Signal Pair Analysis

Performance Comparison by Signal Pairs

116

Total ETFs

Signal Pairs

Avg Months

5.6%

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	18	100.0	23.9	83.3	2.3	2.5	4.3	9.5	-5.5
single	RSmean	RSmean	pos-pos	19	100.0	21.8	78.9	2.2	2.3	4.0	9.1	-5.5
single	LWTI	LWTI	pos-pos	19	100.0	20.4	73.7	2.1	2.2	3.7	8.9	-5.5
pair	RSmean	LWTI	pos-pos	19	100.0	19.7	78.9	2.1	2.1	3.6	8.8	-5.5
pair	LWTI	RSmean	pos-pos	19	100.0	19.7	78.9	2.1	2.1	3.6	8.8	-5.5
single	MACD	MACD	pos-pos	19	100.0	19.4	78.9	2.0	2.2	3.6	8.9	-5.4
pair	MACD	RSmean	pos-pos	19	100.0	19.0	78.9	2.0	2.1	3.5	8.8	-5.4
pair	MACD	LWTI	pos-pos	19	100.0	19.0	78.9	2.0	2.1	3.5	8.7	-5.4
pair	LWTI	MACD	pos-pos	19	100.0	19.0	78.9	2.0	2.1	3.5	8.7	-5.4
pair	RSmean	MACD	pos-pos	19	100.0	19.0	78.9	2.0	2.1	3.5	8.8	-5.4
single	RSI	RSI	pos-pos	19	100.0	18.8	73.7	2.0	2.2	3.5	8.8	-5.4
pair	RSI	LWTI	pos-pos	19	100.0	18.4	73.7	2.0	2.1	3.4	8.7	-5.4
pair	LWTI	RSI	pos-pos	19	100.0	18.4	73.7	2.0	2.1	3.4	8.7	-5.4
pair	RSmean	RSI	pos-pos	19	100.0	18.3	73.7	2.0	2.2	3.4	8.7	-5.4
pair	RSI	RSmean	pos-pos	19	100.0	18.3	73.7	2.0	2.2	3.4	8.7	-5.4
pair	MACD	RSI	pos-pos	19	100.0	17.7	73.7	1.9	2.1	3.3	8.7	-5.4
pair	RSI	MACD	pos-pos	19	100.0	17.7	73.7	1.9	2.1	3.3	8.7	-5.4
single	MRmean	MRmean	pos-pos	19	100.0	17.5	73.7	2.0	1.9	3.3	8.2	-5.4
pair	MRmean	RSmean	pos-pos	19	100.0	17.0	73.7	2.0	1.9	3.2	8.0	-5.3
pair	RSmean	MRmean	pos-pos	19	100.0	17.0	73.7	2.0	1.9	3.2	8.0	-5.3
pair	LWTI	MRmean	pos-pos	19	100.0	16.9	73.7	2.0	1.9	3.1	8.0	-5.4
pair	MRmean	RSI	pos-pos	19	100.0	16.9	73.7	2.0	1.9	3.2	8.1	-5.3
pair	RSI	MRmean	pos-pos	19	100.0	16.9	73.7	2.0	1.9	3.2	8.1	-5.3
pair	MRmean	LWTI	pos-pos	19	100.0	16.9	73.7	2.0	1.9	3.1	8.0	-5.4
single	SLmean	SLmean	pos-pos	19	100.0	16.4	78.9	2.1	1.8	3.2	7.6	-5.1
single	MACDhist	MACDhist	pos-pos	19	100.0	16.3	73.7	2.0	2.0	3.2	7.8	-5.1
pair	MRmean	MACD	pos-pos	19	100.0	16.0	73.7	1.9	1.8	3.1	7.9	-5.2
pair	RSmean	MACDhist	pos-pos	19	100.0	16.0	73.7	1.9	2.0	3.2	7.8	-5.0
pair	MACD	MRmean	pos-pos	19	100.0	16.0	73.7	1.9	1.8	3.1	7.9	-5.2
pair	SLmean	RSmean	pos-pos	19	100.0	16.0	78.9	2.1	1.7	3.2	7.4	-5.1
pair	RSmean	SLmean	pos-pos	19	100.0	16.0	78.9	2.1	1.7	3.2	7.4	-5.1
pair	MACDhist	RSmean	pos-pos	19	100.0	16.0	73.7	1.9	2.0	3.2	7.8	-5.0
pair	MACDhist	LWTI	pos-pos	19	100.0	15.7	73.7	1.9	1.9	3.1	7.8	-5.1
pair	LWTI	MACDhist	pos-pos	19	100.0	15.7	73.7	1.9	1.9	3.1	7.8	-5.1
pair	MRmean	SLmean	pos-pos	19	100.0	15.5	78.9	2.0	1.7	3.0	7.5	-5.1
pair	SLmean	MRmean	pos-pos	19	100.0	15.5	78.9	2.0	1.7	3.0	7.5	-5.1
pair	RSI	SLmean	pos-pos	19	100.0	15.4	78.9	2.0	1.7	3.1	7.4	-5.0
pair	MRmean	MACDhist	pos-pos	19	100.0	15.4	73.7	1.9	1.9	3.0	7.5	-5.0
pair	MACDhist	MRmean	pos-pos	19	100.0	15.4	73.7	1.9	1.9	3.0	7.5	-5.0
pair	SLmean	RSI	pos-pos	19	100.0	15.4	78.9	2.0	1.7	3.1	7.4	-5.0
pair	LWTI	SLmean	pos-pos	19	100.0	15.3	78.9	2.0	1.6	3.0	7.4	-5.1
pair	SLmean	LWTI	pos-pos	19	100.0	15.3	78.9	2.0	1.6	3.0	7.4	-5.1
pair	MACDhist	RSI	pos-pos	19	100.0	15.1	73.7	1.9	1.9	3.0	7.7	-5.0
pair	RSI	MACDhist	pos-pos	19	100.0	15.1	73.7	1.9	1.9	3.0	7.7	-5.0
pair	MACD	MACDhist	pos-pos	19	100.0	14.6	68.4	1.9	2.0	3.0	7.6	-4.9
pair	MACDhist	MACD	pos-pos	19	100.0	14.6	68.4	1.9	2.0	3.0	7.6	-4.9
pair	SLmean	MACD	pos-pos	19	100.0	14.5	78.9	1.9	1.6	3.0	7.2	-4.9
pair	MACD	SLmean	pos-pos	19	100.0	14.5	78.9	1.9	1.6	3.0	7.2	-4.9
pair	MACDhist	SLmean	pos-pos	19	100.0	13.9	78.9	1.9	1.5	2.8	6.9	-4.9
pair	SLmean	MACDhist	pos-pos	19	100.0	13.9	78.9	1.9	1.5	2.8	6.9	-4.9
single	RSIhist	RSIhist	pos-pos	19	100.0	13.1	78.9	1.8	1.5	2.6	7.1	-5.0
pair	RSIhist	RSmean	pos-pos	19	100.0	12.8	78.9	1.8	1.4	2.6	6.9	-4.9
pair	RSmean	RSIhist	pos-pos	19	100.0	12.8	78.9	1.8	1.4	2.6	6.9	-4.9
pair	SLmean	RSIhist	pos-pos	19	100.0	12.7	78.9	1.8	1.4	2.5	7.0	-5.0
pair	RSIhist	SLmean	pos-pos	19	100.0	12.7	78.9	1.8	1.4	2.5	7.0	-5.0
pair	MRmean	RSIhist	pos-pos	19	100.0	12.5	78.9	1.7	1.4	2.5	7.0	-5.0
pair	RSIhist	MRmean	pos-pos	19	100.0	12.5	78.9	1.7	1.4	2.5	7.0	-5.0
pair	RSIhist	LWTI	pos-pos	19	100.0	12.3	78.9	1.7	1.4	2.5	6.9	-5.0
pair	LWTI	RSIhist	pos-pos	19	100.0	12.3	78.9	1.7	1.4	2.5	6.9	-5.0
pair	RSI	RSIhist	pos-pos	19	100.0	12.1	78.9	1.7	1.4	2.5	6.8	-4.9
pair	RSIhist	RSI	pos-pos	19	100.0	12.1	78.9	1.7	1.4	2.5	6.8	-4.9
pair	RSIhist	MACDhist	pos-pos	19	100.0	11.7	78.9	1.7	1.4	2.5	6.5	-4.8
pair	MACDhist	RSIhist	pos-pos	19	100.0	11.7	78.9	1.7	1.4	2.5	6.5	-4.8
