Signal Pair Analysis

Performance Comparison by Signal Pairs

146

Total ETFs

Signal Pairs

Avg Months

6.0%

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	10	100.0	26.9	90.0	3.9	0.0	0.0	6.3	0.0
single	RSmean	RSmean	pos-pos	11	100.0	22.9	81.8	3.4	0.0	0.0	6.1	0.0
single	LWTI	LWTI	pos-pos	11	100.0	21.0	81.8	3.5	0.0	0.0	5.5	0.0
pair	LWTI	RSmean	pos-pos	11	100.0	19.9	81.8	3.5	0.0	0.0	5.3	0.0
single	RSI	RSI	pos-pos	11	100.0	19.9	81.8	3.4	0.0	0.0	5.4	0.0
pair	RSmean	LWTI	pos-pos	11	100.0	19.9	81.8	3.5	0.0	0.0	5.3	0.0
single	MACD	MACD	pos-pos	11	100.0	19.6	81.8	3.2	0.0	0.0	5.6	0.0
single	SLmean	SLmean	pos-pos	11	100.0	19.6	81.8	4.0	0.0	0.0	4.5	0.0
pair	RSI	LWTI	pos-pos	11	100.0	19.3	81.8	3.5	0.0	0.0	5.1	0.0
pair	LWTI	RSI	pos-pos	11	100.0	19.3	81.8	3.5	0.0	0.0	5.1	0.0
single	MRmean	MRmean	pos-pos	11	100.0	19.3	81.8	3.8	0.0	0.0	4.7	0.0
pair	MACD	LWTI	pos-pos	11	100.0	18.9	81.8	3.3	0.0	0.0	5.3	0.0
pair	LWTI	MACD	pos-pos	11	100.0	18.9	81.8	3.3	0.0	0.0	5.3	0.0
pair	RSmean	RSI	pos-pos	11	100.0	18.9	81.8	3.3	0.0	0.0	5.3	0.0
pair	RSI	RSmean	pos-pos	11	100.0	18.9	81.8	3.3	0.0	0.0	5.3	0.0
pair	MACD	RSmean	pos-pos	11	100.0	18.8	81.8	3.2	0.0	0.0	5.5	0.0
pair	RSmean	MACD	pos-pos	11	100.0	18.8	81.8	3.2	0.0	0.0	5.5	0.0
pair	RSmean	SLmean	pos-pos	11	100.0	18.8	81.8	4.0	0.0	0.0	4.4	0.0
pair	SLmean	RSmean	pos-pos	11	100.0	18.8	81.8	4.0	0.0	0.0	4.4	0.0
pair	RSmean	MRmean	pos-pos	11	100.0	18.3	81.8	3.7	0.0	0.0	4.6	0.0
pair	MRmean	RSmean	pos-pos	11	100.0	18.3	81.8	3.7	0.0	0.0	4.6	0.0
pair	RSI	MACD	pos-pos	11	100.0	18.2	81.8	3.3	0.0	0.0	5.2	0.0
pair	SLmean	MRmean	pos-pos	11	100.0	18.2	81.8	4.0	0.0	0.0	4.3	0.0
pair	MACD	RSI	pos-pos	11	100.0	18.2	81.8	3.3	0.0	0.0	5.2	0.0
pair	MRmean	SLmean	pos-pos	11	100.0	18.2	81.8	4.0	0.0	0.0	4.3	0.0
pair	MRmean	LWTI	pos-pos	11	100.0	18.1	81.8	3.9	0.0	0.0	4.3	0.0
single	RSIhist	RSIhist	pos-pos	11	100.0	18.1	90.9	4.3	0.0	0.0	3.9	0.0
pair	LWTI	MRmean	pos-pos	11	100.0	18.1	81.8	3.9	0.0	0.0	4.3	0.0
pair	RSI	MRmean	pos-pos	11	100.0	18.0	81.8	3.7	0.0	0.0	4.5	0.0
pair	MRmean	RSI	pos-pos	11	100.0	18.0	81.8	3.7	0.0	0.0	4.5	0.0
pair	LWTI	SLmean	pos-pos	11	100.0	17.8	81.8	4.0	0.0	0.0	4.1	0.0
pair	SLmean	LWTI	pos-pos	11	100.0	17.8	81.8	4.0	0.0	0.0	4.1	0.0
pair	RSI	SLmean	pos-pos	11	100.0	17.8	81.8	3.9	0.0	0.0	4.3	0.0
pair	SLmean	RSI	pos-pos	11	100.0	17.8	81.8	3.9	0.0	0.0	4.3	0.0
pair	RSIhist	SLmean	pos-pos	11	100.0	17.5	90.9	4.3	0.0	0.0	3.8	0.0
pair	SLmean	RSIhist	pos-pos	11	100.0	17.5	90.9	4.3	0.0	0.0	3.8	0.0
pair	RSIhist	RSmean	pos-pos	11	100.0	17.5	90.9	4.2	0.0	0.0	3.9	0.0
pair	RSmean	RSIhist	pos-pos	11	100.0	17.5	90.9	4.2	0.0	0.0	3.9	0.0
pair	RSIhist	MRmean	pos-pos	11	100.0	17.1	81.8	4.2	0.0	0.0	3.8	0.0
pair	MRmean	RSIhist	pos-pos	11	100.0	17.1	81.8	4.2	0.0	0.0	3.8	0.0
single	MACDhist	MACDhist	pos-pos	11	100.0	16.9	81.8	3.5	0.0	0.0	4.5	0.0
pair	MRmean	MACD	pos-pos	11	100.0	16.6	81.8	3.6	0.0	0.0	4.3	0.0
pair	MACD	MRmean	pos-pos	11	100.0	16.6	81.8	3.6	0.0	0.0	4.3	0.0
pair	MACD	SLmean	pos-pos	11	100.0	16.4	81.8	3.8	0.0	0.0	4.0	0.0
pair	LWTI	RSIhist	pos-pos	11	100.0	16.4	90.9	4.3	0.0	0.0	3.6	0.0
pair	RSIhist	LWTI	pos-pos	11	100.0	16.4	90.9	4.3	0.0	0.0	3.6	0.0
pair	SLmean	MACD	pos-pos	11	100.0	16.4	81.8	3.8	0.0	0.0	4.0	0.0
pair	MRmean	MACDhist	pos-pos	11	100.0	16.3	81.8	3.8	0.0	0.0	4.0	0.0
pair	RSmean	MACDhist	pos-pos	11	100.0	16.3	81.8	3.4	0.0	0.0	4.5	0.0
pair	MACDhist	RSmean	pos-pos	11	100.0	16.3	81.8	3.4	0.0	0.0	4.5	0.0
pair	MACDhist	MRmean	pos-pos	11	100.0	16.3	81.8	3.8	0.0	0.0	4.0	0.0
pair	RSIhist	RSI	pos-pos	11	100.0	16.2	90.9	4.1	0.0	0.0	3.7	0.0
pair	RSI	RSIhist	pos-pos	11	100.0	16.2	90.9	4.1	0.0	0.0	3.7	0.0
pair	MACDhist	SLmean	pos-pos	11	100.0	16.0	81.8	4.1	0.0	0.0	3.7	0.0
pair	SLmean	MACDhist	pos-pos	11	100.0	16.0	81.8	4.1	0.0	0.0	3.7	0.0
pair	RSIhist	MACDhist	pos-pos	11	100.0	15.9	90.9	4.2	0.0	0.0	3.6	0.0
pair	MACDhist	RSIhist	pos-pos	11	100.0	15.9	90.9	4.2	0.0	0.0	3.6	0.0
pair	LWTI	MACDhist	pos-pos	11	100.0	15.7	81.8	3.5	0.0	0.0	4.2	0.0
pair	MACDhist	LWTI	pos-pos	11	100.0	15.7	81.8	3.5	0.0	0.0	4.2	0.0
pair	MACDhist	RSI	pos-pos	11	100.0	15.1	81.8	3.4	0.0	0.0	4.2	0.0
pair	RSI	MACDhist	pos-pos	11	100.0	15.1	81.8	3.4	0.0	0.0	4.2	0.0
