TRADING MODELS
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 1 passed nightly FDR · 1 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.91
2NEM Materials0.85
3EXE Energy0.85
4SNDK Information Technology0.85
5EQT Energy0.84
6RRC Energy0.81
7NU Financials0.81
8NBIX Health Care0.80
9MU Information Technology0.79
10NVDA Information Technology0.79
11AR Energy0.79
12FIS Financials0.78
13PTC Information Technology0.78
14CF Materials0.77
15RGLD Materials0.76
16EVR Financials0.75
17ALB Materials0.75
18FICO Information Technology0.75
19FSLR Information Technology0.74
20AFL Financials0.74
21INCY Health Care0.73
22RDDT Communication Services0.71
23BLK Financials0.71
24ADSK Information Technology0.71
25MRP Consumer Discretionary0.70
26FNF Financials0.69
27HRB Consumer Discretionary0.69
28EOG Energy0.68
29COLB Financials0.68
30MLI Industrials0.67
31ALL Financials0.67
32ROP Industrials0.67
33AMP Financials0.67
34BKNG Consumer Discretionary0.67
35EG Financials0.67
36CRM Information Technology0.66
37SF Financials0.66
38CB Financials0.66
39EWBC Financials0.65
40PLTR Information Technology0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.15
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5LPX Materials0.21
6COIN Financials0.21
7MKL Financials0.22
8DOW Materials0.23
9MOH Health Care0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12ENPH Information Technology0.25
13OLN Materials0.26
14DJT Communication Services0.27
15DE Industrials0.27
16HOG Consumer Discretionary0.27
17FND Consumer Discretionary0.28
18NKE Consumer Discretionary0.28
19SOLV Health Care0.28
20CNH Industrials0.29
21CWEN-A Utilities0.29
22HON Industrials0.29
23LMT Industrials0.30
24MDU Utilities0.30
25MGM Consumer Discretionary0.30
26CPNG Consumer Discretionary0.30
27PPC Consumer Staples0.30
28IDA Utilities0.31
29PENN Consumer Discretionary0.32
30PSX Energy0.33
31CARR Industrials0.33
32LYV Communication Services0.33
33HD Consumer Discretionary0.34
34EL Consumer Staples0.34
35OGE Utilities0.35
36CNP Utilities0.35
37CPT Real Estate0.35
38DRI Consumer Discretionary0.35
39CORT Health Care0.36
40PPLI Communication Services0.36

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 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.292 1.17 4 7 0.00 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
base_breakout 0.229 1.03 4 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 4 < 12
pead 0.000 -0.84 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.036 0.20 34 7 0.17 deflated_sharpe 0.04 < 0.90
bollinger 0.638 1.41 4 7 0.17 deflated_sharpe 0.64 < 0.90; n_trades 4 < 12
ma_pullback 0.042 0.24 3 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum 0.713 1.97 39 7 0.83 deflated_sharpe 0.71 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.280 1.14 3 7 0.17 deflated_sharpe 0.28 < 0.90; n_trades 3 < 12
macd 0.132 0.73 23 7 0.00 deflated_sharpe 0.13 < 0.90
NEM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.081 0.52 6 7 0.33 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout 0.176 0.94 2 7 0.00 deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.054 0.35 33 7 0.17 deflated_sharpe 0.05 < 0.90
bollinger 0.005 -0.37 2 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback 0.001 -0.69 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.003 -0.50 31 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.263 1.11 4 7 0.33 deflated_sharpe 0.26 < 0.90; n_trades 4 < 12
macd 0.013 -0.14 25 7 0.50 deflated_sharpe 0.01 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.25 6 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -0.99 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.54 31 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.124 0.66 1 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ma_pullback 0.009 -0.21 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.009 -0.25 14 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.077 0.48 5 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd 0.044 0.27 20 7 0.17 deflated_sharpe 0.04 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.065 0.41 4 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout 0.009 -0.21 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.277 1.09 41 7 0.50 deflated_sharpe 0.28 < 0.90
bollinger 0.625 1.54 9 7 0.00 deflated_sharpe 0.63 < 0.90; n_trades 9 < 12
ma_pullback 0.050 0.32 1 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.354 1.24 37 7 0.17 deflated_sharpe 0.35 < 0.90
sma_cross 0.100 0.60 5 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.040 0.24 23 7 0.00 deflated_sharpe 0.04 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.34 11 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
base_breakout 0.074 0.47 1 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.013 -0.12 28 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.160 0.83 10 7 0.00 deflated_sharpe 0.16 < 0.90; n_trades 10 < 12
ma_pullback 0.000 -0.80 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.366 1.33 30 7 0.33 deflated_sharpe 0.37 < 0.90
sma_cross 0.056 0.36 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd 0.160 0.81 25 7 0.00 deflated_sharpe 0.16 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.05 10 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout 0.001 -0.83 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.995 1.62 1 7 0.17 n_trades 1 < 12
rsi2 0.009 -0.23 27 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.032 0.15 2 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ma_pullback 0.006 -0.32 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.001 -0.69 35 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.65 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.055 0.35 16 7 0.00 deflated_sharpe 0.06 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.26 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.002 -0.57 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
