XLC - State Street Com Svc Sel Sec SPDR ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

74.2%

Best CAGR

Total Months

10.7%

Avg CAGR

XLC 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 XLC

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	1	1.1	74.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	1.1	74.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	pos-neg	2	2.1	66.1	100.0	25.7	0.0	0.0	2.0	0.0
pair	LWTI	RSI	pos-neg	2	2.1	66.1	100.0	25.7	0.0	0.0	2.0	0.0
pair	RSI	RSIhist	neg-pos	5	5.3	62.2	80.0	3.3	0.0	21.7	15.4	-2.9
pair	RSIhist	RSI	neg-pos	5	5.3	62.2	80.0	3.3	0.0	21.7	15.4	-2.9
pair	LWTI	RSIhist	pos-neg	5	5.3	50.8	80.0	3.0	0.0	0.0	14.4	0.0
pair	RSIhist	LWTI	pos-neg	5	5.3	50.8	80.0	3.0	0.0	0.0	14.4	0.0
pair	SLmean	RSIhist	neg-pos	4	4.2	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	RSIhist	SLmean	neg-pos	4	4.2	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	RSIhist	MRmean	neg-pos	4	4.2	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	MRmean	RSIhist	neg-pos	4	4.2	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	MACDhist	MRmean	neg-pos	1	1.1	47.2	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACDhist	neg-pos	1	1.1	47.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	neg-pos	3	3.2	41.1	66.7	2.6	0.0	26.7	13.6	-1.5
pair	MACD	MACDhist	neg-pos	3	3.2	41.1	66.7	2.6	0.0	26.7	13.6	-1.5
pair	LWTI	MRmean	pos-neg	4	4.2	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	MRmean	LWTI	pos-neg	4	4.2	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	LWTI	SLmean	pos-neg	4	4.2	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	SLmean	LWTI	pos-neg	4	4.2	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	SLmean	MACDhist	neg-pos	4	4.2	28.9	75.0	2.3	0.0	27.6	11.3	-1.0
pair	MACDhist	SLmean	neg-pos	4	4.2	28.9	75.0	2.3	0.0	27.6	11.3	-1.0
pair	RSIhist	MACDhist	neg-pos	25	26.3	28.8	72.0	1.7	3.2	4.6	16.1	-6.2
pair	MACDhist	RSIhist	neg-pos	25	26.3	28.8	72.0	1.7	3.2	4.6	16.1	-6.2
pair	SLmean	MACDhist	pos-neg	23	24.2	26.8	69.6	1.7	3.1	4.3	15.0	-6.2
pair	MACDhist	SLmean	pos-neg	23	24.2	26.8	69.6	1.7	3.1	4.3	15.0	-6.2
pair	MACD	RSIhist	pos-pos	39	41.1	26.5	66.7	1.7	3.3	2.6	14.4	-10.2
pair	RSIhist	MACD	pos-pos	39	41.1	26.5	66.7	1.7	3.3	2.6	14.4	-10.2
pair	RSIhist	RSmean	pos-pos	56	58.9	26.2	69.6	1.8	3.5	2.9	14.0	-9.0
pair	RSmean	RSIhist	pos-pos	56	58.9	26.2	69.6	1.8	3.5	2.9	14.0	-9.0
single	RSIhist	RSIhist	pos-pos	59	62.1	26.1	69.5	1.7	3.3	2.9	14.3	-9.0
pair	MACD	RSIhist	neg-pos	20	21.1	25.2	75.0	1.6	3.4	4.2	14.4	-6.0
pair	RSIhist	MACD	neg-pos	20	21.1	25.2	75.0	1.6	3.4	4.2	14.4	-6.0
pair	SLmean	MACD	pos-neg	17	17.9	24.5	76.5	1.8	3.5	4.2	12.8	-5.8
pair	MRmean	RSIhist	pos-pos	55	57.9	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	RSIhist	MRmean	pos-pos	55	57.9	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	RSIhist	SLmean	pos-pos	55	57.9	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	MACD	SLmean	pos-neg	17	17.9	24.5	76.5	1.8	3.5	4.2	12.8	-5.8
pair	SLmean	RSIhist	pos-pos	55	57.9	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	MACDhist	RSIhist	pos-pos	34	35.8	24.2	67.6	1.7	3.4	3.7	13.1	-6.5
pair	RSIhist	MACDhist	pos-pos	34	35.8	24.2	67.6	1.7	3.4	3.7	13.1	-6.5
pair	RSIhist	LWTI	pos-pos	54	56.8	24.0	68.5	1.6	3.0	3.7	14.3	-6.6
pair	LWTI	RSIhist	pos-pos	54	56.8	24.0	68.5	1.6	3.0	3.7	14.3	-6.6
pair	RSmean	RSIhist	neg-pos	3	3.2	23.8	66.7	1.0	0.0	4.0	24.1	-6.0
pair	RSIhist	RSmean	neg-pos	3	3.2	23.8	66.7	1.0	0.0	4.0	24.1	-6.0
pair	RSIhist	RSI	pos-pos	54	56.8	23.2	68.5	1.6	2.9	3.6	14.2	-6.5
pair	RSI	RSIhist	pos-pos	54	56.8	23.2	68.5	1.6	2.9	3.6	14.2	-6.5
pair	RSI	LWTI	neg-pos	13	13.7	21.6	53.8	1.0	2.0	1.4	21.8	-15.6
pair	LWTI	RSI	neg-pos	13	13.7	21.6	53.8	1.0	2.0	1.4	21.8	-15.6
pair	SLmean	RSI	pos-pos	61	64.2	21.5	67.2	1.4	2.7	1.3	14.6	-16.3
pair	RSI	SLmean	pos-pos	61	64.2	21.5	67.2	1.4	2.7	1.3	14.6	-16.3
