XLC - State Street Com Svc Sel Sec SPDR ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

74.2%

Best CAGR

Total Months

9.4%

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	1.0	74.2	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	1.0	74.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	pos-neg	2	2.0	66.1	100.0	25.5	0.0	0.0	2.0	0.0
pair	LWTI	RSI	pos-neg	2	2.0	66.1	100.0	25.5	0.0	0.0	2.0	0.0
pair	RSI	RSIhist	neg-pos	5	5.1	62.2	80.0	3.3	0.0	21.7	15.4	-2.9
pair	RSIhist	RSI	neg-pos	5	5.1	62.2	80.0	3.3	0.0	21.7	15.4	-2.9
pair	LWTI	RSIhist	pos-neg	5	5.1	50.8	80.0	3.0	0.0	0.0	14.4	0.0
pair	RSIhist	LWTI	pos-neg	5	5.1	50.8	80.0	3.0	0.0	0.0	14.4	0.0
pair	SLmean	RSIhist	neg-pos	4	4.1	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	RSIhist	SLmean	neg-pos	4	4.1	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	MRmean	RSIhist	neg-pos	4	4.1	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	RSIhist	MRmean	neg-pos	4	4.1	50.6	75.0	1.9	0.0	8.5	22.8	-6.0
pair	MRmean	MACDhist	neg-pos	1	1.0	47.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	1.0	47.2	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	neg-pos	3	3.1	41.2	66.7	2.6	0.0	26.7	13.6	-1.5
pair	MACD	MACDhist	neg-pos	3	3.1	41.2	66.7	2.6	0.0	26.7	13.6	-1.5
pair	LWTI	MRmean	pos-neg	4	4.1	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	MRmean	LWTI	pos-neg	4	4.1	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	SLmean	LWTI	pos-neg	4	4.1	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	LWTI	SLmean	pos-neg	4	4.1	30.3	75.0	2.3	0.0	0.0	12.0	0.0
pair	SLmean	MACDhist	neg-pos	4	4.1	28.9	75.0	2.3	0.0	27.6	11.3	-1.0
pair	MACDhist	SLmean	neg-pos	4	4.1	28.9	75.0	2.3	0.0	27.6	11.3	-1.0
pair	RSIhist	MACDhist	neg-pos	25	25.5	28.8	72.0	1.7	3.2	4.6	16.1	-6.2
pair	MACDhist	RSIhist	neg-pos	25	25.5	28.8	72.0	1.7	3.2	4.6	16.1	-6.2
pair	SLmean	MACDhist	pos-neg	23	23.5	26.8	69.6	1.7	3.1	4.3	15.0	-6.2
pair	MACDhist	SLmean	pos-neg	23	23.5	26.8	69.6	1.7	3.1	4.3	15.0	-6.2
pair	MACD	RSIhist	pos-pos	39	39.8	26.5	66.7	1.7	3.3	2.6	14.4	-10.2
pair	RSIhist	MACD	pos-pos	39	39.8	26.5	66.7	1.7	3.3	2.6	14.4	-10.2
pair	RSIhist	RSmean	pos-pos	56	57.1	26.2	69.6	1.8	3.5	2.9	14.0	-9.0
pair	RSmean	RSIhist	pos-pos	56	57.1	26.2	69.6	1.8	3.5	2.9	14.0	-9.0
single	RSIhist	RSIhist	pos-pos	59	60.2	26.1	69.5	1.7	3.3	2.9	14.3	-9.0
pair	MACD	RSIhist	neg-pos	20	20.4	25.2	75.0	1.6	3.4	4.2	14.4	-6.0
pair	RSIhist	MACD	neg-pos	20	20.4	25.2	75.0	1.6	3.4	4.2	14.4	-6.0
pair	MACD	SLmean	pos-neg	17	17.3	24.5	76.5	1.8	3.5	4.2	12.8	-5.8
pair	SLmean	RSIhist	pos-pos	55	56.1	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	RSIhist	SLmean	pos-pos	55	56.1	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	RSIhist	MRmean	pos-pos	55	56.1	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	SLmean	MACD	pos-neg	17	17.3	24.5	76.5	1.8	3.5	4.2	12.8	-5.8
pair	MRmean	RSIhist	pos-pos	55	56.1	24.5	69.1	1.7	3.3	2.7	13.7	-9.0
pair	MACDhist	RSIhist	pos-pos	34	34.7	24.2	67.6	1.7	3.4	3.7	13.1	-6.5
pair	RSIhist	MACDhist	pos-pos	34	34.7	24.2	67.6	1.7	3.4	3.7	13.1	-6.5
pair	RSIhist	LWTI	pos-pos	54	55.1	24.0	68.5	1.6	3.0	3.7	14.3	-6.6
pair	LWTI	RSIhist	pos-pos	54	55.1	24.0	68.5	1.6	3.0	3.7	14.3	-6.6
pair	RSmean	RSIhist	neg-pos	3	3.1	23.8	66.7	1.0	0.0	4.0	24.1	-6.0
pair	RSIhist	RSmean	neg-pos	3	3.1	23.8	66.7	1.0	0.0	4.0	24.1	-6.0
pair	RSIhist	RSI	pos-pos	54	55.1	23.2	68.5	1.6	2.9	3.6	14.2	-6.5
pair	RSI	RSIhist	pos-pos	54	55.1	23.2	68.5	1.6	2.9	3.6	14.2	-6.5
pair	RSI	LWTI	neg-pos	13	13.3	21.6	53.8	1.0	2.0	1.4	21.8	-15.6
pair	LWTI	RSI	neg-pos	13	13.3	21.6	53.8	1.0	2.0	1.4	21.8	-15.6
pair	RSI	SLmean	pos-pos	61	62.2	21.5	67.2	1.4	2.7	1.3	14.6	-16.3
pair	SLmean	RSI	pos-pos	61	62.2	21.5	67.2	1.4	2.7	1.3	14.6	-16.3
single	SLmean	SLmean	pos-pos	63	64.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	SLmean	MRmean	pos-pos	63	64.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	MRmean	SLmean	pos-pos	63	64.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	SLmean	RSmean	pos-pos	63	64.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	RSmean	SLmean	pos-pos	63	64.3	20.9	66.7	1.4	2.7	1.1	14.5	-18.7
pair	LWTI	SLmean	pos-pos	59	60.2	20.2	66.1	1.3	2.6	1.2	14.7	-16.5
pair	SLmean	LWTI	pos-pos	59	60.2	20.2	66.1	1.3	2.6	1.2	14.7	-16.5
