TRADING MODELS
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/ 2026-06-10
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.92
2NEM Materials0.86
3EXE Energy0.86
4SNDK Information Technology0.86
5EQT Energy0.84
6NU Financials0.81
7RRC Energy0.81
8NBIX Health Care0.81
9MU Information Technology0.79
10NVDA Information Technology0.79
11AR Energy0.79
12FIS Financials0.78
13PTC Information Technology0.77
14CF Materials0.77
15RGLD Materials0.77
16FSLR Information Technology0.76
17EVR Financials0.76
18ALB Materials0.76
19FICO Information Technology0.74
20AFL Financials0.74
21INCY Health Care0.73
22RDDT Communication Services0.71
23ADSK Information Technology0.71
24MRP Consumer Discretionary0.70
25FNF Financials0.69
26HRB Consumer Discretionary0.69
27EOG Energy0.68
28COLB Financials0.68
29MLI Industrials0.67
30BKNG Consumer Discretionary0.67
31ALL Financials0.67
32AMP Financials0.67
33ROP Industrials0.67
34SF Financials0.67
35EG Financials0.67
36CRM Information Technology0.66
37CB Financials0.66
38EWBC Financials0.66
39PLTR Information Technology0.65
40JAZZ Health Care0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.15
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5MKL Financials0.21
6LPX Materials0.21
7COIN Financials0.21
8DOW Materials0.22
9MOH Health Care0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12OLN Materials0.25
13ENPH Information Technology0.26
14DJT Communication Services0.27
15DE Industrials0.27
16HOG Consumer Discretionary0.27
17FND Consumer Discretionary0.27
18CNH Industrials0.28
19NKE Consumer Discretionary0.28
20CWEN-A Utilities0.29
21MDU Utilities0.30
22PPC Consumer Staples0.30
23HON Industrials0.30
24LMT Industrials0.30
25CPNG Consumer Discretionary0.30
26MGM Consumer Discretionary0.30
27PENN Consumer Discretionary0.31
28IDA Utilities0.31
29PSX Energy0.32
30CARR Industrials0.33
31LYV Communication Services0.33
32HD Consumer Discretionary0.34
33OGE Utilities0.34
34EL Consumer Staples0.34
35CASY Consumer Staples0.35
36CNP Utilities0.35
37CLX Consumer Staples0.35
38CPT Real Estate0.35
39CORT Health Care0.35
40COLD Real Estate0.36

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.
78 ticker(s) with no survivor — show verdicts
AU long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.353 1.14 3 7 0.17 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
donchian 0.366 1.17 4 7 0.00 deflated_sharpe 0.37 < 0.90; n_trades 4 < 12
rsi2 0.056 0.20 34 7 0.17 deflated_sharpe 0.06 < 0.90
macd 0.181 0.73 23 7 0.00 deflated_sharpe 0.18 < 0.90
bollinger 0.711 1.41 4 7 0.17 deflated_sharpe 0.71 < 0.90; n_trades 4 < 12
NEM long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.334 1.11 4 7 0.33 deflated_sharpe 0.33 < 0.90; n_trades 4 < 12
donchian 0.116 0.52 6 7 0.33 deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
rsi2 0.081 0.35 33 7 0.17 deflated_sharpe 0.08 < 0.90
macd 0.021 -0.14 25 7 0.50 deflated_sharpe 0.02 < 0.90
bollinger 0.009 -0.37 2 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
EXE long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.111 0.48 5 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
donchian 0.014 -0.25 6 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
rsi2 0.005 -0.54 31 7 0.33 deflated_sharpe 0.01 < 0.90
macd 0.067 0.27 20 7 0.17 deflated_sharpe 0.07 < 0.90
bollinger 0.172 0.66 1 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 1 < 12
EQT long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.141 0.60 5 7 0.00 deflated_sharpe 0.14 < 0.90; n_trades 5 < 12
donchian 0.095 0.41 4 7 0.00 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
rsi2 0.350 1.09 41 7 0.50 deflated_sharpe 0.35 < 0.90
macd 0.062 0.24 23 7 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.700 1.54 9 7 0.00 deflated_sharpe 0.70 < 0.90; n_trades 9 < 12
NU long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.003 -0.65 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.000 -1.05 10 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
rsi2 0.015 -0.23 27 7 0.17 deflated_sharpe 0.01 < 0.90
macd 0.082 0.35 16 7 0.00 deflated_sharpe 0.08 < 0.90
bollinger 0.049 0.15 2 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
RRC long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.083 0.36 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
donchian 0.011 -0.34 11 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
rsi2 0.022 -0.12 28 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.215 0.81 25 7 0.00 deflated_sharpe 0.22 < 0.90
bollinger 0.215 0.83 10 7 0.00 deflated_sharpe 0.21 < 0.90; n_trades 10 < 12
NBIX long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.041 0.09 4 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
