XLU - State Street Utilities Select Sector SPDR ETF

Signal Pair Analysis

MRmean-MACDhist

Best Pair

52.4%

Best CAGR

Total Months

6.0%

Avg CAGR

XLU 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 XLU

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	MRmean	neg-pos	3	0.9	52.4	100.0	3.6	0.0	0.0	12.1	0.0
pair	MRmean	MACDhist	neg-pos	3	0.9	52.4	100.0	3.6	0.0	0.0	12.1	0.0
pair	MRmean	LWTI	pos-neg	13	3.9	30.2	69.2	1.4	3.3	4.5	19.6	-6.7
pair	LWTI	MRmean	pos-neg	13	3.9	30.2	69.2	1.4	3.3	4.5	19.6	-6.7
pair	LWTI	RSIhist	pos-neg	19	5.7	29.3	73.7	1.5	3.2	4.4	18.3	-6.7
pair	RSIhist	LWTI	pos-neg	19	5.7	29.3	73.7	1.5	3.2	4.4	18.3	-6.7
pair	SLmean	RSI	pos-neg	16	4.8	27.6	81.2	1.6	4.0	4.1	15.6	-6.7
pair	RSI	SLmean	pos-neg	16	4.8	27.6	81.2	1.6	4.0	4.1	15.6	-6.7
pair	RSI	LWTI	pos-neg	7	2.1	25.8	57.1	1.1	2.7	2.9	23.4	-8.9
pair	LWTI	RSI	pos-neg	7	2.1	25.8	57.1	1.1	2.7	2.9	23.4	-8.9
pair	RSI	MRmean	pos-neg	14	4.2	25.7	71.4	1.6	2.6	3.9	14.8	-6.7
pair	MRmean	RSI	pos-neg	14	4.2	25.7	71.4	1.6	2.6	3.9	14.8	-6.7
pair	SLmean	RSIhist	neg-pos	11	3.3	25.7	72.7	1.9	7.0	4.8	12.8	-5.4
pair	RSIhist	SLmean	neg-pos	11	3.3	25.7	72.7	1.9	7.0	4.8	12.8	-5.4
pair	RSI	RSIhist	neg-pos	20	6.0	25.0	75.0	1.6	2.9	3.8	15.2	-6.7
pair	RSIhist	RSI	neg-pos	20	6.0	25.0	75.0	1.6	2.9	3.8	15.2	-6.7
pair	MACDhist	SLmean	neg-pos	29	8.7	23.2	72.4	1.6	1.9	1.8	13.7	-13.2
pair	SLmean	MACDhist	neg-pos	29	8.7	23.2	72.4	1.6	1.9	1.8	13.7	-13.2
pair	RSIhist	MACDhist	pos-neg	46	13.9	20.3	71.7	1.4	2.1	2.0	14.6	-10.0
pair	MACDhist	RSIhist	pos-neg	46	13.9	20.3	71.7	1.4	2.1	2.0	14.6	-10.0
pair	MACDhist	RSI	neg-pos	10	3.0	19.8	70.0	1.4	1.7	3.0	13.9	-6.7
pair	RSI	MACDhist	neg-pos	10	3.0	19.8	70.0	1.4	1.7	3.0	13.9	-6.7
pair	SLmean	LWTI	pos-neg	18	5.4	19.0	66.7	1.0	2.3	1.8	19.4	-10.9
pair	LWTI	SLmean	pos-neg	18	5.4	19.0	66.7	1.0	2.3	1.8	19.4	-10.9
pair	SLmean	RSI	neg-pos	60	18.1	17.3	70.0	1.2	1.6	1.4	14.6	-12.1
pair	RSI	SLmean	neg-pos	60	18.1	17.3	70.0	1.2	1.6	1.4	14.6	-12.1
pair	MACD	SLmean	pos-neg	34	10.2	17.0	67.6	1.1	2.1	1.4	15.9	-12.6
pair	SLmean	MACD	pos-neg	34	10.2	17.0	67.6	1.1	2.1	1.4	15.9	-12.6
pair	RSIhist	MACDhist	neg-pos	40	12.0	16.6	62.5	1.1	2.3	0.9	15.2	-17.6
pair	MACDhist	RSIhist	neg-pos	40	12.0	16.6	62.5	1.1	2.3	0.9	15.2	-17.6
pair	MACDhist	LWTI	pos-neg	4	1.2	16.1	75.0	0.8	0.0	2.4	22.2	-6.7
pair	LWTI	MACDhist	pos-neg	4	1.2	16.1	75.0	0.8	0.0	2.4	22.2	-6.7
pair	MRmean	SLmean	pos-neg	35	10.5	16.0	65.7	1.2	1.7	1.5	13.6	-10.8
pair	SLmean	MRmean	pos-neg	35	10.5	16.0	65.7	1.2	1.7	1.5	13.6	-10.8
pair	MRmean	MACD	pos-neg	32	9.6	15.6	62.5	1.0	2.0	2.2	15.6	-7.1
pair	MACD	MRmean	pos-neg	32	9.6	15.6	62.5	1.0	2.0	2.2	15.6	-7.1
pair	MACD	RSIhist	neg-pos	40	12.0	14.9	65.0	1.0	2.0	1.2	15.5	-12.6
pair	RSIhist	MACD	neg-pos	40	12.0	14.9	65.0	1.0	2.0	1.2	15.5	-12.6
pair	MACD	MACDhist	neg-pos	20	6.0	14.7	75.0	1.1	1.6	2.1	12.9	-7.1
pair	MACDhist	MACD	neg-pos	20	6.0	14.7	75.0	1.1	1.6	2.1	12.9	-7.1
pair	MACD	SLmean	neg-pos	67	20.2	14.4	68.7	0.9	1.2	0.5	15.6	-28.2
pair	SLmean	MACD	neg-pos	67	20.2	14.4	68.7	0.9	1.2	0.5	15.6	-28.2
pair	RSI	RSIhist	pos-neg	106	31.9	12.5	66.0	0.9	1.4	0.7	14.3	-18.2
pair	RSIhist	RSI	pos-neg	106	31.9	12.5	66.0	0.9	1.4	0.7	14.3	-18.2
pair	RSI	MRmean	neg-pos	32	9.6	12.1	68.8	0.8	1.1	1.0	16.0	-12.4
pair	MRmean	RSI	neg-pos	32	9.6	12.1	68.8	0.8	1.1	1.0	16.0	-12.4
pair	SLmean	LWTI	neg-pos	80	24.1	11.5	63.8	0.7	1.0	0.3	16.6	-32.8
pair	LWTI	SLmean	neg-pos	80	24.1	11.5	63.8	0.7	1.0	0.3	16.6	-32.8
pair	LWTI	RSIhist	neg-pos	123	37.0	10.9	64.2	0.7	1.1	0.4	15.7	-29.4
pair	RSIhist	LWTI	neg-pos	123	37.0	10.9	64.2	0.7	1.1	0.4	15.7	-29.4
pair	RSI	RSmean	pos-pos	249	75.0	10.7	65.5	0.8	1.2	0.4	14.0	-26.0
pair	RSmean	RSI	pos-pos	249	75.0	10.7	65.5	0.8	1.2	0.4	14.0	-26.0
pair	RSIhist	RSmean	pos-neg	131	39.5	10.7	66.4	0.7	0.8	0.2	16.8	-47.0
pair	RSmean	RSIhist	pos-neg	131	39.5	10.7	66.4	0.7	0.8	0.2	16.8	-47.0
pair	MACD	RSIhist	pos-neg	115	34.6	10.6	65.2	0.8	1.1	0.4	14.9	-28.9
pair	RSIhist	MACD	pos-neg	115	34.6	10.6	65.2	0.8	1.1	0.4	14.9	-28.9
pair	MACDhist	MRmean	pos-neg	65	19.6	10.4	58.5	0.8	1.6	0.9	13.6	-11.1
pair	MRmean	MACDhist	pos-neg	65	19.6	10.4	58.5	0.8	1.6	0.9	13.6	-11.1
pair	RSmean	SLmean	neg-pos	93	28.0	10.4	65.6	0.7	0.8	0.2	18.0	-45.5
pair	SLmean	RSmean	neg-pos	93	28.0	10.4	65.6	0.7	0.8	0.2	18.0	-45.5
pair	MRmean	RSIhist	pos-neg	78	23.5	10.3	62.8	0.8	1.4	0.6	13.7	-16.4
pair	RSIhist	MRmean	pos-neg	78	23.5	10.3	62.8	0.8	1.4	0.6	13.7	-16.4