single	SLmean	SLmean	pos-pos	63	66.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	SLmean	MRmean	pos-pos	63	66.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	MRmean	SLmean	pos-pos	63	66.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	RSmean	SLmean	pos-pos	63	66.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	SLmean	RSmean	pos-pos	63	66.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	LWTI	SLmean	pos-pos	59	62.1	20.2	66.1	1.3	2.6	1.2	14.7	-16.5
pair	SLmean	LWTI	pos-pos	59	62.1	20.2	66.1	1.3	2.6	1.2	14.7	-16.5
pair	MRmean	MACD	pos-pos	49	51.6	19.8	63.3	1.3	2.5	1.0	14.9	-19.6
pair	MACD	MRmean	pos-pos	49	51.6	19.8	63.3	1.3	2.5	1.0	14.9	-19.6
pair	SLmean	MACD	pos-pos	46	48.4	19.5	63.0	1.3	2.4	1.0	15.2	-19.8
pair	MACD	SLmean	pos-pos	46	48.4	19.5	63.0	1.3	2.4	1.0	15.2	-19.8
pair	RSmean	MACDhist	pos-pos	44	46.3	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	MACDhist	RSmean	pos-pos	44	46.3	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
single	MACDhist	MACDhist	pos-pos	44	46.3	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	MACDhist	RSI	pos-pos	44	46.3	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	RSI	MACDhist	pos-pos	44	46.3	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	MACD	RSmean	pos-neg	26	27.4	18.5	69.2	0.9	1.3	1.1	22.9	-17.7
pair	RSmean	MACD	pos-neg	26	27.4	18.5	69.2	0.9	1.3	1.1	22.9	-17.7
pair	MRmean	RSI	pos-pos	65	68.4	18.3	66.2	1.2	1.8	1.0	15.6	-17.7
pair	RSI	MRmean	pos-pos	65	68.4	18.3	66.2	1.2	1.8	1.0	15.6	-17.7
pair	LWTI	MACD	neg-neg	11	11.6	18.1	63.6	0.8	1.4	1.5	26.0	-11.7
pair	MACD	LWTI	neg-neg	11	11.6	18.1	63.6	0.8	1.4	1.5	26.0	-11.7
pair	MACDhist	MRmean	pos-pos	43	45.3	18.0	65.1	1.2	2.4	1.1	14.1	-16.1
pair	MRmean	MACDhist	pos-pos	43	45.3	18.0	65.1	1.2	2.4	1.1	14.1	-16.1
pair	MRmean	RSmean	pos-pos	67	70.5	17.7	65.7	1.1	1.8	1.0	15.5	-18.5
single	MRmean	MRmean	pos-pos	67	70.5	17.7	65.7	1.1	1.8	1.0	15.5	-18.5
pair	RSmean	MRmean	pos-pos	67	70.5	17.7	65.7	1.1	1.8	1.0	15.5	-18.5
pair	SLmean	MACDhist	pos-pos	40	42.1	17.6	65.0	1.2	2.4	1.1	14.3	-16.3
pair	MACDhist	SLmean	pos-pos	40	42.1	17.6	65.0	1.2	2.4	1.1	14.3	-16.3
pair	MACDhist	LWTI	pos-pos	43	45.3	17.5	65.1	1.2	2.3	1.3	14.0	-13.6
pair	LWTI	MACDhist	pos-pos	43	45.3	17.5	65.1	1.2	2.3	1.3	14.0	-13.6
pair	MRmean	MACDhist	pos-neg	24	25.3	17.4	66.7	1.0	1.2	1.0	18.0	-17.7
pair	MACDhist	MRmean	pos-neg	24	25.3	17.4	66.7	1.0	1.2	1.0	18.0	-17.7
pair	MACD	MACDhist	pos-pos	41	43.2	17.1	65.9	1.2	2.3	1.0	14.1	-17.0
pair	MACDhist	MACD	pos-pos	41	43.2	17.1	65.9	1.2	2.3	1.0	14.1	-17.0
pair	MRmean	LWTI	pos-pos	63	66.3	17.0	65.1	1.1	1.7	1.0	15.7	-17.7
pair	LWTI	MRmean	pos-pos	63	66.3	17.0	65.1	1.1	1.7	1.0	15.7	-17.7
pair	RSI	MACD	neg-neg	21	22.1	16.1	52.4	0.7	1.4	1.0	24.7	-15.6
pair	MACD	RSI	neg-neg	21	22.1	16.1	52.4	0.7	1.4	1.0	24.7	-15.6
pair	RSmean	LWTI	pos-pos	70	73.7	15.3	65.7	0.9	1.2	0.5	17.5	-30.6
pair	LWTI	RSmean	pos-pos	70	73.7	15.3	65.7	0.9	1.2	0.5	17.5	-30.6
pair	RSmean	RSI	pos-neg	13	13.7	15.0	61.5	0.6	1.4	0.8	28.7	-20.1
pair	RSI	RSmean	pos-neg	13	13.7	15.0	61.5	0.6	1.4	0.8	28.7	-20.1
pair	LWTI	MACD	pos-pos	55	57.9	14.4	63.6	0.9	1.3	0.5	16.5	-32.2
pair	MACD	LWTI	pos-pos	55	57.9	14.4	63.6	0.9	1.3	0.5	16.5	-32.2
pair	RSI	MACD	pos-pos	54	56.8	14.2	63.0	0.9	1.2	0.4	16.7	-33.5
single	RSmean	RSmean	pos-pos	83	87.4	14.2	65.1	0.8	1.2	0.3	18.9	-43.5
pair	MACD	RSI	pos-pos	54	56.8	14.2	63.0	0.9	1.2	0.4	16.7	-33.5
pair	RSmean	RSI	pos-pos	70	73.7	14.1	65.7	0.9	1.2	0.5	16.8	-30.6
pair	RSI	RSmean	pos-pos	70	73.7	14.1	65.7	0.9	1.2	0.5	16.8	-30.6
single	LWTI	LWTI	pos-pos	82	86.3	13.0	62.2	0.8	1.1	0.4	17.8	-30.6
single	RSI	RSI	pos-pos	71	74.7	12.7	64.8	0.8	1.1	0.4	17.0	-30.6
single	MACD	MACD	neg-neg	38	40.0	12.5	60.5	0.7	1.1	0.7	21.8	-17.7
pair	MACD	MRmean	neg-neg	20	21.1	12.5	50.0	0.6	1.2	0.8	25.8	-15.6
pair	MRmean	MACD	neg-neg	20	21.1	12.5	50.0	0.6	1.2	0.8	25.8	-15.6
pair		benchmark___benchmark_	benchmark-benchmark	95	100.0	12.4	62.1	0.7	1.1	0.3	19.0	-43.5
pair	benchmark___benchmark_		benchmark-benchmark	95	100.0	12.4	62.1	0.7	1.1	0.3	19.0	-43.5
pair	MRmean	MACD	pos-neg	18	18.9	12.4	72.2	0.8	0.8	0.7	17.1	-17.7
pair	MACD	MRmean	pos-neg	18	18.9	12.4	72.2	0.8	0.8	0.7	17.1	-17.7
