XLE - State Street Energy Select Sector SPDR ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

213.7%

Best CAGR

Total Months

11.2%

Avg CAGR

XLE 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 XLE

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	RSmean	neg-pos	1	0.3	213.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	213.7	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	pos-neg	23	6.9	63.4	73.9	2.0	3.1	4.2	27.1	-15.0
pair	SLmean	MRmean	pos-neg	23	6.9	63.4	73.9	2.0	3.1	4.2	27.1	-15.0
pair	RSmean	SLmean	pos-neg	5	1.5	51.3	100.0	7.7	0.0	0.0	5.5	0.0
pair	SLmean	RSmean	pos-neg	5	1.5	51.3	100.0	7.7	0.0	0.0	5.5	0.0
pair	MACDhist	LWTI	pos-neg	12	3.6	46.3	66.7	1.8	9.6	13.1	23.2	-3.5
pair	LWTI	MACDhist	pos-neg	12	3.6	46.3	66.7	1.8	9.6	13.1	23.2	-3.5
pair	MRmean	RSmean	pos-neg	3	0.9	42.3	100.0	8.8	0.0	0.0	4.1	0.0
pair	RSmean	MRmean	pos-neg	3	0.9	42.3	100.0	8.8	0.0	0.0	4.1	0.0
pair	MACDhist	SLmean	neg-pos	27	8.1	41.6	66.7	1.5	2.6	2.9	26.1	-14.4
pair	SLmean	MACDhist	neg-pos	27	8.1	41.6	66.7	1.5	2.6	2.9	26.1	-14.4
pair	MRmean	RSIhist	pos-neg	53	16.0	30.7	66.0	1.3	2.4	2.1	23.2	-14.8
pair	RSIhist	MRmean	pos-neg	53	16.0	30.7	66.0	1.3	2.4	2.1	23.2	-14.8
pair	SLmean	RSI	neg-pos	48	14.5	27.8	62.5	1.1	1.7	0.7	25.7	-40.0
pair	RSI	SLmean	neg-pos	48	14.5	27.8	62.5	1.1	1.7	0.7	25.7	-40.0
pair	RSmean	LWTI	neg-pos	22	6.6	27.8	63.6	1.4	3.4	4.2	18.1	-6.6
pair	LWTI	RSmean	neg-pos	22	6.6	27.8	63.6	1.4	3.4	4.2	18.1	-6.6
pair	RSIhist	MACDhist	pos-neg	42	12.7	26.2	64.3	1.1	2.0	1.2	25.3	-21.3
pair	MACDhist	RSIhist	pos-neg	42	12.7	26.2	64.3	1.1	2.0	1.2	25.3	-21.3
pair	MACDhist	RSI	neg-pos	20	6.0	25.2	55.0	1.1	3.4	3.9	23.3	-6.5
pair	RSI	MACDhist	neg-pos	20	6.0	25.2	55.0	1.1	3.4	3.9	23.3	-6.5
pair	RSI	RSIhist	pos-neg	80	24.1	24.4	65.0	1.1	1.8	0.8	23.0	-31.9
pair	RSIhist	RSI	pos-neg	80	24.1	24.4	65.0	1.1	1.8	0.8	23.0	-31.9
pair	SLmean	MRmean	neg-pos	15	4.5	23.8	73.3	1.2	1.4	1.7	18.9	-14.0
pair	MRmean	SLmean	neg-pos	15	4.5	23.8	73.3	1.2	1.4	1.7	18.9	-14.0
pair	MACD	MACDhist	neg-pos	39	11.7	21.3	64.1	1.0	2.0	1.3	21.1	-16.7
pair	MACDhist	MACD	neg-pos	39	11.7	21.3	64.1	1.0	2.0	1.3	21.1	-16.7
pair	SLmean	LWTI	neg-pos	78	23.5	19.7	59.0	0.8	1.2	0.5	26.8	-37.5
pair	LWTI	SLmean	neg-pos	78	23.5	19.7	59.0	0.8	1.2	0.5	26.8	-37.5
pair	LWTI	RSIhist	neg-pos	110	33.1	17.8	60.9	0.8	1.2	0.5	24.7	-39.3
pair	RSIhist	LWTI	neg-pos	110	33.1	17.8	60.9	0.8	1.2	0.5	24.7	-39.3
pair	MRmean	MACDhist	pos-pos	149	44.9	17.2	64.4	0.8	1.3	0.6	23.4	-26.7
pair	MACDhist	MRmean	pos-pos	149	44.9	17.2	64.4	0.8	1.3	0.6	23.4	-26.7
single	MACDhist	MACDhist	pos-pos	161	48.5	16.7	63.4	0.8	1.3	0.6	23.1	-26.7
pair	RSmean	RSI	neg-neg	6	1.8	16.6	50.0	0.6	1.4	2.0	30.9	-8.3
pair	RSI	RSmean	neg-neg	6	1.8	16.6	50.0	0.6	1.4	2.0	30.9	-8.3
pair	SLmean	RSIhist	pos-neg	43	13.0	16.5	62.8	1.0	1.7	1.2	17.5	-14.0
pair	RSIhist	SLmean	pos-neg	43	13.0	16.5	62.8	1.0	1.7	1.2	17.5	-14.0
pair	MACDhist	RSmean	pos-pos	160	48.2	16.0	63.1	0.8	1.2	0.6	23.1	-26.7
pair	RSmean	MACD	neg-neg	14	4.2	16.0	50.0	0.7	1.6	1.9	24.3	-8.3
pair	MACD	RSmean	neg-neg	14	4.2	16.0	50.0	0.7	1.6	1.9	24.3	-8.3
pair	RSmean	MACDhist	pos-pos	160	48.2	16.0	63.1	0.8	1.2	0.6	23.1	-26.7
pair	RSIhist	RSmean	neg-neg	20	6.0	15.7	60.0	0.8	1.3	0.9	22.7	-16.5
pair	RSmean	RSIhist	neg-neg	20	6.0	15.7	60.0	0.8	1.3	0.9	22.7	-16.5
pair	RSI	MACDhist	pos-pos	141	42.5	15.6	64.5	0.7	1.2	0.6	23.2	-26.7
pair	MACDhist	RSI	pos-pos	141	42.5	15.6	64.5	0.7	1.2	0.6	23.2	-26.7
pair	MACD	MACDhist	pos-pos	122	36.7	15.3	63.1	0.7	1.2	0.5	23.8	-29.3
pair	MACDhist	MACD	pos-pos	122	36.7	15.3	63.1	0.7	1.2	0.5	23.8	-29.3
pair	RSI	MRmean	pos-neg	20	6.0	15.0	55.0	0.7	1.3	1.2	23.1	-12.4
pair	SLmean	LWTI	pos-neg	33	9.9	15.0	57.6	0.8	1.3	0.9	21.2	-17.4
pair	MRmean	RSI	pos-neg	20	6.0	15.0	55.0	0.7	1.3	1.2	23.1	-12.4
pair	LWTI	SLmean	pos-neg	33	9.9	15.0	57.6	0.8	1.3	0.9	21.2	-17.4
pair	LWTI	MACDhist	pos-pos	149	44.9	14.6	63.1	0.7	1.2	0.5	23.1	-30.7
pair	MACDhist	LWTI	pos-pos	149	44.9	14.6	63.1	0.7	1.2	0.5	23.1	-30.7
pair	MACD	LWTI	neg-pos	57	17.2	13.6	57.9	0.7	1.3	0.8	22.2	-16.7
pair	LWTI	MACD	neg-pos	57	17.2	13.6	57.9	0.7	1.3	0.8	22.2	-16.7
pair	MACD	RSI	neg-pos	45	13.6	13.5	57.8	0.7	1.6	1.2	19.8	-11.4
pair	RSIhist	MACDhist	pos-pos	119	35.8	13.5	63.0	0.7	1.1	0.3	22.3	-39.1
pair	RSI	LWTI	pos-pos	217	65.4	13.5	59.4	0.7	1.1	0.4	22.2	-36.0
pair	RSI	MACD	neg-pos	45	13.6	13.5	57.8	0.7	1.6	1.2	19.8	-11.4
pair	MACDhist	RSIhist	pos-pos	119	35.8	13.5	63.0	0.7	1.1	0.3	22.3	-39.1
pair	LWTI	RSI	pos-pos	217	65.4	13.5	59.4	0.7	1.1	0.4	22.2	-36.0
single	RSmean	RSmean	neg-neg	24	7.2	13.3	58.3	0.7	1.1	0.8	20.8	-15.9
