.4% Months 180M (54%)	CAGR 16.0% \| Win 59% Sharpe 0.73 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -52.7% Months 129M (39%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)
RSmean neg	CAGR 26.2% \| Win 57% Sharpe 1.38 \| Sortino 7.72 \| Calmar 4.4 Vol 18% \| MDD -5.9% Months 7M (2%)	CAGR -16.3% \| Win 39% Sharpe -0.47 \| Sortino -0.96 \| Calmar -0.4 Vol 29% \| MDD -38.3% Months 18M (5%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 7.3% \| Win 57% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 258M (77%)	CAGR 20.6% \| Win 59% Sharpe 0.93 \| Sortino 1.92 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 51M (15%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)
RSmean neg	CAGR -5.1% \| Win 46% Sharpe -0.06 \| Sortino -0.13 \| Calmar -0.2 Vol 27% \| MDD -32.9% Months 24M (7%)	CAGR -27.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.0% \| Win 55% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 16% \| MDD -42.0% Months 245M (73%)	CAGR 22.2% \| Win 67% Sharpe 0.74 \| Sortino 1.30 \| Calmar 0.5 Vol 36% \| MDD -44.1% Months 27M (8%)	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)
MACD neg	CAGR -14.5% \| Win 42% Sharpe -0.63 \| Sortino -1.14 \| Calmar -0.4 Vol 21% \| MDD -35.0% Months 24M (7%)	CAGR 57.7% \| Win 71% Sharpe 1.82 \| Sortino 4.89 \| Calmar 3.3 Vol 28% \| MDD -17.6% Months 38M (11%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)
RSI only	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.1% \| Win 60% Sharpe 0.57 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -27.4% Months 162M (48%)	CAGR -0.1% \| Win 50% Sharpe 0.11 \| Sortino 0.16 \| Calmar -0.0 Vol 23% \| MDD -47.4% Months 110M (33%)	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)
MACD neg	CAGR 62.4% \| Win 82% Sharpe 2.14 \| Sortino 6.13 \| Calmar 7.2 Vol 24% \| MDD -8.6% Months 11M (3%)	CAGR 17.5% \| Win 55% Sharpe 0.73 \| Sortino 1.78 \| Calmar 0.6 Vol 27% \| MDD -31.4% Months 51M (15%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.8% \| Win 55% Sharpe 0.32 \| Sortino 0.50 \| Calmar 0.1 Vol 15% \| MDD -35.6% Months 161M (48%)	CAGR 6.1% \| Win 57% Sharpe 0.37 \| Sortino 0.50 \| Calmar 0.1 Vol 24% \| MDD -56.7% Months 111M (33%)	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)
MACD neg	CAGR 17.1% \| Win 65% Sharpe 0.84 \| Sortino 1.59 \| Calmar 0.8 Vol 22% \| MDD -21.4% Months 26M (8%)	CAGR 30.0% \| Win 56% Sharpe 1.03 \| Sortino 2.80 \| Calmar 1.0 Vol 30% \| MDD -30.6% Months 36M (11%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 5.0% \| Win 57% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 249M (75%)	CAGR 2.4% \| Win 48% Sharpe 0.22 \| Sortino 0.36 \| Calmar 0.1 Vol 20% \| MDD -18.0% Months 23M (7%)	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)
MACD neg	CAGR 15.9% \| Win 55% Sharpe 0.66 \| Sortino 1.59 \| Calmar 0.6 Vol 28% \| MDD -26.3% Months 33M (10%)	CAGR 34.8% \| Win 66% Sharpe 1.34 \| Sortino 3.32 \| Calmar 2.3 Vol 25% \| MDD -15.3% Months 29M (9%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.8% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.4% Months 166M (50%)	CAGR -9.8% \| Win 42% Sharpe -0.50 \| Sortino -0.72 \| Calmar -0.2 Vol 17% \| MDD -64.6% Months 103M (31%)	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)