pair	RSIhist	MACD	pos-pos	19	100.0	11.2	78.9	1.6	1.3	2.3	6.6	-4.8
pair	MACD	RSIhist	pos-pos	19	100.0	11.2	78.9	1.6	1.3	2.3	6.6	-4.8
single	RSIhist	RSIhist	neg-neg	19	100.0	8.5	73.7	1.8	5.1	9.3	4.6	-0.9
pair	RSmean	RSIhist	pos-neg	19	100.0	8.1	68.4	1.7	4.6	10.0	4.6	-0.8
pair	RSIhist	RSmean	pos-neg	19	100.0	8.1	68.4	1.7	4.6	10.0	4.6	-0.8
pair	MACD	RSIhist	pos-neg	19	100.0	7.6	68.4	1.6	4.2	8.4	4.6	-0.9
pair	RSIhist	MACD	pos-neg	19	100.0	7.6	68.4	1.6	4.2	8.4	4.6	-0.9
pair	LWTI	RSIhist	neg-pos	19	100.0	7.3	73.7	1.6	4.4	7.9	4.5	-0.9
pair	RSIhist	LWTI	neg-pos	19	100.0	7.3	73.7	1.6	4.4	7.9	4.5	-0.9
pair	RSI	RSIhist	pos-neg	19	100.0	6.0	73.7	1.4	3.4	5.7	4.3	-1.1
pair	RSIhist	RSI	pos-neg	19	100.0	6.0	73.7	1.4	3.4	5.7	4.3	-1.1
single	MACDhist	MACDhist	neg-neg	19	100.0	5.5	68.4	2.2	11.8	12.6	2.4	-0.4
single	SLmean	SLmean	neg-neg	19	100.0	5.4	78.9	1.6	5.0	8.1	3.4	-0.7
pair	RSmean	MACDhist	pos-neg	19	100.0	5.1	68.4	2.3	8.3	10.3	2.2	-0.5
pair	MACDhist	RSmean	pos-neg	19	100.0	5.1	68.4	2.3	8.3	10.3	2.2	-0.5
pair	RSIhist	SLmean	neg-neg	19	100.0	5.1	68.4	1.5	3.2	7.6	3.4	-0.7
pair	SLmean	RSIhist	neg-neg	19	100.0	5.1	68.4	1.5	3.2	7.6	3.4	-0.7
pair	RSmean	SLmean	neg-pos	19	100.0	5.1	73.7	1.5	3.2	7.9	3.4	-0.6
pair	SLmean	RSmean	neg-pos	19	100.0	5.1	73.7	1.5	3.2	7.9	3.4	-0.6
pair	RSIhist	MRmean	pos-neg	19	100.0	4.5	68.4	1.4	4.1	5.0	3.1	-0.9
pair	LWTI	SLmean	neg-pos	19	100.0	4.5	68.4	1.3	2.9	6.6	3.3	-0.7
pair	MRmean	RSIhist	pos-neg	19	100.0	4.5	68.4	1.4	4.1	5.0	3.1	-0.9
pair	SLmean	LWTI	neg-pos	19	100.0	4.5	68.4	1.3	2.9	6.6	3.3	-0.7
single	MRmean	MRmean	neg-neg	19	100.0	4.4	68.4	2.2	4.6	27.7	2.0	-0.2
pair	SLmean	MACD	neg-pos	19	100.0	4.4	63.2	1.3	2.6	6.8	3.4	-0.7
pair	MACD	SLmean	neg-pos	19	100.0	4.4	63.2	1.3	2.6	6.8	3.4	-0.7
pair	MACD	MACDhist	pos-neg	19	100.0	4.3	63.2	1.9	8.3	8.6	2.2	-0.5
pair	MACDhist	MACD	pos-neg	19	100.0	4.3	63.2	1.9	8.3	8.6	2.2	-0.5
pair	RSIhist	MACDhist	pos-neg	19	100.0	4.2	73.7	1.3	2.9	4.5	3.3	-0.9
pair	MRmean	RSmean	neg-pos	19	100.0	4.2	68.4	2.1	4.0	18.9	2.0	-0.2
pair	RSmean	MRmean	neg-pos	19	100.0	4.2	68.4	2.1	4.0	18.9	2.0	-0.2
pair	MACDhist	RSIhist	pos-neg	19	100.0	4.2	73.7	1.3	2.9	4.5	3.3	-0.9
pair	MACDhist	RSIhist	neg-neg	19	100.0	4.2	68.4	2.2	11.7	14.2	1.9	-0.3
pair	RSIhist	MACDhist	neg-neg	19	100.0	4.2	68.4	2.2	11.7	14.2	1.9	-0.3
pair	MACDhist	LWTI	neg-pos	19	100.0	4.1	68.4	2.2	7.4	9.4	1.9	-0.4
pair	LWTI	MACDhist	neg-pos	19	100.0	4.1	68.4	2.2	7.4	9.4	1.9	-0.4
pair	MRmean	RSIhist	neg-neg	19	100.0	3.9	73.7	2.0	3.1	24.2	1.9	-0.2
pair	RSIhist	MRmean	neg-neg	19	100.0	3.9	73.7	2.0	3.1	24.2	1.9	-0.2
pair	MRmean	SLmean	neg-neg	19	100.0	3.6	73.7	1.9	3.1	22.3	1.9	-0.2
pair	SLmean	MRmean	neg-neg	19	100.0	3.6	73.7	1.9	3.1	22.3	1.9	-0.2
pair	MACDhist	MRmean	neg-neg	19	100.0	3.5	73.7	2.3	10.9	18.3	1.5	-0.2
pair	MRmean	MACDhist	neg-neg	19	100.0	3.5	73.7	2.3	10.9	18.3	1.5	-0.2
pair	RSI	MACDhist	pos-neg	19	100.0	3.3	57.9	1.8	6.5	7.3	1.9	-0.5
pair	RSIhist	SLmean	pos-neg	19	100.0	3.3	78.9	2.1	8.4	13.8	1.5	-0.2
pair	SLmean	RSIhist	pos-neg	19	100.0	3.3	78.9	2.1	8.4	13.8	1.5	-0.2
pair	MACDhist	RSI	pos-neg	19	100.0	3.3	57.9	1.8	6.5	7.3	1.9	-0.5
single	RSI	RSI	neg-neg	19	100.0	3.3	84.2	3.2	335.1	39.6	1.0	-0.1
pair	MACDhist	SLmean	neg-neg	19	100.0	3.2	63.2	1.9	7.6	9.2	1.6	-0.3
pair	SLmean	MACDhist	neg-neg	19	100.0	3.2	63.2	1.9	7.6	9.2	1.6	-0.3
pair	LWTI	MRmean	neg-pos	19	100.0	3.1	68.4	1.7	2.7	19.3	1.8	-0.2
pair	MACD	MRmean	neg-pos	19	100.0	3.1	73.7	1.6	2.2	10.7	1.9	-0.3
pair	MRmean	MACD	neg-pos	19	100.0	3.1	73.7	1.6	2.2	10.7	1.9	-0.3
pair	MRmean	LWTI	neg-pos	19	100.0	3.1	68.4	1.7	2.7	19.3	1.8	-0.2
pair	RSI	RSmean	pos-neg	19	100.0	3.0	84.2	3.0	15.7	21.2	1.0	-0.1
pair	SLmean	RSI	neg-pos	19	100.0	3.0	63.2	1.0	1.7	3.7	3.1	-0.8
pair	RSI	SLmean	neg-pos	19	100.0	3.0	63.2	1.0	1.7	3.7	3.1	-0.8
pair	RSmean	RSI	pos-neg	19	100.0	3.0	84.2	3.0	15.7	21.2	1.0	-0.1
pair	RSI	MRmean	neg-neg	19	100.0	2.7	84.2	3.0	47.5	65.5	0.9	-0.0
single	MACD	MACD	neg-neg	19	100.0	2.7	73.7	2.9	15.4	8.6	0.9	-0.3
pair	MRmean	RSI	neg-neg	19	100.0	2.7	84.2	3.0	47.5	65.5	0.9	-0.0
pair	MACD	RSmean	pos-neg	19	100.0	2.5	73.7	3.0	12.9	8.2	0.8	-0.3
pair	RSmean	MACD	pos-neg	19	100.0	2.5	73.7	3.0	12.9	8.2	0.8	-0.3
pair	RSI	RSIhist	neg-neg	19	100.0	2.4	78.9	3.0	58.4	57.8	0.8	-0.0
pair	SLmean	RSI	neg-neg	19	100.0	2.4	89.5	2.9	0.0	62.7	0.8	-0.0
