XLU - State Street Utilities Select Sector SPDR ETF

Signal Pair Analysis

MRmean-MACDhist

Best Pair

52.3%

Best CAGR

Total Months

6.2%

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	52.3	100.0	3.6	0.0	0.0	12.1	0.0
pair	MRmean	MACDhist	neg-pos	3	0.9	52.3	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	15.7	-6.7
pair	RSI	SLmean	pos-neg	16	4.8	27.6	81.2	1.6	4.0	4.1	15.7	-6.7
pair	SLmean	RSIhist	neg-pos	11	3.3	25.8	72.7	1.9	7.0	4.8	12.8	-5.4
pair	RSIhist	SLmean	neg-pos	11	3.3	25.8	72.7	1.9	7.0	4.8	12.8	-5.4
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	3.8	14.9	-6.7
pair	MRmean	RSI	pos-neg	14	4.2	25.7	71.4	1.6	2.6	3.8	14.9	-6.7
pair	RSI	RSIhist	neg-pos	20	6.0	25.0	75.0	1.6	2.9	3.7	15.2	-6.7
pair	RSIhist	RSI	neg-pos	20	6.0	25.0	75.0	1.6	2.9	3.7	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	13.8	20.3	71.7	1.4	2.1	2.0	14.6	-10.0
pair	MACDhist	RSIhist	pos-neg	46	13.8	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	1.7	19.4	-10.9
pair	LWTI	SLmean	pos-neg	18	5.4	19.0	66.7	1.0	2.3	1.7	19.4	-10.9
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	16.5	62.5	1.1	2.3	0.9	15.2	-17.6
pair	MACDhist	RSIhist	neg-pos	40	12.0	16.5	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	15.6	65.7	1.1	1.6	1.4	13.7	-10.8
pair	SLmean	MRmean	pos-neg	35	10.5	15.6	65.7	1.1	1.6	1.4	13.7	-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	SLmean	RSI	neg-pos	61	18.3	15.3	68.9	1.0	1.4	1.3	14.9	-12.1
pair	RSI	SLmean	neg-pos	61	18.3	15.3	68.9	1.0	1.4	1.3	14.9	-12.1
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	69	20.7	14.5	68.1	0.9	1.2	0.5	16.2	-28.2
pair	SLmean	MACD	neg-pos	69	20.7	14.5	68.1	0.9	1.2	0.5	16.2	-28.2
pair	SLmean	LWTI	neg-pos	82	24.6	11.6	63.4	0.7	1.0	0.3	17.1	-32.7
pair	LWTI	SLmean	neg-pos	82	24.6	11.6	63.4	0.7	1.0	0.3	17.1	-32.7
pair	RSI	RSIhist	pos-neg	107	32.0	11.4	65.4	0.8	1.3	0.6	14.5	-18.2
pair	RSIhist	RSI	pos-neg	107	32.0	11.4	65.4	0.8	1.3	0.6	14.5	-18.2
pair	LWTI	RSIhist	neg-pos	125	37.4	11.0	64.0	0.7	1.1	0.4	16.0	-29.4
pair	RSIhist	LWTI	neg-pos	125	37.4	11.0	64.0	0.7	1.1	0.4	16.0	-29.4
pair	RSIhist	RSmean	pos-neg	133	39.8	10.8	66.2	0.7	0.9	0.2	17.0	-47.0
pair	RSmean	RSIhist	pos-neg	133	39.8	10.8	66.2	0.7	0.9	0.2	17.0	-47.0
pair	RSI	LWTI	neg-pos	26	7.8	10.8	57.7	0.6	0.8	0.7	21.0	-15.6
pair	LWTI	RSI	neg-pos	26	7.8	10.8	57.7	0.6	0.8	0.7	21.0	-15.6
pair	MACD	RSIhist	pos-neg	117	35.0	10.7	65.0	0.7	1.1	0.4	15.2	-28.9
pair	RSIhist	MACD	pos-neg	117	35.0	10.7	65.0	0.7	1.1	0.4	15.2	-28.9
pair	RSmean	SLmean	neg-pos	95	28.4	10.6	65.3	0.6	0.8	0.2	18.3	-45.5
pair	SLmean	RSmean	neg-pos	95	28.4	10.6	65.3	0.6	0.8	0.2	18.3	-45.5
pair	RSI	RSmean	pos-pos	250	74.9	10.3	65.2	0.8	1.2	0.4	14.0	-25.9
pair	RSmean	RSI	pos-pos	250	74.9	10.3	65.2	0.8	1.2	0.4	14.0	-25.9
pair	RSmean	MACD	pos-pos	244	73.1	10.2	66.0	0.8	1.1	0.3	14.2	-30.2
pair	MACD	RSmean	pos-pos	244	73.1	10.2	66.0	0.8	1.1	0.3	14.2	-30.2
pair	MRmean	RSIhist	pos-neg	78	23.4	10.1	62.8	0.8	1.3	0.6	13.8	-16.4
pair	RSIhist	MRmean	pos-neg	78	23.4	10.1	62.8	0.8	1.3	0.6	13.8	-16.4
pair	MACDhist	MRmean	pos-neg	65	19.5	10.1	58.5	0.8	1.6	0.8	13.7	-12.1
pair	MRmean	MACDhist	pos-neg	65	19.5	10.1	58.5	0.8	1.6	0.8	13.7	-12.1
pair	RSmean	MRmean	pos-pos	237	71.0	10.1	65.0	0.8	1.2	0.5	13.9	-21.0
pair	MRmean	RSmean	pos-pos	237	71.0	10.1	65.0	0.8	1.2	0.5	13.9	-21.0
pair	LWTI	RSmean	pos-pos	261	78.1	9.8	65.1	0.7	1.0	0.3	14.6	-31.2
pair	RSmean	LWTI	pos-pos	261	78.1	9.8	65.1	0.7	1.0	0.3	14.6	-31.2
pair	MACDhist	RSmean	pos-neg	125	37.4	9.8	63.2	0.6	0.8	0.2	17.3	-46.7
pair	RSmean	MACDhist	pos-neg	125	37.4	9.8	63.2	0.6	0.8	0.2	17.3	-46.7
