TRADING MODELS
/ tournaments
/ 2026-06-15
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 2 passed nightly FDR · 0 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.90
2NEM Materials0.85
3EQT Energy0.84
4EXE Energy0.84
5SNDK Information Technology0.84
6NBIX Health Care0.82
7RRC Energy0.81
8NU Financials0.80
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 Financials0.76
17FICO Information Technology0.75
18FSLR Information Technology0.75
19ALB Materials0.75
20INCY Health Care0.74
21AFL Financials0.74
22RDDT Communication Services0.71
23MRP Consumer Discretionary0.71
24ADSK Information Technology0.71
25EOG Energy0.69
26HRB Consumer Discretionary0.69
27FNF Financials0.69
28COLB Financials0.68
29CRM Information Technology0.67
30ALL Financials0.67
31ROP Industrials0.67
32MLI Industrials0.67
33AMP Financials0.67
34EG Financials0.67
35SF Financials0.66
36CB Financials0.66
37BKNG Consumer Discretionary0.66
38PLNT Consumer Discretionary0.66
39GMED Health Care0.65
40PLTR Information Technology0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.14
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5LPX Materials0.21
6COIN Financials0.21
7MKL Financials0.21
8MOH Health Care0.22
9DOW Materials0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12OLN Materials0.26
13ENPH Information Technology0.26
14DJT Communication Services0.26
15DE Industrials0.27
16HOG Consumer Discretionary0.27
17FND Consumer Discretionary0.27
18NKE Consumer Discretionary0.28
19CNH Industrials0.28
20HON Industrials0.29
21CWEN-A Utilities0.29
22MGM Consumer Discretionary0.29
23PPC Consumer Staples0.30
24MDU Utilities0.30
25CPNG Consumer Discretionary0.30
26LMT Industrials0.30
27PENN Consumer Discretionary0.31
28IDA Utilities0.31
29CARR Industrials0.32
30PSX Energy0.32
31HD Consumer Discretionary0.33
32LYV Communication Services0.33
33EL Consumer Staples0.34
34OGE Utilities0.34
35CNP Utilities0.35
36CORT Health Care0.35
37CPT Real Estate0.36
38COLD Real Estate0.36
39DRI Consumer Discretionary0.36
40INTC Information Technology0.36

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 0.313 1.22 4 7 0.00 deflated_sharpe 0.31 < 0.90; n_trades 4 < 12
base_breakout 0.405 1.41 3 7 0.00 deflated_sharpe 0.41 < 0.90; n_trades 3 < 12
pead 0.000 -0.84 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.029 0.12 35 7 0.17 deflated_sharpe 0.03 < 0.90
bollinger 0.658 1.41 3 7 0.17 deflated_sharpe 0.66 < 0.90; n_trades 3 < 12
ma_pullback 0.042 0.24 3 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum 0.745 2.07 38 7 0.67 deflated_sharpe 0.75 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.298 1.18 3 7 0.17 deflated_sharpe 0.30 < 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 0.092 0.58 5 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
base_breakout 0.175 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 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.69 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.005 -0.41 34 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.187 0.91 5 7 0.33 deflated_sharpe 0.19 < 0.90; n_trades 5 < 12
macd 0.010 -0.21 26 7 0.50 deflated_sharpe 0.01 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.101 0.60 5 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 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 0.592 1.64 39 7 0.33 deflated_sharpe 0.59 < 0.90
sma_cross 0.100 0.60 5 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.016 -0.06 23 7 0.50 deflated_sharpe 0.02 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.48 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 -0.99 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 0.010 -0.20 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 0.084 0.53 15 7 0.00 deflated_sharpe 0.08 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.17 7 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.004 -0.39 5 7 0.00 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 0.015 -0.09 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 0.109 0.67 46 7 0.33 deflated_sharpe 0.11 < 0.90
sma_cross 0.043 0.27 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.027 0.10 23 7 0.00 deflated_sharpe 0.03 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.66 10 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 10 < 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 0.076 0.48 8 7 0.33 deflated_sharpe 0.08 < 0.90; n_trades 8 < 12
ma_pullback 0.000 -0.80 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.346 1.29 30 7 0.50 deflated_sharpe 0.35 < 0.90
sma_cross 0.056 0.36 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd 0.161 0.82 25 7 0.00 deflated_sharpe 0.16 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.07 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 0.999 1.78 2 7 0.33 n_trades 2 < 12
rsi2 0.005 -0.37 26 7 0.17 deflated_sharpe 0.00 < 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 -0.68 36 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 0.049 0.31 16 7 0.00 deflated_sharpe 0.05 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.813 2.12 4 7 0.33 deflated_sharpe 0.81 < 0.90; n_trades 4 < 12
base_breakout 0.774 2.02 4 7 0.33 deflated_sharpe 0.77 < 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 0.171 0.83 29 7 0.00 deflated_sharpe 0.17 < 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 0.301 1.15 28 7 0.50 deflated_sharpe 0.30 < 0.90
