XLY - State Street Cons Disc Sel Sect SPDR Income ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

114.5%

Best CAGR

Total Months

13.9%

Avg CAGR

XLY 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 XLY

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	3	0.9	114.5	100.0	5.9	0.0	0.0	13.4	0.0
pair	RSI	MACDhist	neg-pos	3	0.9	114.5	100.0	5.9	0.0	0.0	13.4	0.0
pair	SLmean	RSIhist	neg-pos	4	1.2	96.8	75.0	2.4	0.0	0.0	30.1	0.0
pair	RSIhist	SLmean	neg-pos	4	1.2	96.8	75.0	2.4	0.0	0.0	30.1	0.0
pair	RSI	MRmean	pos-neg	7	2.1	60.7	71.4	2.8	50.8	54.0	18.0	-1.1
pair	MRmean	RSI	pos-neg	7	2.1	60.7	71.4	2.8	50.8	54.0	18.0	-1.1
pair	MACDhist	LWTI	pos-neg	4	1.2	59.2	100.0	8.5	0.0	0.0	5.6	0.0
pair	LWTI	MACDhist	pos-neg	4	1.2	59.2	100.0	8.5	0.0	0.0	5.6	0.0
pair	LWTI	RSmean	neg-neg	2	0.6	52.6	100.0	8.4	0.0	0.0	5.2	0.0
pair	RSmean	LWTI	neg-neg	2	0.6	52.6	100.0	8.4	0.0	0.0	5.2	0.0
pair	RSIhist	RSmean	neg-pos	5	1.5	51.4	100.0	12.2	0.0	0.0	3.5	0.0
pair	RSmean	RSIhist	neg-pos	5	1.5	51.4	100.0	12.2	0.0	0.0	3.5	0.0
pair	MACD	MACDhist	neg-pos	10	3.0	50.5	80.0	3.4	33.2	17.5	12.6	-2.9
pair	MACDhist	MACD	neg-pos	10	3.0	50.5	80.0	3.4	33.2	17.5	12.6	-2.9
pair	RSI	RSIhist	neg-pos	14	4.2	44.7	64.3	1.5	3.0	2.8	26.7	-16.0
pair	RSIhist	RSI	neg-pos	14	4.2	44.7	64.3	1.5	3.0	2.8	26.7	-16.0
pair	LWTI	RSIhist	pos-neg	19	5.7	42.9	68.4	1.7	3.4	5.0	22.8	-8.5
pair	RSIhist	LWTI	pos-neg	19	5.7	42.9	68.4	1.7	3.4	5.0	22.8	-8.5
pair	MACDhist	RSmean	neg-pos	1	0.3	39.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.3	39.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	8	2.4	37.1	62.5	1.4	4.3	6.7	23.8	-5.6
pair	RSmean	RSI	neg-neg	8	2.4	37.1	62.5	1.4	4.3	6.7	23.8	-5.6
pair	MRmean	LWTI	pos-neg	13	3.9	34.6	69.2	1.8	3.0	23.7	17.5	-1.5
pair	LWTI	MRmean	pos-neg	13	3.9	34.6	69.2	1.8	3.0	23.7	17.5	-1.5
pair	MRmean	RSIhist	neg-pos	7	2.1	30.3	57.1	0.9	2.5	1.9	34.7	-16.0
pair	RSIhist	MRmean	neg-pos	7	2.1	30.3	57.1	0.9	2.5	1.9	34.7	-16.0
pair	MACD	RSIhist	neg-pos	30	9.0	28.2	66.7	1.2	2.0	3.3	22.7	-8.5
pair	RSIhist	MACD	neg-pos	30	9.0	28.2	66.7	1.2	2.0	3.3	22.7	-8.5
pair	MRmean	MACD	pos-neg	25	7.5	20.6	64.0	1.1	1.6	1.4	18.9	-15.2
pair	MACD	MRmean	pos-neg	25	7.5	20.6	64.0	1.1	1.6	1.4	18.9	-15.2
pair	MACDhist	MRmean	neg-pos	6	1.8	20.0	66.7	0.8	0.8	196.8	27.8	-0.1
pair	MRmean	MACDhist	neg-pos	6	1.8	20.0	66.7	0.8	0.8	196.8	27.8	-0.1
pair	MACD	RSI	neg-neg	48	14.4	18.2	60.4	0.7	1.2	0.4	27.9	-44.9
pair	RSI	MACD	neg-neg	48	14.4	18.2	60.4	0.7	1.2	0.4	27.9	-44.9
pair	SLmean	LWTI	pos-neg	16	4.8	17.7	62.5	0.8	1.2	0.9	23.6	-19.4
pair	LWTI	SLmean	pos-neg	16	4.8	17.7	62.5	0.8	1.2	0.9	23.6	-19.4
pair	SLmean	MACD	neg-neg	45	13.5	17.3	60.0	0.7	1.2	0.5	26.7	-36.7
pair	MACD	SLmean	neg-neg	45	13.5	17.3	60.0	0.7	1.2	0.5	26.7	-36.7
pair	SLmean	RSmean	neg-neg	19	5.7	17.2	57.9	0.9	2.2	1.4	20.2	-12.3
pair	RSmean	SLmean	neg-neg	19	5.7	17.2	57.9	0.9	2.2	1.4	20.2	-12.3
pair	MRmean	RSmean	neg-neg	19	5.7	17.2	57.9	0.9	2.2	1.4	20.2	-12.3
pair	RSmean	MRmean	neg-neg	19	5.7	17.2	57.9	0.9	2.2	1.4	20.2	-12.3
pair	MACD	RSmean	neg-pos	8	2.4	17.0	75.0	1.9	5.6	19.8	8.7	-0.9
pair	RSmean	MACD	neg-pos	8	2.4	17.0	75.0	1.9	5.6	19.8	8.7	-0.9
pair	RSI	MRmean	neg-pos	35	10.5	16.8	65.7	0.8	1.1	1.1	21.3	-15.2
pair	MRmean	RSI	neg-pos	35	10.5	16.8	65.7	0.8	1.1	1.1	21.3	-15.2
pair	MRmean	LWTI	neg-pos	60	18.0	16.6	60.0	0.7	1.3	0.7	25.5	-22.6
pair	LWTI	MRmean	neg-pos	60	18.0	16.6	60.0	0.7	1.3	0.7	25.5	-22.6
pair	RSI	LWTI	neg-pos	25	7.5	16.2	52.0	0.6	1.5	0.8	30.9	-21.4
pair	LWTI	RSI	neg-pos	25	7.5	16.2	52.0	0.6	1.5	0.8	30.9	-21.4
single	RSmean	RSmean	neg-neg	28	8.4	15.7	60.7	0.9	2.0	1.3	17.8	-12.4
pair	MACD	RSmean	neg-neg	20	6.0	15.2	55.0	0.8	2.1	1.2	20.5	-12.4
pair	RSmean	MACD	neg-neg	20	6.0	15.2	55.0	0.8	2.1	1.2	20.5	-12.4
pair	RSmean	MACDhist	neg-neg	27	8.1	14.9	59.3	0.9	2.0	1.2	18.1	-12.4
pair	MACDhist	RSmean	neg-neg	27	8.1	14.9	59.3	0.9	2.0	1.2	18.1	-12.4
pair	MACD	LWTI	neg-pos	36	10.8	14.7	58.3	0.8	1.5	0.7	21.3	-21.4
pair	LWTI	MACD	neg-pos	36	10.8	14.7	58.3	0.8	1.5	0.7	21.3	-21.4
single	MACD	MACD	neg-neg	75	22.5	14.3	60.0	0.7	1.1	0.3	24.8	-44.9
pair	LWTI	MACD	neg-neg	39	11.7	14.0	61.5	0.6	0.9	0.3	28.0	-44.9
pair	MACD	LWTI	neg-neg	39	11.7	14.0	61.5	0.6	0.9	0.3	28.0	-44.9
pair	RSmean	MACD	pos-neg	55	16.5	14.0	61.8	0.6	1.0	0.3	26.4	-44.9
pair	MACD	RSmean	pos-neg	55	16.5	14.0	61.8	0.6	1.0	0.3	26.4	-44.9
pair	MRmean	SLmean	neg-neg	83	24.9	13.9	60.2	0.6	1.0	0.3	26.9	-40.0
pair	SLmean	MRmean	neg-neg	83	24.9	13.9	60.2	0.6	1.0	0.3	26.9	-40.0
pair	SLmean	MACDhist	neg-neg	88	26.3	13.6	56.8	0.6	1.0	0.3	25.7	-41.5
