XRT - State Street PDR S&P Retail ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

90.0%

Best CAGR

Total Months

9.6%

Avg CAGR

XRT 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 XRT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	2	0.8	90.0	100.0	3.1	0.0	0.0	21.9	0.0
pair	RSI	MACDhist	neg-pos	2	0.8	90.0	100.0	3.1	0.0	0.0	21.9	0.0
pair	MACD	MACDhist	neg-pos	11	4.6	65.6	81.8	3.0	5.3	12.8	17.3	-5.1
pair	MACDhist	MACD	neg-pos	11	4.6	65.6	81.8	3.0	5.3	12.8	17.3	-5.1
pair	RSIhist	RSmean	neg-pos	5	2.1	55.9	80.0	2.2	0.0	17.2	20.9	-3.2
pair	RSmean	RSIhist	neg-pos	5	2.1	55.9	80.0	2.2	0.0	17.2	20.9	-3.2
pair	MRmean	SLmean	neg-pos	11	4.6	49.7	72.7	1.6	3.3	5.3	28.0	-9.4
pair	SLmean	MRmean	neg-pos	11	4.6	49.7	72.7	1.6	3.3	5.3	28.0	-9.4
pair	MACD	SLmean	pos-neg	29	12.1	43.7	69.0	1.6	4.0	3.1	24.5	-14.2
pair	SLmean	MACD	pos-neg	29	12.1	43.7	69.0	1.6	4.0	3.1	24.5	-14.2
pair	SLmean	RSI	pos-neg	17	7.1	41.4	70.6	1.5	3.6	4.0	25.4	-10.2
pair	RSI	SLmean	pos-neg	17	7.1	41.4	70.6	1.5	3.6	4.0	25.4	-10.2
pair	RSmean	SLmean	pos-neg	4	1.7	39.4	50.0	1.3	4.3	24.7	27.3	-1.6
pair	SLmean	RSmean	pos-neg	4	1.7	39.4	50.0	1.3	4.3	24.7	27.3	-1.6
pair	MACDhist	LWTI	pos-neg	4	1.7	31.1	75.0	1.2	0.0	4.8	24.1	-6.4
pair	LWTI	MACDhist	pos-neg	4	1.7	31.1	75.0	1.2	0.0	4.8	24.1	-6.4
pair	RSI	MACD	neg-pos	25	10.5	29.8	68.0	1.5	2.9	2.6	18.9	-11.6
pair	MACD	RSI	neg-pos	25	10.5	29.8	68.0	1.5	2.9	2.6	18.9	-11.6
pair	MRmean	MACD	pos-neg	24	10.0	29.5	62.5	1.3	3.4	2.4	21.5	-12.2
pair	MACD	MRmean	pos-neg	24	10.0	29.5	62.5	1.3	3.4	2.4	21.5	-12.2
pair	SLmean	MACDhist	neg-pos	18	7.5	24.9	66.7	1.0	1.8	1.4	25.0	-17.5
pair	MACDhist	SLmean	neg-pos	18	7.5	24.9	66.7	1.0	1.8	1.4	25.0	-17.5
pair	MRmean	RSmean	pos-neg	5	2.1	23.7	40.0	0.9	3.1	3.0	25.2	-8.0
pair	RSmean	MRmean	pos-neg	5	2.1	23.7	40.0	0.9	3.1	3.0	25.2	-8.0
pair	MACD	RSmean	neg-neg	16	6.7	21.0	62.5	1.2	3.4	3.4	16.6	-6.3
pair	RSmean	MACD	neg-neg	16	6.7	21.0	62.5	1.2	3.4	3.4	16.6	-6.3
pair	MRmean	SLmean	pos-neg	22	9.2	20.1	63.6	1.1	1.8	1.2	17.3	-16.7
pair	SLmean	MRmean	pos-neg	22	9.2	20.1	63.6	1.1	1.8	1.2	17.3	-16.7
pair	RSI	RSmean	neg-pos	12	5.0	18.6	58.3	1.2	4.3	2.4	15.3	-7.7
pair	RSmean	RSI	neg-pos	12	5.0	18.6	58.3	1.2	4.3	2.4	15.3	-7.7
pair	LWTI	MACD	neg-pos	41	17.2	17.7	58.5	0.7	1.0	0.5	27.9	-33.4
pair	MACD	LWTI	neg-pos	41	17.2	17.7	58.5	0.7	1.0	0.5	27.9	-33.4
pair	RSIhist	LWTI	pos-pos	102	42.7	16.5	60.8	0.8	1.8	1.0	23.0	-16.5
pair	LWTI	RSIhist	pos-pos	102	42.7	16.5	60.8	0.8	1.8	1.0	23.0	-16.5
pair	SLmean	MACDhist	pos-neg	43	18.0	16.2	58.1	0.8	1.7	0.7	22.5	-25.1
pair	MACDhist	SLmean	pos-neg	43	18.0	16.2	58.1	0.8	1.7	0.7	22.5	-25.1
pair	MACDhist	RSIhist	pos-pos	89	37.2	14.7	59.6	0.7	1.6	0.7	23.4	-22.2
pair	RSIhist	MACDhist	pos-pos	89	37.2	14.7	59.6	0.7	1.6	0.7	23.4	-22.2
pair	RSIhist	LWTI	neg-neg	34	14.2	14.7	58.8	0.6	0.9	0.6	28.7	-23.9
pair	LWTI	RSIhist	neg-neg	34	14.2	14.7	58.8	0.6	0.9	0.6	28.7	-23.9
pair	MRmean	RSIhist	pos-pos	111	46.4	14.6	58.6	0.7	1.6	0.6	22.7	-25.6
pair	RSIhist	MRmean	pos-pos	111	46.4	14.6	58.6	0.7	1.6	0.6	22.7	-25.6
pair	SLmean	RSIhist	pos-pos	111	46.4	14.4	57.7	0.7	1.6	0.6	23.7	-26.0
pair	RSIhist	SLmean	pos-pos	111	46.4	14.4	57.7	0.7	1.6	0.6	23.7	-26.0
pair	RSIhist	MACD	neg-neg	45	18.8	14.2	57.8	0.6	0.8	0.4	31.2	-34.4
pair	MACD	RSIhist	neg-neg	45	18.8	14.2	57.8	0.6	0.8	0.4	31.2	-34.4
pair	RSIhist	RSI	pos-pos	107	44.8	13.9	58.9	0.7	1.6	0.7	22.6	-21.3
pair	RSI	RSIhist	pos-pos	107	44.8	13.9	58.9	0.7	1.6	0.7	22.6	-21.3
pair	MACDhist	MRmean	pos-pos	110	46.0	13.8	59.1	0.7	1.4	0.7	22.2	-19.2
pair	MRmean	MACDhist	pos-pos	110	46.0	13.8	59.1	0.7	1.4	0.7	22.2	-19.2
single	MACDhist	MACDhist	pos-pos	114	47.7	13.7	58.8	0.7	1.4	0.5	22.9	-25.8
pair	RSmean	MACDhist	pos-pos	114	47.7	13.7	58.8	0.7	1.4	0.5	22.9	-25.8
pair	MACDhist	RSmean	pos-pos	114	47.7	13.7	58.8	0.7	1.4	0.5	22.9	-25.8
pair	MRmean	LWTI	pos-pos	137	57.3	13.6	59.1	0.7	1.4	0.6	21.6	-23.5
pair	LWTI	MRmean	pos-pos	137	57.3	13.6	59.1	0.7	1.4	0.6	21.6	-23.5
single	MACD	MACD	neg-neg	78	32.6	13.5	59.0	0.6	0.8	0.2	29.9	-58.3
pair	SLmean	LWTI	pos-neg	20	8.4	13.3	55.0	0.6	1.6	0.9	23.9	-14.2
pair	LWTI	SLmean	pos-neg	20	8.4	13.3	55.0	0.6	1.6	0.9	23.9	-14.2
single	SLmean	SLmean	pos-pos	139	58.2	13.1	57.6	0.7	1.4	0.5	22.5	-26.5
pair	LWTI	MACDhist	pos-pos	110	46.0	13.1	58.2	0.6	1.3	0.6	23.0	-20.7
pair	MACDhist	LWTI	pos-pos	110	46.0	13.1	58.2	0.6	1.3	0.6	23.0	-20.7
pair	SLmean	LWTI	pos-pos	119	49.8	13.0	58.0	0.7	1.4	0.5	22.4	-25.3
pair	LWTI	SLmean	pos-pos	119	49.8	13.0	58.0	0.7	1.4	0.5	22.4	-25.3
