XOP - State Street SPDR S&P Oil & Gas Expl & Prod ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

81.6%

Best CAGR

Total Months

5.1%

Avg CAGR

XOP 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 XOP

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	14	5.7	81.6	78.6	2.3	3.2	7.4	28.0	-11.1
pair	LWTI	MACDhist	pos-neg	14	5.7	81.6	78.6	2.3	3.2	7.4	28.0	-11.1
pair	RSI	RSmean	neg-neg	7	2.9	59.9	85.7	2.3	0.0	7.5	21.6	-8.0
pair	RSmean	RSI	neg-neg	7	2.9	59.9	85.7	2.3	0.0	7.5	21.6	-8.0
pair	MRmean	SLmean	pos-neg	25	10.2	37.9	72.0	1.2	1.3	1.2	31.9	-31.5
pair	SLmean	MRmean	pos-neg	25	10.2	37.9	72.0	1.2	1.3	1.2	31.9	-31.5
pair	MACD	RSmean	neg-pos	7	2.9	37.7	57.1	1.4	7.4	5.1	25.0	-7.4
pair	RSmean	MACD	neg-pos	7	2.9	37.7	57.1	1.4	7.4	5.1	25.0	-7.4
pair	SLmean	MRmean	neg-pos	8	3.3	35.6	62.5	0.9	2.1	1.5	42.4	-23.6
pair	MRmean	SLmean	neg-pos	8	3.3	35.6	62.5	0.9	2.1	1.5	42.4	-23.6
pair	RSIhist	MRmean	neg-pos	10	4.1	34.4	60.0	1.0	1.4	1.6	37.6	-21.6
pair	MRmean	RSIhist	neg-pos	10	4.1	34.4	60.0	1.0	1.4	1.6	37.6	-21.6
pair	MRmean	RSmean	neg-neg	15	6.1	34.1	66.7	1.5	2.8	3.1	20.6	-10.8
pair	RSmean	MRmean	neg-neg	15	6.1	34.1	66.7	1.5	2.8	3.1	20.6	-10.8
pair	MACD	MACDhist	neg-pos	45	18.4	31.9	57.8	1.1	2.4	1.2	28.2	-27.6
pair	MACDhist	MACD	neg-pos	45	18.4	31.9	57.8	1.1	2.4	1.2	28.2	-27.6
pair	RSIhist	MRmean	pos-neg	32	13.1	30.0	68.8	1.0	1.3	1.0	30.7	-29.5
pair	MRmean	RSIhist	pos-neg	32	13.1	30.0	68.8	1.0	1.3	1.0	30.7	-29.5
pair	RSIhist	RSmean	neg-neg	16	6.6	29.5	62.5	1.3	3.0	2.7	21.8	-10.8
pair	RSmean	RSIhist	neg-neg	16	6.6	29.5	62.5	1.3	3.0	2.7	21.8	-10.8
pair	RSmean	SLmean	neg-neg	14	5.7	27.5	64.3	1.3	2.3	2.5	20.5	-10.8
pair	SLmean	RSmean	neg-neg	14	5.7	27.5	64.3	1.3	2.3	2.5	20.5	-10.8
pair	MACDhist	RSI	neg-pos	27	11.1	25.3	59.3	0.8	1.6	1.0	33.6	-26.3
pair	RSI	MACDhist	neg-pos	27	11.1	25.3	59.3	0.8	1.6	1.0	33.6	-26.3
pair	LWTI	RSmean	neg-pos	19	7.8	24.8	57.9	1.1	2.7	2.3	21.4	-10.8
pair	RSmean	LWTI	neg-pos	19	7.8	24.8	57.9	1.1	2.7	2.3	21.4	-10.8
pair	RSmean	MACDhist	neg-neg	19	7.8	24.8	57.9	1.1	2.7	2.3	21.4	-10.8
pair	MACDhist	RSmean	neg-neg	19	7.8	24.8	57.9	1.1	2.7	2.3	21.4	-10.8
single	RSmean	RSmean	neg-neg	19	7.8	24.8	57.9	1.1	2.7	2.3	21.4	-10.8
pair	RSI	SLmean	pos-neg	28	11.5	23.0	57.1	0.8	1.3	0.9	33.7	-26.7
pair	SLmean	RSI	pos-neg	28	11.5	23.0	57.1	0.8	1.3	0.9	33.7	-26.7
pair	MACDhist	MRmean	pos-pos	98	40.2	18.2	55.1	0.7	1.1	0.5	30.5	-33.8
pair	MRmean	MACDhist	pos-pos	98	40.2	18.2	55.1	0.7	1.1	0.5	30.5	-33.8
pair	MACD	LWTI	neg-pos	60	24.6	18.1	53.3	0.7	1.2	0.6	28.0	-32.3
pair	LWTI	MACD	neg-pos	60	24.6	18.1	53.3	0.7	1.2	0.6	28.0	-32.3
pair	RSmean	MACD	neg-neg	12	4.9	17.9	58.3	0.9	1.6	1.7	20.1	-10.8
pair	MACD	RSmean	neg-neg	12	4.9	17.9	58.3	0.9	1.6	1.7	20.1	-10.8
pair	SLmean	RSmean	pos-neg	5	2.0	17.8	40.0	0.7	4.1	2.4	26.5	-7.4
pair	RSmean	SLmean	pos-neg	5	2.0	17.8	40.0	0.7	4.1	2.4	26.5	-7.4
pair	MACDhist	RSIhist	pos-pos	85	34.8	16.3	51.8	0.7	1.1	0.4	29.8	-41.2
pair	RSIhist	MACDhist	pos-pos	85	34.8	16.3	51.8	0.7	1.1	0.4	29.8	-41.2
pair	MACDhist	SLmean	neg-pos	27	11.1	15.7	55.6	0.6	0.9	0.5	36.2	-28.8
pair	SLmean	MACDhist	neg-pos	27	11.1	15.7	55.6	0.6	0.9	0.5	36.2	-28.8
pair	SLmean	MACD	pos-neg	56	23.0	14.7	53.6	0.6	0.9	0.6	32.1	-24.0
pair	MACD	SLmean	pos-neg	56	23.0	14.7	53.6	0.6	0.9	0.6	32.1	-24.0
pair	RSmean	MACDhist	pos-pos	110	45.1	14.2	53.6	0.6	1.0	0.3	31.3	-43.8
pair	MACDhist	RSmean	pos-pos	110	45.1	14.2	53.6	0.6	1.0	0.3	31.3	-43.8
single	MACDhist	MACDhist	pos-pos	110	45.1	14.2	53.6	0.6	1.0	0.3	31.3	-43.8
pair	MACDhist	SLmean	pos-pos	83	34.0	13.7	53.0	0.6	1.0	0.3	29.8	-41.4
pair	SLmean	MACDhist	pos-pos	83	34.0	13.7	53.0	0.6	1.0	0.3	29.8	-41.4
pair	RSI	MACD	neg-pos	39	16.0	12.7	48.7	0.6	0.8	0.4	28.6	-34.2
pair	MACD	RSI	neg-pos	39	16.0	12.7	48.7	0.6	0.8	0.4	28.6	-34.2
pair	RSI	RSIhist	neg-pos	32	13.1	12.3	53.1	0.5	0.8	0.3	33.7	-39.4
pair	RSIhist	RSI	neg-pos	32	13.1	12.3	53.1	0.5	0.8	0.3	33.7	-39.4
pair	MACD	MRmean	pos-neg	58	23.8	12.2	51.7	0.5	0.8	0.3	30.1	-45.4
pair	MRmean	MACD	pos-neg	58	23.8	12.2	51.7	0.5	0.8	0.3	30.1	-45.4
pair	SLmean	RSI	neg-pos	39	16.0	11.9	56.4	0.5	0.7	0.3	30.3	-34.2
pair	RSI	SLmean	neg-pos	39	16.0	11.9	56.4	0.5	0.7	0.3	30.3	-34.2
pair	RSI	MACDhist	pos-pos	83	34.0	10.7	51.8	0.5	0.8	0.3	30.7	-37.9
pair	MACDhist	RSI	pos-pos	83	34.0	10.7	51.8	0.5	0.8	0.3	30.7	-37.9
pair	MRmean	RSI	pos-neg	26	10.7	10.6	53.8	0.5	0.7	0.4	30.3	-28.9
pair	RSI	MRmean	pos-neg	26	10.7	10.6	53.8	0.5	0.7	0.4	30.3	-28.9
pair	MACD	RSIhist	neg-pos	63	25.8	9.9	50.8	0.5	0.7	0.3	31.6	-36.9