pair	MACDhist	SLmean	pos-neg	65	19.5	9.6	60.0	0.7	1.3	0.6	14.2	-17.6
pair	SLmean	MACDhist	pos-neg	65	19.5	9.6	60.0	0.7	1.3	0.6	14.2	-17.6
pair	SLmean	RSIhist	pos-neg	53	15.9	9.5	64.2	0.7	1.5	0.7	13.8	-13.7
pair	RSIhist	SLmean	pos-neg	53	15.9	9.5	64.2	0.7	1.5	0.7	13.8	-13.7
single	RSmean	RSmean	pos-pos	308	92.2	9.5	64.9	0.7	0.9	0.2	15.4	-43.0
pair	RSmean	MACDhist	pos-pos	183	54.8	9.3	66.1	0.7	1.0	0.4	13.9	-22.5
pair	MACDhist	RSmean	pos-pos	183	54.8	9.3	66.1	0.7	1.0	0.4	13.9	-22.5
single	MACDhist	MACDhist	pos-pos	185	55.4	9.2	65.9	0.7	1.0	0.4	13.9	-22.5
pair	RSI	MRmean	neg-pos	33	9.9	9.2	66.7	0.6	0.9	0.7	16.3	-12.5
pair	MRmean	RSI	neg-pos	33	9.9	9.2	66.7	0.6	0.9	0.7	16.3	-12.5
pair	MACDhist	LWTI	pos-pos	181	54.2	9.1	65.7	0.7	1.0	0.4	13.7	-22.5
pair	LWTI	MACDhist	pos-pos	181	54.2	9.1	65.7	0.7	1.0	0.4	13.7	-22.5
pair	SLmean	RSmean	pos-pos	213	63.8	9.0	64.8	0.7	1.1	0.3	13.9	-27.8
pair	RSmean	SLmean	pos-pos	213	63.8	9.0	64.8	0.7	1.1	0.3	13.9	-27.8
pair	MRmean	MACD	neg-pos	41	12.3	9.0	65.9	0.6	0.8	0.4	18.0	-23.4
pair	MACD	MRmean	neg-pos	41	12.3	9.0	65.9	0.6	0.8	0.4	18.0	-23.4
single	MRmean	MRmean	pos-pos	247	74.0	9.0	63.6	0.7	1.1	0.4	13.8	-24.7
pair	RSI	MACD	pos-pos	244	73.1	8.8	64.3	0.7	1.0	0.4	13.9	-21.4
pair	MACD	RSI	pos-pos	244	73.1	8.8	64.3	0.7	1.0	0.4	13.9	-21.4
pair	RSmean	RSIhist	pos-pos	175	52.4	8.6	64.0	0.7	1.0	0.2	14.0	-39.3
pair	RSIhist	RSmean	pos-pos	175	52.4	8.6	64.0	0.7	1.0	0.2	14.0	-39.3
pair	RSI	MACDhist	pos-pos	175	52.4	8.6	65.7	0.7	1.0	0.4	13.9	-22.5
pair	MACDhist	RSI	pos-pos	175	52.4	8.6	65.7	0.7	1.0	0.4	13.9	-22.5
pair	MACD	MACDhist	pos-pos	165	49.4	8.6	64.8	0.7	1.0	0.4	14.0	-22.5
pair	MACDhist	MRmean	pos-pos	182	54.5	8.6	65.4	0.7	1.0	0.4	13.9	-22.5
pair	MRmean	MACDhist	pos-pos	182	54.5	8.6	65.4	0.7	1.0	0.4	13.9	-22.5
pair	MRmean	LWTI	neg-pos	51	15.3	8.6	62.7	0.5	0.8	0.3	18.9	-31.6
pair	MACDhist	MACD	pos-pos	165	49.4	8.6	64.8	0.7	1.0	0.4	14.0	-22.5
pair	LWTI	MRmean	neg-pos	51	15.3	8.6	62.7	0.5	0.8	0.3	18.9	-31.6
pair	MRmean	RSIhist	pos-pos	169	50.6	8.5	63.9	0.7	1.0	0.2	13.8	-35.4
pair	RSIhist	MRmean	pos-pos	169	50.6	8.5	63.9	0.7	1.0	0.2	13.8	-35.4
pair	LWTI	MACD	pos-pos	246	73.7	8.4	64.2	0.6	0.9	0.3	14.2	-31.6
pair	MACD	LWTI	pos-pos	246	73.7	8.4	64.2	0.6	0.9	0.3	14.2	-31.6
single	MACD	MACD	pos-pos	256	76.6	8.2	64.1	0.6	0.9	0.3	14.3	-30.2
single	RSI	RSI	pos-pos	266	79.6	8.2	63.5	0.6	1.0	0.3	14.0	-25.9
pair	MACD	MRmean	pos-pos	215	64.4	8.1	63.7	0.6	1.0	0.3	13.5	-24.7
pair	MRmean	RSI	pos-pos	233	69.8	8.1	63.1	0.6	1.0	0.3	13.7	-24.7
single	RSIhist	RSIhist	pos-pos	179	53.6	8.1	63.7	0.6	1.0	0.2	13.9	-39.3
single	LWTI	LWTI	pos-pos	285	85.3	8.1	63.2	0.6	0.9	0.3	14.5	-31.6
pair	MRmean	MACD	pos-pos	215	64.4	8.1	63.7	0.6	1.0	0.3	13.5	-24.7
pair	RSI	MRmean	pos-pos	233	69.8	8.1	63.1	0.6	1.0	0.3	13.7	-24.7
pair	MRmean	LWTI	pos-pos	234	70.1	8.0	63.2	0.6	1.0	0.3	13.4	-25.4
pair	SLmean	MRmean	pos-pos	212	63.5	8.0	63.2	0.6	1.0	0.2	13.8	-32.2
pair	MRmean	SLmean	pos-pos	212	63.5	8.0	63.2	0.6	1.0	0.2	13.8	-32.2
pair	LWTI	MRmean	pos-pos	234	70.1	8.0	63.2	0.6	1.0	0.3	13.4	-25.4
pair	LWTI	RSI	pos-pos	259	77.5	7.8	63.7	0.6	0.9	0.3	13.7	-25.9
pair	RSI	LWTI	pos-pos	259	77.5	7.8	63.7	0.6	0.9	0.3	13.7	-25.9
pair	RSmean	LWTI	pos-neg	47	14.1	7.6	63.8	0.5	0.6	0.2	19.4	-35.0
single	SLmean	SLmean	pos-pos	221	66.2	7.6	63.3	0.6	0.9	0.2	13.9	-39.1
pair	MACD	MACDhist	pos-neg	91	27.2	7.6	62.6	0.6	0.8	0.3	14.9	-28.9
pair	MACDhist	MACD	pos-neg	91	27.2	7.6	62.6	0.6	0.8	0.3	14.9	-28.9
pair	LWTI	RSmean	pos-neg	47	14.1	7.6	63.8	0.5	0.6	0.2	19.4	-35.0
pair		benchmark___benchmark_	benchmark-benchmark	334	100.0	7.5	62.9	0.6	0.8	0.2	15.3	-43.5