pair	MACD	MRmean	pos-pos	161	48.5	13.2	59.0	0.7	1.0	0.4	22.7	-32.6
pair	MRmean	MACD	pos-pos	161	48.5	13.2	59.0	0.7	1.0	0.4	22.7	-32.6
pair	RSI	RSIhist	neg-pos	28	8.4	13.1	57.1	0.7	1.1	0.6	22.2	-22.1
pair	RSIhist	RSI	neg-pos	28	8.4	13.1	57.1	0.7	1.1	0.6	22.2	-22.1
pair	LWTI	MRmean	pos-pos	192	57.8	13.1	59.4	0.7	1.1	0.5	22.4	-28.4
pair	MRmean	LWTI	pos-pos	192	57.8	13.1	59.4	0.7	1.1	0.5	22.4	-28.4
single	MRmean	MRmean	pos-pos	216	65.1	12.8	58.3	0.7	1.1	0.4	22.2	-29.6
pair	MACD	RSIhist	pos-neg	92	27.7	12.8	59.8	0.6	0.9	0.3	24.2	-44.8
pair	RSIhist	MACD	pos-neg	92	27.7	12.8	59.8	0.6	0.9	0.3	24.2	-44.8
pair	RSI	MRmean	pos-pos	196	59.0	12.6	58.7	0.7	1.1	0.4	22.2	-30.1
pair	MRmean	RSI	pos-pos	196	59.0	12.6	58.7	0.7	1.1	0.4	22.2	-30.1
single	RSI	RSI	pos-pos	226	68.1	12.4	58.8	0.6	1.0	0.3	22.0	-36.0
pair	RSI	RSmean	pos-pos	208	62.7	12.4	58.7	0.6	1.0	0.4	22.4	-34.4
pair	RSmean	RSI	pos-pos	208	62.7	12.4	58.7	0.6	1.0	0.4	22.4	-34.4
pair	MRmean	RSmean	pos-pos	213	64.2	12.4	57.7	0.6	1.1	0.4	22.3	-29.6
pair	RSmean	MRmean	pos-pos	213	64.2	12.4	57.7	0.6	1.1	0.4	22.3	-29.6
pair	RSI	RSmean	neg-pos	18	5.4	12.2	61.1	0.8	1.0	1.1	17.4	-11.7
pair	RSmean	RSI	neg-pos	18	5.4	12.2	61.1	0.8	1.0	1.1	17.4	-11.7
pair	SLmean	MACDhist	pos-pos	134	40.4	12.2	62.7	0.6	1.0	0.4	22.4	-33.1
pair	MACDhist	SLmean	pos-pos	134	40.4	12.2	62.7	0.6	1.0	0.4	22.4	-33.1
pair	MACD	RSI	pos-pos	181	54.5	12.1	59.1	0.6	0.9	0.3	22.6	-37.4
pair	RSI	MACD	pos-pos	181	54.5	12.1	59.1	0.6	0.9	0.3	22.6	-37.4
pair	SLmean	RSIhist	neg-pos	9	2.7	11.9	44.4	1.0	5.4	4.6	11.4	-2.6
pair	RSIhist	SLmean	neg-pos	9	2.7	11.9	44.4	1.0	5.4	4.6	11.4	-2.6
pair	SLmean	RSI	pos-neg	30	9.0	11.7	56.7	0.6	1.0	0.6	22.2	-20.2
pair	RSI	SLmean	pos-neg	30	9.0	11.7	56.7	0.6	1.0	0.6	22.2	-20.2
pair	MRmean	MACD	pos-neg	55	16.6	11.6	56.4	0.6	1.3	0.6	20.9	-18.1
pair	MACD	MRmean	pos-neg	55	16.6	11.6	56.4	0.6	1.3	0.6	20.9	-18.1
single	LWTI	LWTI	pos-pos	253	76.2	11.4	58.1	0.6	0.9	0.2	23.0	-51.8
pair	MRmean	MACDhist	neg-pos	12	3.6	11.2	50.0	0.6	1.6	1.1	19.5	-9.8
pair	MACDhist	MRmean	neg-pos	12	3.6	11.2	50.0	0.6	1.6	1.1	19.5	-9.8
pair	MRmean	RSI	neg-pos	30	9.0	11.1	60.0	0.6	0.8	0.5	21.6	-24.3
pair	RSI	MRmean	neg-pos	30	9.0	11.1	60.0	0.6	0.8	0.5	21.6	-24.3
single	RSIhist	RSIhist	neg-neg	158	47.6	10.9	57.0	0.5	0.7	0.2	28.5	-50.3
pair	MACD	LWTI	pos-pos	196	59.0	10.8	58.2	0.6	0.8	0.2	23.3	-48.4
pair	LWTI	MACD	pos-pos	196	59.0	10.8	58.2	0.6	0.8	0.2	23.3	-48.4
pair	SLmean	MACD	neg-neg	65	19.6	10.4	53.8	0.5	0.7	0.2	33.6	-47.3
pair	MACD	SLmean	neg-neg	65	19.6	10.4	53.8	0.5	0.7	0.2	33.6	-47.3
pair	LWTI	RSIhist	pos-neg	31	9.3	10.3	54.8	0.6	0.9	0.5	21.0	-22.1
pair	RSIhist	LWTI	pos-neg	31	9.3	10.3	54.8	0.6	0.9	0.5	21.0	-22.1
pair	RSIhist	RSmean	pos-neg	138	41.6	10.2	56.5	0.5	0.7	0.2	29.3	-49.3
pair	RSmean	RSIhist	pos-neg	138	41.6	10.2	56.5	0.5	0.7	0.2	29.3	-49.3
pair	SLmean	MACD	pos-pos	145	43.7	10.1	58.6	0.6	0.8	0.3	21.5	-36.3
pair	MACD	SLmean	pos-pos	145	43.7	10.1	58.6	0.6	0.8	0.3	21.5	-36.3
pair	MRmean	LWTI	pos-neg	24	7.2	10.0	50.0	0.6	1.0	0.8	21.1	-12.4
pair	LWTI	MRmean	pos-neg	24	7.2	10.0	50.0	0.6	1.0	0.8	21.1	-12.4
pair	RSmean	LWTI	pos-pos	231	69.6	10.0	57.6	0.5	0.8	0.2	23.4	-51.8
pair	LWTI	RSmean	pos-pos	231	69.6	10.0	57.6	0.5	0.8	0.2	23.4	-51.8
pair	SLmean	RSmean	neg-pos	105	31.6	9.9	55.2	0.5	0.7	0.2	31.9	-45.8
pair	RSmean	SLmean	neg-pos	105	31.6	9.9	55.2	0.5	0.7	0.2	31.9	-45.8
pair	MRmean	RSmean	neg-neg	21	6.3	9.7	52.4	0.5	0.9	0.6	22.1	-16.5
pair	RSmean	MRmean	neg-neg	21	6.3	9.7	52.4	0.5	0.9	0.6	22.1	-16.5
pair	RSmean	MACD	neg-pos	10	3.0	9.6	70.0	0.7	0.5	0.9	15.8	-10.7
pair	MACD	RSmean	neg-pos	10	3.0	9.6	70.0	0.7	0.5	0.9	15.8	-10.7
single	MACD	MACD	pos-pos	204	61.4	9.4	57.4	0.5	0.8	0.2	23.2	-51.3
pair	MACD	RSmean	pos-pos	194	58.4	9.4	56.7	0.5	0.8	0.2	23.6	-49.9
pair	RSmean	MACD	pos-pos	194	58.4	9.4	56.7	0.5	0.8	0.2	23.6	-49.9
single	SLmean	SLmean	neg-neg	124	37.3	9.1	54.0	0.4	0.6	0.2	30.6	-51.1
pair		benchmark___benchmark_	benchmark-benchmark	332	100.0	9.0	56.3	0.5	0.7	0.1	25.0	-64.0
pair	benchmark___benchmark_		benchmark-benchmark	332	100.0	9.0	56.3	0.5	0.7	0.1	25.0	-64.0
single	SLmean	SLmean	pos-pos	208	62.7	9.0	57.7	0.5	0.8	0.2	21.0	-36.3
pair	RSIhist	SLmean	neg-neg	115	34.6	8.9	54.8	0.4	0.6	0.2	31.7	-56.7
pair	SLmean	RSIhist	neg-neg	115	34.6	8.9	54.8	0.4	0.6	0.2	31.7	-56.7
single	RSmean	RSmean	pos-pos	308	92.8	8.7	56.2	0.5	0.7	0.1	25.3	-60.7
pair	RSIhist	MACD	neg-pos	62	18.7	8.5	56.5	0.5	0.9	0.4	19.5	-22.1
pair	MACD	RSIhist	neg-pos	62	18.7	8.5	56.5	0.5	0.9	0.4	19.5	-22.1
pair	SLmean	RSI	pos-pos	178	53.6	8.5	57.9	0.5	0.8	0.2	20.9	-36.3