pair	RSmean	MRmean	pos-pos	237	71.4	10.2	65.0	0.8	1.2	0.5	13.9	-21.0
pair	MRmean	RSmean	pos-pos	237	71.4	10.2	65.0	0.8	1.2	0.5	13.9	-21.0
pair	RSmean	MACD	pos-pos	242	72.9	10.1	66.1	0.8	1.1	0.3	14.0	-30.2
pair	MACD	RSmean	pos-pos	242	72.9	10.1	66.1	0.8	1.1	0.3	14.0	-30.2
pair	LWTI	RSmean	pos-pos	259	78.0	9.8	65.3	0.7	1.0	0.3	14.4	-31.2
pair	RSmean	LWTI	pos-pos	259	78.0	9.8	65.3	0.7	1.0	0.3	14.4	-31.2
pair	MACDhist	RSmean	pos-neg	123	37.0	9.7	63.4	0.6	0.8	0.2	17.0	-46.7
pair	RSmean	MACDhist	pos-neg	123	37.0	9.7	63.4	0.6	0.8	0.2	17.0	-46.7
pair	SLmean	RSIhist	pos-neg	53	16.0	9.6	64.2	0.7	1.5	0.7	13.8	-13.7
pair	RSIhist	SLmean	pos-neg	53	16.0	9.6	64.2	0.7	1.5	0.7	13.8	-13.7
pair	MACDhist	SLmean	pos-neg	65	19.6	9.6	60.0	0.7	1.3	0.6	14.2	-17.6
pair	SLmean	MACDhist	pos-neg	65	19.6	9.6	60.0	0.7	1.3	0.6	14.2	-17.6
single	RSmean	RSmean	pos-pos	306	92.2	9.5	65.0	0.7	0.9	0.2	15.2	-43.0
pair	RSmean	MACDhist	pos-pos	183	55.1	9.3	66.1	0.7	1.0	0.4	13.9	-22.5
pair	MACDhist	RSmean	pos-pos	183	55.1	9.3	66.1	0.7	1.0	0.4	13.9	-22.5
pair	RSI	MACD	pos-pos	243	73.2	9.2	64.6	0.7	1.1	0.4	13.8	-21.4
pair	MACD	RSI	pos-pos	243	73.2	9.2	64.6	0.7	1.1	0.4	13.8	-21.4
single	MACDhist	MACDhist	pos-pos	185	55.7	9.2	65.9	0.7	1.0	0.4	13.9	-22.5
single	MRmean	MRmean	pos-pos	247	74.4	9.1	63.6	0.7	1.1	0.4	13.8	-24.7
pair	MACDhist	LWTI	pos-pos	181	54.5	9.1	65.7	0.7	1.0	0.4	13.7	-22.5
pair	LWTI	MACDhist	pos-pos	181	54.5	9.1	65.7	0.7	1.0	0.4	13.7	-22.5
pair	SLmean	RSmean	pos-pos	213	64.2	9.0	64.8	0.7	1.1	0.3	13.9	-27.8
pair	RSmean	SLmean	pos-pos	213	64.2	9.0	64.8	0.7	1.1	0.3	13.9	-27.8
pair	RSI	MACDhist	pos-pos	175	52.7	8.6	65.7	0.7	1.0	0.4	13.9	-22.5
pair	RSIhist	RSmean	pos-pos	175	52.7	8.6	64.0	0.7	1.0	0.2	14.0	-39.3
pair	RSmean	RSIhist	pos-pos	175	52.7	8.6	64.0	0.7	1.0	0.2	14.0	-39.3
single	RSI	RSI	pos-pos	265	79.8	8.6	63.8	0.7	1.0	0.3	14.0	-26.0
pair	MACDhist	RSI	pos-pos	175	52.7	8.6	65.7	0.7	1.0	0.4	13.9	-22.5
pair	RSI	MACDhist	pos-neg	90	27.1	8.6	60.0	0.7	1.1	0.4	14.2	-19.5
pair	MACDhist	RSI	pos-neg	90	27.1	8.6	60.0	0.7	1.1	0.4	14.2	-19.5
pair	MRmean	MACDhist	pos-pos	182	54.8	8.6	65.4	0.7	1.0	0.4	13.9	-22.5
pair	MACDhist	MRmean	pos-pos	182	54.8	8.6	65.4	0.7	1.0	0.4	13.9	-22.5
pair	MACDhist	MACD	pos-pos	165	49.7	8.6	64.8	0.7	1.0	0.4	14.0	-22.5
pair	MACD	MACDhist	pos-pos	165	49.7	8.6	64.8	0.7	1.0	0.4	14.0	-22.5
pair	MRmean	RSIhist	pos-pos	169	50.9	8.5	63.9	0.7	1.0	0.2	13.8	-35.4
pair	RSIhist	MRmean	pos-pos	169	50.9	8.5	63.9	0.7	1.0	0.2	13.8	-35.4
pair	MACD	LWTI	pos-pos	244	73.5	8.4	64.3	0.6	0.9	0.3	14.1	-31.6
pair	LWTI	MACD	pos-pos	244	73.5	8.4	64.3	0.6	0.9	0.3	14.1	-31.6
pair	MRmean	MACD	neg-pos	39	11.7	8.3	66.7	0.6	0.7	0.3	17.3	-23.4
pair	MACD	MRmean	neg-pos	39	11.7	8.3	66.7	0.6	0.7	0.3	17.3	-23.4
pair	MRmean	RSI	pos-pos	233	70.2	8.2	63.1	0.6	1.0	0.3	13.7	-24.7
pair	RSI	MRmean	pos-pos	233	70.2	8.2	63.1	0.6	1.0	0.3	13.7	-24.7
single	MACD	MACD	pos-pos	254	76.5	8.2	64.2	0.6	0.9	0.3	14.1	-30.2
pair	RSI	LWTI	pos-pos	258	77.7	8.2	64.0	0.7	1.0	0.3	13.7	-26.0
pair	LWTI	RSI	pos-pos	258	77.7	8.2	64.0	0.7	1.0	0.3	13.7	-26.0
single	RSIhist	RSIhist	pos-pos	179	53.9	8.1	63.7	0.6	1.0	0.2	13.9	-39.3
pair	MACD	MRmean	pos-pos	215	64.8	8.1	63.7	0.7	1.0	0.3	13.5	-24.7
pair	MRmean	MACD	pos-pos	215	64.8	8.1	63.7	0.7	1.0	0.3	13.5	-24.7
pair	MRmean	LWTI	neg-pos	49	14.8	8.0	63.3	0.5	0.7	0.2	18.5	-31.6
pair	LWTI	MRmean	neg-pos	49	14.8	8.0	63.3	0.5	0.7	0.2	18.5	-31.6
pair	SLmean	MRmean	pos-pos	212	63.9	8.0	63.2	0.6	1.0	0.2	13.8	-32.2
pair	MRmean	SLmean	pos-pos	212	63.9	8.0	63.2	0.6	1.0	0.2	13.8	-32.2
single	LWTI	LWTI	pos-pos	283	85.2	8.0	63.3	0.6	0.9	0.2	14.3	-31.6
pair	LWTI	MRmean	pos-pos	234	70.5	8.0	63.2	0.7	1.0	0.3	13.4	-25.4
pair	MRmean	LWTI	pos-pos	234	70.5	8.0	63.2	0.7	1.0	0.3	13.4	-25.4
pair	RSmean	LWTI	pos-neg	47	14.2	7.6	63.8	0.5	0.6	0.2	19.4	-35.0
single	SLmean	SLmean	pos-pos	221	66.6	7.6	63.3	0.6	0.9	0.2	13.9	-39.1
pair	LWTI	RSmean	pos-neg	47	14.2	7.6	63.8	0.5	0.6	0.2	19.4	-35.0
pair		benchmark___benchmark_	benchmark-benchmark	332	100.0	7.4	63.0	0.6	0.8	0.2	15.2	-43.5
pair	benchmark___benchmark_		benchmark-benchmark	332	100.0	7.4	63.0	0.6	0.8	0.2	15.2	-43.5
pair	MACDhist	MACD	pos-neg	89	26.8	7.4	62.9	0.6	0.8	0.3	14.4	-28.9
pair	MACD	MACDhist	pos-neg	89	26.8	7.4	62.9	0.6	0.8	0.3	14.4	-28.9
pair	RSmean	MRmean	neg-pos	69	20.8	7.1	65.2	0.5	0.5	0.1	19.3	-47.0
pair	MRmean	RSmean	neg-pos	69	20.8	7.1	65.2	0.5	0.5	0.1	19.3	-47.0
pair	RSmean	MACD	pos-neg	64	19.3	7.0	60.9	0.5	0.6	0.2	19.2	-36.5