pair	benchmark___benchmark_		benchmark-benchmark	334	100.0	7.5	62.9	0.6	0.8	0.2	15.3	-43.5
pair	RSmean	MRmean	neg-pos	71	21.3	7.5	64.8	0.5	0.6	0.2	19.6	-47.0
pair	MRmean	RSmean	neg-pos	71	21.3	7.5	64.8	0.5	0.6	0.2	19.6	-47.0
pair	MACDhist	RSI	pos-neg	91	27.2	7.4	59.3	0.6	1.0	0.3	14.4	-25.2
pair	RSI	MACDhist	pos-neg	91	27.2	7.4	59.3	0.6	1.0	0.3	14.4	-25.2
single	SLmean	SLmean	neg-neg	113	33.8	7.2	61.9	0.5	0.6	0.1	17.8	-47.9
pair	MACD	RSmean	pos-neg	64	19.2	7.0	60.9	0.5	0.6	0.2	19.2	-36.5
pair	RSmean	MACD	pos-neg	64	19.2	7.0	60.9	0.5	0.6	0.2	19.2	-36.5
pair	SLmean	RSIhist	pos-pos	168	50.3	7.0	63.1	0.6	0.8	0.2	14.0	-39.3
pair	RSIhist	SLmean	pos-pos	168	50.3	7.0	63.1	0.6	0.8	0.2	14.0	-39.3
single	RSIhist	RSIhist	neg-neg	155	46.4	6.8	61.9	0.5	0.7	0.1	16.8	-46.3
pair	MACDhist	SLmean	pos-pos	156	46.7	6.8	64.7	0.6	0.8	0.2	13.8	-26.8
pair	SLmean	MACDhist	pos-pos	156	46.7	6.8	64.7	0.6	0.8	0.2	13.8	-26.8
pair	SLmean	LWTI	pos-pos	203	60.8	6.7	63.1	0.6	0.8	0.2	13.3	-38.4
pair	LWTI	SLmean	pos-pos	203	60.8	6.7	63.1	0.6	0.8	0.2	13.3	-38.4
pair	MACDhist	LWTI	neg-pos	104	31.1	6.3	58.7	0.5	0.7	0.2	15.8	-31.1
pair	LWTI	MACDhist	neg-pos	104	31.1	6.3	58.7	0.5	0.7	0.2	15.8	-31.1
pair	SLmean	RSI	pos-pos	205	61.4	6.2	62.0	0.5	0.8	0.1	13.7	-40.2
pair	RSI	SLmean	pos-pos	205	61.4	6.2	62.0	0.5	0.8	0.1	13.7	-40.2
pair	RSI	RSmean	pos-neg	58	17.4	6.2	63.8	0.4	0.5	0.2	20.2	-37.1
pair	RSmean	RSI	pos-neg	58	17.4	6.2	63.8	0.4	0.5	0.2	20.2	-37.1
pair	RSIhist	MACD	pos-pos	139	41.6	6.2	63.3	0.5	0.7	0.2	13.5	-37.5
pair	MACD	RSIhist	pos-pos	139	41.6	6.2	63.3	0.5	0.7	0.2	13.5	-37.5
pair	RSI	RSIhist	pos-pos	159	47.6	6.1	62.3	0.5	0.7	0.2	13.7	-39.3
pair	RSIhist	RSI	pos-pos	159	47.6	6.1	62.3	0.5	0.7	0.2	13.7	-39.3
pair	RSI	MACD	neg-neg	56	16.8	6.1	60.7	0.4	0.5	0.2	19.5	-35.0
pair	MACD	RSI	neg-neg	56	16.8	6.1	60.7	0.4	0.5	0.2	19.5	-35.0
pair	MACD	SLmean	pos-pos	187	56.0	6.0	62.6	0.5	0.8	0.2	13.5	-38.4
pair	SLmean	MACD	pos-pos	187	56.0	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	47.9	5.8	62.5	0.5	0.7	0.1	13.2	-41.4
pair	RSIhist	LWTI	pos-pos	160	47.9	5.8	62.5	0.5	0.7	0.1	13.2	-41.4
pair	RSIhist	MACDhist	pos-pos	139	41.6	5.8	64.0	0.5	0.7	0.2	13.5	-36.4
pair	MACDhist	RSIhist	pos-pos	139	41.6	5.8	64.0	0.5	0.7	0.2	13.5	-36.4
pair	SLmean	RSIhist	neg-neg	102	30.5	5.4	60.8	0.4	0.5	0.1	18.2	-51.9
pair	RSIhist	SLmean	neg-neg	102	30.5	5.4	60.8	0.4	0.5	0.1	18.2	-51.9
single	MACDhist	MACDhist	neg-neg	149	44.6	5.4	59.1	0.4	0.6	0.1	17.0	-45.9
single	MACD	MACD	neg-neg	78	23.4	5.1	59.0	0.4	0.5	0.1	18.3	-36.5
single	RSI	RSI	neg-neg	68	20.4	4.6	60.3	0.3	0.4	0.1	19.6	-37.1
pair	RSmean	MACDhist	neg-pos	2	0.6	4.6	50.0	0.9	0.0	0.0	5.3	0.0
pair	MACDhist	RSmean	neg-pos	2	0.6	4.6	50.0	0.9	0.0	0.0	5.3	0.0
pair	MACD	LWTI	neg-neg	39	11.7	4.2	61.5	0.3	0.4	0.1	20.5	-35.0
pair	LWTI	MACD	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	14.7	4.1	61.2	0.3	0.4	0.1	19.5	-35.0
pair	MACD	LWTI	pos-neg	10	3.0	3.7	60.0	0.3	0.6	0.3	16.1	-11.4
pair	LWTI	MACD	pos-neg	10	3.0	3.7	60.0	0.3	0.6	0.3	16.1	-11.4
pair	SLmean	MRmean	neg-neg	78	23.4	3.6	60.3	0.3	0.4	0.1	19.3	-49.1
pair	MRmean	SLmean	neg-neg	78	23.4	3.6	60.3	0.3	0.4	0.1	19.3	-49.1
pair	RSIhist	MRmean	neg-neg	77	23.1	3.5	61.0	0.3	0.4	0.1	19.4	-51.4
pair	MRmean	RSIhist	neg-neg	77	23.1	3.5	61.0	0.3	0.4	0.1	19.4	-51.4
single	MRmean	MRmean	neg-neg	87	26.0	3.2	60.9	0.3	0.3	0.1	19.0	-50.3
pair	LWTI	MACDhist	neg-neg	45	13.5	3.1	60.0	0.3	0.3	0.1	19.5	-35.0
pair	MACDhist	LWTI	neg-neg	45	13.5	3.1	60.0	0.3	0.3	0.1	19.5	-35.0
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	RSI	MACDhist	neg-neg	58	17.4	2.2	58.6	0.2	0.3	0.1	20.5	-38.3