pair	RSI	SLmean	pos-pos	178	53.6	8.5	57.9	0.5	0.8	0.2	20.9	-36.3
single	MACD	MACD	neg-neg	128	38.6	8.4	54.7	0.4	0.6	0.2	27.7	-52.4
pair	RSmean	MACDhist	neg-neg	23	6.9	8.4	56.5	0.5	0.8	0.5	20.2	-16.8
pair	MACDhist	RSmean	neg-neg	23	6.9	8.4	56.5	0.5	0.8	0.5	20.2	-16.8
pair	RSIhist	MACD	neg-neg	66	19.9	8.3	53.0	0.4	0.6	0.2	33.8	-44.4
pair	MACD	RSIhist	neg-neg	66	19.9	8.3	53.0	0.4	0.6	0.2	33.8	-44.4
pair	SLmean	RSmean	pos-pos	203	61.1	8.1	56.7	0.5	0.8	0.2	21.2	-41.7
pair	RSmean	SLmean	pos-pos	203	61.1	8.1	56.7	0.5	0.8	0.2	21.2	-41.7
pair	LWTI	SLmean	pos-pos	175	52.7	7.9	57.7	0.5	0.7	0.2	21.1	-36.3
pair	SLmean	LWTI	pos-pos	175	52.7	7.9	57.7	0.5	0.7	0.2	21.1	-36.3
pair	SLmean	MRmean	pos-pos	193	58.1	7.9	56.5	0.5	0.7	0.2	21.2	-36.3
pair	MRmean	SLmean	pos-pos	193	58.1	7.9	56.5	0.5	0.7	0.2	21.2	-36.3
pair	MACD	SLmean	neg-pos	59	17.8	7.8	54.2	0.4	0.6	0.2	27.2	-49.6
pair	SLmean	MACD	neg-pos	59	17.8	7.8	54.2	0.4	0.6	0.2	27.2	-49.6
pair	RSmean	RSIhist	pos-pos	170	51.2	7.5	55.9	0.4	0.7	0.2	21.7	-39.9
pair	RSIhist	RSmean	pos-pos	170	51.2	7.5	55.9	0.4	0.7	0.2	21.7	-39.9
pair	RSIhist	MRmean	pos-pos	163	49.1	7.5	55.8	0.4	0.7	0.2	21.7	-38.9
pair	RSmean	MACD	pos-neg	114	34.3	7.5	55.3	0.4	0.6	0.1	28.2	-50.5
pair	MACD	RSmean	pos-neg	114	34.3	7.5	55.3	0.4	0.6	0.1	28.2	-50.5
pair	MRmean	RSIhist	pos-pos	163	49.1	7.5	55.8	0.4	0.7	0.2	21.7	-38.9
single	RSIhist	RSIhist	pos-pos	174	52.4	7.4	55.7	0.4	0.7	0.2	21.5	-38.9
pair	MACDhist	RSI	pos-neg	85	25.6	7.3	49.4	0.5	0.7	0.3	20.1	-21.7
pair	RSI	MACDhist	pos-neg	85	25.6	7.3	49.4	0.5	0.7	0.3	20.1	-21.7
pair	SLmean	RSIhist	pos-pos	165	49.7	7.1	56.4	0.4	0.7	0.2	21.9	-38.9
pair	RSIhist	SLmean	pos-pos	165	49.7	7.1	56.4	0.4	0.7	0.2	21.9	-38.9
pair	MACDhist	LWTI	neg-pos	104	31.3	7.0	51.0	0.4	0.6	0.2	22.9	-37.2
pair	LWTI	MACDhist	neg-pos	104	31.3	7.0	51.0	0.4	0.6	0.2	22.9	-37.2
pair	MACD	RSIhist	pos-pos	112	33.7	6.8	55.4	0.4	0.6	0.2	22.6	-38.9
pair	RSIhist	MACD	pos-pos	112	33.7	6.8	55.4	0.4	0.6	0.2	22.6	-38.9
pair	LWTI	RSIhist	pos-pos	143	43.1	6.7	55.9	0.4	0.6	0.2	21.6	-38.9
pair	RSIhist	LWTI	pos-pos	143	43.1	6.7	55.9	0.4	0.6	0.2	21.6	-38.9
pair	SLmean	MACD	pos-neg	63	19.0	6.4	55.6	0.4	0.7	0.3	20.0	-20.5
pair	MACD	SLmean	pos-neg	63	19.0	6.4	55.6	0.4	0.7	0.3	20.0	-20.5
pair	RSI	RSIhist	pos-pos	146	44.0	6.3	55.5	0.4	0.6	0.2	21.4	-38.9
pair	RSIhist	RSI	pos-pos	146	44.0	6.3	55.5	0.4	0.6	0.2	21.4	-38.9
pair	MRmean	LWTI	neg-pos	61	18.4	6.1	54.1	0.4	0.5	0.1	25.0	-46.6
pair	LWTI	MRmean	neg-pos	61	18.4	6.1	54.1	0.4	0.5	0.1	25.0	-46.6
pair	MACD	MRmean	neg-neg	73	22.0	6.1	53.4	0.3	0.5	0.1	32.0	-45.7
pair	MRmean	MACD	neg-neg	73	22.0	6.1	53.4	0.3	0.5	0.1	32.0	-45.7
pair	RSIhist	MACDhist	neg-neg	116	34.9	5.9	54.3	0.3	0.5	0.1	29.5	-48.6
pair	MACDhist	RSIhist	neg-neg	116	34.9	5.9	54.3	0.3	0.5	0.1	29.5	-48.6
pair	RSI	MACD	neg-neg	83	25.0	5.7	53.0	0.3	0.5	0.1	31.2	-52.4
pair	MACD	RSI	neg-neg	83	25.0	5.7	53.0	0.3	0.5	0.1	31.2	-52.4
pair	LWTI	RSmean	pos-neg	77	23.2	5.1	51.9	0.3	0.4	0.1	30.6	-41.6
pair	RSmean	LWTI	pos-neg	77	23.2	5.1	51.9	0.3	0.4	0.1	30.6	-41.6
pair	MRmean	RSIhist	neg-pos	11	3.3	5.1	54.5	0.4	0.4	0.5	17.8	-11.1
pair	RSIhist	MRmean	neg-pos	11	3.3	5.1	54.5	0.4	0.4	0.5	17.8	-11.1
pair	RSmean	SLmean	neg-neg	19	5.7	5.0	47.4	0.3	0.6	0.3	22.9	-18.7
pair	SLmean	RSmean	neg-neg	19	5.7	5.0	47.4	0.3	0.6	0.3	22.9	-18.7
pair	LWTI	MACD	neg-neg	71	21.4	4.4	52.1	0.3	0.4	0.1	31.5	-43.8
pair	MACD	LWTI	neg-neg	71	21.4	4.4	52.1	0.3	0.4	0.1	31.5	-43.8
pair	RSI	LWTI	neg-neg	70	21.1	3.6	51.4	0.3	0.4	0.1	32.0	-47.2
pair	LWTI	RSI	neg-neg	70	21.1	3.6	51.4	0.3	0.4	0.1	32.0	-47.2
pair	MRmean	MACDhist	pos-neg	67	20.2	3.6	44.8	0.3	0.5	0.1	19.1	-25.8
pair	MACDhist	MRmean	pos-neg	67	20.2	3.6	44.8	0.3	0.5	0.1	19.1	-25.8
pair	SLmean	MACDhist	pos-neg	74	22.3	3.3	48.6	0.3	0.4	0.1	18.4	-31.4
pair	MACDhist	SLmean	pos-neg	74	22.3	3.3	48.6	0.3	0.4	0.1	18.4	-31.4
pair	MACD	MACDhist	neg-neg	89	26.8	3.2	50.6	0.3	0.4	0.1	30.2	-52.4
pair	MACDhist	MACD	neg-neg	89	26.8	3.2	50.6	0.3	0.4	0.1	30.2	-52.4
single	MRmean	MRmean	neg-neg	116	34.9	2.4	52.6	0.2	0.3	0.1	29.6	-49.6
single	RSI	RSI	neg-neg	106	31.9	2.3	50.9	0.2	0.3	0.0	30.5	-52.4
single	MACDhist	MACDhist	neg-neg	171	51.5	2.3	49.7	0.2	0.3	0.0	26.6	-56.2
pair	RSIhist	MRmean	neg-neg	105	31.6	2.1	52.4	0.2	0.3	0.0	30.6	-48.4
pair	MRmean	RSIhist	neg-neg	105	31.6	2.1	52.4	0.2	0.3	0.0	30.6	-48.4
pair	RSIhist	RSmean	neg-pos	4	1.2	2.0	50.0	0.5	0.6	11.1	4.6	-0.2
pair	RSmean	RSIhist	neg-pos	4	1.2	2.0	50.0	0.5	0.6	11.1	4.6	-0.2
single	LWTI	LWTI	neg-neg	79	23.8	1.8	50.6	0.2	0.3	0.0	30.7	-47.9
pair	MACDhist	SLmean	neg-neg	97	29.2	1.5	50.5	0.2	0.3	0.0	31.6	-61.3