pair	MACDhist	SLmean	neg-neg	88	26.3	13.6	56.8	0.6	1.0	0.3	25.7	-41.5
pair	LWTI	SLmean	neg-pos	82	24.6	13.4	56.1	0.7	1.2	0.6	23.5	-22.6
pair	SLmean	LWTI	neg-pos	82	24.6	13.4	56.1	0.7	1.2	0.6	23.5	-22.6
pair	LWTI	RSmean	neg-pos	26	7.8	13.3	57.7	0.8	1.8	1.1	18.3	-12.4
pair	RSmean	LWTI	neg-pos	26	7.8	13.3	57.7	0.8	1.8	1.1	18.3	-12.4
pair	RSIhist	MACDhist	neg-pos	40	12.0	12.8	60.0	0.7	1.1	1.0	20.6	-12.7
pair	MACDhist	RSIhist	neg-pos	40	12.0	12.8	60.0	0.7	1.1	1.0	20.6	-12.7
pair	RSmean	SLmean	pos-neg	9	2.7	12.6	66.7	1.0	1.5	2.3	12.2	-5.4
pair	SLmean	RSmean	pos-neg	9	2.7	12.6	66.7	1.0	1.5	2.3	12.2	-5.4
pair	MRmean	RSmean	pos-neg	9	2.7	12.6	66.7	1.0	1.5	2.3	12.2	-5.4
pair	RSmean	MRmean	pos-neg	9	2.7	12.6	66.7	1.0	1.5	2.3	12.2	-5.4
pair	LWTI	RSIhist	neg-pos	128	38.3	12.1	56.2	0.7	1.1	0.4	20.8	-28.3
pair	RSIhist	LWTI	neg-pos	128	38.3	12.1	56.2	0.7	1.1	0.4	20.8	-28.3
pair	RSI	SLmean	neg-neg	50	15.0	11.7	56.0	0.5	1.0	0.3	30.1	-36.7
pair	SLmean	RSI	neg-neg	50	15.0	11.7	56.0	0.5	1.0	0.3	30.1	-36.7
single	RSI	RSI	neg-neg	63	18.9	11.6	55.6	0.5	1.0	0.2	29.2	-48.2
pair	MACD	MRmean	neg-neg	50	15.0	11.4	58.0	0.5	0.9	0.2	27.5	-44.9
pair	MRmean	MACD	neg-neg	50	15.0	11.4	58.0	0.5	0.9	0.2	27.5	-44.9
single	SLmean	SLmean	neg-neg	110	32.9	11.0	56.4	0.5	0.9	0.3	24.9	-41.1
pair	SLmean	RSI	pos-neg	13	3.9	11.0	53.8	0.5	0.9	0.4	26.4	-26.2
pair	RSI	SLmean	pos-neg	13	3.9	11.0	53.8	0.5	0.9	0.4	26.4	-26.2
pair	MACDhist	LWTI	neg-pos	112	33.5	10.8	56.2	0.6	1.0	0.3	20.8	-33.5
pair	LWTI	MACDhist	neg-pos	112	33.5	10.8	56.2	0.6	1.0	0.3	20.8	-33.5
pair	SLmean	MACDhist	pos-pos	160	47.9	10.7	61.2	0.8	1.2	0.4	14.4	-25.2
single	RSIhist	RSIhist	pos-pos	181	54.2	10.7	60.8	0.7	1.1	0.5	16.0	-20.8
pair	MACDhist	SLmean	pos-pos	160	47.9	10.7	61.2	0.8	1.2	0.4	14.4	-25.2
single	MRmean	MRmean	neg-neg	91	27.2	10.4	58.2	0.5	0.9	0.2	27.0	-51.3
pair	SLmean	RSI	neg-pos	60	18.0	10.3	56.7	0.6	0.9	0.4	19.9	-23.2
pair	RSI	SLmean	neg-pos	60	18.0	10.3	56.7	0.6	0.9	0.4	19.9	-23.2
pair	MACD	SLmean	pos-neg	30	9.0	10.1	60.0	0.6	0.8	0.5	22.2	-19.4
pair	SLmean	MACD	pos-neg	30	9.0	10.1	60.0	0.6	0.8	0.5	22.2	-19.4
pair	MACDhist	RSIhist	pos-pos	141	42.2	10.1	61.0	0.7	1.1	0.5	14.5	-20.8
pair	RSIhist	MACDhist	pos-pos	141	42.2	10.1	61.0	0.7	1.1	0.5	14.5	-20.8
pair	MACDhist	RSI	pos-neg	92	27.5	9.9	57.6	0.6	0.9	0.3	17.3	-30.0
pair	RSI	MACDhist	pos-neg	92	27.5	9.9	57.6	0.6	0.9	0.3	17.3	-30.0
pair	RSIhist	MRmean	pos-pos	174	52.1	9.9	60.9	0.7	1.1	0.5	14.9	-20.8
pair	MRmean	RSIhist	pos-pos	174	52.1	9.9	60.9	0.7	1.1	0.5	14.9	-20.8
pair	RSI	RSIhist	pos-neg	104	31.1	9.9	56.7	0.6	0.9	0.4	18.0	-24.8
pair	RSIhist	RSI	pos-neg	104	31.1	9.9	56.7	0.6	0.9	0.4	18.0	-24.8
pair	MRmean	SLmean	pos-pos	216	64.7	9.8	60.2	0.7	1.0	0.5	14.9	-21.2
pair	SLmean	MRmean	pos-pos	216	64.7	9.8	60.2	0.7	1.0	0.5	14.9	-21.2
pair	MACDhist	MRmean	neg-neg	85	25.4	9.8	57.6	0.5	0.8	0.2	27.1	-51.3
pair	MRmean	MACDhist	neg-neg	85	25.4	9.8	57.6	0.5	0.8	0.2	27.1	-51.3
pair	RSmean	SLmean	neg-pos	91	27.2	9.7	56.0	0.5	0.8	0.2	25.9	-41.1
pair	SLmean	RSmean	neg-pos	91	27.2	9.7	56.0	0.5	0.8	0.2	25.9	-41.1
pair	RSmean	RSIhist	pos-pos	176	52.7	9.7	59.7	0.7	1.0	0.4	16.2	-21.9
pair	RSIhist	RSmean	pos-pos	176	52.7	9.7	59.7	0.7	1.0	0.4	16.2	-21.9
pair	MACD	MACDhist	neg-neg	65	19.5	9.6	56.9	0.5	0.8	0.2	26.1	-44.9
pair	MACDhist	MACD	neg-neg	65	19.5	9.6	56.9	0.5	0.8	0.2	26.1	-44.9
pair	LWTI	RSI	pos-neg	6	1.8	9.5	66.7	0.6	0.7	6.5	16.2	-1.5
pair	RSI	LWTI	pos-neg	6	1.8	9.5	66.7	0.6	0.7	6.5	16.2	-1.5
single	MACDhist	MACDhist	pos-pos	182	54.5	9.5	60.4	0.7	1.0	0.4	15.4	-23.9
single	LWTI	LWTI	pos-pos	290	86.8	9.4	58.3	0.6	0.9	0.3	17.7	-35.8
pair		benchmark___benchmark_	benchmark-benchmark	334	100.0	9.4	58.4	0.6	0.9	0.2	19.1	-55.1
pair	benchmark___benchmark_		benchmark-benchmark	334	100.0	9.4	58.4	0.6	0.9	0.2	19.1	-55.1
pair	RSmean	MACDhist	pos-pos	181	54.2	9.4	60.2	0.7	1.0	0.4	15.5	-23.9
pair	MACDhist	RSmean	pos-pos	181	54.2	9.4	60.2	0.7	1.0	0.4	15.5	-23.9
pair	MACD	MRmean	neg-pos	41	12.3	9.3	58.5	0.5	0.8	0.5	26.8	-17.4
pair	MRmean	MACD	neg-pos	41	12.3	9.3	58.5	0.5	0.8	0.5	26.8	-17.4
pair	RSIhist	SLmean	pos-pos	177	53.0	9.2	60.5	0.7	1.0	0.4	15.5	-20.8
pair	SLmean	RSIhist	pos-pos	177	53.0	9.2	60.5	0.7	1.0	0.4	15.5	-20.8
pair	RSIhist	RSmean	neg-neg	23	6.9	9.2	52.2	0.6	1.3	0.6	19.2	-14.9
pair	RSmean	RSIhist	neg-neg	23	6.9	9.2	52.2	0.6	1.3	0.6	19.2	-14.9
pair	MRmean	MACDhist	pos-pos	176	52.7	9.2	60.2	0.7	1.0	0.4	15.0	-23.9
pair	MACDhist	MRmean	pos-pos	176	52.7	9.2	60.2	0.7	1.0	0.4	15.0	-23.9