pair	RSIhist	MACD	neg-pos	63	25.8	9.9	50.8	0.5	0.7	0.3	31.6	-36.9
pair	LWTI	SLmean	pos-neg	30	12.3	9.8	53.3	0.4	0.7	0.3	32.8	-31.4
pair	SLmean	LWTI	pos-neg	30	12.3	9.8	53.3	0.4	0.7	0.3	32.8	-31.4
pair	RSmean	MRmean	pos-pos	144	59.0	9.1	52.1	0.4	0.7	0.2	29.5	-46.7
pair	MRmean	RSmean	pos-pos	144	59.0	9.1	52.1	0.4	0.7	0.2	29.5	-46.7
pair	LWTI	MRmean	pos-neg	24	9.8	8.9	54.2	0.4	0.6	0.3	28.8	-28.1
pair	MRmean	LWTI	pos-neg	24	9.8	8.9	54.2	0.4	0.6	0.3	28.8	-28.1
single	MRmean	MRmean	pos-pos	148	60.7	8.7	51.4	0.4	0.7	0.2	29.4	-49.0
pair	MRmean	LWTI	pos-pos	124	50.8	8.6	50.8	0.4	0.7	0.2	29.6	-36.1
pair	LWTI	MRmean	pos-pos	124	50.8	8.6	50.8	0.4	0.7	0.2	29.6	-36.1
single	MACD	MACD	neg-neg	124	50.8	8.4	54.0	0.4	0.6	0.1	42.0	-74.3
pair	RSI	MRmean	pos-pos	122	50.0	8.3	50.8	0.4	0.6	0.2	29.3	-43.1
pair	MRmean	RSI	pos-pos	122	50.0	8.3	50.8	0.4	0.6	0.2	29.3	-43.1
pair	SLmean	LWTI	neg-pos	71	29.1	8.1	54.9	0.4	0.6	0.1	32.3	-57.5
pair	LWTI	SLmean	neg-pos	71	29.1	8.1	54.9	0.4	0.6	0.1	32.3	-57.5
pair	RSI	RSmean	neg-pos	12	4.9	8.0	41.7	0.5	1.3	0.9	21.0	-8.9
pair	RSmean	RSI	neg-pos	12	4.9	8.0	41.7	0.5	1.3	0.9	21.0	-8.9
pair	LWTI	RSI	pos-pos	135	55.3	7.6	49.6	0.4	0.6	0.2	28.8	-42.5
pair	RSI	LWTI	pos-pos	135	55.3	7.6	49.6	0.4	0.6	0.2	28.8	-42.5
pair	RSmean	MACD	pos-neg	112	45.9	7.5	53.6	0.4	0.6	0.1	43.8	-74.3
pair	MACD	RSmean	pos-neg	112	45.9	7.5	53.6	0.4	0.6	0.1	43.8	-74.3
pair	MACDhist	RSIhist	pos-neg	25	10.2	7.2	60.0	0.4	0.6	0.2	36.8	-40.5
pair	RSIhist	MACDhist	pos-neg	25	10.2	7.2	60.0	0.4	0.6	0.2	36.8	-40.5
pair	SLmean	RSIhist	pos-pos	115	47.1	7.2	48.7	0.4	0.6	0.2	29.6	-46.3
pair	RSIhist	SLmean	pos-pos	115	47.1	7.2	48.7	0.4	0.6	0.2	29.6	-46.3
pair	MACD	RSIhist	neg-neg	61	25.0	6.9	57.4	0.4	0.6	0.1	50.9	-77.0
pair	RSIhist	MACD	neg-neg	61	25.0	6.9	57.4	0.4	0.6	0.1	50.9	-77.0
pair	MACDhist	LWTI	pos-pos	96	39.3	6.7	50.0	0.4	0.6	0.1	31.4	-58.1
pair	LWTI	MACDhist	pos-pos	96	39.3	6.7	50.0	0.4	0.6	0.1	31.4	-58.1
pair	MACD	MRmean	pos-pos	90	36.9	6.5	51.1	0.4	0.6	0.2	29.0	-36.3
pair	MRmean	MACD	pos-pos	90	36.9	6.5	51.1	0.4	0.6	0.2	29.0	-36.3
pair	RSI	MACD	neg-neg	85	34.8	6.5	56.5	0.4	0.6	0.1	47.0	-75.3
pair	MACD	RSI	neg-neg	85	34.8	6.5	56.5	0.4	0.6	0.1	47.0	-75.3
pair	LWTI	RSIhist	pos-neg	29	11.9	6.0	55.2	0.3	0.5	0.1	31.5	-43.6
pair	RSIhist	LWTI	pos-neg	29	11.9	6.0	55.2	0.3	0.5	0.1	31.5	-43.6
pair	LWTI	RSIhist	neg-pos	75	30.7	5.8	56.0	0.3	0.5	0.1	31.6	-62.5
pair	RSIhist	LWTI	neg-pos	75	30.7	5.8	56.0	0.3	0.5	0.1	31.6	-62.5
pair	RSIhist	RSmean	pos-pos	123	50.4	5.7	48.0	0.3	0.5	0.1	29.9	-47.2
pair	RSmean	RSIhist	pos-pos	123	50.4	5.7	48.0	0.3	0.5	0.1	29.9	-47.2
single	RSIhist	RSIhist	pos-pos	126	51.6	5.6	47.6	0.3	0.5	0.1	29.6	-47.2
single	LWTI	LWTI	pos-pos	172	70.5	5.6	50.0	0.3	0.5	0.1	30.2	-66.2
pair	LWTI	RSIhist	pos-pos	97	39.8	5.5	45.4	0.3	0.5	0.1	29.2	-46.1
pair	RSIhist	LWTI	pos-pos	97	39.8	5.5	45.4	0.3	0.5	0.1	29.2	-46.1
single	SLmean	SLmean	pos-pos	131	53.7	5.3	48.1	0.3	0.5	0.1	29.6	-47.6
pair	MACD	MRmean	neg-neg	66	27.0	5.2	56.1	0.3	0.6	0.1	50.4	-67.8
pair	MRmean	MACD	neg-neg	66	27.0	5.2	56.1	0.3	0.6	0.1	50.4	-67.8
pair	SLmean	RSmean	pos-pos	126	51.6	4.8	48.4	0.3	0.5	0.1	29.8	-49.6
pair	RSmean	SLmean	pos-pos	126	51.6	4.8	48.4	0.3	0.5	0.1	29.8	-49.6
pair	RSI	RSIhist	pos-neg	48	19.7	4.5	54.2	0.3	0.4	0.1	30.3	-35.8
pair	RSIhist	RSI	pos-neg	48	19.7	4.5	54.2	0.3	0.4	0.1	30.3	-35.8
pair	LWTI	MACDhist	neg-pos	76	31.1	4.3	50.0	0.3	0.4	0.1	28.7	-57.6
pair	MACDhist	LWTI	neg-pos	76	31.1	4.3	50.0	0.3	0.4	0.1	28.7	-57.6
pair	SLmean	LWTI	pos-pos	101	41.4	3.9	46.5	0.3	0.5	0.1	28.8	-44.5
pair	LWTI	SLmean	pos-pos	101	41.4	3.9	46.5	0.3	0.5	0.1	28.8	-44.5
single	RSI	RSI	pos-pos	142	58.2	3.8	48.6	0.3	0.4	0.1	28.9	-47.4
pair	SLmean	MRmean	pos-pos	123	50.4	3.5	47.2	0.3	0.4	0.1	28.8	-44.7
pair	MRmean	SLmean	pos-pos	123	50.4	3.5	47.2	0.3	0.4	0.1	28.8	-44.7
pair	SLmean	MACD	neg-neg	68	27.9	3.5	54.4	0.3	0.5	0.1	48.9	-71.9
pair	MACD	SLmean	neg-neg	68	27.9	3.5	54.4	0.3	0.5	0.1	48.9	-71.9
pair	RSmean	LWTI	pos-pos	153	62.7	3.4	49.0	0.3	0.4	0.1	31.1	-66.2
pair	LWTI	RSmean	pos-pos	153	62.7	3.4	49.0	0.3	0.4	0.1	31.1	-66.2
pair	RSIhist	RSI	pos-pos	94	38.5	3.4	45.7	0.3	0.4	0.1	28.3	-48.2
pair	RSI	RSIhist	pos-pos	94	38.5	3.4	45.7	0.3	0.4	0.1	28.3	-48.2
pair	RSmean	RSI	pos-pos	130	53.3	3.4	49.2	0.3	0.4	0.1	29.6	-49.5
pair	RSI	RSmean	pos-pos	130	53.3	3.4	49.2	0.3	0.4	0.1	29.6	-49.5
pair	RSIhist	MRmean	pos-pos	116	47.5	3.4	46.6	0.3	0.4	0.1	29.0	-46.3
pair	MRmean	RSIhist	pos-pos	116	47.5	3.4	46.6	0.3	0.4	0.1	29.0	-46.3
