XLK - State Street Technology Select Sector SPDR ETF

Signal Pair Analysis

RSmean-RSI

Best Pair

153.0%

Best CAGR

Total Months

14.0%

Avg CAGR

XLK 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 XLK

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSmean	neg-neg	2	0.6	153.0	100.0	2.7	0.0	0.0	37.2	0.0
pair	RSmean	RSI	neg-neg	2	0.6	153.0	100.0	2.7	0.0	0.0	37.2	0.0
pair	RSIhist	RSmean	neg-pos	5	1.5	68.0	60.0	2.1	106.3	24.5	26.4	-2.8
pair	RSmean	RSIhist	neg-pos	5	1.5	68.0	60.0	2.1	106.3	24.5	26.4	-2.8
pair	MRmean	RSmean	neg-neg	12	3.7	65.1	75.0	2.1	3.0	6.6	25.8	-9.9
pair	RSmean	MRmean	neg-neg	12	3.7	65.1	75.0	2.1	3.0	6.6	25.8	-9.9
pair	SLmean	RSmean	neg-neg	12	3.7	65.1	75.0	2.1	3.0	6.6	25.8	-9.9
pair	RSmean	SLmean	neg-neg	12	3.7	65.1	75.0	2.1	3.0	6.6	25.8	-9.9
pair	MRmean	LWTI	pos-neg	9	2.8	64.3	88.9	4.2	0.0	541.0	12.2	-0.1
pair	LWTI	MRmean	pos-neg	9	2.8	64.3	88.9	4.2	0.0	541.0	12.2	-0.1
pair	RSmean	MACDhist	neg-neg	15	4.6	60.0	73.3	2.1	3.3	6.0	24.3	-9.9
pair	MACDhist	RSmean	neg-neg	15	4.6	60.0	73.3	2.1	3.3	6.0	24.3	-9.9
pair	RSmean	MACD	neg-neg	13	4.0	59.9	76.9	2.0	2.8	6.0	25.0	-9.9
pair	MACD	RSmean	neg-neg	13	4.0	59.9	76.9	2.0	2.8	6.0	25.0	-9.9
pair	RSI	MRmean	pos-neg	12	3.7	56.7	91.7	4.5	0.0	65.1	10.2	-0.9
pair	MRmean	RSI	pos-neg	12	3.7	56.7	91.7	4.5	0.0	65.1	10.2	-0.9
pair	RSmean	LWTI	neg-pos	16	4.9	53.9	68.8	1.9	3.4	5.4	24.0	-9.9
pair	LWTI	RSmean	neg-pos	16	4.9	53.9	68.8	1.9	3.4	5.4	24.0	-9.9
single	RSmean	RSmean	neg-neg	17	5.2	50.8	70.6	1.9	3.2	5.1	23.4	-9.9
pair	SLmean	RSI	pos-neg	15	4.6	48.4	80.0	1.9	1.8	3.7	22.9	-13.2
pair	RSI	SLmean	pos-neg	15	4.6	48.4	80.0	1.9	1.8	3.7	22.9	-13.2
pair	RSmean	RSIhist	neg-neg	12	3.7	44.1	75.0	1.7	2.2	4.5	23.1	-9.9
pair	RSIhist	RSmean	neg-neg	12	3.7	44.1	75.0	1.7	2.2	4.5	23.1	-9.9
pair	SLmean	LWTI	pos-neg	16	4.9	42.9	75.0	1.5	1.9	3.2	25.6	-13.2
pair	LWTI	SLmean	pos-neg	16	4.9	42.9	75.0	1.5	1.9	3.2	25.6	-13.2
pair	RSmean	RSI	neg-pos	15	4.6	40.7	66.7	1.7	2.7	14.7	22.0	-2.8
pair	RSI	RSmean	neg-pos	15	4.6	40.7	66.7	1.7	2.7	14.7	22.0	-2.8
pair	SLmean	MRmean	pos-neg	27	8.3	33.8	81.5	1.8	3.3	3.9	17.6	-8.6
pair	MRmean	SLmean	pos-neg	27	8.3	33.8	81.5	1.8	3.3	3.9	17.6	-8.6
pair	SLmean	RSI	neg-pos	56	17.2	33.4	71.4	1.4	2.4	1.4	22.0	-23.4
pair	RSI	SLmean	neg-pos	56	17.2	33.4	71.4	1.4	2.4	1.4	22.0	-23.4
pair	RSI	LWTI	pos-neg	7	2.1	33.2	71.4	1.4	1.6	4.0	22.0	-8.2
pair	LWTI	RSI	pos-neg	7	2.1	33.2	71.4	1.4	1.6	4.0	22.0	-8.2
pair	RSI	MRmean	neg-pos	36	11.0	31.3	63.9	1.2	2.1	1.0	25.2	-31.7
pair	SLmean	RSIhist	neg-pos	12	3.7	31.3	66.7	1.2	1.5	1.9	25.1	-16.9
pair	MRmean	RSI	neg-pos	36	11.0	31.3	63.9	1.2	2.1	1.0	25.2	-31.7
pair	RSIhist	SLmean	neg-pos	12	3.7	31.3	66.7	1.2	1.5	1.9	25.1	-16.9
pair	SLmean	LWTI	neg-pos	75	23.0	30.5	68.0	1.2	1.8	0.9	24.7	-32.5
pair	LWTI	SLmean	neg-pos	75	23.0	30.5	68.0	1.2	1.8	0.9	24.7	-32.5
pair	MRmean	LWTI	neg-pos	51	15.6	28.8	60.8	1.1	1.7	0.9	27.7	-32.5
pair	LWTI	MRmean	neg-pos	51	15.6	28.8	60.8	1.1	1.7	0.9	27.7	-32.5
pair	RSI	LWTI	neg-pos	25	7.7	27.3	64.0	1.0	1.3	1.0	28.1	-28.4
pair	LWTI	RSI	neg-pos	25	7.7	27.3	64.0	1.0	1.3	1.0	28.1	-28.4
pair	MACDhist	SLmean	neg-pos	36	11.0	24.9	69.4	1.3	2.6	2.4	18.2	-10.4
pair	SLmean	MACDhist	neg-pos	36	11.0	24.9	69.4	1.3	2.6	2.4	18.2	-10.4
pair	RSmean	MACD	neg-pos	4	1.2	24.4	50.0	1.2	44.5	16.2	18.6	-1.5
pair	MACD	RSmean	neg-pos	4	1.2	24.4	50.0	1.2	44.5	16.2	18.6	-1.5
pair	MACDhist	MRmean	neg-pos	17	5.2	23.6	58.8	1.0	1.6	5.3	23.4	-4.4
pair	MRmean	MACDhist	neg-pos	17	5.2	23.6	58.8	1.0	1.6	5.3	23.4	-4.4
pair	SLmean	MRmean	neg-pos	10	3.1	22.6	60.0	0.8	1.6	1.6	32.8	-13.9
pair	MRmean	SLmean	neg-pos	10	3.1	22.6	60.0	0.8	1.6	1.6	32.8	-13.9
pair	MACDhist	RSI	neg-pos	21	6.4	22.0	66.7	1.2	1.4	5.0	18.2	-4.4
pair	RSI	MACDhist	neg-pos	21	6.4	22.0	66.7	1.2	1.4	5.0	18.2	-4.4
pair	RSmean	SLmean	pos-neg	5	1.5	21.1	60.0	1.2	38.9	7.6	16.2	-2.8
pair	MRmean	RSmean	pos-neg	5	1.5	21.1	60.0	1.2	38.9	7.6	16.2	-2.8
pair	SLmean	RSmean	pos-neg	5	1.5	21.1	60.0	1.2	38.9	7.6	16.2	-2.8
pair	RSmean	MRmean	pos-neg	5	1.5	21.1	60.0	1.2	38.9	7.6	16.2	-2.8
pair	RSIhist	MACDhist	pos-neg	45	13.8	20.4	66.7	1.0	1.9	1.2	20.3	-17.5
pair	MACDhist	RSIhist	pos-neg	45	13.8	20.4	66.7	1.0	1.9	1.2	20.3	-17.5
pair	MACD	SLmean	neg-pos	58	17.8	19.9	67.2	0.9	1.1	1.3	24.8	-14.9
pair	SLmean	MACD	neg-pos	58	17.8	19.9	67.2	0.9	1.1	1.3	24.8	-14.9
pair	RSI	RSIhist	neg-pos	20	6.1	19.5	65.0	0.9	1.1	1.2	23.7	-16.4
pair	MRmean	RSIhist	neg-pos	12	3.7	19.5	50.0	0.7	1.1	1.1	33.3	-18.3
pair	RSIhist	RSI	neg-pos	20	6.1	19.5	65.0	0.9	1.1	1.2	23.7	-16.4
pair	RSIhist	MRmean	neg-pos	12	3.7	19.5	50.0	0.7	1.1	1.1	33.3	-18.3