single	MACDhist	MACDhist	neg-neg	152	45.5	9.2	55.9	0.5	0.8	0.2	22.9	-51.7
pair	LWTI	RSmean	pos-pos	264	79.0	9.1	58.3	0.6	0.9	0.3	17.7	-32.5
pair	RSmean	LWTI	pos-pos	264	79.0	9.1	58.3	0.6	0.9	0.3	17.7	-32.5
single	MRmean	MRmean	pos-pos	243	72.8	8.9	58.4	0.6	1.0	0.4	15.2	-24.4
pair	RSmean	RSI	pos-pos	251	75.1	8.9	59.0	0.6	0.9	0.3	16.1	-31.6
pair	RSI	RSmean	pos-pos	251	75.1	8.9	59.0	0.6	0.9	0.3	16.1	-31.6
pair	RSI	MACD	pos-pos	244	73.1	8.9	59.0	0.6	0.9	0.3	15.7	-33.2
pair	MACD	RSI	pos-pos	244	73.1	8.9	59.0	0.6	0.9	0.3	15.7	-33.2
pair	MRmean	RSIhist	neg-neg	84	25.1	8.9	58.3	0.5	0.8	0.2	26.5	-46.9
pair	RSIhist	MRmean	neg-neg	84	25.1	8.9	58.3	0.5	0.8	0.2	26.5	-46.9
pair	MACDhist	MACD	pos-neg	87	26.0	8.8	55.2	0.5	0.8	0.3	20.2	-25.5
pair	MACD	MACDhist	pos-neg	87	26.0	8.8	55.2	0.5	0.8	0.3	20.2	-25.5
single	LWTI	LWTI	neg-neg	44	13.2	8.8	59.1	0.5	0.7	0.2	27.0	-45.3
pair	LWTI	RSI	pos-pos	265	79.3	8.8	58.9	0.6	0.9	0.2	16.0	-35.3
single	RSmean	RSmean	pos-pos	306	91.6	8.8	58.2	0.5	0.8	0.2	19.3	-55.1
single	RSI	RSI	pos-pos	271	81.1	8.8	59.0	0.6	0.9	0.2	16.0	-37.9
pair	RSI	LWTI	pos-pos	265	79.3	8.8	58.9	0.6	0.9	0.2	16.0	-35.3
pair	MRmean	RSmean	pos-pos	234	70.1	8.8	58.1	0.6	1.0	0.4	15.4	-24.4
pair	RSmean	MRmean	pos-pos	234	70.1	8.8	58.1	0.6	1.0	0.4	15.4	-24.4
pair	RSmean	MRmean	neg-pos	72	21.6	8.7	58.3	0.4	0.8	0.2	28.7	-51.3
pair	MRmean	RSmean	neg-pos	72	21.6	8.7	58.3	0.4	0.8	0.2	28.7	-51.3
pair	MACD	LWTI	pos-pos	254	76.0	8.7	58.3	0.6	0.9	0.2	17.2	-39.6
pair	LWTI	MACD	pos-pos	254	76.0	8.7	58.3	0.6	0.9	0.2	17.2	-39.6
pair	RSIhist	SLmean	neg-neg	106	31.7	8.6	55.7	0.5	0.8	0.2	24.7	-41.1
pair	RSI	LWTI	neg-neg	38	11.4	8.6	57.9	0.4	0.7	0.2	28.5	-45.3
pair	LWTI	RSI	neg-neg	38	11.4	8.6	57.9	0.4	0.7	0.2	28.5	-45.3
pair	MACDhist	LWTI	pos-pos	178	53.3	8.6	59.6	0.6	0.9	0.4	15.5	-23.9
pair	LWTI	MACDhist	pos-pos	178	53.3	8.6	59.6	0.6	0.9	0.4	15.5	-23.9
pair	RSIhist	MACD	pos-neg	108	32.3	8.6	55.6	0.5	0.8	0.3	20.7	-25.5
pair	MACD	RSIhist	pos-neg	108	32.3	8.6	55.6	0.5	0.8	0.3	20.7	-25.5
pair	SLmean	RSIhist	neg-neg	106	31.7	8.6	55.7	0.5	0.8	0.2	24.7	-41.1
single	SLmean	SLmean	pos-pos	224	67.1	8.6	59.4	0.6	0.9	0.3	15.6	-26.4
pair	RSmean	SLmean	pos-pos	215	64.4	8.4	59.1	0.6	0.9	0.3	15.7	-26.4
pair	SLmean	RSmean	pos-pos	215	64.4	8.4	59.1	0.6	0.9	0.3	15.7	-26.4
pair	MRmean	MACDhist	pos-neg	67	20.1	8.4	53.7	0.6	0.8	0.5	16.0	-18.0
pair	MACDhist	MRmean	pos-neg	67	20.1	8.4	53.7	0.6	0.8	0.5	16.0	-18.0
pair	SLmean	RSI	pos-pos	211	63.2	8.4	59.7	0.6	0.9	0.3	14.8	-27.8
pair	RSI	SLmean	pos-pos	211	63.2	8.4	59.7	0.6	0.9	0.3	14.8	-27.8
pair	RSI	RSmean	pos-neg	55	16.5	8.3	54.5	0.4	0.8	0.2	30.0	-48.2
pair	RSmean	RSI	pos-neg	55	16.5	8.3	54.5	0.4	0.8	0.2	30.0	-48.2
pair	MACDhist	RSI	pos-pos	179	53.6	8.3	59.8	0.6	0.9	0.3	15.3	-23.9
pair	RSI	MACDhist	pos-pos	179	53.6	8.3	59.8	0.6	0.9	0.3	15.3	-23.9
pair	MACD	SLmean	pos-pos	194	58.1	8.3	59.3	0.6	0.9	0.3	14.4	-29.4
pair	SLmean	MACD	pos-pos	194	58.1	8.3	59.3	0.6	0.9	0.3	14.4	-29.4
pair	RSI	RSIhist	pos-pos	167	50.0	8.2	60.5	0.6	0.9	0.4	14.7	-20.8
pair	RSIhist	RSI	pos-pos	167	50.0	8.2	60.5	0.6	0.9	0.4	14.7	-20.8
pair	RSI	RSmean	neg-pos	20	6.0	8.1	60.0	0.6	1.1	0.7	15.0	-11.0
pair	RSmean	RSI	neg-pos	20	6.0	8.1	60.0	0.6	1.1	0.7	15.0	-11.0
pair	MACDhist	RSI	neg-neg	60	18.0	8.0	53.3	0.4	0.8	0.2	29.5	-48.2
pair	RSI	MACDhist	neg-neg	60	18.0	8.0	53.3	0.4	0.8	0.2	29.5	-48.2
pair	RSmean	MACDhist	pos-neg	125	37.4	8.0	55.2	0.4	0.7	0.1	23.8	-51.7
pair	MACDhist	RSmean	pos-neg	125	37.4	8.0	55.2	0.4	0.7	0.1	23.8	-51.7
pair	RSIhist	MACDhist	neg-neg	112	33.5	7.9	54.5	0.4	0.7	0.2	23.7	-47.4
pair	RSI	MACD	neg-pos	27	8.1	7.9	59.3	0.5	0.8	0.3	18.5	-27.6
single	MACD	MACD	pos-pos	259	77.5	7.9	57.9	0.5	0.8	0.2	17.2	-39.6
pair	MACDhist	RSIhist	neg-neg	112	33.5	7.9	54.5	0.4	0.7	0.2	23.7	-47.4
pair	SLmean	LWTI	pos-pos	208	62.3	7.9	59.1	0.6	0.8	0.3	14.9	-27.8
pair	LWTI	SLmean	pos-pos	208	62.3	7.9	59.1	0.6	0.8	0.3	14.9	-27.8
pair	MACD	RSI	neg-pos	27	8.1	7.9	59.3	0.5	0.8	0.3	18.5	-27.6
single	RSIhist	RSIhist	neg-neg	153	45.8	7.8	55.6	0.5	0.7	0.2	22.3	-47.4
pair	MACD	RSmean	pos-pos	251	75.1	7.7	57.4	0.5	0.8	0.2	17.4	-39.6
pair	RSmean	MACD	pos-pos	251	75.1	7.7	57.4	0.5	0.8	0.2	17.4	-39.6
pair	MRmean	LWTI	pos-pos	230	68.9	7.7	57.8	0.6	0.8	0.2	15.1	-31.4
pair	LWTI	MRmean	pos-pos	230	68.9	7.7	57.8	0.6	0.8	0.2	15.1	-31.4
pair	MRmean	MACD	pos-pos	218	65.3	7.7	57.8	0.6	0.9	0.2	14.8	-33.0
pair	MACD	MRmean	pos-pos	218	65.3	7.7	57.8	0.6	0.9	0.2	14.8	-33.0
pair	RSI	MRmean	pos-pos	236	70.7	7.7	58.1	0.6	0.8	0.2	15.1	-31.4
pair	MRmean	RSI	pos-pos	236	70.7	7.7	58.1	0.6	0.8	0.2	15.1	-31.4