pair	MRmean	RSI	neg-neg	22	23.2	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	RSI	MRmean	neg-neg	22	23.2	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	MACD	RSmean	pos-pos	57	60.0	12.3	63.2	0.8	1.1	0.3	17.0	-36.4
pair	RSmean	MACD	pos-pos	57	60.0	12.3	63.2	0.8	1.1	0.3	17.0	-36.4
pair	SLmean	RSI	neg-neg	22	23.2	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	RSI	SLmean	neg-neg	22	23.2	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
single	MACD	MACD	pos-pos	57	60.0	12.3	63.2	0.8	1.1	0.3	17.0	-36.4
pair	MACDhist	RSI	neg-neg	24	25.3	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
pair	RSI	MACDhist	neg-neg	24	25.3	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
single	RSI	RSI	neg-neg	24	25.3	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
pair	RSI	LWTI	pos-pos	69	72.6	11.4	63.8	0.7	1.0	0.4	17.1	-30.8
pair	LWTI	RSI	pos-pos	69	72.6	11.4	63.8	0.7	1.0	0.4	17.1	-30.8
pair	MACDhist	MACD	neg-neg	35	36.8	10.3	60.0	0.6	0.9	0.6	22.5	-17.7
pair	MACD	MACDhist	neg-neg	35	36.8	10.3	60.0	0.6	0.9	0.6	22.5	-17.7
pair	LWTI	MACD	neg-pos	27	28.4	10.2	59.3	0.6	0.9	0.6	20.4	-17.7
pair	MACD	LWTI	neg-pos	27	28.4	10.2	59.3	0.6	0.9	0.6	20.4	-17.7
pair	RSmean	MACDhist	pos-neg	39	41.1	9.5	64.1	0.5	0.8	0.3	23.5	-34.8
pair	MACDhist	RSmean	pos-neg	39	41.1	9.5	64.1	0.5	0.8	0.3	23.5	-34.8
single	LWTI	LWTI	neg-neg	13	13.7	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
pair	LWTI	RSmean	pos-neg	13	13.7	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
pair	RSmean	LWTI	pos-neg	13	13.7	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
pair	LWTI	MACDhist	neg-pos	39	41.1	8.2	59.0	0.5	0.7	0.4	21.4	-19.9
pair	MACDhist	LWTI	neg-pos	39	41.1	8.2	59.0	0.5	0.7	0.4	21.4	-19.9
pair	MACD	RSI	neg-pos	17	17.9	8.1	70.6	0.5	0.6	0.5	18.2	-17.7
pair	RSI	MACD	neg-pos	17	17.9	8.1	70.6	0.5	0.6	0.5	18.2	-17.7
pair	RSI	RSmean	neg-neg	11	11.6	7.4	45.5	0.5	0.8	0.5	19.6	-15.6
pair	RSmean	RSI	neg-neg	11	11.6	7.4	45.5	0.5	0.8	0.5	19.6	-15.6
single	MACDhist	MACDhist	neg-neg	51	53.7	7.3	58.8	0.4	0.7	0.2	22.5	-34.8
pair	MACDhist	LWTI	neg-neg	12	12.6	4.4	58.3	0.3	0.6	0.3	27.1	-14.9
pair	LWTI	MACDhist	neg-neg	12	12.6	4.4	58.3	0.3	0.6	0.3	27.1	-14.9
pair	RSI	MACDhist	pos-neg	27	28.4	3.7	63.0	0.3	0.3	0.2	21.1	-19.9
pair	MACDhist	RSI	pos-neg	27	28.4	3.7	63.0	0.3	0.3	0.2	21.1	-19.9
pair	MACD	SLmean	neg-neg	21	22.1	3.6	47.6	0.3	0.5	0.2	27.2	-16.7
pair	SLmean	MACD	neg-neg	21	22.1	3.6	47.6	0.3	0.5	0.2	27.2	-16.7
pair	SLmean	RSI	pos-neg	2	2.1	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	RSI	SLmean	pos-neg	2	2.1	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	RSI	MRmean	pos-neg	2	2.1	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	MRmean	RSI	pos-neg	2	2.1	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	MACDhist	RSIhist	pos-neg	10	10.5	1.3	60.0	0.1	0.3	0.1	16.5	-8.7
pair	RSIhist	MACDhist	pos-neg	10	10.5	1.3	60.0	0.1	0.3	0.1	16.5	-8.7
pair	RSI	RSIhist	neg-neg	19	20.0	1.0	47.4	0.2	0.3	0.1	25.9	-20.1
pair	RSIhist	RSI	neg-neg	19	20.0	1.0	47.4	0.2	0.3	0.1	25.9	-20.1
pair	MACDhist	MACD	pos-neg	16	16.8	1.0	56.2	0.2	0.2	0.0	23.4	-26.2
pair	MACD	MACDhist	pos-neg	16	16.8	1.0	56.2	0.2	0.2	0.0	23.4	-26.2
pair	LWTI	MRmean	neg-pos	19	20.0	0.6	52.6	0.1	0.2	0.0	23.7	-19.9
pair	MRmean	LWTI	neg-pos	19	20.0	0.6	52.6	0.1	0.2	0.0	23.7	-19.9
pair	MRmean	RSmean	neg-pos	16	16.8	0.6	62.5	0.2	0.4	0.0	30.0	-34.8
pair	RSmean	MRmean	neg-pos	16	16.8	0.6	62.5	0.2	0.4	0.0	30.0	-34.8
pair	RSI	LWTI	neg-neg	11	11.6	0.6	54.5	0.1	0.3	0.0	28.1	-14.9
pair	LWTI	RSI	neg-neg	11	11.6	0.6	54.5	0.1	0.3	0.0	28.1	-14.9
single	MRmean	MRmean	neg-neg	28	29.5	0.5	53.6	0.1	0.2	0.0	25.7	-34.8
pair	SLmean	MRmean	neg-neg	28	29.5	0.5	53.6	0.1	0.2	0.0	25.7	-34.8
pair	MRmean	SLmean	neg-neg	28	29.5	0.5	53.6	0.1	0.2	0.0	25.7	-34.8
pair	MRmean	RSmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	MRmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	MACDhist	RSmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	MACD	RSmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	MACD	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	MACDhist	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