pair	MACD	MACDhist	pos-pos	65	26.6	3.3	50.8	0.3	0.4	0.1	33.2	-60.2
pair	MACDhist	MACD	pos-pos	65	26.6	3.3	50.8	0.3	0.4	0.1	33.2	-60.2
pair	RSmean	RSIhist	neg-pos	3	1.2	2.9	33.3	0.2	0.5	0.5	22.4	-6.3
pair	RSIhist	RSmean	neg-pos	3	1.2	2.9	33.3	0.2	0.5	0.5	22.4	-6.3
pair	benchmark___benchmark_		benchmark-benchmark	244	100.0	2.7	51.2	0.3	0.4	0.0	37.1	-89.2
pair		benchmark___benchmark_	benchmark-benchmark	244	100.0	2.7	51.2	0.3	0.4	0.0	37.1	-89.2
pair	LWTI	RSI	neg-neg	65	26.6	2.7	56.9	0.3	0.5	0.0	51.7	-76.9
pair	RSI	LWTI	neg-neg	65	26.6	2.7	56.9	0.3	0.5	0.0	51.7	-76.9
pair	RSIhist	MACD	pos-pos	63	25.8	1.5	44.4	0.2	0.3	0.0	27.8	-48.2
pair	MACD	RSIhist	pos-pos	63	25.8	1.5	44.4	0.2	0.3	0.0	27.8	-48.2
single	RSI	RSI	neg-neg	102	41.8	1.3	54.9	0.2	0.4	0.0	46.3	-83.4
single	RSmean	RSmean	pos-pos	225	92.2	1.1	50.7	0.2	0.3	0.0	38.1	-89.2
pair	SLmean	RSIhist	neg-neg	102	41.8	1.0	56.9	0.2	0.4	0.0	45.6	-84.8
pair	RSIhist	SLmean	neg-neg	102	41.8	1.0	56.9	0.2	0.4	0.0	45.6	-84.8
pair	RSI	SLmean	pos-pos	103	42.2	0.9	45.6	0.2	0.3	0.0	28.4	-46.7
pair	SLmean	RSI	pos-pos	103	42.2	0.9	45.6	0.2	0.3	0.0	28.4	-46.7
pair	MACD	RSI	pos-pos	103	42.2	0.6	48.5	0.2	0.2	0.0	29.1	-44.9
pair	RSI	MACD	pos-pos	103	42.2	0.6	48.5	0.2	0.2	0.0	29.1	-44.9
pair	MACD	LWTI	neg-neg	64	26.2	0.1	54.7	0.2	0.4	0.0	52.0	-77.1
pair	LWTI	MACD	neg-neg	64	26.2	0.1	54.7	0.2	0.4	0.0	52.0	-77.1
single	SLmean	SLmean	neg-neg	113	46.3	-0.1	54.9	0.2	0.3	-0.0	44.3	-83.3
single	RSIhist	RSIhist	neg-neg	118	48.4	-0.2	55.1	0.2	0.3	-0.0	43.8	-88.0
pair	MACD	LWTI	pos-pos	112	45.9	-0.5	48.2	0.1	0.2	-0.0	31.3	-68.3
pair	LWTI	MACD	pos-pos	112	45.9	-0.5	48.2	0.1	0.2	-0.0	31.3	-68.3
pair	LWTI	RSI	neg-pos	37	15.2	-1.2	51.4	0.1	0.2	-0.0	35.3	-48.2
pair	RSI	LWTI	neg-pos	37	15.2	-1.2	51.4	0.1	0.2	-0.0	35.3	-48.2
pair	SLmean	MACD	pos-pos	75	30.7	-1.3	44.0	0.1	0.1	-0.0	27.7	-53.1
pair	MACD	SLmean	pos-pos	75	30.7	-1.3	44.0	0.1	0.1	-0.0	27.7	-53.1
pair	RSI	MRmean	neg-neg	76	31.1	-1.7	55.3	0.2	0.3	-0.0	50.8	-78.4
pair	MRmean	RSI	neg-neg	76	31.1	-1.7	55.3	0.2	0.3	-0.0	50.8	-78.4
pair	MRmean	LWTI	neg-pos	48	19.7	-1.8	47.9	0.1	0.1	-0.0	31.9	-49.7
pair	LWTI	MRmean	neg-pos	48	19.7	-1.8	47.9	0.1	0.1	-0.0	31.9	-49.7
pair	RSmean	RSI	pos-neg	95	38.9	-2.1	52.6	0.2	0.3	-0.0	47.6	-83.4
pair	RSI	RSmean	pos-neg	95	38.9	-2.1	52.6	0.2	0.3	-0.0	47.6	-83.4
pair	MACDhist	RSIhist	neg-neg	93	38.1	-2.2	53.8	0.2	0.3	-0.0	45.6	-80.0
pair	RSIhist	MACDhist	neg-neg	93	38.1	-2.2	53.8	0.2	0.3	-0.0	45.6	-80.0
single	MACD	MACD	pos-pos	120	49.2	-2.8	48.3	0.1	0.1	-0.0	31.2	-68.3
pair	MACDhist	MACD	neg-neg	79	32.4	-3.0	51.9	0.2	0.3	-0.0	48.1	-79.9
pair	MACD	MACDhist	neg-neg	79	32.4	-3.0	51.9	0.2	0.3	-0.0	48.1	-79.9
pair	RSIhist	RSI	neg-neg	70	28.7	-3.4	55.7	0.2	0.3	-0.0	51.2	-84.5
pair	RSI	RSIhist	neg-neg	70	28.7	-3.4	55.7	0.2	0.3	-0.0	51.2	-84.5
pair	SLmean	RSmean	neg-pos	99	40.6	-3.5	53.5	0.1	0.2	-0.0	46.7	-83.3
pair	RSmean	SLmean	neg-pos	99	40.6	-3.5	53.5	0.1	0.2	-0.0	46.7	-83.3
single	LWTI	LWTI	neg-neg	72	29.5	-3.8	54.2	0.2	0.2	-0.1	50.1	-77.1
pair	LWTI	RSmean	pos-neg	72	29.5	-3.8	54.2	0.2	0.2	-0.1	50.1	-77.1
pair	RSmean	LWTI	pos-neg	72	29.5	-3.8	54.2	0.2	0.2	-0.1	50.1	-77.1
pair	RSmean	RSIhist	pos-neg	102	41.8	-4.2	53.9	0.1	0.2	-0.1	46.3	-88.0
pair	RSIhist	RSmean	pos-neg	102	41.8	-4.2	53.9	0.1	0.2	-0.1	46.3	-88.0
pair	RSmean	MRmean	pos-neg	4	1.6	-4.5	25.0	-0.1	-0.4	-0.6	26.1	-7.4
pair	MRmean	RSmean	pos-neg	4	1.6	-4.5	25.0	-0.1	-0.4	-0.6	26.1	-7.4
pair	MRmean	MACDhist	neg-neg	84	34.4	-4.6	52.4	0.1	0.2	-0.1	47.9	-78.1
pair	MACDhist	MRmean	neg-neg	84	34.4	-4.6	52.4	0.1	0.2	-0.1	47.9	-78.1
pair	MACDhist	SLmean	neg-neg	86	35.2	-4.6	54.7	0.1	0.2	-0.1	46.7	-79.8
pair	SLmean	MACDhist	neg-neg	86	35.2	-4.6	54.7	0.1	0.2	-0.1	46.7	-79.8
pair	RSmean	MACD	pos-pos	113	46.3	-4.9	47.8	0.0	0.0	-0.1	31.5	-68.3
pair	MACD	RSmean	pos-pos	113	46.3	-4.9	47.8	0.0	0.0	-0.1	31.5	-68.3
pair	RSI	MACDhist	pos-neg	59	24.2	-5.2	44.1	-0.1	-0.1	-0.1	26.1	-49.8
pair	MACDhist	RSI	pos-neg	59	24.2	-5.2	44.1	-0.1	-0.1	-0.1	26.1	-49.8
pair	SLmean	MACD	neg-pos	45	18.4	-5.3	55.6	0.0	0.1	-0.1	36.7	-58.5
pair	MACD	SLmean	neg-pos	45	18.4	-5.3	55.6	0.0	0.1	-0.1	36.7	-58.5
single	MRmean	MRmean	neg-neg	96	39.3	-5.8	51.0	0.1	0.2	-0.1	46.7	-82.3
single	MACDhist	MACDhist	neg-neg	134	54.9	-5.8	49.3	0.1	0.1	-0.1	41.2	-86.1
pair	SLmean	RSI	neg-neg	74	30.3	-5.9	54.1	0.1	0.2	-0.1	50.3	-81.1
pair	RSI	SLmean	neg-neg	74	30.3	-5.9	54.1	0.1	0.2	-0.1	50.3	-81.1
pair	MACDhist	RSI	neg-neg	75	30.7	-6.2	53.3	0.1	0.2	-0.1	50.1	-81.6