pead 0.056 0.32 1 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.012 -0.14 25 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.011 -0.17 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.058 0.39 2 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.097 0.61 43 7 0.33 deflated_sharpe 0.10 < 0.90
sma_cross 0.026 0.09 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.032 0.16 22 7 0.00 deflated_sharpe 0.03 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.944 2.54 3 7 0.00 n_trades 3 < 12
base_breakout 0.879 2.25 4 7 0.33 deflated_sharpe 0.88 < 0.90; n_trades 4 < 12
pead 0.329 0.78 1 7 0.17 deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2 0.163 0.81 28 7 0.00 deflated_sharpe 0.16 < 0.90
bollinger 0.639 1.55 5 7 0.17 deflated_sharpe 0.64 < 0.90; n_trades 5 < 12
ma_pullback 0.751 1.92 3 7 0.00 deflated_sharpe 0.75 < 0.90; n_trades 3 < 12
ridge_momentum 0.281 1.10 29 7 0.50 deflated_sharpe 0.28 < 0.90
sma_cross 0.855 2.24 7 7 0.17 deflated_sharpe 0.86 < 0.90; n_trades 7 < 12
macd 0.522 1.57 22 7 0.00 deflated_sharpe 0.52 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.102 0.60 8 7 0.17 deflated_sharpe 0.10 < 0.90; n_trades 8 < 12
base_breakout 0.008 -0.27 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.056 0.36 40 7 0.33 deflated_sharpe 0.06 < 0.90
bollinger 0.879 1.44 4 7 0.00 deflated_sharpe 0.88 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.06 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.192 0.90 64 7 0.83 deflated_sharpe 0.19 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.326 1.20 7 7 0.00 deflated_sharpe 0.33 < 0.90; n_trades 7 < 12
macd 0.007 -0.28 21 7 0.00 deflated_sharpe 0.01 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.17 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.042 0.26 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.012 -0.16 27 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.331 1.21 14 7 0.00 deflated_sharpe 0.33 < 0.90
ma_pullback 0.006 -0.32 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.459 1.49 26 7 0.33 deflated_sharpe 0.46 < 0.90
sma_cross 0.019 -0.01 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.072 0.45 23 7 0.00 deflated_sharpe 0.07 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.108 0.63 2 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
base_breakout 0.002 -0.51 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.62 17 7 0.00 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
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.84 28 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.054 0.33 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.000 -1.16 23 7 0.33 deflated_sharpe 0.00 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.187 0.77 2 7 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout 0.017 -0.04 2 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.057 0.39 19 7 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.003 -0.53 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.039 0.22 33 7 0.33 deflated_sharpe 0.04 < 0.90
sma_cross 0.170 0.73 3 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 3 < 12
macd 0.009 -0.23 20 7 0.33 deflated_sharpe 0.01 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.35 8 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.053 0.33 3 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.095 0.56 36 7 0.17 deflated_sharpe 0.10 < 0.90
bollinger 0.053 0.34 4 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback 0.018 -0.03 5 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ridge_momentum 0.198 0.95 21 7 0.50 deflated_sharpe 0.20 < 0.90
sma_cross 0.116 0.65 8 7 0.33 deflated_sharpe 0.12 < 0.90; n_trades 8 < 12
macd 0.036 0.20 22 7 0.33 deflated_sharpe 0.04 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.055 0.36 6 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout 0.001 -0.85 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.010 -0.20 1 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.45 38 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.64 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.89 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum 0.033 0.17 25 7 0.50 deflated_sharpe 0.03 < 0.90
sma_cross 0.040 0.23 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.187 0.91 21 7 0.17 deflated_sharpe 0.19 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.158 0.75 4 7 0.00 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout 0.021 0.01 3 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -0.94 33 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.032 0.16 6 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.96 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.285 1.12 26 7 0.67 deflated_sharpe 0.29 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.338 1.18 4 7 0.00 deflated_sharpe 0.34 < 0.90; n_trades 4 < 12
macd 0.015 -0.09 24 7 0.17 deflated_sharpe 0.01 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.064 0.41 6 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout 0.011 -0.17 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.457 1.45 26 7 0.00 deflated_sharpe 0.46 < 0.90
bollinger 0.031 0.15 5 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.074 0.46 48 7 0.33 deflated_sharpe 0.07 < 0.90
