XTL - State Street SPDR S&P Telecom ETF

Signal Pair Analysis

RSmean-MACDhist

Best Pair

475.9%

Best CAGR

Total Months

14.5%

Avg CAGR

XTL 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 XTL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MACDhist	neg-pos	1	0.5	475.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.5	475.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MACD	neg-pos	2	1.1	222.6	100.0	4.8	0.0	0.0	26.1	0.0
pair	MACD	MACDhist	neg-pos	2	1.1	222.6	100.0	4.8	0.0	0.0	26.1	0.0
pair	MRmean	MACDhist	neg-pos	2	1.1	186.3	100.0	3.6	0.0	0.0	31.3	0.0
pair	MACDhist	MRmean	neg-pos	2	1.1	186.3	100.0	3.6	0.0	0.0	31.3	0.0
pair	RSI	MACDhist	neg-pos	2	1.1	150.7	100.0	2.7	0.0	0.0	36.8	0.0
pair	MACDhist	RSI	neg-pos	2	1.1	150.7	100.0	2.7	0.0	0.0	36.8	0.0
pair	RSI	MACD	pos-neg	17	9.0	62.3	82.4	2.2	3.1	6.4	23.8	-9.7
pair	MACD	RSI	pos-neg	17	9.0	62.3	82.4	2.2	3.1	6.4	23.8	-9.7
pair	RSIhist	RSI	neg-neg	39	20.6	38.5	69.2	1.4	2.8	2.2	25.7	-17.7
pair	RSI	RSIhist	neg-neg	39	20.6	38.5	69.2	1.4	2.8	2.2	25.7	-17.7
pair	RSIhist	LWTI	neg-neg	15	7.9	37.3	66.7	1.2	2.5	3.2	30.2	-11.7
pair	LWTI	RSIhist	neg-neg	15	7.9	37.3	66.7	1.2	2.5	3.2	30.2	-11.7
pair	SLmean	LWTI	neg-neg	15	7.9	37.0	66.7	1.2	2.6	3.4	30.3	-10.9
pair	LWTI	SLmean	neg-neg	15	7.9	37.0	66.7	1.2	2.6	3.4	30.3	-10.9
pair	RSI	LWTI	neg-neg	16	8.5	34.9	62.5	1.2	2.6	2.3	28.7	-14.9
pair	LWTI	RSI	neg-neg	16	8.5	34.9	62.5	1.2	2.6	2.3	28.7	-14.9
pair	RSmean	RSI	pos-neg	40	21.2	34.4	70.0	1.3	2.9	2.1	24.6	-16.3
pair	RSI	RSmean	pos-neg	40	21.2	34.4	70.0	1.3	2.9	2.1	24.6	-16.3
pair	SLmean	RSI	neg-neg	39	20.6	33.5	66.7	1.2	2.4	1.9	26.0	-17.7
pair	RSI	SLmean	neg-neg	39	20.6	33.5	66.7	1.2	2.4	1.9	26.0	-17.7
pair	RSIhist	MACDhist	pos-neg	20	10.6	28.5	70.0	1.4	3.1	2.9	18.7	-9.7
pair	MACDhist	RSIhist	pos-neg	20	10.6	28.5	70.0	1.4	3.1	2.9	18.7	-9.7
pair	MRmean	RSI	neg-neg	41	21.7	28.2	63.4	1.1	2.2	1.5	26.5	-18.4
pair	RSI	MRmean	neg-neg	41	21.7	28.2	63.4	1.1	2.2	1.5	26.5	-18.4
pair	SLmean	MACDhist	neg-pos	14	7.4	25.4	71.4	1.4	2.4	3.8	18.0	-6.7
pair	MACDhist	SLmean	neg-pos	14	7.4	25.4	71.4	1.4	2.4	3.8	18.0	-6.7
pair	RSIhist	RSmean	pos-neg	65	34.4	24.5	69.2	1.1	1.8	1.5	22.5	-16.8
pair	RSmean	RSIhist	pos-neg	65	34.4	24.5	69.2	1.1	1.8	1.5	22.5	-16.8
single	RSI	RSI	neg-neg	51	27.0	23.7	62.7	1.0	2.0	1.3	24.5	-18.4
pair	SLmean	RSmean	neg-pos	51	27.0	23.6	72.5	1.0	1.8	1.5	24.1	-16.1
pair	RSmean	SLmean	neg-pos	51	27.0	23.6	72.5	1.0	1.8	1.5	24.1	-16.1
pair	RSmean	MRmean	neg-pos	42	22.2	21.3	69.0	0.8	2.4	1.3	27.2	-16.1
pair	MRmean	RSmean	neg-pos	42	22.2	21.3	69.0	0.8	2.4	1.3	27.2	-16.1
pair	MACDhist	RSI	neg-neg	49	25.9	20.2	61.2	0.9	1.7	1.1	24.0	-18.4
pair	RSI	MACDhist	neg-neg	49	25.9	20.2	61.2	0.9	1.7	1.1	24.0	-18.4
pair	LWTI	MACDhist	pos-pos	82	43.4	19.1	64.6	1.0	2.0	0.9	19.6	-20.9
pair	MACDhist	LWTI	pos-pos	82	43.4	19.1	64.6	1.0	2.0	0.9	19.6	-20.9
single	MACDhist	MACDhist	pos-pos	82	43.4	19.1	64.6	1.0	2.0	0.9	19.6	-20.9
pair	LWTI	RSI	neg-pos	35	18.5	18.9	62.9	0.9	1.6	1.1	22.7	-17.7
pair	RSI	LWTI	neg-pos	35	18.5	18.9	62.9	0.9	1.6	1.1	22.7	-17.7
pair	MRmean	MACD	pos-neg	17	9.0	18.0	64.7	1.0	2.5	2.6	17.7	-7.0
pair	MACD	MRmean	pos-neg	17	9.0	18.0	64.7	1.0	2.5	2.6	17.7	-7.0
pair	MRmean	LWTI	neg-neg	17	9.0	17.9	58.8	0.7	1.8	1.2	30.9	-14.9
pair	LWTI	MRmean	neg-neg	17	9.0	17.9	58.8	0.7	1.8	1.2	30.9	-14.9
pair	MACDhist	SLmean	pos-pos	68	36.0	17.9	63.2	0.9	1.9	0.9	20.1	-20.1
pair	SLmean	MACDhist	pos-pos	68	36.0	17.9	63.2	0.9	1.9	0.9	20.1	-20.1
pair	MACDhist	RSI	pos-pos	80	42.3	16.9	63.8	0.9	1.8	0.8	19.1	-20.9
pair	RSI	MACDhist	pos-pos	80	42.3	16.9	63.8	0.9	1.8	0.8	19.1	-20.9
pair	MACDhist	RSmean	pos-pos	81	42.9	16.8	64.2	0.9	1.8	0.8	19.0	-20.9
pair	RSmean	MACDhist	pos-pos	81	42.9	16.8	64.2	0.9	1.8	0.8	19.0	-20.9
pair	MACDhist	MRmean	pos-pos	80	42.3	16.6	63.8	0.9	1.7	0.8	19.1	-20.9
pair	MRmean	MACDhist	pos-pos	80	42.3	16.6	63.8	0.9	1.7	0.8	19.1	-20.9
pair	MACDhist	RSIhist	pos-pos	62	32.8	16.3	62.9	0.8	1.7	0.7	20.0	-22.9
pair	RSIhist	MACDhist	pos-pos	62	32.8	16.3	62.9	0.8	1.7	0.7	20.0	-22.9
pair	MACD	MACDhist	pos-pos	80	42.3	16.2	63.8	0.9	1.7	0.8	19.0	-20.9
pair	MACDhist	MACD	pos-pos	80	42.3	16.2	63.8	0.9	1.7	0.8	19.0	-20.9
pair	MACD	RSmean	pos-neg	31	16.4	15.9	61.3	0.8	1.6	1.0	22.2	-16.3
pair	RSmean	MACD	pos-neg	31	16.4	15.9	61.3	0.8	1.6	1.0	22.2	-16.3
pair	RSmean	LWTI	pos-pos	139	73.5	15.6	64.7	0.9	1.4	0.6	18.8	-24.3
pair	LWTI	RSmean	pos-pos	139	73.5	15.6	64.7	0.9	1.4	0.6	18.8	-24.3
single	RSmean	RSmean	pos-pos	159	84.1	15.0	62.9	0.8	1.4	0.7	20.2	-22.8