pair	MACD	RSIhist	pos-pos	11	100.0	14.7	90.9	4.0	0.0	0.0	3.4	0.0
pair	RSIhist	MACD	pos-pos	11	100.0	14.7	90.9	4.0	0.0	0.0	3.4	0.0
pair	MACD	MACDhist	pos-pos	11	100.0	14.0	72.7	3.2	5.5	236.2	4.1	-0.1
pair	MACDhist	MACD	pos-pos	11	100.0	14.0	72.7	3.2	5.5	236.2	4.1	-0.1
single	MACDhist	MACDhist	neg-neg	11	100.0	6.4	63.6	2.3	36.4	45.3	2.8	-0.1
pair	RSmean	MACDhist	pos-neg	11	100.0	5.8	63.6	2.3	29.9	52.9	2.5	-0.1
pair	MACDhist	RSmean	pos-neg	11	100.0	5.8	63.6	2.3	29.9	52.9	2.5	-0.1
single	RSIhist	RSIhist	neg-neg	11	100.0	5.3	81.8	1.5	0.0	0.0	3.4	0.0
pair	MACDhist	MACD	pos-neg	11	100.0	5.0	54.5	2.0	22.2	22.2	2.5	-0.2
pair	MACD	MACDhist	pos-neg	11	100.0	5.0	54.5	2.0	22.2	22.2	2.5	-0.2
pair	LWTI	MACDhist	neg-pos	11	100.0	4.7	63.6	2.2	22.3	67.8	2.1	-0.1
pair	RSmean	RSIhist	pos-neg	11	100.0	4.7	81.8	1.4	0.0	0.0	3.3	0.0
pair	RSIhist	RSmean	pos-neg	11	100.0	4.7	81.8	1.4	0.0	0.0	3.3	0.0
pair	MACDhist	LWTI	neg-pos	11	100.0	4.7	63.6	2.2	22.3	67.8	2.1	-0.1
pair	MACD	RSIhist	pos-neg	11	100.0	4.4	54.5	1.3	2.0	211.5	3.3	-0.0
pair	MACDhist	RSIhist	neg-neg	11	100.0	4.4	63.6	2.1	16.6	122.9	2.1	-0.0
pair	RSIhist	MACDhist	neg-neg	11	100.0	4.4	63.6	2.1	16.6	122.9	2.1	-0.0
pair	RSIhist	MACD	pos-neg	11	100.0	4.4	54.5	1.3	2.0	211.5	3.3	-0.0
pair	RSI	MACDhist	pos-neg	11	100.0	4.3	54.5	1.9	19.3	24.9	2.2	-0.2
pair	MACDhist	RSI	pos-neg	11	100.0	4.3	54.5	1.9	19.3	24.9	2.2	-0.2
single	MRmean	MRmean	neg-neg	11	100.0	4.2	72.7	1.9	3.0	101.3	2.2	-0.0
pair	LWTI	RSIhist	neg-pos	11	100.0	4.1	63.6	1.3	1.8	75.1	3.0	-0.1
pair	RSIhist	LWTI	neg-pos	11	100.0	4.1	63.6	1.3	1.8	75.1	3.0	-0.1
pair	RSmean	MRmean	neg-pos	11	100.0	4.0	72.7	1.8	2.6	120.9	2.2	-0.0
pair	MRmean	RSmean	neg-pos	11	100.0	4.0	72.7	1.8	2.6	120.9	2.2	-0.0
single	SLmean	SLmean	neg-neg	11	100.0	3.9	72.7	1.4	1.8	59.2	2.9	-0.1
single	MACD	MACD	neg-neg	11	100.0	3.9	90.9	4.2	0.0	0.0	0.9	0.0
pair	MACDhist	MRmean	neg-neg	11	100.0	3.7	72.7	2.3	11.5	51.1	1.6	-0.1
single	RSI	RSI	neg-neg	11	100.0	3.7	81.8	3.0	0.0	45.9	1.2	-0.1
pair	MRmean	MACDhist	neg-neg	11	100.0	3.7	72.7	2.3	11.5	51.1	1.6	-0.1
pair	RSmean	MACD	pos-neg	11	100.0	3.6	90.9	4.2	0.0	0.0	0.8	0.0
pair	SLmean	RSmean	neg-pos	11	100.0	3.6	72.7	1.3	1.5	52.2	2.8	-0.1
pair	MACD	RSmean	pos-neg	11	100.0	3.6	90.9	4.2	0.0	0.0	0.8	0.0
pair	RSmean	SLmean	neg-pos	11	100.0	3.6	72.7	1.3	1.5	52.2	2.8	-0.1
pair	SLmean	RSIhist	neg-neg	11	100.0	3.4	63.6	1.2	1.7	64.8	2.7	-0.1
pair	RSI	RSmean	pos-neg	11	100.0	3.4	81.8	2.9	0.0	48.8	1.2	-0.1
pair	RSIhist	MRmean	neg-neg	11	100.0	3.4	81.8	1.6	0.0	0.0	2.0	0.0
pair	MRmean	RSIhist	neg-neg	11	100.0	3.4	81.8	1.6	0.0	0.0	2.0	0.0
pair	RSIhist	SLmean	neg-neg	11	100.0	3.4	63.6	1.2	1.7	64.8	2.7	-0.1
pair	RSmean	RSI	pos-neg	11	100.0	3.4	81.8	2.9	0.0	48.8	1.2	-0.1
pair	RSIhist	RSI	pos-neg	11	100.0	3.2	63.6	1.2	1.3	46.7	2.7	-0.1
pair	MACDhist	SLmean	pos-neg	11	100.0	3.2	63.6	1.9	37.4	22.9	1.7	-0.1
pair	RSI	RSIhist	pos-neg	11	100.0	3.2	63.6	1.2	1.3	46.7	2.7	-0.1
pair	SLmean	MACDhist	pos-neg	11	100.0	3.2	63.6	1.9	37.4	22.9	1.7	-0.1
pair	MACDhist	SLmean	neg-neg	11	100.0	3.1	54.5	1.8	10.7	55.6	1.7	-0.1
pair	SLmean	MACDhist	neg-neg	11	100.0	3.1	54.5	1.8	10.7	55.6	1.7	-0.1
pair	MACD	RSIhist	neg-pos	11	100.0	3.0	90.9	4.0	0.0	0.0	0.8	0.0
pair	RSIhist	MACD	neg-pos	11	100.0	3.0	90.9	4.0	0.0	0.0	0.8	0.0
pair	SLmean	MRmean	neg-neg	11	100.0	2.9	72.7	1.5	2.0	60.6	2.0	-0.0
pair	MRmean	SLmean	neg-neg	11	100.0	2.9	72.7	1.5	2.0	60.6	2.0	-0.0
pair	SLmean	MACD	neg-pos	11	100.0	2.9	63.6	1.1	1.4	40.7	2.6	-0.1
pair	SLmean	MACD	pos-neg	11	100.0	2.9	90.9	3.7	0.0	0.0	0.8	0.0
pair	MACD	SLmean	neg-pos	11	100.0	2.9	63.6	1.1	1.4	40.7	2.6	-0.1
pair	MACD	SLmean	pos-neg	11	100.0	2.9	90.9	3.7	0.0	0.0	0.8	0.0
pair	SLmean	LWTI	neg-pos	11	100.0	2.8	63.6	1.1	1.6	37.8	2.5	-0.1
pair	LWTI	SLmean	neg-pos	11	100.0	2.8	63.6	1.1	1.6	37.8	2.5	-0.1
single	LWTI	LWTI	neg-neg	11	100.0	2.7	72.7	2.4	32.9	21.6	1.1	-0.1
pair	MACD	MRmean	neg-pos	11	100.0	2.6	63.6	1.4	1.9	118.5	1.9	-0.0
pair	MACDhist	MACD	neg-pos	11	100.0	2.6	81.8	3.4	0.0	21.6	0.8	-0.1
pair	MRmean	MACD	neg-pos	11	100.0	2.6	63.6	1.4	1.9	118.5	1.9	-0.0
pair	MRmean	MACDhist	pos-neg	11	100.0	2.6	54.5	1.7	6.7	7.9	1.5	-0.3
pair	MACDhist	MRmean	pos-neg	11	100.0	2.6	54.5	1.7	6.7	7.9	1.5	-0.3
