Signal Pair Analysis

Performance Comparison by Signal Pairs

116

Total ETFs

Signal Pairs

Avg Months

6.3%

Avg CAGR

Signal Pair Performance Heatmaps

Average CAGR by signal pairs and conditions across all ETFs

Condition: pos-pos

Condition: pos-neg

Condition: neg-pos

Condition: neg-neg

Signal Pairs

All signal pairs ranked by average CAGR across all ETFs

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
benchmark	All	All	All	15	100.0	27.4	86.7	2.6	2.1	5.0	9.7	-5.5
single	RSmean	RSmean	pos-pos	16	100.0	24.4	81.2	2.4	2.0	4.4	9.4	-5.5
single	LWTI	LWTI	pos-pos	16	100.0	23.1	81.2	2.3	1.9	4.2	9.1	-5.5
pair	RSmean	LWTI	pos-pos	16	100.0	22.1	81.2	2.3	1.8	4.0	9.0	-5.5
pair	LWTI	RSmean	pos-pos	16	100.0	22.1	81.2	2.3	1.8	4.0	9.0	-5.5
single	RSI	RSI	pos-pos	16	100.0	21.8	81.2	2.2	1.9	4.0	9.0	-5.4
single	MACD	MACD	pos-pos	16	100.0	21.8	81.2	2.2	1.9	4.0	9.1	-5.4
pair	RSI	LWTI	pos-pos	16	100.0	21.4	81.2	2.2	1.8	3.9	8.9	-5.4
pair	LWTI	RSI	pos-pos	16	100.0	21.4	81.2	2.2	1.8	3.9	8.9	-5.4
pair	MACD	LWTI	pos-pos	16	100.0	21.4	81.2	2.2	1.8	4.0	9.0	-5.4
pair	LWTI	MACD	pos-pos	16	100.0	21.4	81.2	2.2	1.8	4.0	9.0	-5.4
pair	RSmean	MACD	pos-pos	16	100.0	21.1	81.2	2.2	1.8	3.9	9.0	-5.4
pair	MACD	RSmean	pos-pos	16	100.0	21.1	81.2	2.2	1.8	3.9	9.0	-5.4
pair	RSmean	RSI	pos-pos	16	100.0	21.1	81.2	2.2	1.8	3.9	8.9	-5.4
pair	RSI	RSmean	pos-pos	16	100.0	21.1	81.2	2.2	1.8	3.9	8.9	-5.4
single	MRmean	MRmean	pos-pos	16	100.0	20.7	81.2	2.3	1.5	3.9	8.4	-5.4
pair	MACD	RSI	pos-pos	16	100.0	20.4	81.2	2.2	1.8	3.8	8.8	-5.4
pair	RSI	MACD	pos-pos	16	100.0	20.4	81.2	2.2	1.8	3.8	8.8	-5.4
pair	MRmean	LWTI	pos-pos	16	100.0	19.9	81.2	2.3	1.4	3.7	8.3	-5.4
pair	LWTI	MRmean	pos-pos	16	100.0	19.9	81.2	2.3	1.4	3.7	8.3	-5.4
pair	MRmean	RSmean	pos-pos	16	100.0	19.9	81.2	2.2	1.5	3.7	8.3	-5.3
pair	RSmean	MRmean	pos-pos	16	100.0	19.9	81.2	2.2	1.5	3.7	8.3	-5.3
pair	RSI	MRmean	pos-pos	16	100.0	19.8	81.2	2.2	1.5	3.8	8.3	-5.3
pair	MRmean	RSI	pos-pos	16	100.0	19.8	81.2	2.2	1.5	3.8	8.3	-5.3
single	SLmean	SLmean	pos-pos	16	100.0	19.8	87.5	2.4	0.0	3.9	7.8	-5.1
single	MACDhist	MACDhist	pos-pos	16	100.0	19.1	81.2	2.2	1.6	3.8	8.0	-5.1
pair	RSmean	SLmean	pos-pos	16	100.0	19.1	87.5	2.3	0.0	3.8	7.7	-5.1
pair	SLmean	RSmean	pos-pos	16	100.0	19.1	87.5	2.3	0.0	3.8	7.7	-5.1
pair	MRmean	MACD	pos-pos	16	100.0	18.7	81.2	2.2	1.4	3.6	8.1	-5.2
pair	MACD	MRmean	pos-pos	16	100.0	18.7	81.2	2.2	1.4	3.6	8.1	-5.2
pair	RSmean	MACDhist	pos-pos	16	100.0	18.7	81.2	2.2	1.6	3.7	8.0	-5.0
pair	MACDhist	RSmean	pos-pos	16	100.0	18.7	81.2	2.2	1.6	3.7	8.0	-5.0
pair	SLmean	MRmean	pos-pos	16	100.0	18.7	87.5	2.3	0.0	3.7	7.7	-5.1
pair	MRmean	SLmean	pos-pos	16	100.0	18.7	87.5	2.3	0.0	3.7	7.7	-5.1
pair	SLmean	LWTI	pos-pos	16	100.0	18.6	87.5	2.3	0.0	3.6	7.7	-5.1
pair	LWTI	SLmean	pos-pos	16	100.0	18.6	87.5	2.3	0.0	3.6	7.7	-5.1
pair	SLmean	RSI	pos-pos	16	100.0	18.6	87.5	2.3	0.0	3.7	7.7	-5.0
pair	RSI	SLmean	pos-pos	16	100.0	18.6	87.5	2.3	0.0	3.7	7.7	-5.0
pair	LWTI	MACDhist	pos-pos	16	100.0	18.4	81.2	2.2	1.6	3.6	8.0	-5.1
pair	MACDhist	LWTI	pos-pos	16	100.0	18.4	81.2	2.2	1.6	3.6	8.0	-5.1
pair	MACDhist	MRmean	pos-pos	16	100.0	18.4	81.2	2.2	1.4	3.6	7.8	-5.0
pair	MRmean	MACDhist	pos-pos	16	100.0	18.4	81.2	2.2	1.4	3.6	7.8	-5.0
pair	RSI	MACDhist	pos-pos	16	100.0	17.9	81.2	2.1	1.6	3.6	7.9	-5.0
pair	MACDhist	RSI	pos-pos	16	100.0	17.9	81.2	2.1	1.6	3.6	7.9	-5.0
