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 Materials0.86
3EXE Energy0.85
4SNDK Information Technology0.84
5EQT Energy0.84
6RRC Energy0.81
7NBIX Health Care0.81
8NU Financials0.81
9MU Information Technology0.79
10NVDA Information Technology0.79
11PTC Information Technology0.79
12AR Energy0.79
13FIS Financials0.78
14CF Materials0.77
15RGLD Materials0.76
16EVR Financials0.76
17FICO Information Technology0.75
18FSLR Information Technology0.75
19ALB Materials0.74
20AFL Financials0.74
21INCY Health Care0.73
22RDDT Communication Services0.72
23ADSK Information Technology0.71
24MRP Consumer Discretionary0.70
25FNF Financials0.69
26HRB Consumer Discretionary0.69
27EOG Energy0.69
28COLB Financials0.68
29ALL Financials0.67
30CRM Information Technology0.67
31BKNG Consumer Discretionary0.67
32MLI Industrials0.67
33ROP Industrials0.67
34AMP Financials0.67
35SF Financials0.67
36EG Financials0.67
37CB Financials0.66
38PLTR Information Technology0.65
39JAZZ Health Care0.65
40GMED Health Care0.64
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.15
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5COIN Financials0.21
6LPX Materials0.21
7MKL Financials0.22
8MOH Health Care0.23
9DOW Materials0.23
10APO Financials0.25
11MTN Consumer Discretionary0.26
12ENPH Information Technology0.26
13OLN Materials0.26
14DJT Communication Services0.27
15DE Industrials0.27
16HOG Consumer Discretionary0.27
17FND Consumer Discretionary0.28
18NKE Consumer Discretionary0.28
19CNH Industrials0.28
20SOLV Health Care0.29
21CWEN-A Utilities0.29
22HON Industrials0.29
23MGM Consumer Discretionary0.30
24MDU Utilities0.30
25LMT Industrials0.30
26PPC Consumer Staples0.30
27CPNG Consumer Discretionary0.30
28PENN Consumer Discretionary0.31
29IDA Utilities0.31
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 Discretionary0.36
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 0.294 1.17 4 7 0.00 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
base_breakout 0.223 1.01 4 7 0.17 deflated_sharpe 0.22 < 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 0.035 0.19 35 7 0.17 deflated_sharpe 0.04 < 0.90
bollinger 0.684 1.46 4 7 0.17 deflated_sharpe 0.68 < 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 0.701 1.95 39 7 0.50 deflated_sharpe 0.70 < 0.90
sma_cross 0.282 1.14 3 7 0.17 deflated_sharpe 0.28 < 0.90; n_trades 3 < 12
macd 0.123 0.69 23 7 0.00 deflated_sharpe 0.12 < 0.90
NEM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.091 0.57 6 7 0.33 deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
base_breakout 0.168 0.91 2 7 0.00 deflated_sharpe 0.17 < 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 0.009 -0.22 34 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.257 1.10 4 7 0.33 deflated_sharpe 0.26 < 0.90; n_trades 4 < 12
macd 0.011 -0.17 26 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 0.008 -0.26 15 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 0.019 -0.02 19 7 0.50 deflated_sharpe 0.02 < 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 0.011 -0.17 4 7 0.33 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 0.300 1.15 37 7 0.33 deflated_sharpe 0.30 < 0.90
sma_cross 0.100 0.60 5 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.036 0.20 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 0.007 -0.30 2 7 0.17 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 0.013 -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 0.191 0.91 32 7 0.50 deflated_sharpe 0.19 < 0.90
sma_cross 0.056 0.36 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd 0.098 0.59 26 7 0.17 deflated_sharpe 0.10 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.13 7 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.005 -0.35 5 7 0.00 deflated_sharpe 0.01 < 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 0.008 -0.26 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.058 0.39 2 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.117 0.70 40 7 0.50 deflated_sharpe 0.12 < 0.90
sma_cross 0.035 0.19 4 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.032 0.16 22 7 0.00 deflated_sharpe 0.03 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.06 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 0.975 1.63 2 7 0.17 n_trades 2 < 12
rsi2 0.008 -0.24 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 -0.75 31 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 0.046 0.29 16 7 0.00 deflated_sharpe 0.05 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.947 2.56 3 7 0.00 n_trades 3 < 12
base_breakout 0.889 2.28 4 7 0.33 deflated_sharpe 0.89 < 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 0.296 1.13 27 7 0.17 deflated_sharpe 0.30 < 0.90
sma_cross 0.861 2.26 7 7 0.17 deflated_sharpe 0.86 < 0.90; n_trades 7 < 12
macd 0.532 1.59 22 7 0.00 deflated_sharpe 0.53 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.083 0.52 8 7 0.17 deflated_sharpe 0.08 < 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 0.110 0.63 69 7 0.50 deflated_sharpe 0.11 < 0.90
sma_cross 0.287 1.12 7 7 0.00 deflated_sharpe 0.29 < 0.90; n_trades 7 < 12
macd 0.008 -0.25 21 7 0.00 deflated_sharpe 0.01 < 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 0.015 -0.08 2 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.000 -0.96 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 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 0.026 0.08 32 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.147 0.68 3 7 0.00 deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd 0.008 -0.28 20 7 0.33 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 0.390 1.35 34 7 0.67 deflated_sharpe 0.39 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.019 -0.01 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.070 0.45 23 7 0.00 deflated_sharpe 0.07 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.103 0.60 2 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