pair	LWTI	MRmean	neg-pos	11	100.0	2.6	72.7	1.4	1.8	48.9	1.8	-0.1
pair	MRmean	LWTI	neg-pos	11	100.0	2.6	72.7	1.4	1.8	48.9	1.8	-0.1
pair	MACD	MACDhist	neg-pos	11	100.0	2.6	81.8	3.4	0.0	21.6	0.8	-0.1
pair	MRmean	RSI	neg-neg	11	100.0	2.6	81.8	2.5	0.0	79.6	1.0	-0.0
pair	RSI	MRmean	neg-neg	11	100.0	2.6	81.8	2.5	0.0	79.6	1.0	-0.0
pair	LWTI	RSmean	pos-neg	11	100.0	2.5	72.7	2.2	23.5	20.5	1.1	-0.1
pair	RSmean	LWTI	pos-neg	11	100.0	2.5	72.7	2.2	23.5	20.5	1.1	-0.1
pair	RSI	MACD	neg-neg	11	100.0	2.4	81.8	3.7	0.0	35.1	0.7	-0.1
pair	MACD	RSI	neg-neg	11	100.0	2.4	81.8	3.7	0.0	35.1	0.7	-0.1
pair	MACD	MRmean	pos-neg	11	100.0	2.3	81.8	3.4	0.0	37.7	0.7	-0.1
pair	MRmean	MACD	pos-neg	11	100.0	2.3	81.8	3.4	0.0	37.7	0.7	-0.1
pair	RSI	LWTI	neg-neg	11	100.0	2.2	81.8	2.7	0.0	27.9	0.8	-0.1
pair	LWTI	RSI	neg-neg	11	100.0	2.2	81.8	2.7	0.0	27.9	0.8	-0.1
pair	MACDhist	RSI	neg-neg	11	100.0	2.1	81.8	2.7	0.0	40.7	0.8	-0.1
pair	RSI	MACDhist	neg-neg	11	100.0	2.1	81.8	2.7	0.0	40.7	0.8	-0.1
pair	MACD	LWTI	neg-neg	11	100.0	2.1	72.7	3.1	24.9	39.9	0.7	-0.1
pair	LWTI	MACD	neg-neg	11	100.0	2.1	72.7	3.1	24.9	39.9	0.7	-0.1
pair	RSI	RSIhist	neg-neg	11	100.0	2.1	72.7	2.4	70.3	63.9	0.9	-0.0
pair	RSI	SLmean	neg-neg	11	100.0	2.1	63.6	2.1	61.2	69.4	1.0	-0.0
pair	RSIhist	RSI	neg-neg	11	100.0	2.1	72.7	2.4	70.3	63.9	0.9	-0.0
pair	SLmean	RSI	neg-neg	11	100.0	2.1	63.6	2.1	61.2	69.4	1.0	-0.0
pair	SLmean	RSIhist	pos-neg	11	100.0	1.9	72.7	1.6	12.1	19.5	1.2	-0.1
pair	RSIhist	MRmean	pos-neg	11	100.0	1.9	54.5	1.3	2.6	9.2	1.5	-0.2
pair	MRmean	RSIhist	pos-neg	11	100.0	1.9	54.5	1.3	2.6	9.2	1.5	-0.2
pair	RSIhist	MACDhist	neg-pos	11	100.0	1.9	63.6	2.2	12.1	18.3	0.9	-0.1
pair	MACDhist	RSIhist	neg-pos	11	100.0	1.9	63.6	2.2	12.1	18.3	0.9	-0.1
pair	RSIhist	SLmean	pos-neg	11	100.0	1.9	72.7	1.6	12.1	19.5	1.2	-0.1
pair	LWTI	MACD	neg-pos	11	100.0	1.8	90.9	4.6	0.0	0.0	0.4	0.0
pair	MACD	LWTI	neg-pos	11	100.0	1.8	90.9	4.6	0.0	0.0	0.4	0.0
pair	RSI	SLmean	neg-pos	11	100.0	1.8	63.6	0.8	0.8	16.8	2.1	-0.1
pair	SLmean	RSI	neg-pos	11	100.0	1.8	63.6	0.8	0.8	16.8	2.1	-0.1
pair	LWTI	SLmean	pos-neg	11	100.0	1.6	72.7	2.5	9.2	18.5	0.6	-0.1
pair	MRmean	RSI	neg-pos	11	100.0	1.6	63.6	1.1	1.1	125.3	1.4	-0.0
pair	RSI	RSIhist	neg-pos	11	100.0	1.6	81.8	3.3	0.0	33.2	0.5	-0.0
pair	SLmean	RSI	pos-neg	11	100.0	1.6	81.8	2.9	0.0	30.8	0.5	-0.1
pair	RSI	SLmean	pos-neg	11	100.0	1.6	81.8	2.9	0.0	30.8	0.5	-0.1
pair	SLmean	LWTI	pos-neg	11	100.0	1.6	72.7	2.5	9.2	18.5	0.6	-0.1
pair	RSI	MRmean	neg-pos	11	100.0	1.6	63.6	1.1	1.1	125.3	1.4	-0.0
pair	RSI	MACDhist	neg-pos	11	100.0	1.6	72.7	2.5	6.5	12.4	0.6	-0.1
pair	MACDhist	RSI	neg-pos	11	100.0	1.6	72.7	2.5	6.5	12.4	0.6	-0.1
pair	RSIhist	RSI	neg-pos	11	100.0	1.6	81.8	3.3	0.0	33.2	0.5	-0.0
pair	LWTI	MRmean	neg-neg	11	100.0	1.6	72.7	2.6	19.2	30.6	0.6	-0.1
pair	LWTI	MACDhist	neg-neg	11	100.0	1.6	54.5	2.1	14.4	22.6	0.8	-0.1
pair	MACDhist	LWTI	neg-neg	11	100.0	1.6	54.5	2.1	14.4	22.6	0.8	-0.1
pair	MRmean	LWTI	neg-neg	11	100.0	1.6	72.7	2.6	19.2	30.6	0.6	-0.1
pair	MRmean	MACD	neg-neg	11	100.0	1.5	81.8	3.2	0.0	79.7	0.5	-0.0
pair	RSI	LWTI	neg-pos	11	100.0	1.5	72.7	2.4	108.7	186.3	0.6	-0.0
pair	LWTI	RSI	neg-pos	11	100.0	1.5	72.7	2.4	108.7	186.3	0.6	-0.0
pair	LWTI	RSIhist	pos-neg	11	100.0	1.5	81.8	2.5	0.0	16.6	0.6	-0.1
pair	RSIhist	LWTI	pos-neg	11	100.0	1.5	81.8	2.5	0.0	16.6	0.6	-0.1
pair	MACD	MRmean	neg-neg	11	100.0	1.5	81.8	3.2	0.0	79.7	0.5	-0.0
pair	MACD	RSI	neg-pos	11	100.0	1.4	63.6	3.3	40.2	64.3	0.4	-0.0
pair	RSI	MACD	neg-pos	11	100.0	1.4	63.6	3.3	40.2	64.3	0.4	-0.0
pair	MACDhist	MACD	neg-neg	11	100.0	1.3	81.8	3.3	0.0	34.3	0.4	-0.0
pair	MACD	MACDhist	neg-neg	11	100.0	1.3	81.8	3.3	0.0	34.3	0.4	-0.0
pair	RSI	MACD	pos-neg	11	100.0	1.2	63.6	1.7	8.7	14.4	0.7	-0.1
pair	MACD	RSI	pos-neg	11	100.0	1.2	63.6	1.7	8.7	14.4	0.7	-0.1
pair	SLmean	MRmean	neg-pos	11	100.0	1.2	81.8	2.3	0.0	17.3	0.5	-0.1
pair	MRmean	SLmean	neg-pos	11	100.0	1.2	81.8	2.3	0.0	17.3	0.5	-0.1
pair	RSIhist	LWTI	neg-neg	11	100.0	1.2	63.6	2.0	2.9	5.7	0.6	-0.2
pair	LWTI	RSIhist	neg-neg	11	100.0	1.2	63.6	2.0	2.9	5.7	0.6	-0.2
pair	MACDhist	LWTI	pos-neg	11	100.0	1.1	54.5	2.5	13.4	17.6	0.4	-0.1
pair	LWTI	MACDhist	pos-neg	11	100.0	1.1	54.5	2.5	13.4	17.6	0.4	-0.1
pair	MRmean	RSI	pos-neg	11	100.0	1.1	63.6	2.3	62.9	22.7	0.5	-0.0