pair	SLmean	MACD	pos-pos	46	46.9	19.5	63.0	1.3	2.4	1.0	15.2	-19.8
pair	MACD	SLmean	pos-pos	46	46.9	19.5	63.0	1.3	2.4	1.0	15.2	-19.8
pair	RSmean	MACDhist	pos-pos	44	44.9	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	MACDhist	RSmean	pos-pos	44	44.9	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
single	MACDhist	MACDhist	pos-pos	44	44.9	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	RSI	MACDhist	pos-pos	44	44.9	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	MACDhist	RSI	pos-pos	44	44.9	18.6	65.9	1.3	2.5	1.4	13.9	-13.3
pair	RSmean	MACD	pos-neg	26	26.5	18.5	69.2	0.9	1.3	1.1	22.9	-17.7
pair	MACD	RSmean	pos-neg	26	26.5	18.5	69.2	0.9	1.3	1.1	22.9	-17.7
pair	LWTI	MACD	neg-neg	11	11.2	18.1	63.6	0.8	1.4	1.5	26.0	-11.7
pair	MACD	LWTI	neg-neg	11	11.2	18.1	63.6	0.8	1.4	1.5	26.0	-11.7
pair	MACDhist	MRmean	pos-pos	43	43.9	18.0	65.1	1.2	2.4	1.1	14.1	-16.1
pair	MRmean	MACDhist	pos-pos	43	43.9	18.0	65.1	1.2	2.4	1.1	14.1	-16.1
pair	RSmean	MRmean	pos-pos	67	68.4	17.7	65.7	1.1	1.8	1.0	15.5	-18.5
pair	MRmean	RSmean	pos-pos	67	68.4	17.7	65.7	1.1	1.8	1.0	15.5	-18.5
pair	SLmean	MACDhist	pos-pos	40	40.8	17.6	65.0	1.2	2.4	1.1	14.3	-16.3
pair	MACDhist	SLmean	pos-pos	40	40.8	17.6	65.0	1.2	2.4	1.1	14.3	-16.3
pair	LWTI	MACDhist	pos-pos	43	43.9	17.5	65.1	1.2	2.3	1.3	14.0	-13.6
pair	MACDhist	LWTI	pos-pos	43	43.9	17.5	65.1	1.2	2.3	1.3	14.0	-13.6
pair	MACD	MRmean	pos-pos	50	51.0	17.2	62.0	1.1	2.1	0.9	15.4	-19.6
pair	MRmean	MACD	pos-pos	50	51.0	17.2	62.0	1.1	2.1	0.9	15.4	-19.6
pair	MACDhist	MACD	pos-pos	41	41.8	17.1	65.9	1.2	2.3	1.0	14.1	-17.0
pair	MACD	MACDhist	pos-pos	41	41.8	17.1	65.9	1.2	2.3	1.0	14.1	-17.0
pair	RSI	MRmean	pos-pos	66	67.3	16.4	65.2	1.0	1.6	0.9	15.9	-17.7
pair	MRmean	RSI	pos-pos	66	67.3	16.4	65.2	1.0	1.6	0.9	15.9	-17.7
pair	MACD	RSI	neg-neg	21	21.4	16.1	52.4	0.7	1.4	1.0	24.7	-15.6
pair	RSI	MACD	neg-neg	21	21.4	16.1	52.4	0.7	1.4	1.0	24.7	-15.6
pair	RSmean	LWTI	pos-pos	72	73.5	15.9	66.7	0.9	1.3	0.5	17.3	-30.6
single	MRmean	MRmean	pos-pos	68	69.4	15.9	64.7	1.0	1.6	0.9	15.8	-18.5
pair	LWTI	RSmean	pos-pos	72	73.5	15.9	66.7	0.9	1.3	0.5	17.3	-30.6
pair	MRmean	LWTI	pos-pos	64	65.3	15.1	64.1	1.0	1.5	0.8	16.0	-17.7
pair	LWTI	MRmean	pos-pos	64	65.3	15.1	64.1	1.0	1.5	0.8	16.0	-17.7
pair	RSmean	RSI	pos-neg	13	13.3	15.0	61.5	0.6	1.4	0.8	28.7	-20.1
pair	RSI	RSmean	pos-neg	13	13.3	15.0	61.5	0.6	1.4	0.8	28.7	-20.1
single	RSmean	RSmean	pos-pos	85	86.7	14.7	65.9	0.8	1.2	0.3	18.7	-43.5
pair	RSmean	RSI	pos-pos	72	73.5	14.7	66.7	0.9	1.2	0.5	16.6	-30.6
pair	RSI	RSmean	pos-pos	72	73.5	14.7	66.7	0.9	1.2	0.5	16.6	-30.6
pair	MACD	RSmean	pos-pos	59	60.2	13.1	64.4	0.8	1.1	0.4	16.8	-36.4
pair	MACD	LWTI	pos-pos	58	59.2	13.1	63.8	0.8	1.2	0.4	16.6	-32.2
pair	LWTI	MACD	pos-pos	58	59.2	13.1	63.8	0.8	1.2	0.4	16.6	-32.2
pair	RSmean	MACD	pos-pos	59	60.2	13.1	64.4	0.8	1.1	0.4	16.8	-36.4
pair	MACD	RSI	pos-pos	57	58.2	12.9	63.2	0.8	1.2	0.4	16.8	-33.5
pair	RSI	MACD	pos-pos	57	58.2	12.9	63.2	0.8	1.2	0.4	16.8	-33.5
pair	MRmean	MACDhist	pos-neg	25	25.5	12.5	64.0	0.7	1.0	0.7	18.6	-17.7
pair	MRmean	MACD	neg-neg	20	20.4	12.5	50.0	0.6	1.2	0.8	25.8	-15.6
pair	MACDhist	MRmean	pos-neg	25	25.5	12.5	64.0	0.7	1.0	0.7	18.6	-17.7
pair	MACD	MRmean	neg-neg	20	20.4	12.5	50.0	0.6	1.2	0.8	25.8	-15.6
single	MACD	MACD	neg-neg	38	38.8	12.5	60.5	0.7	1.1	0.7	21.8	-17.7
pair	MRmean	MACD	pos-neg	18	18.4	12.4	72.2	0.8	0.8	0.7	17.2	-17.7
pair	MACD	MRmean	pos-neg	18	18.4	12.4	72.2	0.8	0.8	0.7	17.2	-17.7
pair	RSI	SLmean	neg-neg	22	22.4	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	SLmean	RSI	neg-neg	22	22.4	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	RSI	MRmean	neg-neg	22	22.4	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
pair	MRmean	RSI	neg-neg	22	22.4	12.3	54.5	0.6	1.1	0.6	25.4	-20.1
single	LWTI	LWTI	pos-pos	85	86.7	12.2	62.4	0.7	1.1	0.4	17.8	-30.6
single	RSI	RSI	pos-pos	74	75.5	11.8	64.9	0.7	1.0	0.4	17.0	-30.6
pair		benchmark___benchmark_	benchmark-benchmark	98	100.0	11.7	62.2	0.7	1.0	0.3	19.0	-43.5
pair	benchmark___benchmark_		benchmark-benchmark	98	100.0	11.7	62.2	0.7	1.0	0.3	19.0	-43.5
pair	MACDhist	RSI	neg-neg	24	24.5	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
pair	RSI	MACDhist	neg-neg	24	24.5	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