pair	SLmean	MACDhist	neg-neg	97	29.2	1.5	50.5	0.2	0.3	0.0	31.6	-61.3
pair	RSI	RSmean	pos-neg	100	30.1	1.5	51.0	0.2	0.3	0.0	30.6	-50.5
pair	RSmean	RSI	pos-neg	100	30.1	1.5	51.0	0.2	0.3	0.0	30.6	-50.5
pair	RSmean	MACDhist	pos-neg	148	44.6	1.4	48.6	0.2	0.3	0.0	27.5	-52.3
pair	MACDhist	RSmean	pos-neg	148	44.6	1.4	48.6	0.2	0.3	0.0	27.5	-52.3
pair	MACDhist	MRmean	neg-neg	104	31.3	1.4	52.9	0.2	0.3	0.0	30.6	-52.9
pair	MRmean	MACDhist	neg-neg	104	31.3	1.4	52.9	0.2	0.3	0.0	30.6	-52.9
pair	MACDhist	MACD	pos-neg	82	24.7	1.3	48.8	0.2	0.2	0.0	22.3	-38.2
pair	MACD	MACDhist	pos-neg	82	24.7	1.3	48.8	0.2	0.2	0.0	22.3	-38.2
pair	MRmean	RSmean	neg-pos	95	28.6	0.9	52.6	0.2	0.3	0.0	31.1	-49.0
pair	RSmean	MRmean	neg-pos	95	28.6	0.9	52.6	0.2	0.3	0.0	31.1	-49.0
pair	LWTI	RSI	neg-pos	36	10.8	-0.2	50.0	0.1	0.2	-0.0	27.5	-34.1
pair	RSI	LWTI	neg-pos	36	10.8	-0.2	50.0	0.1	0.2	-0.0	27.5	-34.1
pair	MRmean	SLmean	neg-neg	101	30.4	-0.5	49.5	0.1	0.2	-0.0	30.9	-56.9
pair	SLmean	MRmean	neg-neg	101	30.4	-0.5	49.5	0.1	0.2	-0.0	30.9	-56.9
pair	RSI	MRmean	neg-neg	86	25.9	-0.5	50.0	0.1	0.2	-0.0	32.0	-49.4
pair	MRmean	RSI	neg-neg	86	25.9	-0.5	50.0	0.1	0.2	-0.0	32.0	-49.4
pair	SLmean	RSI	neg-neg	76	22.9	-1.2	48.7	0.1	0.2	-0.0	33.3	-47.3
pair	RSI	SLmean	neg-neg	76	22.9	-1.2	48.7	0.1	0.2	-0.0	33.3	-47.3
pair	RSI	RSIhist	neg-neg	78	23.5	-1.4	48.7	0.1	0.2	-0.0	33.0	-47.8
pair	RSIhist	RSI	neg-neg	78	23.5	-1.4	48.7	0.1	0.2	-0.0	33.0	-47.8
pair	MRmean	LWTI	neg-neg	55	16.6	-1.5	50.9	0.1	0.2	-0.0	34.2	-45.8
pair	LWTI	MRmean	neg-neg	55	16.6	-1.5	50.9	0.1	0.2	-0.0	34.2	-45.8
pair	MACDhist	RSI	neg-neg	86	25.9	-2.4	50.0	0.1	0.1	-0.1	31.9	-52.4
pair	RSI	MACDhist	neg-neg	86	25.9	-2.4	50.0	0.1	0.1	-0.1	31.9	-52.4
pair	LWTI	RSIhist	neg-neg	48	14.5	-3.3	47.9	0.1	0.1	-0.1	35.8	-44.5
pair	RSIhist	LWTI	neg-neg	48	14.5	-3.3	47.9	0.1	0.1	-0.1	35.8	-44.5
pair	MACD	MRmean	neg-pos	43	13.0	-3.5	51.2	-0.0	-0.0	-0.1	25.2	-41.8
pair	MRmean	MACD	neg-pos	43	13.0	-3.5	51.2	-0.0	-0.0	-0.1	25.2	-41.8
pair	MACDhist	LWTI	neg-neg	67	20.2	-4.6	47.8	0.0	0.0	-0.1	31.7	-54.5
pair	LWTI	MACDhist	neg-neg	67	20.2	-4.6	47.8	0.0	0.0	-0.1	31.7	-54.5
pair	MACDhist	RSIhist	neg-pos	55	16.6	-4.9	40.0	-0.2	-0.2	-0.1	19.1	-33.8
pair	RSIhist	MACDhist	neg-pos	55	16.6	-4.9	40.0	-0.2	-0.2	-0.1	19.1	-33.8
pair	SLmean	LWTI	neg-neg	46	13.9	-6.7	45.7	-0.0	-0.0	-0.1	36.1	-47.7
pair	LWTI	SLmean	neg-neg	46	13.9	-6.7	45.7	-0.0	-0.0	-0.1	36.1	-47.7
pair	MACD	RSI	pos-neg	23	6.9	-9.2	43.5	-0.2	-0.3	-0.4	27.8	-25.2
pair	RSI	MACD	pos-neg	23	6.9	-9.2	43.5	-0.2	-0.3	-0.4	27.8	-25.2
pair	LWTI	RSI	pos-neg	9	2.7	-10.8	44.4	-0.6	-0.7	-0.7	17.4	-16.6
pair	RSI	LWTI	pos-neg	9	2.7	-10.8	44.4	-0.6	-0.7	-0.7	17.4	-16.6
pair	MACD	LWTI	pos-neg	8	2.4	-18.2	37.5	-0.8	-1.3	-0.9	22.1	-20.2
pair	LWTI	MACD	pos-neg	8	2.4	-18.2	37.5	-0.8	-1.3	-0.9	22.1	-20.2
pair	RSmean	LWTI	neg-neg	2	0.6	-69.9	0.0	-19.8	-19.8	-8.4	5.8	-8.3
pair	LWTI	RSmean	neg-neg	2	0.6	-69.9	0.0	-19.8	-19.8	-8.4	5.8	-8.3

All Contingency Tables for XLE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 56% Sharpe 0.47 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 193M (58%)	CAGR 63.4% \| Win 74% Sharpe 1.97 \| Sortino 3.06 \| Calmar 4.2 Vol 27% \| MDD -15.0% Months 23M (7%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 23.8% \| Win 73% Sharpe 1.23 \| Sortino 1.45 \| Calmar 1.7 Vol 19% \| MDD -14.0% Months 15M (4%)	CAGR -0.5% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 31% \| MDD -56.9% Months 101M (30%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
SLmean only	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.4% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 213M (64%)	CAGR 42.3% \| Win 100% Sharpe 8.80 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (1%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 0.9% \| Win 53% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 31% \| MDD -49.0% Months 95M (29%)	CAGR 9.7% \| Win 52% Sharpe 0.52 \| Sortino 0.90 \| Calmar 0.6 Vol 22% \| MDD -16.5% Months 21M (6%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
RSmean only	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 59% Sharpe 0.66 \| Sortino 1.04 \| Calmar 0.4 Vol 23% \| MDD -32.6% Months 161M (48%)	CAGR 11.6% \| Win 56% Sharpe 0.62 \| Sortino 1.26 \| Calmar 0.6 Vol 21% \| MDD -18.1% Months 55M (17%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR -3.5% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -41.8% Months 43M (13%)	CAGR 6.1% \| Win 53% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 32% \| MDD -45.7% Months 73M (22%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