pair	MACD	RSIhist	neg-pos	33	13.8	12.6	60.6	0.6	0.8	0.3	28.5	-36.5
pair	RSIhist	MACD	neg-pos	33	13.8	12.6	60.6	0.6	0.8	0.3	28.5	-36.5
pair	RSI	MACDhist	pos-pos	112	46.9	12.6	58.0	0.6	1.3	0.5	23.0	-25.8
pair	MACDhist	RSI	pos-pos	112	46.9	12.6	58.0	0.6	1.3	0.5	23.0	-25.8
pair	RSI	MRmean	pos-pos	140	58.6	12.5	58.6	0.7	1.3	0.5	21.5	-24.4
pair	MRmean	RSI	pos-pos	140	58.6	12.5	58.6	0.7	1.3	0.5	21.5	-24.4
pair	RSmean	SLmean	pos-pos	135	56.5	12.4	57.8	0.6	1.4	0.3	22.4	-35.8
pair	SLmean	RSmean	pos-pos	135	56.5	12.4	57.8	0.6	1.4	0.3	22.4	-35.8
pair	LWTI	RSI	pos-pos	155	64.9	11.8	57.4	0.6	1.3	0.3	21.8	-36.1
pair	RSI	LWTI	pos-pos	155	64.9	11.8	57.4	0.6	1.3	0.3	21.8	-36.1
single	MRmean	MRmean	pos-pos	150	62.8	11.7	57.3	0.6	1.3	0.4	21.3	-32.6
pair	SLmean	MACDhist	pos-pos	96	40.2	11.7	57.3	0.6	1.3	0.3	22.6	-33.4
pair	MACDhist	SLmean	pos-pos	96	40.2	11.7	57.3	0.6	1.3	0.3	22.6	-33.4
pair	SLmean	RSI	neg-pos	42	17.6	11.7	57.1	0.7	1.3	0.3	20.3	-37.8
pair	RSI	SLmean	neg-pos	42	17.6	11.7	57.1	0.7	1.3	0.3	20.3	-37.8
pair	RSIhist	RSI	neg-neg	61	25.5	11.7	54.1	0.5	0.8	0.3	29.7	-34.4
pair	RSI	RSIhist	neg-neg	61	25.5	11.7	54.1	0.5	0.8	0.3	29.7	-34.4
pair	LWTI	RSmean	pos-pos	166	69.5	11.6	56.6	0.6	1.0	0.3	24.0	-41.7
pair	RSmean	LWTI	pos-pos	166	69.5	11.6	56.6	0.6	1.0	0.3	24.0	-41.7
pair	MACD	RSmean	pos-neg	62	25.9	11.6	58.1	0.5	0.7	0.2	32.6	-52.9
pair	RSmean	MACD	pos-neg	62	25.9	11.6	58.1	0.5	0.7	0.2	32.6	-52.9
pair	MRmean	RSmean	pos-pos	145	60.7	11.4	57.9	0.6	1.2	0.4	21.2	-31.2
pair	RSmean	MRmean	pos-pos	145	60.7	11.4	57.9	0.6	1.2	0.4	21.2	-31.2
single	LWTI	LWTI	pos-pos	186	77.8	11.1	55.9	0.6	1.0	0.2	23.3	-50.9
single	RSIhist	RSIhist	pos-pos	121	50.6	10.8	57.9	0.5	0.9	0.3	24.5	-36.5
pair	MRmean	SLmean	pos-pos	128	53.6	10.4	56.2	0.6	1.2	0.3	21.9	-34.9
pair	SLmean	MRmean	pos-pos	128	53.6	10.4	56.2	0.6	1.2	0.3	21.9	-34.9
pair	MACD	RSIhist	pos-pos	88	36.8	10.2	56.8	0.5	1.2	0.3	22.9	-28.6
pair	RSIhist	MACD	pos-pos	88	36.8	10.2	56.8	0.5	1.2	0.3	22.9	-28.6
pair	RSIhist	RSmean	pos-neg	102	42.7	10.2	54.9	0.5	0.7	0.3	26.5	-39.4
pair	RSmean	RSIhist	pos-neg	102	42.7	10.2	54.9	0.5	0.7	0.3	26.5	-39.4
single	RSI	RSI	pos-pos	164	68.6	10.1	56.1	0.6	1.1	0.2	21.5	-43.0
pair	RSI	RSmean	pos-neg	66	27.6	10.0	56.1	0.5	0.6	0.2	32.2	-52.7
pair	RSmean	RSI	pos-neg	66	27.6	10.0	56.1	0.5	0.6	0.2	32.2	-52.7
pair	RSIhist	MACDhist	pos-neg	25	10.5	10.0	56.0	0.5	0.9	0.5	21.8	-20.4
pair	MACDhist	RSIhist	pos-neg	25	10.5	10.0	56.0	0.5	0.9	0.5	21.8	-20.4
pair	MACDhist	MRmean	neg-pos	4	1.7	9.8	50.0	0.4	1.4	0.6	43.9	-17.0
pair	MRmean	MACDhist	neg-pos	4	1.7	9.8	50.0	0.4	1.4	0.6	43.9	-17.0
single	RSmean	RSmean	pos-pos	218	91.2	9.7	56.0	0.5	0.8	0.2	25.4	-52.9
pair	RSI	SLmean	pos-pos	122	51.0	9.6	55.7	0.5	1.1	0.3	22.0	-28.6
pair	SLmean	RSI	pos-pos	122	51.0	9.6	55.7	0.5	1.1	0.3	22.0	-28.6
pair	MACD	SLmean	neg-pos	51	21.3	9.5	51.0	0.5	1.0	0.2	22.7	-38.2
pair	SLmean	MACD	neg-pos	51	21.3	9.5	51.0	0.5	1.0	0.2	22.7	-38.2
pair	RSI	RSmean	pos-pos	152	63.6	9.5	55.9	0.5	1.1	0.2	22.0	-40.3
pair	RSmean	RSI	pos-pos	152	63.6	9.5	55.9	0.5	1.1	0.2	22.0	-40.3
pair	MRmean	RSIhist	neg-neg	79	33.1	9.4	51.9	0.5	0.7	0.3	28.5	-34.4
pair	RSIhist	MRmean	neg-neg	79	33.1	9.4	51.9	0.5	0.7	0.3	28.5	-34.4
pair	LWTI	MACD	pos-pos	145	60.7	9.3	55.2	0.5	1.1	0.2	21.9	-40.2
pair	MACD	LWTI	pos-pos	145	60.7	9.3	55.2	0.5	1.1	0.2	21.9	-40.2
pair	MACDhist	MACD	pos-pos	103	43.1	9.2	56.3	0.5	1.0	0.3	23.2	-28.7
pair	MACD	MACDhist	pos-pos	103	43.1	9.2	56.3	0.5	1.0	0.3	23.2	-28.7
pair		benchmark___benchmark_	benchmark-benchmark	239	100.0	9.2	55.2	0.5	0.8	0.2	24.8	-58.3
pair	benchmark___benchmark_		benchmark-benchmark	239	100.0	9.2	55.2	0.5	0.8	0.2	24.8	-58.3
pair	RSmean	RSIhist	pos-pos	116	48.5	9.2	56.9	0.5	0.8	0.3	24.6	-35.1
pair	RSIhist	RSmean	pos-pos	116	48.5	9.2	56.9	0.5	0.8	0.3	24.6	-35.1
pair	RSI	MACD	pos-neg	22	9.2	9.0	50.0	0.5	0.8	0.4	22.4	-24.5
pair	MACD	RSI	pos-neg	22	9.2	9.0	50.0	0.5	0.8	0.4	22.4	-24.5
pair	LWTI	MACD	neg-neg	37	15.5	9.0	59.5	0.4	0.6	0.2	32.4	-45.3
pair	MACD	LWTI	neg-neg	37	15.5	9.0	59.5	0.4	0.6	0.2	32.4	-45.3
pair	RSmean	MACD	pos-pos	156	65.3	8.9	55.1	0.5	1.0	0.2	22.1	-45.6
pair	MACD	RSmean	pos-pos	156	65.3	8.9	55.1	0.5	1.0	0.2	22.1	-45.6
pair	MACD	MRmean	pos-pos	126	52.7	8.7	56.3	0.5	1.0	0.2	21.2	-38.9
pair	MRmean	MACD	pos-pos	126	52.7	8.7	56.3	0.5	1.0	0.2	21.2	-38.9
pair	LWTI	MACDhist	neg-pos	76	31.8	8.3	52.6	0.5	0.7	0.2	23.9	-45.3
pair	MACDhist	LWTI	neg-pos	76	31.8	8.3	52.6	0.5	0.7	0.2	23.9	-45.3