sma_cross 0.354 1.27 3 7 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd 0.031 0.14 21 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.051 0.32 5 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout 0.005 -0.39 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.07 18 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.013 -0.13 11 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.36 31 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.049 0.31 6 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
macd 0.004 -0.43 21 7 0.33 deflated_sharpe 0.00 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.20 4 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
base_breakout 0.020 0.01 2 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.010 -0.20 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2 0.118 0.63 25 7 0.00 deflated_sharpe 0.12 < 0.90
bollinger 0.091 0.55 9 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 9 < 12
ma_pullback 0.001 -0.78 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.020 0.01 34 7 0.17 deflated_sharpe 0.02 < 0.90
sma_cross 0.191 0.87 5 7 0.50 deflated_sharpe 0.19 < 0.90; n_trades 5 < 12
macd 0.001 -0.89 27 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.49 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.007 -0.31 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.013 -0.13 39 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.611 1.22 2 7 0.00 deflated_sharpe 0.61 < 0.90; n_trades 2 < 12
ma_pullback 0.005 -0.38 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.049 0.31 36 7 0.33 deflated_sharpe 0.05 < 0.90
sma_cross 0.000 -1.11 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.001 -0.77 20 7 0.00 deflated_sharpe 0.00 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.087 0.52 4 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout 0.001 -0.68 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.035 0.19 44 7 0.50 deflated_sharpe 0.03 < 0.90
bollinger 0.320 1.19 8 7 0.00 deflated_sharpe 0.32 < 0.90; n_trades 8 < 12
ma_pullback 0.000 -1.39 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.004 -0.47 34 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.162 0.80 3 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd 0.100 0.58 16 7 0.00 deflated_sharpe 0.10 < 0.90
RDDT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.48 2 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 -1.73 1 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.017 -0.07 11 2 0.00 deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
bollinger 0.041 0.45 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -1.17 8 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 1.00 > 0.50
sma_cross 0.001 -1.27 2 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.006 -0.67 5 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
BLK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.107 0.63 4 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
base_breakout 0.186 0.90 3 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.034 0.17 37 7 0.33 deflated_sharpe 0.03 < 0.90
bollinger 0.465 1.27 9 7 0.33 deflated_sharpe 0.46 < 0.90; n_trades 9 < 12
ma_pullback 0.005 -0.33 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.130 0.71 25 7 0.50 deflated_sharpe 0.13 < 0.90
sma_cross 0.079 0.49 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.012 -0.15 23 7 0.00 deflated_sharpe 0.01 < 0.90
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.063 0.42 2 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout 0.115 0.73 1 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
pead 0.001 -0.70 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.012 -0.16 32 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.058 0.37 9 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
ma_pullback 0.001 -0.68 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.019 -0.02 20 7 0.83 deflated_sharpe 0.02 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.018 -0.03 7 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
macd 0.000 -1.11 23 7 0.50 deflated_sharpe 0.00 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.70 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.21 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.070 0.41 1 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.011 -0.19 27 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.176 0.84 9 7 0.17 deflated_sharpe 0.18 < 0.90; n_trades 9 < 12
ma_pullback 0.002 -0.48 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.048 0.30 56 7 0.50 deflated_sharpe 0.05 < 0.90
sma_cross 0.000 -1.39 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.004 -0.44 23 7 0.33 deflated_sharpe 0.00 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.40 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.055 0.34 2 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
rsi2 0.001 -0.73 13 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.66 2 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback 0.001 -0.57 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.006 -0.33 39 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.000 -0.93 6 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.67 > 0.50
macd 0.006 -0.36 19 7 0.17 deflated_sharpe 0.01 < 0.90
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.37 9 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
base_breakout 0.001 -0.75 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.057 0.35 1 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.68 21 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.115 0.65 4 7 0.17 deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
ma_pullback 0.006 -0.29 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.309 1.18 20 7 0.67 deflated_sharpe 0.31 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.002 -0.62 9 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