single	RSmean	RSmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	LWTI	RSmean	neg-pos	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	LWTI	neg-pos	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	SLmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	SLmean	RSmean	neg-neg	12	12.6	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	SLmean	LWTI	neg-neg	9	9.5	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	LWTI	SLmean	neg-neg	9	9.5	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	LWTI	MRmean	neg-neg	9	9.5	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	MRmean	LWTI	neg-neg	9	9.5	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	RSIhist	MACD	neg-neg	18	18.9	-0.2	44.4	0.1	0.2	-0.0	28.0	-16.2
pair	MACD	RSIhist	neg-neg	18	18.9	-0.2	44.4	0.1	0.2	-0.0	28.0	-16.2
pair	MRmean	MACDhist	neg-neg	27	28.4	-0.9	51.9	0.1	0.2	-0.0	26.1	-34.8
pair	MACDhist	MRmean	neg-neg	27	28.4	-0.9	51.9	0.1	0.2	-0.0	26.1	-34.8
pair	RSIhist	SLmean	pos-neg	8	8.4	-1.3	50.0	0.0	0.0	-0.1	18.9	-10.6
pair	SLmean	RSIhist	pos-neg	8	8.4	-1.3	50.0	0.0	0.0	-0.1	18.9	-10.6
single	SLmean	SLmean	neg-neg	32	33.7	-2.6	53.1	0.0	0.0	-0.1	25.5	-34.8
pair	LWTI	SLmean	neg-pos	23	24.2	-3.7	52.2	-0.0	-0.1	-0.2	23.9	-19.9
pair	SLmean	LWTI	neg-pos	23	24.2	-3.7	52.2	-0.0	-0.1	-0.2	23.9	-19.9
pair	RSmean	SLmean	neg-pos	20	21.1	-4.4	60.0	-0.0	-0.0	-0.1	28.9	-34.8
pair	SLmean	RSmean	neg-pos	20	21.1	-4.4	60.0	-0.0	-0.0	-0.1	28.9	-34.8
pair	RSIhist	LWTI	neg-pos	28	29.5	-5.6	50.0	-0.1	-0.2	-0.2	22.5	-26.1
pair	LWTI	RSIhist	neg-pos	28	29.5	-5.6	50.0	-0.1	-0.2	-0.2	22.5	-26.1
pair	MRmean	RSIhist	neg-neg	24	25.3	-6.0	50.0	-0.1	-0.2	-0.2	26.1	-34.8
pair	RSIhist	MRmean	neg-neg	24	25.3	-6.0	50.0	-0.1	-0.2	-0.2	26.1	-34.8
pair	RSmean	RSIhist	neg-neg	9	9.5	-6.4	33.3	-0.2	-0.5	-0.4	19.5	-15.6
pair	SLmean	MACDhist	neg-neg	28	29.5	-6.4	50.0	-0.1	-0.2	-0.2	26.9	-36.2
pair	MACDhist	SLmean	neg-neg	28	29.5	-6.4	50.0	-0.1	-0.2	-0.2	26.9	-36.2
pair	RSIhist	RSmean	neg-neg	9	9.5	-6.4	33.3	-0.2	-0.5	-0.4	19.5	-15.6
single	RSIhist	RSIhist	neg-neg	36	37.9	-6.9	50.0	-0.2	-0.3	-0.2	24.2	-39.8
pair	RSIhist	RSmean	pos-neg	27	28.4	-7.1	55.6	-0.2	-0.3	-0.2	25.9	-39.8
pair	RSmean	RSIhist	pos-neg	27	28.4	-7.1	55.6	-0.2	-0.3	-0.2	25.9	-39.8
pair	SLmean	RSIhist	neg-neg	28	29.5	-8.5	50.0	-0.2	-0.3	-0.2	25.8	-35.7
pair	RSIhist	SLmean	neg-neg	28	29.5	-8.5	50.0	-0.2	-0.3	-0.2	25.8	-35.7
pair	RSIhist	MRmean	pos-neg	12	12.6	-8.7	50.0	-0.3	-0.5	-0.8	21.0	-11.6
pair	MRmean	RSIhist	pos-neg	12	12.6	-8.7	50.0	-0.3	-0.5	-0.8	21.0	-11.6
pair	RSIhist	MACDhist	neg-neg	26	27.4	-9.9	46.2	-0.3	-0.4	-0.3	26.8	-34.8
pair	MACDhist	RSIhist	neg-neg	26	27.4	-9.9	46.2	-0.3	-0.4	-0.3	26.8	-34.8
pair	LWTI	RSIhist	neg-neg	8	8.4	-11.5	50.0	-0.3	-0.6	-0.8	31.1	-14.9
pair	RSIhist	LWTI	neg-neg	8	8.4	-11.5	50.0	-0.3	-0.6	-0.8	31.1	-14.9
pair	RSIhist	MACD	pos-neg	18	18.9	-13.2	55.6	-0.6	-0.8	-0.4	20.2	-31.9
pair	MACD	RSIhist	pos-neg	18	18.9	-13.2	55.6	-0.6	-0.8	-0.4	20.2	-31.9
pair	MACD	SLmean	neg-pos	11	11.6	-13.4	63.6	-0.5	-0.6	-0.5	22.8	-26.2
pair	SLmean	MACD	neg-pos	11	11.6	-13.4	63.6	-0.5	-0.6	-0.5	22.8	-26.2
pair	RSIhist	RSI	pos-neg	17	17.9	-15.1	52.9	-0.6	-0.8	-0.6	22.5	-26.9
pair	RSI	RSIhist	pos-neg	17	17.9	-15.1	52.9	-0.6	-0.8	-0.6	22.5	-26.9
pair	MACD	RSI	pos-neg	3	3.2	-16.2	66.7	-0.6	0.0	-1.7	25.2	-9.6
pair	RSI	MACD	pos-neg	3	3.2	-16.2	66.7	-0.6	0.0	-1.7	25.2	-9.6
pair	MRmean	SLmean	pos-neg	4	4.2	-21.9	50.0	-0.8	-0.8	-20.9	27.3	-1.0
pair	SLmean	MRmean	pos-neg	4	4.2	-21.9	50.0	-0.8	-0.8	-20.9	27.3	-1.0
pair	MACD	MRmean	neg-pos	8	8.4	-24.2	62.5	-1.0	-2.1	-0.9	25.2	-26.2
pair	MRmean	MACD	neg-pos	8	8.4	-24.2	62.5	-1.0	-2.1	-0.9	25.2	-26.2
pair	SLmean	RSI	neg-pos	10	10.5	-28.9	50.0	-1.2	-1.7	-1.0	24.8	-28.3
pair	RSI	SLmean	neg-pos	10	10.5	-28.9	50.0	-1.2	-1.7	-1.0	24.8	-28.3
pair	MACD	LWTI	pos-neg	2	2.1	-31.5	50.0	-1.0	0.0	0.0	33.0	0.0
pair	LWTI	MACD	pos-neg	2	2.1	-31.5	50.0	-1.0	0.0	0.0	33.0	0.0
pair	RSI	MRmean	neg-pos	6	6.3	-33.2	50.0	-1.4	-2.4	-1.7	25.5	-19.9
pair	MRmean	RSI	neg-pos	6	6.3	-33.2	50.0	-1.4	-2.4	-1.7	25.5	-19.9