pair	RSIhist	MRmean	neg-neg	56	29.6	14.8	60.7	0.7	1.3	0.5	25.3	-28.8
pair	MACD	RSmean	pos-pos	128	67.7	14.8	63.3	0.8	1.3	0.7	19.8	-22.6
pair	MRmean	RSIhist	neg-neg	56	29.6	14.8	60.7	0.7	1.3	0.5	25.3	-28.8
pair	SLmean	LWTI	pos-pos	111	58.7	14.8	61.3	0.8	1.6	0.7	18.1	-20.4
pair	LWTI	SLmean	pos-pos	111	58.7	14.8	61.3	0.8	1.6	0.7	18.1	-20.4
pair	SLmean	RSIhist	pos-neg	21	11.1	14.8	57.1	0.9	2.7	2.3	15.8	-6.4
pair	RSmean	MACD	pos-pos	128	67.7	14.8	63.3	0.8	1.3	0.7	19.8	-22.6
pair	RSIhist	SLmean	pos-neg	21	11.1	14.8	57.1	0.9	2.7	2.3	15.8	-6.4
pair	MRmean	MACD	neg-pos	30	15.9	14.3	66.7	0.7	1.2	0.9	25.4	-16.1
pair	MACD	MRmean	neg-pos	30	15.9	14.3	66.7	0.7	1.2	0.9	25.4	-16.1
pair	LWTI	RSIhist	pos-pos	94	49.7	13.4	61.7	0.8	1.3	0.6	18.7	-24.0
pair	RSIhist	LWTI	pos-pos	94	49.7	13.4	61.7	0.8	1.3	0.6	18.7	-24.0
pair	RSmean	MACDhist	pos-neg	78	41.3	13.1	61.5	0.7	1.1	0.8	21.5	-16.9
pair	MACDhist	RSmean	pos-neg	78	41.3	13.1	61.5	0.7	1.1	0.8	21.5	-16.9
pair	MRmean	RSmean	pos-pos	117	61.9	12.8	60.7	0.8	1.4	0.6	17.1	-20.2
pair	RSmean	MRmean	pos-pos	117	61.9	12.8	60.7	0.8	1.4	0.6	17.1	-20.2
pair	LWTI	MRmean	pos-pos	123	65.1	12.7	61.8	0.8	1.3	0.6	17.8	-23.2
pair	MRmean	LWTI	pos-pos	123	65.1	12.7	61.8	0.8	1.3	0.6	17.8	-23.2
pair	RSIhist	MACD	pos-neg	61	32.3	12.2	63.9	0.7	1.0	0.7	20.6	-16.8
pair	SLmean	MRmean	pos-pos	113	59.8	12.2	58.4	0.7	1.4	0.5	18.0	-26.6
pair	MACD	RSIhist	pos-neg	61	32.3	12.2	63.9	0.7	1.0	0.7	20.6	-16.8
pair	MRmean	SLmean	pos-pos	113	59.8	12.2	58.4	0.7	1.4	0.5	18.0	-26.6
pair	SLmean	RSI	pos-pos	106	56.1	12.1	58.5	0.7	1.3	0.4	18.4	-30.1
pair	LWTI	MACD	neg-neg	13	6.9	12.1	53.8	0.6	1.1	0.8	26.7	-14.9
pair	MACD	LWTI	neg-neg	13	6.9	12.1	53.8	0.6	1.1	0.8	26.7	-14.9
pair	RSI	SLmean	pos-pos	106	56.1	12.1	58.5	0.7	1.3	0.4	18.4	-30.1
pair	RSIhist	RSI	pos-pos	89	47.1	12.0	59.6	0.7	1.3	0.4	18.9	-31.4
pair	MRmean	SLmean	neg-neg	56	29.6	12.0	58.9	0.6	1.1	0.4	25.4	-28.8
pair	SLmean	MRmean	neg-neg	56	29.6	12.0	58.9	0.6	1.1	0.4	25.4	-28.8
pair	RSIhist	MRmean	pos-pos	96	50.8	12.0	59.4	0.7	1.3	0.5	18.4	-25.7
pair	MRmean	RSIhist	pos-pos	96	50.8	12.0	59.4	0.7	1.3	0.5	18.4	-25.7
single	RSIhist	RSIhist	neg-neg	88	46.6	12.0	60.2	0.6	1.0	0.4	22.1	-28.8
pair	RSI	RSIhist	pos-pos	89	47.1	12.0	59.6	0.7	1.3	0.4	18.9	-31.4
pair	LWTI	MACD	pos-pos	132	69.8	11.7	62.1	0.7	1.1	0.5	18.7	-24.0
pair	MACD	LWTI	pos-pos	132	69.8	11.7	62.1	0.7	1.1	0.5	18.7	-24.0
pair	RSIhist	MACD	neg-neg	27	14.3	11.4	51.9	0.5	1.1	0.4	25.7	-28.8
pair	MACD	RSIhist	neg-neg	27	14.3	11.4	51.9	0.5	1.1	0.4	25.7	-28.8
pair	SLmean	RSmean	pos-pos	108	57.1	11.2	58.3	0.7	1.2	0.3	18.1	-36.9
pair	RSmean	SLmean	pos-pos	108	57.1	11.2	58.3	0.7	1.2	0.3	18.1	-36.9
pair	RSIhist	SLmean	neg-neg	67	35.4	11.1	61.2	0.6	1.0	0.4	23.9	-28.8
pair	SLmean	RSIhist	neg-neg	67	35.4	11.1	61.2	0.6	1.0	0.4	23.9	-28.8
pair	RSI	MRmean	pos-pos	118	62.4	11.1	59.3	0.7	1.2	0.5	18.0	-23.2
pair	MRmean	RSI	pos-pos	118	62.4	11.1	59.3	0.7	1.2	0.5	18.0	-23.2
pair	RSmean	LWTI	pos-neg	20	10.6	10.9	50.0	0.5	1.1	0.7	28.8	-14.9
pair	LWTI	RSmean	pos-neg	20	10.6	10.9	50.0	0.5	1.1	0.7	28.8	-14.9
single	MRmean	MRmean	pos-pos	128	67.7	10.8	59.4	0.7	1.2	0.5	17.7	-23.2
pair	SLmean	MACD	pos-pos	99	52.4	10.7	57.6	0.7	1.2	0.4	18.1	-27.3
single	LWTI	LWTI	pos-pos	167	88.4	10.7	60.5	0.6	1.0	0.3	19.3	-31.2
pair	MACD	SLmean	pos-pos	99	52.4	10.7	57.6	0.7	1.2	0.4	18.1	-27.3
single	MACD	MACD	pos-pos	141	74.6	10.7	60.3	0.6	1.0	0.4	19.5	-24.0
pair	SLmean	MACD	neg-pos	42	22.2	10.6	66.7	0.6	0.8	0.7	22.8	-16.1
pair	MACD	SLmean	neg-pos	42	22.2	10.6	66.7	0.6	0.8	0.7	22.8	-16.1
single	SLmean	SLmean	pos-pos	118	62.4	10.5	57.6	0.6	1.2	0.3	18.3	-40.7
pair	benchmark___benchmark_		benchmark-benchmark	189	100.0	10.1	58.7	0.6	1.0	0.3	20.4	-34.1
pair		benchmark___benchmark_	benchmark-benchmark	189	100.0	10.1	58.7	0.6	1.0	0.3	20.4	-34.1
pair	MRmean	MACD	pos-pos	111	58.7	9.7	58.6	0.6	1.0	0.4	17.7	-23.2
pair	MACD	MRmean	pos-pos	111	58.7	9.7	58.6	0.6	1.0	0.4	17.7	-23.2
pair	MACD	RSI	neg-pos	14	7.4	9.6	57.1	0.6	1.1	0.7	20.0	-13.4
pair	RSI	MACD	neg-pos	14	7.4	9.6	57.1	0.6	1.1	0.7	20.0	-13.4
pair	RSIhist	SLmean	pos-pos	97	51.3	9.6	57.7	0.6	1.1	0.3	18.9	-36.7
pair	SLmean	RSIhist	pos-pos	97	51.3	9.6	57.7	0.6	1.1	0.3	18.9	-36.7
single	SLmean	SLmean	neg-neg	71	37.6	9.5	60.6	0.5	0.9	0.3	23.6	-28.8
pair	MACD	RSIhist	pos-pos	80	42.3	9.5	57.5	0.6	1.0	0.3	18.8	-28.9
pair	RSIhist	MACD	pos-pos	80	42.3	9.5	57.5	0.6	1.0	0.3	18.8	-28.9
pair	SLmean	MACD	pos-neg	19	10.1	9.4	57.9	0.6	1.2	0.5	19.7	-18.4
pair	MACD	SLmean	pos-neg	19	10.1	9.4	57.9	0.6	1.2	0.5	19.7	-18.4