pair	MACDhist	RSI	neg-neg	58	17.4	2.2	58.6	0.2	0.3	0.1	20.5	-38.3
pair	SLmean	MACDhist	neg-neg	84	25.1	2.2	58.3	0.2	0.3	0.0	18.9	-50.0
pair	MACDhist	SLmean	neg-neg	84	25.1	2.2	58.3	0.2	0.3	0.0	18.9	-50.0
pair	MACDhist	MACD	neg-neg	58	17.4	1.9	53.4	0.2	0.3	0.1	19.9	-36.5
pair	MACD	MACDhist	neg-neg	58	17.4	1.9	53.4	0.2	0.3	0.1	19.9	-36.5
pair	MRmean	MACDhist	neg-neg	84	25.1	1.8	59.5	0.2	0.3	0.0	19.2	-50.3
pair	MACDhist	MRmean	neg-neg	84	25.1	1.8	59.5	0.2	0.3	0.0	19.2	-50.3
pair	MACDhist	RSIhist	neg-neg	109	32.6	1.5	57.8	0.2	0.2	0.0	17.5	-50.1
pair	RSIhist	MACDhist	neg-neg	109	32.6	1.5	57.8	0.2	0.2	0.0	17.5	-50.1
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	12.6	0.9	61.9	0.1	0.2	0.0	18.9	-35.0
pair	LWTI	RSI	neg-neg	42	12.6	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	SLmean	neg-pos	9	2.7	-0.2	66.7	0.1	13.6	-0.0	17.0	-11.9
pair	SLmean	MRmean	neg-pos	9	2.7	-0.2	66.7	0.1	13.6	-0.0	17.0	-11.9
pair	MRmean	RSI	neg-neg	54	16.2	-0.3	57.4	0.1	0.1	-0.0	20.6	-44.6
pair	RSI	MRmean	neg-neg	54	16.2	-0.3	57.4	0.1	0.1	-0.0	20.6	-44.6
pair	RSI	SLmean	neg-neg	52	15.6	-1.6	53.8	0.0	0.0	-0.0	20.6	-42.2
pair	SLmean	RSI	neg-neg	52	15.6	-1.6	53.8	0.0	0.0	-0.0	20.6	-42.2
pair	MACD	MRmean	neg-neg	46	13.8	-1.7	56.5	0.0	0.0	-0.0	20.0	-37.7
pair	MRmean	MACD	neg-neg	46	13.8	-1.7	56.5	0.0	0.0	-0.0	20.0	-37.7
pair	RSI	MACD	pos-neg	12	3.6	-2.2	58.3	-0.0	-0.0	-0.1	21.2	-16.1
pair	MACD	RSI	pos-neg	12	3.6	-2.2	58.3	-0.0	-0.0	-0.1	21.2	-16.1
pair	RSIhist	RSI	neg-neg	48	14.4	-2.9	54.2	-0.0	-0.0	-0.1	21.0	-47.4
pair	RSI	RSIhist	neg-neg	48	14.4	-2.9	54.2	-0.0	-0.0	-0.1	21.0	-47.4
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	13.2	-3.3	52.3	-0.1	-0.1	-0.1	19.9	-34.9
pair	MACD	SLmean	neg-neg	44	13.2	-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	RSmean	RSI	neg-neg	10	3.0	-4.2	40.0	-0.2	-0.4	-0.5	16.7	-8.9
pair	RSI	RSmean	neg-neg	10	3.0	-4.2	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	-39.1
pair	MACD	RSIhist	neg-neg	38	11.4	-4.4	52.6	-0.1	-0.1	-0.1	20.8	-39.1
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	RSmean	MRmean	pos-neg	10	3.0	-13.6	30.0	-1.6	-2.0	-0.9	9.0	-14.3
pair	MRmean	RSmean	pos-neg	10	3.0	-13.6	30.0	-1.6	-2.0	-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	-19.6
pair	RSmean	SLmean	pos-neg	8	2.4	-23.7	25.0	-2.4	-3.2	-1.2	11.1	-19.6
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	-59.8	-59.8	-9.2	1.2	-5.6
pair	LWTI	RSmean	neg-neg	2	0.6	-51.7	0.0	-59.8	-59.8	-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 15.6% \| Win 66% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.4 Vol 14% \| MDD -10.8% Months 35M (10%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR -0.2% \| Win 67% Sharpe 0.07 \| Sortino 13.55 \| Calmar -0.0 Vol 17% \| MDD -11.9% Months 9M (3%)	CAGR 3.6% \| Win 60% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -49.1% Months 78M (23%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
SLmean only	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (66%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 65% Sharpe 0.77 \| Sortino 1.19 \| Calmar 0.5 Vol 14% \| MDD -21.0% Months 237M (71%)	CAGR -13.6% \| Win 30% Sharpe -1.57 \| Sortino -1.96 \| Calmar -1.0 Vol 9% \| MDD -14.3% Months 10M (3%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 7.5% \| Win 65% Sharpe 0.47 \| Sortino 0.57 \| Calmar 0.2 Vol 20% \| MDD -47.0% Months 71M (21%)	CAGR -13.8% \| Win 44% Sharpe -0.88 \| Sortino -2.32 \| Calmar -0.7 Vol 16% \| MDD -20.4% Months 16M (5%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (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 