pair	SLmean	MACD	pos-pos	16	100.0	17.4	87.5	2.2	0.0	3.5	7.5	-4.9
pair	MACD	SLmean	pos-pos	16	100.0	17.4	87.5	2.2	0.0	3.5	7.5	-4.9
pair	MACDhist	MACD	pos-pos	16	100.0	17.0	75.0	2.1	1.8	3.5	7.8	-4.9
pair	MACD	MACDhist	pos-pos	16	100.0	17.0	75.0	2.1	1.8	3.5	7.8	-4.9
pair	MACDhist	SLmean	pos-pos	16	100.0	16.8	87.5	2.2	0.0	3.4	7.2	-4.9
pair	SLmean	MACDhist	pos-pos	16	100.0	16.8	87.5	2.2	0.0	3.4	7.2	-4.9
single	RSIhist	RSIhist	pos-pos	16	100.0	16.4	87.5	2.1	0.0	3.3	7.3	-5.0
pair	RSmean	RSIhist	pos-pos	16	100.0	15.9	87.5	2.1	0.0	3.2	7.2	-4.9
pair	RSIhist	SLmean	pos-pos	16	100.0	15.9	87.5	2.1	0.0	3.2	7.3	-5.0
pair	SLmean	RSIhist	pos-pos	16	100.0	15.9	87.5	2.1	0.0	3.2	7.3	-5.0
pair	RSIhist	RSmean	pos-pos	16	100.0	15.9	87.5	2.1	0.0	3.2	7.2	-4.9
pair	MRmean	RSIhist	pos-pos	16	100.0	15.6	87.5	2.0	0.0	3.1	7.3	-5.0
pair	RSIhist	MRmean	pos-pos	16	100.0	15.6	87.5	2.0	0.0	3.1	7.3	-5.0
pair	LWTI	RSIhist	pos-pos	16	100.0	15.3	87.5	2.0	0.0	3.1	7.2	-5.0
pair	RSIhist	LWTI	pos-pos	16	100.0	15.3	87.5	2.0	0.0	3.1	7.2	-5.0
pair	RSIhist	RSI	pos-pos	16	100.0	15.1	87.5	2.0	0.0	3.1	7.1	-4.9
pair	RSI	RSIhist	pos-pos	16	100.0	15.1	87.5	2.0	0.0	3.1	7.1	-4.9
pair	MACDhist	RSIhist	pos-pos	16	100.0	14.5	87.5	2.0	0.0	3.0	6.9	-4.8
pair	RSIhist	MACDhist	pos-pos	16	100.0	14.5	87.5	2.0	0.0	3.0	6.9	-4.8
pair	MACD	RSIhist	pos-pos	16	100.0	13.9	87.5	1.9	0.0	2.9	6.9	-4.8
pair	RSIhist	MACD	pos-pos	16	100.0	13.9	87.5	1.9	0.0	2.9	6.9	-4.8
single	RSIhist	RSIhist	neg-neg	16	100.0	8.0	75.0	1.7	4.3	15.1	4.5	-0.5
pair	RSIhist	RSmean	pos-neg	16	100.0	7.5	68.8	1.6	3.9	11.9	4.5	-0.6
pair	RSmean	RSIhist	pos-neg	16	100.0	7.5	68.8	1.6	3.9	11.9	4.5	-0.6
pair	MACD	RSIhist	pos-neg	16	100.0	7.2	68.8	1.5	3.7	10.9	4.6	-0.7
pair	RSIhist	MACD	pos-neg	16	100.0	7.2	68.8	1.5	3.7	10.9	4.6	-0.7
pair	LWTI	RSIhist	neg-pos	16	100.0	6.9	75.0	1.5	3.7	13.0	4.4	-0.5
pair	RSIhist	LWTI	neg-pos	16	100.0	6.9	75.0	1.5	3.7	13.0	4.4	-0.5
pair	RSI	RSIhist	pos-neg	16	100.0	5.9	75.0	1.4	3.0	10.9	4.2	-0.5
pair	RSIhist	RSI	pos-neg	16	100.0	5.9	75.0	1.4	3.0	10.9	4.2	-0.5
single	MACDhist	MACDhist	neg-neg	16	100.0	5.5	68.8	2.2	10.5	12.5	2.5	-0.4
pair	MACDhist	RSmean	pos-neg	16	100.0	4.9	68.8	2.1	7.7	9.8	2.3	-0.5
pair	RSmean	MACDhist	pos-neg	16	100.0	4.9	68.8	2.1	7.7	9.8	2.3	-0.5
single	SLmean	SLmean	neg-neg	16	100.0	4.9	81.2	1.5	3.2	11.8	3.3	-0.4
pair	SLmean	RSmean	neg-pos	16	100.0	4.6	75.0	1.4	2.3	9.6	3.3	-0.5
pair	RSmean	SLmean	neg-pos	16	100.0	4.6	75.0	1.4	2.3	9.6	3.3	-0.5
pair	RSIhist	MRmean	pos-neg	16	100.0	4.5	68.8	1.5	10.6	12.0	3.0	-0.4
pair	SLmean	RSIhist	neg-neg	16	100.0	4.5	68.8	1.4	2.5	10.0	3.2	-0.4
pair	MRmean	RSIhist	pos-neg	16	100.0	4.5	68.8	1.5	10.6	12.0	3.0	-0.4
pair	RSIhist	SLmean	neg-neg	16	100.0	4.5	68.8	1.4	2.5	10.0	3.2	-0.4
pair	MACD	MACDhist	pos-neg	16	100.0	4.3	62.5	1.9	7.9	8.5	2.3	-0.5
pair	MACDhist	MACD	pos-neg	16	100.0	4.3	62.5	1.9	7.9	8.5	2.3	-0.5
pair	MACDhist	LWTI	neg-pos	16	100.0	4.1	68.8	2.1	7.0	9.3	1.9	-0.4
pair	LWTI	MACDhist	neg-pos	16	100.0	4.1	68.8	2.1	7.0	9.3	1.9	-0.4
pair	MACDhist	RSIhist	pos-neg	16	100.0	4.1	75.0	1.3	3.1	14.4	3.3	-0.3
pair	RSIhist	MACDhist	pos-neg	16	100.0	4.1	75.0	1.3	3.1	14.4	3.3	-0.3
single	MRmean	MRmean	neg-neg	16	100.0	4.1	68.8	1.9	4.0	25.8	2.1	-0.2
pair	MRmean	RSmean	neg-pos	16	100.0	3.9	68.8	1.9	3.5	17.5	2.1	-0.2
pair	RSmean	MRmean	neg-pos	16	100.0	3.9	68.8	1.9	3.5	17.5	2.1	-0.2
pair	SLmean	LWTI	neg-pos	16	100.0	3.9	68.8	1.2	2.3	9.5	3.2	-0.4