pair	RSmean	RSI	neg-pos	1	1.1	-52.1	0.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-pos	1	1.1	-52.1	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for XLC

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)	CAGR -21.9% \| Win 50% Sharpe -0.79 \| Sortino -0.76 \| Calmar -20.9 Vol 27% \| MDD -1.0% Months 4M (4%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	-	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
SLmean only	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)	-	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 0.6% \| Win 62% Sharpe 0.16 \| Sortino 0.36 \| Calmar 0.0 Vol 30% \| MDD -34.8% Months 16M (17%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
RSmean only	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 63% Sharpe 1.29 \| Sortino 2.47 \| Calmar 1.0 Vol 15% \| MDD -19.6% Months 49M (52%)	CAGR 12.4% \| Win 72% Sharpe 0.77 \| Sortino 0.85 \| Calmar 0.7 Vol 17% \| MDD -17.7% Months 18M (19%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR -24.2% \| Win 62% Sharpe -0.97 \| Sortino -2.07 \| Calmar -0.9 Vol 25% \| MDD -26.2% Months 8M (8%)	CAGR 12.5% \| Win 50% Sharpe 0.58 \| Sortino 1.18 \| Calmar 0.8 Vol 26% \| MDD -15.6% Months 20M (21%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
MACD only	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 18.3% \| Win 66% Sharpe 1.16 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -17.7% Months 65M (68%)	CAGR 2.2% \| Win 50% Sharpe 0.18 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (2%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR -33.2% \| Win 50% Sharpe -1.44 \| Sortino -2.44 \| Calmar -1.7 Vol 26% \| MDD -19.9% Months 6M (6%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (23%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
RSI only	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 65% Sharpe 1.25 \| Sortino 2.40 \| Calmar 1.1 Vol 14% \| MDD -16.1% Months 43M (45%)	CAGR 17.4% \| Win 67% Sharpe 0.98 \| Sortino 1.24 \| Calmar 1.0 Vol 18% \| MDD -17.7% Months 24M (25%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 47.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -0.9% \| Win 52% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 26% \| MDD -34.8% Months 27M (28%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 24.5% \| Win 69% Sharpe 1.68 \| Sortino 3.27 \| Calmar 2.7 Vol 14% \| MDD -9.0% Months 55M (58%)	CAGR -8.7% \| Win 50% Sharpe -0.33 \| Sortino -0.47 \| Calmar -0.8 Vol 21% \| MDD -11.6% Months 12M (13%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 50.6% \| Win 75% Sharpe 1.91 \| Sortino 0.00 \| Calmar 8.5 Vol 23% \| MDD -6.0% Months 4M (4%)	CAGR -6.0% \| Win 50% Sharpe -0.11 \| Sortino -0.19 \| Calmar -0.2 Vol 26% \| MDD -34.8% Months 24M (25%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 17.0% \| Win 65% Sharpe 1.08 \| Sortino 1.66 \| Calmar 1.0 Vol 16% \| MDD -17.7% Months 63M (66%)	CAGR 30.3% \| Win 75% Sharpe 2.27 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (4%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 0.6% \| Win 53% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.0 Vol 24% \| MDD -19.9% Months 19M (20%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -14.9% Months 9M (10%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)	-	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR -4.4% \| Win 60% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 29% \| MDD -34.8% Months 20M (21%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
RSmean only	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 19.5% \| Win 63% Sharpe 1.26 \| Sortino 2.43 \| Calmar 1.0 Vol 15% \| MDD -19.8% Months 46M (48%)	CAGR 24.5% \| Win 76% Sharpe 1.79 \| Sortino 3.55 \| Calmar 4.2 Vol 13% \| MDD -5.8% Months 17M (18%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR -13.4% \| Win 64% Sharpe -0.52 \| Sortino -0.63 \| Calmar -0.5 Vol 23% \| MDD -26.2% Months 11M (12%)	CAGR 3.6% \| Win 48% Sharpe 0.26 \| Sortino 0.48 \| Calmar 0.2 Vol 27% \| MDD -16.7% Months 21M (22%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