pair	MACD	RSmean	pos-neg	64	19.3	7.0	60.9	0.5	0.6	0.2	19.2	-36.5
pair	RSIhist	SLmean	pos-pos	168	50.6	7.0	63.1	0.6	0.8	0.2	14.0	-39.3
pair	SLmean	RSIhist	pos-pos	168	50.6	7.0	63.1	0.6	0.8	0.2	14.0	-39.3
single	SLmean	SLmean	neg-neg	111	33.4	7.0	62.2	0.5	0.6	0.1	17.5	-47.9
pair	SLmean	MACDhist	pos-pos	156	47.0	6.8	64.7	0.6	0.8	0.2	13.8	-26.8
pair	MACDhist	SLmean	pos-pos	156	47.0	6.8	64.7	0.6	0.8	0.2	13.8	-26.8
pair	LWTI	SLmean	pos-pos	203	61.1	6.7	63.1	0.6	0.8	0.2	13.3	-38.4
pair	SLmean	LWTI	pos-pos	203	61.1	6.7	63.1	0.6	0.8	0.2	13.3	-38.4
single	RSIhist	RSIhist	neg-neg	153	46.1	6.7	62.1	0.5	0.6	0.1	16.6	-46.3
pair	RSI	LWTI	neg-pos	25	7.5	6.2	56.0	0.4	0.5	0.4	20.4	-15.6
pair	LWTI	RSI	neg-pos	25	7.5	6.2	56.0	0.4	0.5	0.4	20.4	-15.6
pair	SLmean	RSI	pos-pos	205	61.7	6.2	62.0	0.5	0.8	0.1	13.7	-40.2
pair	RSI	SLmean	pos-pos	205	61.7	6.2	62.0	0.5	0.8	0.1	13.7	-40.2
pair	RSIhist	MACD	pos-pos	139	41.9	6.2	63.3	0.5	0.7	0.2	13.5	-37.5
pair	MACD	RSIhist	pos-pos	139	41.9	6.2	63.3	0.5	0.7	0.2	13.5	-37.5
pair	MACDhist	LWTI	neg-pos	102	30.7	6.2	58.8	0.5	0.7	0.2	15.4	-31.1
pair	LWTI	MACDhist	neg-pos	102	30.7	6.2	58.8	0.5	0.7	0.2	15.4	-31.1
pair	MACD	RSI	neg-neg	56	16.9	6.1	60.7	0.4	0.5	0.2	19.5	-35.0
pair	RSI	MACD	neg-neg	56	16.9	6.1	60.7	0.4	0.5	0.2	19.5	-35.0
pair	RSI	RSIhist	pos-pos	159	47.9	6.1	62.3	0.5	0.7	0.2	13.7	-39.3
pair	RSIhist	RSI	pos-pos	159	47.9	6.1	62.3	0.5	0.7	0.2	13.7	-39.3
pair	MACD	SLmean	pos-pos	187	56.3	6.0	62.6	0.5	0.8	0.2	13.5	-38.4
pair	SLmean	MACD	pos-pos	187	56.3	6.0	62.6	0.5	0.8	0.2	13.5	-38.4
pair	MACD	LWTI	neg-pos	39	11.7	5.9	56.4	0.4	0.7	0.3	16.2	-19.9
pair	LWTI	MACD	neg-pos	39	11.7	5.9	56.4	0.4	0.7	0.3	16.2	-19.9
pair	LWTI	RSIhist	pos-pos	160	48.2	5.8	62.5	0.5	0.7	0.1	13.2	-41.4
pair	RSIhist	LWTI	pos-pos	160	48.2	5.8	62.5	0.5	0.7	0.1	13.2	-41.4
pair	RSIhist	MACDhist	pos-pos	139	41.9	5.8	64.0	0.5	0.7	0.2	13.5	-36.4
pair	MACDhist	RSIhist	pos-pos	139	41.9	5.8	64.0	0.5	0.7	0.2	13.5	-36.4
single	MACDhist	MACDhist	neg-neg	147	44.3	5.2	59.2	0.4	0.5	0.1	16.7	-45.9
pair	RSIhist	SLmean	neg-neg	100	30.1	5.2	61.0	0.4	0.5	0.1	17.9	-51.9
pair	SLmean	RSIhist	neg-neg	100	30.1	5.2	61.0	0.4	0.5	0.1	17.9	-51.9
single	MACD	MACD	neg-neg	78	23.5	5.1	59.0	0.4	0.5	0.1	18.3	-36.5
pair	MACDhist	RSmean	neg-pos	2	0.6	4.5	50.0	0.8	0.0	0.0	5.3	0.0
pair	RSmean	MACDhist	neg-pos	2	0.6	4.5	50.0	0.8	0.0	0.0	5.3	0.0
pair	RSmean	RSI	pos-neg	57	17.2	4.2	63.2	0.3	0.4	0.1	19.9	-37.1
pair	RSI	RSmean	pos-neg	57	17.2	4.2	63.2	0.3	0.4	0.1	19.9	-37.1
pair	LWTI	MACD	neg-neg	39	11.7	4.2	61.5	0.3	0.4	0.1	20.5	-35.0
pair	MACD	LWTI	neg-neg	39	11.7	4.2	61.5	0.3	0.4	0.1	20.5	-35.0
single	LWTI	LWTI	neg-neg	49	14.8	4.1	61.2	0.3	0.4	0.1	19.5	-35.0
pair	LWTI	MACD	pos-neg	10	3.0	3.7	60.0	0.3	0.6	0.3	16.1	-11.4
pair	MACD	LWTI	pos-neg	10	3.0	3.7	60.0	0.3	0.6	0.3	16.1	-11.4
pair	MRmean	SLmean	neg-neg	76	22.9	3.1	60.5	0.3	0.3	0.1	19.0	-49.1
pair	MACDhist	LWTI	neg-neg	45	13.6	3.1	60.0	0.3	0.3	0.1	19.5	-35.0
pair	LWTI	MACDhist	neg-neg	45	13.6	3.1	60.0	0.3	0.3	0.1	19.5	-35.0
pair	SLmean	MRmean	neg-neg	76	22.9	3.1	60.5	0.3	0.3	0.1	19.0	-49.1
pair	MRmean	RSIhist	neg-neg	75	22.6	3.0	61.3	0.2	0.3	0.1	19.2	-51.5
pair	RSIhist	MRmean	neg-neg	75	22.6	3.0	61.3	0.2	0.3	0.1	19.2	-51.5
single	RSI	RSI	neg-neg	67	20.2	2.9	59.7	0.2	0.3	0.1	19.4	-37.1
single	MRmean	MRmean	neg-neg	85	25.6	2.8	61.2	0.2	0.3	0.1	18.7	-50.3
pair	RSI	MACD	neg-pos	22	6.6	2.5	54.5	0.2	0.5	0.2	15.4	-10.8
pair	MACD	RSI	neg-pos	22	6.6	2.5	54.5	0.2	0.5	0.2	15.4	-10.8
pair	MACDhist	MACD	neg-neg	58	17.5	1.9	53.4	0.2	0.3	0.1	19.9	-36.5
pair	MACD	MACDhist	neg-neg	58	17.5	1.9	53.4	0.2	0.3	0.1	19.9	-36.5
pair	SLmean	MACDhist	neg-neg	82	24.7	1.9	58.5	0.2	0.2	0.0	18.5	-50.1
pair	MACDhist	SLmean	neg-neg	82	24.7	1.9	58.5	0.2	0.2	0.0	18.5	-50.1
pair	MRmean	MACDhist	neg-neg	82	24.7	1.3	59.8	0.2	0.2	0.0	18.9	-50.3
pair	RSIhist	MACDhist	neg-neg	107	32.2	1.3	57.9	0.2	0.2	0.0	17.2	-50.1
pair	MACDhist	RSIhist	neg-neg	107	32.2	1.3	57.9	0.2	0.2	0.0	17.2	-50.1
pair	MACDhist	MRmean	neg-neg	82	24.7	1.3	59.8	0.2	0.2	0.0	18.9	-50.3
pair	LWTI	RSI	neg-neg	42	12.7	0.9	61.9	0.1	0.2	0.0	18.9	-35.0
pair	RSIhist	MRmean	neg-pos	10	3.0	0.9	60.0	0.1	0.3	0.1	16.2	-6.3
pair	MRmean	RSIhist	neg-pos	10	3.0	0.9	60.0	0.1	0.3	0.1	16.2	-6.3
pair	RSI	LWTI	neg-neg	42	12.7	0.9	61.9	0.1	0.2	0.0	18.9	-35.0
pair	RSI	MACDhist	neg-neg	57	17.2	0.1	57.9	0.1	0.1	0.0	20.2	-38.3
pair	MACDhist	RSI	neg-neg	57	17.2	0.1	57.9	0.1	0.1	0.0	20.2	-38.3