pair	RSmean	RSI	pos-pos	119	63.0	9.1	60.5	0.6	0.9	0.3	18.3	-35.3
pair	RSI	RSmean	pos-pos	119	63.0	9.1	60.5	0.6	0.9	0.3	18.3	-35.3
pair	RSmean	RSIhist	pos-pos	94	49.7	8.8	58.5	0.6	0.9	0.2	18.4	-38.2
pair	RSIhist	RSmean	pos-pos	94	49.7	8.8	58.5	0.6	0.9	0.2	18.4	-38.2
single	MRmean	MRmean	neg-neg	61	32.3	8.7	57.4	0.5	0.9	0.3	25.3	-28.8
pair	LWTI	RSI	pos-pos	132	69.8	8.6	59.8	0.5	0.9	0.3	18.3	-31.5
pair	RSI	LWTI	pos-pos	132	69.8	8.6	59.8	0.5	0.9	0.3	18.3	-31.5
single	RSIhist	RSIhist	pos-pos	101	53.4	8.5	57.4	0.5	0.9	0.2	18.8	-42.6
single	MACD	MACD	neg-neg	48	25.4	8.5	54.2	0.5	0.9	0.3	22.9	-28.8
pair	MACD	RSI	neg-neg	34	18.0	8.0	52.9	0.4	0.9	0.4	24.2	-18.1
pair	RSI	MACD	neg-neg	34	18.0	8.0	52.9	0.4	0.9	0.4	24.2	-18.1
pair	MACD	SLmean	neg-neg	29	15.3	7.9	51.7	0.4	0.8	0.3	25.1	-28.8
pair	SLmean	MACD	neg-neg	29	15.3	7.9	51.7	0.4	0.8	0.3	25.1	-28.8
pair	MACDhist	RSIhist	neg-neg	68	36.0	7.5	57.4	0.4	0.7	0.3	23.1	-28.8
pair	RSIhist	MACDhist	neg-neg	68	36.0	7.5	57.4	0.4	0.7	0.3	23.1	-28.8
pair	RSIhist	LWTI	neg-pos	73	38.6	7.4	58.9	0.5	0.7	0.3	20.1	-28.8
pair	LWTI	RSIhist	neg-pos	73	38.6	7.4	58.9	0.5	0.7	0.3	20.1	-28.8
pair	MACD	LWTI	neg-pos	35	18.5	7.2	54.3	0.4	0.8	0.2	21.7	-28.8
pair	LWTI	MACD	neg-pos	35	18.5	7.2	54.3	0.4	0.8	0.2	21.7	-28.8
pair	RSIhist	MRmean	pos-neg	32	16.9	7.2	59.4	0.5	0.8	0.4	15.4	-18.7
pair	MRmean	RSIhist	pos-neg	32	16.9	7.2	59.4	0.5	0.8	0.4	15.4	-18.7
pair	MRmean	RSI	pos-neg	10	5.3	7.1	60.0	0.6	0.8	1.0	13.7	-7.0
pair	RSI	MRmean	pos-neg	10	5.3	7.1	60.0	0.6	0.8	1.0	13.7	-7.0
pair	SLmean	MACDhist	neg-neg	57	30.2	5.9	57.9	0.3	0.6	0.2	24.8	-28.8
pair	MACDhist	SLmean	neg-neg	57	30.2	5.9	57.9	0.3	0.6	0.2	24.8	-28.8
single	LWTI	LWTI	neg-neg	22	11.6	5.5	45.5	0.3	0.7	0.3	27.9	-16.4
pair	MACDhist	LWTI	neg-neg	22	11.6	5.5	45.5	0.3	0.7	0.3	27.9	-16.4
pair	LWTI	MACDhist	neg-neg	22	11.6	5.5	45.5	0.3	0.7	0.3	27.9	-16.4
single	RSI	RSI	pos-pos	138	73.0	5.4	57.2	0.4	0.6	0.1	18.5	-46.3
pair	LWTI	MRmean	neg-pos	44	23.3	5.3	56.8	0.3	0.6	0.2	23.1	-28.8
pair	MRmean	LWTI	neg-pos	44	23.3	5.3	56.8	0.3	0.6	0.2	23.1	-28.8
pair	MRmean	MACDhist	neg-neg	59	31.2	5.2	55.9	0.3	0.6	0.2	24.8	-28.8
pair	MACDhist	MRmean	neg-neg	59	31.2	5.2	55.9	0.3	0.6	0.2	24.8	-28.8
pair	RSI	MACD	pos-pos	124	65.6	5.0	57.3	0.3	0.6	0.1	18.4	-44.3
pair	MACD	RSI	pos-pos	124	65.6	5.0	57.3	0.3	0.6	0.1	18.4	-44.3
pair	MACD	RSIhist	neg-pos	21	11.1	4.8	57.1	0.3	0.6	0.2	19.1	-22.0
pair	RSIhist	MACD	neg-pos	21	11.1	4.8	57.1	0.3	0.6	0.2	19.1	-22.0
pair	RSIhist	RSmean	neg-pos	7	3.7	4.0	42.9	0.3	0.6	0.3	25.3	-12.3
pair	RSmean	RSIhist	neg-pos	7	3.7	4.0	42.9	0.3	0.6	0.3	25.3	-12.3
pair	MACDhist	MACD	pos-neg	61	32.3	3.8	55.7	0.3	0.4	0.1	20.2	-25.0
pair	MACD	MACDhist	pos-neg	61	32.3	3.8	55.7	0.3	0.4	0.1	20.2	-25.0
pair	MACD	MRmean	neg-neg	31	16.4	3.6	48.4	0.3	0.5	0.1	25.4	-28.8
pair	MRmean	MACD	neg-neg	31	16.4	3.6	48.4	0.3	0.5	0.1	25.4	-28.8
single	MACDhist	MACDhist	neg-neg	107	56.6	3.6	54.2	0.3	0.5	0.1	20.8	-28.8
pair	MACDhist	MACD	neg-neg	46	24.3	3.5	52.2	0.3	0.5	0.1	21.9	-28.8
pair	MACD	MACDhist	neg-neg	46	24.3	3.5	52.2	0.3	0.5	0.1	21.9	-28.8
pair	RSmean	SLmean	pos-neg	10	5.3	3.2	50.0	0.2	0.5	0.2	21.0	-13.0
pair	SLmean	RSmean	pos-neg	10	5.3	3.2	50.0	0.2	0.5	0.2	21.0	-13.0
pair	MACDhist	LWTI	neg-pos	85	45.0	3.2	56.5	0.3	0.4	0.1	18.8	-28.8
pair	LWTI	MACDhist	neg-pos	85	45.0	3.2	56.5	0.3	0.4	0.1	18.8	-28.8
pair	SLmean	LWTI	neg-pos	56	29.6	3.1	58.9	0.2	0.4	0.1	21.4	-28.8
pair	LWTI	SLmean	neg-pos	56	29.6	3.1	58.9	0.2	0.4	0.1	21.4	-28.8
pair	MACDhist	MRmean	pos-neg	48	25.4	1.8	52.1	0.2	0.3	0.1	14.9	-16.5
pair	MRmean	MACDhist	pos-neg	48	25.4	1.8	52.1	0.2	0.3	0.1	14.9	-16.5
pair	MACDhist	SLmean	pos-neg	50	26.5	1.1	50.0	0.1	0.2	0.0	15.3	-29.9
pair	SLmean	MACDhist	pos-neg	50	26.5	1.1	50.0	0.1	0.2	0.0	15.3	-29.9
pair	SLmean	MRmean	pos-neg	15	7.9	0.6	66.7	0.1	0.1	0.1	15.2	-11.5
pair	MRmean	SLmean	pos-neg	15	7.9	0.6	66.7	0.1	0.1	0.1	15.2	-11.5
pair	MACDhist	RSIhist	neg-pos	39	20.6	-2.8	48.7	-0.1	-0.1	-0.1	16.4	-35.7
pair	RSIhist	MACDhist	neg-pos	39	20.6	-2.8	48.7	-0.1	-0.1	-0.1	16.4	-35.7
pair	LWTI	MACD	pos-neg	9	4.8	-3.3	33.3	0.0	0.1	-0.3	31.1	-11.7
pair	MACD	LWTI	pos-neg	9	4.8	-3.3	33.3	0.0	0.1	-0.3	31.1	-11.7
pair	RSI	SLmean	pos-neg	12	6.3	-3.3	50.0	-0.1	-0.2	-0.2	17.6	-15.1
pair	SLmean	RSI	pos-neg	12	6.3	-3.3	50.0	-0.1	-0.2	-0.2	17.6	-15.1
pair	MACD	RSmean	neg-neg	17	9.0	-3.8	41.2	-0.1	-0.1	-0.1	24.4	-28.8
pair	RSmean	MACD	neg-neg	17	9.0	-3.8	41.2	-0.1	-0.1	-0.1	24.4	-28.8
pair	RSIhist	RSI	pos-neg	49	25.9	-5.4	53.1	-0.2	-0.3	-0.1	17.5	-34.9
pair	RSI	RSIhist	pos-neg	49	25.9	-5.4	53.1	-0.2	-0.3	-0.1	17.5	-34.9