macd 0.046 0.28 21 7 0.17 deflated_sharpe 0.05 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.032 0.16 8 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
base_breakout 0.121 0.60 3 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
pead 0.000 -0.72 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.722 1.65 41 7 0.17 deflated_sharpe 0.72 < 0.90
bollinger 0.028 0.11 8 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.071 0.45 25 7 0.33 deflated_sharpe 0.07 < 0.90
sma_cross 0.036 0.19 5 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.003 -0.50 20 7 0.00 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.511 1.48 3 7 0.00 deflated_sharpe 0.51 < 0.90; n_trades 3 < 12
base_breakout 0.305 1.13 2 7 0.00 deflated_sharpe 0.30 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.841 1.90 54 7 0.00 deflated_sharpe 0.84 < 0.90
bollinger 0.163 0.72 4 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.08 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.472 1.45 31 7 0.33 deflated_sharpe 0.47 < 0.90
sma_cross 0.273 1.08 5 7 0.17 deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
macd 0.028 0.11 25 7 0.17 deflated_sharpe 0.03 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.38 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.011 -0.18 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead 0.041 0.25 1 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2 0.093 0.59 44 7 0.17 deflated_sharpe 0.09 < 0.90
bollinger 0.368 1.32 9 7 0.17 deflated_sharpe 0.37 < 0.90; n_trades 9 < 12
ma_pullback 0.017 -0.05 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.230 1.04 40 7 0.33 deflated_sharpe 0.23 < 0.90
sma_cross 0.007 -0.30 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.023 0.05 23 7 0.00 deflated_sharpe 0.02 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.21 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -1.03 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.11 21 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.56 9 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.018 -0.03 21 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.79 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.88 18 7 0.17 deflated_sharpe 0.00 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.109 0.60 4 7 0.33 deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.005 -0.36 23 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.044 0.26 9 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.012 -0.15 18 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.045 0.28 5 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.005 -0.39 19 7 0.17 deflated_sharpe 0.00 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.144 0.77 4 7 0.00 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
base_breakout 0.106 0.60 2 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
pead 0.100 0.50 1 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
rsi2 0.009 -0.23 34 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.016 -0.07 8 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback 0.012 -0.14 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.083 0.51 30 7 0.17 deflated_sharpe 0.08 < 0.90
sma_cross 0.081 0.50 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.067 0.42 20 7 0.33 deflated_sharpe 0.07 < 0.90
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.37 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.002 -0.63 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.31 13 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.288 1.09 8 7 0.00 deflated_sharpe 0.29 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.375 1.31 18 7 0.17 deflated_sharpe 0.37 < 0.90
sma_cross 0.000 -1.63 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.20 28 7 0.17 deflated_sharpe 0.00 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.069 0.42 3 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
base_breakout 0.112 0.56 1 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead 0.021 0.02 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.55 15 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.59 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.013 -0.12 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.008 -0.26 47 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.42 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.041 0.25 20 7 0.00 deflated_sharpe 0.04 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.121 0.62 8 7 0.67 deflated_sharpe 0.12 < 0.90; n_trades 8 < 12; param change-rate 0.67 > 0.50
base_breakout 0.008 -0.27 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.086 0.49 37 7 0.17 deflated_sharpe 0.09 < 0.90
bollinger 0.055 0.34 6 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ma_pullback 0.002 -0.54 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.093 0.56 24 7 0.33 deflated_sharpe 0.09 < 0.90
sma_cross 0.115 0.63 5 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd 0.134 0.75 23 7 0.33 deflated_sharpe 0.13 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.030 0.14 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout 0.016 -0.07 3 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead 0.023 0.05 1 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2 0.113 0.63 42 7 0.17 deflated_sharpe 0.11 < 0.90
bollinger 1.000 2.09 3 7 0.33 n_trades 3 < 12
ma_pullback 0.000 -0.98 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum 0.127 0.70 30 7 0.50 deflated_sharpe 0.13 < 0.90