single	RSI	RSI	neg-neg	24	24.5	11.5	54.2	0.6	1.0	0.6	24.5	-20.1
single	MACD	MACD	pos-pos	60	61.2	11.2	63.3	0.7	1.0	0.3	17.1	-36.4
pair	RSmean	MACDhist	pos-neg	41	41.8	10.8	65.9	0.6	0.8	0.3	23.0	-34.8
pair	MACDhist	RSmean	pos-neg	41	41.8	10.8	65.9	0.6	0.8	0.3	23.0	-34.8
pair	RSI	LWTI	pos-pos	72	73.5	10.5	63.9	0.7	0.9	0.3	17.1	-30.8
pair	LWTI	RSI	pos-pos	72	73.5	10.5	63.9	0.7	0.9	0.3	17.1	-30.8
pair	MACDhist	MACD	neg-neg	35	35.7	10.3	60.0	0.6	0.9	0.6	22.5	-17.7
pair	MACD	MACDhist	neg-neg	35	35.7	10.3	60.0	0.6	0.9	0.6	22.5	-17.7
pair	LWTI	MACD	neg-pos	27	27.6	10.2	59.3	0.6	0.9	0.6	20.4	-17.7
pair	MACD	LWTI	neg-pos	27	27.6	10.2	59.3	0.6	0.9	0.6	20.4	-17.7
pair	RSmean	LWTI	pos-neg	13	13.3	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
pair	LWTI	RSmean	pos-neg	13	13.3	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
single	LWTI	LWTI	neg-neg	13	13.3	8.6	61.5	0.4	0.9	0.6	26.2	-14.9
pair	MACD	RSI	neg-pos	17	17.3	8.1	70.6	0.5	0.6	0.5	18.3	-17.7
pair	RSI	MACD	neg-pos	17	17.3	8.1	70.6	0.5	0.6	0.5	18.3	-17.7
pair	RSI	RSmean	neg-neg	11	11.2	7.4	45.5	0.5	0.8	0.5	19.6	-15.6
pair	RSmean	RSI	neg-neg	11	11.2	7.4	45.5	0.5	0.8	0.5	19.6	-15.6
pair	LWTI	MACDhist	neg-pos	42	42.9	7.0	59.5	0.4	0.6	0.3	21.1	-21.0
pair	MACDhist	LWTI	neg-pos	42	42.9	7.0	59.5	0.4	0.6	0.3	21.1	-21.0
single	MACDhist	MACDhist	neg-neg	54	55.1	6.4	59.3	0.4	0.6	0.2	22.3	-34.8
pair	MACDhist	LWTI	neg-neg	12	12.2	4.4	58.3	0.3	0.6	0.3	27.1	-14.9
pair	LWTI	MACDhist	neg-neg	12	12.2	4.4	58.3	0.3	0.6	0.3	27.1	-14.9
pair	RSmean	MRmean	neg-pos	18	18.4	4.2	66.7	0.3	0.6	0.1	28.3	-34.8
pair	MRmean	RSmean	neg-pos	18	18.4	4.2	66.7	0.3	0.6	0.1	28.3	-34.8
pair	LWTI	MRmean	neg-pos	21	21.4	3.7	57.1	0.3	0.4	0.2	22.7	-19.9
pair	MRmean	LWTI	neg-pos	21	21.4	3.7	57.1	0.3	0.4	0.2	22.7	-19.9
pair	MACD	SLmean	neg-neg	21	21.4	3.6	47.6	0.3	0.5	0.2	27.2	-16.7
pair	SLmean	MACD	neg-neg	21	21.4	3.6	47.6	0.3	0.5	0.2	27.2	-16.7
pair	MRmean	SLmean	neg-neg	30	30.6	2.6	56.7	0.2	0.4	0.1	24.9	-34.8
pair	SLmean	MRmean	neg-neg	30	30.6	2.6	56.7	0.2	0.4	0.1	24.9	-34.8
single	MRmean	MRmean	neg-neg	30	30.6	2.6	56.7	0.2	0.4	0.1	24.9	-34.8
pair	MACDhist	RSI	pos-neg	30	30.6	2.5	63.3	0.2	0.3	0.1	20.7	-19.9
pair	RSI	MACDhist	pos-neg	30	30.6	2.5	63.3	0.2	0.3	0.1	20.7	-19.9
pair	RSI	MRmean	pos-neg	2	2.0	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	SLmean	RSI	pos-neg	2	2.0	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	RSI	SLmean	pos-neg	2	2.0	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	MRmean	RSI	pos-neg	2	2.0	2.2	50.0	0.2	0.0	0.0	15.2	0.0
pair	MACDhist	MRmean	neg-neg	29	29.6	1.4	55.2	0.2	0.3	0.0	25.3	-34.8
pair	MRmean	MACDhist	neg-neg	29	29.6	1.4	55.2	0.2	0.3	0.0	25.3	-34.8
pair	RSIhist	MACDhist	pos-neg	10	10.2	1.3	60.0	0.1	0.3	0.1	16.5	-8.7
pair	MACDhist	RSIhist	pos-neg	10	10.2	1.3	60.0	0.1	0.3	0.1	16.5	-8.7
pair	RSIhist	RSI	neg-neg	19	19.4	1.0	47.4	0.2	0.3	0.1	25.9	-20.1
pair	RSI	RSIhist	neg-neg	19	19.4	1.0	47.4	0.2	0.3	0.1	25.9	-20.1
pair	LWTI	RSI	neg-neg	11	11.2	0.6	54.5	0.1	0.3	0.0	28.1	-14.9
pair	RSI	LWTI	neg-neg	11	11.2	0.6	54.5	0.1	0.3	0.0	28.1	-14.9
pair	RSmean	MRmean	neg-neg	12	12.2	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	MRmean	RSmean	neg-neg	12	12.2	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	RSmean	MACD	neg-neg	12	12.2	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	MACD	RSmean	neg-neg	12	12.2	0.4	41.7	0.1	0.2	0.0	19.9	-15.6
pair	LWTI	SLmean	neg-neg	9	9.2	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	LWTI	MRmean	neg-neg	9	9.2	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	MRmean	LWTI	neg-neg	9	9.2	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	SLmean	LWTI	neg-neg	9	9.2	0.2	55.6	0.1	0.4	0.0	31.0	-14.9
pair	MACD	RSIhist	neg-neg	18	18.4	-0.2	44.4	0.1	0.2	-0.0	28.0	-16.2
pair	RSIhist	MACD	neg-neg	18	18.4	-0.2	44.4	0.1	0.2	-0.0	28.0	-16.2
pair	MACD	MACDhist	pos-neg	19	19.4	-0.5	57.9	0.1	0.1	-0.0	22.4	-26.2
pair	MACDhist	MACD	pos-neg	19	19.4	-0.5	57.9	0.1	0.1	-0.0	22.4	-26.2
pair	RSmean	SLmean	neg-pos	22	22.4	-1.1	63.6	0.1	0.2	-0.0	27.7	-34.8
pair	SLmean	RSmean	neg-pos	22	22.4	-1.1	63.6	0.1	0.2	-0.0	27.7	-34.8
pair	RSIhist	SLmean	pos-neg	8	8.2	-1.3	50.0	0.0	0.0	-0.1	18.9	-10.6