base_breakout 0.002 -0.53 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 -0.57 18 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.66 11 7 0.17 deflated_sharpe 0.00 < 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 0.000 -0.93 28 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.051 0.32 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.000 -1.28 23 7 0.33 deflated_sharpe 0.00 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.054 0.34 8 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout 0.051 0.32 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 0.116 0.65 36 7 0.17 deflated_sharpe 0.12 < 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 0.121 0.69 19 7 0.67 deflated_sharpe 0.12 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.113 0.64 8 7 0.33 deflated_sharpe 0.11 < 0.90; n_trades 8 < 12
macd 0.044 0.27 20 7 0.33 deflated_sharpe 0.04 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.055 0.35 6 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout 0.001 -0.69 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.010 -0.20 1 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.46 37 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 -0.92 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum 0.059 0.38 31 7 0.17 deflated_sharpe 0.06 < 0.90
sma_cross 0.039 0.23 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.176 0.88 21 7 0.17 deflated_sharpe 0.18 < 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 0.369 1.28 30 7 0.50 deflated_sharpe 0.37 < 0.90
sma_cross 0.318 1.14 4 7 0.00 deflated_sharpe 0.32 < 0.90; n_trades 4 < 12
macd 0.011 -0.18 25 7 0.17 deflated_sharpe 0.01 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.20 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout 0.005 -0.38 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 -0.88 1 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.05 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 -0.39 32 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.037 0.21 6 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 6 < 12
macd 0.002 -0.55 19 7 0.50 deflated_sharpe 0.00 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.25 4 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
base_breakout 0.021 0.02 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 0.049 0.31 8 7 0.50 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback 0.001 -0.78 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.007 -0.30 28 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.217 0.94 5 7 0.50 deflated_sharpe 0.22 < 0.90; n_trades 5 < 12
macd 0.001 -0.85 28 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
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 0.017 -0.05 3 7 0.17 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 0.426 1.39 26 7 0.00 deflated_sharpe 0.43 < 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 0.064 0.40 49 7 0.83 deflated_sharpe 0.06 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.354 1.27 3 7 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd 0.026 0.08 21 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.53 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.006 -0.37 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 0.043 0.27 37 7 0.17 deflated_sharpe 0.04 < 0.90
sma_cross 0.000 -1.02 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.001 -0.81 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 0.428 1.37 9 7 0.00 deflated_sharpe 0.43 < 0.90; n_trades 9 < 12
ma_pullback 0.000 -1.41 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.012 -0.14 22 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.161 0.80 3 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd 0.099 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
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.037 0.21 2 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout 0.057 0.40 1 7 0.17 deflated_sharpe 0.06 < 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 0.000 -1.00 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.014 -0.10 22 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.013 -0.13 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.000 -1.19 22 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 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
bollinger 0.182 0.86 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 0.070 0.45 55 7 0.67 deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.45 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.004 -0.43 23 7 0.33 deflated_sharpe 0.00 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.39 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 0.066 0.41 2 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
rsi2 0.001 -0.73 13 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.60 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 0.002 -0.58 39 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.000 -0.95 6 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.67 > 0.50
macd 0.006 -0.34 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 -0.71 20 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 0.266 1.08 18 7 0.33 deflated_sharpe 0.27 < 0.90
sma_cross 0.002 -0.59 9 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
macd 0.060 0.39 21 7 0.00 deflated_sharpe 0.06 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.031 0.14 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 0.080 0.50 24 7 0.33 deflated_sharpe 0.08 < 0.90