RSI neg	CAGR 76.6% \| Win 71% Sharpe 2.34 \| Sortino 3.66 \| Calmar 10.4 Vol 26% \| MDD -7.3% Months 7M (2%)	CAGR 38.1% \| Win 69% Sharpe 1.19 \| Sortino 2.08 \| Calmar 0.9 Vol 32% \| MDD -41.3% Months 58M (17%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.1% \| Win 55% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 16% \| MDD -36.2% Months 178M (53%)	CAGR -2.3% \| Win 50% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 18% \| MDD -40.5% Months 91M (27%)	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)
RSI neg	CAGR 67.3% \| Win 89% Sharpe 3.04 \| Sortino 0.00 \| Calmar 14.9 Vol 18% \| MDD -4.5% Months 9M (3%)	CAGR 38.1% \| Win 66% Sharpe 1.16 \| Sortino 2.07 \| Calmar 0.9 Vol 33% \| MDD -41.3% Months 56M (17%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 2.2% \| Win 55% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 17% \| MDD -41.1% Months 246M (74%)	CAGR -7.8% \| Win 39% Sharpe -0.42 \| Sortino -0.75 \| Calmar -0.4 Vol 16% \| MDD -21.1% Months 23M (7%)	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)
RSI neg	CAGR 38.1% \| Win 67% Sharpe 1.10 \| Sortino 1.91 \| Calmar 1.1 Vol 35% \| MDD -34.1% Months 36M (11%)	CAGR 46.6% \| Win 72% Sharpe 1.65 \| Sortino 3.25 \| Calmar 3.0 Vol 26% \| MDD -15.3% Months 29M (9%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.2% \| Win 62% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 16% \| MDD -20.1% Months 133M (40%)	CAGR 17.1% \| Win 60% Sharpe 0.89 \| Sortino 1.20 \| Calmar 0.8 Vol 20% \| MDD -22.3% Months 40M (12%)	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)
MACDhist neg	CAGR -2.9% \| Win 44% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 18% \| MDD -31.2% Months 54M (16%)	CAGR 9.5% \| Win 55% Sharpe 0.47 \| Sortino 0.78 \| Calmar 0.2 Vol 27% \| MDD -52.7% Months 107M (32%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)
RSIhist only	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.9% \| Win 61% Sharpe 0.71 \| Sortino 1.07 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 171M (51%)	CAGR 14.5% \| Win 50% Sharpe 0.51 \| Sortino 0.00 \| Calmar 2.8 Vol 32% \| MDD -5.2% Months 2M (1%)	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)
MACDhist neg	CAGR -0.7% \| Win 49% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.0 Vol 25% \| MDD -57.3% Months 111M (33%)	CAGR 19.6% \| Win 58% Sharpe 0.90 \| Sortino 1.83 \| Calmar 1.1 Vol 23% \| MDD -18.2% Months 50M (15%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 7.2% \| Win 59% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.2 Vol 16% \| MDD -32.3% Months 163M (49%)	CAGR -4.8% \| Win 42% Sharpe -0.20 \| Sortino -0.38 \| Calmar -0.2 Vol 18% \| MDD -29.1% Months 24M (7%)	CAGR 5.6% \| Win 57% Sharpe 0.42 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -35.6% Months 187M (56%)
RSIhist neg	CAGR 4.8% \| Win 53% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -51.2% Months 119M (36%)	CAGR 45.0% \| Win 71% Sharpe 1.60 \| Sortino 3.15 \| Calmar 2.9 Vol 25% \| MDD -15.3% Months 28M (8%)	CAGR 11.5% \| Win 56% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.2 Vol 25% \| MDD -52.7% Months 147M (44%)
LWTI only	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.1 Vol 20% \| MDD -48.6% Months 282M (84%)	CAGR 19.4% \| Win 58% Sharpe 0.89 \| Sortino 1.86 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 52M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 55% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 16% \| MDD -38.1% Months 209M (63%)	CAGR 11.9% \| Win 60% Sharpe 0.71 \| Sortino 1.25 \| Calmar 0.6 Vol 18% \| MDD -20.3% Months 30M (9%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 35.7% \| Win 69% Sharpe 1.70 \| Sortino 7.13 \| Calmar 7.7 Vol 19% \| MDD -4.6% Months 13M (4%)	CAGR 13.5% \| Win 57% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 31% \| MDD -51.2% Months 82M (25%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