sma_cross 0.049 0.31 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.005 -0.38 21 7 0.17 deflated_sharpe 0.01 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.38 5 7 0.50 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout 0.074 0.46 2 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.352 0.80 2 7 0.17 deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2 0.004 -0.44 41 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.141 0.74 3 7 0.00 deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.06 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.268 1.16 27 7 0.50 deflated_sharpe 0.27 < 0.90
sma_cross 0.091 0.55 7 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
macd 0.296 1.24 18 7 0.00 deflated_sharpe 0.30 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.290 1.08 6 7 0.50 deflated_sharpe 0.29 < 0.90; n_trades 6 < 12
base_breakout 0.130 0.68 5 7 0.33 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
pead 0.001 -0.76 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.389 1.16 37 7 0.00 deflated_sharpe 0.39 < 0.90
bollinger 0.043 0.26 4 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback 0.112 0.64 2 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ridge_momentum 0.138 0.72 28 7 0.50 deflated_sharpe 0.14 < 0.90
sma_cross 0.485 1.46 5 7 0.00 deflated_sharpe 0.48 < 0.90; n_trades 5 < 12
macd 0.410 1.32 21 7 0.67 deflated_sharpe 0.41 < 0.90; param change-rate 0.67 > 0.50
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.17 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.012 -0.14 2 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.000 -1.08 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.042 0.24 38 7 0.17 deflated_sharpe 0.04 < 0.90
bollinger 0.302 0.81 5 7 0.33 deflated_sharpe 0.30 < 0.90; n_trades 5 < 12
ma_pullback 0.060 0.38 2 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.264 0.83 36 7 0.33 deflated_sharpe 0.26 < 0.90
sma_cross 0.005 -0.41 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.030 0.13 19 7 0.00 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.43 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.128 0.66 11 7 0.17 deflated_sharpe 0.13 < 0.90; n_trades 11 < 12
bollinger 0.007 -0.26 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.007 -0.30 23 7 0.33 deflated_sharpe 0.01 < 0.90
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
macd 0.000 -0.87 19 7 0.50 deflated_sharpe 0.00 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.02 10 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 10 < 12
base_breakout 0.000 -0.73 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -0.94 34 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -0.88 2 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback 0.058 0.32 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.022 0.03 39 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.008 -0.27 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.160 0.76 16 7 0.00 deflated_sharpe 0.16 < 0.90
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.20 7 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.011 -0.18 16 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.567 1.22 2 7 0.00 deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
ma_pullback 0.227 0.81 2 7 0.00 deflated_sharpe 0.23 < 0.90; n_trades 2 < 12
ridge_momentum 0.009 -0.23 52 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.011 -0.18 7 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.006 -0.33 22 7 0.00 deflated_sharpe 0.01 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.62 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.001 -0.65 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.116 0.66 35 7 0.00 deflated_sharpe 0.12 < 0.90
bollinger 0.913 1.66 3 7 0.33 n_trades 3 < 12
ma_pullback 0.014 -0.10 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.101 0.60 47 7 0.50 deflated_sharpe 0.10 < 0.90
sma_cross 0.016 -0.07 4 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.007 -0.32 20 7 0.17 deflated_sharpe 0.01 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.031 0.15 3 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.038 0.22 3 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2 0.009 -0.23 26 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -0.88 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.041 0.24 44 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.009 -0.22 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.048 0.31 16 7 0.00 deflated_sharpe 0.05 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.015 -0.08 3 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -1.17 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.168 0.77 8 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
bollinger 0.021 0.02 9 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
ma_pullback 0.597 0.82 1 7 0.00 deflated_sharpe 0.60 < 0.90; n_trades 1 < 12
ridge_momentum 0.029 0.13 16 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.019 -0.02 6 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.001 -0.88 27 7 0.33 deflated_sharpe 0.00 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.026 0.09 7 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.096 0.53 32 7 0.17 deflated_sharpe 0.10 < 0.90
bollinger 0.003 -0.50 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.004 -0.45 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.023 0.05 47 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.151 0.77 2 7 0.17 deflated_sharpe 0.15 < 0.90; n_trades 2 < 12
macd 0.015 -0.09 19 7 0.17 deflated_sharpe 0.01 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.43 9 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout 0.006 -0.33 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.000 -0.83 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.016 -0.06 41 7 0.50 deflated_sharpe 0.02 < 0.90