pair	RSIhist	LWTI	pos-neg	18	5.5	18.8	61.1	0.8	1.0	1.1	25.3	-16.4
pair	LWTI	RSIhist	pos-neg	18	5.5	18.8	61.1	0.8	1.0	1.1	25.3	-16.4
pair	MRmean	MACD	neg-pos	40	12.3	17.6	60.0	0.7	0.9	1.0	28.7	-17.4
pair	MACD	MRmean	neg-pos	40	12.3	17.6	60.0	0.7	0.9	1.0	28.7	-17.4
pair	RSIhist	LWTI	neg-pos	105	32.2	17.2	62.9	0.8	1.1	0.4	24.8	-44.6
pair	LWTI	RSIhist	neg-pos	105	32.2	17.2	62.9	0.8	1.1	0.4	24.8	-44.6
pair	RSIhist	MACD	pos-neg	89	27.3	16.3	64.0	0.8	1.0	0.6	24.0	-26.2
pair	MACD	RSIhist	pos-neg	89	27.3	16.3	64.0	0.8	1.0	0.6	24.0	-26.2
pair	RSI	RSIhist	pos-neg	89	27.3	15.8	64.0	0.8	1.2	0.4	23.3	-40.3
pair	RSIhist	RSI	pos-neg	89	27.3	15.8	64.0	0.8	1.2	0.4	23.3	-40.3
pair	RSIhist	MACD	neg-pos	40	12.3	14.7	60.0	0.7	1.1	0.6	23.0	-25.8
pair	MACD	RSIhist	neg-pos	40	12.3	14.7	60.0	0.7	1.1	0.6	23.0	-25.8
pair	LWTI	MACD	pos-pos	226	69.3	14.4	61.5	0.9	1.4	0.5	17.0	-31.2
pair	MACD	LWTI	pos-pos	226	69.3	14.4	61.5	0.9	1.4	0.5	17.0	-31.2
pair	RSIhist	MACDhist	neg-pos	25	7.7	14.3	56.0	0.6	1.1	0.6	26.1	-23.6
pair	MACDhist	RSIhist	neg-pos	25	7.7	14.3	56.0	0.6	1.1	0.6	26.1	-23.6
pair	RSI	MACD	pos-pos	221	67.8	14.2	62.0	0.9	1.4	0.3	17.0	-44.3
pair	MACD	RSI	pos-pos	221	67.8	14.2	62.0	0.9	1.4	0.3	17.0	-44.3
pair	MACD	MACDhist	pos-pos	175	53.7	13.9	61.7	0.9	1.5	0.7	15.5	-19.4
pair	MACDhist	MACD	pos-pos	175	53.7	13.9	61.7	0.9	1.5	0.7	15.5	-19.4
pair	MACDhist	LWTI	pos-pos	199	61.0	13.9	61.8	0.9	1.5	0.7	15.5	-18.8
pair	LWTI	MACDhist	pos-pos	199	61.0	13.9	61.8	0.9	1.5	0.7	15.5	-18.8
pair	MACDhist	RSmean	pos-pos	206	63.2	13.8	62.1	0.9	1.4	0.8	15.9	-17.8
pair	RSmean	MACDhist	pos-pos	206	63.2	13.8	62.1	0.9	1.4	0.8	15.9	-17.8
single	MACDhist	MACDhist	pos-pos	208	63.8	13.7	62.0	0.9	1.4	0.8	15.8	-17.8
pair	RSIhist	MRmean	pos-neg	57	17.5	13.6	66.7	0.7	1.0	0.5	22.5	-27.6
single	LWTI	LWTI	pos-pos	275	84.4	13.6	61.1	0.8	1.1	0.3	19.4	-48.3
pair	MRmean	RSIhist	pos-neg	57	17.5	13.6	66.7	0.7	1.0	0.5	22.5	-27.6
single	MACD	MACD	pos-pos	237	72.7	13.3	61.6	0.8	1.1	0.4	18.4	-31.2
pair	MACDhist	RSI	pos-neg	70	21.5	13.2	60.0	0.6	1.0	0.3	24.5	-39.5
pair	RSI	MACDhist	pos-neg	70	21.5	13.2	60.0	0.6	1.0	0.3	24.5	-39.5
pair	RSmean	MACD	pos-pos	233	71.5	13.1	61.8	0.8	1.0	0.4	18.4	-31.2
pair	MACD	RSmean	pos-pos	233	71.5	13.1	61.8	0.8	1.0	0.4	18.4	-31.2
pair	MACDhist	LWTI	neg-pos	76	23.3	13.0	59.2	0.6	0.9	0.3	27.2	-48.3
pair	LWTI	MACDhist	neg-pos	76	23.3	13.0	59.2	0.6	0.9	0.3	27.2	-48.3
single	RSI	RSI	pos-pos	257	78.8	12.9	61.1	0.8	1.1	0.3	18.4	-44.3
pair	RSI	MACDhist	pos-pos	187	57.4	12.8	61.5	0.8	1.4	0.7	15.6	-18.5
pair	MACDhist	MRmean	pos-pos	191	58.6	12.8	62.3	0.9	1.4	0.7	15.0	-18.5
pair	MACDhist	RSI	pos-pos	187	57.4	12.8	61.5	0.8	1.4	0.7	15.6	-18.5
pair	MRmean	MACDhist	pos-pos	191	58.6	12.8	62.3	0.9	1.4	0.7	15.0	-18.5
pair	MACD	MRmean	pos-pos	197	60.4	12.5	61.9	0.8	1.3	0.4	15.6	-31.0
pair	MRmean	MACD	pos-pos	197	60.4	12.5	61.9	0.8	1.3	0.4	15.6	-31.0
pair	LWTI	RSI	pos-pos	250	76.7	12.4	60.8	0.7	1.1	0.3	18.3	-39.4
pair	RSI	LWTI	pos-pos	250	76.7	12.4	60.8	0.7	1.1	0.3	18.3	-39.4
pair	MACDhist	MACD	neg-pos	33	10.1	12.3	63.6	0.8	1.1	1.0	17.6	-12.6
pair	MACD	MACDhist	neg-pos	33	10.1	12.3	63.6	0.8	1.1	1.0	17.6	-12.6
single	RSIhist	RSIhist	pos-pos	188	57.7	12.2	60.1	0.8	1.2	0.5	16.3	-25.8
single	MRmean	MRmean	pos-pos	233	71.5	12.2	62.2	0.8	1.1	0.5	16.8	-25.5
pair	MRmean	RSmean	pos-pos	228	69.9	12.0	62.3	0.8	1.1	0.5	16.9	-25.5
pair	RSmean	MRmean	pos-pos	228	69.9	12.0	62.3	0.8	1.1	0.5	16.9	-25.5
pair	MACDhist	RSIhist	pos-pos	163	50.0	11.9	60.7	0.9	1.3	0.8	14.4	-15.8
pair	RSIhist	MACDhist	pos-pos	163	50.0	11.9	60.7	0.9	1.3	0.8	14.4	-15.8
pair	RSIhist	MRmean	pos-pos	176	54.0	11.7	60.8	0.8	1.3	0.6	14.6	-20.3
pair	MRmean	RSIhist	pos-pos	176	54.0	11.7	60.8	0.8	1.3	0.6	14.6	-20.3
pair	MACDhist	MACD	pos-neg	62	19.0	11.6	61.3	0.6	0.7	0.5	24.9	-25.3
pair	MACD	MACDhist	pos-neg	62	19.0	11.6	61.3	0.6	0.7	0.5	24.9	-25.3
pair	RSmean	LWTI	pos-pos	259	79.4	11.5	60.6	0.7	1.0	0.2	19.0	-48.3
pair	LWTI	RSmean	pos-pos	259	79.4	11.5	60.6	0.7	1.0	0.2	19.0	-48.3
pair	RSIhist	LWTI	pos-pos	170	52.1	11.5	60.0	0.8	1.3	0.7	15.2	-17.4
pair	RSIhist	MACD	pos-pos	148	45.4	11.5	60.1	0.8	1.3	0.6	14.0	-18.1
pair	MACD	RSIhist	pos-pos	148	45.4	11.5	60.1	0.8	1.3	0.6	14.0	-18.1
pair	LWTI	RSIhist	pos-pos	170	52.1	11.5	60.0	0.8	1.3	0.7	15.2	-17.4
pair	RSmean	RSI	pos-pos	242	74.2	11.4	60.7	0.7	1.0	0.3	18.1	-44.3
pair	RSI	RSIhist	pos-pos	168	51.5	11.4	59.5	0.8	1.3	0.6	15.3	-20.2
pair	RSIhist	RSI	pos-pos	168	51.5	11.4	59.5	0.8	1.3	0.6	15.3	-20.2
pair	SLmean	MACDhist	pos-pos	172	52.8	11.4	60.5	0.8	1.2	0.5	15.2	-22.9
