XME - State Street SPDR S&P Metals & Mining ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

77.6%

Best CAGR

Total Months

7.1%

Avg CAGR

XME 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 XME

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	LWTI	pos-neg	11	4.7	77.6	63.6	1.8	4.5	6.6	36.1	-11.7
pair	LWTI	MACDhist	pos-neg	11	4.7	77.6	63.6	1.8	4.5	6.6	36.1	-11.7
pair	RSI	MRmean	pos-neg	27	11.4	74.0	66.7	1.9	5.5	7.0	31.7	-10.5
pair	MRmean	RSI	pos-neg	27	11.4	74.0	66.7	1.9	5.5	7.0	31.7	-10.5
pair	MRmean	RSIhist	neg-pos	10	4.2	72.7	70.0	1.9	11.8	4.9	32.2	-14.8
pair	RSIhist	MRmean	neg-pos	10	4.2	72.7	70.0	1.9	11.8	4.9	32.2	-14.8
pair	RSI	RSIhist	neg-pos	33	14.0	72.4	66.7	1.9	5.8	5.0	32.3	-14.3
pair	RSIhist	RSI	neg-pos	33	14.0	72.4	66.7	1.9	5.8	5.0	32.3	-14.3
pair	MRmean	SLmean	neg-pos	12	5.1	67.3	58.3	1.8	11.0	8.4	32.6	-8.0
pair	SLmean	MRmean	neg-pos	12	5.1	67.3	58.3	1.8	11.0	8.4	32.6	-8.0
pair	SLmean	RSI	pos-neg	35	14.8	63.2	62.9	1.8	5.7	6.0	31.2	-10.6
pair	RSI	SLmean	pos-neg	35	14.8	63.2	62.9	1.8	5.7	6.0	31.2	-10.6
pair	SLmean	LWTI	pos-neg	30	12.7	59.8	60.0	1.5	3.8	4.0	34.6	-15.0
pair	LWTI	SLmean	pos-neg	30	12.7	59.8	60.0	1.5	3.8	4.0	34.6	-15.0
pair	LWTI	RSIhist	pos-neg	28	11.9	55.4	60.7	1.5	3.4	3.7	34.4	-15.0
pair	RSIhist	LWTI	pos-neg	28	11.9	55.4	60.7	1.5	3.4	3.7	34.4	-15.0
pair	MRmean	LWTI	pos-neg	22	9.3	52.7	59.1	1.4	3.0	3.5	34.3	-15.0
pair	LWTI	MRmean	pos-neg	22	9.3	52.7	59.1	1.4	3.0	3.5	34.3	-15.0
pair	SLmean	MRmean	pos-neg	21	8.9	46.9	66.7	1.3	3.0	1.9	35.4	-24.9
pair	MRmean	SLmean	pos-neg	21	8.9	46.9	66.7	1.3	3.0	1.9	35.4	-24.9
pair	MACDhist	RSI	neg-pos	22	9.3	42.6	63.6	1.1	1.8	1.6	38.1	-27.6
pair	RSI	MACDhist	neg-pos	22	9.3	42.6	63.6	1.1	1.8	1.6	38.1	-27.6
pair	MACDhist	SLmean	neg-pos	22	9.3	33.5	68.2	1.0	1.4	0.9	37.5	-35.3
pair	SLmean	MACDhist	neg-pos	22	9.3	33.5	68.2	1.0	1.4	0.9	37.5	-35.3
pair	MRmean	RSIhist	pos-neg	26	11.0	32.2	69.2	1.0	2.1	1.7	34.2	-18.7
pair	RSIhist	MRmean	pos-neg	26	11.0	32.2	69.2	1.0	2.1	1.7	34.2	-18.7
pair	MRmean	MACD	pos-neg	54	22.9	31.0	55.6	1.0	2.0	1.7	32.8	-18.3
pair	MACD	MRmean	pos-neg	54	22.9	31.0	55.6	1.0	2.0	1.7	32.8	-18.3
pair	MACDhist	SLmean	pos-neg	43	18.2	30.5	53.5	1.0	2.3	1.9	31.0	-16.1
pair	SLmean	MACDhist	pos-neg	43	18.2	30.5	53.5	1.0	2.3	1.9	31.0	-16.1
pair	MACD	SLmean	pos-neg	54	22.9	30.3	55.6	1.0	2.0	1.4	33.5	-21.5
pair	SLmean	MACD	pos-neg	54	22.9	30.3	55.6	1.0	2.0	1.4	33.5	-21.5
pair	MACD	MACDhist	neg-pos	33	14.0	29.7	54.5	0.9	2.1	1.0	33.3	-30.4
pair	MACDhist	MACD	neg-pos	33	14.0	29.7	54.5	0.9	2.1	1.0	33.3	-30.4
pair	MACD	RSIhist	neg-pos	60	25.4	28.2	55.0	0.9	2.0	1.5	32.8	-19.3
pair	RSIhist	MACD	neg-pos	60	25.4	28.2	55.0	0.9	2.0	1.5	32.8	-19.3
pair	RSIhist	MACDhist	neg-pos	36	15.3	26.0	52.8	0.9	1.9	1.5	30.9	-17.7
pair	MACDhist	RSIhist	neg-pos	36	15.3	26.0	52.8	0.9	1.9	1.5	30.9	-17.7
pair	RSmean	RSIhist	pos-pos	118	50.0	20.2	52.5	0.8	1.6	0.6	29.7	-33.2
pair	RSIhist	RSmean	pos-pos	118	50.0	20.2	52.5	0.8	1.6	0.6	29.7	-33.2
pair	RSIhist	SLmean	pos-pos	114	48.3	19.9	52.6	0.8	1.6	0.5	29.1	-37.9
pair	SLmean	RSIhist	pos-pos	114	48.3	19.9	52.6	0.8	1.6	0.5	29.1	-37.9
pair	RSmean	MRmean	pos-pos	137	58.1	19.7	54.7	0.8	1.5	0.6	30.1	-32.5
pair	MRmean	RSmean	pos-pos	137	58.1	19.7	54.7	0.8	1.5	0.6	30.1	-32.5
pair	SLmean	RSmean	pos-pos	128	54.2	19.4	53.1	0.8	1.5	0.6	29.5	-35.1
pair	RSmean	SLmean	pos-pos	128	54.2	19.4	53.1	0.8	1.5	0.6	29.5	-35.1
single	RSIhist	RSIhist	pos-pos	123	52.1	19.3	52.0	0.8	1.6	0.5	29.4	-37.9
pair	MRmean	MACDhist	pos-pos	102	43.2	18.5	54.9	0.7	1.4	0.5	29.9	-39.1
pair	MACDhist	MRmean	pos-pos	102	43.2	18.5	54.9	0.7	1.4	0.5	29.9	-39.1
single	MRmean	MRmean	pos-pos	139	58.9	18.4	54.0	0.7	1.4	0.6	30.1	-33.8
pair	MRmean	MACDhist	pos-neg	37	15.7	18.2	51.4	0.7	1.4	0.7	30.9	-25.8
pair	MACDhist	MRmean	pos-neg	37	15.7	18.2	51.4	0.7	1.4	0.7	30.9	-25.8
single	SLmean	SLmean	pos-pos	130	55.1	18.1	52.3	0.7	1.4	0.5	29.4	-39.6
pair	MACDhist	RSmean	pos-pos	108	45.8	16.8	55.6	0.7	1.2	0.3	30.7	-52.5
pair	RSmean	MACDhist	pos-pos	108	45.8	16.8	55.6	0.7	1.2	0.3	30.7	-52.5
pair	MACDhist	RSIhist	pos-pos	87	36.9	16.7	51.7	0.7	1.4	0.5	28.9	-35.8
pair	RSIhist	MACDhist	pos-pos	87	36.9	16.7	51.7	0.7	1.4	0.5	28.9	-35.8
single	MACDhist	MACDhist	pos-pos	109	46.2	16.4	55.0	0.7	1.2	0.3	30.6	-53.5
pair	RSIhist	MRmean	pos-pos	113	47.9	15.5	50.4	0.6	1.3	0.4	29.1	-37.9
pair	MRmean	RSIhist	pos-pos	113	47.9	15.5	50.4	0.6	1.3	0.4	29.1	-37.9
pair	RSIhist	MACDhist	pos-neg	22	9.3	15.3	68.2	0.6	0.8	0.4	37.0	-35.5
pair	MACDhist	RSIhist	pos-neg	22	9.3	15.3	68.2	0.6	0.8	0.4	37.0	-35.5
pair	LWTI	RSI	neg-neg	74	31.4	14.9	56.8	0.6	1.0	0.2	36.5	-58.7