pair	RSI	SLmean	neg-neg	19	100.0	2.4	89.5	2.9	0.0	62.7	0.8	-0.0
pair	RSIhist	RSI	neg-neg	19	100.0	2.4	78.9	3.0	58.4	57.8	0.8	-0.0
pair	SLmean	MACDhist	pos-neg	19	100.0	2.3	57.9	1.6	7.7	8.1	1.4	-0.3
pair	MACDhist	SLmean	pos-neg	19	100.0	2.3	57.9	1.6	7.7	8.1	1.4	-0.3
pair	MACDhist	SLmean	neg-pos	19	100.0	2.2	63.2	1.1	1.8	3.1	2.1	-0.7
pair	SLmean	MACDhist	neg-pos	19	100.0	2.2	63.2	1.1	1.8	3.1	2.1	-0.7
pair	MACDhist	RSI	neg-neg	19	100.0	2.1	78.9	2.7	23.8	25.5	0.8	-0.1
pair	RSI	MACDhist	neg-neg	19	100.0	2.1	78.9	2.7	23.8	25.5	0.8	-0.1
pair	MACDhist	MRmean	pos-neg	19	100.0	1.9	63.2	1.6	6.3	6.0	1.2	-0.3
pair	MRmean	MACDhist	pos-neg	19	100.0	1.9	63.2	1.6	6.3	6.0	1.2	-0.3
single	LWTI	LWTI	neg-neg	19	100.0	1.9	57.9	2.1	11.9	12.8	0.9	-0.1
pair	MRmean	SLmean	pos-neg	19	100.0	1.8	57.9	1.0	2.3	2.8	1.8	-0.7
pair	LWTI	RSmean	pos-neg	19	100.0	1.8	57.9	2.0	11.1	12.2	0.9	-0.1
pair	SLmean	MRmean	pos-neg	19	100.0	1.8	57.9	1.0	2.3	2.8	1.8	-0.7
pair	MACD	RSI	neg-neg	19	100.0	1.8	68.4	2.8	13.7	7.4	0.6	-0.2
pair	RSI	MACD	neg-neg	19	100.0	1.8	68.4	2.8	13.7	7.4	0.6	-0.2
pair	MACD	RSIhist	neg-pos	19	100.0	1.8	63.2	2.2	8.0	5.2	0.8	-0.3
pair	RSmean	LWTI	pos-neg	19	100.0	1.8	57.9	2.0	11.1	12.2	0.9	-0.1
pair	RSIhist	MACD	neg-pos	19	100.0	1.8	63.2	2.2	8.0	5.2	0.8	-0.3
pair	LWTI	RSI	neg-pos	19	100.0	1.7	78.9	2.8	10.8	20.0	0.6	-0.1
pair	MACD	SLmean	pos-neg	19	100.0	1.7	78.9	2.3	5.3	7.5	0.7	-0.2
pair	SLmean	MACD	pos-neg	19	100.0	1.7	78.9	2.3	5.3	7.5	0.7	-0.2
pair	RSI	MRmean	neg-pos	19	100.0	1.7	57.9	1.2	1.6	8.3	1.5	-0.2
pair	RSI	LWTI	neg-pos	19	100.0	1.7	78.9	2.8	10.8	20.0	0.6	-0.1
pair	MRmean	RSI	neg-pos	19	100.0	1.7	57.9	1.2	1.6	8.3	1.5	-0.2
pair	LWTI	RSI	neg-neg	19	100.0	1.6	68.4	2.5	16.1	21.1	0.6	-0.1
pair	RSI	LWTI	neg-neg	19	100.0	1.6	68.4	2.5	16.1	21.1	0.6	-0.1
pair	RSI	MACD	pos-neg	19	100.0	1.5	68.4	2.4	16.1	11.7	0.6	-0.1
pair	MACD	MACDhist	neg-pos	19	100.0	1.5	73.7	2.2	6.3	5.8	0.7	-0.3
pair	MACD	RSI	pos-neg	19	100.0	1.5	68.4	2.4	16.1	11.7	0.6	-0.1
pair	LWTI	MACD	neg-neg	19	100.0	1.5	63.2	2.8	453.6	25.1	0.5	-0.1
pair	MACD	LWTI	neg-neg	19	100.0	1.5	63.2	2.8	453.6	25.1	0.5	-0.1
pair	MACDhist	MACD	neg-pos	19	100.0	1.5	73.7	2.2	6.3	5.8	0.7	-0.3
pair	MACD	MRmean	pos-neg	19	100.0	1.4	73.7	2.0	7.1	4.2	0.7	-0.3
pair	MRmean	MACD	pos-neg	19	100.0	1.4	73.7	2.0	7.1	4.2	0.7	-0.3
pair	RSIhist	MACDhist	neg-pos	19	100.0	1.3	52.6	1.5	4.9	3.1	0.9	-0.4
pair	MACDhist	RSIhist	neg-pos	19	100.0	1.3	52.6	1.5	4.9	3.1	0.9	-0.4
pair	MRmean	LWTI	neg-neg	19	100.0	1.3	63.2	2.6	14.0	19.5	0.5	-0.1
pair	LWTI	MRmean	neg-neg	19	100.0	1.3	63.2	2.6	14.0	19.5	0.5	-0.1
pair	LWTI	MACDhist	neg-neg	19	100.0	1.3	47.4	1.9	16.4	11.1	0.7	-0.1
pair	MRmean	MACD	neg-neg	19	100.0	1.3	73.7	2.8	8.3	6.6	0.5	-0.2
pair	MACDhist	LWTI	neg-neg	19	100.0	1.3	47.4	1.9	16.4	11.1	0.7	-0.1
pair	MACD	MRmean	neg-neg	19	100.0	1.3	73.7	2.8	8.3	6.6	0.5	-0.2
pair	LWTI	RSIhist	neg-neg	19	100.0	1.2	63.2	2.1	2.4	4.5	0.5	-0.3
pair	RSIhist	LWTI	neg-neg	19	100.0	1.2	63.2	2.1	2.4	4.5	0.5	-0.3
pair	RSI	MACDhist	neg-pos	19	100.0	1.1	68.4	2.1	6.5	9.7	0.5	-0.1
pair	MACDhist	RSI	neg-pos	19	100.0	1.1	68.4	2.1	6.5	9.7	0.5	-0.1
pair	LWTI	MACD	neg-pos	19	100.0	1.1	68.4	2.4	7.9	3.0	0.5	-0.4
pair	MACD	LWTI	neg-pos	19	100.0	1.1	68.4	2.4	7.9	3.0	0.5	-0.4
pair	MACDhist	MACD	neg-neg	19	100.0	1.1	73.7	2.4	7.2	5.4	0.5	-0.2
pair	MACD	MACDhist	neg-neg	19	100.0	1.1	73.7	2.4	7.2	5.4	0.5	-0.2
pair	MACD	SLmean	neg-neg	19	100.0	1.0	73.7	2.6	6.1	4.9	0.4	-0.2
pair	SLmean	LWTI	pos-neg	19	100.0	1.0	52.6	1.7	7.0	5.5	0.6	-0.2
pair	LWTI	SLmean	pos-neg	19	100.0	1.0	52.6	1.7	7.0	5.5	0.6	-0.2
pair	SLmean	MACD	neg-neg	19	100.0	1.0	73.7	2.6	6.1	4.9	0.4	-0.2
pair	RSI	MACD	neg-pos	19	100.0	0.9	68.4	2.2	8.5	5.6	0.4	-0.2
pair	SLmean	LWTI	neg-neg	19	100.0	0.9	63.2	2.1	4.2	7.2	0.4	-0.1
pair	LWTI	SLmean	neg-neg	19	100.0	0.9	63.2	2.1	4.2	7.2	0.4	-0.1
pair	MRmean	MACDhist	neg-pos	19	100.0	0.9	63.2	1.3	1.6	10.6	0.7	-0.1
pair	RSIhist	RSI	neg-pos	19	100.0	0.9	52.6	2.0	6.2	5.4	0.4	-0.2
pair	RSIhist	MACD	neg-neg	19	100.0	0.9	68.4	2.5	5.7	4.7	0.4	-0.2
pair	RSI	RSIhist	neg-pos	19	100.0	0.9	52.6	2.0	6.2	5.4	0.4	-0.2
pair	SLmean	RSI	pos-neg	19	100.0	0.9	57.9	1.9	5.5	6.3	0.5	-0.1
pair	MACDhist	MRmean	neg-pos	19	100.0	0.9	63.2	1.3	1.6	10.6	0.7	-0.1
pair	RSI	SLmean	pos-neg	19	100.0	0.9	57.9	1.9	5.5	6.3	0.5	-0.1
pair	MACD	RSI	neg-pos	19	100.0	0.9	68.4	2.2	8.5	5.6	0.4	-0.2