donchian 0.013 -0.26 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
rsi2 0.021 -0.14 25 7 0.33 deflated_sharpe 0.02 < 0.90
macd 0.050 0.16 22 7 0.00 deflated_sharpe 0.05 < 0.90
bollinger 0.019 -0.17 7 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
MU long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.897 2.24 7 7 0.17 deflated_sharpe 0.90 < 0.90; n_trades 7 < 12
donchian 0.964 2.54 3 7 0.00 n_trades 3 < 12
rsi2 0.219 0.81 28 7 0.00 deflated_sharpe 0.22 < 0.90
macd 0.603 1.57 22 7 0.00 deflated_sharpe 0.60 < 0.90
bollinger 0.713 1.55 5 7 0.17 deflated_sharpe 0.71 < 0.90; n_trades 5 < 12
NVDA long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.403 1.20 7 7 0.00 deflated_sharpe 0.40 < 0.90; n_trades 7 < 12
donchian 0.143 0.60 8 7 0.17 deflated_sharpe 0.14 < 0.90; n_trades 8 < 12
rsi2 0.083 0.36 40 7 0.33 deflated_sharpe 0.08 < 0.90
macd 0.013 -0.28 21 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.915 1.44 4 7 0.00 n_trades 4 < 12
AR long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.031 -0.01 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
donchian 0.019 -0.17 7 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
rsi2 0.020 -0.16 27 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.104 0.45 23 7 0.00 deflated_sharpe 0.10 < 0.90
bollinger 0.409 1.21 14 7 0.00 deflated_sharpe 0.41 < 0.90
FIS long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.080 0.33 3 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
donchian 0.151 0.63 2 7 0.00 deflated_sharpe 0.15 < 0.90; n_trades 2 < 12
rsi2 0.003 -0.62 17 7 0.00 deflated_sharpe 0.00 < 0.90
macd 0.000 -1.16 23 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.05 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
PTC long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.227 0.73 3 7 0.00 deflated_sharpe 0.23 < 0.90; n_trades 3 < 12
donchian 0.248 0.77 2 7 0.00 deflated_sharpe 0.25 < 0.90; n_trades 2 < 12
rsi2 0.085 0.39 19 7 0.00 deflated_sharpe 0.08 < 0.90
macd 0.016 -0.23 20 7 0.33 deflated_sharpe 0.02 < 0.90
bollinger 0.005 -0.53 8 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
CF long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.161 0.65 8 7 0.33 deflated_sharpe 0.16 < 0.90; n_trades 8 < 12
donchian 0.083 0.35 8 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 8 < 12
rsi2 0.135 0.56 36 7 0.17 deflated_sharpe 0.13 < 0.90
macd 0.055 0.20 22 7 0.33 deflated_sharpe 0.06 < 0.90
bollinger 0.079 0.34 4 7 0.33 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
RGLD long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.061 0.23 5 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
donchian 0.082 0.36 6 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
rsi2 0.007 -0.45 38 7 0.33 deflated_sharpe 0.01 < 0.90
macd 0.247 0.91 21 7 0.17 deflated_sharpe 0.25 < 0.90
bollinger 0.003 -0.64 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
FSLR long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.251 0.87 5 7 0.50 deflated_sharpe 0.25 < 0.90; n_trades 5 < 12
donchian 0.056 0.20 4 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
rsi2 0.164 0.63 25 7 0.00 deflated_sharpe 0.16 < 0.90
macd 0.001 -0.89 27 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.130 0.55 9 7 0.17 deflated_sharpe 0.13 < 0.90; n_trades 9 < 12
EVR long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.416 1.18 4 7 0.00 deflated_sharpe 0.42 < 0.90; n_trades 4 < 12
donchian 0.212 0.75 4 7 0.00 deflated_sharpe 0.21 < 0.90; n_trades 4 < 12
rsi2 0.001 -0.94 33 7 0.17 deflated_sharpe 0.00 < 0.90
macd 0.024 -0.09 24 7 0.17 deflated_sharpe 0.02 < 0.90
bollinger 0.050 0.16 6 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
ALB long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.433 1.27 3 7 0.00 deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
donchian 0.094 0.41 6 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
rsi2 0.539 1.45 26 7 0.00 deflated_sharpe 0.54 < 0.90
macd 0.048 0.14 21 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.049 0.15 5 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
FICO long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.074 0.31 6 7 0.33 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
donchian 0.077 0.32 5 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
rsi2 0.000 -1.07 18 7 0.17 deflated_sharpe 0.00 < 0.90
macd 0.007 -0.43 21 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.021 -0.13 11 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
AFL long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.11 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
donchian 0.000 -1.49 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