MACD only	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 59% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.4 Vol 22% \| MDD -30.1% Months 196M (59%)	CAGR 15.0% \| Win 55% Sharpe 0.71 \| Sortino 1.34 \| Calmar 1.2 Vol 23% \| MDD -12.4% Months 20M (6%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 11.1% \| Win 60% Sharpe 0.59 \| Sortino 0.79 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 30M (9%)	CAGR -0.5% \| Win 50% Sharpe 0.15 \| Sortino 0.21 \| Calmar -0.0 Vol 32% \| MDD -49.4% Months 86M (26%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
RSI only	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 64% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 149M (45%)	CAGR 3.6% \| Win 45% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -25.8% Months 67M (20%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 11.2% \| Win 50% Sharpe 0.63 \| Sortino 1.60 \| Calmar 1.1 Vol 20% \| MDD -9.8% Months 12M (4%)	CAGR 1.4% \| Win 53% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 31% \| MDD -52.9% Months 104M (31%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 56% Sharpe 0.44 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 163M (49%)	CAGR 30.7% \| Win 66% Sharpe 1.27 \| Sortino 2.37 \| Calmar 2.1 Vol 23% \| MDD -14.8% Months 53M (16%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 5.1% \| Win 55% Sharpe 0.36 \| Sortino 0.41 \| Calmar 0.5 Vol 18% \| MDD -11.1% Months 11M (3%)	CAGR 2.1% \| Win 52% Sharpe 0.22 \| Sortino 0.32 \| Calmar 0.0 Vol 31% \| MDD -48.4% Months 105M (32%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.1% \| Win 59% Sharpe 0.67 \| Sortino 1.08 \| Calmar 0.5 Vol 22% \| MDD -28.4% Months 192M (58%)	CAGR 10.0% \| Win 50% Sharpe 0.55 \| Sortino 1.04 \| Calmar 0.8 Vol 21% \| MDD -12.4% Months 24M (7%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 6.1% \| Win 54% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 25% \| MDD -46.6% Months 61M (18%)	CAGR -1.5% \| Win 51% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 34% \| MDD -45.8% Months 55M (17%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.1% \| Win 57% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.2 Vol 21% \| MDD -41.7% Months 203M (61%)	CAGR 51.3% \| Win 100% Sharpe 7.68 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 5M (2%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 9.9% \| Win 55% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 32% \| MDD -45.8% Months 105M (32%)	CAGR 5.0% \| Win 47% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.3 Vol 23% \| MDD -18.7% Months 19M (6%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
RSmean only	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 59% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.3 Vol 22% \| MDD -36.3% Months 145M (44%)	CAGR 6.4% \| Win 56% Sharpe 0.41 \| Sortino 0.74 \| Calmar 0.3 Vol 20% \| MDD -20.5% Months 63M (19%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 7.8% \| Win 54% Sharpe 0.41 \| Sortino 0.64 \| Calmar 0.2 Vol 27% \| MDD -49.6% Months 59M (18%)	CAGR 10.4% \| Win 54% Sharpe 0.46 \| Sortino 0.65 \| Calmar 0.2 Vol 34% \| MDD -47.3% Months 65M (20%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
MACD only	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.5% \| Win 58% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 178M (54%)	CAGR 11.7% \| Win 57% Sharpe 0.60 \| Sortino 1.02 \| Calmar 0.6 Vol 22% \| MDD -20.2% Months 30M (9%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 27.8% \| Win 62% Sharpe 1.09 \| Sortino 1.73 \| Calmar 0.7 Vol 26% \| MDD -40.0% Months 48M (14%)	CAGR -1.2% \| Win 49% Sharpe 0.13 \| Sortino 0.19 \| Calmar -0.0 Vol 33% \| MDD -47.3% Months 76M (23%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
RSI only	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 63% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.4 Vol 22% \| MDD -33.1% Months 134M (40%)	CAGR 3.3% \| Win 49% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -31.4% Months 74M (22%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 41.6% \| Win 67% Sharpe 1.47 \| Sortino 2.64 \| Calmar 2.9 Vol 26% \| MDD -14.4% Months 27M (8%)	CAGR 1.5% \| Win 50% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 32% \| MDD -61.3% Months 97M (29%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.1% \| Win 56% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 165M (50%)	CAGR 16.5% \| Win 63% Sharpe 0.96 \| Sortino 1.72 \| Calmar 1.2 Vol 18% \| MDD -14.0% Months 43M (13%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 11.9% \| Win 44% Sharpe 1.04 \| Sortino 5.36 \| Calmar 4.6 Vol 11% \| MDD -2.6% Months 9M (3%)	CAGR 8.9% \| Win 55% Sharpe 0.43 \| Sortino 0.64 \| Calmar 0.2 Vol 32% \| MDD -56.7% Months 115M (35%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 58% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 175M (53%)	CAGR 15.0% \| Win 58% Sharpe 0.76 \| Sortino 1.27 \| Calmar 0.9 Vol 21% \| MDD -17.4% Months 33M (10%)	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)
