XLI - State Street Industrial Select Sector SPDR ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

69.1%

Best CAGR

Total Months

10.9%

Avg CAGR

XLI 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 XLI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	4	1.2	69.1	75.0	2.5	0.0	17.3	22.5	-4.0
pair	RSI	MACDhist	neg-pos	4	1.2	69.1	75.0	2.5	0.0	17.3	22.5	-4.0
pair	MACDhist	LWTI	pos-neg	6	1.8	65.4	66.7	2.2	7.6	16.4	24.8	-4.0
pair	LWTI	MACDhist	pos-neg	6	1.8	65.4	66.7	2.2	7.6	16.4	24.8	-4.0
pair	RSI	LWTI	neg-pos	18	5.4	52.7	83.3	1.5	1.5	2.8	30.9	-18.6
pair	LWTI	RSI	neg-pos	18	5.4	52.7	83.3	1.5	1.5	2.8	30.9	-18.6
pair	MACD	MACDhist	neg-pos	13	3.9	45.9	76.9	2.8	9.0	11.5	14.2	-4.0
pair	MACDhist	MACD	neg-pos	13	3.9	45.9	76.9	2.8	9.0	11.5	14.2	-4.0
pair	RSI	MRmean	pos-neg	9	2.7	40.4	77.8	1.9	5.1	10.1	19.3	-4.0
pair	MRmean	RSI	pos-neg	9	2.7	40.4	77.8	1.9	5.1	10.1	19.3	-4.0
pair	SLmean	RSI	pos-neg	14	4.2	37.2	78.6	2.2	3.7	5.4	15.2	-6.9
pair	RSI	SLmean	pos-neg	14	4.2	37.2	78.6	2.2	3.7	5.4	15.2	-6.9
pair	SLmean	LWTI	pos-neg	25	7.5	36.9	68.0	1.8	4.0	3.5	18.2	-10.4
pair	LWTI	SLmean	pos-neg	25	7.5	36.9	68.0	1.8	4.0	3.5	18.2	-10.4
pair	RSI	RSIhist	neg-pos	11	3.3	32.1	72.7	1.7	3.3	8.0	17.1	-4.0
pair	RSIhist	RSI	neg-pos	11	3.3	32.1	72.7	1.7	3.3	8.0	17.1	-4.0
pair	MRmean	LWTI	pos-neg	19	5.7	30.1	63.2	1.4	3.3	4.4	19.8	-6.9
pair	LWTI	MRmean	pos-neg	19	5.7	30.1	63.2	1.4	3.3	4.4	19.8	-6.9
pair	LWTI	RSIhist	pos-neg	21	6.3	28.7	61.9	1.4	3.3	4.2	19.2	-6.9
pair	RSIhist	LWTI	pos-neg	21	6.3	28.7	61.9	1.4	3.3	4.2	19.2	-6.9
pair	MRmean	SLmean	pos-neg	29	8.7	26.8	62.1	1.4	2.5	2.2	18.8	-12.1
pair	SLmean	MRmean	pos-neg	29	8.7	26.8	62.1	1.4	2.5	2.2	18.8	-12.1
pair	RSI	MACD	pos-neg	19	5.7	25.1	78.9	0.8	2.7	0.7	36.7	-35.3
pair	MACD	RSI	pos-neg	19	5.7	25.1	78.9	0.8	2.7	0.7	36.7	-35.3
pair	SLmean	LWTI	neg-pos	75	22.6	24.6	62.7	1.1	1.6	1.3	22.5	-18.6
pair	LWTI	SLmean	neg-pos	75	22.6	24.6	62.7	1.1	1.6	1.3	22.5	-18.6
pair	SLmean	MRmean	neg-pos	10	3.0	22.4	70.0	1.1	1.3	2.1	19.4	-10.7
pair	MRmean	SLmean	neg-pos	10	3.0	22.4	70.0	1.1	1.3	2.1	19.4	-10.7
pair	LWTI	MACD	neg-pos	34	10.2	21.9	58.8	1.2	3.0	1.6	18.3	-13.3
pair	MACD	LWTI	neg-pos	34	10.2	21.9	58.8	1.2	3.0	1.6	18.3	-13.3
pair	MACD	SLmean	pos-neg	33	9.9	21.5	66.7	1.3	2.5	2.1	16.5	-10.4
pair	SLmean	MACD	pos-neg	33	9.9	21.5	66.7	1.3	2.5	2.1	16.5	-10.4
pair	SLmean	RSmean	neg-neg	19	5.7	20.5	57.9	1.3	5.0	2.7	15.2	-7.6
pair	RSmean	SLmean	neg-neg	19	5.7	20.5	57.9	1.3	5.0	2.7	15.2	-7.6
pair	RSmean	MACD	neg-neg	15	4.5	20.4	60.0	1.2	5.3	2.7	16.7	-7.6
pair	MACD	RSmean	neg-neg	15	4.5	20.4	60.0	1.2	5.3	2.7	16.7	-7.6
pair	MRmean	LWTI	neg-pos	50	15.1	19.2	62.0	0.8	1.2	0.9	24.7	-21.6
pair	LWTI	MRmean	neg-pos	50	15.1	19.2	62.0	0.8	1.2	0.9	24.7	-21.6
pair	MRmean	MACD	pos-neg	29	8.7	18.1	65.5	1.1	2.1	1.4	16.7	-12.8
pair	MACD	MRmean	pos-neg	29	8.7	18.1	65.5	1.1	2.1	1.4	16.7	-12.8
pair	MACDhist	SLmean	neg-pos	22	6.6	17.3	59.1	0.9	1.7	1.1	20.4	-15.3
pair	SLmean	MACDhist	neg-pos	22	6.6	17.3	59.1	0.9	1.7	1.1	20.4	-15.3
pair	LWTI	RSIhist	neg-pos	110	33.1	17.2	61.8	0.9	1.2	0.9	21.0	-18.6
pair	RSIhist	LWTI	neg-pos	110	33.1	17.2	61.8	0.9	1.2	0.9	21.0	-18.6
pair	RSmean	RSI	pos-neg	52	15.7	16.1	67.3	0.6	1.0	0.3	30.6	-56.1
pair	RSI	RSmean	pos-neg	52	15.7	16.1	67.3	0.6	1.0	0.3	30.6	-56.1
pair	RSI	MACD	neg-pos	32	9.6	15.5	56.2	0.9	2.1	1.0	17.9	-15.9
pair	MACD	RSI	neg-pos	32	9.6	15.5	56.2	0.9	2.1	1.0	17.9	-15.9
pair	MRmean	RSIhist	pos-neg	63	19.0	15.4	60.3	0.9	1.4	0.9	17.4	-17.2
pair	RSIhist	MRmean	pos-neg	63	19.0	15.4	60.3	0.9	1.4	0.9	17.4	-17.2
single	RSI	RSI	neg-neg	56	16.9	15.4	67.9	0.6	0.9	0.3	29.5	-55.9
pair	RSIhist	MACDhist	pos-neg	33	9.9	14.8	51.5	0.9	1.9	1.0	17.4	-15.3
pair	MACDhist	RSIhist	pos-neg	33	9.9	14.8	51.5	0.9	1.9	1.0	17.4	-15.3
pair	RSI	LWTI	pos-neg	14	4.2	14.7	50.0	0.7	1.3	1.4	24.2	-10.4
pair	LWTI	RSI	pos-neg	14	4.2	14.7	50.0	0.7	1.3	1.4	24.2	-10.4
pair	MACD	SLmean	neg-pos	66	19.9	14.6	62.1	0.7	0.9	0.4	25.6	-33.6
pair	SLmean	MACD	neg-pos	66	19.9	14.6	62.1	0.7	0.9	0.4	25.6	-33.6
pair	MRmean	RSIhist	neg-pos	5	1.5	14.2	40.0	0.9	14.5	6.4	16.7	-2.2
pair	RSIhist	MRmean	neg-pos	5	1.5	14.2	40.0	0.9	14.5	6.4	16.7	-2.2
pair	RSmean	MACDhist	neg-pos	4	1.2	13.5	50.0	0.9	2.0	16.0	15.7	-0.8
pair	MRmean	MACDhist	pos-pos	171	51.5	13.5	60.8	0.9	1.7	0.7	14.6	-18.9
pair	MACDhist	RSmean	neg-pos	4	1.2	13.5	50.0	0.9	2.0	16.0	15.7	-0.8
pair	MACDhist	MRmean	pos-pos	171	51.5	13.5	60.8	0.9	1.7	0.7	14.6	-18.9
pair	RSIhist	SLmean	neg-neg	99	29.8	13.3	60.6	0.6	0.9	0.3	25.9	-52.1
pair	SLmean	RSIhist	neg-neg	99	29.8	13.3	60.6	0.6	0.9	0.3	25.9	-52.1