pair	RSI	LWTI	neg-neg	74	31.4	14.9	56.8	0.6	1.0	0.2	36.5	-58.7
pair	SLmean	MRmean	pos-pos	118	50.0	14.0	51.7	0.6	1.2	0.4	29.0	-38.4
pair	MRmean	SLmean	pos-pos	118	50.0	14.0	51.7	0.6	1.2	0.4	29.0	-38.4
pair	MACD	LWTI	neg-neg	69	29.2	13.7	58.0	0.5	0.9	0.2	38.0	-55.1
pair	LWTI	MACD	neg-neg	69	29.2	13.7	58.0	0.5	0.9	0.2	38.0	-55.1
pair	MACD	RSI	neg-neg	87	36.9	13.7	56.3	0.5	1.0	0.2	36.5	-63.9
pair	RSI	MACD	neg-neg	87	36.9	13.7	56.3	0.5	1.0	0.2	36.5	-63.9
pair	RSI	RSIhist	pos-neg	41	17.4	13.7	65.9	0.5	0.7	0.3	37.2	-45.2
pair	RSIhist	RSI	pos-neg	41	17.4	13.7	65.9	0.5	0.7	0.3	37.2	-45.2
pair	RSmean	RSI	neg-pos	9	3.8	13.5	55.6	0.7	2.0	1.0	21.8	-13.9
pair	RSI	RSmean	neg-pos	9	3.8	13.5	55.6	0.7	2.0	1.0	21.8	-13.9
pair	SLmean	RSI	neg-pos	36	15.3	13.4	63.9	0.5	0.7	0.2	37.1	-53.3
pair	RSI	SLmean	neg-pos	36	15.3	13.4	63.9	0.5	0.7	0.2	37.1	-53.3
pair	RSmean	LWTI	pos-neg	73	30.9	12.9	57.5	0.5	0.9	0.2	37.3	-57.0
pair	LWTI	RSmean	pos-neg	73	30.9	12.9	57.5	0.5	0.9	0.2	37.3	-57.0
pair	MRmean	LWTI	pos-pos	117	49.6	12.9	53.0	0.6	1.1	0.3	29.1	-43.4
pair	LWTI	MRmean	pos-pos	117	49.6	12.9	53.0	0.6	1.1	0.3	29.1	-43.4
pair	SLmean	MACDhist	pos-pos	87	36.9	12.4	51.7	0.6	1.1	0.3	28.7	-46.8
pair	MACDhist	SLmean	pos-pos	87	36.9	12.4	51.7	0.6	1.1	0.3	28.7	-46.8
pair	MACD	RSmean	pos-neg	106	44.9	11.8	55.7	0.5	0.9	0.2	35.9	-70.0
single	LWTI	LWTI	neg-neg	75	31.8	11.8	56.0	0.5	0.8	0.2	36.9	-58.7
pair	RSIhist	SLmean	neg-pos	9	3.8	11.8	44.4	0.5	1.3	0.5	35.2	-23.8
pair	SLmean	RSIhist	neg-pos	9	3.8	11.8	44.4	0.5	1.3	0.5	35.2	-23.8
pair	RSmean	MACD	pos-neg	106	44.9	11.8	55.7	0.5	0.9	0.2	35.9	-70.0
pair	MACD	RSIhist	pos-pos	63	26.7	11.4	49.2	0.5	1.2	0.3	25.8	-37.9
pair	RSIhist	MACD	pos-pos	63	26.7	11.4	49.2	0.5	1.2	0.3	25.8	-37.9
single	MACD	MACD	neg-neg	121	51.3	11.4	54.5	0.5	0.9	0.2	34.8	-70.7
pair	MACD	MRmean	pos-pos	85	36.0	11.1	52.9	0.5	1.0	0.3	28.2	-32.7
pair	MRmean	MACD	pos-pos	85	36.0	11.1	52.9	0.5	1.0	0.3	28.2	-32.7
pair	MACDhist	MACD	pos-pos	76	32.2	11.0	55.3	0.5	0.8	0.2	29.4	-48.4
pair	MACD	MACDhist	pos-pos	76	32.2	11.0	55.3	0.5	0.8	0.2	29.4	-48.4
pair	MACDhist	LWTI	pos-pos	98	41.5	11.0	54.1	0.5	0.9	0.2	29.7	-56.8
pair	LWTI	MACDhist	pos-pos	98	41.5	11.0	54.1	0.5	0.9	0.2	29.7	-56.8
pair	RSI	MACDhist	pos-pos	87	36.9	10.5	52.9	0.5	0.9	0.2	28.4	-47.3
pair	MACDhist	RSI	pos-pos	87	36.9	10.5	52.9	0.5	0.9	0.2	28.4	-47.3
pair	LWTI	RSIhist	pos-pos	95	40.3	10.4	49.5	0.5	1.0	0.3	27.5	-37.9
pair	RSIhist	LWTI	pos-pos	95	40.3	10.4	49.5	0.5	1.0	0.3	27.5	-37.9
pair	SLmean	MACD	pos-pos	76	32.2	10.1	50.0	0.5	1.0	0.3	26.1	-39.6
pair	MACD	SLmean	pos-pos	76	32.2	10.1	50.0	0.5	1.0	0.3	26.1	-39.6
pair	LWTI	RSI	pos-pos	130	55.1	8.8	53.1	0.4	0.7	0.1	30.4	-66.2
pair	RSI	LWTI	pos-pos	130	55.1	8.8	53.1	0.4	0.7	0.1	30.4	-66.2
pair	MACD	RSmean	neg-neg	15	6.4	8.5	46.7	0.4	1.0	0.5	26.3	-17.8
pair	RSmean	MACD	neg-neg	15	6.4	8.5	46.7	0.4	1.0	0.5	26.3	-17.8
pair	MACD	LWTI	neg-pos	52	22.0	8.3	50.0	0.4	0.9	0.2	30.2	-44.7
pair	LWTI	MACD	neg-pos	52	22.0	8.3	50.0	0.4	0.9	0.2	30.2	-44.7
pair	MRmean	RSI	pos-pos	112	47.5	7.9	50.9	0.4	0.8	0.1	29.1	-53.1
pair	RSI	MRmean	pos-pos	112	47.5	7.9	50.9	0.4	0.8	0.1	29.1	-53.1
pair	SLmean	LWTI	pos-pos	100	42.4	7.8	50.0	0.4	0.8	0.2	27.2	-39.6
pair	LWTI	SLmean	pos-pos	100	42.4	7.8	50.0	0.4	0.8	0.2	27.2	-39.6
pair	MACD	RSI	pos-pos	97	41.1	7.7	53.6	0.4	0.6	0.2	31.0	-47.6
pair	RSI	MACD	pos-pos	97	41.1	7.7	53.6	0.4	0.6	0.2	31.0	-47.6
single	RSI	RSI	pos-pos	131	55.5	7.1	52.7	0.4	0.6	0.1	30.7	-68.9
pair	MRmean	RSmean	neg-neg	15	6.4	6.8	46.7	0.4	0.9	0.3	26.6	-19.3
pair	RSmean	SLmean	neg-neg	15	6.4	6.8	46.7	0.4	0.9	0.3	26.6	-19.3
pair	SLmean	RSmean	neg-neg	15	6.4	6.8	46.7	0.4	0.9	0.3	26.6	-19.3
pair	RSmean	MRmean	neg-neg	15	6.4	6.8	46.7	0.4	0.9	0.3	26.6	-19.3
pair	RSmean	RSI	pos-pos	122	51.7	6.7	52.5	0.4	0.6	0.1	31.3	-68.2
pair	RSI	RSmean	pos-pos	122	51.7	6.7	52.5	0.4	0.6	0.1	31.3	-68.2
single	RSmean	RSmean	pos-pos	219	92.8	6.4	53.9	0.4	0.6	0.1	35.1	-82.6
pair	RSI	RSmean	pos-neg	97	41.1	6.1	55.7	0.3	0.6	0.1	39.5	-67.8
pair	RSmean	RSI	pos-neg	97	41.1	6.1	55.7	0.3	0.6	0.1	39.5	-67.8
pair		benchmark___benchmark_	benchmark-benchmark	236	100.0	5.9	53.0	0.3	0.6	0.1	34.5	-83.7
pair	benchmark___benchmark_		benchmark-benchmark	236	100.0	5.9	53.0	0.3	0.6	0.1	34.5	-83.7
pair	RSIhist	SLmean	pos-neg	16	6.8	5.8	50.0	0.3	0.6	0.2	32.3	-25.4
pair	SLmean	RSIhist	pos-neg	16	6.8	5.8	50.0	0.3	0.6	0.2	32.3	-25.4
pair	MACD	RSI	neg-pos	34	14.4	5.6	50.0	0.3	0.6	0.1	30.4	-42.5
pair	RSI	MACD	neg-pos	34	14.4	5.6	50.0	0.3	0.6	0.1	30.4	-42.5
pair	MACDhist	MACD	neg-neg	88	37.3	5.2	54.5	0.3	0.6	0.1	35.4	-65.8