sma_cross 0.051 0.32 4 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd 0.003 -0.51 20 7 0.00 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.42 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.001 -0.68 3 7 0.17 deflated_sharpe 0.00 < 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 0.58 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 0.236 1.05 38 7 0.33 deflated_sharpe 0.24 < 0.90
sma_cross 0.006 -0.34 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.021 0.01 23 7 0.00 deflated_sharpe 0.02 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.038 0.21 3 7 0.00 deflated_sharpe 0.04 < 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 0.163 0.55 1 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.55 15 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.66 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 0.007 -0.32 45 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.008 -0.28 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.030 0.13 20 7 0.00 deflated_sharpe 0.03 < 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 0.027 0.10 8 7 0.50 deflated_sharpe 0.03 < 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 0.094 0.56 28 7 0.67 deflated_sharpe 0.09 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.081 0.50 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.058 0.37 20 7 0.33 deflated_sharpe 0.06 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.499 1.46 3 7 0.00 deflated_sharpe 0.50 < 0.90; n_trades 3 < 12
base_breakout 0.286 1.09 2 7 0.00 deflated_sharpe 0.29 < 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 0.824 1.86 53 7 0.00 deflated_sharpe 0.82 < 0.90
bollinger 0.174 0.75 4 7 0.17 deflated_sharpe 0.17 < 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 0.468 1.44 30 7 0.33 deflated_sharpe 0.47 < 0.90
sma_cross 0.264 1.06 5 7 0.17 deflated_sharpe 0.26 < 0.90; n_trades 5 < 12
macd 0.070 0.43 23 7 0.33 deflated_sharpe 0.07 < 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 0.003 -0.47 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 -0.04 20 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 0.000 -0.94 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 0.040 0.23 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 0.009 -0.25 24 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.041 0.24 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.004 -0.44 19 7 0.17 deflated_sharpe 0.00 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.120 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 0.082 0.48 37 7 0.17 deflated_sharpe 0.08 < 0.90
bollinger 0.038 0.21 6 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 6 < 12
ma_pullback 0.003 -0.49 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.091 0.55 23 7 0.83 deflated_sharpe 0.09 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.111 0.61 5 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd 0.127 0.72 22 7 0.33 deflated_sharpe 0.13 < 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 0.265 1.04 8 7 0.00 deflated_sharpe 0.26 < 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 0.195 0.91 17 7 0.50 deflated_sharpe 0.20 < 0.90
sma_cross 0.000 -1.65 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.01 26 7 0.00 deflated_sharpe 0.00 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.026 0.09 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 0.115 0.64 42 7 0.17 deflated_sharpe 0.12 < 0.90
bollinger 1.000 2.13 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 0.077 0.49 30 7 0.33 deflated_sharpe 0.08 < 0.90
sma_cross 0.045 0.27 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.004 -0.43 21 7 0.17 deflated_sharpe 0.00 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.282 1.06 6 7 0.50 deflated_sharpe 0.28 < 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 0.379 1.15 36 7 0.00 deflated_sharpe 0.38 < 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 0.161 0.79 31 7 0.67 deflated_sharpe 0.16 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.477 1.44 5 7 0.00 deflated_sharpe 0.48 < 0.90; n_trades 5 < 12
macd 0.351 1.21 20 7 0.33 deflated_sharpe 0.35 < 0.90
JAZZ long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.078 0.48 7 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 7 < 12
base_breakout 0.037 0.21 4 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
pead 0.048 0.29 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2 0.219 0.99 34 7 0.17 deflated_sharpe 0.22 < 0.90
bollinger 0.018 -0.03 3 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.07 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.081 0.50 38 7 0.33 deflated_sharpe 0.08 < 0.90
sma_cross 0.149 0.73 8 7 0.33 deflated_sharpe 0.15 < 0.90; n_trades 8 < 12
macd 0.254 0.94 23 7 0.00 deflated_sharpe 0.25 < 0.90
GMED long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.114 0.62 5 7 0.17 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
base_breakout 0.158 0.65 1 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
pead 0.071 0.43 3 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2 0.001 -0.77 30 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.083 0.51 9 7 0.17 deflated_sharpe 0.08 < 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 0.000 -1.04 37 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.084 0.45 5 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd 0.006 -0.32 22 7 0.50 deflated_sharpe 0.01 < 0.90
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 0.280 0.78 5 7 0.33 deflated_sharpe 0.28 < 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 0.150 0.64 36 7 0.67 deflated_sharpe 0.15 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.008 -0.28 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.023 0.05 19 7 0.17 deflated_sharpe 0.02 < 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 0.107 0.59 11 7 0.17 deflated_sharpe 0.11 < 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 0.008 -0.26 22 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.29 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -0.87 20 7 0.50 deflated_sharpe 0.00 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.06 10 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 10 < 12