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 215M (64%)	CAGR 15.6% \| Win 62% Sharpe 1.01 \| Sortino 1.98 \| Calmar 2.2 Vol 16% \| MDD -7.1% Months 32M (10%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 9.0% \| Win 66% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.4 Vol 18% \| MDD -23.4% Months 41M (12%)	CAGR -1.7% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 20% \| MDD -37.7% Months 46M (14%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.1% \| 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 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 9.2% \| Win 67% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.7 Vol 16% \| MDD -12.5% Months 33M (10%)	CAGR -0.3% \| Win 57% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -44.6% Months 54M (16%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
RSI only	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 (54%)	CAGR 10.1% \| Win 58% Sharpe 0.78 \| Sortino 1.55 \| Calmar 0.8 Vol 14% \| MDD -12.1% Months 65M (20%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 52.3% \| Win 100% Sharpe 3.57 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 1.8% \| Win 60% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 19% \| MDD -50.3% Months 84M (25%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)

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 10.1% \| Win 63% Sharpe 0.77 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -16.4% Months 78M (23%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| 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 3.5% \| Win 61% Sharpe 0.28 \| Sortino 0.36 \| Calmar 0.1 Vol 19% \| MDD -51.4% Months 77M (23%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 63% Sharpe 0.64 \| Sortino 0.96 \| 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 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 8.6% \| Win 63% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.3 Vol 19% \| MDD -31.6% Months 51M (15%)	CAGR -3.9% \| Win 58% Sharpe -0.11 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -35.0% Months 36M (11%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 -19.6% Months 8M (2%)	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (66%)
SLmean neg	CAGR 10.6% \| Win 65% Sharpe 0.64 \| Sortino 0.77 \| Calmar 0.2 Vol 18% \| MDD -45.5% Months 95M (28%)	CAGR -8.9% \| Win 44% Sharpe -0.60 \| Sortino -1.18 \| Calmar -0.6 Vol 14% \| MDD -15.6% Months 18M (5%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (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 (66%)
SLmean neg	CAGR 14.5% \| Win 68% Sharpe 0.92 \| Sortino 1.21 \| Calmar 0.5 Vol 16% \| MDD -28.2% Months 69M (21%)	CAGR -3.3% \| Win 52% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.1 Vol 20% \| MDD -34.9% Months 44M (13%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)

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 (61%)	CAGR 27.6% \| Win 81% Sharpe 1.65 \| Sortino 4.00 \| 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 (66%)
SLmean neg	CAGR 15.3% \| Win 69% Sharpe 1.04 \| Sortino 1.45 \| Calmar 1.3 Vol 15% \| MDD -12.1% Months 61M (18%)	CAGR -1.6% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 21% \| MDD -42.2% Months 52M (16%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
RSI only	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 1.33 \| 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 (66%)