pair	MACD	RSIhist	neg-neg	19	100.0	0.9	68.4	2.5	5.7	4.7	0.4	-0.2
pair	MRmean	SLmean	neg-pos	19	100.0	0.8	52.6	1.8	5.1	9.0	0.4	-0.1
pair	SLmean	MRmean	neg-pos	19	100.0	0.8	52.6	1.8	5.1	9.0	0.4	-0.1
pair	LWTI	RSIhist	pos-neg	19	100.0	0.7	36.8	1.5	4.8	3.9	0.5	-0.2
pair	RSIhist	LWTI	pos-neg	19	100.0	0.7	36.8	1.5	4.8	3.9	0.5	-0.2
single	RSmean	RSmean	neg-neg	19	100.0	0.6	52.6	1.3	4.3	2.7	0.5	-0.2
pair	RSI	MRmean	pos-neg	19	100.0	0.6	47.4	1.5	4.7	3.8	0.4	-0.2
pair	MRmean	RSI	pos-neg	19	100.0	0.6	47.4	1.5	4.7	3.8	0.4	-0.2
pair	MACDhist	LWTI	pos-neg	19	100.0	0.6	36.8	1.8	5.7	8.4	0.3	-0.1
pair	LWTI	MACDhist	pos-neg	19	100.0	0.6	36.8	1.8	5.7	8.4	0.3	-0.1
pair	MRmean	LWTI	pos-neg	19	100.0	0.6	31.6	1.2	2.9	4.3	0.5	-0.1
pair	LWTI	MRmean	pos-neg	19	100.0	0.6	31.6	1.2	2.9	4.3	0.5	-0.1
pair	MRmean	RSIhist	neg-pos	19	100.0	0.5	36.8	1.8	5.2	7.7	0.3	-0.1
pair	LWTI	RSmean	neg-pos	19	100.0	0.5	52.6	1.2	3.6	2.3	0.5	-0.2
pair	RSmean	LWTI	neg-pos	19	100.0	0.5	52.6	1.2	3.6	2.3	0.5	-0.2
pair	RSIhist	MRmean	neg-pos	19	100.0	0.5	36.8	1.8	5.2	7.7	0.3	-0.1
pair	RSmean	MRmean	pos-neg	19	100.0	0.4	42.1	1.1	3.1	1.9	0.4	-0.2
pair	RSIhist	SLmean	neg-pos	19	100.0	0.4	31.6	1.3	7.4	9.9	0.3	-0.0
pair	SLmean	RSIhist	neg-pos	19	100.0	0.4	31.6	1.3	7.4	9.9	0.3	-0.0
pair	RSmean	MACDhist	neg-neg	19	100.0	0.4	63.2	1.1	3.1	2.1	0.3	-0.2
pair	MACD	RSmean	neg-pos	19	100.0	0.4	52.6	1.1	3.2	2.5	0.4	-0.2
pair	RSmean	MACD	neg-pos	19	100.0	0.4	52.6	1.1	3.2	2.5	0.4	-0.2
pair	MACDhist	RSmean	neg-neg	19	100.0	0.4	63.2	1.1	3.1	2.1	0.3	-0.2
pair	MRmean	RSmean	pos-neg	19	100.0	0.4	42.1	1.1	3.1	1.9	0.4	-0.2
pair	RSIhist	RSmean	neg-neg	19	100.0	0.4	73.7	1.6	2.9	3.7	0.2	-0.1
pair	RSmean	RSIhist	neg-neg	19	100.0	0.4	73.7	1.6	2.9	3.7	0.2	-0.1
pair	RSmean	RSI	neg-pos	19	100.0	0.4	42.1	1.1	3.3	2.2	0.3	-0.2
pair	RSI	RSmean	neg-pos	19	100.0	0.4	42.1	1.1	3.3	2.2	0.3	-0.2
pair	LWTI	MACD	pos-neg	19	100.0	0.3	36.8	0.7	1.1	1.2	0.5	-0.3
pair	RSmean	MACDhist	neg-pos	19	100.0	0.3	31.6	1.0	3.2	2.0	0.2	-0.1
pair	RSIhist	RSmean	neg-pos	19	100.0	0.3	36.8	0.8	1.7	1.1	0.3	-0.2
pair	RSmean	RSIhist	neg-pos	19	100.0	0.3	36.8	0.8	1.7	1.1	0.3	-0.2
pair	SLmean	RSmean	neg-neg	19	100.0	0.3	68.4	1.8	3.9	4.8	0.2	-0.1
pair	RSmean	SLmean	pos-neg	19	100.0	0.3	36.8	0.8	1.9	1.3	0.4	-0.2
pair	RSmean	SLmean	neg-neg	19	100.0	0.3	68.4	1.8	3.9	4.8	0.2	-0.1
pair	SLmean	RSmean	pos-neg	19	100.0	0.3	36.8	0.8	1.9	1.3	0.4	-0.2
pair	LWTI	RSI	pos-neg	19	100.0	0.3	36.8	0.6	0.8	1.2	0.5	-0.2
pair	RSI	LWTI	pos-neg	19	100.0	0.3	36.8	0.6	0.8	1.2	0.5	-0.2
pair	MACDhist	RSmean	neg-pos	19	100.0	0.3	31.6	1.0	3.2	2.0	0.2	-0.1
pair	MACD	LWTI	pos-neg	19	100.0	0.3	36.8	0.7	1.1	1.2	0.5	-0.3
pair	RSmean	MACD	neg-neg	19	100.0	0.2	63.2	1.0	2.3	2.5	0.2	-0.1
pair	MACD	RSmean	neg-neg	19	100.0	0.2	63.2	1.0	2.3	2.5	0.2	-0.1
pair	MRmean	RSmean	neg-neg	19	100.0	0.2	63.2	1.3	2.2	2.9	0.1	-0.1
pair	RSmean	MRmean	neg-neg	19	100.0	0.2	63.2	1.3	2.2	2.9	0.1	-0.1
pair	RSI	RSmean	neg-neg	19	100.0	0.2	36.8	1.1	3.5	2.7	0.2	-0.1
pair	RSmean	RSI	neg-neg	19	100.0	0.2	36.8	1.1	3.5	2.7	0.2	-0.1
pair	RSmean	LWTI	neg-neg	19	100.0	0.1	10.5	0.7	7.7	3.4	0.1	-0.0
pair	LWTI	RSmean	neg-neg	19	100.0	0.1	10.5	0.7	7.7	3.4	0.1	-0.0
single	LWTI	LWTI	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	LWTI	LWTI	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSI	RSI	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSI	RSI	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	neg-pos	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	pos-neg	19	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	neg-pos	19	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 15.5% \| Win 79% Sharpe 1.97 \| Sortino 1.67 \| Calmar 3.0 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 1.8% \| Win 58% Sharpe 1.02 \| Sortino 2.31 \| Calmar 2.8 Vol 2% \| MDD -0.7% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 0.8% \| Win 53% Sharpe 1.84 \| Sortino 5.08 \| Calmar 9.0 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 3.6% \| Win 74% Sharpe 1.89 \| Sortino 3.13 \| Calmar 22.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
SLmean only	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.0% \| Win 74% Sharpe 2.00 \| Sortino 1.90 \| Calmar 3.2 Vol 8% \| MDD -5.3% Months 19M (100%)	CAGR 0.4% \| Win 42% Sharpe 1.05 \| Sortino 3.12 \| Calmar 1.9 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 4.2% \| Win 68% Sharpe 2.09 \| Sortino 4.02 \| Calmar 18.9 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 0.2% \| Win 63% Sharpe 1.34 \| Sortino 2.22 \| Calmar 2.9 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