sma_cross 0.777 2.07 7 7 0.17 deflated_sharpe 0.78 < 0.90; n_trades 7 < 12
macd 0.362 1.28 22 7 0.00 deflated_sharpe 0.36 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.085 0.52 6 7 0.00 deflated_sharpe 0.09 < 0.90; n_trades 6 < 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 0.149 0.77 41 7 0.50 deflated_sharpe 0.15 < 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 0.113 0.65 66 7 0.50 deflated_sharpe 0.11 < 0.90
sma_cross 0.254 1.05 7 7 0.00 deflated_sharpe 0.25 < 0.90; n_trades 7 < 12
macd 0.008 -0.25 20 7 0.00 deflated_sharpe 0.01 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.53 8 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 8 < 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 0.355 1.28 29 7 0.33 deflated_sharpe 0.36 < 0.90
sma_cross 0.019 -0.01 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.077 0.48 23 7 0.00 deflated_sharpe 0.08 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.082 0.51 2 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
base_breakout 0.001 -0.61 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 -1.05 28 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.043 0.26 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.000 -1.27 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 0.013 -0.12 2 7 0.33 deflated_sharpe 0.01 < 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 0.006 -0.33 28 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.120 0.60 3 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.012 -0.16 19 7 0.33 deflated_sharpe 0.01 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.064 0.40 8 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.062 0.39 3 7 0.17 deflated_sharpe 0.06 < 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 0.109 0.62 36 7 0.17 deflated_sharpe 0.11 < 0.90
bollinger 0.059 0.38 4 7 0.17 deflated_sharpe 0.06 < 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 0.259 1.12 22 7 0.50 deflated_sharpe 0.26 < 0.90
sma_cross 0.128 0.69 8 7 0.33 deflated_sharpe 0.13 < 0.90; n_trades 8 < 12
macd 0.059 0.37 18 7 0.17 deflated_sharpe 0.06 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.061 0.39 6 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout 0.002 -0.61 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.010 -0.20 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.54 37 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.66 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.003 -0.49 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.049 0.31 22 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.043 0.26 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.166 0.85 20 7 0.17 deflated_sharpe 0.17 < 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 0.022 0.03 4 7 0.33 deflated_sharpe 0.02 < 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 0.000 -0.93 34 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.006 -0.33 5 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback 0.000 -0.96 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.143 0.72 29 7 0.67 deflated_sharpe 0.14 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.344 1.19 4 7 0.00 deflated_sharpe 0.34 < 0.90; n_trades 4 < 12
macd 0.019 -0.01 24 7 0.17 deflated_sharpe 0.02 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.040 0.23 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout 0.006 -0.32 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 0.000 -1.07 17 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.014 -0.10 12 7 0.33 deflated_sharpe 0.01 < 0.90
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.003 -0.51 34 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.037 0.20 5 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.003 -0.55 19 7 0.17 deflated_sharpe 0.00 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.018 -0.03 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.025 0.08 2 7 0.17 deflated_sharpe 0.03 < 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 0.119 0.63 26 7 0.00 deflated_sharpe 0.12 < 0.90
bollinger 0.079 0.49 8 7 0.17 deflated_sharpe 0.08 < 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 0.019 -0.02 41 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.162 0.79 5 7 0.50 deflated_sharpe 0.16 < 0.90; n_trades 5 < 12
macd 0.001 -0.88 27 7 0.33 deflated_sharpe 0.00 < 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 0.012 -0.14 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 0.249 1.04 26 7 0.00 deflated_sharpe 0.25 < 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 0.024 0.06 46 7 0.00 deflated_sharpe 0.02 < 0.90
sma_cross 0.354 1.27 3 7 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd 0.032 0.16 22 7 0.33 deflated_sharpe 0.03 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.035 0.19 5 7 0.50 deflated_sharpe 0.04 < 0.90; n_trades 5 < 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 -1.31 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.049 0.31 22 7 0.33 deflated_sharpe 0.05 < 0.90
sma_cross 0.187 0.87 3 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd 0.110 0.63 17 7 0.00 deflated_sharpe 0.11 < 0.90