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 2.2% \| Win 58% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.0 Vol 19% \| MDD -50.0% Months 84M (25%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)

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 (50%)	CAGR 9.5% \| 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 (66%)
SLmean neg	CAGR 25.8% \| Win 73% Sharpe 1.87 \| Sortino 6.97 \| Calmar 4.8 Vol 13% \| MDD -5.4% Months 11M (3%)	CAGR 5.4% \| Win 61% Sharpe 0.38 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -51.9% Months 102M (30%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (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 2.32 \| 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 (66%)
SLmean neg	CAGR 11.6% \| Win 63% Sharpe 0.73 \| Sortino 1.01 \| Calmar 0.4 Vol 17% \| MDD -32.7% Months 82M (25%)	CAGR -3.6% \| Win 58% Sharpe -0.09 \| Sortino -0.10 \| Calmar -0.1 Vol 20% \| MDD -30.8% Months 31M (9%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 10.2% \| Win 66% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 244M (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 308M (92%)
RSmean neg	CAGR -24.6% \| Win 25% Sharpe -2.36 \| Sortino -3.37 \| 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 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 10.3% \| Win 65% Sharpe 0.77 \| Sortino 1.16 \| Calmar 0.4 Vol 14% \| MDD -25.9% Months 250M (75%)	CAGR 6.2% \| Win 64% Sharpe 0.40 \| Sortino 0.49 \| Calmar 0.2 Vol 20% \| MDD -37.1% Months 58M (17%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (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 -4.2% \| Win 40% Sharpe -0.18 \| 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 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 9.8% \| Win 63% Sharpe 0.63 \| Sortino 0.82 \| Calmar 0.2 Vol 17% \| MDD -46.7% Months 125M (37%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (92%)
RSmean neg	CAGR 4.6% \| Win 50% Sharpe 0.86 \| 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 (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)

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 (52%)	CAGR 10.8% \| Win 66% Sharpe 0.69 \| Sortino 0.87 \| Calmar 0.2 Vol 17% \| MDD -47.0% Months 133M (40%)	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (92%)
RSmean neg	CAGR -10.2% \| Win 50% Sharpe -1.36 \| Sortino -3.90 \| Calmar -1.9 Vol 8% \| MDD -5.4% Months 4M (1%)	CAGR -14.4% \| Win 36% Sharpe -1.03 \| Sortino -1.90 \| 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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.8% \| Win 65% Sharpe 0.72 \| Sortino 1.02 \| Calmar 0.3 Vol 15% \| MDD -31.2% Months 261M (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 308M (92%)
RSmean neg	CAGR -9.5% \| Win 42% Sharpe -0.71 \| Sortino -1.32 \| Calmar -0.5 Vol 13% \| MDD -20.4% Months 24M (7%)	CAGR -51.7% \| Win 0% Sharpe -59.77 \| Sortino -59.77 \| 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 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 8.8% \| Win 64% Sharpe 0.68 \| Sortino 1.01 \| Calmar 0.4 Vol 14% \| MDD -21.4% Months 244M (73%)	CAGR -2.2% \| Win 58% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 21% \| MDD -16.1% Months 12M (4%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)
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 (23%)
RSI only	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 (49%)	CAGR 7.6% \| Win 63% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.3 Vol 15% \| MDD -28.9% Months 91M (27%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)
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 (17%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)