pair	SLmean	RSIhist	pos-neg	8	8.2	-1.3	50.0	0.0	0.0	-0.1	18.9	-10.6
single	SLmean	SLmean	neg-neg	35	35.7	-3.1	54.3	-0.0	-0.0	-0.1	24.9	-34.8
pair	MRmean	RSIhist	neg-neg	26	26.5	-3.2	53.8	-0.0	-0.0	-0.1	25.2	-34.8
pair	RSIhist	MRmean	neg-neg	26	26.5	-3.2	53.8	-0.0	-0.0	-0.1	25.2	-34.8
pair	SLmean	LWTI	neg-pos	26	26.5	-4.2	53.8	-0.1	-0.1	-0.2	23.1	-19.9
pair	LWTI	SLmean	neg-pos	26	26.5	-4.2	53.8	-0.1	-0.1	-0.2	23.1	-19.9
pair	RSIhist	RSmean	pos-neg	29	29.6	-4.6	58.6	-0.1	-0.1	-0.1	25.2	-39.8
pair	RSmean	RSIhist	pos-neg	29	29.6	-4.6	58.6	-0.1	-0.1	-0.1	25.2	-39.8
pair	LWTI	RSIhist	neg-pos	31	31.6	-5.8	51.6	-0.2	-0.2	-0.2	22.0	-26.1
pair	RSIhist	LWTI	neg-pos	31	31.6	-5.8	51.6	-0.2	-0.2	-0.2	22.0	-26.1
single	RSmean	RSmean	neg-neg	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	MACDhist	RSmean	neg-neg	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	SLmean	RSmean	neg-neg	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	RSmean	SLmean	neg-neg	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	RSmean	MACDhist	neg-neg	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	RSmean	LWTI	neg-pos	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	LWTI	RSmean	neg-pos	13	13.3	-6.3	38.5	-0.2	-0.4	-0.4	20.3	-15.6
pair	SLmean	MACDhist	neg-neg	31	31.6	-6.6	51.6	-0.1	-0.2	-0.2	26.1	-36.2
pair	MACDhist	SLmean	neg-neg	31	31.6	-6.6	51.6	-0.1	-0.2	-0.2	26.1	-36.2
single	RSIhist	RSIhist	neg-neg	39	39.8	-7.0	51.3	-0.2	-0.3	-0.2	23.7	-39.8
pair	RSIhist	SLmean	neg-neg	31	31.6	-8.4	51.6	-0.2	-0.4	-0.2	25.0	-35.7
pair	SLmean	RSIhist	neg-neg	31	31.6	-8.4	51.6	-0.2	-0.4	-0.2	25.0	-35.7
pair	RSIhist	MACDhist	neg-neg	29	29.6	-9.8	48.3	-0.3	-0.4	-0.3	25.9	-34.8
pair	MACDhist	RSIhist	neg-neg	29	29.6	-9.8	48.3	-0.3	-0.4	-0.3	25.9	-34.8
pair	LWTI	RSIhist	neg-neg	8	8.2	-11.5	50.0	-0.3	-0.6	-0.8	31.1	-14.9
pair	RSIhist	LWTI	neg-neg	8	8.2	-11.5	50.0	-0.3	-0.6	-0.8	31.1	-14.9
pair	MACD	SLmean	neg-pos	14	14.3	-12.3	64.3	-0.5	-0.7	-0.5	21.6	-26.2
pair	SLmean	MACD	neg-pos	14	14.3	-12.3	64.3	-0.5	-0.7	-0.5	21.6	-26.2
pair	RSIhist	MACD	pos-neg	21	21.4	-12.5	57.1	-0.6	-0.8	-0.4	19.7	-31.9
pair	MACD	RSIhist	pos-neg	21	21.4	-12.5	57.1	-0.6	-0.8	-0.4	19.7	-31.9
pair	RSIhist	RSmean	neg-neg	10	10.2	-13.8	30.0	-0.7	-1.1	-0.9	19.8	-15.6
pair	RSmean	RSIhist	neg-neg	10	10.2	-13.8	30.0	-0.7	-1.1	-0.9	19.8	-15.6
pair	RSIhist	RSI	pos-neg	20	20.4	-14.1	55.0	-0.6	-0.8	-0.5	21.8	-26.9
pair	RSI	RSIhist	pos-neg	20	20.4	-14.1	55.0	-0.6	-0.8	-0.5	21.8	-26.9
pair	RSIhist	MRmean	pos-neg	13	13.3	-14.2	46.2	-0.6	-0.9	-1.1	21.1	-13.2
pair	MRmean	RSIhist	pos-neg	13	13.3	-14.2	46.2	-0.6	-0.9	-1.1	21.1	-13.2
pair	MRmean	MACD	neg-pos	10	10.2	-14.6	70.0	-0.6	-1.1	-0.6	23.4	-26.2
pair	MACD	MRmean	neg-pos	10	10.2	-14.6	70.0	-0.6	-1.1	-0.6	23.4	-26.2
pair	MACD	RSI	pos-neg	3	3.1	-16.2	66.7	-0.6	0.0	-1.7	25.2	-9.6
pair	RSI	MACD	pos-neg	3	3.1	-16.2	66.7	-0.6	0.0	-1.7	25.2	-9.6
pair	MRmean	RSI	neg-pos	8	8.2	-20.0	62.5	-0.8	-1.3	-1.0	23.7	-19.9
pair	RSI	MRmean	neg-pos	8	8.2	-20.0	62.5	-0.8	-1.3	-1.0	23.7	-19.9
pair	SLmean	RSI	neg-pos	13	13.3	-24.5	53.8	-1.1	-1.5	-0.9	23.3	-28.3
pair	RSI	SLmean	neg-pos	13	13.3	-24.5	53.8	-1.1	-1.5	-0.9	23.3	-28.3
pair	MRmean	SLmean	pos-neg	5	5.1	-31.3	40.0	-1.4	-1.7	-4.4	25.0	-7.2
pair	SLmean	MRmean	pos-neg	5	5.1	-31.3	40.0	-1.4	-1.7	-4.4	25.0	-7.2
pair	MACD	LWTI	pos-neg	2	2.0	-31.5	50.0	-1.0	0.0	0.0	33.0	0.0
pair	LWTI	MACD	pos-neg	2	2.0	-31.5	50.0	-1.0	0.0	0.0	33.0	0.0
pair	RSmean	RSI	neg-pos	2	2.0	-55.7	0.0	-26.6	-26.6	-7.8	3.0	-7.2
pair	RSI	RSmean	neg-pos	2	2.0	-55.7	0.0	-26.6	-26.6	-7.8	3.0	-7.2
pair	RSmean	MRmean	pos-neg	1	1.0	-59.0	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSmean	pos-neg	1	1.0	-59.0	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSmean	neg-pos	1	1.0	-59.0	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	1	1.0	-59.0	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 (64%)	CAGR -31.3% \| Win 40% Sharpe -1.37 \| Sortino -1.72 \| Calmar -4.4 Vol 25% \| MDD -7.2% Months 5M (5%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	-	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
SLmean only	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (64%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)