pair	MACD	SLmean	neg-pos	16	100.0	3.9	62.5	1.2	2.1	6.7	3.3	-0.6
pair	LWTI	SLmean	neg-pos	16	100.0	3.9	68.8	1.2	2.3	9.5	3.2	-0.4
pair	SLmean	MACD	neg-pos	16	100.0	3.9	62.5	1.2	2.1	6.7	3.3	-0.6
pair	MACDhist	RSIhist	neg-neg	16	100.0	3.8	62.5	2.0	10.5	12.8	1.9	-0.3
pair	RSIhist	MACDhist	neg-neg	16	100.0	3.8	62.5	2.0	10.5	12.8	1.9	-0.3
pair	RSIhist	SLmean	pos-neg	16	100.0	3.5	81.2	2.2	13.8	29.8	1.6	-0.1
pair	MRmean	RSIhist	neg-neg	16	100.0	3.5	75.0	1.8	2.5	21.7	1.9	-0.2
pair	MACDhist	RSI	pos-neg	16	100.0	3.5	62.5	1.8	6.8	7.6	1.9	-0.5
pair	RSI	MACDhist	pos-neg	16	100.0	3.5	62.5	1.8	6.8	7.6	1.9	-0.5
pair	RSIhist	MRmean	neg-neg	16	100.0	3.5	75.0	1.8	2.5	21.7	1.9	-0.2
pair	SLmean	RSIhist	pos-neg	16	100.0	3.5	81.2	2.2	13.8	29.8	1.6	-0.1
pair	MRmean	MACDhist	neg-neg	16	100.0	3.4	68.8	2.1	10.6	17.8	1.6	-0.2
pair	MACDhist	MRmean	neg-neg	16	100.0	3.4	68.8	2.1	10.6	17.8	1.6	-0.2
pair	MRmean	SLmean	neg-neg	16	100.0	3.2	75.0	1.6	2.5	20.0	1.9	-0.2
pair	SLmean	MRmean	neg-neg	16	100.0	3.2	75.0	1.6	2.5	20.0	1.9	-0.2
single	MACD	MACD	neg-neg	16	100.0	3.1	75.0	3.1	28.3	10.3	1.0	-0.3
single	RSI	RSI	neg-neg	16	100.0	3.1	81.2	2.8	323.6	37.8	1.1	-0.1
pair	MACD	MRmean	neg-pos	16	100.0	2.8	68.8	1.4	2.0	9.6	1.9	-0.3
pair	MACDhist	SLmean	neg-neg	16	100.0	2.8	56.2	1.7	6.7	8.1	1.7	-0.3
pair	RSI	SLmean	neg-pos	16	100.0	2.8	62.5	0.9	1.5	6.2	3.0	-0.4
pair	SLmean	MACDhist	neg-neg	16	100.0	2.8	56.2	1.7	6.7	8.1	1.7	-0.3
pair	SLmean	RSI	neg-pos	16	100.0	2.8	62.5	0.9	1.5	6.2	3.0	-0.4
pair	RSI	RSmean	pos-neg	16	100.0	2.8	81.2	2.7	14.6	19.6	1.0	-0.1
pair	RSmean	RSI	pos-neg	16	100.0	2.8	81.2	2.7	14.6	19.6	1.0	-0.1
pair	MACD	RSmean	pos-neg	16	100.0	2.8	75.0	3.2	17.5	9.7	0.9	-0.3
pair	MRmean	MACD	neg-pos	16	100.0	2.8	68.8	1.4	2.0	9.6	1.9	-0.3
pair	RSmean	MACD	pos-neg	16	100.0	2.8	75.0	3.2	17.5	9.7	0.9	-0.3
pair	MRmean	LWTI	neg-pos	16	100.0	2.7	68.8	1.5	2.2	17.1	1.9	-0.2
pair	MACDhist	SLmean	pos-neg	16	100.0	2.7	56.2	1.8	9.9	11.7	1.5	-0.2
pair	SLmean	MACDhist	pos-neg	16	100.0	2.7	56.2	1.8	9.9	11.7	1.5	-0.2
pair	LWTI	MRmean	neg-pos	16	100.0	2.7	68.8	1.5	2.2	17.1	1.9	-0.2
pair	MRmean	RSI	neg-neg	16	100.0	2.4	81.2	2.6	42.0	57.9	0.9	-0.0
pair	RSI	MRmean	neg-neg	16	100.0	2.4	81.2	2.6	42.0	57.9	0.9	-0.0
pair	RSIhist	MACD	neg-pos	16	100.0	2.2	75.0	2.8	0.0	12.2	0.8	-0.2
pair	MACD	RSIhist	neg-pos	16	100.0	2.2	75.0	2.8	0.0	12.2	0.8	-0.2
pair	RSI	SLmean	neg-neg	16	100.0	2.1	87.5	2.5	0.0	55.1	0.8	-0.0
pair	SLmean	MACDhist	neg-pos	16	100.0	2.1	62.5	1.1	1.9	12.5	2.0	-0.2
pair	MACDhist	SLmean	neg-pos	16	100.0	2.1	62.5	1.1	1.9	12.5	2.0	-0.2
pair	SLmean	MACD	pos-neg	16	100.0	2.1	87.5	2.6	0.0	11.3	0.8	-0.2
pair	MACD	SLmean	pos-neg	16	100.0	2.1	87.5	2.6	0.0	11.3	0.8	-0.2
pair	SLmean	RSI	neg-neg	16	100.0	2.1	87.5	2.5	0.0	55.1	0.8	-0.0
single	LWTI	LWTI	neg-neg	16	100.0	2.0	56.2	2.1	10.4	13.8	0.9	-0.1
pair	MACDhist	RSI	neg-neg	16	100.0	2.0	75.0	2.3	22.2	23.8	0.8	-0.1
pair	RSI	MACDhist	neg-neg	16	100.0	2.0	75.0	2.3	22.2	23.8	0.8	-0.1
pair	MACDhist	MRmean	pos-neg	16	100.0	2.0	62.5	1.6	6.0	6.3	1.3	-0.3
pair	MRmean	MACDhist	pos-neg	16	100.0	2.0	62.5	1.6	6.0	6.3	1.3	-0.3
pair	RSI	RSIhist	neg-neg	16	100.0	2.0	75.0	2.6	49.4	48.8	0.8	-0.0
pair	RSIhist	RSI	neg-neg	16	100.0	2.0	75.0	2.6	49.4	48.8	0.8	-0.0
pair	RSI	MACD	neg-neg	16	100.0	1.9	68.8	2.8	17.1	8.6	0.7	-0.2
pair	MACD	MACDhist	neg-pos	16	100.0	1.9	75.0	2.5	6.2	9.1	0.7	-0.2