pair	RSI	MRmean	neg-neg	65	27.2	8.1	55.4	0.4	0.6	0.1	32.4	-52.9
pair	MRmean	RSI	neg-neg	65	27.2	8.1	55.4	0.4	0.6	0.1	32.4	-52.9
pair	RSIhist	SLmean	pos-neg	28	11.7	7.8	57.1	0.5	0.8	0.5	17.2	-14.9
pair	SLmean	RSIhist	pos-neg	28	11.7	7.8	57.1	0.5	0.8	0.5	17.2	-14.9
pair	SLmean	LWTI	neg-pos	67	28.0	7.8	52.2	0.4	0.6	0.2	25.0	-42.4
pair	LWTI	SLmean	neg-pos	67	28.0	7.8	52.2	0.4	0.6	0.2	25.0	-42.4
pair	LWTI	RSI	neg-pos	31	13.0	7.7	48.4	0.4	0.6	0.2	30.1	-34.6
pair	RSI	LWTI	neg-pos	31	13.0	7.7	48.4	0.4	0.6	0.2	30.1	-34.6
single	RSIhist	RSIhist	neg-neg	118	49.4	7.6	52.5	0.4	0.6	0.2	25.2	-44.3
pair	RSIhist	SLmean	neg-neg	90	37.7	7.6	51.1	0.4	0.6	0.2	27.3	-43.4
pair	SLmean	RSIhist	neg-neg	90	37.7	7.6	51.1	0.4	0.6	0.2	27.3	-43.4
single	RSI	RSI	neg-neg	75	31.4	7.2	53.3	0.4	0.5	0.1	30.9	-52.9
single	MACD	MACD	pos-pos	161	67.4	7.2	53.4	0.4	0.8	0.2	21.9	-45.6
pair	RSmean	LWTI	neg-pos	20	8.4	7.1	50.0	0.5	1.1	0.4	16.9	-18.5
pair	LWTI	RSmean	neg-pos	20	8.4	7.1	50.0	0.5	1.1	0.4	16.9	-18.5
pair	RSIhist	MACDhist	neg-neg	93	38.9	7.0	51.6	0.4	0.6	0.2	26.1	-37.6
pair	MRmean	MACD	neg-neg	54	22.6	7.0	57.4	0.4	0.5	0.1	33.1	-54.4
pair	MACD	MRmean	neg-neg	54	22.6	7.0	57.4	0.4	0.5	0.1	33.1	-54.4
pair	MACDhist	RSIhist	neg-neg	93	38.9	7.0	51.6	0.4	0.6	0.2	26.1	-37.6
pair	LWTI	RSI	neg-neg	44	18.4	6.9	56.8	0.4	0.5	0.1	31.8	-45.3
pair	RSI	LWTI	neg-neg	44	18.4	6.9	56.8	0.4	0.5	0.1	31.8	-45.3
pair	MACD	RSI	pos-pos	139	58.2	6.9	54.0	0.4	0.9	0.1	21.9	-51.2
pair	RSI	MACD	pos-pos	139	58.2	6.9	54.0	0.4	0.9	0.1	21.9	-51.2
pair	MACDhist	MACD	neg-neg	67	28.0	6.7	55.2	0.4	0.5	0.1	31.3	-58.3
pair	MACD	MACDhist	neg-neg	67	28.0	6.7	55.2	0.4	0.5	0.1	31.3	-58.3
pair	MACD	RSI	neg-neg	53	22.2	6.5	54.7	0.4	0.5	0.1	34.0	-52.9
pair	RSI	MACD	neg-neg	53	22.2	6.5	54.7	0.4	0.5	0.1	34.0	-52.9
pair	MRmean	RSmean	neg-pos	73	30.5	6.3	52.1	0.3	0.5	0.1	32.4	-52.7
pair	MRmean	MACDhist	pos-neg	40	16.7	6.3	52.5	0.4	0.8	0.2	18.7	-31.1
pair	MACDhist	MRmean	pos-neg	40	16.7	6.3	52.5	0.4	0.8	0.2	18.7	-31.1
pair	RSmean	MRmean	neg-pos	73	30.5	6.3	52.1	0.3	0.5	0.1	32.4	-52.7
pair	SLmean	MACD	pos-pos	110	46.0	6.1	54.5	0.4	0.8	0.2	21.7	-35.2
pair	MACD	SLmean	pos-pos	110	46.0	6.1	54.5	0.4	0.8	0.2	21.7	-35.2
pair	MRmean	LWTI	neg-neg	40	16.7	5.9	57.5	0.3	0.5	0.1	32.8	-45.3
pair	LWTI	MRmean	neg-neg	40	16.7	5.9	57.5	0.3	0.5	0.1	32.8	-45.3
pair	RSI	MACDhist	neg-neg	73	30.5	5.6	52.1	0.3	0.5	0.1	31.1	-52.9
pair	MACDhist	RSI	neg-neg	73	30.5	5.6	52.1	0.3	0.5	0.1	31.1	-52.9
pair	MACDhist	RSmean	pos-neg	104	43.5	5.4	52.9	0.3	0.5	0.1	28.0	-52.9
pair	RSmean	SLmean	neg-pos	83	34.7	5.4	53.0	0.3	0.5	0.1	29.8	-50.6
pair	SLmean	RSmean	neg-pos	83	34.7	5.4	53.0	0.3	0.5	0.1	29.8	-50.6
pair	RSmean	MACDhist	pos-neg	104	43.5	5.4	52.9	0.3	0.5	0.1	28.0	-52.9
single	MACDhist	MACDhist	neg-neg	125	52.3	5.3	52.0	0.3	0.5	0.1	26.4	-58.3
single	MRmean	MRmean	neg-neg	89	37.2	5.1	51.7	0.3	0.5	0.1	29.9	-54.4
pair	MACDhist	RSI	pos-neg	52	21.8	5.0	51.9	0.4	0.7	0.1	18.2	-42.1
pair	RSI	MACDhist	pos-neg	52	21.8	5.0	51.9	0.4	0.7	0.1	18.2	-42.1
pair	MRmean	MACDhist	neg-neg	85	35.6	4.9	51.8	0.3	0.4	0.1	29.4	-54.4
pair	MACDhist	MRmean	neg-neg	85	35.6	4.9	51.8	0.3	0.4	0.1	29.4	-54.4
pair	LWTI	RSIhist	neg-pos	84	35.1	4.9	50.0	0.3	0.5	0.1	23.7	-50.9
pair	RSIhist	LWTI	neg-pos	84	35.1	4.9	50.0	0.3	0.5	0.1	23.7	-50.9
single	RSmean	RSmean	neg-neg	21	8.8	4.8	47.6	0.4	0.9	0.2	16.7	-21.1
pair	MACDhist	RSmean	neg-neg	21	8.8	4.8	47.6	0.4	0.9	0.2	16.7	-21.1
pair	RSmean	MACDhist	neg-neg	21	8.8	4.8	47.6	0.4	0.9	0.2	16.7	-21.1
pair	LWTI	MRmean	neg-pos	49	20.5	4.5	46.9	0.3	0.5	0.1	27.6	-35.9
pair	MRmean	LWTI	neg-pos	49	20.5	4.5	46.9	0.3	0.5	0.1	27.6	-35.9
single	SLmean	SLmean	neg-neg	100	41.8	4.1	52.0	0.3	0.4	0.1	27.7	-52.3
pair	RSIhist	MRmean	pos-neg	39	16.3	4.1	53.8	0.3	0.5	0.1	16.8	-32.0
pair	MRmean	RSIhist	pos-neg	39	16.3	4.1	53.8	0.3	0.5	0.1	16.8	-32.0
pair	MACD	MACDhist	pos-neg	58	24.3	3.8	48.3	0.3	0.5	0.1	19.5	-42.4
pair	MACDhist	MACD	pos-neg	58	24.3	3.8	48.3	0.3	0.5	0.1	19.5	-42.4
pair	MACD	RSIhist	pos-neg	73	30.5	3.7	49.3	0.3	0.5	0.1	20.7	-49.3
pair	LWTI	RSmean	pos-neg	52	21.8	3.7	53.8	0.3	0.4	0.1	29.8	-45.3
pair	RSmean	LWTI	pos-neg	52	21.8	3.7	53.8	0.3	0.4	0.1	29.8	-45.3
pair	RSIhist	MACD	pos-neg	73	30.5	3.7	49.3	0.3	0.5	0.1	20.7	-49.3
pair	RSI	RSIhist	pos-neg	57	23.8	3.4	50.9	0.3	0.5	0.1	19.3	-51.7
pair	RSIhist	RSI	pos-neg	57	23.8	3.4	50.9	0.3	0.5	0.1	19.3	-51.7
single	LWTI	LWTI	neg-neg	53	22.2	2.9	52.8	0.2	0.3	0.1	29.6	-45.3
pair	MRmean	MACD	neg-pos	35	14.6	2.2	42.9	0.2	0.4	0.1	24.5	-39.3