pair	MRmean	SLmean	neg-pos	9	2.7	-0.1	66.7	0.1	11.7	-0.0	17.0	-11.8
pair	SLmean	MRmean	neg-pos	9	2.7	-0.1	66.7	0.1	11.7	-0.0	17.0	-11.8
pair	MACD	MRmean	neg-neg	46	13.9	-1.7	56.5	0.0	0.0	-0.0	20.0	-37.7
pair	MRmean	MACD	neg-neg	46	13.9	-1.7	56.5	0.0	0.0	-0.0	20.0	-37.7
pair	MRmean	RSI	neg-neg	53	16.0	-2.5	56.6	-0.0	-0.0	-0.1	20.3	-44.7
pair	RSI	MRmean	neg-neg	53	16.0	-2.5	56.6	-0.0	-0.0	-0.1	20.3	-44.7
pair	MACD	RSmean	neg-neg	14	4.2	-3.2	50.0	-0.2	-0.4	-0.4	14.0	-8.9
pair	RSmean	MACD	neg-neg	14	4.2	-3.2	50.0	-0.2	-0.4	-0.4	14.0	-8.9
pair	SLmean	MACD	neg-neg	44	13.3	-3.3	52.3	-0.1	-0.1	-0.1	19.9	-34.9
pair	MACD	SLmean	neg-neg	44	13.3	-3.3	52.3	-0.1	-0.1	-0.1	19.9	-34.9
pair	LWTI	SLmean	neg-neg	31	9.3	-3.6	58.1	-0.1	-0.1	-0.1	19.5	-30.8
pair	SLmean	LWTI	neg-neg	31	9.3	-3.6	58.1	-0.1	-0.1	-0.1	19.5	-30.8
pair	LWTI	MRmean	neg-neg	36	10.8	-3.9	58.3	-0.1	-0.1	-0.1	19.2	-35.0
pair	MRmean	LWTI	neg-neg	36	10.8	-3.9	58.3	-0.1	-0.1	-0.1	19.2	-35.0
pair	RSI	SLmean	neg-neg	51	15.4	-3.9	52.9	-0.1	-0.1	-0.1	20.2	-42.2
pair	SLmean	RSI	neg-neg	51	15.4	-3.9	52.9	-0.1	-0.1	-0.1	20.2	-42.2
pair	RSmean	RSI	neg-neg	10	3.0	-4.3	40.0	-0.2	-0.4	-0.5	16.7	-8.9
pair	RSI	RSmean	neg-neg	10	3.0	-4.3	40.0	-0.2	-0.4	-0.5	16.7	-8.9
pair	RSIhist	MACD	neg-neg	38	11.4	-4.4	52.6	-0.1	-0.1	-0.1	20.8	-39.2
pair	MACD	RSIhist	neg-neg	38	11.4	-4.4	52.6	-0.1	-0.1	-0.1	20.8	-39.2
pair	RSIhist	RSI	neg-neg	47	14.2	-5.3	53.2	-0.2	-0.2	-0.1	20.6	-47.5
pair	RSI	RSIhist	neg-neg	47	14.2	-5.3	53.2	-0.2	-0.2	-0.1	20.6	-47.5
pair	SLmean	RSmean	neg-neg	18	5.4	-8.9	44.4	-0.6	-1.2	-0.6	14.1	-15.6
pair	RSmean	SLmean	neg-neg	18	5.4	-8.9	44.4	-0.6	-1.2	-0.6	14.1	-15.6
pair	RSIhist	LWTI	neg-neg	30	9.0	-9.2	53.3	-0.4	-0.5	-0.3	19.5	-35.7
pair	LWTI	RSIhist	neg-neg	30	9.0	-9.2	53.3	-0.4	-0.5	-0.3	19.5	-35.7
pair	LWTI	RSmean	neg-pos	24	7.2	-9.5	41.7	-0.7	-1.3	-0.5	12.8	-20.4
pair	RSmean	LWTI	neg-pos	24	7.2	-9.5	41.7	-0.7	-1.3	-0.5	12.8	-20.4
pair	RSmean	RSIhist	neg-pos	4	1.2	-10.2	50.0	-1.4	-3.9	-1.9	7.7	-5.4
pair	RSIhist	RSmean	neg-pos	4	1.2	-10.2	50.0	-1.4	-3.9	-1.9	7.7	-5.4
pair	RSI	MACD	pos-neg	11	3.3	-12.2	54.5	-0.6	-0.7	-0.8	19.0	-16.1
pair	MACD	RSI	pos-neg	11	3.3	-12.2	54.5	-0.6	-0.7	-0.8	19.0	-16.1
pair	RSmean	MRmean	pos-neg	10	3.0	-13.6	30.0	-1.6	-1.9	-0.9	9.0	-14.3
pair	MRmean	RSmean	pos-neg	10	3.0	-13.6	30.0	-1.6	-1.9	-0.9	9.0	-14.3
pair	MRmean	RSmean	neg-neg	16	4.8	-13.8	43.8	-0.9	-2.3	-0.7	15.6	-20.4
pair	RSmean	MRmean	neg-neg	16	4.8	-13.8	43.8	-0.9	-2.3	-0.7	15.6	-20.4
single	RSmean	RSmean	neg-neg	26	7.8	-13.8	38.5	-1.1	-1.9	-0.5	13.2	-29.5
pair	RSIhist	RSmean	neg-neg	22	6.6	-14.4	36.4	-1.0	-1.9	-0.5	14.1	-27.2
pair	RSmean	RSIhist	neg-neg	22	6.6	-14.4	36.4	-1.0	-1.9	-0.5	14.1	-27.2
pair	MACDhist	RSmean	neg-neg	24	7.2	-15.1	37.5	-1.1	-2.2	-0.5	13.6	-30.0
pair	RSmean	MACDhist	neg-neg	24	7.2	-15.1	37.5	-1.1	-2.2	-0.5	13.6	-30.0
pair	RSI	RSmean	neg-pos	16	4.8	-19.2	37.5	-1.9	-2.8	-0.8	10.7	-25.0
pair	RSmean	RSI	neg-pos	16	4.8	-19.2	37.5	-1.9	-2.8	-0.8	10.7	-25.0
pair	SLmean	RSmean	pos-neg	8	2.4	-23.7	25.0	-2.4	-3.2	-1.2	11.1	-19.5
pair	RSmean	SLmean	pos-neg	8	2.4	-23.7	25.0	-2.4	-3.2	-1.2	11.1	-19.5
pair	RSmean	MACD	neg-pos	12	3.6	-24.6	25.0	-2.4	-3.4	-0.9	11.6	-27.2
pair	MACD	RSmean	neg-pos	12	3.6	-24.6	25.0	-2.4	-3.4	-0.9	11.6	-27.2
pair	RSmean	LWTI	neg-neg	2	0.6	-51.7	0.0	-59.6	-59.6	-9.2	1.2	-5.6
pair	LWTI	RSmean	neg-neg	2	0.6	-51.7	0.0	-59.6	-59.6	-9.2	1.2	-5.6

All Contingency Tables for XLU

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 63% Sharpe 0.63 \| Sortino 0.99 \| Calmar 0.2 Vol 14% \| MDD -32.2% Months 212M (64%)	CAGR 16.0% \| Win 66% Sharpe 1.17 \| Sortino 1.68 \| Calmar 1.5 Vol 14% \| MDD -10.8% Months 35M (10%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR -0.1% \| Win 67% Sharpe 0.07 \| Sortino 11.65 \| Calmar -0.0 Vol 17% \| MDD -11.8% Months 9M (3%)	CAGR 3.1% \| Win 60% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 19% \| MDD -49.1% Months 76M (23%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