bollinger 0.040 0.23 9 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
ma_pullback 0.281 0.90 4 7 0.00 deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum 0.074 0.44 44 7 0.67 deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.008 -0.28 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.233 0.93 19 7 0.17 deflated_sharpe 0.23 < 0.90
APO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.34 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.061 0.39 29 7 0.33 deflated_sharpe 0.06 < 0.90
bollinger 0.002 -0.57 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.17 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.014 -0.11 33 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.012 -0.16 7 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.020 -0.00 18 7 0.00 deflated_sharpe 0.02 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.13 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.001 -0.72 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.67 35 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.212 1.00 8 7 0.50 deflated_sharpe 0.21 < 0.90; n_trades 8 < 12
ma_pullback 0.029 0.13 3 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum 0.682 1.90 46 7 0.33 deflated_sharpe 0.68 < 0.90
sma_cross 0.006 -0.33 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.008 -0.27 22 7 0.00 deflated_sharpe 0.01 < 0.90
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.018 -0.02 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.008 -0.26 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.034 0.18 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.734 1.68 45 7 0.17 deflated_sharpe 0.73 < 0.90
bollinger 0.002 -0.57 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.014 -0.10 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.015 -0.08 35 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.115 0.64 3 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.004 -0.44 17 7 0.00 deflated_sharpe 0.00 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.070 0.46 4 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
base_breakout 0.181 0.96 1 7 0.00 deflated_sharpe 0.18 < 0.90; n_trades 1 < 12
pead 0.008 -0.28 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2 0.290 1.14 28 7 0.00 deflated_sharpe 0.29 < 0.90
bollinger 0.001 -0.70 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.22 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.015 -0.08 65 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.095 0.58 7 7 0.00 deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
macd 0.004 -0.45 22 7 0.50 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 9 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
base_breakout 0.010 -0.19 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -0.89 42 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.017 -0.05 7 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
ma_pullback 0.258 1.01 6 7 0.00 deflated_sharpe 0.26 < 0.90; n_trades 6 < 12
ridge_momentum 0.702 1.89 52 7 0.67 deflated_sharpe 0.70 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.039 0.23 2 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd 0.046 0.29 18 7 0.17 deflated_sharpe 0.05 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.68 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.71 9 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger 0.005 -0.37 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.09 26 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.13 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.05 23 7 0.17 deflated_sharpe 0.00 < 0.90
HOG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.089 0.54 4 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout 0.099 0.58 1 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
pead 0.000 -1.05 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.112 0.65 38 7 0.00 deflated_sharpe 0.11 < 0.90
bollinger 0.008 -0.27 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.040 0.24 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum 0.305 1.17 54 7 0.83 deflated_sharpe 0.30 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.080 0.50 5 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd 0.002 -0.65 22 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
FND short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.36 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.149 0.79 43 7 0.17 deflated_sharpe 0.15 < 0.90
bollinger 0.811 1.22 1 7 0.00 deflated_sharpe 0.81 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -1.15 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.055 0.35 39 7 0.83 deflated_sharpe 0.05 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.063 0.40 5 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd 0.005 -0.36 23 7 0.33 deflated_sharpe 0.01 < 0.90
NKE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.043 0.26 9 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.028 0.11 4 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.007 -0.28 35 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.121 0.64 8 7 0.17 deflated_sharpe 0.12 < 0.90; n_trades 8 < 12
ma_pullback 0.001 -0.79 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.276 1.12 45 7 0.67 deflated_sharpe 0.28 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.004 -0.46 11 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
macd 0.019 -0.01 24 7 0.17 deflated_sharpe 0.02 < 0.90