pair	RSI	MACDhist	neg-neg	75	30.7	-6.2	53.3	0.1	0.2	-0.1	50.1	-81.6
pair	RSIhist	MACD	pos-neg	57	23.4	-7.4	52.6	-0.0	-0.1	-0.1	34.8	-65.6
pair	MACD	RSIhist	pos-neg	57	23.4	-7.4	52.6	-0.0	-0.1	-0.1	34.8	-65.6
pair	SLmean	RSIhist	pos-neg	16	6.6	-7.7	43.8	-0.1	-0.2	-0.3	30.1	-30.3
pair	RSIhist	SLmean	pos-neg	16	6.6	-7.7	43.8	-0.1	-0.2	-0.3	30.1	-30.3
pair	MACDhist	MRmean	pos-neg	50	20.5	-7.8	44.0	-0.2	-0.2	-0.1	26.7	-53.7
pair	MRmean	MACDhist	pos-neg	50	20.5	-7.8	44.0	-0.2	-0.2	-0.1	26.7	-53.7
pair	MACDhist	SLmean	pos-neg	48	19.7	-7.8	39.6	-0.1	-0.2	-0.2	29.2	-37.6
pair	SLmean	MACDhist	pos-neg	48	19.7	-7.8	39.6	-0.1	-0.2	-0.2	29.2	-37.6
pair	MRmean	SLmean	neg-neg	88	36.1	-8.9	50.0	0.0	0.1	-0.1	47.1	-82.2
pair	SLmean	MRmean	neg-neg	88	36.1	-8.9	50.0	0.0	0.1	-0.1	47.1	-82.2
pair	MACDhist	MACD	pos-neg	55	22.5	-9.6	45.5	-0.2	-0.3	-0.2	28.7	-47.6
pair	MACD	MACDhist	pos-neg	55	22.5	-9.6	45.5	-0.2	-0.3	-0.2	28.7	-47.6
pair	RSIhist	MRmean	neg-neg	86	35.2	-9.6	50.0	0.0	0.0	-0.1	47.7	-87.3
pair	MRmean	RSIhist	neg-neg	86	35.2	-9.6	50.0	0.0	0.0	-0.1	47.7	-87.3
pair	MRmean	LWTI	neg-neg	48	19.7	-9.6	54.2	0.1	0.2	-0.1	58.2	-73.0
pair	LWTI	MRmean	neg-neg	48	19.7	-9.6	54.2	0.1	0.2	-0.1	58.2	-73.0
pair	SLmean	RSIhist	neg-pos	11	4.5	-9.7	36.4	-0.2	-0.3	-0.4	30.6	-24.1
pair	RSIhist	SLmean	neg-pos	11	4.5	-9.7	36.4	-0.2	-0.3	-0.4	30.6	-24.1
pair	LWTI	RSIhist	neg-neg	43	17.6	-9.9	53.5	0.1	0.2	-0.1	59.8	-77.1
pair	RSIhist	LWTI	neg-neg	43	17.6	-9.9	53.5	0.1	0.2	-0.1	59.8	-77.1
pair	MACDhist	RSmean	pos-neg	115	47.1	-10.1	47.8	-0.0	-0.0	-0.1	43.6	-86.6
pair	RSmean	MACDhist	pos-neg	115	47.1	-10.1	47.8	-0.0	-0.0	-0.1	43.6	-86.6
pair	MRmean	RSmean	neg-pos	81	33.2	-11.8	48.1	-0.0	-0.0	-0.1	50.0	-82.3
pair	RSmean	MRmean	neg-pos	81	33.2	-11.8	48.1	-0.0	-0.0	-0.1	50.0	-82.3
pair	SLmean	LWTI	neg-neg	42	17.2	-12.5	54.8	0.1	0.1	-0.2	59.8	-74.5
pair	LWTI	SLmean	neg-neg	42	17.2	-12.5	54.8	0.1	0.1	-0.2	59.8	-74.5
pair	MACDhist	RSIhist	neg-pos	41	16.8	-13.5	39.0	-0.3	-0.5	-0.3	28.8	-51.3
pair	RSIhist	MACDhist	neg-pos	41	16.8	-13.5	39.0	-0.3	-0.5	-0.3	28.8	-51.3
pair	MRmean	MACDhist	neg-pos	12	4.9	-14.1	41.7	-0.2	-0.4	-0.5	38.4	-28.7
pair	MACDhist	MRmean	neg-pos	12	4.9	-14.1	41.7	-0.2	-0.4	-0.5	38.4	-28.7
pair	MACDhist	LWTI	neg-neg	58	23.8	-17.5	48.3	-0.1	-0.2	-0.2	53.5	-82.7
pair	LWTI	MACDhist	neg-neg	58	23.8	-17.5	48.3	-0.1	-0.2	-0.2	53.5	-82.7
pair	RSI	MRmean	neg-pos	20	8.2	-19.8	35.0	-0.7	-1.0	-0.6	25.5	-36.0
pair	MRmean	RSI	neg-pos	20	8.2	-19.8	35.0	-0.7	-1.0	-0.6	25.5	-36.0
pair	MACD	RSI	pos-neg	17	7.0	-21.4	47.1	-0.3	-0.6	-0.5	42.7	-44.1
pair	RSI	MACD	pos-neg	17	7.0	-21.4	47.1	-0.3	-0.6	-0.5	42.7	-44.1
pair	MACD	MRmean	neg-pos	30	12.3	-26.2	40.0	-0.6	-0.9	-0.5	36.5	-58.9
pair	MRmean	MACD	neg-pos	30	12.3	-26.2	40.0	-0.6	-0.9	-0.5	36.5	-58.9
pair	MACD	LWTI	pos-neg	8	3.3	-30.0	50.0	-1.0	-1.2	-1.1	30.5	-27.4
pair	LWTI	MACD	pos-neg	8	3.3	-30.0	50.0	-1.0	-1.2	-1.1	30.5	-27.4
pair	LWTI	RSI	pos-neg	7	2.9	-47.8	28.6	-2.4	-2.3	-1.6	25.4	-30.9
pair	RSI	LWTI	pos-neg	7	2.9	-47.8	28.6	-2.4	-2.3	-1.6	25.4	-30.9

All Contingency Tables for XOP

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 47% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -44.7% Months 123M (50%)	CAGR 37.9% \| Win 72% Sharpe 1.18 \| Sortino 1.32 \| Calmar 1.2 Vol 32% \| MDD -31.5% Months 25M (10%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR 35.6% \| Win 62% Sharpe 0.91 \| Sortino 2.14 \| Calmar 1.5 Vol 42% \| MDD -23.6% Months 8M (3%)	CAGR -8.9% \| Win 50% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 47% \| MDD -82.2% Months 88M (36%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
SLmean only	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 52% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 30% \| MDD -46.7% Months 144M (59%)	CAGR -4.5% \| Win 25% Sharpe -0.08 \| Sortino -0.44 \| Calmar -0.6 Vol 26% \| MDD -7.4% Months 4M (2%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -11.8% \| Win 48% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 50% \| MDD -82.3% Months 81M (33%)	CAGR 34.1% \| Win 67% Sharpe 1.54 \| Sortino 2.77 \| Calmar 3.1 Vol 21% \| MDD -10.8% Months 15M (6%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
RSmean only	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 51% Sharpe 0.36 \| Sortino 0.55 \| Calmar 0.2 Vol 29% \| MDD -36.3% Months 90M (37%)	CAGR 12.2% \| Win 52% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -45.4% Months 58M (24%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -26.2% \| Win 40% Sharpe -0.64 \| Sortino -0.95 \| Calmar -0.4 Vol 36% \| MDD -58.9% Months 30M (12%)	CAGR 5.2% \| Win 56% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 50% \| MDD -67.8% Months 66M (27%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