pair	MACD	MACDhist	neg-neg	88	37.3	5.2	54.5	0.3	0.6	0.1	35.4	-65.8
pair	SLmean	RSI	pos-pos	95	40.3	4.8	48.4	0.3	0.6	0.1	28.1	-41.5
pair	RSI	SLmean	pos-pos	95	40.3	4.8	48.4	0.3	0.6	0.1	28.1	-41.5
single	RSI	RSI	neg-neg	105	44.5	4.4	53.3	0.3	0.5	0.1	38.8	-69.1
pair	RSIhist	RSI	pos-pos	90	38.1	4.2	46.7	0.3	0.5	0.1	27.4	-43.8
pair	RSI	RSIhist	pos-pos	90	38.1	4.2	46.7	0.3	0.5	0.1	27.4	-43.8
pair	RSmean	LWTI	pos-pos	146	61.9	3.4	52.1	0.3	0.4	0.0	34.0	-82.8
pair	LWTI	RSmean	pos-pos	146	61.9	3.4	52.1	0.3	0.4	0.0	34.0	-82.8
single	LWTI	LWTI	pos-pos	161	68.2	3.3	51.6	0.3	0.4	0.0	33.4	-83.2
pair	LWTI	MACDhist	neg-neg	64	27.1	3.2	54.7	0.3	0.5	0.1	36.8	-61.1
pair	MACDhist	LWTI	neg-neg	64	27.1	3.2	54.7	0.3	0.5	0.1	36.8	-61.1
pair	RSmean	LWTI	neg-pos	15	6.4	2.5	46.7	0.2	0.6	0.1	27.3	-23.4
pair	LWTI	RSmean	neg-pos	15	6.4	2.5	46.7	0.2	0.6	0.1	27.3	-23.4
pair	RSI	MRmean	neg-pos	19	8.1	2.4	63.2	0.3	0.3	0.1	39.7	-39.5
pair	MRmean	RSI	neg-pos	19	8.1	2.4	63.2	0.3	0.3	0.1	39.7	-39.5
pair	MACD	RSmean	pos-pos	113	47.9	1.7	52.2	0.2	0.3	0.0	34.4	-71.8
pair	RSmean	MACD	pos-pos	113	47.9	1.7	52.2	0.2	0.3	0.0	34.4	-71.8
pair	MACD	LWTI	pos-pos	109	46.2	0.9	52.3	0.2	0.3	0.0	34.9	-73.4
pair	LWTI	MACD	pos-pos	109	46.2	0.9	52.3	0.2	0.3	0.0	34.9	-73.4
pair	MACDhist	RSmean	neg-neg	16	6.8	0.8	43.8	0.1	0.4	0.0	26.5	-25.0
pair	RSmean	MACDhist	neg-neg	16	6.8	0.8	43.8	0.1	0.4	0.0	26.5	-25.0
pair	RSI	MACDhist	pos-neg	44	18.6	0.7	52.3	0.2	0.3	0.0	35.2	-67.1
pair	MACDhist	RSI	pos-neg	44	18.6	0.7	52.3	0.2	0.3	0.0	35.2	-67.1
single	MACD	MACD	pos-pos	115	48.7	0.5	51.3	0.2	0.3	0.0	34.2	-72.9
pair	RSmean	RSIhist	neg-neg	12	5.1	-0.7	41.7	0.1	0.2	-0.1	27.3	-14.6
pair	RSIhist	RSmean	neg-neg	12	5.1	-0.7	41.7	0.1	0.2	-0.1	27.3	-14.6
single	RSmean	RSmean	neg-neg	17	7.2	-0.7	41.2	0.1	0.2	-0.0	25.8	-26.5
pair	RSmean	RSIhist	neg-pos	5	2.1	-0.8	40.0	0.1	0.2	-0.1	24.5	-13.9
pair	RSIhist	RSmean	neg-pos	5	2.1	-0.8	40.0	0.1	0.2	-0.1	24.5	-13.9
pair	LWTI	MRmean	neg-neg	53	22.5	-1.8	54.7	0.1	0.2	-0.0	37.6	-59.9
pair	MRmean	LWTI	neg-neg	53	22.5	-1.8	54.7	0.1	0.2	-0.0	37.6	-59.9
pair	SLmean	MACD	neg-neg	67	28.4	-1.9	53.7	0.1	0.2	-0.0	35.6	-67.1
pair	MACD	SLmean	neg-neg	67	28.4	-1.9	53.7	0.1	0.2	-0.0	35.6	-67.1
single	MACDhist	MACDhist	neg-neg	127	53.8	-2.3	51.2	0.1	0.2	-0.0	37.5	-83.7
pair	MRmean	MACD	neg-neg	67	28.4	-2.3	53.7	0.1	0.2	-0.0	36.1	-66.6
pair	MACD	MRmean	neg-neg	67	28.4	-2.3	53.7	0.1	0.2	-0.0	36.1	-66.6
pair	MACDhist	RSmean	pos-neg	111	47.0	-2.8	52.3	0.1	0.2	-0.0	38.9	-80.9
pair	RSmean	MACDhist	pos-neg	111	47.0	-2.8	52.3	0.1	0.2	-0.0	38.9	-80.9
pair	RSIhist	MACD	neg-neg	61	25.8	-3.1	54.1	0.1	0.2	-0.0	36.4	-72.0
pair	MACD	RSIhist	neg-neg	61	25.8	-3.1	54.1	0.1	0.2	-0.0	36.4	-72.0
pair	LWTI	SLmean	neg-pos	61	25.8	-3.8	54.1	0.1	0.2	-0.1	41.8	-79.3
pair	SLmean	LWTI	neg-pos	61	25.8	-3.8	54.1	0.1	0.2	-0.1	41.8	-79.3
pair	RSI	MACDhist	neg-neg	83	35.2	-3.9	50.6	0.1	0.1	-0.1	38.9	-68.9
pair	MACDhist	RSI	neg-neg	83	35.2	-3.9	50.6	0.1	0.1	-0.1	38.9	-68.9
pair	RSIhist	LWTI	neg-pos	66	28.0	-6.1	54.5	0.1	0.1	-0.1	40.5	-80.3
pair	LWTI	RSIhist	neg-pos	66	28.0	-6.1	54.5	0.1	0.1	-0.1	40.5	-80.3
single	RSIhist	RSIhist	neg-neg	113	47.9	-7.0	54.0	0.0	0.0	-0.1	39.1	-88.9
single	SLmean	SLmean	neg-neg	106	44.9	-7.3	53.8	0.0	0.0	-0.1	39.7	-89.8
pair	RSIhist	RSmean	pos-neg	101	42.8	-7.7	55.4	0.0	0.0	-0.1	40.4	-87.0
pair	LWTI	MACDhist	neg-pos	63	26.7	-7.7	47.6	-0.0	-0.0	-0.1	38.4	-82.6
pair	MACDhist	LWTI	neg-pos	63	26.7	-7.7	47.6	-0.0	-0.0	-0.1	38.4	-82.6
pair	RSmean	RSIhist	pos-neg	101	42.8	-7.7	55.4	0.0	0.0	-0.1	40.4	-87.0
pair	LWTI	MACD	pos-neg	6	2.5	-7.9	33.3	-0.3	-2.9	-0.6	20.1	-13.3
pair	MACD	LWTI	pos-neg	6	2.5	-7.9	33.3	-0.3	-2.9	-0.6	20.1	-13.3
pair	RSIhist	LWTI	neg-neg	47	19.9	-8.2	53.2	-0.0	-0.1	-0.1	37.5	-66.0
pair	LWTI	RSIhist	neg-neg	47	19.9	-8.2	53.2	-0.0	-0.1	-0.1	37.5	-66.0
pair	RSIhist	SLmean	neg-neg	97	41.1	-8.9	54.6	-0.0	-0.0	-0.1	40.2	-90.0
pair	SLmean	RSIhist	neg-neg	97	41.1	-8.9	54.6	-0.0	-0.0	-0.1	40.2	-90.0
pair	RSmean	SLmean	neg-pos	91	38.6	-9.5	54.9	-0.0	-0.0	-0.1	41.6	-88.1
pair	SLmean	RSmean	neg-pos	91	38.6	-9.5	54.9	-0.0	-0.0	-0.1	41.6	-88.1
pair	MACDhist	MRmean	neg-neg	90	38.1	-9.7	51.1	-0.1	-0.1	-0.1	39.9	-82.0
pair	MRmean	MACDhist	neg-neg	90	38.1	-9.7	51.1	-0.1	-0.1	-0.1	39.9	-82.0
single	MRmean	MRmean	neg-neg	97	41.1	-9.8	51.5	-0.1	-0.1	-0.1	39.8	-84.8
pair	MRmean	MACDhist	neg-pos	7	3.0	-11.0	57.1	-0.1	-0.1	-0.5	41.3	-23.7
pair	MACDhist	MRmean	neg-pos	7	3.0	-11.0	57.1	-0.1	-0.1	-0.5	41.3	-23.7
pair	RSIhist	MACD	pos-neg	52	22.0	-11.3	53.8	-0.1	-0.1	-0.2	42.4	-72.6
pair	MACD	RSIhist	pos-neg	52	22.0	-11.3	53.8	-0.1	-0.1	-0.2	42.4	-72.6