RSmean only	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 74% Sharpe 1.93 \| Sortino 1.84 \| Calmar 3.1 Vol 8% \| MDD -5.2% Months 19M (100%)	CAGR 1.4% \| Win 74% Sharpe 1.98 \| Sortino 7.11 \| Calmar 4.2 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 3.1% \| Win 74% Sharpe 1.62 \| Sortino 2.23 \| Calmar 10.7 Vol 2% \| MDD -0.3% Months 19M (100%)	CAGR 1.3% \| Win 74% Sharpe 2.77 \| Sortino 8.32 \| Calmar 6.6 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
MACD only	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.9% \| Win 74% Sharpe 1.98 \| Sortino 1.90 \| Calmar 3.2 Vol 8% \| MDD -5.3% Months 19M (100%)	CAGR 0.6% \| Win 47% Sharpe 1.47 \| Sortino 4.74 \| Calmar 3.8 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 1.7% \| Win 58% Sharpe 1.16 \| Sortino 1.56 \| Calmar 8.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 2.7% \| Win 84% Sharpe 2.99 \| Sortino 47.48 \| Calmar 65.4 Vol 1% \| MDD -0.0% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
RSI only	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 74% Sharpe 1.95 \| Sortino 1.85 \| Calmar 3.0 Vol 8% \| MDD -5.0% Months 19M (100%)	CAGR 1.9% \| Win 63% Sharpe 1.55 \| Sortino 6.34 \| Calmar 6.0 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 0.9% \| Win 63% Sharpe 1.32 \| Sortino 1.60 \| Calmar 10.6 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 3.5% \| Win 74% Sharpe 2.31 \| Sortino 10.86 \| Calmar 18.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 12.5% \| Win 79% Sharpe 1.73 \| Sortino 1.41 \| Calmar 2.5 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 4.5% \| Win 68% Sharpe 1.44 \| Sortino 4.06 \| Calmar 5.0 Vol 3% \| MDD -0.9% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 0.5% \| Win 37% Sharpe 1.81 \| Sortino 5.25 \| Calmar 7.7 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 3.9% \| Win 74% Sharpe 2.04 \| Sortino 3.10 \| Calmar 24.2 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 16.9% \| Win 74% Sharpe 1.99 \| Sortino 1.87 \| Calmar 3.1 Vol 8% \| MDD -5.4% Months 19M (100%)	CAGR 0.6% \| Win 32% Sharpe 1.25 \| Sortino 2.94 \| Calmar 4.3 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 3.1% \| Win 68% Sharpe 1.68 \| Sortino 2.73 \| Calmar 19.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 1.3% \| Win 63% Sharpe 2.61 \| Sortino 14.03 \| Calmar 19.5 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 79% Sharpe 2.07 \| Sortino 1.69 \| Calmar 3.2 Vol 7% \| MDD -5.1% Months 19M (100%)	CAGR 0.3% \| Win 37% Sharpe 0.82 \| Sortino 1.95 \| Calmar 1.3 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 5.1% \| Win 74% Sharpe 1.48 \| Sortino 3.16 \| Calmar 7.9 Vol 3% \| MDD -0.6% Months 19M (100%)	CAGR 0.3% \| Win 68% Sharpe 1.75 \| Sortino 3.90 \| Calmar 4.8 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
RSmean only	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 14.5% \| Win 79% Sharpe 1.93 \| Sortino 1.62 \| Calmar 2.9 Vol 7% \| MDD -4.9% Months 19M (100%)	CAGR 1.7% \| Win 79% Sharpe 2.27 \| Sortino 5.35 \| Calmar 7.6 Vol 1% \| MDD -0.2% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 4.4% \| Win 63% Sharpe 1.29 \| Sortino 2.62 \| Calmar 6.8 Vol 3% \| MDD -0.7% Months 19M (100%)	CAGR 1.0% \| Win 74% Sharpe 2.60 \| Sortino 6.07 \| Calmar 4.9 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
MACD only	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 15.4% \| Win 79% Sharpe 1.98 \| Sortino 1.69 \| Calmar 3.1 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 0.9% \| Win 58% Sharpe 1.94 \| Sortino 5.49 \| Calmar 6.3 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 3.0% \| Win 63% Sharpe 0.98 \| Sortino 1.70 \| Calmar 3.7 Vol 3% \| MDD -0.8% Months 19M (100%)	CAGR 2.4% \| Win 90% Sharpe 2.88 \| Sortino 0.00 \| Calmar 62.7 Vol 1% \| MDD -0.0% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