MACD only	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 51% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 29% \| MDD -43.1% Months 122M (50%)	CAGR 10.6% \| Win 54% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.4 Vol 30% \| MDD -28.9% Months 26M (11%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -19.8% \| Win 35% Sharpe -0.73 \| Sortino -0.98 \| Calmar -0.5 Vol 26% \| MDD -36.0% Months 20M (8%)	CAGR -1.7% \| Win 55% Sharpe 0.21 \| Sortino 0.35 \| Calmar -0.0 Vol 51% \| MDD -78.4% Months 76M (31%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
RSI only	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 55% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 98M (40%)	CAGR -7.8% \| Win 44% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 27% \| MDD -53.7% Months 50M (20%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -14.1% \| Win 42% Sharpe -0.22 \| Sortino -0.42 \| Calmar -0.5 Vol 38% \| MDD -28.7% Months 12M (5%)	CAGR -4.6% \| Win 52% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.1 Vol 48% \| MDD -78.1% Months 84M (34%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 47% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -46.3% Months 116M (48%)	CAGR 30.0% \| Win 69% Sharpe 1.01 \| Sortino 1.28 \| Calmar 1.0 Vol 31% \| MDD -29.5% Months 32M (13%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR 34.4% \| Win 60% Sharpe 0.96 \| Sortino 1.36 \| Calmar 1.6 Vol 38% \| MDD -21.6% Months 10M (4%)	CAGR -9.6% \| Win 50% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.1 Vol 48% \| MDD -87.3% Months 86M (35%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 8.6% \| Win 51% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.2 Vol 30% \| MDD -36.1% Months 124M (51%)	CAGR 8.9% \| Win 54% Sharpe 0.43 \| Sortino 0.57 \| Calmar 0.3 Vol 29% \| MDD -28.1% Months 24M (10%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -1.8% \| Win 48% Sharpe 0.10 \| Sortino 0.15 \| Calmar -0.0 Vol 32% \| MDD -49.7% Months 48M (20%)	CAGR -9.6% \| Win 54% Sharpe 0.10 \| Sortino 0.18 \| Calmar -0.1 Vol 58% \| MDD -73.0% Months 48M (20%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 48% Sharpe 0.31 \| Sortino 0.48 \| Calmar 0.1 Vol 30% \| MDD -49.6% Months 126M (52%)	CAGR 17.8% \| Win 40% Sharpe 0.72 \| Sortino 4.06 \| Calmar 2.4 Vol 26% \| MDD -7.4% Months 5M (2%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR -3.5% \| Win 54% Sharpe 0.15 \| Sortino 0.24 \| Calmar -0.0 Vol 47% \| MDD -83.3% Months 99M (41%)	CAGR 27.5% \| Win 64% Sharpe 1.29 \| Sortino 2.32 \| Calmar 2.5 Vol 20% \| MDD -10.8% Months 14M (6%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
RSmean only	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -1.3% \| Win 44% Sharpe 0.09 \| Sortino 0.14 \| Calmar -0.0 Vol 28% \| MDD -53.1% Months 75M (31%)	CAGR 14.7% \| Win 54% Sharpe 0.59 \| Sortino 0.92 \| Calmar 0.6 Vol 32% \| MDD -24.0% Months 56M (23%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR -5.3% \| Win 56% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.1 Vol 37% \| MDD -58.5% Months 45M (18%)	CAGR 3.5% \| Win 54% Sharpe 0.31 \| Sortino 0.47 \| Calmar 0.0 Vol 49% \| MDD -71.9% Months 68M (28%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
MACD only	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 0.9% \| Win 46% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.0 Vol 28% \| MDD -46.7% Months 103M (42%)	CAGR 23.0% \| Win 57% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.9 Vol 34% \| MDD -26.7% Months 28M (12%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR 11.9% \| Win 56% Sharpe 0.52 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -34.2% Months 39M (16%)	CAGR -5.9% \| Win 54% Sharpe 0.12 \| Sortino 0.20 \| Calmar -0.1 Vol 50% \| MDD -81.1% Months 74M (30%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