MACD only	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 21.5% \| Win 67% Sharpe 1.42 \| Sortino 2.70 \| Calmar 1.3 Vol 15% \| MDD -16.3% Months 61M (64%)	CAGR 2.2% \| Win 50% Sharpe 0.18 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (2%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR -28.9% \| Win 50% Sharpe -1.24 \| Sortino -1.68 \| Calmar -1.0 Vol 25% \| MDD -28.3% Months 10M (10%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (23%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
RSI only	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 17.6% \| Win 65% Sharpe 1.21 \| Sortino 2.36 \| Calmar 1.1 Vol 14% \| MDD -16.3% Months 40M (42%)	CAGR 26.8% \| Win 70% Sharpe 1.67 \| Sortino 3.08 \| Calmar 4.3 Vol 15% \| MDD -6.2% Months 23M (24%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR 28.9% \| Win 75% Sharpe 2.31 \| Sortino 0.00 \| Calmar 27.6 Vol 11% \| MDD -1.0% Months 4M (4%)	CAGR -6.4% \| Win 50% Sharpe -0.12 \| Sortino -0.20 \| Calmar -0.2 Vol 27% \| MDD -36.2% Months 28M (30%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 24.5% \| Win 69% Sharpe 1.68 \| Sortino 3.27 \| Calmar 2.7 Vol 14% \| MDD -9.0% Months 55M (58%)	CAGR -1.3% \| Win 50% Sharpe 0.01 \| Sortino 0.03 \| Calmar -0.1 Vol 19% \| MDD -10.6% Months 8M (8%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR 50.6% \| Win 75% Sharpe 1.91 \| Sortino 0.00 \| Calmar 8.5 Vol 23% \| MDD -6.0% Months 4M (4%)	CAGR -8.5% \| Win 50% Sharpe -0.22 \| Sortino -0.34 \| Calmar -0.2 Vol 26% \| MDD -35.7% Months 28M (30%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 20.2% \| Win 66% Sharpe 1.33 \| Sortino 2.57 \| Calmar 1.2 Vol 15% \| MDD -16.5% Months 59M (62%)	CAGR 30.3% \| Win 75% Sharpe 2.27 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (4%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)
SLmean neg	CAGR -3.7% \| Win 52% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.2 Vol 24% \| MDD -19.9% Months 23M (24%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -14.9% Months 9M (10%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)	CAGR 18.5% \| Win 69% Sharpe 0.86 \| Sortino 1.34 \| Calmar 1.0 Vol 23% \| MDD -17.7% Months 26M (27%)	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)
RSmean neg	-	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)
MACD only	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 14.1% \| Win 66% Sharpe 0.87 \| Sortino 1.16 \| Calmar 0.5 Vol 17% \| MDD -30.6% Months 70M (74%)	CAGR 15.0% \| Win 62% Sharpe 0.62 \| Sortino 1.35 \| Calmar 0.8 Vol 29% \| MDD -20.1% Months 13M (14%)	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)
RSmean neg	CAGR -52.1% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 7.4% \| Win 46% Sharpe 0.45 \| Sortino 0.81 \| Calmar 0.5 Vol 20% \| MDD -15.6% Months 11M (12%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)
RSI only	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 9.5% \| Win 64% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.3 Vol 24% \| MDD -34.8% Months 39M (41%)	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)
RSmean neg	-	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 26.2% \| Win 70% Sharpe 1.75 \| Sortino 3.47 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 56M (59%)	CAGR -7.1% \| Win 56% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.2 Vol 26% \| MDD -39.8% Months 27M (28%)	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)
RSmean neg	CAGR 23.8% \| Win 67% Sharpe 0.98 \| Sortino 0.00 \| Calmar 4.0 Vol 24% \| MDD -6.0% Months 3M (3%)	CAGR -6.4% \| Win 33% Sharpe -0.25 \| Sortino -0.45 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 9M (10%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.3% \| Win 66% Sharpe 0.91 \| Sortino 1.25 \| Calmar 0.5 Vol 18% \| MDD -30.6% Months 70M (74%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)