RSI only	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.9% \| Win 79% Sharpe 1.93 \| Sortino 1.54 \| Calmar 2.8 Vol 7% \| MDD -4.9% Months 19M (100%)	CAGR 2.3% \| Win 58% Sharpe 1.63 \| Sortino 7.67 \| Calmar 8.1 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 2.2% \| Win 63% Sharpe 1.06 \| Sortino 1.79 \| Calmar 3.1 Vol 2% \| MDD -0.7% Months 19M (100%)	CAGR 3.2% \| Win 63% Sharpe 1.92 \| Sortino 7.61 \| Calmar 9.2 Vol 2% \| MDD -0.3% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.7% \| Win 79% Sharpe 1.76 \| Sortino 1.43 \| Calmar 2.5 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 3.3% \| Win 79% Sharpe 2.15 \| Sortino 8.37 \| Calmar 13.8 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 0.4% \| Win 32% Sharpe 1.27 \| Sortino 7.42 \| Calmar 9.9 Vol 0% \| MDD -0.0% Months 19M (100%)	CAGR 5.1% \| Win 68% Sharpe 1.49 \| Sortino 3.16 \| Calmar 7.6 Vol 3% \| MDD -0.7% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 15.3% \| Win 79% Sharpe 1.98 \| Sortino 1.63 \| Calmar 3.0 Vol 7% \| MDD -5.1% Months 19M (100%)	CAGR 1.0% \| Win 53% Sharpe 1.66 \| Sortino 7.02 \| Calmar 5.5 Vol 1% \| MDD -0.2% Months 19M (100%)	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
SLmean neg	CAGR 4.5% \| Win 68% Sharpe 1.34 \| Sortino 2.86 \| Calmar 6.6 Vol 3% \| MDD -0.7% Months 19M (100%)	CAGR 0.9% \| Win 63% Sharpe 2.10 \| Sortino 4.16 \| Calmar 7.2 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 19.0% \| Win 79% Sharpe 2.04 \| Sortino 2.14 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 2.5% \| Win 74% Sharpe 3.01 \| Sortino 12.88 \| Calmar 8.2 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)
RSmean neg	CAGR 0.4% \| Win 53% Sharpe 1.13 \| Sortino 3.23 \| Calmar 2.5 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 0.2% \| Win 63% Sharpe 1.02 \| Sortino 2.28 \| Calmar 2.5 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)
MACD only	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 18.3% \| Win 74% Sharpe 2.00 \| Sortino 2.16 \| Calmar 3.4 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.0% \| Win 84% Sharpe 3.04 \| Sortino 15.74 \| Calmar 21.2 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)
RSmean neg	CAGR 0.4% \| Win 42% Sharpe 1.11 \| Sortino 3.31 \| Calmar 2.2 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 0.2% \| Win 37% Sharpe 1.15 \| Sortino 3.51 \| Calmar 2.7 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)
RSI only	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.0% \| Win 74% Sharpe 1.95 \| Sortino 2.00 \| Calmar 3.2 Vol 8% \| MDD -5.0% Months 19M (100%)	CAGR 5.1% \| Win 68% Sharpe 2.26 \| Sortino 8.32 \| Calmar 10.3 Vol 2% \| MDD -0.5% Months 19M (100%)	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)
RSmean neg	CAGR 0.3% \| Win 32% Sharpe 1.04 \| Sortino 3.25 \| Calmar 2.0 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 0.4% \| Win 63% Sharpe 1.07 \| Sortino 3.08 \| Calmar 2.1 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.8% \| Win 79% Sharpe 1.79 \| Sortino 1.43 \| Calmar 2.6 Vol 7% \| MDD -4.9% Months 19M (100%)	CAGR 8.1% \| Win 68% Sharpe 1.72 \| Sortino 4.60 \| Calmar 10.0 Vol 5% \| MDD -0.8% Months 19M (100%)	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)
RSmean neg	CAGR 0.3% \| Win 37% Sharpe 0.80 \| Sortino 1.69 \| Calmar 1.1 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 0.4% \| Win 74% Sharpe 1.62 \| Sortino 2.88 \| Calmar 3.7 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 19.7% \| Win 79% Sharpe 2.11 \| Sortino 2.12 \| Calmar 3.6 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.8% \| Win 58% Sharpe 2.05 \| Sortino 11.08 \| Calmar 12.2 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)
RSmean neg	CAGR 0.5% \| Win 53% Sharpe 1.16 \| Sortino 3.60 \| Calmar 2.3 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 0.1% \| Win 10% Sharpe 0.66 \| Sortino 7.74 \| Calmar 3.4 Vol 0% \| MDD -0.0% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 17.7% \| Win 74% Sharpe 1.94 \| Sortino 2.11 \| Calmar 3.3 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 1.5% \| Win 68% Sharpe 2.35 \| Sortino 16.11 \| Calmar 11.7 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)
MACD neg	CAGR 0.9% \| Win 68% Sharpe 2.16 \| Sortino 8.53 \| Calmar 5.6 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 1.8% \| Win 68% Sharpe 2.79 \| Sortino 13.65 \| Calmar 7.4 Vol 1% \| MDD -0.2% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)