pair	RSmean	RSIhist	pos-neg	130	38.9	7.6	56.2	0.4	0.7	0.2	22.9	-47.4
pair	RSIhist	RSmean	pos-neg	130	38.9	7.6	56.2	0.4	0.7	0.2	22.9	-47.4
pair	MACDhist	RSIhist	pos-neg	41	12.3	7.6	58.5	0.5	0.7	0.8	18.5	-9.4
pair	RSIhist	MACDhist	pos-neg	41	12.3	7.6	58.5	0.5	0.7	0.8	18.5	-9.4
pair	MACD	MACDhist	pos-pos	172	51.5	7.5	59.3	0.6	0.8	0.3	15.5	-23.9
pair	MACDhist	MACD	pos-pos	172	51.5	7.5	59.3	0.6	0.8	0.3	15.5	-23.9
pair	MACD	RSIhist	pos-pos	151	45.2	7.5	59.6	0.6	0.9	0.3	14.2	-21.0
pair	RSIhist	MACD	pos-pos	151	45.2	7.5	59.6	0.6	0.9	0.3	14.2	-21.0
pair	LWTI	RSIhist	pos-pos	162	48.5	7.4	59.9	0.6	0.8	0.3	14.8	-20.8
pair	RSIhist	LWTI	pos-pos	162	48.5	7.4	59.9	0.6	0.8	0.3	14.8	-20.8
pair	LWTI	RSmean	pos-neg	42	12.6	7.0	57.1	0.4	0.6	0.1	27.5	-45.3
pair	RSmean	LWTI	pos-neg	42	12.6	7.0	57.1	0.4	0.6	0.1	27.5	-45.3
pair	SLmean	MACD	neg-pos	65	19.5	6.8	53.8	0.4	0.7	0.3	23.8	-25.8
pair	MACD	SLmean	neg-pos	65	19.5	6.8	53.8	0.4	0.7	0.3	23.8	-25.8
pair	RSI	MRmean	neg-neg	56	16.8	6.6	53.6	0.4	0.7	0.1	30.2	-48.2
pair	MRmean	RSI	neg-neg	56	16.8	6.6	53.6	0.4	0.7	0.1	30.2	-48.2
pair	RSIhist	MRmean	pos-neg	69	20.7	6.5	52.2	0.5	0.8	0.2	16.1	-27.5
pair	MRmean	RSIhist	pos-neg	69	20.7	6.5	52.2	0.5	0.8	0.2	16.1	-27.5
pair	RSIhist	SLmean	pos-neg	47	14.1	6.2	55.3	0.5	0.6	0.4	16.2	-15.9
pair	SLmean	RSIhist	pos-neg	47	14.1	6.2	55.3	0.5	0.6	0.4	16.2	-15.9
pair	MACD	RSIhist	neg-neg	45	13.5	6.0	55.6	0.3	0.6	0.1	26.2	-40.1
pair	RSIhist	MACD	neg-neg	45	13.5	6.0	55.6	0.3	0.6	0.1	26.2	-40.1
pair	MACDhist	LWTI	neg-neg	40	12.0	4.7	55.0	0.3	0.5	0.1	28.1	-45.3
pair	LWTI	MACDhist	neg-neg	40	12.0	4.7	55.0	0.3	0.5	0.1	28.1	-45.3
pair	SLmean	LWTI	neg-neg	28	8.4	4.0	57.1	0.3	0.4	0.1	29.1	-36.7
pair	LWTI	SLmean	neg-neg	28	8.4	4.0	57.1	0.3	0.4	0.1	29.1	-36.7
pair	RSI	RSIhist	neg-neg	49	14.7	3.6	53.1	0.3	0.5	0.1	29.8	-43.6
pair	RSIhist	RSI	neg-neg	49	14.7	3.6	53.1	0.3	0.5	0.1	29.8	-43.6
pair	SLmean	MACDhist	pos-neg	64	19.2	3.4	54.7	0.3	0.4	0.2	18.3	-19.4
pair	MACDhist	SLmean	pos-neg	64	19.2	3.4	54.7	0.3	0.4	0.2	18.3	-19.4
pair	SLmean	MRmean	pos-neg	27	8.1	2.3	44.4	0.2	0.4	0.1	17.8	-20.0
pair	MRmean	SLmean	pos-neg	27	8.1	2.3	44.4	0.2	0.4	0.1	17.8	-20.0
pair	SLmean	MACDhist	neg-pos	22	6.6	1.1	54.5	0.1	0.3	0.1	21.9	-9.4
pair	MACDhist	SLmean	neg-pos	22	6.6	1.1	54.5	0.1	0.3	0.1	21.9	-9.4
pair	MRmean	LWTI	neg-neg	31	9.3	-0.5	54.8	0.1	0.2	-0.0	30.0	-45.3
pair	LWTI	MRmean	neg-neg	31	9.3	-0.5	54.8	0.1	0.2	-0.0	30.0	-45.3
pair	MACD	RSI	pos-neg	15	4.5	-7.1	40.0	-0.1	-0.2	-0.4	33.7	-18.6
pair	RSI	MACD	pos-neg	15	4.5	-7.1	40.0	-0.1	-0.2	-0.4	33.7	-18.6
pair	LWTI	RSIhist	neg-neg	25	7.5	-11.6	52.0	-0.3	-0.5	-0.3	28.9	-44.0
pair	RSIhist	LWTI	neg-neg	25	7.5	-11.6	52.0	-0.3	-0.5	-0.3	28.9	-44.0
pair	SLmean	MRmean	neg-pos	8	2.4	-19.9	37.5	-0.6	-1.4	-0.8	28.6	-26.1
pair	MRmean	SLmean	neg-pos	8	2.4	-19.9	37.5	-0.6	-1.4	-0.8	28.6	-26.1
pair	MACD	LWTI	pos-neg	5	1.5	-24.5	40.0	-2.0	-2.4	-2.5	13.8	-9.8
pair	LWTI	MACD	pos-neg	5	1.5	-24.5	40.0	-2.0	-2.4	-2.5	13.8	-9.8

All Contingency Tables for XLY

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 60% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.5 Vol 15% \| MDD -21.2% Months 216M (65%)	CAGR 2.3% \| Win 44% Sharpe 0.21 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -20.0% Months 27M (8%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR -19.9% \| Win 38% Sharpe -0.64 \| Sortino -1.44 \| Calmar -0.8 Vol 29% \| MDD -26.1% Months 8M (2%)	CAGR 13.9% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 27% \| MDD -40.0% Months 83M (25%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
SLmean only	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 58% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 234M (70%)	CAGR 12.6% \| Win 67% Sharpe 1.03 \| Sortino 1.54 \| Calmar 2.3 Vol 12% \| MDD -5.4% Months 9M (3%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 8.7% \| Win 58% Sharpe 0.43 \| Sortino 0.75 \| Calmar 0.2 Vol 29% \| MDD -51.3% Months 72M (22%)	CAGR 17.2% \| Win 58% Sharpe 0.89 \| Sortino 2.21 \| Calmar 1.4 Vol 20% \| MDD -12.3% Months 19M (6%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
RSmean only	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 58% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -33.0% Months 218M (65%)	CAGR 20.6% \| Win 64% Sharpe 1.09 \| Sortino 1.56 \| Calmar 1.3 Vol 19% \| MDD -15.2% Months 25M (8%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 9.3% \| Win 58% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.5 Vol 27% \| MDD -17.4% Months 41M (12%)	CAGR 11.4% \| Win 58% Sharpe 0.53 \| Sortino 0.92 \| Calmar 0.3 Vol 28% \| MDD -44.9% Months 50M (15%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