RSI only	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.7% \| Win 53% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 30% \| MDD -41.4% Months 83M (34%)	CAGR -7.8% \| Win 40% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.2 Vol 29% \| MDD -37.6% Months 48M (20%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR 15.7% \| Win 56% Sharpe 0.58 \| Sortino 0.93 \| Calmar 0.5 Vol 36% \| MDD -28.8% Months 27M (11%)	CAGR -4.6% \| Win 55% Sharpe 0.13 \| Sortino 0.19 \| Calmar -0.1 Vol 47% \| MDD -79.8% Months 86M (35%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 7.2% \| Win 49% Sharpe 0.38 \| Sortino 0.60 \| Calmar 0.2 Vol 30% \| MDD -46.3% Months 115M (47%)	CAGR -7.7% \| Win 44% Sharpe -0.12 \| Sortino -0.22 \| Calmar -0.3 Vol 30% \| MDD -30.3% Months 16M (7%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR -9.7% \| Win 36% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.4 Vol 31% \| MDD -24.1% Months 11M (4%)	CAGR 1.0% \| Win 57% Sharpe 0.24 \| Sortino 0.37 \| Calmar 0.0 Vol 46% \| MDD -84.8% Months 102M (42%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.9% \| Win 46% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 29% \| MDD -44.5% Months 101M (41%)	CAGR 9.8% \| Win 53% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.3 Vol 33% \| MDD -31.4% Months 30M (12%)	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)
SLmean neg	CAGR 8.1% \| Win 55% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.1 Vol 32% \| MDD -57.5% Months 71M (29%)	CAGR -12.5% \| Win 55% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.2 Vol 60% \| MDD -74.5% Months 42M (17%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -4.9% \| Win 48% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 32% \| MDD -68.3% Months 113M (46%)	CAGR 7.5% \| Win 54% Sharpe 0.38 \| Sortino 0.58 \| Calmar 0.1 Vol 44% \| MDD -74.3% Months 112M (46%)	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)
RSmean neg	CAGR 37.7% \| Win 57% Sharpe 1.40 \| Sortino 7.41 \| Calmar 5.1 Vol 25% \| MDD -7.4% Months 7M (3%)	CAGR 17.9% \| Win 58% Sharpe 0.92 \| Sortino 1.62 \| Calmar 1.7 Vol 20% \| MDD -10.8% Months 12M (5%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)
MACD only	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 49% Sharpe 0.26 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -49.5% Months 130M (53%)	CAGR -2.1% \| Win 53% Sharpe 0.19 \| Sortino 0.30 \| Calmar -0.0 Vol 48% \| MDD -83.4% Months 95M (39%)	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)
RSmean neg	CAGR 8.0% \| Win 42% Sharpe 0.46 \| Sortino 1.26 \| Calmar 0.9 Vol 21% \| MDD -8.9% Months 12M (5%)	CAGR 59.9% \| Win 86% Sharpe 2.31 \| Sortino 0.00 \| Calmar 7.5 Vol 22% \| MDD -8.0% Months 7M (3%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)
RSI only	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -10.1% \| Win 48% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 44% \| MDD -86.6% Months 115M (47%)	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)
RSmean neg	-	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 5.7% \| Win 48% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 123M (50%)	CAGR -4.2% \| Win 54% Sharpe 0.13 \| Sortino 0.21 \| Calmar -0.0 Vol 46% \| MDD -88.0% Months 102M (42%)	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)
RSmean neg	CAGR 2.9% \| Win 33% Sharpe 0.20 \| Sortino 0.48 \| Calmar 0.5 Vol 22% \| MDD -6.3% Months 3M (1%)	CAGR 29.5% \| Win 62% Sharpe 1.30 \| Sortino 2.97 \| Calmar 2.7 Vol 22% \| MDD -10.8% Months 16M (7%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 49% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 31% \| MDD -66.2% Months 153M (63%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)
RSmean neg	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)	-	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 0.6% \| Win 48% Sharpe 0.17 \| Sortino 0.25 \| Calmar 0.0 Vol 29% \| MDD -44.9% Months 103M (42%)	CAGR -21.4% \| Win 47% Sharpe -0.35 \| Sortino -0.55 \| Calmar -0.5 Vol 43% \| MDD -44.1% Months 17M (7%)	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)
MACD neg	CAGR 12.7% \| Win 49% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.4 Vol 29% \| MDD -34.2% Months 39M (16%)	CAGR 6.5% \| Win 56% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.1 Vol 47% \| MDD -75.3% Months 85M (35%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)
RSI only	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.3% \| Win 51% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 33% \| MDD -60.2% Months 65M (27%)	CAGR -9.6% \| Win 46% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.2 Vol 29% \| MDD -47.6% Months 55M (22%)	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)