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 (68%)	CAGR -59.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR 4.2% \| Win 67% Sharpe 0.28 \| Sortino 0.60 \| Calmar 0.1 Vol 28% \| MDD -34.8% Months 18M (18%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (12%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
RSmean only	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 62% Sharpe 1.11 \| Sortino 2.07 \| Calmar 0.9 Vol 15% \| MDD -19.6% Months 50M (51%)	CAGR 12.4% \| Win 72% Sharpe 0.77 \| Sortino 0.84 \| Calmar 0.7 Vol 17% \| MDD -17.7% Months 18M (18%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR -14.6% \| Win 70% Sharpe -0.56 \| Sortino -1.10 \| Calmar -0.6 Vol 23% \| MDD -26.2% Months 10M (10%)	CAGR 12.5% \| Win 50% Sharpe 0.58 \| Sortino 1.18 \| Calmar 0.8 Vol 26% \| MDD -15.6% Months 20M (20%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
MACD only	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 65% Sharpe 1.04 \| Sortino 1.59 \| Calmar 0.9 Vol 16% \| MDD -17.7% Months 66M (67%)	CAGR 2.2% \| Win 50% Sharpe 0.18 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (2%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR -20.0% \| Win 62% Sharpe -0.82 \| Sortino -1.29 \| Calmar -1.0 Vol 24% \| MDD -19.9% Months 8M (8%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (22%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
RSI only	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)