pair	RSmean	RSI	neg-neg	11	5.8	-8.4	36.4	-0.3	-0.4	-0.5	23.0	-17.7
pair	RSI	RSmean	neg-neg	11	5.8	-8.4	36.4	-0.3	-0.4	-0.5	23.0	-17.7
pair	MACDhist	RSI	pos-neg	58	30.7	-8.6	48.3	-0.4	-0.6	-0.2	17.0	-44.7
pair	RSI	MACDhist	pos-neg	58	30.7	-8.6	48.3	-0.4	-0.6	-0.2	17.0	-44.7
pair	RSmean	MRmean	pos-neg	11	5.8	-8.9	45.5	-0.3	-0.5	-0.7	22.9	-13.0
pair	MRmean	RSmean	pos-neg	11	5.8	-8.9	45.5	-0.3	-0.5	-0.7	22.9	-13.0
pair	LWTI	RSmean	neg-pos	28	14.8	-10.6	39.3	-0.4	-0.7	-0.3	20.7	-39.0
pair	RSmean	LWTI	neg-pos	28	14.8	-10.6	39.3	-0.4	-0.7	-0.3	20.7	-39.0
single	RSmean	RSmean	neg-neg	30	15.9	-12.6	36.7	-0.6	-0.9	-0.3	20.2	-43.4
pair	SLmean	RSI	neg-pos	32	16.9	-14.0	53.1	-0.7	-0.9	-0.4	18.0	-36.8
pair	RSI	SLmean	neg-pos	32	16.9	-14.0	53.1	-0.7	-0.9	-0.4	18.0	-36.8
pair	RSI	RSIhist	neg-pos	12	6.3	-14.1	41.7	-0.8	-1.2	-0.8	16.9	-18.8
pair	RSIhist	RSI	neg-pos	12	6.3	-14.1	41.7	-0.8	-1.2	-0.8	16.9	-18.8
pair	SLmean	RSIhist	neg-pos	4	2.1	-14.5	50.0	-0.8	-0.8	-1.5	17.9	-9.4
pair	RSIhist	SLmean	neg-pos	4	2.1	-14.5	50.0	-0.8	-0.8	-1.5	17.9	-9.4
pair	MRmean	RSmean	neg-neg	19	10.1	-14.7	31.6	-0.7	-1.1	-0.5	19.1	-28.8
pair	RSmean	MRmean	neg-neg	19	10.1	-14.7	31.6	-0.7	-1.1	-0.5	19.1	-28.8
pair	RSmean	RSI	neg-pos	19	10.1	-14.9	36.8	-0.8	-1.2	-0.4	19.1	-34.1
pair	RSI	RSmean	neg-pos	19	10.1	-14.9	36.8	-0.8	-1.2	-0.4	19.1	-34.1
pair	RSmean	RSIhist	neg-neg	23	12.2	-17.1	34.8	-0.9	-1.3	-0.5	18.8	-35.2
pair	RSIhist	RSmean	neg-neg	23	12.2	-17.1	34.8	-0.9	-1.3	-0.5	18.8	-35.2
pair	MACDhist	RSmean	neg-neg	29	15.3	-18.1	34.5	-1.1	-1.5	-0.4	17.3	-43.4
pair	RSmean	MACDhist	neg-neg	29	15.3	-18.1	34.5	-1.1	-1.5	-0.4	17.3	-43.4
pair	RSmean	SLmean	neg-neg	20	10.6	-19.5	30.0	-1.0	-1.5	-0.6	19.9	-35.4
pair	SLmean	RSmean	neg-neg	20	10.6	-19.5	30.0	-1.0	-1.5	-0.6	19.9	-35.4
pair	MRmean	SLmean	neg-pos	5	2.6	-22.5	40.0	-1.0	-3.9	-1.2	23.9	-19.2
pair	SLmean	MRmean	neg-pos	5	2.6	-22.5	40.0	-1.0	-3.9	-1.2	23.9	-19.2
pair	RSI	MRmean	neg-pos	20	10.6	-22.5	45.0	-1.2	-1.6	-0.6	19.5	-36.2
pair	MRmean	RSI	neg-pos	20	10.6	-22.5	45.0	-1.2	-1.6	-0.6	19.5	-36.2
pair	MACD	RSmean	neg-pos	13	6.9	-22.8	30.8	-1.9	-2.1	-1.2	12.8	-18.6
pair	RSmean	MACD	neg-pos	13	6.9	-22.8	30.8	-1.9	-2.1	-1.2	12.8	-18.6
pair	LWTI	MRmean	pos-neg	5	2.6	-27.7	0.0	-3.9	-3.9	-2.3	8.1	-11.9
pair	MRmean	LWTI	pos-neg	5	2.6	-27.7	0.0	-3.9	-3.9	-2.3	8.1	-11.9
pair	LWTI	RSmean	neg-neg	2	1.1	-35.8	0.0	-3.6	-3.6	-31.2	12.0	-1.1
pair	RSmean	LWTI	neg-neg	2	1.1	-35.8	0.0	-3.6	-3.6	-31.2	12.0	-1.1
pair	LWTI	SLmean	pos-neg	7	3.7	-39.6	0.0	-4.5	-4.5	-1.6	10.9	-24.9
pair	SLmean	LWTI	pos-neg	7	3.7	-39.6	0.0	-4.5	-4.5	-1.6	10.9	-24.9
pair	RSIhist	LWTI	pos-neg	7	3.7	-40.0	0.0	-4.6	-4.6	-1.6	10.7	-25.4
pair	LWTI	RSIhist	pos-neg	7	3.7	-40.0	0.0	-4.6	-4.6	-1.6	10.7	-25.4
pair	MRmean	RSIhist	neg-pos	5	2.6	-41.3	20.0	-2.7	-4.2	-1.8	18.5	-22.7
pair	RSIhist	MRmean	neg-pos	5	2.6	-41.3	20.0	-2.7	-4.2	-1.8	18.5	-22.7
pair	LWTI	RSI	pos-neg	6	3.2	-45.2	0.0	-4.2	-4.2	-1.8	13.7	-25.4
pair	RSI	LWTI	pos-neg	6	3.2	-45.2	0.0	-4.2	-4.2	-1.8	13.7	-25.4

All Contingency Tables for XTL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 58% Sharpe 0.73 \| Sortino 1.37 \| Calmar 0.5 Vol 18% \| MDD -26.6% Months 113M (60%)	CAGR 0.6% \| Win 67% Sharpe 0.11 \| Sortino 0.11 \| Calmar 0.1 Vol 15% \| MDD -11.5% Months 15M (8%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR -22.5% \| Win 40% Sharpe -0.96 \| Sortino -3.92 \| Calmar -1.2 Vol 24% \| MDD -19.2% Months 5M (3%)	CAGR 12.0% \| Win 59% Sharpe 0.57 \| Sortino 1.06 \| Calmar 0.4 Vol 25% \| MDD -28.8% Months 56M (30%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
SLmean only	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.8% \| Win 61% Sharpe 0.79 \| Sortino 1.40 \| Calmar 0.6 Vol 17% \| MDD -20.2% Months 117M (62%)	CAGR -8.9% \| Win 46% Sharpe -0.30 \| Sortino -0.52 \| Calmar -0.7 Vol 23% \| MDD -13.0% Months 11M (6%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 21.3% \| Win 69% Sharpe 0.85 \| Sortino 2.36 \| Calmar 1.3 Vol 27% \| MDD -16.1% Months 42M (22%)	CAGR -14.7% \| Win 32% Sharpe -0.73 \| Sortino -1.14 \| Calmar -0.5 Vol 19% \| MDD -28.8% Months 19M (10%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
RSmean only	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 59% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -23.2% Months 111M (59%)	CAGR 18.0% \| Win 65% Sharpe 1.02 \| Sortino 2.50 \| Calmar 2.6 Vol 18% \| MDD -7.0% Months 17M (9%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 14.3% \| Win 67% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.9 Vol 25% \| MDD -16.1% Months 30M (16%)	CAGR 3.6% \| Win 48% Sharpe 0.26 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -28.8% Months 31M (16%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