pair	MACDhist	MACD	neg-pos	16	100.0	1.9	75.0	2.5	6.2	9.1	0.7	-0.2
pair	MACD	RSI	neg-neg	16	100.0	1.9	68.8	2.8	17.1	8.6	0.7	-0.2
pair	RSmean	LWTI	pos-neg	16	100.0	1.9	56.2	2.0	9.6	13.0	0.9	-0.1
pair	LWTI	RSmean	pos-neg	16	100.0	1.9	56.2	2.0	9.6	13.0	0.9	-0.1
pair	MRmean	MACD	pos-neg	16	100.0	1.7	81.2	2.5	6.8	9.5	0.7	-0.2
pair	RSI	MRmean	neg-pos	16	100.0	1.7	62.5	1.1	1.3	8.4	1.5	-0.2
pair	MRmean	SLmean	pos-neg	16	100.0	1.7	56.2	1.0	3.7	6.7	1.6	-0.3
pair	SLmean	MRmean	pos-neg	16	100.0	1.7	56.2	1.0	3.7	6.7	1.6	-0.3
pair	MACD	MRmean	pos-neg	16	100.0	1.7	81.2	2.5	6.8	9.5	0.7	-0.2
pair	MRmean	RSI	neg-pos	16	100.0	1.7	62.5	1.1	1.3	8.4	1.5	-0.2
pair	LWTI	RSI	neg-neg	16	100.0	1.7	62.5	2.5	17.3	22.6	0.7	-0.1
pair	MACDhist	RSIhist	neg-pos	16	100.0	1.7	62.5	1.9	6.1	7.9	0.9	-0.2
pair	RSIhist	MACDhist	neg-pos	16	100.0	1.7	62.5	1.9	6.1	7.9	0.9	-0.2
pair	RSI	LWTI	neg-neg	16	100.0	1.7	62.5	2.5	17.3	22.6	0.7	-0.1
pair	MACD	LWTI	neg-neg	16	100.0	1.7	56.2	2.9	488.5	27.2	0.6	-0.1
pair	LWTI	MACD	neg-neg	16	100.0	1.7	56.2	2.9	488.5	27.2	0.6	-0.1
pair	LWTI	MACD	neg-pos	16	100.0	1.4	75.0	2.9	12.9	4.7	0.5	-0.3
pair	MACD	LWTI	neg-pos	16	100.0	1.4	75.0	2.9	12.9	4.7	0.5	-0.3
pair	LWTI	MRmean	neg-neg	16	100.0	1.4	56.2	2.5	14.7	20.4	0.5	-0.1
pair	LWTI	MACDhist	neg-neg	16	100.0	1.4	43.8	1.9	17.9	16.1	0.7	-0.1
pair	MACDhist	LWTI	neg-neg	16	100.0	1.4	43.8	1.9	17.9	16.1	0.7	-0.1
pair	MRmean	LWTI	neg-neg	16	100.0	1.4	56.2	2.5	14.7	20.4	0.5	-0.1
pair	RSI	LWTI	neg-pos	16	100.0	1.4	75.0	2.4	9.1	16.9	0.6	-0.1
pair	LWTI	RSI	neg-pos	16	100.0	1.4	75.0	2.4	9.1	16.9	0.6	-0.1
pair	MRmean	MACD	neg-neg	16	100.0	1.3	75.0	2.6	8.4	7.3	0.5	-0.2
pair	MACD	MRmean	neg-neg	16	100.0	1.3	75.0	2.6	8.4	7.3	0.5	-0.2
pair	MACD	MACDhist	neg-neg	16	100.0	1.2	75.0	2.5	6.5	7.1	0.5	-0.2
pair	MACDhist	MACD	neg-neg	16	100.0	1.2	75.0	2.5	6.5	7.1	0.5	-0.2
pair	RSI	MACD	neg-pos	16	100.0	1.2	75.0	2.7	8.0	13.8	0.4	-0.1
pair	MACD	RSI	neg-pos	16	100.0	1.2	75.0	2.7	8.0	13.8	0.4	-0.1
pair	MACD	RSI	pos-neg	16	100.0	1.2	62.5	1.9	13.0	9.4	0.6	-0.1
pair	RSI	MACD	pos-neg	16	100.0	1.2	62.5	1.9	13.0	9.4	0.6	-0.1
pair	RSI	RSIhist	neg-pos	16	100.0	1.1	62.5	2.4	6.5	11.0	0.5	-0.1
pair	LWTI	SLmean	pos-neg	16	100.0	1.1	50.0	1.8	7.2	13.2	0.6	-0.1
pair	SLmean	LWTI	pos-neg	16	100.0	1.1	50.0	1.8	7.2	13.2	0.6	-0.1
pair	LWTI	RSIhist	neg-neg	16	100.0	1.1	56.2	1.9	2.3	4.2	0.6	-0.3
pair	RSIhist	LWTI	neg-neg	16	100.0	1.1	56.2	1.9	2.3	4.2	0.6	-0.3
pair	MACDhist	RSI	neg-pos	16	100.0	1.1	68.8	2.0	6.2	9.7	0.5	-0.1
pair	RSI	MACDhist	neg-pos	16	100.0	1.1	68.8	2.0	6.2	9.7	0.5	-0.1
pair	RSIhist	RSI	neg-pos	16	100.0	1.1	62.5	2.4	6.5	11.0	0.5	-0.1
pair	MACD	SLmean	neg-neg	16	100.0	1.0	75.0	2.5	6.1	5.5	0.4	-0.2
pair	SLmean	RSI	pos-neg	16	100.0	1.0	62.5	2.1	7.2	7.3	0.5	-0.1
pair	RSI	SLmean	pos-neg	16	100.0	1.0	62.5	2.1	7.2	7.3	0.5	-0.1
pair	SLmean	MACD	neg-neg	16	100.0	1.0	75.0	2.5	6.1	5.5	0.4	-0.2
pair	LWTI	RSIhist	pos-neg	16	100.0	0.9	43.8	1.8	6.9	10.0	0.5	-0.1
single	RSmean	RSmean	neg-neg	16	100.0	0.9	56.2	1.9	9.4	10.9	0.5	-0.1
pair	SLmean	MRmean	neg-pos	16	100.0	0.9	50.0	1.9	5.6	9.9	0.5	-0.1
pair	RSIhist	LWTI	pos-neg	16	100.0	0.9	43.8	1.8	6.9	10.0	0.5	-0.1
pair	MRmean	SLmean	neg-pos	16	100.0	0.9	50.0	1.9	5.6	9.9	0.5	-0.1
pair	SLmean	LWTI	neg-neg	16	100.0	0.9	56.2	2.0	4.3	7.4	0.5	-0.1
pair	LWTI	SLmean	neg-neg	16	100.0	0.9	56.2	2.0	4.3	7.4	0.5	-0.1
pair	RSIhist	MACD	neg-neg	16	100.0	0.8	68.8	2.2	4.9	4.6	0.4	-0.2