RSmean neg	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	-	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 14.2% \| Win 63% Sharpe 0.88 \| Sortino 1.25 \| Calmar 0.4 Vol 17% \| MDD -33.5% Months 54M (57%)	CAGR -16.2% \| Win 67% Sharpe -0.61 \| Sortino 0.00 \| Calmar -1.7 Vol 25% \| MDD -9.6% Months 3M (3%)	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)
MACD neg	CAGR 8.1% \| Win 71% Sharpe 0.52 \| Sortino 0.63 \| Calmar 0.5 Vol 18% \| MDD -17.7% Months 17M (18%)	CAGR 16.1% \| Win 52% Sharpe 0.72 \| Sortino 1.41 \| Calmar 1.0 Vol 25% \| MDD -15.6% Months 21M (22%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)
RSI only	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 17.1% \| Win 66% Sharpe 1.20 \| Sortino 2.26 \| Calmar 1.0 Vol 14% \| MDD -17.0% Months 41M (43%)	CAGR 1.0% \| Win 56% Sharpe 0.16 \| Sortino 0.20 \| Calmar 0.0 Vol 23% \| MDD -26.2% Months 16M (17%)	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)
MACD neg	CAGR 41.1% \| Win 67% Sharpe 2.61 \| Sortino 0.00 \| Calmar 26.7 Vol 14% \| MDD -1.5% Months 3M (3%)	CAGR 10.3% \| Win 60% Sharpe 0.55 \| Sortino 0.92 \| Calmar 0.6 Vol 22% \| MDD -17.7% Months 35M (37%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 26.5% \| Win 67% Sharpe 1.72 \| Sortino 3.34 \| Calmar 2.6 Vol 14% \| MDD -10.2% Months 39M (41%)	CAGR -13.2% \| Win 56% Sharpe -0.60 \| Sortino -0.80 \| Calmar -0.4 Vol 20% \| MDD -31.9% Months 18M (19%)	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)
MACD neg	CAGR 25.2% \| Win 75% Sharpe 1.64 \| Sortino 3.36 \| Calmar 4.2 Vol 14% \| MDD -6.0% Months 20M (21%)	CAGR -0.2% \| Win 44% Sharpe 0.12 \| Sortino 0.23 \| Calmar -0.0 Vol 28% \| MDD -16.2% Months 18M (19%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.4% \| Win 64% Sharpe 0.90 \| Sortino 1.26 \| Calmar 0.4 Vol 16% \| MDD -32.2% Months 55M (58%)	CAGR -31.5% \| Win 50% Sharpe -1.04 \| Sortino 0.00 \| Calmar 0.0 Vol 33% \| MDD 0.0% Months 2M (2%)	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)
MACD neg	CAGR 10.2% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.6 Vol 20% \| MDD -17.7% Months 27M (28%)	CAGR 18.1% \| Win 64% Sharpe 0.76 \| Sortino 1.41 \| Calmar 1.5 Vol 26% \| MDD -11.7% Months 11M (12%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 3.7% \| Win 63% Sharpe 0.28 \| Sortino 0.35 \| Calmar 0.2 Vol 21% \| MDD -19.9% Months 27M (28%)	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)
RSI neg	-	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 23.2% \| Win 68% Sharpe 1.55 \| Sortino 2.93 \| Calmar 3.6 Vol 14% \| MDD -6.5% Months 54M (57%)	CAGR -15.1% \| Win 53% Sharpe -0.61 \| Sortino -0.82 \| Calmar -0.6 Vol 22% \| MDD -26.9% Months 17M (18%)	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)
RSI neg	CAGR 62.2% \| Win 80% Sharpe 3.27 \| Sortino 0.00 \| Calmar 21.7 Vol 15% \| MDD -2.9% Months 5M (5%)	CAGR 1.0% \| Win 47% Sharpe 0.16 \| Sortino 0.30 \| Calmar 0.0 Vol 26% \| MDD -20.1% Months 19M (20%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.4% \| Win 64% Sharpe 0.72 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -30.8% Months 69M (73%)	CAGR 66.1% \| Win 100% Sharpe 25.67 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (2%)	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)
RSI neg	CAGR 21.6% \| Win 54% Sharpe 1.00 \| Sortino 1.99 \| Calmar 1.4 Vol 22% \| MDD -15.6% Months 13M (14%)	CAGR 0.6% \| Win 55% Sharpe 0.15 \| Sortino 0.31 \| Calmar 0.0 Vol 28% \| MDD -14.9% Months 11M (12%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 24.2% \| Win 68% Sharpe 1.73 \| Sortino 3.40 \| Calmar 3.7 Vol 13% \| MDD -6.5% Months 34M (36%)	CAGR 1.3% \| Win 60% Sharpe 0.15 \| Sortino 0.32 \| Calmar 0.2 Vol 16% \| MDD -8.7% Months 10M (10%)	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)
MACDhist neg	CAGR 28.8% \| Win 72% Sharpe 1.67 \| Sortino 3.17 \| Calmar 4.6 Vol 16% \| MDD -6.2% Months 25M (26%)	CAGR -9.9% \| Win 46% Sharpe -0.26 \| Sortino -0.42 \| Calmar -0.3 Vol 27% \| MDD -34.8% Months 26M (27%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 17.5% \| Win 65% Sharpe 1.23 \| Sortino 2.34 \| Calmar 1.3 Vol 14% \| MDD -13.6% Months 43M (45%)	CAGR 74.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)