MACD neg	CAGR 31.9% \| Win 58% Sharpe 1.12 \| Sortino 2.35 \| Calmar 1.2 Vol 28% \| MDD -27.6% Months 45M (18%)	CAGR -3.0% \| Win 52% Sharpe 0.17 \| Sortino 0.26 \| Calmar -0.0 Vol 48% \| MDD -79.9% Months 79M (32%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.5% \| Win 44% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.0 Vol 28% \| MDD -48.2% Months 63M (26%)	CAGR -7.4% \| Win 53% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 35% \| MDD -65.6% Months 57M (23%)	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)
MACD neg	CAGR 9.9% \| Win 51% Sharpe 0.46 \| Sortino 0.69 \| Calmar 0.3 Vol 32% \| MDD -36.9% Months 63M (26%)	CAGR 6.9% \| Win 57% Sharpe 0.38 \| Sortino 0.59 \| Calmar 0.1 Vol 51% \| MDD -77.0% Months 61M (25%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -0.5% \| Win 48% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 112M (46%)	CAGR -30.0% \| Win 50% Sharpe -1.01 \| Sortino -1.17 \| Calmar -1.1 Vol 30% \| MDD -27.4% Months 8M (3%)	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)
MACD neg	CAGR 18.1% \| Win 53% Sharpe 0.74 \| Sortino 1.25 \| Calmar 0.6 Vol 28% \| MDD -32.3% Months 60M (25%)	CAGR 0.1% \| Win 55% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.0 Vol 52% \| MDD -77.1% Months 64M (26%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 10.7% \| Win 52% Sharpe 0.49 \| Sortino 0.77 \| Calmar 0.3 Vol 31% \| MDD -37.9% Months 83M (34%)	CAGR -5.2% \| Win 44% Sharpe -0.07 \| Sortino -0.10 \| Calmar -0.1 Vol 26% \| MDD -49.8% Months 59M (24%)	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)
RSI neg	CAGR 25.3% \| Win 59% Sharpe 0.84 \| Sortino 1.55 \| Calmar 1.0 Vol 34% \| MDD -26.3% Months 27M (11%)	CAGR -6.2% \| Win 53% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.1 Vol 50% \| MDD -81.6% Months 75M (31%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.4% \| Win 46% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 28% \| MDD -48.2% Months 94M (38%)	CAGR 4.5% \| Win 54% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -35.8% Months 48M (20%)	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)
RSI neg	CAGR 12.3% \| Win 53% Sharpe 0.51 \| Sortino 0.79 \| Calmar 0.3 Vol 34% \| MDD -39.4% Months 32M (13%)	CAGR -3.4% \| Win 56% Sharpe 0.18 \| Sortino 0.29 \| Calmar -0.0 Vol 51% \| MDD -84.5% Months 70M (29%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 7.6% \| Win 50% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.2 Vol 29% \| MDD -42.5% Months 135M (55%)	CAGR -47.8% \| Win 29% Sharpe -2.37 \| Sortino -2.30 \| Calmar -1.5 Vol 25% \| MDD -30.9% Months 7M (3%)	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)
RSI neg	CAGR -1.2% \| Win 51% Sharpe 0.14 \| Sortino 0.23 \| Calmar -0.0 Vol 35% \| MDD -48.2% Months 37M (15%)	CAGR 2.7% \| Win 57% Sharpe 0.30 \| Sortino 0.47 \| Calmar 0.0 Vol 52% \| MDD -76.9% Months 65M (27%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 16.3% \| Win 52% Sharpe 0.66 \| Sortino 1.12 \| Calmar 0.4 Vol 30% \| MDD -41.2% Months 85M (35%)	CAGR 7.2% \| Win 60% Sharpe 0.37 \| Sortino 0.64 \| Calmar 0.2 Vol 37% \| MDD -40.5% Months 25M (10%)	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)
MACDhist neg	CAGR -13.5% \| Win 39% Sharpe -0.35 \| Sortino -0.47 \| Calmar -0.3 Vol 29% \| MDD -51.3% Months 41M (17%)	CAGR -2.2% \| Win 54% Sharpe 0.17 \| Sortino 0.27 \| Calmar -0.0 Vol 46% \| MDD -80.0% Months 93M (38%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)
RSIhist only	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.7% \| Win 50% Sharpe 0.36 \| Sortino 0.60 \| Calmar 0.1 Vol 31% \| MDD -58.1% Months 96M (39%)	CAGR 81.6% \| Win 79% Sharpe 2.30 \| Sortino 3.22 \| Calmar 7.4 Vol 28% \| MDD -11.1% Months 14M (6%)	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)
MACDhist neg	CAGR 4.3% \| Win 50% Sharpe 0.29 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -57.6% Months 76M (31%)	CAGR -17.5% \| Win 48% Sharpe -0.10 \| Sortino -0.17 \| Calmar -0.2 Vol 54% \| MDD -82.7% Months 58M (24%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 5.5% \| Win 45% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.1 Vol 29% \| MDD -46.1% Months 97M (40%)	CAGR 6.0% \| Win 55% Sharpe 0.34 \| Sortino 0.45 \| Calmar 0.1 Vol 32% \| MDD -43.6% Months 29M (12%)	CAGR 5.6% \| Win 48% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -47.2% Months 126M (52%)