rsi2 0.021 -0.13 39 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.002 -0.77 20 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.687 1.22 2 7 0.00 deflated_sharpe 0.69 < 0.90; n_trades 2 < 12
INCY long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.217 0.80 3 7 0.17 deflated_sharpe 0.22 < 0.90; n_trades 3 < 12
donchian 0.124 0.52 4 7 0.17 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
rsi2 0.054 0.19 44 7 0.50 deflated_sharpe 0.05 < 0.90
macd 0.141 0.58 16 7 0.00 deflated_sharpe 0.14 < 0.90
bollinger 0.397 1.19 8 7 0.00 deflated_sharpe 0.40 < 0.90; n_trades 8 < 12
RDDT long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.002 -1.27 2 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
donchian 0.014 -0.48 2 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2 0.028 -0.07 11 2 0.00 deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
macd 0.010 -0.67 5 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
bollinger 0.062 0.45 1 2 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ADSK long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.029 -0.03 7 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
donchian 0.092 0.42 2 7 0.00 deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
rsi2 0.020 -0.16 32 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.000 -1.11 23 7 0.50 deflated_sharpe 0.00 < 0.90
bollinger 0.086 0.37 9 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 9 < 12
FNF long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.39 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
donchian 0.002 -0.70 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
rsi2 0.018 -0.19 27 7 0.33 deflated_sharpe 0.02 < 0.90
macd 0.007 -0.44 23 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.234 0.84 9 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 9 < 12
HRB long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.001 -0.93 6 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.67 > 0.50
donchian 0.009 -0.40 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
rsi2 0.002 -0.73 13 7 0.00 deflated_sharpe 0.00 < 0.90
macd 0.010 -0.36 19 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.003 -0.66 2 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
EOG long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.004 -0.62 9 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
donchian 0.009 -0.37 9 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
rsi2 0.003 -0.68 21 7 0.17 deflated_sharpe 0.00 < 0.90
macd 0.069 0.28 21 7 0.17 deflated_sharpe 0.07 < 0.90
bollinger 0.160 0.65 4 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
COLB long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.055 0.19 5 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
donchian 0.050 0.16 8 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
rsi2 0.787 1.65 41 7 0.17 deflated_sharpe 0.79 < 0.90
macd 0.006 -0.50 20 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.044 0.11 8 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
MLI long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.345 1.08 5 7 0.17 deflated_sharpe 0.35 < 0.90; n_trades 5 < 12
donchian 0.592 1.48 3 7 0.00 deflated_sharpe 0.59 < 0.90; n_trades 3 < 12
rsi2 0.886 1.90 54 7 0.00 deflated_sharpe 0.89 < 0.90
macd 0.044 0.11 25 7 0.17 deflated_sharpe 0.04 < 0.90
bollinger 0.219 0.72 4 7 0.17 deflated_sharpe 0.22 < 0.90; n_trades 4 < 12
BKNG long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.117 0.50 6 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
donchian 0.196 0.77 4 7 0.00 deflated_sharpe 0.20 < 0.90; n_trades 4 < 12
rsi2 0.015 -0.23 34 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.098 0.42 20 7 0.33 deflated_sharpe 0.10 < 0.90
bollinger 0.026 -0.07 8 7 0.50 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ALL long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.012 -0.30 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
donchian 0.000 -1.38 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
rsi2 0.132 0.59 44 7 0.17 deflated_sharpe 0.13 < 0.90
macd 0.036 0.05 23 7 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.447 1.32 9 7 0.17 deflated_sharpe 0.45 < 0.90; n_trades 9 < 12
AMP long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.068 0.28 5 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
donchian 0.152 0.60 4 7 0.33 deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
rsi2 0.010 -0.36 23 7 0.33 deflated_sharpe 0.01 < 0.90
macd 0.009 -0.39 19 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.066 0.26 9 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 9 < 12