MACD only	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 58% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -31.4% Months 236M (71%)	CAGR 60.7% \| Win 71% Sharpe 2.76 \| Sortino 50.83 \| Calmar 54.0 Vol 18% \| MDD -1.1% Months 7M (2%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 16.8% \| Win 66% Sharpe 0.84 \| Sortino 1.14 \| Calmar 1.1 Vol 21% \| MDD -15.2% Months 35M (10%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.70 \| Calmar 0.1 Vol 30% \| MDD -48.2% Months 56M (17%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
RSI only	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 60% Sharpe 0.66 \| Sortino 1.04 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 176M (53%)	CAGR 8.4% \| Win 54% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.5 Vol 16% \| MDD -18.0% Months 67M (20%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 20.0% \| Win 67% Sharpe 0.78 \| Sortino 0.75 \| Calmar 196.9 Vol 28% \| MDD -0.1% Months 6M (2%)	CAGR 9.8% \| Win 58% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 85M (25%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 9.9% \| Win 61% Sharpe 0.71 \| Sortino 1.06 \| Calmar 0.5 Vol 15% \| MDD -20.8% Months 174M (52%)	CAGR 6.5% \| Win 52% Sharpe 0.47 \| Sortino 0.75 \| Calmar 0.2 Vol 16% \| MDD -27.5% Months 69M (21%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 30.3% \| Win 57% Sharpe 0.91 \| Sortino 2.54 \| Calmar 1.9 Vol 35% \| MDD -16.0% Months 7M (2%)	CAGR 8.9% \| Win 58% Sharpe 0.46 \| Sortino 0.76 \| Calmar 0.2 Vol 26% \| MDD -46.9% Months 84M (25%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 58% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -31.4% Months 230M (69%)	CAGR 34.6% \| Win 69% Sharpe 1.80 \| Sortino 2.99 \| Calmar 23.7 Vol 18% \| MDD -1.5% Months 13M (4%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 16.6% \| Win 60% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.7 Vol 26% \| MDD -22.6% Months 60M (18%)	CAGR -0.5% \| Win 55% Sharpe 0.13 \| Sortino 0.22 \| Calmar -0.0 Vol 30% \| MDD -45.3% Months 31M (9%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 59% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 215M (64%)	CAGR 12.6% \| Win 67% Sharpe 1.03 \| Sortino 1.54 \| Calmar 2.3 Vol 12% \| MDD -5.4% Months 9M (3%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 9.7% \| Win 56% Sharpe 0.48 \| Sortino 0.79 \| Calmar 0.2 Vol 26% \| MDD -41.1% Months 91M (27%)	CAGR 17.2% \| Win 58% Sharpe 0.89 \| Sortino 2.21 \| Calmar 1.4 Vol 20% \| MDD -12.3% Months 19M (6%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
RSmean only	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.3% \| Win 59% Sharpe 0.63 \| Sortino 0.94 \| Calmar 0.3 Vol 14% \| MDD -29.4% Months 194M (58%)	CAGR 10.1% \| Win 60% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.5 Vol 22% \| MDD -19.4% Months 30M (9%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 6.8% \| Win 54% Sharpe 0.39 \| Sortino 0.66 \| Calmar 0.3 Vol 24% \| MDD -25.8% Months 65M (20%)	CAGR 17.3% \| Win 60% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.5 Vol 27% \| MDD -36.7% Months 45M (14%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
MACD only	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 60% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.3 Vol 15% \| MDD -27.8% Months 211M (63%)	CAGR 11.0% \| Win 54% Sharpe 0.52 \| Sortino 0.86 \| Calmar 0.4 Vol 26% \| MDD -26.2% Months 13M (4%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 10.3% \| Win 57% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.4 Vol 20% \| MDD -23.2% Months 60M (18%)	CAGR 11.7% \| Win 56% Sharpe 0.52 \| Sortino 0.97 \| Calmar 0.3 Vol 30% \| MDD -36.7% Months 50M (15%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