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.37 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.004 -0.42 4 7 0.00 deflated_sharpe 0.00 < 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 0.024 0.06 39 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.005 -0.41 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.001 -0.84 20 7 0.00 deflated_sharpe 0.00 < 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 0.063 0.42 2 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout 0.116 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 -0.67 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.014 -0.11 22 7 1.00 deflated_sharpe 0.01 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.022 0.03 7 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
macd 0.000 -0.94 23 7 0.33 deflated_sharpe 0.00 < 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 0.002 -0.64 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 0.230 1.00 20 7 0.33 deflated_sharpe 0.23 < 0.90
sma_cross 0.004 -0.47 10 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
macd 0.079 0.49 21 7 0.00 deflated_sharpe 0.08 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.48 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 0.079 0.49 1 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.84 12 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.054 0.34 4 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.57 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.001 -0.85 42 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.70 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.006 -0.32 18 7 0.17 deflated_sharpe 0.01 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.73 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 0.182 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 0.080 0.50 53 7 0.17 deflated_sharpe 0.08 < 0.90
sma_cross 0.000 -1.47 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.002 -0.55 24 7 0.33 deflated_sharpe 0.00 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.037 0.20 8 7 0.17 deflated_sharpe 0.04 < 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 0.134 0.73 12 7 0.33 deflated_sharpe 0.13 < 0.90
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.069 0.44 33 7 0.33 deflated_sharpe 0.07 < 0.90
sma_cross 0.046 0.28 5 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.004 -0.43 20 7 0.00 deflated_sharpe 0.00 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.028 0.11 3 7 0.00 deflated_sharpe 0.03 < 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 0.020 0.00 1 7 0.17 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 0.001 -0.69 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 0.009 -0.22 44 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.38 5 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.022 0.04 20 7 0.00 deflated_sharpe 0.02 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.48 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 0.010 -0.21 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.200 0.95 34 7 1.00 deflated_sharpe 0.20 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.007 -0.29 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.016 -0.07 24 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 0.003 -0.48 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 0.011 -0.17 17 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -0.96 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.21 26 7 0.33 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.606 1.64 3 7 0.00 deflated_sharpe 0.61 < 0.90; n_trades 3 < 12
base_breakout 0.365 1.24 2 7 0.00 deflated_sharpe 0.37 < 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 0.209 0.83 4 7 0.17 deflated_sharpe 0.21 < 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 0.266 1.08 29 7 0.50 deflated_sharpe 0.27 < 0.90
sma_cross 0.293 1.12 4 7 0.17 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
macd 0.066 0.41 25 7 0.67 deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.116 0.63 4 7 0.33 deflated_sharpe 0.12 < 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 0.048 0.29 9 7 0.00 deflated_sharpe 0.05 < 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 21 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.049 0.30 5 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.005 -0.39 17 7 0.00 deflated_sharpe 0.00 < 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 0.351 1.19 8 7 0.00 deflated_sharpe 0.35 < 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 0.415 1.38 19 7 0.50 deflated_sharpe 0.41 < 0.90
sma_cross 0.000 -1.50 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.05 26 7 0.00 deflated_sharpe 0.00 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.135 0.66 8 7 0.67 deflated_sharpe 0.13 < 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 0.078 0.46 36 7 0.17 deflated_sharpe 0.08 < 0.90
bollinger 0.029 0.12 6 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
ma_pullback 0.001 -0.76 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.151 0.78 24 7 0.50 deflated_sharpe 0.15 < 0.90
sma_cross 0.066 0.41 5 7 0.33 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd 0.149 0.80 21 7 0.67 deflated_sharpe 0.15 < 0.90; param change-rate 0.67 > 0.50