SLmean neg	CAGR 19.7% \| Win 59% Sharpe 0.81 \| Sortino 1.23 \| Calmar 0.5 Vol 27% \| MDD -37.5% Months 78M (24%)	CAGR -6.7% \| Win 46% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 36% \| MDD -47.7% Months 46M (14%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.4% \| Win 57% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.2 Vol 24% \| MDD -49.9% Months 194M (58%)	CAGR 7.5% \| Win 55% Sharpe 0.40 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -50.5% Months 114M (34%)	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)
RSmean neg	CAGR 9.6% \| Win 70% Sharpe 0.66 \| Sortino 0.53 \| Calmar 0.9 Vol 16% \| MDD -10.7% Months 10M (3%)	CAGR 16.0% \| Win 50% Sharpe 0.72 \| Sortino 1.64 \| Calmar 1.9 Vol 24% \| MDD -8.3% Months 14M (4%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)
MACD only	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 12.4% \| Win 59% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.4 Vol 22% \| MDD -34.4% Months 208M (63%)	CAGR 1.5% \| Win 51% Sharpe 0.20 \| Sortino 0.29 \| Calmar 0.0 Vol 31% \| MDD -50.5% Months 100M (30%)	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)
RSmean neg	CAGR 12.2% \| Win 61% Sharpe 0.75 \| Sortino 1.02 \| Calmar 1.0 Vol 17% \| MDD -11.7% Months 18M (5%)	CAGR 16.6% \| Win 50% Sharpe 0.62 \| Sortino 1.43 \| Calmar 2.0 Vol 31% \| MDD -8.3% Months 6M (2%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)
RSI only	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.0% \| Win 63% Sharpe 0.76 \| Sortino 1.25 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 160M (48%)	CAGR 1.4% \| Win 49% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -52.3% Months 148M (45%)	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)
RSmean neg	CAGR 213.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 8.4% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.5 Vol 20% \| MDD -16.8% Months 23M (7%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.5% \| Win 56% Sharpe 0.44 \| Sortino 0.69 \| Calmar 0.2 Vol 22% \| MDD -39.9% Months 170M (51%)	CAGR 10.2% \| Win 56% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 29% \| MDD -49.3% Months 138M (42%)	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)
RSmean neg	CAGR 2.0% \| Win 50% Sharpe 0.45 \| Sortino 0.64 \| Calmar 11.1 Vol 5% \| MDD -0.2% Months 4M (1%)	CAGR 15.7% \| Win 60% Sharpe 0.75 \| Sortino 1.30 \| Calmar 0.9 Vol 23% \| MDD -16.5% Months 20M (6%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.0% \| Win 58% Sharpe 0.52 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 231M (70%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.44 \| Calmar 0.1 Vol 31% \| MDD -41.6% Months 77M (23%)	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)
RSmean neg	CAGR 27.8% \| Win 64% Sharpe 1.45 \| Sortino 3.42 \| Calmar 4.2 Vol 18% \| MDD -6.6% Months 22M (7%)	CAGR -69.9% \| Win 0% Sharpe -19.76 \| Sortino -19.76 \| Calmar -8.4 Vol 6% \| MDD -8.3% Months 2M (1%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 12.1% \| Win 59% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 23% \| MDD -37.4% Months 181M (54%)	CAGR -9.2% \| Win 44% Sharpe -0.21 \| Sortino -0.33 \| Calmar -0.4 Vol 28% \| MDD -25.2% Months 23M (7%)	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)
MACD neg	CAGR 13.5% \| Win 58% Sharpe 0.74 \| Sortino 1.59 \| Calmar 1.2 Vol 20% \| MDD -11.4% Months 45M (14%)	CAGR 5.7% \| Win 53% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.1 Vol 31% \| MDD -52.4% Months 83M (25%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)
RSI only	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 15.3% \| Win 63% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -29.3% Months 122M (37%)	CAGR 1.3% \| Win 49% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 22% \| MDD -38.2% Months 82M (25%)	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)