MACD only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 59% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 118M (62%)	CAGR 7.1% \| Win 60% Sharpe 0.56 \| Sortino 0.83 \| Calmar 1.0 Vol 14% \| MDD -7.0% Months 10M (5%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR -22.5% \| Win 45% Sharpe -1.20 \| Sortino -1.65 \| Calmar -0.6 Vol 20% \| MDD -36.2% Months 20M (11%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 2.25 \| Calmar 1.5 Vol 26% \| MDD -18.4% Months 41M (22%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
RSI only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 64% Sharpe 0.90 \| Sortino 1.74 \| Calmar 0.8 Vol 19% \| MDD -20.9% Months 80M (42%)	CAGR 1.8% \| Win 52% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.1 Vol 15% \| MDD -16.5% Months 48M (25%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 186.3% \| Win 100% Sharpe 3.59 \| Sortino 0.00 \| Calmar 0.0 Vol 31% \| MDD 0.0% Months 2M (1%)	CAGR 5.2% \| Win 56% Sharpe 0.33 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -28.8% Months 59M (31%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.0% \| Win 59% Sharpe 0.71 \| Sortino 1.28 \| Calmar 0.5 Vol 18% \| MDD -25.7% Months 96M (51%)	CAGR 7.2% \| Win 59% Sharpe 0.52 \| Sortino 0.80 \| Calmar 0.4 Vol 15% \| MDD -18.7% Months 32M (17%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR -41.3% \| Win 20% Sharpe -2.73 \| Sortino -4.21 \| Calmar -1.8 Vol 18% \| MDD -22.7% Months 5M (3%)	CAGR 14.8% \| Win 61% Sharpe 0.67 \| Sortino 1.26 \| Calmar 0.5 Vol 25% \| MDD -28.8% Months 56M (30%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 12.7% \| Win 62% Sharpe 0.76 \| Sortino 1.32 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 123M (65%)	CAGR -27.7% \| Win 0% Sharpe -3.91 \| Sortino -3.91 \| Calmar -2.3 Vol 8% \| MDD -11.9% Months 5M (3%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 5.3% \| Win 57% Sharpe 0.34 \| Sortino 0.58 \| Calmar 0.2 Vol 23% \| MDD -28.8% Months 44M (23%)	CAGR 17.9% \| Win 59% Sharpe 0.68 \| Sortino 1.83 \| Calmar 1.2 Vol 31% \| MDD -14.9% Months 17M (9%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.2% \| Win 58% Sharpe 0.67 \| Sortino 1.23 \| Calmar 0.3 Vol 18% \| MDD -36.9% Months 108M (57%)	CAGR 3.2% \| Win 50% Sharpe 0.24 \| Sortino 0.54 \| Calmar 0.2 Vol 21% \| MDD -13.0% Months 10M (5%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR 23.6% \| Win 72% Sharpe 1.00 \| Sortino 1.78 \| Calmar 1.5 Vol 24% \| MDD -16.1% Months 51M (27%)	CAGR -19.5% \| Win 30% Sharpe -0.98 \| Sortino -1.48 \| Calmar -0.6 Vol 20% \| MDD -35.4% Months 20M (11%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
RSmean only	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.7% \| Win 58% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 18% \| MDD -27.3% Months 99M (52%)	CAGR 9.4% \| Win 58% Sharpe 0.55 \| Sortino 1.21 \| Calmar 0.5 Vol 20% \| MDD -18.4% Months 19M (10%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR 10.6% \| Win 67% Sharpe 0.56 \| Sortino 0.85 \| Calmar 0.7 Vol 23% \| MDD -16.1% Months 42M (22%)	CAGR 7.9% \| Win 52% Sharpe 0.42 \| Sortino 0.81 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 29M (15%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
MACD only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 12.1% \| Win 58% Sharpe 0.71 \| Sortino 1.34 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 106M (56%)	CAGR -3.3% \| Win 50% Sharpe -0.11 \| Sortino -0.18 \| Calmar -0.2 Vol 18% \| MDD -15.1% Months 12M (6%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR -14.0% \| Win 53% Sharpe -0.74 \| Sortino -0.91 \| Calmar -0.4 Vol 18% \| MDD -36.8% Months 32M (17%)	CAGR 33.5% \| Win 67% Sharpe 1.25 \| Sortino 2.42 \| Calmar 1.9 Vol 26% \| MDD -17.7% Months 39M (21%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