SLmean only	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 65% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -21.0% Months 237M (71%)	CAGR -13.6% \| Win 30% Sharpe -1.57 \| Sortino -1.95 \| Calmar -1.0 Vol 9% \| MDD -14.3% Months 10M (3%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 7.1% \| Win 65% Sharpe 0.45 \| Sortino 0.53 \| Calmar 0.2 Vol 19% \| MDD -47.0% Months 69M (21%)	CAGR -13.8% \| Win 44% Sharpe -0.88 \| Sortino -2.32 \| Calmar -0.7 Vol 16% \| MDD -20.4% Months 16M (5%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 64% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 215M (65%)	CAGR 15.6% \| Win 62% Sharpe 1.01 \| Sortino 1.99 \| Calmar 2.2 Vol 16% \| MDD -7.1% Months 32M (10%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 8.3% \| Win 67% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.4 Vol 17% \| MDD -23.4% Months 39M (12%)	CAGR -1.7% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 20% \| MDD -37.7% Months 46M (14%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 63% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 233M (70%)	CAGR 25.7% \| Win 71% Sharpe 1.62 \| Sortino 2.58 \| Calmar 3.8 Vol 15% \| MDD -6.7% Months 14M (4%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 12.1% \| Win 69% Sharpe 0.80 \| Sortino 1.13 \| Calmar 1.0 Vol 16% \| MDD -12.4% Months 32M (10%)	CAGR -2.5% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 20% \| MDD -44.7% Months 53M (16%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
RSI only	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 65% Sharpe 0.67 \| Sortino 0.98 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 182M (55%)	CAGR 10.4% \| Win 58% Sharpe 0.80 \| Sortino 1.61 \| Calmar 0.9 Vol 14% \| MDD -11.1% Months 65M (20%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 52.4% \| Win 100% Sharpe 3.57 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -50.3% Months 82M (25%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.5% \| Win 64% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 14% \| MDD -35.4% Months 169M (51%)	CAGR 10.3% \| Win 63% Sharpe 0.78 \| Sortino 1.36 \| Calmar 0.6 Vol 14% \| MDD -16.4% Months 78M (24%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 0.9% \| Win 60% Sharpe 0.13 \| Sortino 0.30 \| Calmar 0.1 Vol 16% \| MDD -6.3% Months 10M (3%)	CAGR 3.0% \| Win 61% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -51.5% Months 75M (23%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 63% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.3 Vol 13% \| MDD -25.4% Months 234M (70%)	CAGR 30.2% \| Win 69% Sharpe 1.45 \| Sortino 3.29 \| Calmar 4.5 Vol 20% \| MDD -6.7% Months 13M (4%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 8.0% \| Win 63% Sharpe 0.51 \| Sortino 0.70 \| Calmar 0.3 Vol 18% \| MDD -31.6% Months 49M (15%)	CAGR -3.9% \| Win 58% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -35.0% Months 36M (11%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 9.0% \| Win 65% Sharpe 0.69 \| Sortino 1.09 \| Calmar 0.3 Vol 14% \| MDD -27.8% Months 213M (64%)	CAGR -23.7% \| Win 25% Sharpe -2.37 \| Sortino -3.24 \| Calmar -1.2 Vol 11% \| MDD -19.5% Months 8M (2%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 10.4% \| Win 66% Sharpe 0.65 \| Sortino 0.75 \| Calmar 0.2 Vol 18% \| MDD -45.5% Months 93M (28%)	CAGR -8.9% \| Win 44% Sharpe -0.60 \| Sortino -1.18 \| Calmar -0.6 Vol 14% \| MDD -15.6% Months 18M (5%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 63% Sharpe 0.50 \| Sortino 0.76 \| Calmar 0.2 Vol 14% \| MDD -38.4% Months 187M (56%)	CAGR 17.0% \| Win 68% Sharpe 1.07 \| Sortino 2.10 \| Calmar 1.3 Vol 16% \| MDD -12.6% Months 34M (10%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 14.4% \| Win 69% Sharpe 0.95 \| Sortino 1.18 \| Calmar 0.5 Vol 16% \| MDD -28.2% Months 67M (20%)	CAGR -3.3% \| Win 52% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 20% \| MDD -34.9% Months 44M (13%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.2% \| Win 62% Sharpe 0.51 \| Sortino 0.80 \| Calmar 0.2 Vol 14% \| MDD -40.2% Months 205M (62%)	CAGR 27.6% \| Win 81% Sharpe 1.65 \| Sortino 4.01 \| Calmar 4.1 Vol 16% \| MDD -6.7% Months 16M (5%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 17.3% \| Win 70% Sharpe 1.17 \| Sortino 1.59 \| Calmar 1.4 Vol 15% \| MDD -12.1% Months 60M (18%)	CAGR -3.9% \| Win 53% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 20% \| MDD -42.2% Months 51M (15%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