pair	RSIhist	MACDhist	neg-neg	91	38.6	-11.7	50.5	-0.1	-0.2	-0.1	39.7	-87.1
pair	MACDhist	RSIhist	neg-neg	91	38.6	-11.7	50.5	-0.1	-0.2	-0.1	39.7	-87.1
pair	SLmean	LWTI	neg-neg	45	19.1	-11.9	53.3	-0.1	-0.2	-0.2	37.1	-64.8
pair	LWTI	SLmean	neg-neg	45	19.1	-11.9	53.3	-0.1	-0.2	-0.2	37.1	-64.8
pair	MRmean	RSmean	neg-pos	82	34.7	-12.5	52.4	-0.1	-0.1	-0.2	41.8	-72.2
pair	RSmean	MRmean	neg-pos	82	34.7	-12.5	52.4	-0.1	-0.1	-0.2	41.8	-72.2
pair	RSI	MRmean	neg-neg	78	33.1	-12.5	48.7	-0.1	-0.2	-0.2	40.0	-75.8
pair	MRmean	RSI	neg-neg	78	33.1	-12.5	48.7	-0.1	-0.2	-0.2	40.0	-75.8
pair	RSmean	RSI	neg-neg	8	3.4	-14.5	25.0	-0.4	-0.9	-1.0	30.6	-14.6
pair	RSI	RSmean	neg-neg	8	3.4	-14.5	25.0	-0.4	-0.9	-1.0	30.6	-14.6
pair	MACDhist	SLmean	neg-neg	84	35.6	-15.8	50.0	-0.2	-0.3	-0.2	40.1	-89.1
pair	SLmean	MACDhist	neg-neg	84	35.6	-15.8	50.0	-0.2	-0.3	-0.2	40.1	-89.1
pair	SLmean	MACD	neg-pos	39	16.5	-15.9	53.8	-0.1	-0.2	-0.2	46.4	-75.2
pair	MACD	SLmean	neg-pos	39	16.5	-15.9	53.8	-0.1	-0.2	-0.2	46.4	-75.2
pair	MRmean	RSIhist	neg-neg	87	36.9	-16.3	49.4	-0.2	-0.3	-0.2	40.2	-86.5
pair	RSIhist	MRmean	neg-neg	87	36.9	-16.3	49.4	-0.2	-0.3	-0.2	40.2	-86.5
pair	SLmean	RSI	neg-neg	70	29.7	-16.5	48.6	-0.2	-0.4	-0.2	40.9	-78.2
pair	RSI	SLmean	neg-neg	70	29.7	-16.5	48.6	-0.2	-0.4	-0.2	40.9	-78.2
pair	RSI	RSIhist	neg-neg	72	30.5	-17.0	47.2	-0.3	-0.4	-0.2	40.0	-79.7
pair	RSIhist	RSI	neg-neg	72	30.5	-17.0	47.2	-0.3	-0.4	-0.2	40.0	-79.7
pair	LWTI	RSI	neg-pos	31	13.1	-17.0	45.2	-0.2	-0.3	-0.3	43.8	-53.6
pair	RSI	LWTI	neg-pos	31	13.1	-17.0	45.2	-0.2	-0.3	-0.3	43.8	-53.6
pair	MRmean	SLmean	neg-neg	85	36.0	-17.3	50.6	-0.3	-0.4	-0.2	40.3	-89.2
pair	SLmean	MRmean	neg-neg	85	36.0	-17.3	50.6	-0.3	-0.4	-0.2	40.3	-89.2
pair	MACDhist	MACD	pos-neg	39	16.5	-17.3	43.6	-0.2	-0.3	-0.2	42.1	-69.5
pair	MACD	MACDhist	pos-neg	39	16.5	-17.3	43.6	-0.2	-0.3	-0.2	42.1	-69.5
pair	LWTI	MRmean	neg-pos	44	18.6	-18.5	47.7	-0.2	-0.3	-0.2	42.5	-77.5
pair	MRmean	LWTI	neg-pos	44	18.6	-18.5	47.7	-0.2	-0.3	-0.2	42.5	-77.5
pair	RSmean	MACDhist	neg-pos	1	0.4	-21.6	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	-21.6	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	2	0.8	-21.7	0.0	-2.7	-2.7	-128.5	9.0	-0.2
pair	LWTI	RSmean	neg-neg	2	0.8	-21.7	0.0	-2.7	-2.7	-128.5	9.0	-0.2
pair	MACD	MRmean	neg-pos	30	12.7	-24.5	46.7	-0.3	-0.4	-0.5	47.5	-54.5
pair	MRmean	MACD	neg-pos	30	12.7	-24.5	46.7	-0.3	-0.4	-0.5	47.5	-54.5
pair	MACD	RSI	pos-neg	18	7.6	-30.8	38.9	-0.5	-0.7	-1.0	48.4	-32.1
pair	RSI	MACD	pos-neg	18	7.6	-30.8	38.9	-0.5	-0.7	-1.0	48.4	-32.1
pair	MRmean	RSmean	pos-neg	2	0.8	-42.7	0.0	-4.4	-4.4	-6.1	12.2	-7.0
pair	RSmean	MRmean	pos-neg	2	0.8	-42.7	0.0	-4.4	-4.4	-6.1	12.2	-7.0
pair	SLmean	RSmean	pos-neg	2	0.8	-42.7	0.0	-4.4	-4.4	-6.1	12.2	-7.0
pair	RSmean	SLmean	pos-neg	2	0.8	-42.7	0.0	-4.4	-4.4	-6.1	12.2	-7.0
pair	RSmean	MACD	neg-pos	2	0.8	-48.8	0.0	-8.4	-8.4	-7.0	7.7	-7.0
pair	MACD	RSmean	neg-pos	2	0.8	-48.8	0.0	-8.4	-8.4	-7.0	7.7	-7.0
pair	LWTI	RSI	pos-neg	1	0.4	-85.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSI	LWTI	pos-neg	1	0.4	-85.8	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for XME

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 52% Sharpe 0.59 \| Sortino 1.16 \| Calmar 0.4 Vol 29% \| MDD -38.4% Months 118M (50%)	CAGR 46.9% \| Win 67% Sharpe 1.26 \| Sortino 3.03 \| Calmar 1.9 Vol 35% \| MDD -24.9% Months 21M (9%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR 67.3% \| Win 58% Sharpe 1.75 \| Sortino 11.02 \| Calmar 8.4 Vol 33% \| MDD -8.0% Months 12M (5%)	CAGR -17.3% \| Win 51% Sharpe -0.26 \| Sortino -0.38 \| Calmar -0.2 Vol 40% \| MDD -89.2% Months 85M (36%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
SLmean only	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 19.7% \| Win 55% Sharpe 0.75 \| Sortino 1.50 \| Calmar 0.6 Vol 30% \| MDD -32.5% Months 137M (58%)	CAGR -42.7% \| Win 0% Sharpe -4.43 \| Sortino -4.43 \| Calmar -6.1 Vol 12% \| MDD -7.0% Months 2M (1%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -12.5% \| Win 52% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.2 Vol 42% \| MDD -72.2% Months 82M (35%)	CAGR 6.8% \| Win 47% Sharpe 0.37 \| Sortino 0.90 \| Calmar 0.4 Vol 27% \| MDD -19.3% Months 15M (6%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