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 10.7% \| Win 65% Sharpe 0.74 \| Sortino 1.12 \| Calmar 0.4 Vol 15% \| MDD -28.9% Months 117M (35%)	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)
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 -39.1% Months 38M (11%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)
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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (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 246M (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 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)
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 (23%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 (52%)	CAGR 7.4% \| Win 59% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -25.2% Months 91M (27%)	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)
RSI neg	CAGR 19.8% \| Win 70% Sharpe 1.37 \| Sortino 1.67 \| Calmar 3.0 Vol 14% \| MDD -6.7% Months 10M (3%)	CAGR 2.2% \| Win 59% Sharpe 0.21 \| Sortino 0.28 \| Calmar 0.1 Vol 20% \| MDD -38.3% Months 58M (17%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (20%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)

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 11.4% \| Win 65% Sharpe 0.82 \| Sortino 1.33 \| Calmar 0.6 Vol 14% \| MDD -18.2% Months 107M (32%)	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)
RSI neg	CAGR 25.0% \| Win 75% Sharpe 1.55 \| Sortino 2.87 \| Calmar 3.7 Vol 15% \| MDD -6.7% Months 20M (6%)	CAGR -2.9% \| Win 54% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 21% \| MDD -47.4% Months 48M (14%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.8% \| Win 64% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 259M (78%)	CAGR 25.8% \| Win 57% Sharpe 1.09 \| Sortino 2.67 \| Calmar 2.9 Vol 23% \| MDD -8.9% Months 7M (2%)	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)
RSI neg	CAGR 10.8% \| Win 58% Sharpe 0.59 \| Sortino 0.83 \| Calmar 0.7 Vol 21% \| MDD -15.6% Months 26M (8%)	CAGR 0.9% \| Win 62% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 19% \| MDD -35.0% Months 42M (13%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (20%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 (55%)
MACDhist neg	CAGR 16.5% \| Win 62% Sharpe 1.09 \| Sortino 2.26 \| Calmar 0.9 Vol 15% \| MDD -17.6% Months 40M (12%)	CAGR 1.5% \| Win 58% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.0 Vol 18% \| MDD -50.1% Months 109M (33%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)
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 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (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 (55%)
MACDhist neg	CAGR 6.3% \| Win 59% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 16% \| MDD -31.1% Months 104M (31%)	CAGR 3.1% \| Win 60% Sharpe 0.26 \| Sortino 0.33 \| Calmar 0.1 Vol 20% \| MDD -35.0% Months 45M (14%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 3.21 \| 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 11.0% \| Win 64% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.4 Vol 16% \| MDD -29.4% Months 125M (37%)	CAGR -9.2% \| Win 53% Sharpe -0.39 \| Sortino -0.47 \| Calmar -0.3 Vol 20% \| MDD -35.7% Months 30M (9%)	CAGR 6.8% \| Win 62% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.1 Vol 17% \| MDD -46.3% Months 155M (46%)