pair	MACD	MRmean	neg-pos	35	14.6	2.2	42.9	0.2	0.4	0.1	24.5	-39.3
pair	RSI	MRmean	pos-neg	10	4.2	1.8	40.0	0.2	0.4	0.2	18.7	-10.8
pair	MRmean	RSI	pos-neg	10	4.2	1.8	40.0	0.2	0.4	0.2	18.7	-10.8
pair	MACDhist	LWTI	neg-neg	49	20.5	0.9	51.0	0.2	0.3	0.0	30.2	-45.3
pair	LWTI	MACDhist	neg-neg	49	20.5	0.9	51.0	0.2	0.3	0.0	30.2	-45.3
pair	MACDhist	RSIhist	neg-pos	32	13.4	0.7	53.1	0.2	0.2	0.0	27.5	-36.5
pair	RSIhist	MACDhist	neg-pos	32	13.4	0.7	53.1	0.2	0.2	0.0	27.5	-36.5
pair	SLmean	MACDhist	neg-neg	82	34.3	0.0	48.8	0.1	0.2	0.0	28.3	-52.3
pair	MACDhist	SLmean	neg-neg	82	34.3	0.0	48.8	0.1	0.2	0.0	28.3	-52.3
pair	SLmean	MRmean	neg-neg	78	32.6	-0.0	48.7	0.1	0.2	-0.0	30.0	-52.3
pair	MRmean	SLmean	neg-neg	78	32.6	-0.0	48.7	0.1	0.2	-0.0	30.0	-52.3
pair	MRmean	RSmean	neg-neg	16	6.7	-0.5	50.0	0.0	0.1	-0.0	13.8	-16.7
pair	RSmean	MRmean	neg-neg	16	6.7	-0.5	50.0	0.0	0.1	-0.0	13.8	-16.7
pair	RSI	SLmean	neg-neg	58	24.3	-1.1	48.3	0.1	0.2	-0.0	32.1	-50.7
pair	SLmean	RSI	neg-neg	58	24.3	-1.1	48.3	0.1	0.2	-0.0	32.1	-50.7
pair	SLmean	MACD	neg-neg	49	20.5	-1.3	53.1	0.1	0.2	-0.0	32.3	-52.3
pair	MACD	SLmean	neg-neg	49	20.5	-1.3	53.1	0.1	0.2	-0.0	32.3	-52.3
pair	RSmean	SLmean	neg-neg	17	7.1	-2.0	47.1	-0.1	-0.2	-0.1	13.6	-18.5
pair	SLmean	RSmean	neg-neg	17	7.1	-2.0	47.1	-0.1	-0.2	-0.1	13.6	-18.5
pair	RSI	MRmean	neg-pos	24	10.0	-2.7	41.7	-0.0	-0.1	-0.1	21.9	-39.4
pair	MRmean	RSI	neg-pos	24	10.0	-2.7	41.7	-0.0	-0.1	-0.1	21.9	-39.4
pair	LWTI	SLmean	neg-neg	33	13.8	-3.0	51.5	0.1	0.1	-0.1	32.9	-42.8
pair	SLmean	LWTI	neg-neg	33	13.8	-3.0	51.5	0.1	0.1	-0.1	32.9	-42.8
pair	LWTI	MRmean	pos-neg	13	5.4	-5.8	38.5	-0.3	-0.6	-0.3	16.9	-19.2
pair	MRmean	LWTI	pos-neg	13	5.4	-5.8	38.5	-0.3	-0.6	-0.3	16.9	-19.2
pair	RSIhist	RSmean	neg-neg	16	6.7	-7.4	37.5	-0.5	-0.9	-0.3	14.0	-21.3
pair	RSmean	RSIhist	neg-neg	16	6.7	-7.4	37.5	-0.5	-0.9	-0.3	14.0	-21.3
pair	MACD	LWTI	pos-neg	16	6.7	-9.9	37.5	-0.4	-0.6	-0.4	22.2	-24.0
pair	LWTI	MACD	pos-neg	16	6.7	-9.9	37.5	-0.4	-0.6	-0.4	22.2	-24.0
pair	RSIhist	RSI	neg-pos	14	5.9	-10.2	50.0	-0.1	-0.2	-0.4	36.2	-24.8
pair	RSI	RSIhist	neg-pos	14	5.9	-10.2	50.0	-0.1	-0.2	-0.4	36.2	-24.8
pair	RSI	RSmean	neg-neg	9	3.8	-11.1	33.3	-0.6	-1.4	-0.8	18.3	-14.5
pair	RSmean	RSI	neg-neg	9	3.8	-11.1	33.3	-0.6	-1.4	-0.8	18.3	-14.5
pair	LWTI	RSI	pos-neg	9	3.8	-14.7	33.3	-1.0	-2.1	-0.9	15.0	-15.5
pair	RSI	LWTI	pos-neg	9	3.8	-14.7	33.3	-1.0	-2.1	-0.9	15.0	-15.5
pair	RSIhist	LWTI	pos-neg	19	7.9	-15.3	42.1	-0.4	-0.5	-0.6	31.1	-24.8
pair	LWTI	RSIhist	pos-neg	19	7.9	-15.3	42.1	-0.4	-0.5	-0.6	31.1	-24.8
pair	SLmean	RSIhist	neg-pos	10	4.2	-22.5	60.0	-0.6	-0.6	-0.7	31.7	-32.6
pair	RSIhist	SLmean	neg-pos	10	4.2	-22.5	60.0	-0.6	-0.6	-0.7	31.7	-32.6
pair	MRmean	RSIhist	neg-pos	10	4.2	-23.5	50.0	-0.5	-0.6	-0.8	39.9	-30.4
pair	RSIhist	MRmean	neg-pos	10	4.2	-23.5	50.0	-0.5	-0.6	-0.8	39.9	-30.4
pair	RSmean	LWTI	neg-neg	1	0.4	-31.8	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.4	-31.8	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSmean	neg-pos	5	2.1	-33.8	0.0	-4.8	-4.8	-2.6	8.3	-13.2
pair	RSmean	MACD	neg-pos	5	2.1	-33.8	0.0	-4.8	-4.8	-2.6	8.3	-13.2

All Contingency Tables for XRT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 56% Sharpe 0.55 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -34.9% Months 128M (54%)	CAGR 20.1% \| Win 64% Sharpe 1.15 \| Sortino 1.83 \| Calmar 1.2 Vol 17% \| MDD -16.7% Months 22M (9%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 49.7% \| Win 73% Sharpe 1.58 \| Sortino 3.26 \| Calmar 5.3 Vol 28% \| MDD -9.4% Months 11M (5%)	CAGR -0.0% \| Win 49% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 30% \| MDD -52.3% Months 78M (33%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
SLmean only	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 58% Sharpe 0.61 \| Sortino 1.25 \| Calmar 0.4 Vol 21% \| MDD -31.2% Months 145M (61%)	CAGR 23.7% \| Win 40% Sharpe 0.95 \| Sortino 3.11 \| Calmar 3.0 Vol 25% \| MDD -8.0% Months 5M (2%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 6.3% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -52.7% Months 73M (30%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 14% \| MDD -16.7% Months 16M (7%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