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 (44%)	CAGR 12.5% \| Win 64% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.7 Vol 19% \| MDD -17.7% Months 25M (26%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
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 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 25% \| MDD -34.8% Months 29M (30%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)

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 (56%)	CAGR -14.2% \| Win 46% Sharpe -0.62 \| Sortino -0.94 \| Calmar -1.1 Vol 21% \| MDD -13.2% Months 13M (13%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
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 -3.2% \| Win 54% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 26M (26%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 15.1% \| Win 64% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.9 Vol 16% \| MDD -17.7% Months 64M (65%)	CAGR 30.3% \| Win 75% Sharpe 2.27 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (4%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR 3.7% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.2 Vol 23% \| MDD -19.9% Months 21M (21%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -14.9% Months 9M (9%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

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 (64%)	-	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (64%)
SLmean neg	CAGR -1.1% \| Win 64% Sharpe 0.09 \| Sortino 0.16 \| Calmar -0.0 Vol 28% \| MDD -34.8% Months 22M (22%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
RSmean only	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (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 (47%)	CAGR 24.5% \| Win 76% Sharpe 1.79 \| Sortino 3.55 \| Calmar 4.2 Vol 13% \| MDD -5.8% Months 17M (17%)	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (64%)
SLmean neg	CAGR -12.3% \| Win 64% Sharpe -0.50 \| Sortino -0.66 \| Calmar -0.5 Vol 22% \| MDD -26.2% Months 14M (14%)	CAGR 3.6% \| Win 48% Sharpe 0.26 \| Sortino 0.48 \| Calmar 0.2 Vol 27% \| MDD -16.7% Months 21M (21%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
MACD only	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)

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 (62%)	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 (64%)
SLmean neg	CAGR -24.5% \| Win 54% Sharpe -1.08 \| Sortino -1.53 \| Calmar -0.9 Vol 23% \| MDD -28.3% Months 13M (13%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (22%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
RSI only	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)

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 (41%)	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 (64%)
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 -6.6% \| Win 52% Sharpe -0.13 \| Sortino -0.23 \| Calmar -0.2 Vol 26% \| MDD -36.2% Months 31M (32%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)

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 (56%)	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 (64%)
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 -8.4% \| Win 52% Sharpe -0.23 \| Sortino -0.37 \| Calmar -0.2 Vol 25% \| MDD -35.7% Months 31M (32%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