MACD neg	CAGR 21.3% \| Win 64% Sharpe 1.02 \| Sortino 1.99 \| Calmar 1.3 Vol 21% \| MDD -16.7% Months 39M (12%)	CAGR 3.2% \| Win 51% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 30% \| MDD -52.4% Months 89M (27%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.8% \| Win 55% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.2 Vol 23% \| MDD -38.9% Months 112M (34%)	CAGR 12.8% \| Win 60% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 24% \| MDD -44.8% Months 92M (28%)	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)
MACD neg	CAGR 8.5% \| Win 56% Sharpe 0.51 \| Sortino 0.86 \| Calmar 0.4 Vol 20% \| MDD -22.1% Months 62M (19%)	CAGR 8.3% \| Win 53% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 34% \| MDD -44.4% Months 66M (20%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 10.8% \| Win 58% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.2 Vol 23% \| MDD -48.4% Months 196M (59%)	CAGR -18.2% \| Win 38% Sharpe -0.81 \| Sortino -1.34 \| Calmar -0.9 Vol 22% \| MDD -20.2% Months 8M (2%)	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)
MACD neg	CAGR 13.6% \| Win 58% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.8 Vol 22% \| MDD -16.7% Months 57M (17%)	CAGR 4.4% \| Win 52% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 32% \| MDD -43.8% Months 71M (21%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 15.6% \| Win 64% Sharpe 0.74 \| Sortino 1.18 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 141M (42%)	CAGR 7.3% \| Win 49% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.3 Vol 20% \| MDD -21.7% Months 85M (26%)	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)
RSI neg	CAGR 25.2% \| Win 55% Sharpe 1.08 \| Sortino 3.44 \| Calmar 3.9 Vol 23% \| MDD -6.5% Months 20M (6%)	CAGR -2.4% \| Win 50% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 32% \| MDD -52.4% Months 86M (26%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.3% \| Win 56% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.2 Vol 21% \| MDD -38.9% Months 146M (44%)	CAGR 24.4% \| Win 65% Sharpe 1.07 \| Sortino 1.77 \| Calmar 0.8 Vol 23% \| MDD -31.9% Months 80M (24%)	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)
RSI neg	CAGR 13.1% \| Win 57% Sharpe 0.66 \| Sortino 1.09 \| Calmar 0.6 Vol 22% \| MDD -22.1% Months 28M (8%)	CAGR -1.4% \| Win 49% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 33% \| MDD -47.8% Months 78M (24%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 13.5% \| Win 59% Sharpe 0.68 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -36.0% Months 217M (65%)	CAGR -10.8% \| Win 44% Sharpe -0.57 \| Sortino -0.70 \| Calmar -0.6 Vol 17% \| MDD -16.6% Months 9M (3%)	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)
RSI neg	CAGR -0.2% \| Win 50% Sharpe 0.13 \| Sortino 0.19 \| Calmar -0.0 Vol 28% \| MDD -34.1% Months 36M (11%)	CAGR 3.6% \| Win 51% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 32% \| MDD -47.2% Months 70M (21%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.5% \| Win 63% Sharpe 0.68 \| Sortino 1.05 \| Calmar 0.3 Vol 22% \| MDD -39.1% Months 119M (36%)	CAGR 26.2% \| Win 64% Sharpe 1.05 \| Sortino 2.05 \| Calmar 1.2 Vol 25% \| MDD -21.3% Months 42M (13%)	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)
MACDhist neg	CAGR -4.9% \| Win 40% Sharpe -0.17 \| Sortino -0.25 \| Calmar -0.1 Vol 19% \| MDD -33.8% Months 55M (17%)	CAGR 5.9% \| Win 54% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -48.6% Months 116M (35%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)
RSIhist only	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 14.6% \| Win 63% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.5 Vol 23% \| MDD -30.7% Months 149M (45%)	CAGR 46.3% \| Win 67% Sharpe 1.77 \| Sortino 9.60 \| Calmar 13.1 Vol 23% \| MDD -3.5% Months 12M (4%)	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)
MACDhist neg	CAGR 7.0% \| Win 51% Sharpe 0.41 \| Sortino 0.61 \| Calmar 0.2 Vol 23% \| MDD -37.2% Months 104M (31%)	CAGR -4.6% \| Win 48% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 32% \| MDD -54.5% Months 67M (20%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.7% \| Win 56% Sharpe 0.41 \| Sortino 0.63 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 143M (43%)	CAGR 10.3% \| Win 55% Sharpe 0.56 \| Sortino 0.93 \| Calmar 0.5 Vol 21% \| MDD -22.1% Months 31M (9%)	CAGR 7.4% \| Win 56% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -38.9% Months 174M (52%)