pair	MACDhist	SLmean	pos-pos	172	52.8	11.4	60.5	0.8	1.2	0.5	15.2	-22.9
pair	RSI	RSmean	pos-pos	242	74.2	11.4	60.7	0.7	1.0	0.3	18.1	-44.3
pair	MACD	SLmean	pos-pos	179	54.9	11.3	59.8	0.8	1.2	0.4	15.8	-28.6
pair	SLmean	MACD	pos-pos	179	54.9	11.3	59.8	0.8	1.2	0.4	15.8	-28.6
pair	SLmean	RSIhist	pos-pos	176	54.0	11.0	59.7	0.8	1.1	0.5	15.6	-22.9
pair	RSIhist	SLmean	pos-pos	176	54.0	11.0	59.7	0.8	1.1	0.5	15.6	-22.9
pair	RSIhist	RSmean	pos-pos	183	56.1	11.0	60.1	0.7	1.1	0.4	15.9	-25.8
pair	RSmean	RSIhist	pos-pos	183	56.1	11.0	60.1	0.7	1.1	0.4	15.9	-25.8
pair	LWTI	MRmean	pos-pos	224	68.7	10.5	61.2	0.7	1.0	0.3	16.9	-30.5
pair	MACD	MRmean	pos-neg	36	11.0	10.5	63.9	0.6	0.8	0.5	22.8	-23.4
pair	MRmean	MACD	pos-neg	36	11.0	10.5	63.9	0.6	0.8	0.5	22.8	-23.4
pair	MRmean	LWTI	pos-pos	224	68.7	10.5	61.2	0.7	1.0	0.3	16.9	-30.5
single	SLmean	SLmean	pos-pos	216	66.3	10.2	59.7	0.6	0.9	0.3	17.6	-38.2
pair	RSI	MRmean	pos-pos	221	67.8	10.1	60.6	0.7	1.0	0.3	17.0	-32.8
pair	MRmean	RSI	pos-pos	221	67.8	10.1	60.6	0.7	1.0	0.3	17.0	-32.8
pair	MACD	LWTI	neg-pos	49	15.0	10.0	59.2	0.5	0.7	0.2	28.2	-48.3
pair	LWTI	MACD	neg-pos	49	15.0	10.0	59.2	0.5	0.7	0.2	28.2	-48.3
pair	RSmean	SLmean	pos-pos	211	64.7	9.9	59.7	0.6	0.9	0.3	17.7	-38.2
pair	SLmean	RSmean	pos-pos	211	64.7	9.9	59.7	0.6	0.9	0.3	17.7	-38.2
pair	MRmean	SLmean	pos-pos	206	63.2	9.6	59.7	0.6	0.9	0.3	16.7	-36.8
pair	SLmean	MRmean	pos-pos	206	63.2	9.6	59.7	0.6	0.9	0.3	16.7	-36.8
pair		benchmark___benchmark_	benchmark-benchmark	326	100.0	9.4	59.5	0.5	0.7	0.1	22.7	-80.5
pair	benchmark___benchmark_		benchmark-benchmark	326	100.0	9.4	59.5	0.5	0.7	0.1	22.7	-80.5
pair	MRmean	MACDhist	pos-neg	42	12.9	9.2	61.9	0.5	0.7	0.3	23.6	-27.8
pair	MACDhist	MRmean	pos-neg	42	12.9	9.2	61.9	0.5	0.7	0.3	23.6	-27.8
pair	RSmean	LWTI	neg-neg	1	0.3	8.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.3	8.9	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	9	2.8	8.7	66.7	0.5	0.5	2.6	23.2	-3.4
pair	MACDhist	LWTI	pos-neg	9	2.8	8.7	66.7	0.5	0.5	2.6	23.2	-3.4
pair	SLmean	LWTI	pos-pos	200	61.3	7.9	58.5	0.5	0.8	0.2	16.7	-39.3
pair	LWTI	SLmean	pos-pos	200	61.3	7.9	58.5	0.5	0.8	0.2	16.7	-39.3
single	SLmean	SLmean	neg-neg	110	33.7	7.8	59.1	0.4	0.6	0.1	30.4	-73.9
pair	RSI	SLmean	pos-pos	201	61.7	7.8	58.2	0.5	0.8	0.2	17.0	-49.2
pair	SLmean	RSI	pos-pos	201	61.7	7.8	58.2	0.5	0.8	0.2	17.0	-49.2
single	RSmean	RSmean	pos-pos	309	94.8	7.5	58.9	0.4	0.6	0.1	22.6	-80.5
pair	RSIhist	SLmean	pos-neg	40	12.3	6.6	60.0	0.4	0.6	0.2	24.9	-39.3
pair	SLmean	RSIhist	pos-neg	40	12.3	6.6	60.0	0.4	0.6	0.2	24.9	-39.3
single	RSIhist	RSIhist	neg-neg	138	42.3	5.6	58.7	0.3	0.5	0.1	29.3	-77.2
pair	MACDhist	SLmean	pos-neg	44	13.5	5.4	56.8	0.3	0.5	0.1	25.0	-38.2
pair	SLmean	MACDhist	pos-neg	44	13.5	5.4	56.8	0.3	0.5	0.1	25.0	-38.2
pair	RSIhist	SLmean	neg-neg	98	30.1	5.2	58.2	0.3	0.5	0.1	31.1	-70.1
pair	SLmean	RSIhist	neg-neg	98	30.1	5.2	58.2	0.3	0.5	0.1	31.1	-70.1
pair	MACD	SLmean	pos-neg	37	11.3	5.1	59.5	0.3	0.5	0.1	24.9	-38.2
pair	SLmean	MACD	pos-neg	37	11.3	5.1	59.5	0.3	0.5	0.1	24.9	-38.2
pair	RSI	MACD	neg-pos	36	11.0	5.0	55.6	0.3	0.5	0.1	25.6	-33.7
pair	MACD	RSI	neg-pos	36	11.0	5.0	55.6	0.3	0.5	0.1	25.6	-33.7
single	MRmean	MRmean	neg-neg	93	28.5	2.7	52.7	0.2	0.4	0.0	33.3	-74.5
pair	RSmean	RSIhist	pos-neg	126	38.7	2.6	57.1	0.2	0.4	0.0	29.8	-77.2
pair	RSIhist	RSmean	pos-neg	126	38.7	2.6	57.1	0.2	0.4	0.0	29.8	-77.2
pair	SLmean	RSmean	neg-pos	98	30.1	2.3	57.1	0.2	0.3	0.0	30.7	-73.9
pair	RSmean	SLmean	neg-pos	98	30.1	2.3	57.1	0.2	0.3	0.0	30.7	-73.9
single	MACDhist	MACDhist	neg-neg	118	36.2	2.2	55.1	0.2	0.4	0.0	31.4	-81.2
pair	RSI	MACD	pos-neg	16	4.9	1.5	56.2	0.2	0.2	0.1	32.6	-13.1
pair	MACD	RSI	pos-neg	16	4.9	1.5	56.2	0.2	0.2	0.1	32.6	-13.1
pair	SLmean	MRmean	neg-neg	83	25.5	0.5	51.8	0.2	0.3	0.0	33.5	-74.6
pair	MRmean	SLmean	neg-neg	83	25.5	0.5	51.8	0.2	0.3	0.0	33.5	-74.6
pair	RSIhist	MRmean	neg-neg	81	24.8	0.4	53.1	0.2	0.3	0.0	33.4	-71.8
pair	MRmean	RSIhist	neg-neg	81	24.8	0.4	53.1	0.2	0.3	0.0	33.4	-71.8
pair	SLmean	MACDhist	neg-neg	74	22.7	0.4	54.1	0.2	0.3	0.0	34.8	-78.4
pair	MACDhist	SLmean	neg-neg	74	22.7	0.4	54.1	0.2	0.3	0.0	34.8	-78.4
single	MACD	MACD	neg-neg	89	27.3	-0.5	53.9	0.1	0.2	-0.0	31.5	-74.0
pair	RSIhist	MACDhist	neg-neg	93	28.5	-0.8	54.8	0.1	0.2	-0.0	32.8	-78.1
pair	MACDhist	RSIhist	neg-neg	93	28.5	-0.8	54.8	0.1	0.2	-0.0	32.8	-78.1
pair	MACDhist	MRmean	neg-neg	76	23.3	-1.5	51.3	0.1	0.2	-0.0	35.1	-74.5
pair	MRmean	MACDhist	neg-neg	76	23.3	-1.5	51.3	0.1	0.2	-0.0	35.1	-74.5
single	RSI	RSI	neg-neg	69	21.2	-2.8	53.6	0.1	0.1	-0.0	34.4	-72.9
pair	MACDhist	RSmean	neg-pos	2	0.6	-3.5	50.0	-0.7	0.0	-2.7	4.9	-1.3