RSI only	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.6% \| Win 68% Sharpe 1.85 \| Sortino 2.01 \| Calmar 3.0 Vol 8% \| MDD -4.9% Months 19M (100%)	CAGR 4.3% \| Win 63% Sharpe 1.94 \| Sortino 8.30 \| Calmar 8.6 Vol 2% \| MDD -0.5% Months 19M (100%)	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)
MACD neg	CAGR 1.5% \| Win 74% Sharpe 2.18 \| Sortino 6.27 \| Calmar 5.8 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 1.1% \| Win 74% Sharpe 2.44 \| Sortino 7.25 \| Calmar 5.4 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.2% \| Win 79% Sharpe 1.64 \| Sortino 1.30 \| Calmar 2.3 Vol 7% \| MDD -4.8% Months 19M (100%)	CAGR 7.6% \| Win 68% Sharpe 1.60 \| Sortino 4.17 \| Calmar 8.4 Vol 5% \| MDD -0.9% Months 19M (100%)	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)
MACD neg	CAGR 1.8% \| Win 63% Sharpe 2.25 \| Sortino 7.97 \| Calmar 5.2 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 0.9% \| Win 68% Sharpe 2.48 \| Sortino 5.72 \| Calmar 4.6 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 19.0% \| Win 79% Sharpe 2.05 \| Sortino 2.13 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 0.3% \| Win 37% Sharpe 0.70 \| Sortino 1.08 \| Calmar 1.2 Vol 0% \| MDD -0.3% Months 19M (100%)	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)
MACD neg	CAGR 1.1% \| Win 68% Sharpe 2.39 \| Sortino 7.88 \| Calmar 3.0 Vol 0% \| MDD -0.4% Months 19M (100%)	CAGR 1.5% \| Win 63% Sharpe 2.82 \| Sortino 453.55 \| Calmar 25.1 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 15.1% \| Win 74% Sharpe 1.88 \| Sortino 1.91 \| Calmar 3.0 Vol 8% \| MDD -5.0% Months 19M (100%)	CAGR 3.3% \| Win 58% Sharpe 1.75 \| Sortino 6.53 \| Calmar 7.3 Vol 2% \| MDD -0.5% Months 19M (100%)	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)
RSI neg	CAGR 1.1% \| Win 68% Sharpe 2.11 \| Sortino 6.51 \| Calmar 9.7 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 2.1% \| Win 79% Sharpe 2.66 \| Sortino 23.76 \| Calmar 25.5 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 12.1% \| Win 79% Sharpe 1.72 \| Sortino 1.39 \| Calmar 2.5 Vol 7% \| MDD -4.9% Months 19M (100%)	CAGR 6.0% \| Win 74% Sharpe 1.39 \| Sortino 3.41 \| Calmar 5.7 Vol 4% \| MDD -1.1% Months 19M (100%)	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)
RSI neg	CAGR 0.9% \| Win 53% Sharpe 1.99 \| Sortino 6.25 \| Calmar 5.4 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 2.4% \| Win 79% Sharpe 3.03 \| Sortino 58.39 \| Calmar 57.8 Vol 1% \| MDD -0.0% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 18.4% \| Win 74% Sharpe 2.01 \| Sortino 2.15 \| Calmar 3.4 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 0.3% \| Win 37% Sharpe 0.64 \| Sortino 0.84 \| Calmar 1.2 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)
RSI neg	CAGR 1.7% \| Win 79% Sharpe 2.79 \| Sortino 10.78 \| Calmar 20.0 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 1.6% \| Win 68% Sharpe 2.54 \| Sortino 16.14 \| Calmar 21.1 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 11.7% \| Win 79% Sharpe 1.74 \| Sortino 1.35 \| Calmar 2.4 Vol 6% \| MDD -4.8% Months 19M (100%)	CAGR 4.2% \| Win 74% Sharpe 1.26 \| Sortino 2.85 \| Calmar 4.5 Vol 3% \| MDD -0.9% Months 19M (100%)	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
MACDhist neg	CAGR 1.3% \| Win 53% Sharpe 1.48 \| Sortino 4.88 \| Calmar 3.1 Vol 1% \| MDD -0.4% Months 19M (100%)	CAGR 4.2% \| Win 68% Sharpe 2.21 \| Sortino 11.65 \| Calmar 14.3 Vol 2% \| MDD -0.3% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)
RSIhist only	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.7% \| Win 74% Sharpe 1.93 \| Sortino 1.93 \| Calmar 3.1 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 0.6% \| Win 37% Sharpe 1.80 \| Sortino 5.66 \| Calmar 8.4 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)
MACDhist neg	CAGR 4.1% \| Win 68% Sharpe 2.21 \| Sortino 7.42 \| Calmar 9.4 Vol 2% \| MDD -0.4% Months 19M (100%)	CAGR 1.3% \| Win 47% Sharpe 1.94 \| Sortino 16.44 \| Calmar 11.1 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 12.3% \| Win 79% Sharpe 1.73 \| Sortino 1.37 \| Calmar 2.5 Vol 7% \| MDD -5.0% Months 19M (100%)	CAGR 0.7% \| Win 37% Sharpe 1.46 \| Sortino 4.84 \| Calmar 3.9 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 13.1% \| Win 79% Sharpe 1.79 \| Sortino 1.47 \| Calmar 2.6 Vol 7% \| MDD -5.0% Months 19M (100%)