base_breakout 0.000 -0.91 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 0.000 -0.94 34 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.72 3 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.058 0.32 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.023 0.05 38 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
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 0.051 0.32 7 7 0.33 deflated_sharpe 0.05 < 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 0.640 1.08 2 7 0.00 deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
ridge_momentum 0.008 -0.27 53 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.025 0.08 7 7 0.50 deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
macd 0.009 -0.23 22 7 0.00 deflated_sharpe 0.01 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.029 0.12 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 0.012 -0.14 43 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.011 -0.18 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.057 0.37 16 7 0.00 deflated_sharpe 0.06 < 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 -0.63 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 0.161 0.82 47 7 0.83 deflated_sharpe 0.16 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.016 -0.06 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
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 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 0.849 1.03 1 7 0.00 deflated_sharpe 0.85 < 0.90; n_trades 1 < 12
ridge_momentum 0.038 0.22 19 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.023 0.05 6 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.001 -0.86 27 7 0.33 deflated_sharpe 0.00 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.44 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 0.015 -0.08 41 7 0.50 deflated_sharpe 0.02 < 0.90
bollinger 0.036 0.20 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 0.086 0.49 45 7 0.50 deflated_sharpe 0.09 < 0.90
sma_cross 0.008 -0.28 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.206 0.87 19 7 0.17 deflated_sharpe 0.21 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.39 5 7 0.17 deflated_sharpe 0.06 < 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 0.096 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 0.032 0.16 34 7 0.67 deflated_sharpe 0.03 < 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 0.013 -0.13 19 7 0.17 deflated_sharpe 0.01 < 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 0.015 -0.08 35 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.012 -0.15 7 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.017 -0.05 20 7 0.17 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 -0.60 34 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.230 1.05 8 7 0.50 deflated_sharpe 0.23 < 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 0.661 1.85 46 7 0.67 deflated_sharpe 0.66 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.007 -0.28 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.004 -0.44 24 7 0.17 deflated_sharpe 0.00 < 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 0.003 -0.49 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 0.016 -0.07 32 7 0.33 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 0.003 -0.49 19 7 0.33 deflated_sharpe 0.00 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.072 0.47 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 0.014 -0.10 66 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.099 0.60 7 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
macd 0.004 -0.44 22 7 0.50 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.010 -0.20 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 0.634 1.78 50 7 0.33 deflated_sharpe 0.63 < 0.90
sma_cross 0.041 0.24 2 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd 0.043 0.26 18 7 0.17 deflated_sharpe 0.04 < 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 -1.00 26 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.18 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 0.028 0.11 4 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ridge_momentum 0.253 1.05 52 7 0.67 deflated_sharpe 0.25 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.080 0.50 5 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd 0.003 -0.49 22 7 0.33 deflated_sharpe 0.00 < 0.90
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 -0.88 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.056 0.36 42 7 1.00 deflated_sharpe 0.06 < 0.90; param change-rate 1.00 > 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 -0.29 35 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.118 0.63 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 0.334 1.25 45 7 0.67 deflated_sharpe 0.33 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.009 -0.25 9 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
macd 0.019 -0.01 24 7 0.17 deflated_sharpe 0.02 < 0.90
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 0.009 -0.23 39 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -0.95 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
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
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 0.004 -0.43 34 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.27 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.001 -0.87 20 7 0.17 deflated_sharpe 0.00 < 0.90