pair	RSI	MRmean	pos-neg	11	100.0	1.1	63.6	2.3	62.9	22.7	0.5	-0.0
single	RSmean	RSmean	neg-neg	11	100.0	1.1	54.5	2.3	7.3	10.8	0.5	-0.1
pair	LWTI	SLmean	neg-neg	11	100.0	1.0	63.6	1.9	5.2	9.7	0.5	-0.1
pair	SLmean	LWTI	neg-neg	11	100.0	1.0	63.6	1.9	5.2	9.7	0.5	-0.1
pair	MACD	SLmean	neg-neg	11	100.0	1.0	81.8	2.9	0.0	60.2	0.4	-0.0
pair	SLmean	MACD	neg-neg	11	100.0	1.0	81.8	2.9	0.0	60.2	0.4	-0.0
pair	MRmean	LWTI	pos-neg	11	100.0	1.0	54.5	1.9	6.5	9.9	0.5	-0.1
pair	LWTI	MRmean	pos-neg	11	100.0	1.0	54.5	1.9	6.5	9.9	0.5	-0.1
pair	RSIhist	MACD	neg-neg	11	100.0	0.9	81.8	3.8	0.0	44.7	0.2	-0.0
pair	MACD	RSIhist	neg-neg	11	100.0	0.9	81.8	3.8	0.0	44.7	0.2	-0.0
pair	RSmean	LWTI	neg-pos	11	100.0	0.9	63.6	2.1	7.6	11.1	0.4	-0.1
pair	MRmean	SLmean	pos-neg	11	100.0	0.9	45.5	1.0	2.1	6.8	1.0	-0.1
pair	MACDhist	RSIhist	pos-neg	11	100.0	0.9	72.7	0.6	0.4	16.9	1.6	-0.1
pair	RSIhist	MACDhist	pos-neg	11	100.0	0.9	72.7	0.6	0.4	16.9	1.6	-0.1
pair	SLmean	MRmean	pos-neg	11	100.0	0.9	45.5	1.0	2.1	6.8	1.0	-0.1
pair	MRmean	RSmean	pos-neg	11	100.0	0.9	63.6	2.1	10.8	15.7	0.4	-0.1
pair	RSmean	MRmean	pos-neg	11	100.0	0.9	63.6	2.1	10.8	15.7	0.4	-0.1
pair	LWTI	RSmean	neg-pos	11	100.0	0.9	63.6	2.1	7.6	11.1	0.4	-0.1
pair	MRmean	RSIhist	neg-pos	11	100.0	0.8	63.6	2.5	9.2	17.1	0.3	-0.0
pair	RSIhist	MRmean	neg-pos	11	100.0	0.8	63.6	2.5	9.2	17.1	0.3	-0.0
pair	RSI	RSmean	neg-pos	11	100.0	0.8	63.6	2.2	5.7	9.1	0.4	-0.1
pair	RSmean	RSI	neg-pos	11	100.0	0.8	63.6	2.2	5.7	9.1	0.4	-0.1
pair	SLmean	MACDhist	neg-pos	11	100.0	0.8	54.5	0.6	0.6	26.1	1.3	-0.0
pair	MACDhist	SLmean	neg-pos	11	100.0	0.8	54.5	0.6	0.6	26.1	1.3	-0.0
pair	RSmean	MACD	neg-pos	11	100.0	0.7	63.6	2.0	4.1	6.9	0.3	-0.1
pair	MACD	RSmean	neg-pos	11	100.0	0.7	63.6	2.0	4.1	6.9	0.3	-0.1
pair	RSmean	SLmean	pos-neg	11	100.0	0.7	63.6	1.9	6.8	10.4	0.4	-0.1
pair	SLmean	RSmean	pos-neg	11	100.0	0.7	63.6	1.9	6.8	10.4	0.4	-0.1
pair	MACD	LWTI	pos-neg	11	100.0	0.6	45.5	1.0	2.0	2.6	0.6	-0.2
pair	LWTI	MACD	pos-neg	11	100.0	0.6	45.5	1.0	2.0	2.6	0.6	-0.2
pair	MACDhist	MRmean	neg-pos	11	100.0	0.5	54.5	0.7	0.6	40.5	0.7	-0.0
pair	MRmean	MACDhist	neg-pos	11	100.0	0.5	54.5	0.7	0.6	40.5	0.7	-0.0
pair	RSIhist	SLmean	neg-pos	11	100.0	0.5	36.4	1.6	12.2	18.2	0.3	-0.0
pair	SLmean	RSIhist	neg-pos	11	100.0	0.5	36.4	1.6	12.2	18.2	0.3	-0.0
pair	RSIhist	RSmean	neg-neg	11	100.0	0.5	72.7	2.0	3.1	5.9	0.3	-0.1
pair	RSIhist	RSmean	neg-pos	11	100.0	0.5	63.6	2.1	4.6	9.4	0.2	-0.1
pair	RSmean	RSIhist	neg-pos	11	100.0	0.5	63.6	2.1	4.6	9.4	0.2	-0.1
pair	RSmean	RSIhist	neg-neg	11	100.0	0.5	72.7	2.0	3.1	5.9	0.3	-0.1
pair	LWTI	RSI	pos-neg	11	100.0	0.5	54.5	1.0	1.5	2.7	0.5	-0.2
pair	RSI	LWTI	pos-neg	11	100.0	0.5	54.5	1.0	1.5	2.7	0.5	-0.2
pair	MACDhist	RSmean	neg-pos	11	100.0	0.5	63.6	2.4	5.5	9.2	0.2	-0.1
pair	RSmean	MACDhist	neg-pos	11	100.0	0.5	63.6	2.4	5.5	9.2	0.2	-0.1
pair	MACDhist	RSmean	neg-neg	11	100.0	0.5	72.7	1.8	4.3	6.6	0.3	-0.1
pair	RSmean	MACDhist	neg-neg	11	100.0	0.5	72.7	1.8	4.3	6.6	0.3	-0.1
pair	RSmean	MACD	neg-neg	11	100.0	0.4	81.8	1.8	0.0	6.5	0.2	-0.1
pair	MACD	RSmean	neg-neg	11	100.0	0.4	81.8	1.8	0.0	6.5	0.2	-0.1
pair	RSI	RSmean	neg-neg	11	100.0	0.3	45.5	1.5	6.2	8.2	0.2	-0.0
pair	RSmean	RSI	neg-neg	11	100.0	0.3	45.5	1.5	6.2	8.2	0.2	-0.0
pair	RSmean	SLmean	neg-neg	11	100.0	0.3	72.7	2.0	2.6	5.5	0.2	-0.1
pair	SLmean	RSmean	neg-neg	11	100.0	0.3	72.7	2.0	2.6	5.5	0.2	-0.1
pair	RSmean	MRmean	neg-neg	11	100.0	0.2	72.7	1.4	1.6	3.3	0.1	-0.1
pair	MRmean	RSmean	neg-neg	11	100.0	0.2	72.7	1.4	1.6	3.3	0.1	-0.1
pair	RSmean	LWTI	neg-neg	11	100.0	0.1	18.2	0.9	13.3	5.9	0.2	-0.0
pair	LWTI	RSmean	neg-neg	11	100.0	0.1	18.2	0.9	13.3	5.9	0.2	-0.0
single	RSI	RSI	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSI	RSI	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACD	MACD	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSmean	RSmean	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	RSIhist	RSIhist	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	LWTI	LWTI	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MACDhist	MACDhist	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	LWTI	LWTI	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	pos-neg	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	MRmean	MRmean	neg-pos	11	100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