SLmean only	CAGR 5.7% \| Win 56% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 16% \| MDD -33.9% Months 222M (66%)	CAGR 13.1% \| Win 58% Sharpe 0.58 \| Sortino 0.98 \| Calmar 0.2 Vol 28% \| MDD -52.7% Months 112M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 16% \| MDD -26.6% Months 231M (69%)	CAGR -19.2% \| Win 50% Sharpe -0.72 \| Sortino -1.00 \| Calmar -0.9 Vol 25% \| MDD -20.8% Months 8M (2%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 20.0% \| Win 63% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.4 Vol 30% \| MDD -51.2% Months 78M (23%)	CAGR 0.8% \| Win 41% Sharpe 0.15 \| Sortino 0.39 \| Calmar 0.0 Vol 28% \| MDD -18.5% Months 17M (5%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
RSmean only	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.2 Vol 20% \| MDD -55.5% Months 309M (92%)	CAGR -6.1% \| Win 44% Sharpe -0.11 \| Sortino -0.22 \| Calmar -0.2 Vol 27% \| MDD -34.6% Months 25M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 55% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 216M (65%)	CAGR 3.6% \| Win 61% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.3 Vol 20% \| MDD -13.4% Months 23M (7%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 2.9% \| Win 59% Sharpe 0.25 \| Sortino 0.36 \| Calmar 0.1 Vol 29% \| MDD -55.4% Months 56M (17%)	CAGR 38.6% \| Win 59% Sharpe 1.26 \| Sortino 3.28 \| Calmar 2.0 Vol 30% \| MDD -19.2% Months 39M (12%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
MACD only	CAGR 4.7% \| Win 56% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -57.8% Months 272M (81%)	CAGR 24.4% \| Win 60% Sharpe 0.96 \| Sortino 2.34 \| Calmar 0.8 Vol 27% \| MDD -31.4% Months 62M (19%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.8% \| Win 55% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -30.6% Months 231M (69%)	CAGR 48.8% \| Win 88% Sharpe 2.77 \| Sortino 0.00 \| Calmar 10.8 Vol 15% \| MDD -4.5% Months 8M (2%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR -12.8% \| Win 47% Sharpe -0.54 \| Sortino -0.73 \| Calmar -0.3 Vol 21% \| MDD -48.3% Months 38M (11%)	CAGR 40.9% \| Win 67% Sharpe 1.22 \| Sortino 2.18 \| Calmar 1.0 Vol 33% \| MDD -41.3% Months 57M (17%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
RSI only	CAGR 1.3% \| Win 54% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -44.6% Months 269M (80%)	CAGR 41.8% \| Win 69% Sharpe 1.29 \| Sortino 2.23 \| Calmar 1.0 Vol 31% \| MDD -41.3% Months 65M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 61% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.6 Vol 16% \| MDD -17.2% Months 163M (49%)	CAGR -4.9% \| Win 45% Sharpe -0.22 \| Sortino -0.31 \| Calmar -0.2 Vol 16% \| MDD -32.2% Months 76M (23%)	CAGR 5.1% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 16% \| MDD -30.6% Months 239M (72%)
MRmean neg	CAGR 27.3% \| Win 70% Sharpe 0.93 \| Sortino 1.04 \| Calmar 1.7 Vol 31% \| MDD -16.5% Months 10M (3%)	CAGR 15.1% \| Win 58% Sharpe 0.62 \| Sortino 1.11 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 85M (25%)	CAGR 16.3% \| Win 59% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 30% \| MDD -51.2% Months 95M (28%)
MACDhist only	CAGR 11.0% \| Win 61% Sharpe 0.71 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -27.4% Months 173M (52%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 24% \| MDD -55.5% Months 161M (48%)