HON short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.75 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 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 0.045 0.27 8 7 0.33 deflated_sharpe 0.05 < 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 0.089 0.53 9 7 0.50 deflated_sharpe 0.09 < 0.90; n_trades 9 < 12
sma_cross 0.010 -0.20 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.010 -0.20 15 7 0.17 deflated_sharpe 0.01 < 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 0.086 0.56 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 0.024 0.06 16 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.85 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
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 -0.93 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 0.016 -0.06 37 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.11 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.25 27 7 0.00 deflated_sharpe 0.00 < 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 -1.95 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 0.035 0.19 51 7 0.50 deflated_sharpe 0.04 < 0.90
sma_cross 0.227 0.90 4 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 4 < 12
macd 0.020 0.01 23 7 0.17 deflated_sharpe 0.02 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.188 0.88 5 7 0.17 deflated_sharpe 0.19 < 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 0.040 0.23 4 7 0.00 deflated_sharpe 0.04 < 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 0.017 -0.05 21 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.048 0.30 5 7 0.50 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.237 0.97 15 7 0.50 deflated_sharpe 0.24 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.115 0.64 7 7 0.00 deflated_sharpe 0.11 < 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 0.033 0.17 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 -0.60 22 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.019 -0.01 6 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.016 -0.06 23 7 0.00 deflated_sharpe 0.02 < 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 0.234 1.04 10 7 0.00 deflated_sharpe 0.23 < 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 0.012 -0.15 32 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.71 8 7 0.50 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
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 0.001 -0.91 46 7 0.33 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 0.003 -0.56 18 7 0.50 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 0.010 -0.19 49 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.60 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.025 0.08 18 7 0.17 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 -0.38 11 7 0.67 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12; param change-rate 0.67 > 0.50
sma_cross 0.005 -0.38 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.017 -0.05 19 7 0.17 deflated_sharpe 0.02 < 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 -1.66 7 7 0.33 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 0.001 -0.83 54 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.68 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.002 -0.56 26 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 0.004 -0.42 23 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 0.010 -0.21 13 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.015 -0.08 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 -1.37 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 -1.35 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 0.011 -0.17 23 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.006 -0.34 6 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.030 0.14 20 7 0.33 deflated_sharpe 0.03 < 0.90
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 0.012 -0.16 43 7 0.33 deflated_sharpe 0.01 < 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 -1.45 27 7 0.50 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 0.006 -0.36 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
bollinger 0.000 -1.00 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 0.001 -0.75 61 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.73 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.05 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 0.312 1.02 2 7 0.00 deflated_sharpe 0.31 < 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 0.227 0.96 45 7 0.33 deflated_sharpe 0.23 < 0.90
sma_cross 0.002 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.006 -0.34 24 7 0.33 deflated_sharpe 0.01 < 0.90
DRI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.34 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 0.010 -0.20 33 7 0.33 deflated_sharpe 0.01 < 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 0.004 -0.42 3 7 0.17 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 0.058 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 -0.65 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 0.002 -0.58 25 7 0.00 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.14 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.014 -0.11 22 7 0.00 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 -0.58 29 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.023 0.05 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 0.058 0.36 21 7 0.50 deflated_sharpe 0.06 < 0.90
sma_cross 0.002 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.019 -0.01 20 7 0.17 deflated_sharpe 0.02 < 0.90

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FND short setup:ma_rally_fade sub-threshold evidence DSR 0.81 entry 48.06 · stop 53.19 · target 37.78

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