single	SLmean	SLmean	pos-neg	11	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 18.2% \| Win 82% Sharpe 3.98 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 46% Sharpe 0.99 \| Sortino 2.09 \| Calmar 6.8 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 1.2% \| Win 82% Sharpe 2.31 \| Sortino 0.00 \| Calmar 17.3 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 2.9% \| Win 73% Sharpe 1.46 \| Sortino 2.04 \| Calmar 60.6 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
SLmean only	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 18.3% \| Win 82% Sharpe 3.72 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 64% Sharpe 2.11 \| Sortino 10.79 \| Calmar 15.7 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 4.0% \| Win 73% Sharpe 1.82 \| Sortino 2.57 \| Calmar 120.9 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 0.2% \| Win 73% Sharpe 1.39 \| Sortino 1.55 \| Calmar 3.3 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
RSmean only	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 82% Sharpe 3.63 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 2.3% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 37.7 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 2.6% \| Win 64% Sharpe 1.40 \| Sortino 1.86 \| Calmar 118.5 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 1.5% \| Win 82% Sharpe 3.21 \| Sortino 0.00 \| Calmar 79.7 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
MACD only	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 82% Sharpe 3.71 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 64% Sharpe 2.33 \| Sortino 62.95 \| Calmar 22.7 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 1.6% \| Win 64% Sharpe 1.15 \| Sortino 1.07 \| Calmar 125.3 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 2.6% \| Win 82% Sharpe 2.47 \| Sortino 0.00 \| Calmar 79.6 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
RSI only	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 2.6% \| Win 55% Sharpe 1.68 \| Sortino 6.69 \| Calmar 7.9 Vol 2% \| MDD -0.3% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 0.5% \| Win 55% Sharpe 0.68 \| Sortino 0.59 \| Calmar 40.5 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 3.7% \| Win 73% Sharpe 2.30 \| Sortino 11.49 \| Calmar 51.1 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 17.1% \| Win 82% Sharpe 4.17 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.9% \| Win 55% Sharpe 1.26 \| Sortino 2.60 \| Calmar 9.2 Vol 2% \| MDD -0.2% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 0.8% \| Win 64% Sharpe 2.55 \| Sortino 9.16 \| Calmar 17.1 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 3.4% \| Win 82% Sharpe 1.65 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 18.1% \| Win 82% Sharpe 3.87 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.0% \| Win 55% Sharpe 1.93 \| Sortino 6.47 \| Calmar 9.9 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 2.6% \| Win 73% Sharpe 1.40 \| Sortino 1.79 \| Calmar 48.9 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 1.6% \| Win 73% Sharpe 2.64 \| Sortino 19.18 \| Calmar 30.6 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 18.8% \| Win 82% Sharpe 3.99 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 0.7% \| Win 64% Sharpe 1.86 \| Sortino 6.85 \| Calmar 10.4 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 3.6% \| Win 73% Sharpe 1.26 \| Sortino 1.50 \| Calmar 52.2 Vol 3% \| MDD -0.1% Months 11M (100%)	CAGR 0.3% \| Win 73% Sharpe 2.03 \| Sortino 2.62 \| Calmar 5.5 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
RSmean only	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 16.4% \| Win 82% Sharpe 3.82 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 2.9% \| Win 91% Sharpe 3.73 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 2.9% \| Win 64% Sharpe 1.09 \| Sortino 1.40 \| Calmar 40.7 Vol 3% \| MDD -0.1% Months 11M (100%)	CAGR 1.0% \| Win 82% Sharpe 2.85 \| Sortino 0.00 \| Calmar 60.2 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