RSI only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 17.9% \| Win 63% Sharpe 0.92 \| Sortino 1.86 \| Calmar 0.9 Vol 20% \| MDD -20.1% Months 68M (36%)	CAGR 1.1% \| Win 50% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 15% \| MDD -29.9% Months 50M (26%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR 25.4% \| Win 71% Sharpe 1.35 \| Sortino 2.37 \| Calmar 3.8 Vol 18% \| MDD -6.7% Months 14M (7%)	CAGR 5.9% \| Win 58% Sharpe 0.35 \| Sortino 0.63 \| Calmar 0.2 Vol 25% \| MDD -28.8% Months 57M (30%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 9.6% \| Win 58% Sharpe 0.58 \| Sortino 1.05 \| Calmar 0.3 Vol 19% \| MDD -36.7% Months 97M (51%)	CAGR 14.8% \| Win 57% Sharpe 0.95 \| Sortino 2.68 \| Calmar 2.3 Vol 16% \| MDD -6.4% Months 21M (11%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR -14.5% \| Win 50% Sharpe -0.80 \| Sortino -0.81 \| Calmar -1.5 Vol 18% \| MDD -9.4% Months 4M (2%)	CAGR 11.1% \| Win 61% Sharpe 0.56 \| Sortino 0.96 \| Calmar 0.4 Vol 24% \| MDD -28.8% Months 67M (35%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.8% \| Win 61% Sharpe 0.85 \| Sortino 1.58 \| Calmar 0.7 Vol 18% \| MDD -20.4% Months 111M (59%)	CAGR -39.6% \| Win 0% Sharpe -4.47 \| Sortino -4.47 \| Calmar -1.6 Vol 11% \| MDD -24.9% Months 7M (4%)	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)
SLmean neg	CAGR 3.1% \| Win 59% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 56M (30%)	CAGR 37.0% \| Win 67% Sharpe 1.19 \| Sortino 2.60 \| Calmar 3.4 Vol 30% \| MDD -10.9% Months 15M (8%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 14.8% \| Win 63% Sharpe 0.80 \| Sortino 1.31 \| Calmar 0.7 Vol 20% \| MDD -22.6% Months 128M (68%)	CAGR 15.9% \| Win 61% Sharpe 0.78 \| Sortino 1.62 \| Calmar 1.0 Vol 22% \| MDD -16.3% Months 31M (16%)	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)
RSmean neg	CAGR -22.8% \| Win 31% Sharpe -1.94 \| Sortino -2.11 \| Calmar -1.2 Vol 13% \| MDD -18.6% Months 13M (7%)	CAGR -3.8% \| Win 41% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.1 Vol 24% \| MDD -28.8% Months 17M (9%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)
MACD only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.1% \| Win 60% Sharpe 0.57 \| Sortino 0.90 \| Calmar 0.3 Vol 18% \| MDD -35.3% Months 119M (63%)	CAGR 34.4% \| Win 70% Sharpe 1.33 \| Sortino 2.94 \| Calmar 2.1 Vol 25% \| MDD -16.3% Months 40M (21%)	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)
RSmean neg	CAGR -14.9% \| Win 37% Sharpe -0.75 \| Sortino -1.25 \| Calmar -0.4 Vol 19% \| MDD -34.1% Months 19M (10%)	CAGR -8.4% \| Win 36% Sharpe -0.28 \| Sortino -0.44 \| Calmar -0.5 Vol 23% \| MDD -17.7% Months 11M (6%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)
RSI only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.8% \| Win 64% Sharpe 0.92 \| Sortino 1.76 \| Calmar 0.8 Vol 19% \| MDD -20.9% Months 81M (43%)	CAGR 13.1% \| Win 62% Sharpe 0.68 \| Sortino 1.12 \| Calmar 0.8 Vol 22% \| MDD -16.9% Months 78M (41%)	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)
RSmean neg	CAGR 475.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -18.1% \| Win 34% Sharpe -1.06 \| Sortino -1.49 \| Calmar -0.4 Vol 17% \| MDD -43.4% Months 29M (15%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 8.8% \| Win 58% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.2 Vol 18% \| MDD -38.2% Months 94M (50%)	CAGR 24.5% \| Win 69% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.5 Vol 22% \| MDD -16.8% Months 65M (34%)	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)
RSmean neg	CAGR 4.0% \| Win 43% Sharpe 0.26 \| Sortino 0.61 \| Calmar 0.3 Vol 25% \| MDD -12.3% Months 7M (4%)	CAGR -17.1% \| Win 35% Sharpe -0.90 \| Sortino -1.30 \| Calmar -0.5 Vol 19% \| MDD -35.2% Months 23M (12%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.6% \| Win 65% Sharpe 0.87 \| Sortino 1.45 \| Calmar 0.6 Vol 19% \| MDD -24.3% Months 139M (74%)	CAGR 10.9% \| Win 50% Sharpe 0.50 \| Sortino 1.06 \| Calmar 0.7 Vol 29% \| MDD -14.9% Months 20M (11%)	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)
RSmean neg	CAGR -10.6% \| Win 39% Sharpe -0.44 \| Sortino -0.72 \| Calmar -0.3 Vol 21% \| MDD -39.0% Months 28M (15%)	CAGR -35.8% \| Win 0% Sharpe -3.60 \| Sortino -3.60 \| Calmar -31.2 Vol 12% \| MDD -1.1% Months 2M (1%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.0% \| Win 57% Sharpe 0.35 \| Sortino 0.56 \| Calmar 0.1 Vol 18% \| MDD -44.3% Months 124M (66%)	CAGR 62.3% \| Win 82% Sharpe 2.19 \| Sortino 3.09 \| Calmar 6.4 Vol 24% \| MDD -9.7% Months 17M (9%)	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)
MACD neg	CAGR 9.6% \| Win 57% Sharpe 0.55 \| Sortino 1.11 \| Calmar 0.7 Vol 20% \| MDD -13.4% Months 14M (7%)	CAGR 8.0% \| Win 53% Sharpe 0.44 \| Sortino 0.87 \| Calmar 0.4 Vol 24% \| MDD -18.1% Months 34M (18%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)