ROP long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.002 -0.79 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.000 -1.21 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.000 -1.11 21 7 0.17 deflated_sharpe 0.00 < 0.90
macd 0.001 -0.88 18 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.004 -0.56 9 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
SF long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.160 0.63 5 7 0.00 deflated_sharpe 0.16 < 0.90; n_trades 5 < 12
donchian 0.167 0.62 8 7 0.67 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12; param change-rate 0.67 > 0.50
rsi2 0.123 0.49 37 7 0.17 deflated_sharpe 0.12 < 0.90
macd 0.184 0.75 23 7 0.33 deflated_sharpe 0.18 < 0.90
bollinger 0.083 0.34 6 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
EG long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.63 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
donchian 0.000 -1.37 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2 0.000 -1.31 13 7 0.17 deflated_sharpe 0.00 < 0.90
macd 0.000 -1.20 28 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.361 1.09 8 7 0.00 deflated_sharpe 0.36 < 0.90; n_trades 8 < 12
CRM long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.008 -0.42 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
donchian 0.101 0.42 3 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.55 15 7 0.00 deflated_sharpe 0.01 < 0.90
macd 0.063 0.25 20 7 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.004 -0.59 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
CB long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.074 0.31 3 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
donchian 0.047 0.14 4 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
rsi2 0.157 0.63 42 7 0.17 deflated_sharpe 0.16 < 0.90
macd 0.009 -0.38 21 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 1.000 2.09 3 7 0.33 n_trades 3 < 12
EWBC long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.130 0.55 7 7 0.17 deflated_sharpe 0.13 < 0.90; n_trades 7 < 12
donchian 0.089 0.38 5 7 0.50 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
rsi2 0.007 -0.44 41 7 0.17 deflated_sharpe 0.01 < 0.90
macd 0.370 1.24 18 7 0.00 deflated_sharpe 0.37 < 0.90
bollinger 0.192 0.74 3 7 0.00 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
PLTR long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.566 1.46 5 7 0.00 deflated_sharpe 0.57 < 0.90; n_trades 5 < 12
donchian 0.365 1.08 6 7 0.50 deflated_sharpe 0.36 < 0.90; n_trades 6 < 12
rsi2 0.470 1.16 37 7 0.00 deflated_sharpe 0.47 < 0.90
macd 0.491 1.32 21 7 0.67 deflated_sharpe 0.49 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.065 0.26 4 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
JAZZ long no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.181 0.68 8 7 0.33 deflated_sharpe 0.18 < 0.90; n_trades 8 < 12
donchian 0.090 0.39 7 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
rsi2 0.249 0.90 34 7 0.17 deflated_sharpe 0.25 < 0.90
macd 0.315 0.92 23 7 0.00 deflated_sharpe 0.31 < 0.90
bollinger 0.029 -0.03 3 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
RARE short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.008 -0.41 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
donchian 0.019 -0.17 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
rsi2 0.063 0.24 38 7 0.17 deflated_sharpe 0.06 < 0.90
macd 0.047 0.13 19 7 0.00 deflated_sharpe 0.05 < 0.90
bollinger 0.378 0.81 5 7 0.33 deflated_sharpe 0.38 < 0.90; n_trades 5 < 12
BHF short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.24 6 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.67 > 0.50
donchian 0.007 -0.43 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
rsi2 0.176 0.66 11 7 0.17 deflated_sharpe 0.18 < 0.90; n_trades 11 < 12
macd 0.001 -0.87 19 7 0.50 deflated_sharpe 0.00 < 0.90
bollinger 0.012 -0.26 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
KMX short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.014 -0.27 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
donchian 0.034 0.02 10 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 10 < 12
rsi2 0.001 -0.94 34 7 0.00 deflated_sharpe 0.00 < 0.90
macd 0.215 0.76 16 7 0.00 deflated_sharpe 0.22 < 0.90
bollinger 0.001 -0.88 2 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
CG short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.018 -0.18 7 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
donchian 0.056 0.20 7 7 0.33 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
rsi2 0.019 -0.18 16 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.011 -0.33 22 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.646 1.22 2 7 0.00 deflated_sharpe 0.65 < 0.90; n_trades 2 < 12
MKL short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.030 -0.02 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