RSIhist neg	CAGR 17.8% \| Win 61% Sharpe 0.79 \| Sortino 1.24 \| Calmar 0.5 Vol 25% \| MDD -39.3% Months 110M (33%)	CAGR -3.3% \| Win 48% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.1 Vol 36% \| MDD -44.5% Months 48M (14%)	CAGR 10.9% \| Win 57% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.2 Vol 28% \| MDD -50.3% Months 158M (48%)
LWTI only	CAGR 11.4% \| Win 58% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.2 Vol 23% \| MDD -51.8% Months 253M (76%)	CAGR 1.8% \| Win 51% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.0 Vol 31% \| MDD -47.9% Months 79M (24%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 56% Sharpe 0.47 \| Sortino 0.74 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 193M (58%)	CAGR 63.4% \| Win 74% Sharpe 1.97 \| Sortino 3.06 \| Calmar 4.2 Vol 27% \| MDD -15.0% Months 23M (7%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 23.8% \| Win 73% Sharpe 1.23 \| Sortino 1.45 \| Calmar 1.7 Vol 19% \| MDD -14.0% Months 15M (4%)	CAGR -0.5% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar -0.0 Vol 31% \| MDD -56.9% Months 101M (30%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
SLmean only	CAGR 9.0% \| Win 58% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 21% \| MDD -36.3% Months 208M (63%)	CAGR 9.1% \| Win 54% Sharpe 0.44 \| Sortino 0.64 \| Calmar 0.2 Vol 31% \| MDD -51.1% Months 124M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.4% \| Win 58% Sharpe 0.64 \| Sortino 1.05 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 213M (64%)	CAGR 42.3% \| Win 100% Sharpe 8.80 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (1%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 0.9% \| Win 53% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 31% \| MDD -49.0% Months 95M (29%)	CAGR 9.7% \| Win 52% Sharpe 0.52 \| Sortino 0.90 \| Calmar 0.6 Vol 22% \| MDD -16.5% Months 21M (6%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
RSmean only	CAGR 8.7% \| Win 56% Sharpe 0.46 \| Sortino 0.68 \| Calmar 0.1 Vol 25% \| MDD -60.7% Months 308M (93%)	CAGR 13.3% \| Win 58% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.8 Vol 21% \| MDD -15.9% Months 24M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.2% \| Win 59% Sharpe 0.66 \| Sortino 1.04 \| Calmar 0.4 Vol 23% \| MDD -32.6% Months 161M (48%)	CAGR 11.6% \| Win 56% Sharpe 0.62 \| Sortino 1.26 \| Calmar 0.6 Vol 21% \| MDD -18.1% Months 55M (17%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR -3.5% \| Win 51% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 25% \| MDD -41.8% Months 43M (13%)	CAGR 6.1% \| Win 53% Sharpe 0.35 \| Sortino 0.48 \| Calmar 0.1 Vol 32% \| MDD -45.7% Months 73M (22%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
MACD only	CAGR 9.4% \| Win 57% Sharpe 0.51 \| Sortino 0.77 \| Calmar 0.2 Vol 23% \| MDD -51.3% Months 204M (61%)	CAGR 8.4% \| Win 55% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 28% \| MDD -52.4% Months 128M (39%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 59% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.4 Vol 22% \| MDD -30.1% Months 196M (59%)	CAGR 15.0% \| Win 55% Sharpe 0.71 \| Sortino 1.34 \| Calmar 1.2 Vol 23% \| MDD -12.4% Months 20M (6%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 11.1% \| Win 60% Sharpe 0.59 \| Sortino 0.79 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 30M (9%)	CAGR -0.5% \| Win 50% Sharpe 0.15 \| Sortino 0.21 \| Calmar -0.0 Vol 32% \| MDD -49.4% Months 86M (26%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
RSI only	CAGR 12.4% \| Win 59% Sharpe 0.64 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -36.0% Months 226M (68%)	CAGR 2.3% \| Win 51% Sharpe 0.23 \| Sortino 0.33 \| Calmar 0.0 Vol 30% \| MDD -52.4% Months 106M (32%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 17.2% \| Win 64% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 149M (45%)	CAGR 3.6% \| Win 45% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 19% \| MDD -25.8% Months 67M (20%)	CAGR 12.8% \| Win 58% Sharpe 0.65 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -29.6% Months 216M (65%)
MRmean neg	CAGR 11.2% \| Win 50% Sharpe 0.63 \| Sortino 1.60 \| Calmar 1.1 Vol 20% \| MDD -9.8% Months 12M (4%)	CAGR 1.4% \| Win 53% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 31% \| MDD -52.9% Months 104M (31%)	CAGR 2.4% \| Win 53% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 30% \| MDD -49.6% Months 116M (35%)
MACDhist only	CAGR 16.7% \| Win 63% Sharpe 0.79 \| Sortino 1.30 \| Calmar 0.6 Vol 23% \| MDD -26.7% Months 161M (48%)	CAGR 2.3% \| Win 50% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.0 Vol 27% \| MDD -56.2% Months 171M (52%)