RSI only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 16.2% \| Win 64% Sharpe 0.89 \| Sortino 1.71 \| Calmar 0.8 Vol 19% \| MDD -20.9% Months 80M (42%)	CAGR 3.8% \| Win 56% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.2 Vol 20% \| MDD -25.0% Months 61M (32%)	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)
MACD neg	CAGR 222.6% \| Win 100% Sharpe 4.77 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 2M (1%)	CAGR 3.5% \| Win 52% Sharpe 0.26 \| Sortino 0.49 \| Calmar 0.1 Vol 22% \| MDD -28.8% Months 46M (24%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.5% \| Win 57% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.3 Vol 19% \| MDD -28.9% Months 80M (42%)	CAGR 12.2% \| Win 64% Sharpe 0.66 \| Sortino 1.00 \| Calmar 0.7 Vol 21% \| MDD -16.8% Months 61M (32%)	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)
MACD neg	CAGR 4.8% \| Win 57% Sharpe 0.34 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -22.0% Months 21M (11%)	CAGR 11.4% \| Win 52% Sharpe 0.54 \| Sortino 1.11 \| Calmar 0.4 Vol 26% \| MDD -28.8% Months 27M (14%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 11.7% \| Win 62% Sharpe 0.69 \| Sortino 1.10 \| Calmar 0.5 Vol 19% \| MDD -24.0% Months 132M (70%)	CAGR -3.3% \| Win 33% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.3 Vol 31% \| MDD -11.7% Months 9M (5%)	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)
MACD neg	CAGR 7.2% \| Win 54% Sharpe 0.42 \| Sortino 0.82 \| Calmar 0.2 Vol 22% \| MDD -28.8% Months 35M (18%)	CAGR 12.1% \| Win 54% Sharpe 0.55 \| Sortino 1.10 \| Calmar 0.8 Vol 27% \| MDD -14.9% Months 13M (7%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 16.9% \| Win 64% Sharpe 0.92 \| Sortino 1.77 \| Calmar 0.8 Vol 19% \| MDD -20.9% Months 80M (42%)	CAGR -8.6% \| Win 48% Sharpe -0.44 \| Sortino -0.58 \| Calmar -0.2 Vol 17% \| MDD -44.7% Months 58M (31%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)
RSI neg	CAGR 150.7% \| Win 100% Sharpe 2.68 \| Sortino 0.00 \| Calmar 0.0 Vol 37% \| MDD 0.0% Months 2M (1%)	CAGR 20.2% \| Win 61% Sharpe 0.89 \| Sortino 1.72 \| Calmar 1.1 Vol 24% \| MDD -18.4% Months 49M (26%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.0% \| Win 60% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.4 Vol 19% \| MDD -31.4% Months 89M (47%)	CAGR -5.4% \| Win 53% Sharpe -0.23 \| Sortino -0.31 \| Calmar -0.2 Vol 18% \| MDD -34.9% Months 49M (26%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)
RSI neg	CAGR -14.1% \| Win 42% Sharpe -0.82 \| Sortino -1.17 \| Calmar -0.8 Vol 17% \| MDD -18.8% Months 12M (6%)	CAGR 38.5% \| Win 69% Sharpe 1.41 \| Sortino 2.81 \| Calmar 2.2 Vol 26% \| MDD -17.7% Months 39M (21%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.6% \| Win 60% Sharpe 0.54 \| Sortino 0.88 \| Calmar 0.3 Vol 18% \| MDD -31.5% Months 132M (70%)	CAGR -45.2% \| Win 0% Sharpe -4.21 \| Sortino -4.21 \| Calmar -1.8 Vol 14% \| MDD -25.4% Months 6M (3%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)
RSI neg	CAGR 18.9% \| Win 63% Sharpe 0.88 \| Sortino 1.60 \| Calmar 1.1 Vol 23% \| MDD -17.7% Months 35M (18%)	CAGR 34.9% \| Win 62% Sharpe 1.19 \| Sortino 2.57 \| Calmar 2.3 Vol 29% \| MDD -14.9% Months 16M (8%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 16.3% \| Win 63% Sharpe 0.85 \| Sortino 1.70 \| Calmar 0.7 Vol 20% \| MDD -22.9% Months 62M (33%)	CAGR 28.5% \| Win 70% Sharpe 1.44 \| Sortino 3.08 \| Calmar 2.9 Vol 19% \| MDD -9.7% Months 20M (11%)	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)
MACDhist neg	CAGR -2.8% \| Win 49% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 16% \| MDD -35.7% Months 39M (21%)	CAGR 7.5% \| Win 57% Sharpe 0.43 \| Sortino 0.74 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 68M (36%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)
RSIhist only	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	-	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)
MACDhist neg	CAGR 3.2% \| Win 56% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 19% \| MDD -28.8% Months 85M (45%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 13.4% \| Win 62% Sharpe 0.77 \| Sortino 1.34 \| Calmar 0.6 Vol 19% \| MDD -24.0% Months 94M (50%)	CAGR -40.0% \| Win 0% Sharpe -4.61 \| Sortino -4.61 \| Calmar -1.6 Vol 11% \| MDD -25.4% Months 7M (4%)	CAGR 8.5% \| Win 57% Sharpe 0.53 \| Sortino 0.94 \| Calmar 0.2 Vol 19% \| MDD -42.6% Months 101M (53%)