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.07 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.023 0.05 3 7 0.00 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 2.03 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 0.073 0.46 23 7 0.67 deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.031 0.15 3 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.002 -0.57 21 7 0.00 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 0.010 -0.21 8 7 0.50 deflated_sharpe 0.01 < 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 0.070 0.44 29 7 0.17 deflated_sharpe 0.07 < 0.90
sma_cross 0.104 0.60 6 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 6 < 12
macd 0.089 0.53 19 7 0.17 deflated_sharpe 0.09 < 0.90
PLNT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.18 4 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout 0.008 -0.25 3 7 0.33 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 0.875 2.14 40 7 0.33 deflated_sharpe 0.88 < 0.90
bollinger 0.000 -0.76 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -0.77 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.004 -0.38 25 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.040 0.23 4 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.000 -1.08 18 7 0.00 deflated_sharpe 0.00 < 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 0.001 -0.80 42 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.099 0.49 5 7 0.17 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.009 -0.21 21 7 0.50 deflated_sharpe 0.01 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.343 1.18 6 7 0.50 deflated_sharpe 0.34 < 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 0.006 -0.34 3 7 0.00 deflated_sharpe 0.01 < 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 0.097 0.56 33 7 0.33 deflated_sharpe 0.10 < 0.90
sma_cross 0.363 1.24 6 7 0.17 deflated_sharpe 0.36 < 0.90; n_trades 6 < 12
macd 0.346 1.20 21 7 0.33 deflated_sharpe 0.35 < 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 0.058 0.35 39 7 0.17 deflated_sharpe 0.06 < 0.90
bollinger 0.247 0.74 5 7 0.33 deflated_sharpe 0.25 < 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 0.217 0.77 43 7 0.50 deflated_sharpe 0.22 < 0.90
sma_cross 0.007 -0.32 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.028 0.11 19 7 0.33 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.51 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 0.082 0.48 10 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 10 < 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 -1.12 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.001 -0.80 21 7 0.17 deflated_sharpe 0.00 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.19 9 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
base_breakout 0.001 -0.59 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 0.001 -0.81 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 0.003 -0.52 51 7 0.33 deflated_sharpe 0.00 < 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 0.030 0.13 7 7 0.33 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 0.010 -0.19 17 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 0.130 0.62 2 7 0.00 deflated_sharpe 0.13 < 0.90; n_trades 2 < 12
ridge_momentum 0.006 -0.32 49 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.031 0.15 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.007 -0.28 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 0.000 -0.86 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 0.017 -0.05 5 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ridge_momentum 0.077 0.49 44 7 0.33 deflated_sharpe 0.08 < 0.90
sma_cross 0.022 0.03 4 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.007 -0.29 21 7 0.17 deflated_sharpe 0.01 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 4 7 0.00 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 0.038 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 0.001 -0.68 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 0.003 -0.51 49 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.006 -0.34 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.042 0.26 16 7 0.00 deflated_sharpe 0.04 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.10 3 7 0.00 deflated_sharpe 0.01 < 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 0.192 0.83 9 7 0.00 deflated_sharpe 0.19 < 0.90; n_trades 9 < 12
bollinger 0.021 0.02 9 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
ma_pullback 0.043 0.27 1 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ridge_momentum 0.092 0.58 18 7 0.83 deflated_sharpe 0.09 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.018 -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
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.51 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 40 7 0.50 deflated_sharpe 0.02 < 0.90
bollinger 0.025 0.07 8 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback 0.281 0.90 4 7 0.00 deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum 0.053 0.32 43 7 0.50 deflated_sharpe 0.05 < 0.90
sma_cross 0.008 -0.28 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.160 0.76 19 7 0.17 deflated_sharpe 0.16 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.057 0.37 6 7 0.17 deflated_sharpe 0.06 < 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 0.105 0.56 31 7 0.17 deflated_sharpe 0.11 < 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 0.042 0.25 42 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.170 0.83 2 7 0.00 deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