pair	RSmean	MACDhist	neg-pos	2	0.6	-3.5	50.0	-0.7	0.0	-2.7	4.9	-1.3
pair	MACD	RSI	neg-neg	53	16.3	-4.0	52.8	0.1	0.1	-0.1	35.2	-64.0
pair	RSI	MACD	neg-neg	53	16.3	-4.0	52.8	0.1	0.1	-0.1	35.2	-64.0
pair	SLmean	MACD	neg-neg	52	16.0	-4.2	50.0	0.1	0.1	-0.1	35.7	-65.3
pair	MACD	SLmean	neg-neg	52	16.0	-4.2	50.0	0.1	0.1	-0.1	35.7	-65.3
pair	RSmean	MRmean	neg-pos	81	24.8	-4.3	49.4	0.0	0.1	-0.1	33.9	-72.9
pair	RSmean	MACDhist	pos-neg	103	31.6	-4.3	52.4	0.0	0.0	-0.1	32.0	-81.2
pair	MACDhist	RSmean	pos-neg	103	31.6	-4.3	52.4	0.0	0.0	-0.1	32.0	-81.2
pair	MRmean	RSmean	neg-pos	81	24.8	-4.3	49.4	0.0	0.1	-0.1	33.9	-72.9
pair	RSmean	RSI	pos-neg	67	20.6	-5.5	52.2	0.0	0.0	-0.1	34.3	-68.3
pair	RSI	RSmean	pos-neg	67	20.6	-5.5	52.2	0.0	0.0	-0.1	34.3	-68.3
pair	MACD	MRmean	neg-neg	53	16.3	-7.3	47.2	-0.0	-0.1	-0.1	36.4	-66.0
pair	MACD	MACDhist	neg-neg	56	17.2	-7.3	48.2	-0.0	-0.0	-0.1	37.4	-74.0
pair	MACDhist	MACD	neg-neg	56	17.2	-7.3	48.2	-0.0	-0.0	-0.1	37.4	-74.0
pair	MRmean	MACD	neg-neg	53	16.3	-7.3	47.2	-0.0	-0.1	-0.1	36.4	-66.0
pair	LWTI	MACD	pos-neg	11	3.4	-7.6	63.6	-0.0	-0.0	-0.6	38.4	-12.4
pair	MACD	LWTI	pos-neg	11	3.4	-7.6	63.6	-0.0	-0.0	-0.6	38.4	-12.4
pair	MACD	RSmean	pos-neg	76	23.3	-8.2	50.0	-0.1	-0.2	-0.1	32.1	-74.0
pair	RSmean	MACD	pos-neg	76	23.3	-8.2	50.0	-0.1	-0.2	-0.1	32.1	-74.0
pair	RSIhist	RSI	neg-neg	49	15.0	-10.6	49.0	-0.1	-0.2	-0.1	37.9	-70.8
pair	RSI	RSIhist	neg-neg	49	15.0	-10.6	49.0	-0.1	-0.2	-0.1	37.9	-70.8
single	LWTI	LWTI	neg-neg	51	15.6	-11.0	51.0	-0.1	-0.2	-0.2	35.6	-62.1
pair	MACD	RSIhist	neg-neg	49	15.0	-11.3	49.0	-0.1	-0.3	-0.2	37.0	-66.9
pair	RSIhist	MACD	neg-neg	49	15.0	-11.3	49.0	-0.1	-0.3	-0.2	37.0	-66.9
pair	LWTI	RSmean	pos-neg	50	15.3	-11.4	50.0	-0.1	-0.3	-0.2	35.9	-62.4
pair	RSmean	LWTI	pos-neg	50	15.3	-11.4	50.0	-0.1	-0.3	-0.2	35.9	-62.4
pair	LWTI	MACD	neg-neg	40	12.3	-11.9	47.5	-0.2	-0.3	-0.2	35.3	-58.9
pair	MACD	LWTI	neg-neg	40	12.3	-11.9	47.5	-0.2	-0.3	-0.2	35.3	-58.9
pair	MACDhist	RSI	neg-neg	48	14.7	-11.9	47.9	-0.1	-0.2	-0.2	39.4	-74.0
pair	RSI	MACDhist	neg-neg	48	14.7	-11.9	47.9	-0.1	-0.2	-0.2	39.4	-74.0
pair	RSI	MRmean	neg-neg	57	17.5	-12.1	45.6	-0.2	-0.3	-0.2	37.1	-75.0
pair	MRmean	RSI	neg-neg	57	17.5	-12.1	45.6	-0.2	-0.3	-0.2	37.1	-75.0
pair	SLmean	RSI	neg-neg	54	16.6	-13.5	46.3	-0.2	-0.3	-0.2	36.5	-73.5
pair	RSI	SLmean	neg-neg	54	16.6	-13.5	46.3	-0.2	-0.3	-0.2	36.5	-73.5
pair	MACDhist	LWTI	neg-neg	42	12.9	-14.7	47.6	-0.2	-0.4	-0.2	37.8	-62.2
pair	LWTI	MACDhist	neg-neg	42	12.9	-14.7	47.6	-0.2	-0.4	-0.2	37.8	-62.2
pair	RSI	LWTI	neg-neg	44	13.5	-16.5	47.7	-0.3	-0.5	-0.3	37.2	-62.1
pair	LWTI	RSI	neg-neg	44	13.5	-16.5	47.7	-0.3	-0.5	-0.3	37.2	-62.1
pair	MRmean	LWTI	neg-neg	42	12.9	-22.0	42.9	-0.5	-0.8	-0.3	38.0	-65.4
pair	LWTI	MRmean	neg-neg	42	12.9	-22.0	42.9	-0.5	-0.8	-0.3	38.0	-65.4
pair	LWTI	RSIhist	neg-neg	33	10.1	-24.0	45.5	-0.5	-0.9	-0.4	39.9	-61.2
pair	RSIhist	LWTI	neg-neg	33	10.1	-24.0	45.5	-0.5	-0.9	-0.4	39.9	-61.2
pair	SLmean	LWTI	neg-neg	35	10.7	-28.3	40.0	-0.7	-1.2	-0.4	38.2	-64.8
pair	LWTI	SLmean	neg-neg	35	10.7	-28.3	40.0	-0.7	-1.2	-0.4	38.2	-64.8

All Contingency Tables for XLK

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 60% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -36.8% Months 206M (63%)	CAGR 33.8% \| Win 82% Sharpe 1.75 \| Sortino 3.28 \| Calmar 3.9 Vol 18% \| MDD -8.6% Months 27M (8%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 22.6% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 1.6 Vol 33% \| MDD -13.9% Months 10M (3%)	CAGR 0.5% \| Win 52% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -74.6% Months 83M (26%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
SLmean only	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.0% \| Win 62% Sharpe 0.76 \| Sortino 1.09 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 228M (70%)	CAGR 21.1% \| Win 60% Sharpe 1.25 \| Sortino 38.88 \| Calmar 7.6 Vol 16% \| MDD -2.8% Months 5M (2%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR -4.3% \| Win 49% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -72.9% Months 81M (25%)	CAGR 65.1% \| Win 75% Sharpe 2.10 \| Sortino 2.96 \| Calmar 6.6 Vol 26% \| MDD -9.9% Months 12M (4%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
RSmean only	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 62% Sharpe 0.84 \| Sortino 1.27 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 197M (60%)	CAGR 10.5% \| Win 64% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.5 Vol 23% \| MDD -23.4% Months 36M (11%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 17.6% \| Win 60% Sharpe 0.72 \| Sortino 0.93 \| Calmar 1.0 Vol 29% \| MDD -17.4% Months 40M (12%)	CAGR -7.3% \| Win 47% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 36% \| MDD -66.0% Months 53M (16%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