RSmean only	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 53% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 28% \| MDD -32.7% Months 85M (36%)	CAGR 31.0% \| Win 56% Sharpe 0.99 \| Sortino 1.99 \| Calmar 1.7 Vol 33% \| MDD -18.3% Months 54M (23%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -24.5% \| Win 47% Sharpe -0.33 \| Sortino -0.42 \| Calmar -0.4 Vol 48% \| MDD -54.5% Months 30M (13%)	CAGR -2.3% \| Win 54% Sharpe 0.11 \| Sortino 0.21 \| Calmar -0.0 Vol 36% \| MDD -66.6% Months 67M (28%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
MACD only	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 51% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.1 Vol 29% \| MDD -53.1% Months 112M (48%)	CAGR 74.0% \| Win 67% Sharpe 1.93 \| Sortino 5.53 \| Calmar 7.0 Vol 32% \| MDD -10.5% Months 27M (11%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR 2.4% \| Win 63% Sharpe 0.28 \| Sortino 0.28 \| Calmar 0.1 Vol 40% \| MDD -39.5% Months 19M (8%)	CAGR -12.5% \| Win 49% Sharpe -0.13 \| Sortino -0.21 \| Calmar -0.2 Vol 40% \| MDD -75.8% Months 78M (33%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
RSI only	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.5% \| Win 55% Sharpe 0.72 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -39.1% Months 102M (43%)	CAGR 18.2% \| Win 51% Sharpe 0.69 \| Sortino 1.42 \| Calmar 0.7 Vol 31% \| MDD -25.8% Months 37M (16%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -11.0% \| Win 57% Sharpe -0.09 \| Sortino -0.09 \| Calmar -0.5 Vol 41% \| MDD -23.7% Months 7M (3%)	CAGR -9.7% \| Win 51% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 40% \| MDD -82.0% Months 90M (38%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 15.5% \| Win 50% Sharpe 0.64 \| Sortino 1.33 \| Calmar 0.4 Vol 29% \| MDD -37.9% Months 113M (48%)	CAGR 32.2% \| Win 69% Sharpe 0.99 \| Sortino 2.06 \| Calmar 1.7 Vol 34% \| MDD -18.7% Months 26M (11%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR 72.7% \| Win 70% Sharpe 1.87 \| Sortino 11.77 \| Calmar 4.9 Vol 32% \| MDD -14.8% Months 10M (4%)	CAGR -16.3% \| Win 49% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 40% \| MDD -86.5% Months 87M (37%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 12.9% \| Win 53% Sharpe 0.56 \| Sortino 1.10 \| Calmar 0.3 Vol 29% \| MDD -43.4% Months 117M (50%)	CAGR 52.7% \| Win 59% Sharpe 1.42 \| Sortino 2.97 \| Calmar 3.5 Vol 34% \| MDD -15.0% Months 22M (9%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -18.5% \| Win 48% Sharpe -0.25 \| Sortino -0.34 \| Calmar -0.2 Vol 42% \| MDD -77.5% Months 44M (19%)	CAGR -1.8% \| Win 55% Sharpe 0.14 \| Sortino 0.23 \| Calmar -0.0 Vol 38% \| MDD -59.9% Months 53M (22%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 19.4% \| Win 53% Sharpe 0.75 \| Sortino 1.51 \| Calmar 0.6 Vol 30% \| MDD -35.1% Months 128M (54%)	CAGR -42.7% \| Win 0% Sharpe -4.43 \| Sortino -4.43 \| Calmar -6.1 Vol 12% \| MDD -7.0% Months 2M (1%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR -9.5% \| Win 55% Sharpe -0.02 \| Sortino -0.04 \| Calmar -0.1 Vol 42% \| MDD -88.1% Months 91M (39%)	CAGR 6.8% \| Win 47% Sharpe 0.37 \| Sortino 0.90 \| Calmar 0.4 Vol 27% \| MDD -19.3% Months 15M (6%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
RSmean only	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.1% \| Win 50% Sharpe 0.50 \| Sortino 0.97 \| Calmar 0.3 Vol 26% \| MDD -39.6% Months 76M (32%)	CAGR 30.3% \| Win 56% Sharpe 0.96 \| Sortino 1.99 \| Calmar 1.4 Vol 34% \| MDD -21.5% Months 54M (23%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR -15.9% \| Win 54% Sharpe -0.13 \| Sortino -0.18 \| Calmar -0.2 Vol 46% \| MDD -75.2% Months 39M (16%)	CAGR -1.9% \| Win 54% Sharpe 0.12 \| Sortino 0.22 \| Calmar -0.0 Vol 36% \| MDD -67.1% Months 67M (28%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
MACD only	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 48% Sharpe 0.31 \| Sortino 0.56 \| Calmar 0.1 Vol 28% \| MDD -41.5% Months 95M (40%)	CAGR 63.2% \| Win 63% Sharpe 1.75 \| Sortino 5.65 \| Calmar 6.0 Vol 31% \| MDD -10.6% Months 35M (15%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR 13.4% \| Win 64% Sharpe 0.54 \| Sortino 0.69 \| Calmar 0.3 Vol 37% \| MDD -53.3% Months 36M (15%)	CAGR -16.5% \| Win 49% Sharpe -0.23 \| Sortino -0.37 \| Calmar -0.2 Vol 41% \| MDD -78.2% Months 70M (30%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