pair	SLmean	RSI	neg-pos	60	18.1	13.1	55.0	0.7	1.4	0.7	19.5	-18.7
pair	RSI	SLmean	neg-pos	60	18.1	13.1	55.0	0.7	1.4	0.7	19.5	-18.7
pair	RSIhist	MACD	neg-pos	32	9.6	13.0	59.4	0.8	1.7	0.5	16.0	-26.8
pair	MACD	RSIhist	neg-pos	32	9.6	13.0	59.4	0.8	1.7	0.5	16.0	-26.8
pair	RSIhist	MACD	neg-neg	37	11.1	12.9	59.5	0.6	0.9	0.3	26.5	-41.5
pair	MACD	RSIhist	neg-neg	37	11.1	12.9	59.5	0.6	0.9	0.3	26.5	-41.5
single	MACD	MACD	neg-neg	69	20.8	12.9	59.4	0.7	1.1	0.4	22.1	-31.8
pair	RSmean	MACDhist	pos-pos	172	51.8	12.2	61.0	0.8	1.4	0.4	14.8	-29.3
pair	MACDhist	RSmean	pos-pos	172	51.8	12.2	61.0	0.8	1.4	0.4	14.8	-29.3
single	MACDhist	MACDhist	pos-pos	176	53.0	12.2	60.8	0.9	1.4	0.4	14.8	-29.3
pair	MACDhist	RSI	neg-neg	52	15.7	12.1	67.3	0.5	0.8	0.2	29.9	-57.3
pair	RSI	MACDhist	neg-neg	52	15.7	12.1	67.3	0.5	0.8	0.2	29.9	-57.3
pair	RSIhist	MACDhist	pos-pos	143	43.1	11.7	62.9	0.8	1.4	0.6	14.2	-21.2
pair	RSI	RSIhist	neg-neg	45	13.6	11.7	66.7	0.5	0.8	0.2	31.9	-56.4
pair	RSIhist	RSI	neg-neg	45	13.6	11.7	66.7	0.5	0.8	0.2	31.9	-56.4
pair	MACDhist	RSIhist	pos-pos	143	43.1	11.7	62.9	0.8	1.4	0.6	14.2	-21.2
pair	SLmean	MACDhist	pos-pos	154	46.4	11.5	61.0	0.9	1.4	0.6	13.9	-19.1
pair	MACDhist	SLmean	pos-pos	154	46.4	11.5	61.0	0.9	1.4	0.6	13.9	-19.1
single	SLmean	SLmean	neg-neg	102	30.7	11.3	58.8	0.6	0.8	0.2	25.7	-52.1
pair	MACDhist	RSI	pos-pos	172	51.8	11.2	60.5	0.8	1.3	0.4	14.6	-29.3
pair	RSI	MACDhist	pos-pos	172	51.8	11.2	60.5	0.8	1.3	0.4	14.6	-29.3
pair	RSIhist	RSmean	pos-neg	121	36.4	11.2	61.2	0.6	0.8	0.2	24.4	-56.3
pair	RSmean	RSIhist	pos-neg	121	36.4	11.2	61.2	0.6	0.8	0.2	24.4	-56.3
pair	MRmean	RSI	neg-neg	47	14.2	11.1	66.0	0.5	0.7	0.2	31.1	-56.4
pair	RSI	MRmean	neg-neg	47	14.2	11.1	66.0	0.5	0.7	0.2	31.1	-56.4
pair	MACD	RSmean	pos-neg	54	16.3	10.9	59.3	0.6	0.9	0.3	23.5	-32.1
pair	RSmean	MACD	pos-neg	54	16.3	10.9	59.3	0.6	0.9	0.3	23.5	-32.1
pair	LWTI	RSmean	pos-pos	253	76.2	10.8	62.1	0.7	1.0	0.4	16.6	-27.2
pair	RSmean	LWTI	pos-pos	253	76.2	10.8	62.1	0.7	1.0	0.4	16.6	-27.2
single	RSIhist	RSIhist	neg-neg	141	42.5	10.8	60.3	0.6	0.8	0.2	23.6	-55.6
pair	LWTI	MACDhist	pos-pos	170	51.2	10.7	60.6	0.8	1.3	0.4	14.3	-28.5
pair	MACDhist	LWTI	pos-pos	170	51.2	10.7	60.6	0.8	1.3	0.4	14.3	-28.5
pair	RSI	MACD	neg-neg	37	11.1	10.7	62.2	0.5	0.8	0.3	25.4	-40.7
pair	MACD	RSI	neg-neg	37	11.1	10.7	62.2	0.5	0.8	0.3	25.4	-40.7
pair	RSmean	MRmean	pos-pos	238	71.7	10.5	61.3	0.8	1.2	0.5	14.9	-22.8
pair	MRmean	RSmean	pos-pos	238	71.7	10.5	61.3	0.8	1.2	0.5	14.9	-22.8
pair	RSIhist	RSI	pos-neg	96	28.9	10.4	57.3	0.6	1.0	0.4	18.7	-25.9
pair	MRmean	RSmean	neg-neg	17	5.1	10.4	52.9	0.6	1.0	1.0	18.9	-10.7
pair	RSmean	MRmean	neg-neg	17	5.1	10.4	52.9	0.6	1.0	1.0	18.9	-10.7
pair	RSI	RSIhist	pos-neg	96	28.9	10.4	57.3	0.6	1.0	0.4	18.7	-25.9
single	LWTI	LWTI	pos-pos	280	84.3	10.2	61.1	0.7	1.0	0.4	16.7	-27.2
pair	MACDhist	MRmean	neg-neg	78	23.5	10.1	59.0	0.5	0.7	0.2	27.5	-54.5
pair	MRmean	MACDhist	neg-neg	78	23.5	10.1	59.0	0.5	0.7	0.2	27.5	-54.5
pair	RSIhist	MACD	pos-neg	104	31.3	10.0	60.6	0.5	0.7	0.3	22.6	-36.4
pair	MACD	RSIhist	pos-neg	104	31.3	10.0	60.6	0.5	0.7	0.3	22.6	-36.4
pair	RSmean	SLmean	pos-pos	221	66.6	9.9	62.0	0.7	1.1	0.4	14.2	-22.9
pair	SLmean	RSmean	pos-pos	221	66.6	9.9	62.0	0.7	1.1	0.4	14.2	-22.9
pair	MACDhist	MACD	pos-pos	163	49.1	9.9	59.5	0.7	1.2	0.3	14.7	-29.3
pair	MACD	MACDhist	pos-pos	163	49.1	9.9	59.5	0.7	1.2	0.3	14.7	-29.3
single	MRmean	MRmean	pos-pos	249	75.0	9.8	61.0	0.7	1.1	0.4	14.9	-27.5
pair	MACDhist	SLmean	neg-neg	80	24.1	9.7	58.8	0.5	0.7	0.2	27.1	-53.2
pair	SLmean	MACDhist	neg-neg	80	24.1	9.7	58.8	0.5	0.7	0.2	27.1	-53.2
single	RSmean	RSmean	pos-pos	304	91.6	9.7	61.2	0.6	0.8	0.2	18.8	-57.1
pair	MACDhist	RSIhist	neg-neg	108	32.5	9.6	63.0	0.5	0.7	0.2	25.2	-55.1
pair	RSIhist	MACDhist	neg-neg	108	32.5	9.6	63.0	0.5	0.7	0.2	25.2	-55.1
pair	MACD	RSmean	pos-pos	250	75.3	9.5	61.6	0.6	0.8	0.2	17.7	-47.1
pair	RSmean	MACD	pos-pos	250	75.3	9.5	61.6	0.6	0.8	0.2	17.7	-47.1
pair	SLmean	RSmean	neg-pos	83	25.0	9.4	59.0	0.5	0.7	0.2	27.7	-53.0
pair	RSmean	SLmean	neg-pos	83	25.0	9.4	59.0	0.5	0.7	0.2	27.7	-53.0
pair	MACDhist	LWTI	neg-pos	110	33.1	9.4	61.8	0.6	0.7	0.4	20.0	-23.9
pair	LWTI	MACDhist	neg-pos	110	33.1	9.4	61.8	0.6	0.7	0.4	20.0	-23.9
pair		benchmark___benchmark_	benchmark-benchmark	332	100.0	9.3	60.5	0.6	0.8	0.2	18.7	-57.1
pair	benchmark___benchmark_		benchmark-benchmark	332	100.0	9.3	60.5	0.6	0.8	0.2	18.7	-57.1
pair	MRmean	MACD	neg-neg	40	12.0	9.3	55.0	0.5	0.8	0.2	25.5	-41.5
pair	MACD	MRmean	neg-neg	40	12.0	9.3	55.0	0.5	0.8	0.2	25.5	-41.5
pair	SLmean	RSIhist	pos-pos	188	56.6	9.1	61.7	0.7	1.1	0.3	13.9	-29.2