SOLV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.93 6 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.003 -0.78 1 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.003 -0.95 6 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.80 3 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross 0.038 0.41 2 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd 0.009 -0.41 7 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
CNH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.10 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.000 -0.89 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -0.77 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.43 21 7 0.50 deflated_sharpe 0.00 < 0.90
bollinger 0.010 -0.21 9 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
ma_pullback 0.007 -0.30 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.006 -0.34 42 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.000 -0.94 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.008 -0.28 19 7 0.33 deflated_sharpe 0.01 < 0.90
CWEN-A short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.90 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -0.94 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.005 -0.35 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
bollinger 0.001 -0.90 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.38 38 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.15 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.00 22 7 0.50 deflated_sharpe 0.00 < 0.90
HON short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.78 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.004 -0.40 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.027 0.10 14 7 0.17 deflated_sharpe 0.03 < 0.90
bollinger 0.016 -0.07 8 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.063 0.39 9 7 0.50 deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
sma_cross 0.009 -0.23 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.009 -0.24 15 7 0.17 deflated_sharpe 0.01 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.154 0.77 6 7 0.17 deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
base_breakout 0.000 -2.00 2 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.014 -0.09 25 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.010 -0.20 52 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.223 0.89 4 7 0.17 deflated_sharpe 0.22 < 0.90; n_trades 4 < 12
macd 0.016 -0.06 21 7 0.50 deflated_sharpe 0.02 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.016 -0.07 9 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger 0.001 -0.96 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.013 -0.13 37 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.15 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.27 27 7 0.00 deflated_sharpe 0.00 < 0.90
MGM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.31 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout 0.027 0.10 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.014 -0.11 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.42 30 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.085 0.55 7 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
ma_pullback 0.050 0.33 1 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.032 0.16 19 7 0.83 deflated_sharpe 0.03 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.001 -0.82 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.010 -0.20 24 7 0.00 deflated_sharpe 0.01 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.104 0.60 7 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.080 0.50 4 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
rsi2 0.025 0.08 21 7 0.17 deflated_sharpe 0.03 < 0.90
bollinger 0.005 -0.37 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.002 -0.57 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.002 -0.55 20 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.017 -0.04 6 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.016 -0.07 23 7 0.00 deflated_sharpe 0.02 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.171 0.83 5 7 0.17 deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
base_breakout 0.000 -0.92 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.010 -0.20 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.005 -0.40 20 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.032 0.15 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.62 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.011 -0.18 20 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.042 0.25 4 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.287 1.07 15 7 0.00 deflated_sharpe 0.29 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.01 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 -1.10 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -0.95 45 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.06 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.004 -0.47 16 7 0.17 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.38 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.351 1.27 37 7 0.00 deflated_sharpe 0.35 < 0.90
bollinger 0.206 0.96 10 7 0.00 deflated_sharpe 0.21 < 0.90; n_trades 10 < 12
ma_pullback 0.001 -0.76 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.011 -0.18 35 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.59 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.002 -0.55 19 7 0.00 deflated_sharpe 0.00 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.39 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.004 -0.42 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.007 -0.32 19 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.081 0.49 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.82 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.011 -0.17 57 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.002 -0.60 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.027 0.10 18 7 0.50 deflated_sharpe 0.03 < 0.90