RSI only	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 10.7% \| Win 61% Sharpe 0.78 \| Sortino 1.21 \| Calmar 0.4 Vol 14% \| MDD -25.2% Months 160M (48%)	CAGR 3.4% \| Win 55% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.2 Vol 18% \| MDD -19.4% Months 64M (19%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 1.1% \| Win 55% Sharpe 0.15 \| Sortino 0.26 \| Calmar 0.1 Vol 22% \| MDD -9.4% Months 22M (7%)	CAGR 13.6% \| Win 57% Sharpe 0.62 \| Sortino 1.03 \| Calmar 0.3 Vol 26% \| MDD -41.5% Months 88M (26%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 9.2% \| Win 60% Sharpe 0.65 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -20.8% Months 177M (53%)	CAGR 6.2% \| Win 55% Sharpe 0.45 \| Sortino 0.61 \| Calmar 0.4 Vol 16% \| MDD -15.9% Months 47M (14%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 96.8% \| Win 75% Sharpe 2.42 \| Sortino 0.00 \| Calmar 0.0 Vol 30% \| MDD 0.0% Months 4M (1%)	CAGR 8.6% \| Win 56% Sharpe 0.46 \| Sortino 0.75 \| Calmar 0.2 Vol 25% \| MDD -41.1% Months 106M (32%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.9% \| Win 59% Sharpe 0.59 \| Sortino 0.85 \| Calmar 0.3 Vol 15% \| MDD -27.8% Months 208M (62%)	CAGR 17.7% \| Win 62% Sharpe 0.81 \| Sortino 1.23 \| Calmar 0.9 Vol 24% \| MDD -19.4% Months 16M (5%)	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)
SLmean neg	CAGR 13.4% \| Win 56% Sharpe 0.65 \| Sortino 1.16 \| Calmar 0.6 Vol 24% \| MDD -22.6% Months 82M (25%)	CAGR 4.0% \| Win 57% Sharpe 0.27 \| Sortino 0.43 \| Calmar 0.1 Vol 29% \| MDD -36.7% Months 28M (8%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.7% \| Win 57% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 251M (75%)	CAGR 14.0% \| Win 62% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.3 Vol 26% \| MDD -44.9% Months 55M (16%)	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)
RSmean neg	CAGR 17.0% \| Win 75% Sharpe 1.85 \| Sortino 5.59 \| Calmar 19.8 Vol 9% \| MDD -0.9% Months 8M (2%)	CAGR 15.2% \| Win 55% Sharpe 0.79 \| Sortino 2.09 \| Calmar 1.2 Vol 20% \| MDD -12.4% Months 20M (6%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)
MACD only	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 59% Sharpe 0.61 \| Sortino 0.88 \| Calmar 0.3 Vol 16% \| MDD -31.6% Months 251M (75%)	CAGR 8.3% \| Win 55% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -48.2% Months 55M (16%)	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)
RSmean neg	CAGR 8.1% \| Win 60% Sharpe 0.59 \| Sortino 1.08 \| Calmar 0.7 Vol 15% \| MDD -11.0% Months 20M (6%)	CAGR 37.1% \| Win 62% Sharpe 1.45 \| Sortino 4.26 \| Calmar 6.7 Vol 24% \| MDD -5.6% Months 8M (2%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)
RSI only	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.4% \| Win 60% Sharpe 0.66 \| Sortino 1.00 \| Calmar 0.4 Vol 16% \| MDD -23.9% Months 181M (54%)	CAGR 8.0% \| Win 55% Sharpe 0.44 \| Sortino 0.68 \| Calmar 0.2 Vol 24% \| MDD -51.7% Months 125M (37%)	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)
RSmean neg	CAGR 39.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 14.9% \| Win 59% Sharpe 0.86 \| Sortino 1.97 \| Calmar 1.2 Vol 18% \| MDD -12.4% Months 27M (8%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.7% \| Win 60% Sharpe 0.65 \| Sortino 1.03 \| Calmar 0.4 Vol 16% \| MDD -21.9% Months 176M (53%)	CAGR 7.6% \| Win 56% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 23% \| MDD -47.4% Months 130M (39%)	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)
RSmean neg	CAGR 51.4% \| Win 100% Sharpe 12.17 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 5M (2%)	CAGR 9.2% \| Win 52% Sharpe 0.55 \| Sortino 1.33 \| Calmar 0.6 Vol 19% \| MDD -14.9% Months 23M (7%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 9.1% \| Win 58% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.3 Vol 18% \| MDD -32.5% Months 264M (79%)	CAGR 7.0% \| Win 57% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -45.3% Months 42M (13%)	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)
RSmean neg	CAGR 13.3% \| Win 58% Sharpe 0.77 \| Sortino 1.79 \| Calmar 1.1 Vol 18% \| MDD -12.4% Months 26M (8%)	CAGR 52.6% \| Win 100% Sharpe 8.36 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 2M (1%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.9% \| Win 59% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.3 Vol 16% \| MDD -33.2% Months 244M (73%)	CAGR -7.1% \| Win 40% Sharpe -0.07 \| Sortino -0.16 \| Calmar -0.4 Vol 34% \| MDD -18.6% Months 15M (4%)	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)
MACD neg	CAGR 7.9% \| Win 59% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 18% \| MDD -27.6% Months 27M (8%)	CAGR 18.2% \| Win 60% Sharpe 0.74 \| Sortino 1.22 \| Calmar 0.4 Vol 28% \| MDD -44.9% Months 48M (14%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)