pair	RSIhist	SLmean	pos-pos	188	56.6	9.1	61.7	0.7	1.1	0.3	13.9	-29.2
pair	SLmean	RSI	neg-neg	42	12.7	8.9	64.3	0.4	0.7	0.2	32.9	-57.2
pair	RSI	SLmean	neg-neg	42	12.7	8.9	64.3	0.4	0.7	0.2	32.9	-57.2
pair	RSIhist	RSmean	pos-pos	183	55.1	8.8	61.2	0.7	1.1	0.4	14.0	-24.5
pair	RSmean	RSIhist	pos-pos	183	55.1	8.8	61.2	0.7	1.1	0.4	14.0	-24.5
pair	RSI	MRmean	pos-pos	240	72.3	8.8	60.4	0.7	1.0	0.4	14.7	-24.4
pair	MRmean	RSI	pos-pos	240	72.3	8.8	60.4	0.7	1.0	0.4	14.7	-24.4
pair	MRmean	MACD	pos-pos	220	66.3	8.8	60.5	0.7	1.0	0.3	14.7	-32.0
pair	MACD	MRmean	pos-pos	220	66.3	8.8	60.5	0.7	1.0	0.3	14.7	-32.0
pair	MACD	LWTI	pos-pos	246	74.1	8.7	61.4	0.6	0.8	0.3	16.5	-28.4
pair	LWTI	MACD	pos-pos	246	74.1	8.7	61.4	0.6	0.8	0.3	16.5	-28.4
pair	RSmean	RSIhist	neg-neg	20	6.0	8.5	55.0	0.5	0.8	0.5	18.6	-16.3
pair	RSIhist	RSmean	neg-neg	20	6.0	8.5	55.0	0.5	0.8	0.5	18.6	-16.3
pair	RSI	RSmean	pos-pos	252	75.9	8.5	59.9	0.6	0.9	0.4	15.4	-23.7
pair	RSmean	RSI	pos-pos	252	75.9	8.5	59.9	0.6	0.9	0.4	15.4	-23.7
single	SLmean	SLmean	pos-pos	230	69.3	8.4	61.3	0.6	0.9	0.3	14.5	-31.1
single	MACD	MACD	pos-pos	263	79.2	8.3	60.8	0.5	0.7	0.2	17.7	-47.1
pair	MRmean	LWTI	pos-pos	230	69.3	8.3	60.9	0.6	0.9	0.4	14.4	-23.0
pair	LWTI	MRmean	pos-pos	230	69.3	8.3	60.9	0.6	0.9	0.4	14.4	-23.0
single	RSIhist	RSIhist	pos-pos	191	57.5	8.2	60.7	0.6	1.0	0.2	14.0	-35.5
single	RSI	RSI	pos-pos	276	83.1	8.1	59.1	0.6	0.9	0.3	15.6	-29.5
pair	MRmean	RSIhist	pos-pos	186	56.0	8.0	61.3	0.6	1.0	0.3	14.0	-29.2
pair	RSIhist	MRmean	pos-pos	186	56.0	8.0	61.3	0.6	1.0	0.3	14.0	-29.2
pair	MRmean	SLmean	pos-pos	220	66.3	7.8	60.9	0.6	0.9	0.3	14.3	-22.9
pair	SLmean	MRmean	pos-pos	220	66.3	7.8	60.9	0.6	0.9	0.3	14.3	-22.9
pair	RSI	LWTI	pos-pos	262	78.9	7.7	59.5	0.6	0.9	0.3	15.1	-26.8
pair	LWTI	RSI	pos-pos	262	78.9	7.7	59.5	0.6	0.9	0.3	15.1	-26.8
single	MRmean	MRmean	neg-neg	83	25.0	7.6	59.0	0.4	0.6	0.1	27.1	-52.2
pair	RSIhist	MACD	pos-pos	159	47.9	7.3	61.0	0.6	0.9	0.3	13.6	-24.5
pair	MACD	RSIhist	pos-pos	159	47.9	7.3	61.0	0.6	0.9	0.3	13.6	-24.5
pair	RSIhist	MRmean	neg-neg	78	23.5	7.2	60.3	0.4	0.6	0.1	27.7	-52.2
pair	MRmean	RSIhist	neg-neg	78	23.5	7.2	60.3	0.4	0.6	0.1	27.7	-52.2
pair	RSmean	RSI	neg-neg	4	1.2	7.2	75.0	1.6	0.0	0.0	4.6	0.0
pair	RSI	RSmean	neg-neg	4	1.2	7.2	75.0	1.6	0.0	0.0	4.6	0.0
pair	MACD	RSI	pos-pos	244	73.5	7.1	59.4	0.5	0.8	0.2	15.3	-33.9
pair	RSI	MACD	pos-pos	244	73.5	7.1	59.4	0.5	0.8	0.2	15.3	-33.9
pair	RSIhist	RSI	pos-pos	180	54.2	6.9	60.0	0.6	0.9	0.2	13.8	-30.7
pair	MRmean	RSmean	neg-pos	66	19.9	6.9	60.6	0.4	0.6	0.1	28.9	-52.2
pair	RSmean	MRmean	neg-pos	66	19.9	6.9	60.6	0.4	0.6	0.1	28.9	-52.2
pair	RSI	RSIhist	pos-pos	180	54.2	6.9	60.0	0.6	0.9	0.2	13.8	-30.7
pair	RSI	SLmean	pos-pos	216	65.1	6.7	60.2	0.5	0.8	0.2	14.4	-31.1
pair	SLmean	RSI	pos-pos	216	65.1	6.7	60.2	0.5	0.8	0.2	14.4	-31.1
pair	MACDhist	RSmean	pos-neg	132	39.8	6.6	61.4	0.4	0.5	0.1	23.0	-57.4
pair	RSmean	MACDhist	pos-neg	132	39.8	6.6	61.4	0.4	0.5	0.1	23.0	-57.4
pair	MACDhist	MACD	neg-neg	56	16.9	6.4	55.4	0.4	0.6	0.1	23.3	-43.4
pair	MACD	MACDhist	neg-neg	56	16.9	6.4	55.4	0.4	0.6	0.1	23.3	-43.4
pair	SLmean	MACD	pos-pos	197	59.3	6.3	60.4	0.5	0.7	0.2	14.1	-31.1
pair	MACD	SLmean	pos-pos	197	59.3	6.3	60.4	0.5	0.7	0.2	14.1	-31.1
pair	MRmean	MACD	neg-pos	43	13.0	6.1	62.8	0.3	0.5	0.1	28.8	-42.1
pair	MACD	MRmean	neg-pos	43	13.0	6.1	62.8	0.3	0.5	0.1	28.8	-42.1
single	MACDhist	MACDhist	neg-neg	156	47.0	6.0	60.3	0.4	0.5	0.1	22.3	-59.3
pair	LWTI	RSIhist	pos-pos	170	51.2	5.9	60.6	0.5	0.7	0.2	13.2	-28.0
pair	RSIhist	LWTI	pos-pos	170	51.2	5.9	60.6	0.5	0.7	0.2	13.2	-28.0
pair	MACDhist	MACD	pos-neg	100	30.1	5.8	63.0	0.4	0.5	0.2	21.8	-36.6
pair	MACD	MACDhist	pos-neg	100	30.1	5.8	63.0	0.4	0.5	0.2	21.8	-36.6
pair	MRmean	SLmean	neg-neg	73	22.0	5.7	57.5	0.3	0.5	0.1	28.0	-56.0
pair	SLmean	MRmean	neg-neg	73	22.0	5.7	57.5	0.3	0.5	0.1	28.0	-56.0
pair	MACD	SLmean	neg-neg	36	10.8	5.6	52.8	0.3	0.6	0.1	26.4	-41.5
pair	SLmean	MACD	neg-neg	36	10.8	5.6	52.8	0.3	0.6	0.1	26.4	-41.5
pair	RSmean	LWTI	neg-neg	1	0.3	5.3	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.3	5.3	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	LWTI	pos-pos	205	61.7	5.3	60.5	0.5	0.6	0.1	13.8	-39.5
pair	LWTI	SLmean	pos-pos	205	61.7	5.3	60.5	0.5	0.6	0.1	13.8	-39.5
pair	RSIhist	SLmean	pos-neg	42	12.7	5.1	59.5	0.4	0.5	0.2	17.0	-23.3
pair	SLmean	RSIhist	pos-neg	42	12.7	5.1	59.5	0.4	0.5	0.2	17.0	-23.3
pair	LWTI	MACD	neg-neg	35	10.5	4.8	60.0	0.3	0.5	0.1	25.3	-39.3
pair	MACD	LWTI	neg-neg	35	10.5	4.8	60.0	0.3	0.5	0.1	25.3	-39.3