pair	MACD	RSIhist	neg-neg	16	100.0	0.8	68.8	2.2	4.9	4.6	0.4	-0.2
pair	RSmean	LWTI	neg-pos	16	100.0	0.8	56.2	1.8	9.8	12.5	0.4	-0.1
pair	LWTI	RSmean	neg-pos	16	100.0	0.8	56.2	1.8	9.8	12.5	0.4	-0.1
pair	MRmean	MACDhist	neg-pos	16	100.0	0.7	62.5	1.1	1.1	20.9	0.6	-0.0
pair	MACDhist	MRmean	neg-pos	16	100.0	0.7	62.5	1.1	1.1	20.9	0.6	-0.0
pair	RSI	MRmean	pos-neg	16	100.0	0.7	56.2	1.8	5.3	7.4	0.4	-0.1
pair	MRmean	RSI	pos-neg	16	100.0	0.7	56.2	1.8	5.3	7.4	0.4	-0.1
pair	RSmean	MRmean	pos-neg	16	100.0	0.7	50.0	1.7	7.6	9.0	0.4	-0.1
pair	MRmean	RSmean	pos-neg	16	100.0	0.7	50.0	1.7	7.6	9.0	0.4	-0.1
pair	MACDhist	LWTI	pos-neg	16	100.0	0.7	43.8	2.0	6.7	9.9	0.3	-0.1
pair	LWTI	MACDhist	pos-neg	16	100.0	0.7	43.8	2.0	6.7	9.9	0.3	-0.1
pair	LWTI	MRmean	pos-neg	16	100.0	0.7	31.2	1.4	3.1	4.9	0.5	-0.1
pair	MRmean	LWTI	pos-neg	16	100.0	0.7	31.2	1.4	3.1	4.9	0.5	-0.1
pair	MRmean	RSIhist	neg-pos	16	100.0	0.6	43.8	2.0	6.2	9.2	0.3	-0.1
pair	RSIhist	MRmean	neg-pos	16	100.0	0.6	43.8	2.0	6.2	9.2	0.3	-0.1
pair	RSmean	MACDhist	neg-neg	16	100.0	0.6	68.8	1.6	6.6	9.1	0.3	-0.1
pair	MACDhist	RSmean	neg-neg	16	100.0	0.6	68.8	1.6	6.6	9.1	0.3	-0.1
pair	RSmean	MACD	neg-pos	16	100.0	0.6	56.2	1.6	5.6	6.4	0.4	-0.1
pair	MACD	RSmean	neg-pos	16	100.0	0.6	56.2	1.6	5.6	6.4	0.4	-0.1
pair	RSmean	SLmean	pos-neg	16	100.0	0.6	43.8	1.5	5.2	6.4	0.4	-0.1
pair	SLmean	RSmean	pos-neg	16	100.0	0.6	43.8	1.5	5.2	6.4	0.4	-0.1
pair	RSI	RSmean	neg-pos	16	100.0	0.6	50.0	1.7	7.4	9.2	0.3	-0.1
pair	RSmean	RSI	neg-pos	16	100.0	0.6	50.0	1.7	7.4	9.2	0.3	-0.1
pair	RSIhist	RSmean	neg-neg	16	100.0	0.5	75.0	2.2	6.0	7.7	0.2	-0.1
pair	RSmean	RSIhist	neg-neg	16	100.0	0.5	75.0	2.2	6.0	7.7	0.2	-0.1
pair	RSmean	RSIhist	neg-pos	16	100.0	0.4	43.8	1.3	5.2	3.4	0.3	-0.1
pair	RSIhist	RSmean	neg-pos	16	100.0	0.4	43.8	1.3	5.2	3.4	0.3	-0.1
pair	RSIhist	SLmean	neg-pos	16	100.0	0.4	37.5	1.4	8.8	11.7	0.3	-0.0
pair	SLmean	RSIhist	neg-pos	16	100.0	0.4	37.5	1.4	8.8	11.7	0.3	-0.0
pair	LWTI	MACD	pos-neg	16	100.0	0.3	31.2	0.7	1.0	1.2	0.5	-0.3
pair	MACD	LWTI	pos-neg	16	100.0	0.3	31.2	0.7	1.0	1.2	0.5	-0.3
pair	MACD	RSmean	neg-neg	16	100.0	0.3	75.0	1.4	2.5	4.4	0.2	-0.1
pair	RSmean	MACD	neg-neg	16	100.0	0.3	75.0	1.4	2.5	4.4	0.2	-0.1
pair	RSmean	RSI	neg-neg	16	100.0	0.3	37.5	1.5	7.4	5.6	0.2	-0.1
pair	RSI	RSmean	neg-neg	16	100.0	0.3	37.5	1.5	7.4	5.6	0.2	-0.1
pair	RSmean	MACDhist	neg-pos	16	100.0	0.3	37.5	1.3	3.9	3.1	0.3	-0.1
pair	MACDhist	RSmean	neg-pos	16	100.0	0.3	37.5	1.3	3.9	3.1	0.3	-0.1
pair	RSmean	SLmean	neg-neg	16	100.0	0.3	68.8	1.8	3.7	5.3	0.2	-0.1
pair	SLmean	RSmean	neg-neg	16	100.0	0.3	68.8	1.8	3.7	5.3	0.2	-0.1
pair	LWTI	RSI	pos-neg	16	100.0	0.3	37.5	0.7	0.8	1.3	0.5	-0.2
pair	RSI	LWTI	pos-neg	16	100.0	0.3	37.5	0.7	0.8	1.3	0.5	-0.2
pair	RSmean	MRmean	neg-neg	16	100.0	0.2	68.8	1.4	2.2	3.2	0.1	-0.1
pair	MRmean	RSmean	neg-neg	16	100.0	0.2	68.8	1.4	2.2	3.2	0.1	-0.1
pair	LWTI	RSmean	neg-neg	16	100.0	0.1	12.5	0.7	9.2	4.1	0.2	-0.0
pair	RSmean	LWTI	neg-neg	16	100.0	0.1	12.5	0.7	9.2	4.1	0.2	-0.0
single	RSI	RSI	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSI	RSI	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	LWTI	LWTI	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	LWTI	LWTI	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	neg-pos	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	pos-neg	16	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0