MACD only	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 61% Sharpe 0.66 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -32.8% Months 221M (68%)	CAGR 56.7% \| Win 92% Sharpe 4.53 \| Sortino 0.00 \| Calmar 65.1 Vol 10% \| MDD -0.9% Months 12M (4%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 31.3% \| Win 64% Sharpe 1.21 \| Sortino 2.14 \| Calmar 1.0 Vol 25% \| MDD -31.7% Months 36M (11%)	CAGR -12.1% \| Win 46% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.2 Vol 37% \| MDD -75.0% Months 57M (18%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
RSI only	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.8% \| Win 62% Sharpe 0.88 \| Sortino 1.39 \| Calmar 0.7 Vol 15% \| MDD -18.5% Months 191M (59%)	CAGR 9.2% \| Win 62% Sharpe 0.49 \| Sortino 0.70 \| Calmar 0.3 Vol 24% \| MDD -27.8% Months 42M (13%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 23.6% \| Win 59% Sharpe 1.02 \| Sortino 1.64 \| Calmar 5.3 Vol 23% \| MDD -4.4% Months 17M (5%)	CAGR -1.5% \| Win 51% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 35% \| MDD -74.5% Months 76M (23%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.7% \| Win 61% Sharpe 0.83 \| Sortino 1.30 \| Calmar 0.6 Vol 15% \| MDD -20.3% Months 176M (54%)	CAGR 13.6% \| Win 67% Sharpe 0.68 \| Sortino 0.97 \| Calmar 0.5 Vol 22% \| MDD -27.6% Months 57M (18%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 19.5% \| Win 50% Sharpe 0.69 \| Sortino 1.13 \| Calmar 1.1 Vol 33% \| MDD -18.3% Months 12M (4%)	CAGR 0.4% \| Win 53% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 33% \| MDD -71.8% Months 81M (25%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.5% \| Win 61% Sharpe 0.68 \| Sortino 0.98 \| Calmar 0.3 Vol 17% \| MDD -30.5% Months 224M (69%)	CAGR 64.3% \| Win 89% Sharpe 4.22 \| Sortino 0.00 \| Calmar 541.0 Vol 12% \| MDD -0.1% Months 9M (3%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 28.8% \| Win 61% Sharpe 1.06 \| Sortino 1.66 \| Calmar 0.9 Vol 28% \| MDD -32.5% Months 51M (16%)	CAGR -22.0% \| Win 43% Sharpe -0.46 \| Sortino -0.81 \| Calmar -0.3 Vol 38% \| MDD -65.4% Months 42M (13%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 60% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 211M (65%)	CAGR 21.1% \| Win 60% Sharpe 1.25 \| Sortino 38.88 \| Calmar 7.6 Vol 16% \| MDD -2.8% Months 5M (2%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 2.3% \| Win 57% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.0 Vol 31% \| MDD -73.9% Months 98M (30%)	CAGR 65.1% \| Win 75% Sharpe 2.10 \| Sortino 2.96 \| Calmar 6.6 Vol 26% \| MDD -9.9% Months 12M (4%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
RSmean only	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 11.3% \| Win 60% Sharpe 0.76 \| Sortino 1.17 \| Calmar 0.4 Vol 16% \| MDD -28.6% Months 179M (55%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 25% \| MDD -38.2% Months 37M (11%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 19.9% \| Win 67% Sharpe 0.86 \| Sortino 1.05 \| Calmar 1.3 Vol 25% \| MDD -14.9% Months 58M (18%)	CAGR -4.2% \| Win 50% Sharpe 0.05 \| Sortino 0.10 \| Calmar -0.1 Vol 36% \| MDD -65.3% Months 52M (16%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
MACD only	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 58% Sharpe 0.53 \| Sortino 0.76 \| Calmar 0.2 Vol 17% \| MDD -49.2% Months 201M (62%)	CAGR 48.4% \| Win 80% Sharpe 1.86 \| Sortino 1.81 \| Calmar 3.7 Vol 23% \| MDD -13.2% Months 15M (5%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 33.4% \| Win 71% Sharpe 1.43 \| Sortino 2.35 \| Calmar 1.4 Vol 22% \| MDD -23.4% Months 56M (17%)	CAGR -13.5% \| Win 46% Sharpe -0.21 \| Sortino -0.35 \| Calmar -0.2 Vol 36% \| MDD -73.5% Months 54M (17%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