single	LWTI	LWTI	neg-neg	52	15.7	4.6	57.7	0.3	0.5	0.1	27.1	-55.2
pair	RSmean	LWTI	pos-neg	51	15.4	4.6	56.9	0.3	0.5	0.1	27.3	-55.3
pair	LWTI	RSmean	pos-neg	51	15.4	4.6	56.9	0.3	0.5	0.1	27.3	-55.3
pair	RSmean	LWTI	neg-pos	27	8.1	4.5	51.9	0.3	0.5	0.2	17.6	-19.3
pair	LWTI	RSmean	neg-pos	27	8.1	4.5	51.9	0.3	0.5	0.2	17.6	-19.3
single	RSmean	RSmean	neg-neg	28	8.4	4.5	53.6	0.3	0.5	0.2	17.3	-19.0
pair	RSI	RSmean	neg-pos	24	7.2	4.1	50.0	0.3	0.5	0.2	18.6	-19.3
pair	RSmean	RSI	neg-pos	24	7.2	4.1	50.0	0.3	0.5	0.2	18.6	-19.3
pair	MACD	LWTI	pos-neg	17	5.1	4.0	52.9	0.3	0.4	0.1	31.2	-32.3
pair	LWTI	MACD	pos-neg	17	5.1	4.0	52.9	0.3	0.4	0.1	31.2	-32.3
pair	MRmean	RSI	neg-pos	36	10.8	3.2	50.0	0.2	0.5	0.1	21.0	-25.3
pair	RSI	MRmean	neg-pos	36	10.8	3.2	50.0	0.2	0.5	0.1	21.0	-25.3
pair	RSI	MACDhist	pos-neg	104	31.3	3.2	56.7	0.3	0.4	0.1	17.3	-29.5
pair	MACDhist	RSI	pos-neg	104	31.3	3.2	56.7	0.3	0.4	0.1	17.3	-29.5
pair	MACDhist	RSmean	neg-neg	24	7.2	3.1	54.2	0.3	0.4	0.2	17.8	-15.3
pair	RSmean	MACDhist	neg-neg	24	7.2	3.1	54.2	0.3	0.4	0.2	17.8	-15.3
pair	SLmean	MACDhist	pos-neg	76	22.9	2.3	61.8	0.2	0.3	0.1	15.7	-21.3
pair	MACDhist	SLmean	pos-neg	76	22.9	2.3	61.8	0.2	0.3	0.1	15.7	-21.3
pair	MRmean	MACDhist	pos-neg	78	23.5	2.1	61.5	0.2	0.3	0.1	15.5	-27.5
pair	MACDhist	MRmean	pos-neg	78	23.5	2.1	61.5	0.2	0.3	0.1	15.5	-27.5
pair	RSI	LWTI	neg-neg	38	11.4	1.1	60.5	0.2	0.3	0.0	28.3	-56.2
pair	LWTI	RSI	neg-neg	38	11.4	1.1	60.5	0.2	0.3	0.0	28.3	-56.2
pair	MACDhist	LWTI	neg-neg	46	13.9	-1.5	56.5	0.1	0.1	-0.0	27.1	-58.2
pair	LWTI	MACDhist	neg-neg	46	13.9	-1.5	56.5	0.1	0.1	-0.0	27.1	-58.2
pair	MACDhist	RSIhist	neg-pos	48	14.5	-1.5	54.2	-0.1	-0.1	-0.0	13.2	-35.5
pair	RSIhist	MACDhist	neg-pos	48	14.5	-1.5	54.2	-0.1	-0.1	-0.0	13.2	-35.5
pair	MRmean	RSmean	pos-neg	11	3.3	-3.9	54.5	-0.2	-0.3	-0.3	14.8	-12.9
pair	RSmean	MRmean	pos-neg	11	3.3	-3.9	54.5	-0.2	-0.3	-0.3	14.8	-12.9
pair	RSmean	RSIhist	neg-pos	8	2.4	-4.7	50.0	-0.3	-0.6	-0.5	14.1	-9.2
pair	RSIhist	RSmean	neg-pos	8	2.4	-4.7	50.0	-0.3	-0.6	-0.5	14.1	-9.2
pair	MRmean	LWTI	neg-neg	33	9.9	-7.8	54.5	-0.1	-0.2	-0.1	30.3	-56.8
pair	LWTI	MRmean	neg-neg	33	9.9	-7.8	54.5	-0.1	-0.2	-0.1	30.3	-56.8
pair	LWTI	RSIhist	neg-neg	31	9.3	-9.1	54.8	-0.1	-0.3	-0.2	31.1	-56.8
pair	RSIhist	LWTI	neg-neg	31	9.3	-9.1	54.8	-0.1	-0.3	-0.2	31.1	-56.8
pair	RSmean	MACD	neg-pos	13	3.9	-11.2	46.2	-0.6	-0.8	-0.6	17.3	-18.4
pair	MACD	RSmean	neg-pos	13	3.9	-11.2	46.2	-0.6	-0.8	-0.6	17.3	-18.4
pair	SLmean	LWTI	neg-neg	27	8.1	-18.5	48.1	-0.5	-0.8	-0.3	32.1	-56.8
pair	LWTI	SLmean	neg-neg	27	8.1	-18.5	48.1	-0.5	-0.8	-0.3	32.1	-56.8
pair	SLmean	RSmean	pos-neg	9	2.7	-22.5	44.4	-1.2	-1.9	-0.9	19.2	-25.3
pair	RSmean	SLmean	pos-neg	9	2.7	-22.5	44.4	-1.2	-1.9	-0.9	19.2	-25.3
pair	MRmean	MACDhist	neg-pos	5	1.5	-24.3	60.0	-1.4	-3.9	-1.6	19.2	-15.3
pair	MACDhist	MRmean	neg-pos	5	1.5	-24.3	60.0	-1.4	-3.9	-1.6	19.2	-15.3
pair	RSIhist	SLmean	neg-pos	3	0.9	-37.0	0.0	-4.8	-4.8	-4.1	9.4	-8.9
pair	SLmean	RSIhist	neg-pos	3	0.9	-37.0	0.0	-4.8	-4.8	-4.1	9.4	-8.9

All Contingency Tables for XLI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 61% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -22.9% Months 220M (66%)	CAGR 26.8% \| Win 62% Sharpe 1.37 \| Sortino 2.52 \| Calmar 2.2 Vol 19% \| MDD -12.1% Months 29M (9%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 22.4% \| Win 70% Sharpe 1.14 \| Sortino 1.31 \| Calmar 2.1 Vol 19% \| MDD -10.7% Months 10M (3%)	CAGR 5.7% \| Win 57% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 28% \| MDD -56.0% Months 73M (22%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
SLmean only	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 61% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.5 Vol 15% \| MDD -22.8% Months 238M (72%)	CAGR -3.9% \| Win 55% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.3 Vol 15% \| MDD -12.9% Months 11M (3%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 6.9% \| Win 61% Sharpe 0.38 \| Sortino 0.58 \| Calmar 0.1 Vol 29% \| MDD -52.2% Months 66M (20%)	CAGR 10.4% \| Win 53% Sharpe 0.61 \| Sortino 0.99 \| Calmar 1.0 Vol 19% \| MDD -10.7% Months 17M (5%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
RSmean only	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 60% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.3 Vol 15% \| MDD -32.0% Months 220M (66%)	CAGR 18.1% \| Win 66% Sharpe 1.08 \| Sortino 2.15 \| Calmar 1.4 Vol 17% \| MDD -12.8% Months 29M (9%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 6.1% \| Win 63% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 29% \| MDD -42.1% Months 43M (13%)	CAGR 9.3% \| Win 55% Sharpe 0.47 \| Sortino 0.77 \| Calmar 0.2 Vol 26% \| MDD -41.5% Months 40M (12%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