RSI only	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 6.8% \| Win 65% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 14% \| MDD -26.8% Months 156M (47%)	CAGR 9.6% \| Win 60% Sharpe 0.72 \| Sortino 1.34 \| Calmar 0.5 Vol 14% \| MDD -17.6% Months 65M (20%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 23.2% \| Win 72% Sharpe 1.60 \| Sortino 1.93 \| Calmar 1.8 Vol 14% \| MDD -13.2% Months 29M (9%)	CAGR 1.9% \| Win 58% Sharpe 0.19 \| Sortino 0.25 \| Calmar 0.0 Vol 18% \| MDD -50.1% Months 82M (25%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.0% \| Win 63% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 168M (51%)	CAGR 9.6% \| Win 64% Sharpe 0.73 \| Sortino 1.47 \| Calmar 0.7 Vol 14% \| MDD -13.7% Months 53M (16%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 25.7% \| Win 73% Sharpe 1.86 \| Sortino 6.96 \| Calmar 4.8 Vol 13% \| MDD -5.4% Months 11M (3%)	CAGR 5.2% \| Win 61% Sharpe 0.37 \| Sortino 0.46 \| Calmar 0.1 Vol 18% \| MDD -51.9% Months 100M (30%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.7% \| Win 63% Sharpe 0.55 \| Sortino 0.84 \| Calmar 0.2 Vol 13% \| MDD -38.4% Months 203M (61%)	CAGR 19.0% \| Win 67% Sharpe 0.99 \| Sortino 2.33 \| Calmar 1.7 Vol 19% \| MDD -10.9% Months 18M (5%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)
SLmean neg	CAGR 11.5% \| Win 64% Sharpe 0.74 \| Sortino 0.99 \| Calmar 0.4 Vol 17% \| MDD -32.8% Months 80M (24%)	CAGR -3.6% \| Win 58% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.1 Vol 20% \| MDD -30.8% Months 31M (9%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 10.1% \| Win 66% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 242M (73%)	CAGR 7.0% \| Win 61% Sharpe 0.45 \| Sortino 0.58 \| Calmar 0.2 Vol 19% \| MDD -36.5% Months 64M (19%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)
RSmean neg	CAGR -24.6% \| Win 25% Sharpe -2.36 \| Sortino -3.36 \| Calmar -0.9 Vol 12% \| MDD -27.2% Months 12M (4%)	CAGR -3.2% \| Win 50% Sharpe -0.17 \| Sortino -0.37 \| Calmar -0.4 Vol 14% \| MDD -8.9% Months 14M (4%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.7% \| Win 66% Sharpe 0.80 \| Sortino 1.20 \| Calmar 0.4 Vol 14% \| MDD -26.0% Months 249M (75%)	CAGR 4.2% \| Win 63% Sharpe 0.31 \| Sortino 0.37 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 57M (17%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)
RSmean neg	CAGR -19.2% \| Win 38% Sharpe -1.93 \| Sortino -2.77 \| Calmar -0.8 Vol 11% \| MDD -25.0% Months 16M (5%)	CAGR -4.3% \| Win 40% Sharpe -0.19 \| Sortino -0.41 \| Calmar -0.5 Vol 17% \| MDD -8.9% Months 10M (3%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)
RSI only	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.3% \| Win 66% Sharpe 0.71 \| Sortino 1.04 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 183M (55%)	CAGR 9.7% \| Win 63% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -46.7% Months 123M (37%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)
RSmean neg	CAGR 4.5% \| Win 50% Sharpe 0.84 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 2M (1%)	CAGR -15.1% \| Win 38% Sharpe -1.13 \| Sortino -2.21 \| Calmar -0.5 Vol 14% \| MDD -30.0% Months 24M (7%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.6% \| Win 64% Sharpe 0.66 \| Sortino 0.99 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 175M (53%)	CAGR 10.7% \| Win 66% Sharpe 0.69 \| Sortino 0.85 \| Calmar 0.2 Vol 17% \| MDD -47.0% Months 131M (40%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)
RSmean neg	CAGR -10.2% \| Win 50% Sharpe -1.36 \| Sortino -3.94 \| Calmar -1.9 Vol 8% \| MDD -5.4% Months 4M (1%)	CAGR -14.4% \| Win 36% Sharpe -1.03 \| Sortino -1.89 \| Calmar -0.5 Vol 14% \| MDD -27.2% Months 22M (7%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 65% Sharpe 0.72 \| Sortino 1.01 \| Calmar 0.3 Vol 14% \| MDD -31.2% Months 259M (78%)	CAGR 7.6% \| Win 64% Sharpe 0.48 \| Sortino 0.59 \| Calmar 0.2 Vol 19% \| MDD -35.0% Months 47M (14%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)
RSmean neg	CAGR -9.5% \| Win 42% Sharpe -0.71 \| Sortino -1.31 \| Calmar -0.5 Vol 13% \| MDD -20.4% Months 24M (7%)	CAGR -51.7% \| Win 0% Sharpe -59.64 \| Sortino -59.64 \| Calmar -9.2 Vol 1% \| MDD -5.6% Months 2M (1%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 9.2% \| Win 65% Sharpe 0.71 \| Sortino 1.05 \| Calmar 0.4 Vol 14% \| MDD -21.4% Months 243M (73%)	CAGR -12.2% \| Win 55% Sharpe -0.59 \| Sortino -0.73 \| Calmar -0.8 Vol 19% \| MDD -16.1% Months 11M (3%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)
MACD neg	CAGR 2.5% \| Win 55% Sharpe 0.23 \| Sortino 0.50 \| Calmar 0.2 Vol 15% \| MDD -10.8% Months 22M (7%)	CAGR 6.1% \| Win 61% Sharpe 0.40 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -35.0% Months 56M (17%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)