Contingency Tables by Signal Pair

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 88% Sharpe 2.27 \| Sortino 0.00 \| Calmar 3.7 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 1.7% \| Win 56% Sharpe 1.03 \| Sortino 3.73 \| Calmar 6.6 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 0.9% \| Win 50% Sharpe 1.86 \| Sortino 5.56 \| Calmar 9.9 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 3.2% \| Win 75% Sharpe 1.65 \| Sortino 2.54 \| Calmar 20.0 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
SLmean only	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 19.9% \| Win 81% Sharpe 2.25 \| Sortino 1.47 \| Calmar 3.7 Vol 8% \| MDD -5.3% Months 16M (100%)	CAGR 0.7% \| Win 50% Sharpe 1.70 \| Sortino 7.64 \| Calmar 9.0 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 3.9% \| Win 69% Sharpe 1.87 \| Sortino 3.46 \| Calmar 17.5 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 0.2% \| Win 69% Sharpe 1.37 \| Sortino 2.24 \| Calmar 3.2 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
RSmean only	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 81% Sharpe 2.17 \| Sortino 1.41 \| Calmar 3.6 Vol 8% \| MDD -5.2% Months 16M (100%)	CAGR 1.7% \| Win 81% Sharpe 2.48 \| Sortino 6.76 \| Calmar 9.5 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 2.8% \| Win 69% Sharpe 1.41 \| Sortino 2.01 \| Calmar 9.6 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 1.3% \| Win 75% Sharpe 2.65 \| Sortino 8.38 \| Calmar 7.3 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
MACD only	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 81% Sharpe 2.24 \| Sortino 1.46 \| Calmar 3.8 Vol 8% \| MDD -5.3% Months 16M (100%)	CAGR 0.7% \| Win 56% Sharpe 1.77 \| Sortino 5.33 \| Calmar 7.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 1.7% \| Win 62% Sharpe 1.12 \| Sortino 1.33 \| Calmar 8.4 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 2.4% \| Win 81% Sharpe 2.56 \| Sortino 42.04 \| Calmar 57.9 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
RSI only	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.4% \| Win 81% Sharpe 2.23 \| Sortino 1.45 \| Calmar 3.6 Vol 8% \| MDD -5.0% Months 16M (100%)	CAGR 2.0% \| Win 62% Sharpe 1.57 \| Sortino 6.00 \| Calmar 6.3 Vol 1% \| MDD -0.3% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 0.7% \| Win 62% Sharpe 1.07 \| Sortino 1.08 \| Calmar 20.9 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 3.4% \| Win 69% Sharpe 2.11 \| Sortino 10.57 \| Calmar 17.8 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 15.6% \| Win 88% Sharpe 2.04 \| Sortino 0.00 \| Calmar 3.1 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 4.5% \| Win 69% Sharpe 1.47 \| Sortino 10.58 \| Calmar 12.0 Vol 3% \| MDD -0.4% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 0.6% \| Win 44% Sharpe 2.02 \| Sortino 6.24 \| Calmar 9.1 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 3.5% \| Win 75% Sharpe 1.80 \| Sortino 2.52 \| Calmar 21.7 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 19.9% \| Win 81% Sharpe 2.26 \| Sortino 1.44 \| Calmar 3.7 Vol 8% \| MDD -5.4% Months 16M (100%)	CAGR 0.7% \| Win 31% Sharpe 1.36 \| Sortino 3.13 \| Calmar 4.9 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 2.7% \| Win 69% Sharpe 1.46 \| Sortino 2.20 \| Calmar 17.1 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 1.4% \| Win 56% Sharpe 2.55 \| Sortino 14.65 \| Calmar 20.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 19.1% \| Win 88% Sharpe 2.33 \| Sortino 0.00 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 0.6% \| Win 44% Sharpe 1.49 \| Sortino 5.21 \| Calmar 6.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 4.6% \| Win 75% Sharpe 1.37 \| Sortino 2.32 \| Calmar 9.6 Vol 3% \| MDD -0.5% Months 16M (100%)	CAGR 0.3% \| Win 69% Sharpe 1.80 \| Sortino 3.72 \| Calmar 5.3 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
RSmean only	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 17.4% \| Win 88% Sharpe 2.20 \| Sortino 0.00 \| Calmar 3.5 Vol 8% \| MDD -4.9% Months 16M (100%)	CAGR 2.1% \| Win 88% Sharpe 2.65 \| Sortino 0.00 \| Calmar 11.3 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 3.9% \| Win 62% Sharpe 1.16 \| Sortino 2.11 \| Calmar 6.7 Vol 3% \| MDD -0.6% Months 16M (100%)	CAGR 1.0% \| Win 75% Sharpe 2.51 \| Sortino 6.11 \| Calmar 5.5 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
MACD only	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 18.6% \| Win 88% Sharpe 2.27 \| Sortino 0.00 \| Calmar 3.7 Vol 8% \| MDD -5.0% Months 16M (100%)	CAGR 1.0% \| Win 62% Sharpe 2.09 \| Sortino 7.24 \| Calmar 7.3 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 2.8% \| Win 62% Sharpe 0.93 \| Sortino 1.50 \| Calmar 6.2 Vol 3% \| MDD -0.4% Months 16M (100%)	CAGR 2.1% \| Win 88% Sharpe 2.45 \| Sortino 0.00 \| Calmar 55.1 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
RSI only	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 16.8% \| Win 88% Sharpe 2.20 \| Sortino 0.00 \| Calmar 3.4 Vol 7% \| MDD -4.9% Months 16M (100%)	CAGR 2.7% \| Win 56% Sharpe 1.79 \| Sortino 9.87 \| Calmar 11.7 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 2.1% \| Win 62% Sharpe 1.06 \| Sortino 1.90 \| Calmar 12.5 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 2.8% \| Win 56% Sharpe 1.66 \| Sortino 6.65 \| Calmar 8.1 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 15.9% \| Win 88% Sharpe 2.07 \| Sortino 0.00 \| Calmar 3.2 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 3.5% \| Win 81% Sharpe 2.16 \| Sortino 13.81 \| Calmar 29.8 Vol 2% \| MDD -0.1% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 0.4% \| Win 38% Sharpe 1.39 \| Sortino 8.81 \| Calmar 11.7 Vol 0% \| MDD -0.0% Months 16M (100%)	CAGR 4.5% \| Win 69% Sharpe 1.37 \| Sortino 2.51 \| Calmar 10.0 Vol 3% \| MDD -0.4% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 18.6% \| Win 88% Sharpe 2.27 \| Sortino 0.00 \| Calmar 3.6 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 1.1% \| Win 50% Sharpe 1.77 \| Sortino 7.15 \| Calmar 13.2 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)