MACD only	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 60% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 240M (72%)	CAGR 40.4% \| Win 78% Sharpe 1.87 \| Sortino 5.06 \| Calmar 10.1 Vol 19% \| MDD -4.0% Months 9M (3%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 3.2% \| Win 50% Sharpe 0.25 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -25.3% Months 36M (11%)	CAGR 11.1% \| Win 66% Sharpe 0.50 \| Sortino 0.72 \| Calmar 0.2 Vol 31% \| MDD -56.4% Months 47M (14%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
RSI only	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.5% \| Win 61% Sharpe 0.95 \| Sortino 1.66 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 171M (52%)	CAGR 2.1% \| Win 62% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 16% \| MDD -27.5% Months 78M (24%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR -24.3% \| Win 60% Sharpe -1.36 \| Sortino -3.88 \| Calmar -1.6 Vol 19% \| MDD -15.3% Months 5M (2%)	CAGR 10.1% \| Win 59% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 28% \| MDD -54.5% Months 78M (24%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 61% Sharpe 0.62 \| Sortino 0.97 \| Calmar 0.3 Vol 14% \| MDD -29.2% Months 186M (56%)	CAGR 15.4% \| Win 60% Sharpe 0.91 \| Sortino 1.41 \| Calmar 0.9 Vol 17% \| MDD -17.2% Months 63M (19%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 14.2% \| Win 40% Sharpe 0.86 \| Sortino 14.49 \| Calmar 6.4 Vol 17% \| MDD -2.2% Months 5M (2%)	CAGR 7.2% \| Win 60% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.1 Vol 28% \| MDD -52.2% Months 78M (24%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 61% Sharpe 0.63 \| Sortino 0.94 \| Calmar 0.4 Vol 14% \| MDD -23.0% Months 230M (69%)	CAGR 30.1% \| Win 63% Sharpe 1.44 \| Sortino 3.27 \| Calmar 4.4 Vol 20% \| MDD -6.9% Months 19M (6%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 19.2% \| Win 62% Sharpe 0.84 \| Sortino 1.17 \| Calmar 0.9 Vol 25% \| MDD -21.6% Months 50M (15%)	CAGR -7.8% \| Win 55% Sharpe -0.12 \| Sortino -0.19 \| Calmar -0.1 Vol 30% \| MDD -56.8% Months 33M (10%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 62% Sharpe 0.74 \| Sortino 1.11 \| Calmar 0.4 Vol 14% \| MDD -22.9% Months 221M (67%)	CAGR -22.5% \| Win 44% Sharpe -1.22 \| Sortino -1.85 \| Calmar -0.9 Vol 19% \| MDD -25.3% Months 9M (3%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR 9.4% \| Win 59% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 28% \| MDD -53.0% Months 83M (25%)	CAGR 20.5% \| Win 58% Sharpe 1.30 \| Sortino 5.01 \| Calmar 2.7 Vol 15% \| MDD -7.6% Months 19M (6%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
RSmean only	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 60% Sharpe 0.51 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -31.1% Months 197M (59%)	CAGR 21.5% \| Win 67% Sharpe 1.27 \| Sortino 2.50 \| Calmar 2.1 Vol 16% \| MDD -10.4% Months 33M (10%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR 14.6% \| Win 62% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.4 Vol 26% \| MDD -33.6% Months 66M (20%)	CAGR 5.6% \| Win 53% Sharpe 0.34 \| Sortino 0.56 \| Calmar 0.1 Vol 26% \| MDD -41.5% Months 36M (11%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
MACD only	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 60% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.2 Vol 14% \| MDD -31.1% Months 216M (65%)	CAGR 37.2% \| Win 79% Sharpe 2.17 \| Sortino 3.67 \| Calmar 5.4 Vol 15% \| MDD -6.9% Months 14M (4%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR 13.1% \| Win 55% Sharpe 0.73 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -18.7% Months 60M (18%)	CAGR 8.9% \| Win 64% Sharpe 0.42 \| Sortino 0.66 \| Calmar 0.2 Vol 33% \| MDD -57.2% Months 42M (13%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