RSI only	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.6% \| Win 65% Sharpe 0.66 \| Sortino 0.96 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 165M (50%)	CAGR 7.4% \| Win 63% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.3 Vol 14% \| MDD -28.9% Months 89M (27%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)
MACD neg	CAGR 14.7% \| Win 75% Sharpe 1.13 \| Sortino 1.59 \| Calmar 2.1 Vol 13% \| MDD -7.1% Months 20M (6%)	CAGR 1.9% \| Win 53% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 20% \| MDD -36.5% Months 58M (18%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.2% \| Win 63% Sharpe 0.52 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -37.5% Months 139M (42%)	CAGR 10.6% \| Win 65% Sharpe 0.75 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -28.9% Months 115M (35%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)
MACD neg	CAGR 14.9% \| Win 65% Sharpe 0.98 \| Sortino 2.02 \| Calmar 1.2 Vol 16% \| MDD -12.6% Months 40M (12%)	CAGR -4.4% \| Win 53% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 21% \| MDD -39.2% Months 38M (11%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.4% \| Win 64% Sharpe 0.64 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 244M (74%)	CAGR 3.7% \| Win 60% Sharpe 0.30 \| Sortino 0.56 \| Calmar 0.3 Vol 16% \| MDD -11.4% Months 10M (3%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)
MACD neg	CAGR 5.9% \| Win 56% Sharpe 0.43 \| Sortino 0.69 \| Calmar 0.3 Vol 16% \| MDD -19.9% Months 39M (12%)	CAGR 4.2% \| Win 62% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 39M (12%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.6% \| Win 66% Sharpe 0.67 \| Sortino 0.98 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 175M (53%)	CAGR 8.6% \| Win 60% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -19.5% Months 90M (27%)	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)
RSI neg	CAGR 19.8% \| Win 70% Sharpe 1.37 \| Sortino 1.68 \| Calmar 3.0 Vol 14% \| MDD -6.7% Months 10M (3%)	CAGR 0.1% \| Win 58% Sharpe 0.11 \| Sortino 0.14 \| Calmar 0.0 Vol 20% \| MDD -38.3% Months 57M (17%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.1% \| Win 62% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 159M (48%)	CAGR 12.5% \| Win 66% Sharpe 0.90 \| Sortino 1.43 \| Calmar 0.7 Vol 14% \| MDD -18.2% Months 106M (32%)	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)
RSI neg	CAGR 25.0% \| Win 75% Sharpe 1.55 \| Sortino 2.88 \| Calmar 3.7 Vol 15% \| MDD -6.7% Months 20M (6%)	CAGR -5.3% \| Win 53% Sharpe -0.16 \| Sortino -0.20 \| Calmar -0.1 Vol 21% \| MDD -47.5% Months 47M (14%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.2% \| Win 64% Sharpe 0.65 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 258M (78%)	CAGR 25.8% \| Win 57% Sharpe 1.09 \| Sortino 2.67 \| Calmar 2.9 Vol 23% \| MDD -8.9% Months 7M (2%)	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)
RSI neg	CAGR 6.2% \| Win 56% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.4 Vol 20% \| MDD -15.6% Months 25M (8%)	CAGR 0.9% \| Win 62% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.0 Vol 19% \| MDD -35.0% Months 42M (13%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 5.8% \| Win 64% Sharpe 0.48 \| Sortino 0.68 \| Calmar 0.2 Vol 14% \| MDD -36.4% Months 139M (42%)	CAGR 20.3% \| Win 72% Sharpe 1.35 \| Sortino 2.09 \| Calmar 2.0 Vol 15% \| MDD -10.0% Months 46M (14%)	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)
MACDhist neg	CAGR 16.6% \| Win 62% Sharpe 1.09 \| Sortino 2.26 \| Calmar 0.9 Vol 15% \| MDD -17.6% Months 40M (12%)	CAGR 1.3% \| Win 58% Sharpe 0.16 \| Sortino 0.21 \| Calmar 0.0 Vol 17% \| MDD -50.1% Months 107M (32%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)
RSIhist only	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.1% \| Win 66% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 181M (54%)	CAGR 16.1% \| Win 75% Sharpe 0.76 \| Sortino 0.00 \| Calmar 2.4 Vol 22% \| MDD -6.7% Months 4M (1%)	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)
MACDhist neg	CAGR 6.2% \| Win 59% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.2 Vol 15% \| MDD -31.1% Months 102M (31%)	CAGR 3.1% \| Win 60% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 45M (14%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.8% \| Win 62% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.1 Vol 13% \| MDD -41.4% Months 160M (48%)	CAGR 29.3% \| Win 74% Sharpe 1.50 \| Sortino 3.22 \| Calmar 4.4 Vol 18% \| MDD -6.7% Months 19M (6%)	CAGR 8.1% \| Win 64% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.2 Vol 14% \| MDD -39.3% Months 179M (54%)