RSmean only	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 56% Sharpe 0.49 \| Sortino 0.99 \| Calmar 0.2 Vol 21% \| MDD -38.9% Months 126M (53%)	CAGR 29.5% \| Win 62% Sharpe 1.32 \| Sortino 3.35 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 24M (10%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 2.2% \| Win 43% Sharpe 0.20 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -39.3% Months 35M (15%)	CAGR 7.0% \| Win 57% Sharpe 0.37 \| Sortino 0.49 \| Calmar 0.1 Vol 33% \| MDD -54.4% Months 54M (23%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
MACD only	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 59% Sharpe 0.65 \| Sortino 1.33 \| Calmar 0.5 Vol 22% \| MDD -24.4% Months 140M (59%)	CAGR 1.8% \| Win 40% Sharpe 0.18 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -10.8% Months 10M (4%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR -2.7% \| Win 42% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -39.4% Months 24M (10%)	CAGR 8.1% \| Win 55% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 32% \| MDD -52.9% Months 65M (27%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
RSI only	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.45 \| Calmar 0.7 Vol 22% \| MDD -19.2% Months 110M (46%)	CAGR 6.3% \| Win 52% Sharpe 0.42 \| Sortino 0.79 \| Calmar 0.2 Vol 19% \| MDD -31.1% Months 40M (17%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 9.8% \| Win 50% Sharpe 0.37 \| Sortino 1.45 \| Calmar 0.6 Vol 44% \| MDD -17.0% Months 4M (2%)	CAGR 4.9% \| Win 52% Sharpe 0.31 \| Sortino 0.44 \| Calmar 0.1 Vol 29% \| MDD -54.4% Months 85M (36%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 14.6% \| Win 59% Sharpe 0.71 \| Sortino 1.63 \| Calmar 0.6 Vol 23% \| MDD -25.6% Months 111M (46%)	CAGR 4.1% \| Win 54% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -32.0% Months 39M (16%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR -23.5% \| Win 50% Sharpe -0.48 \| Sortino -0.61 \| Calmar -0.8 Vol 40% \| MDD -30.4% Months 10M (4%)	CAGR 9.4% \| Win 52% Sharpe 0.46 \| Sortino 0.71 \| Calmar 0.3 Vol 28% \| MDD -34.4% Months 79M (33%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 59% Sharpe 0.69 \| Sortino 1.41 \| Calmar 0.6 Vol 22% \| MDD -23.5% Months 137M (57%)	CAGR -5.8% \| Win 38% Sharpe -0.27 \| Sortino -0.63 \| Calmar -0.3 Vol 17% \| MDD -19.2% Months 13M (5%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 4.5% \| Win 47% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 28% \| MDD -35.9% Months 49M (20%)	CAGR 5.9% \| Win 57% Sharpe 0.34 \| Sortino 0.48 \| Calmar 0.1 Vol 33% \| MDD -45.3% Months 40M (17%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 58% Sharpe 0.63 \| Sortino 1.35 \| Calmar 0.3 Vol 22% \| MDD -35.8% Months 135M (56%)	CAGR 39.4% \| Win 50% Sharpe 1.33 \| Sortino 4.29 \| Calmar 24.7 Vol 27% \| MDD -1.6% Months 4M (2%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR 5.4% \| Win 53% Sharpe 0.33 \| Sortino 0.46 \| Calmar 0.1 Vol 30% \| MDD -50.6% Months 83M (35%)	CAGR -2.0% \| Win 47% Sharpe -0.08 \| Sortino -0.16 \| Calmar -0.1 Vol 14% \| MDD -18.5% Months 17M (7%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
RSmean only	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 6.1% \| Win 55% Sharpe 0.38 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -35.2% Months 110M (46%)	CAGR 43.7% \| Win 69% Sharpe 1.61 \| Sortino 3.97 \| Calmar 3.1 Vol 24% \| MDD -14.2% Months 29M (12%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR 9.5% \| Win 51% Sharpe 0.51 \| Sortino 0.96 \| Calmar 0.2 Vol 23% \| MDD -38.2% Months 51M (21%)	CAGR -1.3% \| Win 53% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 32% \| MDD -52.3% Months 49M (20%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
MACD only	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.6% \| Win 56% Sharpe 0.52 \| Sortino 1.11 \| Calmar 0.3 Vol 22% \| MDD -28.6% Months 122M (51%)	CAGR 41.4% \| Win 71% Sharpe 1.50 \| Sortino 3.58 \| Calmar 4.0 Vol 25% \| MDD -10.2% Months 17M (7%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR 11.7% \| Win 57% Sharpe 0.65 \| Sortino 1.26 \| Calmar 0.3 Vol 20% \| MDD -37.8% Months 42M (18%)	CAGR -1.1% \| Win 48% Sharpe 0.13 \| Sortino 0.18 \| Calmar -0.0 Vol 32% \| MDD -50.7% Months 58M (24%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