donchian 0.025 -0.08 3 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
rsi2 0.225 0.77 8 7 0.00 deflated_sharpe 0.22 < 0.90; n_trades 8 < 12
macd 0.001 -0.88 27 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.034 0.02 9 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
LPX short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.026 -0.07 4 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
donchian 0.003 -0.62 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2 0.161 0.66 35 7 0.00 deflated_sharpe 0.16 < 0.90
macd 0.011 -0.32 20 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.941 1.66 3 7 0.33 n_trades 3 < 12
COIN short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.016 -0.22 7 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
donchian 0.049 0.15 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2 0.015 -0.23 26 7 0.17 deflated_sharpe 0.02 < 0.90
macd 0.073 0.31 16 7 0.00 deflated_sharpe 0.07 < 0.90
bollinger 0.001 -0.88 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
DOW short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.204 0.77 2 7 0.17 deflated_sharpe 0.20 < 0.90; n_trades 2 < 12
donchian 0.042 0.09 7 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
rsi2 0.136 0.53 32 7 0.17 deflated_sharpe 0.14 < 0.90
macd 0.024 -0.09 19 7 0.17 deflated_sharpe 0.02 < 0.90
bollinger 0.006 -0.50 3 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
MOH short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.013 -0.28 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
donchian 0.008 -0.43 9 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
rsi2 0.027 -0.06 41 7 0.50 deflated_sharpe 0.03 < 0.90
macd 0.300 0.93 19 7 0.17 deflated_sharpe 0.30 < 0.90
bollinger 0.062 0.23 9 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
APO short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.019 -0.16 7 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
donchian 0.011 -0.34 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2 0.090 0.39 29 7 0.33 deflated_sharpe 0.09 < 0.90
macd 0.032 -0.00 18 7 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.004 -0.57 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
MTN short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.011 -0.33 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
donchian 0.000 -1.13 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
rsi2 0.003 -0.67 35 7 0.33 deflated_sharpe 0.00 < 0.90
macd 0.013 -0.27 22 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.277 1.00 8 7 0.50 deflated_sharpe 0.28 < 0.90; n_trades 8 < 12
OLN short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.134 0.58 7 7 0.00 deflated_sharpe 0.13 < 0.90; n_trades 7 < 12
donchian 0.102 0.46 4 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
rsi2 0.364 1.14 28 7 0.00 deflated_sharpe 0.36 < 0.90
macd 0.007 -0.45 22 7 0.50 deflated_sharpe 0.01 < 0.90
bollinger 0.002 -0.70 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ENPH short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.160 0.64 3 7 0.00 deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
donchian 0.030 -0.02 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.797 1.68 45 7 0.17 deflated_sharpe 0.80 < 0.90
macd 0.007 -0.44 17 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.004 -0.57 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
DJT short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.059 0.23 2 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
donchian 0.018 -0.18 9 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
rsi2 0.001 -0.89 42 7 0.33 deflated_sharpe 0.00 < 0.90
macd 0.070 0.29 18 7 0.17 deflated_sharpe 0.07 < 0.90
bollinger 0.027 -0.05 7 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
DE short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.13 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.002 -0.68 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.003 -0.71 9 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
macd 0.000 -1.05 23 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.009 -0.37 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
HOG short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.115 0.50 5 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 5 < 12
donchian 0.127 0.54 4 7 0.17 deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
rsi2 0.156 0.65 38 7 0.00 deflated_sharpe 0.16 < 0.90
macd 0.003 -0.65 22 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
bollinger 0.013 -0.27 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
FND short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.093 0.40 5 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