RSI only	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 60% Sharpe 0.79 \| Sortino 1.19 \| Calmar 0.5 Vol 15% \| MDD -22.9% Months 172M (53%)	CAGR 5.4% \| Win 57% Sharpe 0.33 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -38.2% Months 44M (14%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 24.9% \| Win 69% Sharpe 1.32 \| Sortino 2.65 \| Calmar 2.4 Vol 18% \| MDD -10.4% Months 36M (11%)	CAGR 0.4% \| Win 54% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.0 Vol 35% \| MDD -78.4% Months 74M (23%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.0% \| Win 60% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.5 Vol 16% \| MDD -22.9% Months 176M (54%)	CAGR 6.6% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 25% \| MDD -39.3% Months 40M (12%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 31.3% \| Win 67% Sharpe 1.21 \| Sortino 1.54 \| Calmar 1.9 Vol 25% \| MDD -16.9% Months 12M (4%)	CAGR 5.2% \| Win 58% Sharpe 0.32 \| Sortino 0.49 \| Calmar 0.1 Vol 31% \| MDD -70.1% Months 98M (30%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 58% Sharpe 0.54 \| Sortino 0.78 \| Calmar 0.2 Vol 17% \| MDD -39.3% Months 200M (61%)	CAGR 42.9% \| Win 75% Sharpe 1.54 \| Sortino 1.91 \| Calmar 3.2 Vol 26% \| MDD -13.2% Months 16M (5%)	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)
SLmean neg	CAGR 30.5% \| Win 68% Sharpe 1.21 \| Sortino 1.81 \| Calmar 0.9 Vol 25% \| MDD -32.5% Months 75M (23%)	CAGR -28.3% \| Win 40% Sharpe -0.67 \| Sortino -1.16 \| Calmar -0.4 Vol 38% \| MDD -64.8% Months 35M (11%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 13.1% \| Win 62% Sharpe 0.77 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 233M (72%)	CAGR -8.2% \| Win 50% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.1 Vol 32% \| MDD -74.0% Months 76M (23%)	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)
RSmean neg	CAGR 24.4% \| Win 50% Sharpe 1.25 \| Sortino 44.53 \| Calmar 16.2 Vol 19% \| MDD -1.5% Months 4M (1%)	CAGR 59.9% \| Win 77% Sharpe 2.03 \| Sortino 2.77 \| Calmar 6.0 Vol 25% \| MDD -9.9% Months 13M (4%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)
MACD only	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 11.4% \| Win 61% Sharpe 0.69 \| Sortino 1.04 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 242M (74%)	CAGR -5.5% \| Win 52% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 34% \| MDD -68.3% Months 67M (21%)	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)
RSmean neg	CAGR 40.7% \| Win 67% Sharpe 1.68 \| Sortino 2.68 \| Calmar 14.7 Vol 22% \| MDD -2.8% Months 15M (5%)	CAGR 153.0% \| Win 100% Sharpe 2.68 \| Sortino 0.00 \| Calmar 0.0 Vol 37% \| MDD 0.0% Months 2M (1%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)
RSI only	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.8% \| Win 62% Sharpe 0.90 \| Sortino 1.43 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 206M (63%)	CAGR -4.3% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.1 Vol 32% \| MDD -81.2% Months 103M (32%)	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)
RSmean neg	CAGR -3.5% \| Win 50% Sharpe -0.71 \| Sortino 0.00 \| Calmar -2.7 Vol 5% \| MDD -1.3% Months 2M (1%)	CAGR 60.0% \| Win 73% Sharpe 2.08 \| Sortino 3.27 \| Calmar 6.0 Vol 24% \| MDD -9.9% Months 15M (5%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.0% \| Win 60% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 16% \| MDD -25.8% Months 183M (56%)	CAGR 2.6% \| Win 57% Sharpe 0.24 \| Sortino 0.36 \| Calmar 0.0 Vol 30% \| MDD -77.2% Months 126M (39%)	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)
RSmean neg	CAGR 68.0% \| Win 60% Sharpe 2.11 \| Sortino 106.32 \| Calmar 24.5 Vol 26% \| MDD -2.8% Months 5M (2%)	CAGR 44.1% \| Win 75% Sharpe 1.71 \| Sortino 2.16 \| Calmar 4.4 Vol 23% \| MDD -9.9% Months 12M (4%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.5% \| Win 61% Sharpe 0.67 \| Sortino 0.98 \| Calmar 0.2 Vol 19% \| MDD -48.3% Months 259M (79%)	CAGR -11.4% \| Win 50% Sharpe -0.15 \| Sortino -0.26 \| Calmar -0.2 Vol 36% \| MDD -62.4% Months 50M (15%)	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)
RSmean neg	CAGR 53.9% \| Win 69% Sharpe 1.94 \| Sortino 3.38 \| Calmar 5.4 Vol 24% \| MDD -9.9% Months 16M (5%)	CAGR 8.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 14.2% \| Win 62% Sharpe 0.87 \| Sortino 1.36 \| Calmar 0.3 Vol 17% \| MDD -44.3% Months 221M (68%)	CAGR 1.5% \| Win 56% Sharpe 0.21 \| Sortino 0.23 \| Calmar 0.1 Vol 33% \| MDD -13.1% Months 16M (5%)	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)
MACD neg	CAGR 5.0% \| Win 56% Sharpe 0.32 \| Sortino 0.52 \| Calmar 0.1 Vol 26% \| MDD -33.7% Months 36M (11%)	CAGR -4.0% \| Win 53% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.1 Vol 35% \| MDD -64.0% Months 53M (16%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)
RSI only	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 13.9% \| Win 62% Sharpe 0.92 \| Sortino 1.51 \| Calmar 0.7 Vol 16% \| MDD -19.4% Months 175M (54%)	CAGR 11.6% \| Win 61% Sharpe 0.57 \| Sortino 0.73 \| Calmar 0.5 Vol 25% \| MDD -25.3% Months 62M (19%)	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)