RSIhist neg	CAGR 7.3% \| Win 74% Sharpe 1.59 \| Sortino 4.42 \| Calmar 7.9 Vol 4% \| MDD -0.9% Months 19M (100%)	CAGR 1.2% \| Win 63% Sharpe 2.13 \| Sortino 2.40 \| Calmar 4.5 Vol 0% \| MDD -0.3% Months 19M (100%)	CAGR 8.5% \| Win 74% Sharpe 1.80 \| Sortino 5.13 \| Calmar 9.3 Vol 5% \| MDD -0.9% Months 19M (100%)
LWTI only	CAGR 20.4% \| Win 74% Sharpe 2.13 \| Sortino 2.25 \| Calmar 3.7 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 1.9% \| Win 58% Sharpe 2.14 \| Sortino 11.88 \| Calmar 12.9 Vol 1% \| MDD -0.1% Months 19M (100%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 15.5% \| Win 79% Sharpe 1.97 \| Sortino 1.67 \| Calmar 3.0 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 1.8% \| Win 58% Sharpe 1.02 \| Sortino 2.31 \| Calmar 2.8 Vol 2% \| MDD -0.7% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 0.8% \| Win 53% Sharpe 1.84 \| Sortino 5.08 \| Calmar 9.0 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 3.6% \| Win 74% Sharpe 1.89 \| Sortino 3.13 \| Calmar 22.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
SLmean only	CAGR 16.4% \| Win 79% Sharpe 2.06 \| Sortino 1.75 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.4% \| Win 79% Sharpe 1.57 \| Sortino 4.96 \| Calmar 8.1 Vol 3% \| MDD -0.7% Months 19M (100%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 17.0% \| Win 74% Sharpe 2.00 \| Sortino 1.90 \| Calmar 3.2 Vol 8% \| MDD -5.3% Months 19M (100%)	CAGR 0.4% \| Win 42% Sharpe 1.05 \| Sortino 3.12 \| Calmar 1.9 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 4.2% \| Win 68% Sharpe 2.09 \| Sortino 4.02 \| Calmar 18.9 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 0.2% \| Win 63% Sharpe 1.34 \| Sortino 2.22 \| Calmar 2.9 Vol 0% \| MDD -0.1% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
RSmean only	CAGR 21.8% \| Win 79% Sharpe 2.22 \| Sortino 2.31 \| Calmar 3.9 Vol 9% \| MDD -5.5% Months 19M (100%)	CAGR 0.6% \| Win 53% Sharpe 1.30 \| Sortino 4.28 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 19M (100%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.0% \| Win 74% Sharpe 1.93 \| Sortino 1.84 \| Calmar 3.1 Vol 8% \| MDD -5.2% Months 19M (100%)	CAGR 1.4% \| Win 74% Sharpe 1.98 \| Sortino 7.11 \| Calmar 4.2 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 3.1% \| Win 74% Sharpe 1.62 \| Sortino 2.23 \| Calmar 10.7 Vol 2% \| MDD -0.3% Months 19M (100%)	CAGR 1.3% \| Win 74% Sharpe 2.77 \| Sortino 8.32 \| Calmar 6.6 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
MACD only	CAGR 19.4% \| Win 79% Sharpe 2.05 \| Sortino 2.19 \| Calmar 3.6 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 2.7% \| Win 74% Sharpe 2.86 \| Sortino 15.45 \| Calmar 8.6 Vol 1% \| MDD -0.3% Months 19M (100%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 16.9% \| Win 74% Sharpe 1.98 \| Sortino 1.90 \| Calmar 3.2 Vol 8% \| MDD -5.3% Months 19M (100%)	CAGR 0.6% \| Win 47% Sharpe 1.47 \| Sortino 4.74 \| Calmar 3.8 Vol 0% \| MDD -0.2% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 1.7% \| Win 58% Sharpe 1.16 \| Sortino 1.56 \| Calmar 8.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 2.7% \| Win 84% Sharpe 2.99 \| Sortino 47.48 \| Calmar 65.4 Vol 1% \| MDD -0.0% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
RSI only	CAGR 18.8% \| Win 74% Sharpe 2.00 \| Sortino 2.19 \| Calmar 3.5 Vol 9% \| MDD -5.4% Months 19M (100%)	CAGR 3.3% \| Win 84% Sharpe 3.16 \| Sortino 335.08 \| Calmar 39.6 Vol 1% \| MDD -0.1% Months 19M (100%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 74% Sharpe 1.95 \| Sortino 1.85 \| Calmar 3.0 Vol 8% \| MDD -5.0% Months 19M (100%)	CAGR 1.9% \| Win 63% Sharpe 1.55 \| Sortino 6.34 \| Calmar 6.0 Vol 1% \| MDD -0.3% Months 19M (100%)	CAGR 17.5% \| Win 74% Sharpe 2.02 \| Sortino 1.94 \| Calmar 3.3 Vol 8% \| MDD -5.4% Months 19M (100%)
MRmean neg	CAGR 0.9% \| Win 63% Sharpe 1.32 \| Sortino 1.60 \| Calmar 10.6 Vol 1% \| MDD -0.1% Months 19M (100%)	CAGR 3.5% \| Win 74% Sharpe 2.31 \| Sortino 10.86 \| Calmar 18.3 Vol 2% \| MDD -0.2% Months 19M (100%)	CAGR 4.4% \| Win 68% Sharpe 2.16 \| Sortino 4.60 \| Calmar 27.7 Vol 2% \| MDD -0.2% Months 19M (100%)
MACDhist only	CAGR 16.3% \| Win 74% Sharpe 1.98 \| Sortino 1.99 \| Calmar 3.2 Vol 8% \| MDD -5.1% Months 19M (100%)	CAGR 5.5% \| Win 68% Sharpe 2.25 \| Sortino 11.84 \| Calmar 12.5 Vol 2% \| MDD -0.4% Months 19M (100%)