RSI only	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.5% \| Win 59% Sharpe 0.55 \| Sortino 0.82 \| Calmar 0.3 Vol 16% \| MDD -23.9% Months 172M (52%)	CAGR 8.8% \| Win 55% Sharpe 0.52 \| Sortino 0.79 \| Calmar 0.3 Vol 20% \| MDD -25.5% Months 87M (26%)	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)
MACD neg	CAGR 50.5% \| Win 80% Sharpe 3.37 \| Sortino 33.17 \| Calmar 17.5 Vol 13% \| MDD -2.9% Months 10M (3%)	CAGR 9.6% \| Win 57% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.2 Vol 26% \| MDD -44.9% Months 65M (20%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 7.5% \| Win 60% Sharpe 0.58 \| Sortino 0.87 \| Calmar 0.4 Vol 14% \| MDD -21.0% Months 151M (45%)	CAGR 8.6% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.3 Vol 21% \| MDD -25.5% Months 108M (32%)	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)
MACD neg	CAGR 28.2% \| Win 67% Sharpe 1.21 \| Sortino 1.97 \| Calmar 3.3 Vol 23% \| MDD -8.5% Months 30M (9%)	CAGR 6.0% \| Win 56% Sharpe 0.35 \| Sortino 0.58 \| Calmar 0.1 Vol 26% \| MDD -40.1% Months 45M (14%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 8.7% \| Win 58% Sharpe 0.57 \| Sortino 0.86 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 254M (76%)	CAGR -24.5% \| Win 40% Sharpe -1.96 \| Sortino -2.38 \| Calmar -2.5 Vol 14% \| MDD -9.8% Months 5M (2%)	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)
MACD neg	CAGR 14.7% \| Win 58% Sharpe 0.75 \| Sortino 1.50 \| Calmar 0.7 Vol 21% \| MDD -21.4% Months 36M (11%)	CAGR 14.0% \| Win 62% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 28% \| MDD -44.9% Months 39M (12%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.3% \| Win 60% Sharpe 0.60 \| Sortino 0.90 \| Calmar 0.3 Vol 15% \| MDD -23.9% Months 179M (54%)	CAGR 9.9% \| Win 58% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.3 Vol 17% \| MDD -30.0% Months 92M (28%)	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)
RSI neg	CAGR 114.5% \| Win 100% Sharpe 5.91 \| Sortino 0.00 \| Calmar 0.0 Vol 13% \| MDD 0.0% Months 3M (1%)	CAGR 8.0% \| Win 53% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.2 Vol 30% \| MDD -48.2% Months 60M (18%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.2% \| Win 60% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 167M (50%)	CAGR 9.9% \| Win 57% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.4 Vol 18% \| MDD -24.8% Months 104M (31%)	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)
RSI neg	CAGR 44.7% \| Win 64% Sharpe 1.52 \| Sortino 3.02 \| Calmar 2.8 Vol 27% \| MDD -16.0% Months 14M (4%)	CAGR 3.6% \| Win 53% Sharpe 0.26 \| Sortino 0.49 \| Calmar 0.1 Vol 30% \| MDD -43.6% Months 49M (15%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.2 Vol 16% \| MDD -35.3% Months 265M (79%)	CAGR 9.5% \| Win 67% Sharpe 0.63 \| Sortino 0.74 \| Calmar 6.5 Vol 16% \| MDD -1.5% Months 6M (2%)	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)
RSI neg	CAGR 16.2% \| Win 52% Sharpe 0.63 \| Sortino 1.51 \| Calmar 0.8 Vol 31% \| MDD -21.4% Months 25M (8%)	CAGR 8.6% \| Win 58% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 28% \| MDD -45.3% Months 38M (11%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.1% \| Win 61% Sharpe 0.73 \| Sortino 1.13 \| Calmar 0.5 Vol 14% \| MDD -20.8% Months 141M (42%)	CAGR 7.6% \| Win 58% Sharpe 0.49 \| Sortino 0.74 \| Calmar 0.8 Vol 18% \| MDD -9.4% Months 41M (12%)	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)
MACDhist neg	CAGR 12.8% \| Win 60% Sharpe 0.69 \| Sortino 1.09 \| Calmar 1.0 Vol 21% \| MDD -12.7% Months 40M (12%)	CAGR 7.9% \| Win 55% Sharpe 0.44 \| Sortino 0.69 \| Calmar 0.2 Vol 24% \| MDD -47.4% Months 112M (34%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)
RSIhist only	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.6% \| Win 60% Sharpe 0.61 \| Sortino 0.94 \| Calmar 0.4 Vol 16% \| MDD -23.9% Months 178M (53%)	CAGR 59.2% \| Win 100% Sharpe 8.47 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 4M (1%)	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)
MACDhist neg	CAGR 10.8% \| Win 56% Sharpe 0.60 \| Sortino 0.96 \| Calmar 0.3 Vol 21% \| MDD -33.5% Months 112M (34%)	CAGR 4.7% \| Win 55% Sharpe 0.30 \| Sortino 0.48 \| Calmar 0.1 Vol 28% \| MDD -45.3% Months 40M (12%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 7.4% \| Win 60% Sharpe 0.56 \| Sortino 0.80 \| Calmar 0.4 Vol 15% \| MDD -20.8% Months 162M (48%)	CAGR 42.9% \| Win 68% Sharpe 1.70 \| Sortino 3.37 \| Calmar 5.1 Vol 23% \| MDD -8.5% Months 19M (6%)	CAGR 10.7% \| Win 61% Sharpe 0.71 \| Sortino 1.11 \| Calmar 0.5 Vol 16% \| MDD -20.8% Months 181M (54%)