MACD neg	CAGR 12.3% \| Win 64% Sharpe 0.75 \| Sortino 1.06 \| Calmar 1.0 Vol 18% \| MDD -12.6% Months 33M (10%)	CAGR -7.3% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 37% \| MDD -74.0% Months 56M (17%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.5% \| Win 60% Sharpe 0.85 \| Sortino 1.31 \| Calmar 0.6 Vol 14% \| MDD -18.1% Months 148M (45%)	CAGR 16.3% \| Win 64% Sharpe 0.76 \| Sortino 1.02 \| Calmar 0.6 Vol 24% \| MDD -26.2% Months 89M (27%)	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)
MACD neg	CAGR 14.7% \| Win 60% Sharpe 0.71 \| Sortino 1.15 \| Calmar 0.6 Vol 23% \| MDD -25.8% Months 40M (12%)	CAGR -11.3% \| Win 49% Sharpe -0.14 \| Sortino -0.27 \| Calmar -0.2 Vol 37% \| MDD -66.9% Months 49M (15%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.4% \| Win 62% Sharpe 0.88 \| Sortino 1.42 \| Calmar 0.5 Vol 17% \| MDD -31.2% Months 226M (69%)	CAGR -7.6% \| Win 64% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.6 Vol 38% \| MDD -12.4% Months 11M (3%)	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)
MACD neg	CAGR 10.0% \| Win 59% Sharpe 0.48 \| Sortino 0.73 \| Calmar 0.2 Vol 28% \| MDD -48.3% Months 49M (15%)	CAGR -11.9% \| Win 48% Sharpe -0.19 \| Sortino -0.35 \| Calmar -0.2 Vol 35% \| MDD -58.9% Months 40M (12%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.8% \| Win 62% Sharpe 0.85 \| Sortino 1.40 \| Calmar 0.7 Vol 16% \| MDD -18.5% Months 187M (57%)	CAGR 13.2% \| Win 60% Sharpe 0.63 \| Sortino 0.99 \| Calmar 0.3 Vol 24% \| MDD -39.5% Months 70M (22%)	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)
RSI neg	CAGR 22.0% \| Win 67% Sharpe 1.19 \| Sortino 1.42 \| Calmar 5.0 Vol 18% \| MDD -4.4% Months 21M (6%)	CAGR -11.9% \| Win 48% Sharpe -0.13 \| Sortino -0.22 \| Calmar -0.2 Vol 39% \| MDD -74.0% Months 48M (15%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.4% \| Win 60% Sharpe 0.78 \| Sortino 1.27 \| Calmar 0.6 Vol 15% \| MDD -20.2% Months 168M (52%)	CAGR 15.8% \| Win 64% Sharpe 0.75 \| Sortino 1.16 \| Calmar 0.4 Vol 23% \| MDD -40.3% Months 89M (27%)	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)
RSI neg	CAGR 19.5% \| Win 65% Sharpe 0.87 \| Sortino 1.06 \| Calmar 1.2 Vol 24% \| MDD -16.4% Months 20M (6%)	CAGR -10.6% \| Win 49% Sharpe -0.10 \| Sortino -0.18 \| Calmar -0.1 Vol 38% \| MDD -70.8% Months 49M (15%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.4% \| Win 61% Sharpe 0.73 \| Sortino 1.12 \| Calmar 0.3 Vol 18% \| MDD -39.4% Months 250M (77%)	CAGR 33.2% \| Win 71% Sharpe 1.41 \| Sortino 1.57 \| Calmar 4.0 Vol 22% \| MDD -8.2% Months 7M (2%)	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)
RSI neg	CAGR 27.3% \| Win 64% Sharpe 1.00 \| Sortino 1.30 \| Calmar 1.0 Vol 28% \| MDD -28.4% Months 25M (8%)	CAGR -16.5% \| Win 48% Sharpe -0.30 \| Sortino -0.51 \| Calmar -0.3 Vol 37% \| MDD -62.1% Months 44M (14%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.9% \| Win 61% Sharpe 0.86 \| Sortino 1.29 \| Calmar 0.8 Vol 14% \| MDD -15.8% Months 163M (50%)	CAGR 20.4% \| Win 67% Sharpe 1.02 \| Sortino 1.85 \| Calmar 1.2 Vol 20% \| MDD -17.5% Months 45M (14%)	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)
MACDhist neg	CAGR 14.3% \| Win 56% Sharpe 0.64 \| Sortino 1.13 \| Calmar 0.6 Vol 26% \| MDD -23.6% Months 25M (8%)	CAGR -0.8% \| Win 55% Sharpe 0.14 \| Sortino 0.22 \| Calmar -0.0 Vol 33% \| MDD -78.1% Months 93M (28%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)
RSIhist only	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.9% \| Win 62% Sharpe 0.92 \| Sortino 1.52 \| Calmar 0.7 Vol 16% \| MDD -18.8% Months 199M (61%)	CAGR 8.7% \| Win 67% Sharpe 0.47 \| Sortino 0.48 \| Calmar 2.6 Vol 23% \| MDD -3.4% Months 9M (3%)	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)
MACDhist neg	CAGR 13.0% \| Win 59% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.3 Vol 27% \| MDD -48.3% Months 76M (23%)	CAGR -14.7% \| Win 48% Sharpe -0.23 \| Sortino -0.40 \| Calmar -0.2 Vol 38% \| MDD -62.2% Months 42M (13%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.5% \| Win 60% Sharpe 0.80 \| Sortino 1.29 \| Calmar 0.7 Vol 15% \| MDD -17.4% Months 170M (52%)	CAGR 18.8% \| Win 61% Sharpe 0.81 \| Sortino 1.03 \| Calmar 1.1 Vol 25% \| MDD -16.4% Months 18M (6%)	CAGR 12.2% \| Win 60% Sharpe 0.79 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -25.8% Months 188M (58%)