macd 0.016 -0.07 19 7 0.17 deflated_sharpe 0.02 < 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 0.000 -1.42 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 -1.17 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.029 0.12 33 7 0.17 deflated_sharpe 0.03 < 0.90
sma_cross 0.008 -0.25 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.021 0.02 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 0.003 -0.54 35 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.224 1.04 8 7 0.17 deflated_sharpe 0.22 < 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 0.697 1.92 48 7 0.33 deflated_sharpe 0.70 < 0.90
sma_cross 0.010 -0.20 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
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.069 0.45 5 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 5 < 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 0.267 1.09 27 7 0.00 deflated_sharpe 0.27 < 0.90
bollinger 0.001 -0.73 3 7 0.17 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 0.067 0.43 73 7 0.50 deflated_sharpe 0.07 < 0.90
sma_cross 0.111 0.65 7 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 7 < 12
macd 0.006 -0.35 22 7 0.50 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 0.018 -0.04 5 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback 0.014 -0.10 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.040 0.24 37 7 0.17 deflated_sharpe 0.04 < 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 -0.46 23 7 0.33 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.35 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 0.001 -0.88 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 0.170 0.80 8 7 0.33 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
ridge_momentum 0.627 1.77 51 7 0.33 deflated_sharpe 0.63 < 0.90
sma_cross 0.033 0.16 2 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd 0.027 0.10 18 7 0.17 deflated_sharpe 0.03 < 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 0.001 -0.69 31 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.000 -0.92 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 0.109 0.63 41 7 0.33 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 0.148 0.76 54 7 0.67 deflated_sharpe 0.15 < 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 -0.52 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 0.007 -0.26 3 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum 0.079 0.50 45 7 0.50 deflated_sharpe 0.08 < 0.90
sma_cross 0.061 0.39 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 0.006 -0.33 34 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.124 0.65 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 0.373 1.34 46 7 0.33 deflated_sharpe 0.37 < 0.90
sma_cross 0.007 -0.29 9 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
macd 0.016 -0.06 25 7 0.50 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 -0.47 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 -0.22 43 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.88 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.015 -0.08 17 7 0.00 deflated_sharpe 0.02 < 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 0.057 0.35 8 7 0.33 deflated_sharpe 0.06 < 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 0.078 0.48 10 7 0.50 deflated_sharpe 0.08 < 0.90; n_trades 10 < 12
sma_cross 0.009 -0.24 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.014 -0.11 17 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 0.003 -0.53 52 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.000 -1.27 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.07 22 7 0.50 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 0.003 -0.51 29 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.098 0.62 7 7 0.17 deflated_sharpe 0.10 < 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 0.018 -0.03 15 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -0.97 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.009 -0.24 24 7 0.00 deflated_sharpe 0.01 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.101 0.59 5 7 0.17 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.008 -0.25 2 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.010 -0.20 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.008 -0.25 21 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.034 0.17 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 0.106 0.58 19 7 0.67 deflated_sharpe 0.11 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.026 0.09 4 7 0.50 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.250 1.00 15 7 0.17 deflated_sharpe 0.25 < 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 -0.89 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 0.006 -0.34 39 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 -1.33 26 7 0.17 deflated_sharpe 0.00 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.160 0.79 7 7 0.00 deflated_sharpe 0.16 < 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 0.011 -0.17 30 7 0.17 deflated_sharpe 0.01 < 0.90