RSI only	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.5% \| Win 61% Sharpe 0.86 \| Sortino 1.42 \| Calmar 0.6 Vol 14% \| MDD -19.1% Months 154M (46%)	CAGR 2.3% \| Win 62% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 16% \| MDD -21.3% Months 76M (23%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR 17.3% \| Win 59% Sharpe 0.89 \| Sortino 1.74 \| Calmar 1.1 Vol 20% \| MDD -15.3% Months 22M (7%)	CAGR 9.7% \| Win 59% Sharpe 0.48 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -53.2% Months 80M (24%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 9.1% \| Win 62% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.3 Vol 14% \| MDD -29.2% Months 188M (57%)	CAGR 5.1% \| Win 60% Sharpe 0.38 \| Sortino 0.49 \| Calmar 0.2 Vol 17% \| MDD -23.3% Months 42M (13%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR -37.0% \| Win 0% Sharpe -4.82 \| Sortino -4.82 \| Calmar -4.1 Vol 9% \| MDD -8.9% Months 3M (1%)	CAGR 13.3% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 26% \| MDD -52.1% Months 99M (30%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 60% Sharpe 0.45 \| Sortino 0.62 \| Calmar 0.1 Vol 14% \| MDD -39.5% Months 205M (62%)	CAGR 36.9% \| Win 68% Sharpe 1.83 \| Sortino 4.03 \| Calmar 3.5 Vol 18% \| MDD -10.4% Months 25M (8%)	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)
SLmean neg	CAGR 24.6% \| Win 63% Sharpe 1.10 \| Sortino 1.62 \| Calmar 1.3 Vol 22% \| MDD -18.6% Months 75M (23%)	CAGR -18.5% \| Win 48% Sharpe -0.48 \| Sortino -0.84 \| Calmar -0.3 Vol 32% \| MDD -56.8% Months 27M (8%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 62% Sharpe 0.60 \| Sortino 0.80 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 250M (75%)	CAGR 10.9% \| Win 59% Sharpe 0.56 \| Sortino 0.94 \| Calmar 0.3 Vol 24% \| MDD -32.1% Months 54M (16%)	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)
RSmean neg	CAGR -11.2% \| Win 46% Sharpe -0.60 \| Sortino -0.75 \| Calmar -0.6 Vol 17% \| MDD -18.4% Months 13M (4%)	CAGR 20.4% \| Win 60% Sharpe 1.19 \| Sortino 5.29 \| Calmar 2.7 Vol 17% \| MDD -7.6% Months 15M (4%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)
MACD only	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.5% \| Win 60% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.4 Vol 15% \| MDD -23.7% Months 252M (76%)	CAGR 16.1% \| Win 67% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 31% \| MDD -56.1% Months 52M (16%)	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)
RSmean neg	CAGR 4.1% \| Win 50% Sharpe 0.30 \| Sortino 0.51 \| Calmar 0.2 Vol 19% \| MDD -19.3% Months 24M (7%)	CAGR 7.2% \| Win 75% Sharpe 1.55 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 4M (1%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)
RSI only	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 12.2% \| Win 61% Sharpe 0.85 \| Sortino 1.44 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 172M (52%)	CAGR 6.6% \| Win 61% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 23% \| MDD -57.4% Months 132M (40%)	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)
RSmean neg	CAGR 13.5% \| Win 50% Sharpe 0.87 \| Sortino 2.05 \| Calmar 16.0 Vol 16% \| MDD -0.8% Months 4M (1%)	CAGR 3.1% \| Win 54% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.2 Vol 18% \| MDD -15.3% Months 24M (7%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 61% Sharpe 0.67 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -24.5% Months 183M (55%)	CAGR 11.2% \| Win 61% Sharpe 0.56 \| Sortino 0.80 \| Calmar 0.2 Vol 24% \| MDD -56.3% Months 121M (36%)	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)
RSmean neg	CAGR -4.7% \| Win 50% Sharpe -0.28 \| Sortino -0.60 \| Calmar -0.5 Vol 14% \| MDD -9.2% Months 8M (2%)	CAGR 8.5% \| Win 55% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.5 Vol 19% \| MDD -16.3% Months 20M (6%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.8% \| Win 62% Sharpe 0.70 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 253M (76%)	CAGR 4.6% \| Win 57% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.1 Vol 27% \| MDD -55.3% Months 51M (15%)	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)
RSmean neg	CAGR 4.5% \| Win 52% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 18% \| MDD -19.3% Months 27M (8%)	CAGR 5.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 7.1% \| Win 59% Sharpe 0.53 \| Sortino 0.78 \| Calmar 0.2 Vol 15% \| MDD -33.9% Months 244M (74%)	CAGR 25.1% \| Win 79% Sharpe 0.80 \| Sortino 2.71 \| Calmar 0.7 Vol 37% \| MDD -35.3% Months 19M (6%)	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)
MACD neg	CAGR 15.5% \| Win 56% Sharpe 0.89 \| Sortino 2.11 \| Calmar 1.0 Vol 18% \| MDD -15.9% Months 32M (10%)	CAGR 10.7% \| Win 62% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -40.7% Months 37M (11%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)
RSI only	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.9% \| Win 60% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.3% Months 163M (49%)	CAGR 5.8% \| Win 63% Sharpe 0.37 \| Sortino 0.46 \| Calmar 0.2 Vol 22% \| MDD -36.6% Months 100M (30%)	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)