RSI only	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 52% Sharpe 0.55 \| Sortino 1.06 \| Calmar 0.3 Vol 29% \| MDD -46.8% Months 87M (37%)	CAGR 30.5% \| Win 54% Sharpe 1.01 \| Sortino 2.26 \| Calmar 1.9 Vol 31% \| MDD -16.1% Months 43M (18%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR 33.5% \| Win 68% Sharpe 0.96 \| Sortino 1.40 \| Calmar 0.9 Vol 38% \| MDD -35.3% Months 22M (9%)	CAGR -15.8% \| Win 50% Sharpe -0.22 \| Sortino -0.33 \| Calmar -0.2 Vol 40% \| MDD -89.1% Months 84M (36%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 19.9% \| Win 53% Sharpe 0.77 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 114M (48%)	CAGR 5.8% \| Win 50% Sharpe 0.33 \| Sortino 0.56 \| Calmar 0.2 Vol 32% \| MDD -25.4% Months 16M (7%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR 11.8% \| Win 44% Sharpe 0.47 \| Sortino 1.32 \| Calmar 0.5 Vol 35% \| MDD -23.8% Months 9M (4%)	CAGR -8.9% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 40% \| MDD -90.0% Months 97M (41%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 7.8% \| Win 50% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.2 Vol 27% \| MDD -39.6% Months 100M (42%)	CAGR 59.8% \| Win 60% Sharpe 1.54 \| Sortino 3.78 \| Calmar 4.0 Vol 35% \| MDD -15.0% Months 30M (13%)	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)
SLmean neg	CAGR -3.8% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar -0.0 Vol 42% \| MDD -79.3% Months 61M (26%)	CAGR -11.9% \| Win 53% Sharpe -0.15 \| Sortino -0.25 \| Calmar -0.2 Vol 37% \| MDD -64.8% Months 45M (19%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.7% \| Win 52% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.0 Vol 34% \| MDD -71.8% Months 113M (48%)	CAGR 11.8% \| Win 56% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.2 Vol 36% \| MDD -70.0% Months 106M (45%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)
RSmean neg	CAGR -48.8% \| Win 0% Sharpe -8.43 \| Sortino -8.43 \| Calmar -7.0 Vol 8% \| MDD -7.0% Months 2M (1%)	CAGR 8.5% \| Win 47% Sharpe 0.43 \| Sortino 0.98 \| Calmar 0.5 Vol 26% \| MDD -17.8% Months 15M (6%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)
MACD only	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 6.7% \| Win 52% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.1 Vol 31% \| MDD -68.2% Months 122M (52%)	CAGR 6.1% \| Win 56% Sharpe 0.35 \| Sortino 0.57 \| Calmar 0.1 Vol 40% \| MDD -67.8% Months 97M (41%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)
RSmean neg	CAGR 13.5% \| Win 56% Sharpe 0.68 \| Sortino 2.02 \| Calmar 1.0 Vol 22% \| MDD -13.9% Months 9M (4%)	CAGR -14.5% \| Win 25% Sharpe -0.38 \| Sortino -0.89 \| Calmar -1.0 Vol 31% \| MDD -14.6% Months 8M (3%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)
RSI only	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.8% \| Win 56% Sharpe 0.66 \| Sortino 1.19 \| Calmar 0.3 Vol 31% \| MDD -52.5% Months 108M (46%)	CAGR -2.8% \| Win 52% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 39% \| MDD -80.9% Months 111M (47%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)
RSmean neg	CAGR -21.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.8% \| Win 44% Sharpe 0.15 \| Sortino 0.39 \| Calmar 0.0 Vol 26% \| MDD -25.0% Months 16M (7%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 20.2% \| Win 52% Sharpe 0.77 \| Sortino 1.64 \| Calmar 0.6 Vol 30% \| MDD -33.2% Months 118M (50%)	CAGR -7.7% \| Win 55% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -87.0% Months 101M (43%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)
RSmean neg	CAGR -0.8% \| Win 40% Sharpe 0.07 \| Sortino 0.18 \| Calmar -0.1 Vol 24% \| MDD -13.9% Months 5M (2%)	CAGR -0.7% \| Win 42% Sharpe 0.10 \| Sortino 0.23 \| Calmar -0.0 Vol 27% \| MDD -14.6% Months 12M (5%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 34% \| MDD -82.8% Months 146M (62%)	CAGR 12.9% \| Win 57% Sharpe 0.51 \| Sortino 0.91 \| Calmar 0.2 Vol 37% \| MDD -57.0% Months 73M (31%)	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)
RSmean neg	CAGR 2.5% \| Win 47% Sharpe 0.22 \| Sortino 0.63 \| Calmar 0.1 Vol 27% \| MDD -23.4% Months 15M (6%)	CAGR -21.7% \| Win 0% Sharpe -2.67 \| Sortino -2.67 \| Calmar -128.5 Vol 9% \| MDD -0.2% Months 2M (1%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 7.7% \| Win 54% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.2 Vol 31% \| MDD -47.6% Months 97M (41%)	CAGR -30.8% \| Win 39% Sharpe -0.50 \| Sortino -0.69 \| Calmar -1.0 Vol 48% \| MDD -32.1% Months 18M (8%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)
MACD neg	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.57 \| Calmar 0.1 Vol 30% \| MDD -42.5% Months 34M (14%)	CAGR 13.7% \| Win 56% Sharpe 0.53 \| Sortino 1.01 \| Calmar 0.2 Vol 36% \| MDD -63.9% Months 87M (37%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)