sma_cross 0.029 0.12 6 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.024 0.06 23 7 0.00 deflated_sharpe 0.02 < 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 -1.72 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 0.016 -0.06 26 7 0.00 deflated_sharpe 0.02 < 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 0.001 -0.70 51 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.202 0.84 4 7 0.17 deflated_sharpe 0.20 < 0.90; n_trades 4 < 12
macd 0.021 0.02 21 7 0.50 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 0.266 1.12 10 7 0.00 deflated_sharpe 0.27 < 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 0.009 -0.22 35 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.002 -0.56 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.003 -0.51 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 -1.06 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 0.002 -0.59 39 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.82 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.003 -0.50 17 7 0.33 deflated_sharpe 0.00 < 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 0.001 -0.90 17 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.001 -0.74 4 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.027 0.10 20 7 0.00 deflated_sharpe 0.03 < 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 0.011 -0.19 18 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 -0.19 49 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.66 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.019 -0.02 18 7 0.17 deflated_sharpe 0.02 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.031 0.14 5 7 0.17 deflated_sharpe 0.03 < 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 0.007 -0.31 23 7 0.17 deflated_sharpe 0.01 < 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 0.019 -0.02 14 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.016 -0.07 6 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.206 0.94 18 7 0.17 deflated_sharpe 0.21 < 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 -1.75 6 7 0.33 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 -0.87 33 7 0.00 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.68 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.003 -0.51 26 7 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.47 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 -1.11 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 0.009 -0.25 30 7 0.17 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 0.015 -0.09 23 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.004 -0.44 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.022 0.04 23 7 0.50 deflated_sharpe 0.02 < 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 0.014 -0.10 38 7 0.50 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 -1.07 25 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 0.014 -0.10 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
bollinger 0.001 -0.84 5 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.67 > 0.50
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.71 61 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.59 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.27 20 7 0.33 deflated_sharpe 0.00 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.53 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 -0.63 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 0.001 -0.71 26 7 0.33 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 0.015 -0.09 21 7 0.17 deflated_sharpe 0.01 < 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 0.735 1.36 2 7 0.00 deflated_sharpe 0.73 < 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 0.072 0.45 29 7 0.00 deflated_sharpe 0.07 < 0.90
sma_cross 0.002 -0.63 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.025 0.08 24 7 0.17 deflated_sharpe 0.03 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.030 0.14 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.01 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 0.540 1.54 45 7 0.00 deflated_sharpe 0.54 < 0.90
bollinger 0.400 1.26 6 7 0.17 deflated_sharpe 0.40 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.76 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.130 0.75 27 7 0.50 deflated_sharpe 0.13 < 0.90
sma_cross 0.225 1.00 5 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 5 < 12
macd 0.029 0.13 20 7 0.33 deflated_sharpe 0.03 < 0.90
DRI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.30 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 0.006 -0.33 30 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.006 -0.34 3 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -1.48 23 7 0.17 deflated_sharpe 0.00 < 0.90
INTC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.61 8 7 0.17 deflated_sharpe 0.00 < 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 0.028 0.11 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.10 21 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -0.92 11 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
ma_pullback 0.001 -0.63 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.62 29 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.58 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.03 19 7 0.17 deflated_sharpe 0.00 < 0.90

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