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 (60%)	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 (64%)
SLmean neg	CAGR -4.2% \| Win 54% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.2 Vol 23% \| MDD -19.9% Months 26M (26%)	CAGR 0.2% \| Win 56% Sharpe 0.14 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -14.9% Months 9M (9%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 13.1% \| Win 64% Sharpe 0.82 \| Sortino 1.12 \| Calmar 0.4 Vol 17% \| MDD -36.4% Months 59M (60%)	CAGR 18.5% \| Win 69% Sharpe 0.86 \| Sortino 1.34 \| Calmar 1.0 Vol 23% \| MDD -17.7% Months 26M (26%)	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)
RSmean neg	CAGR -59.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (12%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)
MACD only	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 14.7% \| Win 67% Sharpe 0.91 \| Sortino 1.20 \| Calmar 0.5 Vol 17% \| MDD -30.6% Months 72M (74%)	CAGR 15.0% \| Win 62% Sharpe 0.62 \| Sortino 1.35 \| Calmar 0.8 Vol 29% \| MDD -20.1% Months 13M (13%)	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)
RSmean neg	CAGR -55.7% \| Win 0% Sharpe -26.65 \| Sortino -26.65 \| Calmar -7.8 Vol 3% \| MDD -7.2% Months 2M (2%)	CAGR 7.4% \| Win 46% Sharpe 0.45 \| Sortino 0.81 \| Calmar 0.5 Vol 20% \| MDD -15.6% Months 11M (11%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)
RSI only	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)

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 (45%)	CAGR 10.8% \| Win 66% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 23% \| MDD -34.8% Months 41M (42%)	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)
RSmean neg	-	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)

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 (57%)	CAGR -4.6% \| Win 59% Sharpe -0.06 \| Sortino -0.11 \| Calmar -0.1 Vol 25% \| MDD -39.8% Months 29M (30%)	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (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 -13.8% \| Win 30% Sharpe -0.66 \| Sortino -1.15 \| Calmar -0.9 Vol 20% \| MDD -15.6% Months 10M (10%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.9% \| Win 67% Sharpe 0.94 \| Sortino 1.29 \| Calmar 0.5 Vol 17% \| MDD -30.6% Months 72M (74%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)
RSmean neg	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)	-	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 12.9% \| Win 63% Sharpe 0.81 \| Sortino 1.16 \| Calmar 0.4 Vol 17% \| MDD -33.5% Months 57M (58%)	CAGR -16.2% \| Win 67% Sharpe -0.61 \| Sortino 0.00 \| Calmar -1.7 Vol 25% \| MDD -9.6% Months 3M (3%)	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)
MACD neg	CAGR 8.1% \| Win 71% Sharpe 0.52 \| Sortino 0.63 \| Calmar 0.5 Vol 18% \| MDD -17.7% Months 17M (17%)	CAGR 16.1% \| Win 52% Sharpe 0.72 \| Sortino 1.41 \| Calmar 1.0 Vol 25% \| MDD -15.6% Months 21M (21%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)
RSI only	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)

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 (42%)	CAGR -0.5% \| Win 58% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 22% \| MDD -26.2% Months 19M (19%)	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)
MACD neg	CAGR 41.2% \| 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 (36%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)

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 (40%)	CAGR -12.5% \| Win 57% Sharpe -0.57 \| Sortino -0.80 \| Calmar -0.4 Vol 20% \| MDD -31.9% Months 21M (21%)	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)
MACD neg	CAGR 25.2% \| Win 75% Sharpe 1.64 \| Sortino 3.36 \| Calmar 4.2 Vol 14% \| MDD -6.0% Months 20M (20%)	CAGR -0.2% \| Win 44% Sharpe 0.12 \| Sortino 0.23 \| Calmar -0.0 Vol 28% \| MDD -16.2% Months 18M (18%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.1% \| Win 64% Sharpe 0.83 \| Sortino 1.17 \| Calmar 0.4 Vol 17% \| MDD -32.2% Months 58M (59%)	CAGR -31.5% \| Win 50% Sharpe -1.04 \| Sortino 0.00 \| Calmar 0.0 Vol 33% \| MDD 0.0% Months 2M (2%)	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)
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 (11%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

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 (45%)	CAGR 2.5% \| Win 63% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 21% \| MDD -19.9% Months 30M (31%)	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)
RSI neg	-	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)

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 (55%)	CAGR -14.1% \| Win 55% Sharpe -0.58 \| Sortino -0.81 \| Calmar -0.5 Vol 22% \| MDD -26.9% Months 20M (20%)	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)
RSI neg	CAGR 62.2% \| Win 80% Sharpe 3.26 \| 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 (19%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 10.5% \| Win 64% Sharpe 0.67 \| Sortino 0.93 \| Calmar 0.3 Vol 17% \| MDD -30.8% Months 72M (74%)	CAGR 66.1% \| Win 100% Sharpe 25.54 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (2%)	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)
RSI neg	CAGR 21.6% \| Win 54% Sharpe 1.00 \| Sortino 1.99 \| Calmar 1.4 Vol 22% \| MDD -15.6% Months 13M (13%)	CAGR 0.6% \| Win 55% Sharpe 0.15 \| Sortino 0.31 \| Calmar 0.0 Vol 28% \| MDD -14.9% Months 11M (11%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 24.2% \| Win 68% Sharpe 1.73 \| Sortino 3.39 \| Calmar 3.7 Vol 13% \| MDD -6.5% Months 34M (35%)	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 (45%)
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 -9.8% \| Win 48% Sharpe -0.27 \| Sortino -0.44 \| Calmar -0.3 Vol 26% \| MDD -34.8% Months 29M (30%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)
RSIhist only	CAGR 26.1% \| Win 70% Sharpe 1.71 \| Sortino 3.34 \| Calmar 2.9 Vol 14% \| MDD -9.0% Months 59M (60%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)