donchian 0.084 0.36 8 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 8 < 12
rsi2 0.202 0.79 43 7 0.17 deflated_sharpe 0.20 < 0.90
macd 0.010 -0.36 23 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.862 1.22 1 7 0.00 deflated_sharpe 0.86 < 0.90; n_trades 1 < 12
CNH short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.001 -0.94 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
donchian 0.023 -0.10 3 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
rsi2 0.007 -0.43 21 7 0.50 deflated_sharpe 0.01 < 0.90
macd 0.013 -0.28 19 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.017 -0.21 9 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
NKE short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.007 -0.46 11 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
donchian 0.066 0.26 9 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 9 < 12
rsi2 0.013 -0.28 35 7 0.00 deflated_sharpe 0.01 < 0.90
macd 0.031 -0.01 24 7 0.17 deflated_sharpe 0.03 < 0.90
bollinger 0.167 0.64 8 7 0.17 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
CWEN-A short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.15 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.001 -0.90 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.008 -0.35 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd 0.001 -1.00 22 7 0.50 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.90 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
MDU short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.15 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
donchian 0.039 0.07 1 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2 0.025 -0.07 9 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
macd 0.000 -1.27 27 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.96 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
PPC short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.064 0.25 4 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
donchian 0.228 0.83 5 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 5 < 12
rsi2 0.009 -0.40 20 7 0.17 deflated_sharpe 0.01 < 0.90
macd 0.360 1.07 15 7 0.00 deflated_sharpe 0.36 < 0.90
bollinger 0.049 0.15 4 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
HON short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.016 -0.23 6 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
donchian 0.001 -0.78 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
rsi2 0.042 0.10 14 7 0.17 deflated_sharpe 0.04 < 0.90
macd 0.015 -0.24 15 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.026 -0.07 8 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
LMT short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.288 0.89 4 7 0.17 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
donchian 0.207 0.77 6 7 0.17 deflated_sharpe 0.21 < 0.90; n_trades 6 < 12
rsi2 0.024 -0.09 25 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.027 -0.06 21 7 0.50 deflated_sharpe 0.03 < 0.90
bollinger 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
CPNG short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.028 -0.04 6 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
donchian 0.146 0.60 7 7 0.00 deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
rsi2 0.040 0.08 21 7 0.17 deflated_sharpe 0.04 < 0.90
macd 0.026 -0.07 23 7 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.009 -0.37 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
MGM short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.001 -0.82 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
donchian 0.011 -0.31 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
rsi2 0.008 -0.42 30 7 0.33 deflated_sharpe 0.01 < 0.90
macd 0.017 -0.20 24 7 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.122 0.55 7 7 0.17 deflated_sharpe 0.12 < 0.90; n_trades 7 < 12
PENN short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.004 -0.59 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
donchian 0.009 -0.38 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2 0.429 1.27 37 7 0.00 deflated_sharpe 0.43 < 0.90
macd 0.005 -0.55 19 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.270 0.96 10 7 0.00 deflated_sharpe 0.27 < 0.90; n_trades 10 < 12
IDA short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.06 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
donchian 0.001 -1.01 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
macd 0.007 -0.47 16 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -1.10 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