SLmean neg	CAGR 3.9% \| Win 69% Sharpe 1.23 \| Sortino 2.27 \| Calmar 9.5 Vol 3% \| MDD -0.4% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 2.03 \| Sortino 4.26 \| Calmar 7.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 21.1% \| Win 81% Sharpe 2.19 \| Sortino 1.84 \| Calmar 3.9 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 2.8% \| Win 75% Sharpe 3.20 \| Sortino 17.53 \| Calmar 9.7 Vol 1% \| MDD -0.3% Months 16M (100%)	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)
RSmean neg	CAGR 0.6% \| Win 56% Sharpe 1.65 \| Sortino 5.59 \| Calmar 6.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.3% \| Win 75% Sharpe 1.41 \| Sortino 2.54 \| Calmar 4.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)
MACD only	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 21.1% \| Win 81% Sharpe 2.22 \| Sortino 1.84 \| Calmar 3.9 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 2.8% \| Win 81% Sharpe 2.66 \| Sortino 14.56 \| Calmar 19.6 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)
RSmean neg	CAGR 0.6% \| Win 50% Sharpe 1.71 \| Sortino 7.38 \| Calmar 9.2 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.3% \| Win 38% Sharpe 1.49 \| Sortino 7.42 \| Calmar 5.6 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)
RSI only	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 18.7% \| Win 81% Sharpe 2.19 \| Sortino 1.65 \| Calmar 3.7 Vol 8% \| MDD -5.0% Months 16M (100%)	CAGR 4.9% \| Win 69% Sharpe 2.09 \| Sortino 7.66 \| Calmar 9.8 Vol 2% \| MDD -0.5% Months 16M (100%)	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)
RSmean neg	CAGR 0.3% \| Win 38% Sharpe 1.33 \| Sortino 3.92 \| Calmar 3.1 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.6% \| Win 69% Sharpe 1.63 \| Sortino 6.58 \| Calmar 9.1 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 15.9% \| Win 88% Sharpe 2.08 \| Sortino 0.00 \| Calmar 3.2 Vol 7% \| MDD -4.9% Months 16M (100%)	CAGR 7.5% \| Win 69% Sharpe 1.63 \| Sortino 3.91 \| Calmar 11.9 Vol 4% \| MDD -0.6% Months 16M (100%)	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)
RSmean neg	CAGR 0.4% \| Win 44% Sharpe 1.32 \| Sortino 5.15 \| Calmar 3.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.5% \| Win 75% Sharpe 2.23 \| Sortino 5.95 \| Calmar 7.7 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 22.1% \| Win 81% Sharpe 2.28 \| Sortino 1.84 \| Calmar 4.0 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 1.9% \| Win 56% Sharpe 2.04 \| Sortino 9.62 \| Calmar 13.0 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)
RSmean neg	CAGR 0.8% \| Win 56% Sharpe 1.75 \| Sortino 9.83 \| Calmar 12.5 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 0.1% \| Win 12% Sharpe 0.72 \| Sortino 9.16 \| Calmar 4.1 Vol 0% \| MDD -0.0% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 20.4% \| Win 81% Sharpe 2.17 \| Sortino 1.78 \| Calmar 3.8 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 1.2% \| Win 62% Sharpe 1.86 \| Sortino 12.99 \| Calmar 9.4 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
MACD neg	CAGR 1.2% \| Win 75% Sharpe 2.69 \| Sortino 7.99 \| Calmar 13.8 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 1.9% \| Win 69% Sharpe 2.83 \| Sortino 17.05 \| Calmar 8.6 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)
RSI only	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 17.0% \| Win 75% Sharpe 2.07 \| Sortino 1.77 \| Calmar 3.5 Vol 8% \| MDD -4.9% Months 16M (100%)	CAGR 4.3% \| Win 62% Sharpe 1.85 \| Sortino 7.87 \| Calmar 8.5 Vol 2% \| MDD -0.5% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
MACD neg	CAGR 1.9% \| Win 75% Sharpe 2.55 \| Sortino 6.24 \| Calmar 9.1 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 1.2% \| Win 75% Sharpe 2.46 \| Sortino 6.45 \| Calmar 7.1 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 13.9% \| Win 88% Sharpe 1.91 \| Sortino 0.00 \| Calmar 2.9 Vol 7% \| MDD -4.8% Months 16M (100%)	CAGR 7.2% \| Win 69% Sharpe 1.53 \| Sortino 3.67 \| Calmar 10.9 Vol 5% \| MDD -0.7% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
MACD neg	CAGR 2.2% \| Win 75% Sharpe 2.81 \| Sortino 0.00 \| Calmar 12.2 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 0.8% \| Win 69% Sharpe 2.24 \| Sortino 4.91 \| Calmar 4.6 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 21.4% \| Win 81% Sharpe 2.23 \| Sortino 1.83 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 0.3% \| Win 31% Sharpe 0.67 \| Sortino 1.00 \| Calmar 1.2 Vol 0% \| MDD -0.3% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
MACD neg	CAGR 1.4% \| Win 75% Sharpe 2.88 \| Sortino 12.86 \| Calmar 4.7 Vol 0% \| MDD -0.3% Months 16M (100%)	CAGR 1.7% \| Win 56% Sharpe 2.86 \| Sortino 488.50 \| Calmar 27.2 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 17.9% \| Win 81% Sharpe 2.13 \| Sortino 1.59 \| Calmar 3.6 Vol 8% \| MDD -5.0% Months 16M (100%)	CAGR 3.5% \| Win 62% Sharpe 1.81 \| Sortino 6.85 \| Calmar 7.6 Vol 2% \| MDD -0.5% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
RSI neg	CAGR 1.1% \| Win 69% Sharpe 2.05 \| Sortino 6.16 \| Calmar 9.7 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 2.0% \| Win 75% Sharpe 2.32 \| Sortino 22.17 \| Calmar 23.8 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 15.1% \| Win 88% Sharpe 2.01 \| Sortino 0.00 \| Calmar 3.1 Vol 7% \| MDD -4.9% Months 16M (100%)	CAGR 5.9% \| Win 75% Sharpe 1.39 \| Sortino 3.02 \| Calmar 10.9 Vol 4% \| MDD -0.5% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
RSI neg	CAGR 1.1% \| Win 62% Sharpe 2.40 \| Sortino 6.50 \| Calmar 11.0 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 2.0% \| Win 75% Sharpe 2.58 \| Sortino 49.41 \| Calmar 48.8 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 21.4% \| Win 81% Sharpe 2.25 \| Sortino 1.82 \| Calmar 3.9 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 0.3% \| Win 38% Sharpe 0.66 \| Sortino 0.76 \| Calmar 1.3 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)