MACD only	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 17.8% \| Win 82% Sharpe 3.87 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.6% \| Win 82% Sharpe 2.91 \| Sortino 0.00 \| Calmar 30.8 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 1.8% \| Win 64% Sharpe 0.83 \| Sortino 0.84 \| Calmar 16.8 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 2.1% \| Win 64% Sharpe 2.13 \| Sortino 61.22 \| Calmar 69.4 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
RSI only	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 82% Sharpe 4.06 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 3.2% \| Win 64% Sharpe 1.88 \| Sortino 37.38 \| Calmar 23.0 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 0.8% \| Win 55% Sharpe 0.62 \| Sortino 0.61 \| Calmar 26.1 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 3.1% \| Win 55% Sharpe 1.77 \| Sortino 10.72 \| Calmar 55.6 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 17.5% \| Win 91% Sharpe 4.31 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.9% \| Win 73% Sharpe 1.63 \| Sortino 12.10 \| Calmar 19.5 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 0.5% \| Win 36% Sharpe 1.58 \| Sortino 12.19 \| Calmar 18.2 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 3.4% \| Win 64% Sharpe 1.23 \| Sortino 1.69 \| Calmar 64.8 Vol 3% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 17.8% \| Win 82% Sharpe 4.02 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.6% \| Win 73% Sharpe 2.50 \| Sortino 9.19 \| Calmar 18.5 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
SLmean neg	CAGR 2.8% \| Win 64% Sharpe 1.14 \| Sortino 1.58 \| Calmar 37.8 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 1.0% \| Win 64% Sharpe 1.95 \| Sortino 5.24 \| Calmar 9.6 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 18.8% \| Win 82% Sharpe 3.18 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 3.6% \| Win 91% Sharpe 4.21 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
RSmean neg	CAGR 0.7% \| Win 64% Sharpe 2.05 \| Sortino 4.07 \| Calmar 6.9 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 0.4% \| Win 82% Sharpe 1.79 \| Sortino 0.00 \| Calmar 6.5 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)
MACD only	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 18.9% \| Win 82% Sharpe 3.34 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.4% \| Win 82% Sharpe 2.87 \| Sortino 0.00 \| Calmar 48.8 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
RSmean neg	CAGR 0.8% \| Win 64% Sharpe 2.18 \| Sortino 5.70 \| Calmar 9.1 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 0.3% \| Win 46% Sharpe 1.47 \| Sortino 6.16 \| Calmar 8.2 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)
RSI only	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 16.3% \| Win 82% Sharpe 3.37 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.8% \| Win 64% Sharpe 2.27 \| Sortino 29.89 \| Calmar 52.9 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
RSmean neg	CAGR 0.5% \| Win 64% Sharpe 2.43 \| Sortino 5.51 \| Calmar 9.2 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 0.5% \| Win 73% Sharpe 1.79 \| Sortino 4.32 \| Calmar 6.6 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 17.5% \| Win 91% Sharpe 4.21 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 4.7% \| Win 82% Sharpe 1.42 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
RSmean neg	CAGR 0.5% \| Win 64% Sharpe 2.12 \| Sortino 4.58 \| Calmar 9.4 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 0.5% \| Win 73% Sharpe 2.02 \| Sortino 3.07 \| Calmar 5.9 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 19.9% \| Win 82% Sharpe 3.48 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 2.5% \| Win 73% Sharpe 2.24 \| Sortino 23.54 \| Calmar 20.5 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
RSmean neg	CAGR 0.9% \| Win 64% Sharpe 2.10 \| Sortino 7.58 \| Calmar 11.1 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 0.1% \| Win 18% Sharpe 0.86 \| Sortino 13.34 \| Calmar 5.9 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 18.2% \| Win 82% Sharpe 3.28 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 1.2% \| Win 64% Sharpe 1.73 \| Sortino 8.71 \| Calmar 14.4 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