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.18 3 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.015 -0.09 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.055 0.36 28 7 0.17 deflated_sharpe 0.06 < 0.90
bollinger 0.009 -0.25 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.061 0.41 1 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum 0.006 -0.35 13 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.74 4 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.015 -0.09 19 7 0.17 deflated_sharpe 0.01 < 0.90
LYV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.33 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.256 0.97 1 7 0.17 deflated_sharpe 0.26 < 0.90; n_trades 1 < 12
rsi2 0.081 0.49 6 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger 0.000 -1.74 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.40 48 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.69 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.002 -0.60 25 7 0.00 deflated_sharpe 0.00 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.049 0.31 5 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout 0.000 -0.84 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.003 -0.48 22 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.120 0.67 4 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.038 0.22 14 7 0.83 deflated_sharpe 0.04 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.016 -0.06 6 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.180 0.86 19 7 0.33 deflated_sharpe 0.18 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.39 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 -1.27 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 -0.76 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.014 -0.10 29 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -1.05 1 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -0.82 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.023 0.05 24 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.005 -0.38 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.022 0.03 20 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.55 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.267 0.79 5 7 0.17 deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger 0.010 -0.21 10 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.018 -0.03 44 7 0.00 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -0.99 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.27 26 7 0.17 deflated_sharpe 0.00 < 0.90
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.74 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.008 -0.25 3 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
bollinger 0.000 -1.14 4 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.66 61 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.76 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.07 18 7 0.00 deflated_sharpe 0.00 < 0.90
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.12 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.020 -0.00 2 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.61 20 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.270 0.98 2 7 0.00 deflated_sharpe 0.27 < 0.90; n_trades 2 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.165 0.79 46 7 0.83 deflated_sharpe 0.17 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.002 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.009 -0.23 24 7 0.33 deflated_sharpe 0.01 < 0.90
DRI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.33 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -0.95 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.042 0.25 12 7 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.171 0.83 4 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
ma_pullback 0.002 -0.46 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.015 -0.08 36 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.006 -0.34 3 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -1.55 22 7 0.17 deflated_sharpe 0.00 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.51 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.058 0.37 1 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.000 -0.92 10 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger 0.002 -0.61 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.39 27 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.18 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.010 -0.20 22 7 0.33 deflated_sharpe 0.01 < 0.90
PPLI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.73 8 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.031 0.15 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.002 -0.60 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.002 -0.57 28 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.016 -0.06 3 7 0.67 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.67 > 0.50
ma_pullback 0.000 -0.76 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.042 0.25 21 7 0.83 deflated_sharpe 0.04 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.002 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.016 -0.06 18 7 0.00 deflated_sharpe 0.02 < 0.90

Watchlist — below tournament bar, tracked forward

NVDA long setup:ma_pullback sub-threshold evidence DSR 0.88 entry 218.01 · stop 191.95 · target 270.13

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