RSIhist neg	CAGR 7.4% \| Win 59% Sharpe 0.45 \| Sortino 0.72 \| Calmar 0.3 Vol 20% \| MDD -28.8% Months 73M (39%)	CAGR 37.3% \| Win 67% Sharpe 1.20 \| Sortino 2.53 \| Calmar 3.2 Vol 30% \| MDD -11.7% Months 15M (8%)	CAGR 12.0% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.4 Vol 22% \| MDD -28.8% Months 88M (47%)
LWTI only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.04 \| Calmar 0.3 Vol 19% \| MDD -31.2% Months 167M (88%)	CAGR 5.5% \| Win 46% Sharpe 0.32 \| Sortino 0.69 \| Calmar 0.3 Vol 28% \| MDD -16.4% Months 22M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 12.2% \| Win 58% Sharpe 0.73 \| Sortino 1.37 \| Calmar 0.5 Vol 18% \| MDD -26.6% Months 113M (60%)	CAGR 0.6% \| Win 67% Sharpe 0.11 \| Sortino 0.11 \| Calmar 0.1 Vol 15% \| MDD -11.5% Months 15M (8%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR -22.5% \| Win 40% Sharpe -0.96 \| Sortino -3.92 \| Calmar -1.2 Vol 24% \| MDD -19.2% Months 5M (3%)	CAGR 12.0% \| Win 59% Sharpe 0.57 \| Sortino 1.06 \| Calmar 0.4 Vol 25% \| MDD -28.8% Months 56M (30%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
SLmean only	CAGR 10.5% \| Win 58% Sharpe 0.64 \| Sortino 1.18 \| Calmar 0.3 Vol 18% \| MDD -40.7% Months 118M (62%)	CAGR 9.5% \| Win 61% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.3 Vol 24% \| MDD -28.8% Months 71M (38%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.8% \| Win 61% Sharpe 0.79 \| Sortino 1.40 \| Calmar 0.6 Vol 17% \| MDD -20.2% Months 117M (62%)	CAGR -8.9% \| Win 46% Sharpe -0.30 \| Sortino -0.52 \| Calmar -0.7 Vol 23% \| MDD -13.0% Months 11M (6%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 21.3% \| Win 69% Sharpe 0.85 \| Sortino 2.36 \| Calmar 1.3 Vol 27% \| MDD -16.1% Months 42M (22%)	CAGR -14.7% \| Win 32% Sharpe -0.73 \| Sortino -1.14 \| Calmar -0.5 Vol 19% \| MDD -28.8% Months 19M (10%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
RSmean only	CAGR 15.0% \| Win 63% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.7 Vol 20% \| MDD -22.8% Months 159M (84%)	CAGR -12.6% \| Win 37% Sharpe -0.56 \| Sortino -0.93 \| Calmar -0.3 Vol 20% \| MDD -43.4% Months 30M (16%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 59% Sharpe 0.61 \| Sortino 1.03 \| Calmar 0.4 Vol 18% \| MDD -23.2% Months 111M (59%)	CAGR 18.0% \| Win 65% Sharpe 1.02 \| Sortino 2.50 \| Calmar 2.6 Vol 18% \| MDD -7.0% Months 17M (9%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 14.3% \| Win 67% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.9 Vol 25% \| MDD -16.1% Months 30M (16%)	CAGR 3.6% \| Win 48% Sharpe 0.26 \| Sortino 0.53 \| Calmar 0.1 Vol 25% \| MDD -28.8% Months 31M (16%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
MACD only	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 1.01 \| Calmar 0.4 Vol 20% \| MDD -24.0% Months 141M (75%)	CAGR 8.5% \| Win 54% Sharpe 0.47 \| Sortino 0.92 \| Calmar 0.3 Vol 23% \| MDD -28.8% Months 48M (25%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 59% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 118M (62%)	CAGR 7.1% \| Win 60% Sharpe 0.56 \| Sortino 0.83 \| Calmar 1.0 Vol 14% \| MDD -7.0% Months 10M (5%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR -22.5% \| Win 45% Sharpe -1.20 \| Sortino -1.65 \| Calmar -0.6 Vol 20% \| MDD -36.2% Months 20M (11%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 2.25 \| Calmar 1.5 Vol 26% \| MDD -18.4% Months 41M (22%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
RSI only	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.61 \| Calmar 0.1 Vol 18% \| MDD -46.3% Months 138M (73%)	CAGR 23.7% \| Win 63% Sharpe 0.99 \| Sortino 1.96 \| Calmar 1.3 Vol 24% \| MDD -18.4% Months 51M (27%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 64% Sharpe 0.90 \| Sortino 1.74 \| Calmar 0.8 Vol 19% \| MDD -20.9% Months 80M (42%)	CAGR 1.8% \| Win 52% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.1 Vol 15% \| MDD -16.5% Months 48M (25%)	CAGR 10.8% \| Win 59% Sharpe 0.67 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -23.2% Months 128M (68%)
MRmean neg	CAGR 186.3% \| Win 100% Sharpe 3.59 \| Sortino 0.00 \| Calmar 0.0 Vol 31% \| MDD 0.0% Months 2M (1%)	CAGR 5.2% \| Win 56% Sharpe 0.33 \| Sortino 0.62 \| Calmar 0.2 Vol 25% \| MDD -28.8% Months 59M (31%)	CAGR 8.7% \| Win 57% Sharpe 0.45 \| Sortino 0.88 \| Calmar 0.3 Vol 25% \| MDD -28.8% Months 61M (32%)
MACDhist only	CAGR 19.1% \| Win 65% Sharpe 0.99 \| Sortino 1.97 \| Calmar 0.9 Vol 20% \| MDD -20.9% Months 82M (43%)	CAGR 3.6% \| Win 54% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 21% \| MDD -28.8% Months 107M (57%)