RSIhist neg	CAGR 10.9% \| Win 64% Sharpe 0.74 \| Sortino 1.08 \| Calmar 0.4 Vol 16% \| MDD -29.4% Months 123M (37%)	CAGR -9.2% \| Win 53% Sharpe -0.39 \| Sortino -0.47 \| Calmar -0.3 Vol 20% \| MDD -35.7% Months 30M (9%)	CAGR 6.7% \| Win 62% Sharpe 0.47 \| Sortino 0.63 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 153M (46%)
LWTI only	CAGR 8.0% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 283M (85%)	CAGR 4.1% \| Win 61% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 49M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 63% Sharpe 0.63 \| Sortino 0.99 \| Calmar 0.2 Vol 14% \| MDD -32.2% Months 212M (64%)	CAGR 16.0% \| Win 66% Sharpe 1.17 \| Sortino 1.68 \| Calmar 1.5 Vol 14% \| MDD -10.8% Months 35M (10%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR -0.1% \| Win 67% Sharpe 0.07 \| Sortino 11.65 \| Calmar -0.0 Vol 17% \| MDD -11.8% Months 9M (3%)	CAGR 3.1% \| Win 60% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 19% \| MDD -49.1% Months 76M (23%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
SLmean only	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (67%)	CAGR 7.0% \| Win 62% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 111M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 65% Sharpe 0.77 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -21.0% Months 237M (71%)	CAGR -13.6% \| Win 30% Sharpe -1.57 \| Sortino -1.95 \| Calmar -1.0 Vol 9% \| MDD -14.3% Months 10M (3%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 7.1% \| Win 65% Sharpe 0.45 \| Sortino 0.53 \| Calmar 0.2 Vol 19% \| MDD -47.0% Months 69M (21%)	CAGR -13.8% \| Win 44% Sharpe -0.88 \| Sortino -2.32 \| Calmar -0.7 Vol 16% \| MDD -20.4% Months 16M (5%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 306M (92%)	CAGR -13.8% \| Win 38% Sharpe -1.05 \| Sortino -1.92 \| Calmar -0.5 Vol 13% \| MDD -29.5% Months 26M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.1% \| Win 64% Sharpe 0.65 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 215M (65%)	CAGR 15.6% \| Win 62% Sharpe 1.01 \| Sortino 1.99 \| Calmar 2.2 Vol 16% \| MDD -7.1% Months 32M (10%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 8.3% \| Win 67% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.4 Vol 17% \| MDD -23.4% Months 39M (12%)	CAGR -1.7% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 20% \| MDD -37.7% Months 46M (14%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.91 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 254M (76%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (24%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.2% \| Win 63% Sharpe 0.64 \| Sortino 0.99 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 233M (70%)	CAGR 25.7% \| Win 71% Sharpe 1.62 \| Sortino 2.58 \| Calmar 3.8 Vol 15% \| MDD -6.7% Months 14M (4%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 12.1% \| Win 69% Sharpe 0.80 \| Sortino 1.13 \| Calmar 1.0 Vol 16% \| MDD -12.4% Months 32M (10%)	CAGR -2.5% \| Win 57% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 20% \| MDD -44.7% Months 53M (16%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
RSI only	CAGR 8.6% \| Win 64% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -26.0% Months 265M (80%)	CAGR 2.9% \| Win 60% Sharpe 0.24 \| Sortino 0.31 \| Calmar 0.1 Vol 19% \| MDD -37.1% Months 67M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 65% Sharpe 0.67 \| Sortino 0.98 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 182M (55%)	CAGR 10.4% \| Win 58% Sharpe 0.80 \| Sortino 1.61 \| Calmar 0.9 Vol 14% \| MDD -11.1% Months 65M (20%)	CAGR 9.1% \| Win 64% Sharpe 0.70 \| Sortino 1.10 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 52.4% \| Win 100% Sharpe 3.57 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 1.3% \| Win 60% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -50.3% Months 82M (25%)	CAGR 2.8% \| Win 61% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 85M (26%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (56%)	CAGR 5.2% \| Win 59% Sharpe 0.39 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 147M (44%)