PSX short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.004 -0.60 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.000 -1.39 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
rsi2 0.012 -0.32 19 7 0.17 deflated_sharpe 0.01 < 0.90
macd 0.043 0.10 18 7 0.50 deflated_sharpe 0.04 < 0.90
bollinger 0.117 0.49 6 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
CARR short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.002 -0.74 4 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
donchian 0.053 0.18 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2 0.082 0.36 28 7 0.17 deflated_sharpe 0.08 < 0.90
macd 0.024 -0.09 19 7 0.17 deflated_sharpe 0.02 < 0.90
bollinger 0.015 -0.25 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
LYV short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.003 -0.69 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
donchian 0.011 -0.33 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2 0.117 0.49 6 7 0.17 deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
macd 0.004 -0.60 25 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.74 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
HD short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.026 -0.06 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
donchian 0.073 0.31 5 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
rsi2 0.006 -0.48 22 7 0.17 deflated_sharpe 0.01 < 0.90
macd 0.239 0.86 19 7 0.33 deflated_sharpe 0.24 < 0.90
bollinger 0.167 0.67 4 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
OGE short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.001 -0.99 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
donchian 0.000 -1.55 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
rsi2 0.339 0.79 5 7 0.17 deflated_sharpe 0.34 < 0.90; n_trades 5 < 12
macd 0.000 -1.27 26 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.016 -0.21 10 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 10 < 12
EL short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.009 -0.38 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
donchian 0.000 -1.39 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
rsi2 0.024 -0.10 29 7 0.00 deflated_sharpe 0.02 < 0.90
macd 0.035 0.03 20 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.000 -1.05 1 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
CASY short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.007 -0.50 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
donchian 0.001 -0.89 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
macd 0.000 -1.30 25 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.001 -1.03 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
CNP short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.002 -0.76 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
donchian 0.000 -1.74 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
rsi2 0.014 -0.25 3 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.001 -1.07 18 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.14 4 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
CLX short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.137 0.56 4 7 0.33 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
donchian 0.038 0.06 7 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
rsi2 0.265 0.88 34 7 0.17 deflated_sharpe 0.26 < 0.90
macd 0.437 1.22 14 7 0.00 deflated_sharpe 0.44 < 0.90
bollinger 0.000 -1.12 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
CPT short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.004 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
donchian 0.000 -1.12 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
rsi2 0.004 -0.61 20 7 0.00 deflated_sharpe 0.00 < 0.90
macd 0.015 -0.23 24 7 0.33 deflated_sharpe 0.02 < 0.90
bollinger 0.342 0.98 2 7 0.00 deflated_sharpe 0.34 < 0.90; n_trades 2 < 12
CORT short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.000 -1.18 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
donchian 0.005 -0.51 2 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2 0.001 -0.92 10 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
macd 0.018 -0.20 22 7 0.33 deflated_sharpe 0.02 < 0.90
bollinger 0.004 -0.61 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
COLD short no survivor 18 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
sma_cross 0.292 1.00 5 7 0.17 deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
donchian 0.047 0.14 6 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
rsi2 0.621 1.54 45 7 0.00 deflated_sharpe 0.62 < 0.90
macd 0.042 0.09 19 7 0.33 deflated_sharpe 0.04 < 0.90
bollinger 0.408 1.14 6 7 0.17 deflated_sharpe 0.41 < 0.90; n_trades 6 < 12

③ Create trade — tickets & performance since issue

no tickets on this date