MACDhist neg	CAGR 8.2% \| Win 59% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.4 Vol 21% \| MDD -19.9% Months 39M (41%)	CAGR 4.4% \| Win 58% Sharpe 0.28 \| Sortino 0.58 \| Calmar 0.3 Vol 27% \| MDD -14.9% Months 12M (13%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 24.0% \| Win 68% Sharpe 1.58 \| Sortino 3.02 \| Calmar 3.7 Vol 14% \| MDD -6.6% Months 54M (57%)	CAGR 50.8% \| Win 80% Sharpe 2.97 \| Sortino 0.00 \| Calmar 0.0 Vol 14% \| MDD 0.0% Months 5M (5%)	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (62%)
RSIhist neg	CAGR -5.6% \| Win 50% Sharpe -0.14 \| Sortino -0.21 \| Calmar -0.2 Vol 22% \| MDD -26.1% Months 28M (30%)	CAGR -11.5% \| Win 50% Sharpe -0.26 \| Sortino -0.64 \| Calmar -0.8 Vol 31% \| MDD -14.9% Months 8M (8%)	CAGR -6.9% \| Win 50% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 36M (38%)
LWTI only	CAGR 13.0% \| Win 62% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 82M (86%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)	CAGR -21.9% \| Win 50% Sharpe -0.79 \| Sortino -0.76 \| Calmar -20.9 Vol 27% \| MDD -1.0% Months 4M (4%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	-	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
SLmean only	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (66%)	CAGR -2.6% \| Win 53% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 26% \| MDD -34.8% Months 32M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)	-	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 0.6% \| Win 62% Sharpe 0.16 \| Sortino 0.36 \| Calmar 0.0 Vol 30% \| MDD -34.8% Months 16M (17%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
RSmean only	CAGR 14.2% \| Win 65% Sharpe 0.80 \| Sortino 1.16 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 83M (87%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 63% Sharpe 1.29 \| Sortino 2.47 \| Calmar 1.0 Vol 15% \| MDD -19.6% Months 49M (52%)	CAGR 12.4% \| Win 72% Sharpe 0.77 \| Sortino 0.85 \| Calmar 0.7 Vol 17% \| MDD -17.7% Months 18M (19%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR -24.2% \| Win 62% Sharpe -0.97 \| Sortino -2.07 \| Calmar -0.9 Vol 25% \| MDD -26.2% Months 8M (8%)	CAGR 12.5% \| Win 50% Sharpe 0.58 \| Sortino 1.18 \| Calmar 0.8 Vol 26% \| MDD -15.6% Months 20M (21%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
MACD only	CAGR 12.3% \| Win 63% Sharpe 0.77 \| Sortino 1.07 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 57M (60%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 18.3% \| Win 66% Sharpe 1.16 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -17.7% Months 65M (68%)	CAGR 2.2% \| Win 50% Sharpe 0.18 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (2%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR -33.2% \| Win 50% Sharpe -1.44 \| Sortino -2.44 \| Calmar -1.7 Vol 26% \| MDD -19.9% Months 6M (6%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (23%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
RSI only	CAGR 12.7% \| Win 65% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 71M (75%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (25%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 65% Sharpe 1.25 \| Sortino 2.40 \| Calmar 1.1 Vol 14% \| MDD -16.1% Months 43M (45%)	CAGR 17.4% \| Win 67% Sharpe 0.98 \| Sortino 1.24 \| Calmar 1.0 Vol 18% \| MDD -17.7% Months 24M (25%)	CAGR 17.7% \| Win 66% Sharpe 1.14 \| Sortino 1.76 \| Calmar 1.0 Vol 16% \| MDD -18.5% Months 67M (70%)
MRmean neg	CAGR 47.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR -0.9% \| Win 52% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 26% \| MDD -34.8% Months 27M (28%)	CAGR 0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.25 \| Calmar 0.0 Vol 26% \| MDD -34.8% Months 28M (30%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (46%)	CAGR 7.3% \| Win 59% Sharpe 0.42 \| Sortino 0.65 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 51M (54%)