MACD neg	CAGR 1.4% \| Win 64% Sharpe 3.26 \| Sortino 40.20 \| Calmar 64.3 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 2.4% \| Win 82% Sharpe 3.66 \| Sortino 0.00 \| Calmar 35.1 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)
RSI only	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.0% \| Win 73% Sharpe 3.25 \| Sortino 5.51 \| Calmar 236.2 Vol 4% \| MDD -0.1% Months 11M (100%)	CAGR 5.0% \| Win 55% Sharpe 1.96 \| Sortino 22.18 \| Calmar 22.2 Vol 2% \| MDD -0.2% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
MACD neg	CAGR 2.6% \| Win 82% Sharpe 3.35 \| Sortino 0.00 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 1.3% \| Win 82% Sharpe 3.26 \| Sortino 0.00 \| Calmar 34.3 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 14.7% \| Win 91% Sharpe 4.04 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)	CAGR 4.4% \| Win 55% Sharpe 1.33 \| Sortino 2.04 \| Calmar 211.5 Vol 3% \| MDD -0.0% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
MACD neg	CAGR 3.0% \| Win 91% Sharpe 3.98 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 82% Sharpe 3.76 \| Sortino 0.00 \| Calmar 44.7 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 18.9% \| Win 82% Sharpe 3.33 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 0.6% \| Win 46% Sharpe 0.99 \| Sortino 2.00 \| Calmar 2.6 Vol 1% \| MDD -0.2% Months 11M (100%)	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)
MACD neg	CAGR 1.8% \| Win 91% Sharpe 4.59 \| Sortino 0.00 \| Calmar 0.0 Vol 0% \| MDD 0.0% Months 11M (100%)	CAGR 2.1% \| Win 73% Sharpe 3.10 \| Sortino 24.90 \| Calmar 39.9 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 15.1% \| Win 82% Sharpe 3.39 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 4.3% \| Win 55% Sharpe 1.93 \| Sortino 19.33 \| Calmar 24.9 Vol 2% \| MDD -0.2% Months 11M (100%)	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
RSI neg	CAGR 1.6% \| Win 73% Sharpe 2.49 \| Sortino 6.52 \| Calmar 12.4 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 2.1% \| Win 82% Sharpe 2.70 \| Sortino 0.00 \| Calmar 40.7 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 16.2% \| Win 91% Sharpe 4.14 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 3.2% \| Win 64% Sharpe 1.17 \| Sortino 1.28 \| Calmar 46.7 Vol 3% \| MDD -0.1% Months 11M (100%)	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
RSI neg	CAGR 1.6% \| Win 82% Sharpe 3.34 \| Sortino 0.00 \| Calmar 33.2 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 2.1% \| Win 73% Sharpe 2.37 \| Sortino 70.30 \| Calmar 63.8 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 19.3% \| Win 82% Sharpe 3.49 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 0.5% \| Win 55% Sharpe 1.00 \| Sortino 1.53 \| Calmar 2.7 Vol 0% \| MDD -0.2% Months 11M (100%)	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
RSI neg	CAGR 1.5% \| Win 73% Sharpe 2.38 \| Sortino 108.72 \| Calmar 186.3 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 2.2% \| Win 82% Sharpe 2.72 \| Sortino 0.00 \| Calmar 27.9 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 15.9% \| Win 91% Sharpe 4.17 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 73% Sharpe 0.58 \| Sortino 0.38 \| Calmar 16.9 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
MACDhist neg	CAGR 1.9% \| Win 64% Sharpe 2.19 \| Sortino 12.12 \| Calmar 18.3 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 4.4% \| Win 64% Sharpe 2.08 \| Sortino 16.63 \| Calmar 122.9 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)
RSIhist only	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 15.7% \| Win 82% Sharpe 3.48 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.49 \| Sortino 13.36 \| Calmar 17.6 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
MACDhist neg	CAGR 4.7% \| Win 64% Sharpe 2.19 \| Sortino 22.33 \| Calmar 67.8 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 1.6% \| Win 55% Sharpe 2.06 \| Sortino 14.39 \| Calmar 22.6 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 16.4% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.5% \| Win 82% Sharpe 2.54 \| Sortino 0.00 \| Calmar 16.6 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 18.1% \| Win 91% Sharpe 4.28 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)