RSI only	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.0% \| Win 55% Sharpe 0.50 \| Sortino 0.82 \| Calmar 0.2 Vol 29% \| MDD -48.4% Months 76M (32%)	CAGR -17.3% \| Win 44% Sharpe -0.22 \| Sortino -0.30 \| Calmar -0.2 Vol 42% \| MDD -69.5% Months 39M (16%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)
MACD neg	CAGR 29.7% \| Win 55% Sharpe 0.95 \| Sortino 2.10 \| Calmar 1.0 Vol 33% \| MDD -30.4% Months 33M (14%)	CAGR 5.2% \| Win 55% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.1 Vol 35% \| MDD -65.8% Months 88M (37%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.4% \| Win 49% Sharpe 0.54 \| Sortino 1.18 \| Calmar 0.3 Vol 26% \| MDD -37.9% Months 63M (27%)	CAGR -11.3% \| Win 54% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.2 Vol 42% \| MDD -72.6% Months 52M (22%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)
MACD neg	CAGR 28.2% \| Win 55% Sharpe 0.92 \| Sortino 1.96 \| Calmar 1.5 Vol 33% \| MDD -19.3% Months 60M (25%)	CAGR -3.1% \| Win 54% Sharpe 0.10 \| Sortino 0.17 \| Calmar -0.0 Vol 36% \| MDD -72.0% Months 61M (26%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 0.9% \| Win 52% Sharpe 0.21 \| Sortino 0.29 \| Calmar 0.0 Vol 35% \| MDD -73.4% Months 109M (46%)	CAGR -7.9% \| Win 33% Sharpe -0.33 \| Sortino -2.93 \| Calmar -0.6 Vol 20% \| MDD -13.3% Months 6M (2%)	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)
MACD neg	CAGR 8.3% \| Win 50% Sharpe 0.41 \| Sortino 0.88 \| Calmar 0.2 Vol 30% \| MDD -44.7% Months 52M (22%)	CAGR 13.7% \| Win 58% Sharpe 0.53 \| Sortino 0.93 \| Calmar 0.2 Vol 38% \| MDD -55.1% Months 69M (29%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.5% \| Win 53% Sharpe 0.49 \| Sortino 0.91 \| Calmar 0.2 Vol 28% \| MDD -47.3% Months 87M (37%)	CAGR 0.7% \| Win 52% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 35% \| MDD -67.1% Months 44M (19%)	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)
RSI neg	CAGR 42.6% \| Win 64% Sharpe 1.13 \| Sortino 1.79 \| Calmar 1.5 Vol 38% \| MDD -27.6% Months 22M (9%)	CAGR -3.9% \| Win 51% Sharpe 0.09 \| Sortino 0.15 \| Calmar -0.1 Vol 39% \| MDD -68.9% Months 83M (35%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.2% \| Win 47% Sharpe 0.29 \| Sortino 0.54 \| Calmar 0.1 Vol 27% \| MDD -43.8% Months 90M (38%)	CAGR 13.7% \| Win 66% Sharpe 0.54 \| Sortino 0.71 \| Calmar 0.3 Vol 37% \| MDD -45.2% Months 41M (17%)	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)
RSI neg	CAGR 72.4% \| Win 67% Sharpe 1.87 \| Sortino 5.84 \| Calmar 5.1 Vol 32% \| MDD -14.3% Months 33M (14%)	CAGR -17.0% \| Win 47% Sharpe -0.26 \| Sortino -0.41 \| Calmar -0.2 Vol 40% \| MDD -79.7% Months 72M (30%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.8% \| Win 53% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 130M (55%)	CAGR -85.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)
RSI neg	CAGR -17.0% \| Win 45% Sharpe -0.20 \| Sortino -0.31 \| Calmar -0.3 Vol 44% \| MDD -53.6% Months 31M (13%)	CAGR 14.9% \| Win 57% Sharpe 0.56 \| Sortino 0.99 \| Calmar 0.3 Vol 36% \| MDD -58.7% Months 74M (31%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 16.7% \| Win 52% Sharpe 0.68 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -35.8% Months 87M (37%)	CAGR 15.3% \| Win 68% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.4 Vol 37% \| MDD -35.5% Months 22M (9%)	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)
MACDhist neg	CAGR 26.0% \| Win 53% Sharpe 0.90 \| Sortino 1.90 \| Calmar 1.5 Vol 31% \| MDD -17.7% Months 36M (15%)	CAGR -11.7% \| Win 50% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 40% \| MDD -87.1% Months 91M (39%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)
RSIhist only	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.0% \| Win 54% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.2 Vol 30% \| MDD -56.8% Months 98M (42%)	CAGR 77.6% \| Win 64% Sharpe 1.79 \| Sortino 4.55 \| Calmar 6.6 Vol 36% \| MDD -11.7% Months 11M (5%)	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)
MACDhist neg	CAGR -7.7% \| Win 48% Sharpe -0.00 \| Sortino -0.01 \| Calmar -0.1 Vol 38% \| MDD -82.6% Months 63M (27%)	CAGR 3.2% \| Win 55% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 37% \| MDD -61.1% Months 64M (27%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.4% \| Win 50% Sharpe 0.49 \| Sortino 1.00 \| Calmar 0.3 Vol 28% \| MDD -37.9% Months 95M (40%)	CAGR 55.4% \| Win 61% Sharpe 1.47 \| Sortino 3.41 \| Calmar 3.7 Vol 34% \| MDD -15.0% Months 28M (12%)	CAGR 19.3% \| Win 52% Sharpe 0.75 \| Sortino 1.61 \| Calmar 0.5 Vol 29% \| MDD -37.9% Months 123M (52%)