RSI only	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.7% \| Win 57% Sharpe 0.59 \| Sortino 1.30 \| Calmar 0.3 Vol 23% \| MDD -33.4% Months 96M (40%)	CAGR 16.2% \| Win 58% Sharpe 0.78 \| Sortino 1.66 \| Calmar 0.6 Vol 22% \| MDD -25.1% Months 43M (18%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR 24.9% \| Win 67% Sharpe 1.01 \| Sortino 1.78 \| Calmar 1.4 Vol 25% \| MDD -17.5% Months 18M (8%)	CAGR 0.0% \| Win 49% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 28% \| MDD -52.3% Months 82M (34%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 14.4% \| Win 58% Sharpe 0.68 \| Sortino 1.61 \| Calmar 0.6 Vol 24% \| MDD -26.0% Months 111M (46%)	CAGR 7.8% \| Win 57% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.5 Vol 17% \| MDD -14.9% Months 28M (12%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR -22.5% \| Win 60% Sharpe -0.63 \| Sortino -0.56 \| Calmar -0.7 Vol 32% \| MDD -32.6% Months 10M (4%)	CAGR 7.6% \| Win 51% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 27% \| MDD -43.4% Months 90M (38%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 13.0% \| Win 58% Sharpe 0.65 \| Sortino 1.39 \| Calmar 0.5 Vol 22% \| MDD -25.3% Months 119M (50%)	CAGR 13.3% \| Win 55% Sharpe 0.64 \| Sortino 1.60 \| Calmar 0.9 Vol 24% \| MDD -14.2% Months 20M (8%)	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)
SLmean neg	CAGR 7.8% \| Win 52% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 25% \| MDD -42.4% Months 67M (28%)	CAGR -3.0% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 33% \| MDD -42.8% Months 33M (14%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 55% Sharpe 0.49 \| Sortino 0.97 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 156M (65%)	CAGR 11.6% \| Win 58% Sharpe 0.50 \| Sortino 0.70 \| Calmar 0.2 Vol 33% \| MDD -52.9% Months 62M (26%)	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)
RSmean neg	CAGR -33.8% \| Win 0% Sharpe -4.83 \| Sortino -4.83 \| Calmar -2.6 Vol 8% \| MDD -13.2% Months 5M (2%)	CAGR 21.0% \| Win 62% Sharpe 1.23 \| Sortino 3.37 \| Calmar 3.3 Vol 17% \| MDD -6.3% Months 16M (7%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)
MACD only	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 56% Sharpe 0.52 \| Sortino 1.09 \| Calmar 0.2 Vol 22% \| MDD -40.3% Months 152M (64%)	CAGR 10.0% \| Win 56% Sharpe 0.46 \| Sortino 0.63 \| Calmar 0.2 Vol 32% \| MDD -52.7% Months 66M (28%)	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)
RSmean neg	CAGR 18.6% \| Win 58% Sharpe 1.19 \| Sortino 4.27 \| Calmar 2.4 Vol 15% \| MDD -7.7% Months 12M (5%)	CAGR -11.1% \| Win 33% Sharpe -0.56 \| Sortino -1.43 \| Calmar -0.8 Vol 18% \| MDD -14.5% Months 9M (4%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)
RSI only	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.4% \| Win 53% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 28% \| MDD -52.9% Months 104M (44%)	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)
RSmean neg	-	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.2% \| Win 57% Sharpe 0.48 \| Sortino 0.84 \| Calmar 0.3 Vol 25% \| MDD -35.1% Months 116M (48%)	CAGR 10.2% \| Win 55% Sharpe 0.50 \| Sortino 0.74 \| Calmar 0.3 Vol 26% \| MDD -39.4% Months 102M (43%)	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)
RSmean neg	CAGR 55.9% \| Win 80% Sharpe 2.25 \| Sortino 0.00 \| Calmar 17.2 Vol 21% \| MDD -3.2% Months 5M (2%)	CAGR -7.4% \| Win 38% Sharpe -0.48 \| Sortino -0.93 \| Calmar -0.3 Vol 14% \| MDD -21.3% Months 16M (7%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.6% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.3 Vol 24% \| MDD -41.7% Months 166M (70%)	CAGR 3.7% \| Win 54% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 52M (22%)	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)
RSmean neg	CAGR 7.1% \| Win 50% Sharpe 0.49 \| Sortino 1.13 \| Calmar 0.4 Vol 17% \| MDD -18.5% Months 20M (8%)	CAGR -31.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 6.9% \| Win 54% Sharpe 0.41 \| Sortino 0.86 \| Calmar 0.1 Vol 22% \| MDD -51.2% Months 139M (58%)	CAGR 9.0% \| Win 50% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.4 Vol 22% \| MDD -24.5% Months 22M (9%)	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)
MACD neg	CAGR 29.8% \| Win 68% Sharpe 1.48 \| Sortino 2.88 \| Calmar 2.6 Vol 19% \| MDD -11.6% Months 25M (10%)	CAGR 6.5% \| Win 55% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.1 Vol 34% \| MDD -52.9% Months 53M (22%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)
RSI only	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.2% \| Win 56% Sharpe 0.49 \| Sortino 1.02 \| Calmar 0.3 Vol 23% \| MDD -28.7% Months 103M (43%)	CAGR 3.8% \| Win 48% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 20% \| MDD -42.4% Months 58M (24%)	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)