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 (44%)	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 (45%)
MACDhist neg	CAGR 7.0% \| Win 60% Sharpe 0.42 \| Sortino 0.61 \| Calmar 0.3 Vol 21% \| MDD -21.0% Months 42M (43%)	CAGR 4.4% \| Win 58% Sharpe 0.28 \| Sortino 0.58 \| Calmar 0.3 Vol 27% \| MDD -14.9% Months 12M (12%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

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 (55%)	CAGR 50.8% \| Win 80% Sharpe 2.96 \| 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 (60%)
RSIhist neg	CAGR -5.8% \| Win 52% Sharpe -0.17 \| Sortino -0.24 \| Calmar -0.2 Vol 22% \| MDD -26.1% Months 31M (32%)	CAGR -11.5% \| Win 50% Sharpe -0.26 \| Sortino -0.64 \| Calmar -0.8 Vol 31% \| MDD -14.9% Months 8M (8%)	CAGR -7.0% \| Win 51% Sharpe -0.19 \| Sortino -0.31 \| Calmar -0.2 Vol 24% \| MDD -39.8% Months 39M (40%)
LWTI only	CAGR 12.2% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 18% \| MDD -30.6% Months 85M (87%)	CAGR 8.6% \| Win 62% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.6 Vol 26% \| MDD -14.9% Months 13M (13%)

	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 (64%)	CAGR -31.3% \| Win 40% Sharpe -1.37 \| Sortino -1.72 \| Calmar -4.4 Vol 25% \| MDD -7.2% Months 5M (5%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	-	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
SLmean only	CAGR 20.9% \| Win 67% Sharpe 1.39 \| Sortino 2.70 \| Calmar 1.1 Vol 14% \| MDD -18.7% Months 63M (64%)	CAGR -3.1% \| Win 54% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 25% \| MDD -34.8% Months 35M (36%)

	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 (68%)	CAGR -59.0% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR 4.2% \| Win 67% Sharpe 0.28 \| Sortino 0.60 \| Calmar 0.1 Vol 28% \| MDD -34.8% Months 18M (18%)	CAGR 0.4% \| Win 42% Sharpe 0.11 \| Sortino 0.20 \| Calmar 0.0 Vol 20% \| MDD -15.6% Months 12M (12%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
RSmean only	CAGR 14.7% \| Win 66% Sharpe 0.83 \| Sortino 1.19 \| Calmar 0.3 Vol 19% \| MDD -43.5% Months 85M (87%)	CAGR -6.3% \| Win 38% Sharpe -0.23 \| Sortino -0.43 \| Calmar -0.4 Vol 20% \| MDD -15.6% Months 13M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 62% Sharpe 1.11 \| Sortino 2.07 \| Calmar 0.9 Vol 15% \| MDD -19.6% Months 50M (51%)	CAGR 12.4% \| Win 72% Sharpe 0.77 \| Sortino 0.84 \| Calmar 0.7 Vol 17% \| MDD -17.7% Months 18M (18%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR -14.6% \| Win 70% Sharpe -0.56 \| Sortino -1.10 \| Calmar -0.6 Vol 23% \| MDD -26.2% Months 10M (10%)	CAGR 12.5% \| Win 50% Sharpe 0.58 \| Sortino 1.18 \| Calmar 0.8 Vol 26% \| MDD -15.6% Months 20M (20%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
MACD only	CAGR 11.2% \| Win 63% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.3 Vol 17% \| MDD -36.4% Months 60M (61%)	CAGR 12.5% \| Win 60% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.7 Vol 22% \| MDD -17.7% Months 38M (39%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 65% Sharpe 1.04 \| Sortino 1.59 \| Calmar 0.9 Vol 16% \| MDD -17.7% Months 66M (67%)	CAGR 2.2% \| Win 50% Sharpe 0.18 \| Sortino 0.00 \| Calmar 0.0 Vol 15% \| MDD 0.0% Months 2M (2%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
MRmean neg	CAGR -20.0% \| Win 62% Sharpe -0.82 \| Sortino -1.29 \| Calmar -1.0 Vol 24% \| MDD -19.9% Months 8M (8%)	CAGR 12.3% \| Win 55% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.6 Vol 25% \| MDD -20.1% Months 22M (22%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
RSI only	CAGR 11.8% \| Win 65% Sharpe 0.74 \| Sortino 1.02 \| Calmar 0.4 Vol 17% \| MDD -30.6% Months 74M (76%)	CAGR 11.5% \| Win 54% Sharpe 0.56 \| Sortino 1.04 \| Calmar 0.6 Vol 24% \| MDD -20.1% Months 24M (24%)

	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 (44%)	CAGR 12.5% \| Win 64% Sharpe 0.73 \| Sortino 0.98 \| Calmar 0.7 Vol 19% \| MDD -17.7% Months 25M (26%)	CAGR 15.9% \| Win 65% Sharpe 1.02 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -18.5% Months 68M (69%)
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 1.4% \| Win 55% Sharpe 0.18 \| Sortino 0.30 \| Calmar 0.0 Vol 25% \| MDD -34.8% Months 29M (30%)	CAGR 2.6% \| Win 57% Sharpe 0.23 \| Sortino 0.38 \| Calmar 0.1 Vol 25% \| MDD -34.8% Months 30M (31%)
MACDhist only	CAGR 18.6% \| Win 66% Sharpe 1.30 \| Sortino 2.47 \| Calmar 1.4 Vol 14% \| MDD -13.3% Months 44M (45%)	CAGR 6.4% \| Win 59% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 22% \| MDD -34.8% Months 54M (55%)