MACD neg	CAGR 45.9% \| Win 77% Sharpe 2.77 \| Sortino 9.02 \| Calmar 11.5 Vol 14% \| MDD -4.0% Months 13M (4%)	CAGR 6.4% \| Win 55% Sharpe 0.38 \| Sortino 0.64 \| Calmar 0.1 Vol 23% \| MDD -43.4% Months 56M (17%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.3% \| Win 61% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.3 Vol 14% \| MDD -24.5% Months 159M (48%)	CAGR 10.0% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.3 Vol 23% \| MDD -36.4% Months 104M (31%)	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)
MACD neg	CAGR 13.0% \| Win 59% Sharpe 0.84 \| Sortino 1.70 \| Calmar 0.5 Vol 16% \| MDD -26.8% Months 32M (10%)	CAGR 12.9% \| Win 60% Sharpe 0.59 \| Sortino 0.95 \| Calmar 0.3 Vol 26% \| MDD -41.5% Months 37M (11%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.7% \| Win 61% Sharpe 0.59 \| Sortino 0.80 \| Calmar 0.3 Vol 16% \| MDD -28.4% Months 246M (74%)	CAGR 4.0% \| Win 53% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 31% \| MDD -32.3% Months 17M (5%)	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)
MACD neg	CAGR 21.9% \| Win 59% Sharpe 1.18 \| Sortino 3.00 \| Calmar 1.6 Vol 18% \| MDD -13.3% Months 34M (10%)	CAGR 4.8% \| Win 60% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 25% \| MDD -39.3% Months 35M (10%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.2% \| Win 60% Sharpe 0.80 \| Sortino 1.33 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 172M (52%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.40 \| Calmar 0.1 Vol 17% \| MDD -29.5% Months 104M (31%)	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)
RSI neg	CAGR 69.1% \| Win 75% Sharpe 2.47 \| Sortino 0.00 \| Calmar 17.3 Vol 22% \| MDD -4.0% Months 4M (1%)	CAGR 12.1% \| Win 67% Sharpe 0.53 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -57.3% Months 52M (16%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.9% \| Win 60% Sharpe 0.55 \| Sortino 0.86 \| Calmar 0.2 Vol 14% \| MDD -30.7% Months 180M (54%)	CAGR 10.4% \| Win 57% Sharpe 0.62 \| Sortino 1.00 \| Calmar 0.4 Vol 19% \| MDD -25.9% Months 96M (29%)	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)
RSI neg	CAGR 32.1% \| Win 73% Sharpe 1.72 \| Sortino 3.27 \| Calmar 8.0 Vol 17% \| MDD -4.0% Months 11M (3%)	CAGR 11.7% \| Win 67% Sharpe 0.51 \| Sortino 0.76 \| Calmar 0.2 Vol 32% \| MDD -56.4% Months 45M (14%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.7% \| Win 60% Sharpe 0.57 \| Sortino 0.87 \| Calmar 0.3 Vol 15% \| MDD -26.8% Months 262M (79%)	CAGR 14.7% \| Win 50% Sharpe 0.68 \| Sortino 1.33 \| Calmar 1.4 Vol 24% \| MDD -10.4% Months 14M (4%)	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)
RSI neg	CAGR 52.7% \| Win 83% Sharpe 1.54 \| Sortino 1.50 \| Calmar 2.8 Vol 31% \| MDD -18.6% Months 18M (5%)	CAGR 1.1% \| Win 60% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -56.2% Months 38M (11%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.7% \| Win 63% Sharpe 0.85 \| Sortino 1.35 \| Calmar 0.5 Vol 14% \| MDD -21.2% Months 143M (43%)	CAGR 14.8% \| Win 52% Sharpe 0.88 \| Sortino 1.86 \| Calmar 1.0 Vol 17% \| MDD -15.3% Months 33M (10%)	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)
MACDhist neg	CAGR -1.5% \| Win 54% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.0 Vol 13% \| MDD -35.5% Months 48M (14%)	CAGR 9.6% \| Win 63% Sharpe 0.49 \| Sortino 0.68 \| Calmar 0.2 Vol 25% \| MDD -55.1% Months 108M (32%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)
RSIhist only	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 10.7% \| Win 61% Sharpe 0.79 \| Sortino 1.27 \| Calmar 0.4 Vol 14% \| MDD -28.5% Months 170M (51%)	CAGR 65.4% \| Win 67% Sharpe 2.17 \| Sortino 7.60 \| Calmar 16.4 Vol 25% \| MDD -4.0% Months 6M (2%)	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)
MACDhist neg	CAGR 9.4% \| Win 62% Sharpe 0.55 \| Sortino 0.74 \| Calmar 0.4 Vol 20% \| MDD -23.9% Months 110M (33%)	CAGR -1.5% \| Win 56% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 27% \| MDD -58.2% Months 46M (14%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.9% \| Win 61% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 13% \| MDD -28.0% Months 170M (51%)	CAGR 28.7% \| Win 62% Sharpe 1.42 \| Sortino 3.28 \| Calmar 4.2 Vol 19% \| MDD -6.9% Months 21M (6%)	CAGR 8.2% \| Win 61% Sharpe 0.63 \| Sortino 1.00 \| Calmar 0.2 Vol 14% \| MDD -35.5% Months 191M (58%)