RSIhist neg	CAGR -6.1% \| Win 55% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.1 Vol 40% \| MDD -80.3% Months 66M (28%)	CAGR -8.2% \| Win 53% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 38% \| MDD -66.0% Months 47M (20%)	CAGR -7.0% \| Win 54% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 39% \| MDD -88.9% Months 113M (48%)
LWTI only	CAGR 3.3% \| Win 52% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.0 Vol 33% \| MDD -83.2% Months 161M (68%)	CAGR 11.8% \| Win 56% Sharpe 0.48 \| Sortino 0.85 \| Calmar 0.2 Vol 37% \| MDD -58.7% Months 75M (32%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 52% Sharpe 0.59 \| Sortino 1.16 \| Calmar 0.4 Vol 29% \| MDD -38.4% Months 118M (50%)	CAGR 46.9% \| Win 67% Sharpe 1.26 \| Sortino 3.03 \| Calmar 1.9 Vol 35% \| MDD -24.9% Months 21M (9%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR 67.3% \| Win 58% Sharpe 1.75 \| Sortino 11.02 \| Calmar 8.4 Vol 33% \| MDD -8.0% Months 12M (5%)	CAGR -17.3% \| Win 51% Sharpe -0.26 \| Sortino -0.38 \| Calmar -0.2 Vol 40% \| MDD -89.2% Months 85M (36%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
SLmean only	CAGR 18.1% \| Win 52% Sharpe 0.71 \| Sortino 1.45 \| Calmar 0.5 Vol 29% \| MDD -39.6% Months 130M (55%)	CAGR -7.3% \| Win 54% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 40% \| MDD -89.8% Months 106M (45%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 19.7% \| Win 55% Sharpe 0.75 \| Sortino 1.50 \| Calmar 0.6 Vol 30% \| MDD -32.5% Months 137M (58%)	CAGR -42.7% \| Win 0% Sharpe -4.43 \| Sortino -4.43 \| Calmar -6.1 Vol 12% \| MDD -7.0% Months 2M (1%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -12.5% \| Win 52% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.2 Vol 42% \| MDD -72.2% Months 82M (35%)	CAGR 6.8% \| Win 47% Sharpe 0.37 \| Sortino 0.90 \| Calmar 0.4 Vol 27% \| MDD -19.3% Months 15M (6%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
RSmean only	CAGR 6.4% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 35% \| MDD -82.6% Months 219M (93%)	CAGR -0.7% \| Win 41% Sharpe 0.09 \| Sortino 0.22 \| Calmar -0.0 Vol 26% \| MDD -26.5% Months 17M (7%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 53% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 28% \| MDD -32.7% Months 85M (36%)	CAGR 31.0% \| Win 56% Sharpe 0.99 \| Sortino 1.99 \| Calmar 1.7 Vol 33% \| MDD -18.3% Months 54M (23%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -24.5% \| Win 47% Sharpe -0.33 \| Sortino -0.42 \| Calmar -0.4 Vol 48% \| MDD -54.5% Months 30M (13%)	CAGR -2.3% \| Win 54% Sharpe 0.11 \| Sortino 0.21 \| Calmar -0.0 Vol 36% \| MDD -66.6% Months 67M (28%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
MACD only	CAGR 0.5% \| Win 51% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 34% \| MDD -72.9% Months 115M (49%)	CAGR 11.4% \| Win 55% Sharpe 0.48 \| Sortino 0.90 \| Calmar 0.2 Vol 35% \| MDD -70.7% Months 121M (51%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.9% \| Win 51% Sharpe 0.41 \| Sortino 0.77 \| Calmar 0.1 Vol 29% \| MDD -53.1% Months 112M (48%)	CAGR 74.0% \| Win 67% Sharpe 1.93 \| Sortino 5.53 \| Calmar 7.0 Vol 32% \| MDD -10.5% Months 27M (11%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR 2.4% \| Win 63% Sharpe 0.28 \| Sortino 0.28 \| Calmar 0.1 Vol 40% \| MDD -39.5% Months 19M (8%)	CAGR -12.5% \| Win 49% Sharpe -0.13 \| Sortino -0.21 \| Calmar -0.2 Vol 40% \| MDD -75.8% Months 78M (33%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
RSI only	CAGR 7.1% \| Win 53% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -68.9% Months 131M (56%)	CAGR 4.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.1 Vol 39% \| MDD -69.1% Months 105M (44%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.5% \| Win 55% Sharpe 0.72 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -39.1% Months 102M (43%)	CAGR 18.2% \| Win 51% Sharpe 0.69 \| Sortino 1.42 \| Calmar 0.7 Vol 31% \| MDD -25.8% Months 37M (16%)	CAGR 18.4% \| Win 54% Sharpe 0.71 \| Sortino 1.44 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 139M (59%)
MRmean neg	CAGR -11.0% \| Win 57% Sharpe -0.09 \| Sortino -0.09 \| Calmar -0.5 Vol 41% \| MDD -23.7% Months 7M (3%)	CAGR -9.7% \| Win 51% Sharpe -0.05 \| Sortino -0.07 \| Calmar -0.1 Vol 40% \| MDD -82.0% Months 90M (38%)	CAGR -9.8% \| Win 52% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 40% \| MDD -84.8% Months 97M (41%)
MACDhist only	CAGR 16.4% \| Win 55% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 31% \| MDD -53.5% Months 109M (46%)	CAGR -2.3% \| Win 51% Sharpe 0.13 \| Sortino 0.20 \| Calmar -0.0 Vol 38% \| MDD -83.7% Months 127M (54%)