MACD neg	CAGR 65.6% \| Win 82% Sharpe 3.05 \| Sortino 5.31 \| Calmar 12.8 Vol 17% \| MDD -5.1% Months 11M (5%)	CAGR 6.7% \| Win 55% Sharpe 0.36 \| Sortino 0.51 \| Calmar 0.1 Vol 31% \| MDD -58.3% Months 67M (28%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 10.2% \| Win 57% Sharpe 0.53 \| Sortino 1.20 \| Calmar 0.4 Vol 23% \| MDD -28.6% Months 88M (37%)	CAGR 3.7% \| Win 49% Sharpe 0.28 \| Sortino 0.49 \| Calmar 0.1 Vol 21% \| MDD -49.3% Months 73M (30%)	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)
MACD neg	CAGR 12.6% \| Win 61% Sharpe 0.56 \| Sortino 0.76 \| Calmar 0.3 Vol 28% \| MDD -36.5% Months 33M (14%)	CAGR 14.2% \| Win 58% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.4 Vol 31% \| MDD -34.4% Months 45M (19%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.3% \| Win 55% Sharpe 0.51 \| Sortino 1.06 \| Calmar 0.2 Vol 22% \| MDD -40.2% Months 145M (61%)	CAGR -9.9% \| Win 38% Sharpe -0.36 \| Sortino -0.58 \| Calmar -0.4 Vol 22% \| MDD -24.0% Months 16M (7%)	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)
MACD neg	CAGR 17.7% \| Win 58% Sharpe 0.73 \| Sortino 0.99 \| Calmar 0.5 Vol 28% \| MDD -33.4% Months 41M (17%)	CAGR 9.0% \| Win 60% Sharpe 0.43 \| Sortino 0.58 \| Calmar 0.2 Vol 32% \| MDD -45.3% Months 37M (16%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 12.6% \| Win 58% Sharpe 0.63 \| Sortino 1.31 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 112M (47%)	CAGR 5.0% \| Win 52% Sharpe 0.36 \| Sortino 0.71 \| Calmar 0.1 Vol 18% \| MDD -42.1% Months 52M (22%)	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)
RSI neg	CAGR 90.0% \| Win 100% Sharpe 3.06 \| Sortino 0.00 \| Calmar 0.0 Vol 22% \| MDD 0.0% Months 2M (1%)	CAGR 5.6% \| Win 52% Sharpe 0.33 \| Sortino 0.47 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 73M (30%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 13.9% \| Win 59% Sharpe 0.68 \| Sortino 1.56 \| Calmar 0.7 Vol 23% \| MDD -21.3% Months 107M (45%)	CAGR 3.4% \| Win 51% Sharpe 0.27 \| Sortino 0.47 \| Calmar 0.1 Vol 19% \| MDD -51.7% Months 57M (24%)	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)
RSI neg	CAGR -10.2% \| Win 50% Sharpe -0.12 \| Sortino -0.16 \| Calmar -0.4 Vol 36% \| MDD -24.8% Months 14M (6%)	CAGR 11.7% \| Win 54% Sharpe 0.52 \| Sortino 0.75 \| Calmar 0.3 Vol 30% \| MDD -34.4% Months 61M (26%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.8% \| Win 57% Sharpe 0.62 \| Sortino 1.27 \| Calmar 0.3 Vol 22% \| MDD -36.1% Months 155M (65%)	CAGR -14.7% \| Win 33% Sharpe -0.99 \| Sortino -2.15 \| Calmar -0.9 Vol 15% \| MDD -15.5% Months 9M (4%)	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)
RSI neg	CAGR 7.7% \| Win 48% Sharpe 0.40 \| Sortino 0.57 \| Calmar 0.2 Vol 30% \| MDD -34.6% Months 31M (13%)	CAGR 6.9% \| Win 57% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.2 Vol 32% \| MDD -45.3% Months 44M (18%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.7% \| Win 60% Sharpe 0.70 \| Sortino 1.58 \| Calmar 0.7 Vol 23% \| MDD -22.2% Months 89M (37%)	CAGR 10.0% \| Win 56% Sharpe 0.54 \| Sortino 0.89 \| Calmar 0.5 Vol 22% \| MDD -20.4% Months 25M (10%)	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)
MACDhist neg	CAGR 0.7% \| Win 53% Sharpe 0.16 \| Sortino 0.22 \| Calmar 0.0 Vol 28% \| MDD -36.5% Months 32M (13%)	CAGR 7.0% \| Win 52% Sharpe 0.39 \| Sortino 0.58 \| Calmar 0.2 Vol 26% \| MDD -37.6% Months 93M (39%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)
RSIhist only	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.1% \| Win 58% Sharpe 0.64 \| Sortino 1.34 \| Calmar 0.6 Vol 23% \| MDD -20.7% Months 110M (46%)	CAGR 31.1% \| Win 75% Sharpe 1.23 \| Sortino 0.00 \| Calmar 4.9 Vol 24% \| MDD -6.4% Months 4M (2%)	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)
MACDhist neg	CAGR 8.3% \| Win 53% Sharpe 0.45 \| Sortino 0.69 \| Calmar 0.2 Vol 24% \| MDD -45.3% Months 76M (32%)	CAGR 0.9% \| Win 51% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 30% \| MDD -45.3% Months 49M (20%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 16.5% \| Win 61% Sharpe 0.78 \| Sortino 1.77 \| Calmar 1.0 Vol 23% \| MDD -16.5% Months 102M (43%)	CAGR -15.3% \| Win 42% Sharpe -0.38 \| Sortino -0.51 \| Calmar -0.6 Vol 31% \| MDD -24.8% Months 19M (8%)	CAGR 10.8% \| Win 58% Sharpe 0.54 \| Sortino 0.95 \| Calmar 0.3 Vol 24% \| MDD -36.5% Months 121M (51%)