RSIhist neg	CAGR 17.2% \| Win 63% Sharpe 0.77 \| Sortino 1.15 \| Calmar 0.4 Vol 25% \| MDD -44.6% Months 105M (32%)	CAGR -24.0% \| Win 46% Sharpe -0.48 \| Sortino -0.93 \| Calmar -0.4 Vol 40% \| MDD -61.2% Months 33M (10%)	CAGR 5.6% \| Win 59% Sharpe 0.34 \| Sortino 0.51 \| Calmar 0.1 Vol 29% \| MDD -77.2% Months 138M (42%)
LWTI only	CAGR 13.6% \| Win 61% Sharpe 0.76 \| Sortino 1.13 \| Calmar 0.3 Vol 19% \| MDD -48.3% Months 275M (84%)	CAGR -11.0% \| Win 51% Sharpe -0.15 \| Sortino -0.24 \| Calmar -0.2 Vol 36% \| MDD -62.1% Months 51M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 60% Sharpe 0.64 \| Sortino 0.91 \| Calmar 0.3 Vol 17% \| MDD -36.8% Months 206M (63%)	CAGR 33.8% \| Win 82% Sharpe 1.75 \| Sortino 3.28 \| Calmar 3.9 Vol 18% \| MDD -8.6% Months 27M (8%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 22.6% \| Win 60% Sharpe 0.77 \| Sortino 1.60 \| Calmar 1.6 Vol 33% \| MDD -13.9% Months 10M (3%)	CAGR 0.5% \| Win 52% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 34% \| MDD -74.6% Months 83M (26%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
SLmean only	CAGR 10.2% \| Win 60% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -38.2% Months 216M (66%)	CAGR 7.8% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 30% \| MDD -73.9% Months 110M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.0% \| Win 62% Sharpe 0.76 \| Sortino 1.09 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 228M (70%)	CAGR 21.1% \| Win 60% Sharpe 1.25 \| Sortino 38.88 \| Calmar 7.6 Vol 16% \| MDD -2.8% Months 5M (2%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR -4.3% \| Win 49% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.1 Vol 34% \| MDD -72.9% Months 81M (25%)	CAGR 65.1% \| Win 75% Sharpe 2.10 \| Sortino 2.96 \| Calmar 6.6 Vol 26% \| MDD -9.9% Months 12M (4%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
RSmean only	CAGR 7.5% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -80.5% Months 309M (95%)	CAGR 50.8% \| Win 71% Sharpe 1.89 \| Sortino 3.22 \| Calmar 5.1 Vol 23% \| MDD -9.9% Months 17M (5%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 62% Sharpe 0.84 \| Sortino 1.27 \| Calmar 0.4 Vol 16% \| MDD -31.0% Months 197M (60%)	CAGR 10.5% \| Win 64% Sharpe 0.56 \| Sortino 0.79 \| Calmar 0.5 Vol 23% \| MDD -23.4% Months 36M (11%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 17.6% \| Win 60% Sharpe 0.72 \| Sortino 0.93 \| Calmar 1.0 Vol 29% \| MDD -17.4% Months 40M (12%)	CAGR -7.3% \| Win 47% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 36% \| MDD -66.0% Months 53M (16%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
MACD only	CAGR 13.3% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 0.4 Vol 18% \| MDD -31.2% Months 237M (73%)	CAGR -0.5% \| Win 54% Sharpe 0.14 \| Sortino 0.24 \| Calmar -0.0 Vol 32% \| MDD -74.0% Months 89M (27%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 61% Sharpe 0.66 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -32.8% Months 221M (68%)	CAGR 56.7% \| Win 92% Sharpe 4.53 \| Sortino 0.00 \| Calmar 65.1 Vol 10% \| MDD -0.9% Months 12M (4%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 31.3% \| Win 64% Sharpe 1.21 \| Sortino 2.14 \| Calmar 1.0 Vol 25% \| MDD -31.7% Months 36M (11%)	CAGR -12.1% \| Win 46% Sharpe -0.16 \| Sortino -0.27 \| Calmar -0.2 Vol 37% \| MDD -75.0% Months 57M (18%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
RSI only	CAGR 12.9% \| Win 61% Sharpe 0.75 \| Sortino 1.15 \| Calmar 0.3 Vol 18% \| MDD -44.3% Months 257M (79%)	CAGR -2.8% \| Win 54% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 34% \| MDD -72.9% Months 69M (21%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 12.8% \| Win 62% Sharpe 0.88 \| Sortino 1.39 \| Calmar 0.7 Vol 15% \| MDD -18.5% Months 191M (59%)	CAGR 9.2% \| Win 62% Sharpe 0.49 \| Sortino 0.70 \| Calmar 0.3 Vol 24% \| MDD -27.8% Months 42M (13%)	CAGR 12.2% \| Win 62% Sharpe 0.77 \| Sortino 1.11 \| Calmar 0.5 Vol 17% \| MDD -25.5% Months 233M (72%)
MRmean neg	CAGR 23.6% \| Win 59% Sharpe 1.02 \| Sortino 1.64 \| Calmar 5.3 Vol 23% \| MDD -4.4% Months 17M (5%)	CAGR -1.5% \| Win 51% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 35% \| MDD -74.5% Months 76M (23%)	CAGR 2.7% \| Win 53% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 33% \| MDD -74.5% Months 93M (28%)
MACDhist only	CAGR 13.7% \| Win 62% Sharpe 0.89 \| Sortino 1.41 \| Calmar 0.8 Vol 16% \| MDD -17.8% Months 208M (64%)	CAGR 2.2% \| Win 55% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.0 Vol 31% \| MDD -81.2% Months 118M (36%)