RSIhist neg	CAGR 17.2% \| Win 62% Sharpe 0.86 \| Sortino 1.23 \| Calmar 0.9 Vol 21% \| MDD -18.6% Months 110M (33%)	CAGR -9.1% \| Win 55% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 31% \| MDD -56.8% Months 31M (9%)	CAGR 10.8% \| Win 60% Sharpe 0.56 \| Sortino 0.78 \| Calmar 0.2 Vol 24% \| MDD -55.6% Months 141M (42%)
LWTI only	CAGR 10.2% \| Win 61% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.4 Vol 17% \| MDD -27.2% Months 280M (84%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 27% \| MDD -55.2% Months 52M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.8% \| Win 61% Sharpe 0.60 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -22.9% Months 220M (66%)	CAGR 26.8% \| Win 62% Sharpe 1.37 \| Sortino 2.52 \| Calmar 2.2 Vol 19% \| MDD -12.1% Months 29M (9%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 22.4% \| Win 70% Sharpe 1.14 \| Sortino 1.31 \| Calmar 2.1 Vol 19% \| MDD -10.7% Months 10M (3%)	CAGR 5.7% \| Win 57% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 28% \| MDD -56.0% Months 73M (22%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
SLmean only	CAGR 8.4% \| Win 61% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -31.1% Months 230M (69%)	CAGR 11.3% \| Win 59% Sharpe 0.55 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -52.1% Months 102M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 61% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.5 Vol 15% \| MDD -22.8% Months 238M (72%)	CAGR -3.9% \| Win 55% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.3 Vol 15% \| MDD -12.9% Months 11M (3%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 6.9% \| Win 61% Sharpe 0.38 \| Sortino 0.58 \| Calmar 0.1 Vol 29% \| MDD -52.2% Months 66M (20%)	CAGR 10.4% \| Win 53% Sharpe 0.61 \| Sortino 0.99 \| Calmar 1.0 Vol 19% \| MDD -10.7% Months 17M (5%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
RSmean only	CAGR 9.7% \| Win 61% Sharpe 0.59 \| Sortino 0.82 \| Calmar 0.2 Vol 19% \| MDD -57.1% Months 304M (92%)	CAGR 4.5% \| Win 54% Sharpe 0.34 \| Sortino 0.54 \| Calmar 0.2 Vol 17% \| MDD -19.0% Months 28M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 60% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.3 Vol 15% \| MDD -32.0% Months 220M (66%)	CAGR 18.1% \| Win 66% Sharpe 1.08 \| Sortino 2.15 \| Calmar 1.4 Vol 17% \| MDD -12.8% Months 29M (9%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 6.1% \| Win 63% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 29% \| MDD -42.1% Months 43M (13%)	CAGR 9.3% \| Win 55% Sharpe 0.47 \| Sortino 0.77 \| Calmar 0.2 Vol 26% \| MDD -41.5% Months 40M (12%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
MACD only	CAGR 8.3% \| Win 61% Sharpe 0.54 \| Sortino 0.72 \| Calmar 0.2 Vol 18% \| MDD -47.1% Months 263M (79%)	CAGR 12.9% \| Win 59% Sharpe 0.66 \| Sortino 1.08 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 60% Sharpe 0.65 \| Sortino 1.00 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 240M (72%)	CAGR 40.4% \| Win 78% Sharpe 1.87 \| Sortino 5.06 \| Calmar 10.1 Vol 19% \| MDD -4.0% Months 9M (3%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR 3.2% \| Win 50% Sharpe 0.25 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -25.3% Months 36M (11%)	CAGR 11.1% \| Win 66% Sharpe 0.50 \| Sortino 0.72 \| Calmar 0.2 Vol 31% \| MDD -56.4% Months 47M (14%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
RSI only	CAGR 8.1% \| Win 59% Sharpe 0.58 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -29.5% Months 276M (83%)	CAGR 15.4% \| Win 68% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 30% \| MDD -55.9% Months 56M (17%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.5% \| Win 61% Sharpe 0.95 \| Sortino 1.66 \| Calmar 0.7 Vol 15% \| MDD -18.9% Months 171M (52%)	CAGR 2.1% \| Win 62% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.1 Vol 16% \| MDD -27.5% Months 78M (24%)	CAGR 9.8% \| Win 61% Sharpe 0.71 \| Sortino 1.10 \| Calmar 0.4 Vol 15% \| MDD -27.5% Months 249M (75%)
MRmean neg	CAGR -24.3% \| Win 60% Sharpe -1.36 \| Sortino -3.88 \| Calmar -1.6 Vol 19% \| MDD -15.3% Months 5M (2%)	CAGR 10.1% \| Win 59% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 28% \| MDD -54.5% Months 78M (24%)	CAGR 7.6% \| Win 59% Sharpe 0.41 \| Sortino 0.60 \| Calmar 0.1 Vol 27% \| MDD -52.2% Months 83M (25%)
MACDhist only	CAGR 12.2% \| Win 61% Sharpe 0.86 \| Sortino 1.45 \| Calmar 0.4 Vol 15% \| MDD -29.3% Months 176M (53%)	CAGR 6.0% \| Win 60% Sharpe 0.38 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -59.3% Months 156M (47%)