RSIhist neg	CAGR 12.1% \| Win 56% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 21% \| MDD -28.3% Months 128M (38%)	CAGR -11.6% \| Win 52% Sharpe -0.28 \| Sortino -0.45 \| Calmar -0.3 Vol 29% \| MDD -44.0% Months 25M (8%)	CAGR 7.8% \| Win 56% Sharpe 0.45 \| Sortino 0.70 \| Calmar 0.2 Vol 22% \| MDD -47.4% Months 153M (46%)
LWTI only	CAGR 9.4% \| Win 58% Sharpe 0.60 \| Sortino 0.93 \| Calmar 0.3 Vol 18% \| MDD -35.8% Months 290M (87%)	CAGR 8.8% \| Win 59% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 27% \| MDD -45.3% Months 44M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.8% \| Win 60% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.5 Vol 15% \| MDD -21.2% Months 216M (65%)	CAGR 2.3% \| Win 44% Sharpe 0.21 \| Sortino 0.40 \| Calmar 0.1 Vol 18% \| MDD -20.0% Months 27M (8%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR -19.9% \| Win 38% Sharpe -0.64 \| Sortino -1.44 \| Calmar -0.8 Vol 29% \| MDD -26.1% Months 8M (2%)	CAGR 13.9% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 27% \| MDD -40.0% Months 83M (25%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
SLmean only	CAGR 8.6% \| Win 59% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -26.4% Months 224M (67%)	CAGR 11.0% \| Win 56% Sharpe 0.54 \| Sortino 0.91 \| Calmar 0.3 Vol 25% \| MDD -41.1% Months 110M (33%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 8.8% \| Win 58% Sharpe 0.63 \| Sortino 0.96 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 234M (70%)	CAGR 12.6% \| Win 67% Sharpe 1.03 \| Sortino 1.54 \| Calmar 2.3 Vol 12% \| MDD -5.4% Months 9M (3%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 8.7% \| Win 58% Sharpe 0.43 \| Sortino 0.75 \| Calmar 0.2 Vol 29% \| MDD -51.3% Months 72M (22%)	CAGR 17.2% \| Win 58% Sharpe 0.89 \| Sortino 2.21 \| Calmar 1.4 Vol 20% \| MDD -12.3% Months 19M (6%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
RSmean only	CAGR 8.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 19% \| MDD -55.1% Months 306M (92%)	CAGR 15.7% \| Win 61% Sharpe 0.91 \| Sortino 2.05 \| Calmar 1.3 Vol 18% \| MDD -12.4% Months 28M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 58% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.2 Vol 15% \| MDD -33.0% Months 218M (65%)	CAGR 20.6% \| Win 64% Sharpe 1.09 \| Sortino 1.56 \| Calmar 1.3 Vol 19% \| MDD -15.2% Months 25M (8%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 9.3% \| Win 58% Sharpe 0.46 \| Sortino 0.78 \| Calmar 0.5 Vol 27% \| MDD -17.4% Months 41M (12%)	CAGR 11.4% \| Win 58% Sharpe 0.53 \| Sortino 0.92 \| Calmar 0.3 Vol 28% \| MDD -44.9% Months 50M (15%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
MACD only	CAGR 7.9% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -39.6% Months 259M (78%)	CAGR 14.3% \| Win 60% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.3 Vol 25% \| MDD -44.9% Months 75M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 58% Sharpe 0.57 \| Sortino 0.85 \| Calmar 0.2 Vol 15% \| MDD -31.4% Months 236M (71%)	CAGR 60.7% \| Win 71% Sharpe 2.76 \| Sortino 50.83 \| Calmar 54.0 Vol 18% \| MDD -1.1% Months 7M (2%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 16.8% \| Win 66% Sharpe 0.84 \| Sortino 1.14 \| Calmar 1.1 Vol 21% \| MDD -15.2% Months 35M (10%)	CAGR 6.6% \| Win 54% Sharpe 0.36 \| Sortino 0.70 \| Calmar 0.1 Vol 30% \| MDD -48.2% Months 56M (17%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
RSI only	CAGR 8.8% \| Win 59% Sharpe 0.61 \| Sortino 0.90 \| Calmar 0.2 Vol 16% \| MDD -37.9% Months 271M (81%)	CAGR 11.6% \| Win 56% Sharpe 0.52 \| Sortino 0.96 \| Calmar 0.2 Vol 29% \| MDD -48.2% Months 63M (19%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 60% Sharpe 0.66 \| Sortino 1.04 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 176M (53%)	CAGR 8.4% \| Win 54% Sharpe 0.58 \| Sortino 0.84 \| Calmar 0.5 Vol 16% \| MDD -18.0% Months 67M (20%)	CAGR 8.9% \| Win 58% Sharpe 0.64 \| Sortino 0.97 \| Calmar 0.4 Vol 15% \| MDD -24.4% Months 243M (73%)
MRmean neg	CAGR 20.0% \| Win 67% Sharpe 0.78 \| Sortino 0.75 \| Calmar 196.9 Vol 28% \| MDD -0.1% Months 6M (2%)	CAGR 9.8% \| Win 58% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 85M (25%)	CAGR 10.4% \| Win 58% Sharpe 0.50 \| Sortino 0.87 \| Calmar 0.2 Vol 27% \| MDD -51.3% Months 91M (27%)
MACDhist only	CAGR 9.5% \| Win 60% Sharpe 0.67 \| Sortino 1.02 \| Calmar 0.4 Vol 15% \| MDD -23.9% Months 182M (54%)	CAGR 9.2% \| Win 56% Sharpe 0.50 \| Sortino 0.78 \| Calmar 0.2 Vol 23% \| MDD -51.7% Months 152M (46%)