RSIhist neg	CAGR 4.1% \| Win 64% Sharpe 1.32 \| Sortino 1.78 \| Calmar 75.1 Vol 3% \| MDD -0.1% Months 11M (100%)	CAGR 1.2% \| Win 64% Sharpe 1.98 \| Sortino 2.91 \| Calmar 5.7 Vol 1% \| MDD -0.2% Months 11M (100%)	CAGR 5.3% \| Win 82% Sharpe 1.53 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 11M (100%)
LWTI only	CAGR 21.0% \| Win 82% Sharpe 3.54 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 2.7% \| Win 73% Sharpe 2.38 \| Sortino 32.91 \| Calmar 21.6 Vol 1% \| MDD -0.1% Months 11M (100%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 82% Sharpe 3.98 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 46% Sharpe 0.99 \| Sortino 2.09 \| Calmar 6.8 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 1.2% \| Win 82% Sharpe 2.31 \| Sortino 0.00 \| Calmar 17.3 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 2.9% \| Win 73% Sharpe 1.46 \| Sortino 2.04 \| Calmar 60.6 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
SLmean only	CAGR 19.6% \| Win 82% Sharpe 4.01 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 73% Sharpe 1.35 \| Sortino 1.75 \| Calmar 59.2 Vol 3% \| MDD -0.1% Months 11M (100%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 18.3% \| Win 82% Sharpe 3.72 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 0.9% \| Win 64% Sharpe 2.11 \| Sortino 10.79 \| Calmar 15.7 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 4.0% \| Win 73% Sharpe 1.82 \| Sortino 2.57 \| Calmar 120.9 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 0.2% \| Win 73% Sharpe 1.39 \| Sortino 1.55 \| Calmar 3.3 Vol 0% \| MDD -0.1% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
RSmean only	CAGR 22.9% \| Win 82% Sharpe 3.42 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 55% Sharpe 2.30 \| Sortino 7.29 \| Calmar 10.8 Vol 0% \| MDD -0.1% Months 11M (100%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 82% Sharpe 3.63 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 2.3% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 37.7 Vol 1% \| MDD -0.1% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 2.6% \| Win 64% Sharpe 1.40 \| Sortino 1.86 \| Calmar 118.5 Vol 2% \| MDD -0.0% Months 11M (100%)	CAGR 1.5% \| Win 82% Sharpe 3.21 \| Sortino 0.00 \| Calmar 79.7 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
MACD only	CAGR 19.6% \| Win 82% Sharpe 3.22 \| Sortino 0.00 \| Calmar 0.0 Vol 6% \| MDD 0.0% Months 11M (100%)	CAGR 3.9% \| Win 91% Sharpe 4.24 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 11M (100%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 18.0% \| Win 82% Sharpe 3.71 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 1.1% \| Win 64% Sharpe 2.33 \| Sortino 62.95 \| Calmar 22.7 Vol 0% \| MDD -0.0% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 1.6% \| Win 64% Sharpe 1.15 \| Sortino 1.07 \| Calmar 125.3 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 2.6% \| Win 82% Sharpe 2.47 \| Sortino 0.00 \| Calmar 79.6 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
RSI only	CAGR 19.9% \| Win 82% Sharpe 3.38 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)	CAGR 3.7% \| Win 82% Sharpe 3.00 \| Sortino 0.00 \| Calmar 45.9 Vol 1% \| MDD -0.1% Months 11M (100%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 2.6% \| Win 55% Sharpe 1.68 \| Sortino 6.69 \| Calmar 7.9 Vol 2% \| MDD -0.3% Months 11M (100%)	CAGR 19.3% \| Win 82% Sharpe 3.79 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 11M (100%)
MRmean neg	CAGR 0.5% \| Win 55% Sharpe 0.68 \| Sortino 0.59 \| Calmar 40.5 Vol 1% \| MDD -0.0% Months 11M (100%)	CAGR 3.7% \| Win 73% Sharpe 2.30 \| Sortino 11.49 \| Calmar 51.1 Vol 2% \| MDD -0.1% Months 11M (100%)	CAGR 4.2% \| Win 73% Sharpe 1.87 \| Sortino 2.95 \| Calmar 101.3 Vol 2% \| MDD -0.0% Months 11M (100%)
MACDhist only	CAGR 16.9% \| Win 82% Sharpe 3.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 11M (100%)	CAGR 6.4% \| Win 64% Sharpe 2.27 \| Sortino 36.38 \| Calmar 45.3 Vol 3% \| MDD -0.1% Months 11M (100%)