RSIhist neg	CAGR 5.8% \| Win 56% Sharpe 0.34 \| Sortino 0.49 \| Calmar 0.1 Vol 32% \| MDD -62.5% Months 75M (31%)	CAGR -9.9% \| Win 54% Sharpe 0.11 \| Sortino 0.19 \| Calmar -0.1 Vol 60% \| MDD -77.1% Months 43M (18%)	CAGR -0.2% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -88.0% Months 118M (48%)
LWTI only	CAGR 5.6% \| Win 50% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 30% \| MDD -66.2% Months 172M (70%)	CAGR -3.8% \| Win 54% Sharpe 0.16 \| Sortino 0.25 \| Calmar -0.1 Vol 50% \| MDD -77.1% Months 72M (30%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.5% \| Win 47% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -44.7% Months 123M (50%)	CAGR 37.9% \| Win 72% Sharpe 1.18 \| Sortino 1.32 \| Calmar 1.2 Vol 32% \| MDD -31.5% Months 25M (10%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR 35.6% \| Win 62% Sharpe 0.91 \| Sortino 2.14 \| Calmar 1.5 Vol 42% \| MDD -23.6% Months 8M (3%)	CAGR -8.9% \| Win 50% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 47% \| MDD -82.2% Months 88M (36%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
SLmean only	CAGR 5.3% \| Win 48% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.1 Vol 30% \| MDD -47.6% Months 131M (54%)	CAGR -0.1% \| Win 55% Sharpe 0.21 \| Sortino 0.32 \| Calmar -0.0 Vol 44% \| MDD -83.3% Months 113M (46%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 52% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 30% \| MDD -46.7% Months 144M (59%)	CAGR -4.5% \| Win 25% Sharpe -0.08 \| Sortino -0.44 \| Calmar -0.6 Vol 26% \| MDD -7.4% Months 4M (2%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -11.8% \| Win 48% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 50% \| MDD -82.3% Months 81M (33%)	CAGR 34.1% \| Win 67% Sharpe 1.54 \| Sortino 2.77 \| Calmar 3.1 Vol 21% \| MDD -10.8% Months 15M (6%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
RSmean only	CAGR 1.1% \| Win 51% Sharpe 0.22 \| Sortino 0.33 \| Calmar 0.0 Vol 38% \| MDD -89.2% Months 225M (92%)	CAGR 24.8% \| Win 58% Sharpe 1.15 \| Sortino 2.73 \| Calmar 2.3 Vol 21% \| MDD -10.8% Months 19M (8%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.5% \| Win 51% Sharpe 0.36 \| Sortino 0.55 \| Calmar 0.2 Vol 29% \| MDD -36.3% Months 90M (37%)	CAGR 12.2% \| Win 52% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 30% \| MDD -45.4% Months 58M (24%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -26.2% \| Win 40% Sharpe -0.64 \| Sortino -0.95 \| Calmar -0.4 Vol 36% \| MDD -58.9% Months 30M (12%)	CAGR 5.2% \| Win 56% Sharpe 0.34 \| Sortino 0.55 \| Calmar 0.1 Vol 50% \| MDD -67.8% Months 66M (27%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
MACD only	CAGR -2.8% \| Win 48% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 31% \| MDD -68.3% Months 120M (49%)	CAGR 8.4% \| Win 54% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.1 Vol 42% \| MDD -74.3% Months 124M (51%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.3% \| Win 51% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 29% \| MDD -43.1% Months 122M (50%)	CAGR 10.6% \| Win 54% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.4 Vol 30% \| MDD -28.9% Months 26M (11%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -19.8% \| Win 35% Sharpe -0.73 \| Sortino -0.98 \| Calmar -0.5 Vol 26% \| MDD -36.0% Months 20M (8%)	CAGR -1.7% \| Win 55% Sharpe 0.21 \| Sortino 0.35 \| Calmar -0.0 Vol 51% \| MDD -78.4% Months 76M (31%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
RSI only	CAGR 3.8% \| Win 49% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 142M (58%)	CAGR 1.3% \| Win 55% Sharpe 0.25 \| Sortino 0.40 \| Calmar 0.0 Vol 46% \| MDD -83.4% Months 102M (42%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 55% Sharpe 0.70 \| Sortino 1.14 \| Calmar 0.5 Vol 30% \| MDD -33.8% Months 98M (40%)	CAGR -7.8% \| Win 44% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 27% \| MDD -53.7% Months 50M (20%)	CAGR 8.7% \| Win 51% Sharpe 0.43 \| Sortino 0.65 \| Calmar 0.2 Vol 29% \| MDD -49.0% Months 148M (61%)
MRmean neg	CAGR -14.1% \| Win 42% Sharpe -0.22 \| Sortino -0.42 \| Calmar -0.5 Vol 38% \| MDD -28.7% Months 12M (5%)	CAGR -4.6% \| Win 52% Sharpe 0.14 \| Sortino 0.21 \| Calmar -0.1 Vol 48% \| MDD -78.1% Months 84M (34%)	CAGR -5.8% \| Win 51% Sharpe 0.10 \| Sortino 0.16 \| Calmar -0.1 Vol 47% \| MDD -82.3% Months 96M (39%)
MACDhist only	CAGR 14.2% \| Win 54% Sharpe 0.58 \| Sortino 0.96 \| Calmar 0.3 Vol 31% \| MDD -43.8% Months 110M (45%)	CAGR -5.8% \| Win 49% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.1 Vol 41% \| MDD -86.1% Months 134M (55%)