RSIhist neg	CAGR 4.9% \| Win 50% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 24% \| MDD -50.9% Months 84M (35%)	CAGR 14.7% \| Win 59% Sharpe 0.62 \| Sortino 0.93 \| Calmar 0.6 Vol 29% \| MDD -23.9% Months 34M (14%)	CAGR 7.6% \| Win 52% Sharpe 0.42 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -44.3% Months 118M (49%)
LWTI only	CAGR 11.1% \| Win 56% Sharpe 0.57 \| Sortino 1.00 \| Calmar 0.2 Vol 23% \| MDD -50.9% Months 186M (78%)	CAGR 2.9% \| Win 53% Sharpe 0.24 \| Sortino 0.35 \| Calmar 0.1 Vol 30% \| MDD -45.3% Months 53M (22%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 56% Sharpe 0.55 \| Sortino 1.19 \| Calmar 0.3 Vol 22% \| MDD -34.9% Months 128M (54%)	CAGR 20.1% \| Win 64% Sharpe 1.15 \| Sortino 1.83 \| Calmar 1.2 Vol 17% \| MDD -16.7% Months 22M (9%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 49.7% \| Win 73% Sharpe 1.58 \| Sortino 3.26 \| Calmar 5.3 Vol 28% \| MDD -9.4% Months 11M (5%)	CAGR -0.0% \| Win 49% Sharpe 0.15 \| Sortino 0.22 \| Calmar -0.0 Vol 30% \| MDD -52.3% Months 78M (33%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
SLmean only	CAGR 13.1% \| Win 58% Sharpe 0.65 \| Sortino 1.43 \| Calmar 0.5 Vol 22% \| MDD -26.5% Months 139M (58%)	CAGR 4.1% \| Win 52% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -52.3% Months 100M (42%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 58% Sharpe 0.61 \| Sortino 1.25 \| Calmar 0.4 Vol 21% \| MDD -31.2% Months 145M (61%)	CAGR 23.7% \| Win 40% Sharpe 0.95 \| Sortino 3.11 \| Calmar 3.0 Vol 25% \| MDD -8.0% Months 5M (2%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 6.3% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 32% \| MDD -52.7% Months 73M (30%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 14% \| MDD -16.7% Months 16M (7%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
RSmean only	CAGR 9.7% \| Win 56% Sharpe 0.49 \| Sortino 0.78 \| Calmar 0.2 Vol 25% \| MDD -52.9% Months 218M (91%)	CAGR 4.8% \| Win 48% Sharpe 0.36 \| Sortino 0.88 \| Calmar 0.2 Vol 17% \| MDD -21.1% Months 21M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 8.7% \| Win 56% Sharpe 0.49 \| Sortino 0.99 \| Calmar 0.2 Vol 21% \| MDD -38.9% Months 126M (53%)	CAGR 29.5% \| Win 62% Sharpe 1.32 \| Sortino 3.35 \| Calmar 2.4 Vol 22% \| MDD -12.2% Months 24M (10%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 2.2% \| Win 43% Sharpe 0.20 \| Sortino 0.41 \| Calmar 0.1 Vol 24% \| MDD -39.3% Months 35M (15%)	CAGR 7.0% \| Win 57% Sharpe 0.37 \| Sortino 0.49 \| Calmar 0.1 Vol 33% \| MDD -54.4% Months 54M (23%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
MACD only	CAGR 7.2% \| Win 53% Sharpe 0.42 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -45.6% Months 161M (67%)	CAGR 13.5% \| Win 59% Sharpe 0.58 \| Sortino 0.78 \| Calmar 0.2 Vol 30% \| MDD -58.3% Months 78M (33%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 59% Sharpe 0.65 \| Sortino 1.33 \| Calmar 0.5 Vol 22% \| MDD -24.4% Months 140M (59%)	CAGR 1.8% \| Win 40% Sharpe 0.18 \| Sortino 0.43 \| Calmar 0.2 Vol 19% \| MDD -10.8% Months 10M (4%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR -2.7% \| Win 42% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 22% \| MDD -39.4% Months 24M (10%)	CAGR 8.1% \| Win 55% Sharpe 0.41 \| Sortino 0.56 \| Calmar 0.2 Vol 32% \| MDD -52.9% Months 65M (27%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
RSI only	CAGR 10.1% \| Win 56% Sharpe 0.55 \| Sortino 1.15 \| Calmar 0.2 Vol 22% \| MDD -43.0% Months 164M (69%)	CAGR 7.2% \| Win 53% Sharpe 0.38 \| Sortino 0.54 \| Calmar 0.1 Vol 31% \| MDD -52.9% Months 75M (31%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 13.8% \| Win 59% Sharpe 0.69 \| Sortino 1.45 \| Calmar 0.7 Vol 22% \| MDD -19.2% Months 110M (46%)	CAGR 6.3% \| Win 52% Sharpe 0.42 \| Sortino 0.79 \| Calmar 0.2 Vol 19% \| MDD -31.1% Months 40M (17%)	CAGR 11.7% \| Win 57% Sharpe 0.62 \| Sortino 1.30 \| Calmar 0.4 Vol 21% \| MDD -32.6% Months 150M (63%)
MRmean neg	CAGR 9.8% \| Win 50% Sharpe 0.37 \| Sortino 1.45 \| Calmar 0.6 Vol 44% \| MDD -17.0% Months 4M (2%)	CAGR 4.9% \| Win 52% Sharpe 0.31 \| Sortino 0.44 \| Calmar 0.1 Vol 29% \| MDD -54.4% Months 85M (36%)	CAGR 5.1% \| Win 52% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 30% \| MDD -54.4% Months 89M (37%)
MACDhist only	CAGR 13.7% \| Win 59% Sharpe 0.67 \| Sortino 1.40 \| Calmar 0.5 Vol 23% \| MDD -25.8% Months 114M (48%)	CAGR 5.3% \| Win 52% Sharpe 0.33 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -58.3% Months 125M (52%)