RSI neg	CAGR 1.4% \| Win 75% Sharpe 2.41 \| Sortino 9.12 \| Calmar 16.9 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 1.7% \| Win 62% Sharpe 2.54 \| Sortino 17.26 \| Calmar 22.6 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 14.5% \| Win 88% Sharpe 2.02 \| Sortino 0.00 \| Calmar 3.0 Vol 7% \| MDD -4.8% Months 16M (100%)	CAGR 4.1% \| Win 75% Sharpe 1.26 \| Sortino 3.06 \| Calmar 14.4 Vol 3% \| MDD -0.3% Months 16M (100%)	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)
MACDhist neg	CAGR 1.7% \| Win 62% Sharpe 1.87 \| Sortino 6.07 \| Calmar 7.9 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 3.8% \| Win 62% Sharpe 1.99 \| Sortino 10.51 \| Calmar 12.8 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)
RSIhist only	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 18.4% \| Win 81% Sharpe 2.17 \| Sortino 1.57 \| Calmar 3.6 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 0.7% \| Win 44% Sharpe 2.01 \| Sortino 6.72 \| Calmar 9.9 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)
MACDhist neg	CAGR 4.1% \| Win 69% Sharpe 2.12 \| Sortino 6.98 \| Calmar 9.3 Vol 2% \| MDD -0.4% Months 16M (100%)	CAGR 1.4% \| Win 44% Sharpe 1.88 \| Sortino 17.88 \| Calmar 16.1 Vol 1% \| MDD -0.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 15.3% \| Win 88% Sharpe 2.03 \| Sortino 0.00 \| Calmar 3.1 Vol 7% \| MDD -5.0% Months 16M (100%)	CAGR 0.9% \| Win 44% Sharpe 1.81 \| Sortino 6.87 \| Calmar 10.0 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 16.4% \| Win 88% Sharpe 2.11 \| Sortino 0.00 \| Calmar 3.3 Vol 7% \| MDD -5.0% Months 16M (100%)
RSIhist neg	CAGR 6.9% \| Win 75% Sharpe 1.53 \| Sortino 3.68 \| Calmar 13.0 Vol 4% \| MDD -0.5% Months 16M (100%)	CAGR 1.1% \| Win 56% Sharpe 1.88 \| Sortino 2.26 \| Calmar 4.2 Vol 1% \| MDD -0.3% Months 16M (100%)	CAGR 8.0% \| Win 75% Sharpe 1.74 \| Sortino 4.34 \| Calmar 15.1 Vol 4% \| MDD -0.5% Months 16M (100%)
LWTI only	CAGR 23.1% \| Win 81% Sharpe 2.33 \| Sortino 1.85 \| Calmar 4.2 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 2.0% \| Win 56% Sharpe 2.15 \| Sortino 10.39 \| Calmar 13.8 Vol 1% \| MDD -0.1% Months 16M (100%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 88% Sharpe 2.27 \| Sortino 0.00 \| Calmar 3.7 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 1.7% \| Win 56% Sharpe 1.03 \| Sortino 3.73 \| Calmar 6.6 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 0.9% \| Win 50% Sharpe 1.86 \| Sortino 5.56 \| Calmar 9.9 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 3.2% \| Win 75% Sharpe 1.65 \| Sortino 2.54 \| Calmar 20.0 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
SLmean only	CAGR 19.8% \| Win 88% Sharpe 2.36 \| Sortino 0.00 \| Calmar 3.9 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 4.9% \| Win 81% Sharpe 1.47 \| Sortino 3.19 \| Calmar 11.8 Vol 3% \| MDD -0.4% Months 16M (100%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 19.9% \| Win 81% Sharpe 2.25 \| Sortino 1.47 \| Calmar 3.7 Vol 8% \| MDD -5.3% Months 16M (100%)	CAGR 0.7% \| Win 50% Sharpe 1.70 \| Sortino 7.64 \| Calmar 9.0 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 3.9% \| Win 69% Sharpe 1.87 \| Sortino 3.46 \| Calmar 17.5 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 0.2% \| Win 69% Sharpe 1.37 \| Sortino 2.24 \| Calmar 3.2 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
RSmean only	CAGR 24.4% \| Win 81% Sharpe 2.40 \| Sortino 1.97 \| Calmar 4.4 Vol 9% \| MDD -5.5% Months 16M (100%)	CAGR 0.9% \| Win 56% Sharpe 1.91 \| Sortino 9.37 \| Calmar 10.9 Vol 0% \| MDD -0.1% Months 16M (100%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 18.7% \| Win 81% Sharpe 2.17 \| Sortino 1.41 \| Calmar 3.6 Vol 8% \| MDD -5.2% Months 16M (100%)	CAGR 1.7% \| Win 81% Sharpe 2.48 \| Sortino 6.76 \| Calmar 9.5 Vol 1% \| MDD -0.2% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 2.8% \| Win 69% Sharpe 1.41 \| Sortino 2.01 \| Calmar 9.6 Vol 2% \| MDD -0.3% Months 16M (100%)	CAGR 1.3% \| Win 75% Sharpe 2.65 \| Sortino 8.38 \| Calmar 7.3 Vol 0% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
MACD only	CAGR 21.8% \| Win 81% Sharpe 2.23 \| Sortino 1.87 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 75% Sharpe 3.11 \| Sortino 28.26 \| Calmar 10.3 Vol 1% \| MDD -0.3% Months 16M (100%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 19.8% \| Win 81% Sharpe 2.24 \| Sortino 1.46 \| Calmar 3.8 Vol 8% \| MDD -5.3% Months 16M (100%)	CAGR 0.7% \| Win 56% Sharpe 1.77 \| Sortino 5.33 \| Calmar 7.4 Vol 0% \| MDD -0.1% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 1.7% \| Win 62% Sharpe 1.12 \| Sortino 1.33 \| Calmar 8.4 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 2.4% \| Win 81% Sharpe 2.56 \| Sortino 42.04 \| Calmar 57.9 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
RSI only	CAGR 21.8% \| Win 81% Sharpe 2.25 \| Sortino 1.85 \| Calmar 4.0 Vol 9% \| MDD -5.4% Months 16M (100%)	CAGR 3.1% \| Win 81% Sharpe 2.83 \| Sortino 323.62 \| Calmar 37.8 Vol 1% \| MDD -0.1% Months 16M (100%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 18.4% \| Win 81% Sharpe 2.23 \| Sortino 1.45 \| Calmar 3.6 Vol 8% \| MDD -5.0% Months 16M (100%)	CAGR 2.0% \| Win 62% Sharpe 1.57 \| Sortino 6.00 \| Calmar 6.3 Vol 1% \| MDD -0.3% Months 16M (100%)	CAGR 20.7% \| Win 81% Sharpe 2.29 \| Sortino 1.49 \| Calmar 3.9 Vol 8% \| MDD -5.4% Months 16M (100%)
MRmean neg	CAGR 0.7% \| Win 62% Sharpe 1.07 \| Sortino 1.08 \| Calmar 20.9 Vol 1% \| MDD -0.0% Months 16M (100%)	CAGR 3.4% \| Win 69% Sharpe 2.11 \| Sortino 10.57 \| Calmar 17.8 Vol 2% \| MDD -0.2% Months 16M (100%)	CAGR 4.1% \| Win 69% Sharpe 1.95 \| Sortino 3.97 \| Calmar 25.8 Vol 2% \| MDD -0.2% Months 16M (100%)
MACDhist only	CAGR 19.1% \| Win 81% Sharpe 2.23 \| Sortino 1.61 \| Calmar 3.8 Vol 8% \| MDD -5.1% Months 16M (100%)	CAGR 5.5% \| Win 69% Sharpe 2.17 \| Sortino 10.50 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 16M (100%)