LWTI only	CAGR 8.1% \| Win 63% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -31.6% Months 285M (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 15.6% \| Win 66% Sharpe 1.13 \| Sortino 1.61 \| Calmar 1.4 Vol 14% \| MDD -10.8% Months 35M (10%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR -0.2% \| Win 67% Sharpe 0.07 \| Sortino 13.55 \| Calmar -0.0 Vol 17% \| MDD -11.9% Months 9M (3%)	CAGR 3.6% \| Win 60% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 19% \| MDD -49.1% Months 78M (23%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
SLmean only	CAGR 7.6% \| Win 63% Sharpe 0.60 \| Sortino 0.95 \| Calmar 0.2 Vol 14% \| MDD -39.1% Months 221M (66%)	CAGR 7.2% \| Win 62% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.1 Vol 18% \| MDD -47.9% Months 113M (34%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 65% Sharpe 0.77 \| Sortino 1.19 \| Calmar 0.5 Vol 14% \| MDD -21.0% Months 237M (71%)	CAGR -13.6% \| Win 30% Sharpe -1.57 \| Sortino -1.96 \| Calmar -1.0 Vol 9% \| MDD -14.3% Months 10M (3%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 7.5% \| Win 65% Sharpe 0.47 \| Sortino 0.57 \| Calmar 0.2 Vol 20% \| MDD -47.0% Months 71M (21%)	CAGR -13.8% \| Win 44% Sharpe -0.88 \| Sortino -2.32 \| Calmar -0.7 Vol 16% \| MDD -20.4% Months 16M (5%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
RSmean only	CAGR 9.5% \| Win 65% Sharpe 0.67 \| Sortino 0.91 \| Calmar 0.2 Vol 15% \| MDD -43.0% Months 308M (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 0.64 \| Sortino 0.97 \| Calmar 0.3 Vol 14% \| MDD -24.7% Months 215M (64%)	CAGR 15.6% \| Win 62% Sharpe 1.01 \| Sortino 1.98 \| Calmar 2.2 Vol 16% \| MDD -7.1% Months 32M (10%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 9.0% \| Win 66% Sharpe 0.57 \| Sortino 0.80 \| Calmar 0.4 Vol 18% \| MDD -23.4% Months 41M (12%)	CAGR -1.7% \| Win 56% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.0 Vol 20% \| MDD -37.7% Months 46M (14%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
MACD only	CAGR 8.2% \| Win 64% Sharpe 0.63 \| Sortino 0.92 \| Calmar 0.3 Vol 14% \| MDD -30.2% Months 256M (77%)	CAGR 5.1% \| Win 59% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -36.5% Months 78M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.1% \| 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 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 9.2% \| Win 67% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.7 Vol 16% \| MDD -12.5% Months 33M (10%)	CAGR -0.3% \| Win 57% Sharpe 0.09 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -44.6% Months 54M (16%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
RSI only	CAGR 8.2% \| Win 64% Sharpe 0.64 \| Sortino 0.98 \| Calmar 0.3 Vol 14% \| MDD -25.9% Months 266M (80%)	CAGR 4.6% \| Win 60% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 20% \| MDD -37.1% Months 68M (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 (54%)	CAGR 10.1% \| Win 58% Sharpe 0.78 \| Sortino 1.55 \| Calmar 0.8 Vol 14% \| MDD -12.1% Months 65M (20%)	CAGR 9.0% \| Win 64% Sharpe 0.70 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -24.7% Months 247M (74%)
MRmean neg	CAGR 52.3% \| Win 100% Sharpe 3.57 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 3M (1%)	CAGR 1.8% \| Win 60% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 19% \| MDD -50.3% Months 84M (25%)	CAGR 3.2% \| Win 61% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.1 Vol 19% \| MDD -50.3% Months 87M (26%)
MACDhist only	CAGR 9.2% \| Win 66% Sharpe 0.71 \| Sortino 1.03 \| Calmar 0.4 Vol 14% \| MDD -22.5% Months 185M (55%)	CAGR 5.4% \| Win 59% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -45.9% Months 149M (45%)