TRADING MODELS
/ tournaments
/ 2026-06-16
/ options planner
/ sentiment
2026-06-17 2026-06-16 2026-06-15 2026-06-12 2026-06-11 2026-06-10 2026-06-09
① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 1 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
3SNDK Information Technology0.84
4EQT Energy0.84
5EXE Energy0.84
6NBIX Health Care0.82
7RRC Energy0.80
8NU Financials0.79
9NVDA Information Technology0.79
10MU Information Technology0.79
11AR Energy0.79
12FIS Financials0.78
13PTC Information Technology0.78
14CF Materials0.78
15RGLD Materials0.76
16EVR Financials0.75
17FICO Information Technology0.75
18FSLR Information Technology0.75
19ALB Materials0.75
20AFL Financials0.74
21INCY Health Care0.74
22RDDT Communication Services0.72
23ADSK Information Technology0.71
24MRP Consumer Discretionary0.71
25FNF Financials0.70
26EOG Energy0.69
27HRB Consumer Discretionary0.69
28COLB Financials0.68
29MLI Industrials0.67
30CRM Information Technology0.67
31ROP Industrials0.67
32ALL Financials0.67
33AMP Financials0.67
34EG Financials0.67
35SF Financials0.66
36CB Financials0.66
37EWBC Financials0.66
38BKNG Consumer Discretionary0.66
39GMED Health Care0.65
40PLTR Information Technology0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.15
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5LPX Materials0.21
6COIN Financials0.21
7MKL Financials0.21
8MOH Health Care0.22
9DOW Materials0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12DJT Communication Services0.26
13OLN Materials0.27
14ENPH Information Technology0.27
15DE Industrials0.27
16HOG Consumer Discretionary0.27
17FND Consumer Discretionary0.28
18NKE Consumer Discretionary0.28
19CNH Industrials0.29
20HON Industrials0.29
21SOLV Health Care0.29
22CWEN-A Utilities0.29
23CPNG Consumer Discretionary0.30
24MDU Utilities0.30
25PPC Consumer Staples0.30
26MGM Consumer Discretionary0.30
27LMT Industrials0.30
28IDA Utilities0.31
29PENN Consumer Discretionary0.31
30PSX Energy0.33
31CARR Industrials0.33
32HD Consumer Discretionary0.33
33LYV Communication Services0.33
34EL Consumer Staples0.34
35OGE Utilities0.35
36CNP Utilities0.35
37CORT Health Care0.35
38CPT Real Estate0.36
39COLD Real Estate0.36
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 0.309 1.21 4 7 0.00 deflated_sharpe 0.31 < 0.90; n_trades 4 < 12
base_breakout 0.401 1.40 3 7 0.00 deflated_sharpe 0.40 < 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 0.028 0.11 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 0.782 2.16 38 7 0.67 deflated_sharpe 0.78 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.294 1.17 3 7 0.17 deflated_sharpe 0.29 < 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 0.087 0.55 6 7 0.33 deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
base_breakout 0.181 0.96 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 0.058 0.37 33 7 0.17 deflated_sharpe 0.06 < 0.90
bollinger 0.004 -0.43 4 7 0.33 deflated_sharpe 0.00 < 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 0.015 -0.08 35 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.284 1.17 5 7 0.33 deflated_sharpe 0.28 < 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 0.014 -0.10 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 0.609 1.51 10 7 0.00 deflated_sharpe 0.61 < 0.90; n_trades 10 < 12
ma_pullback 0.050 0.32 1 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.533 1.54 36 7 0.67 deflated_sharpe 0.53 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.100 0.60 5 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.040 0.23 23 7 0.00 deflated_sharpe 0.04 < 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 -0.53 32 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 0.003 -0.49 16 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.050 0.31 7 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
macd 0.055 0.35 17 7 0.33 deflated_sharpe 0.05 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.12 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 0.013 -0.13 26 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.015 -0.08 7 7 0.17 deflated_sharpe 0.02 < 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 0.107 0.66 46 7 0.00 deflated_sharpe 0.11 < 0.90
sma_cross 0.047 0.30 3 7 0.00 deflated_sharpe 0.05 < 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 0.002 -0.59 9 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 9 < 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 0.012 -0.16 29 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.088 0.54 8 7 0.33 deflated_sharpe 0.09 < 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 0.482 1.56 29 7 0.83 deflated_sharpe 0.48 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.056 0.36 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd 0.096 0.57 26 7 0.33 deflated_sharpe 0.10 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.10 10 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout 0.001 -0.83 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.995 1.62 1 7 0.17 n_trades 1 < 12
rsi2 0.004 -0.41 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 -0.79 38 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.005 -0.37 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.045 0.28 15 7 0.00 deflated_sharpe 0.05 < 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 0.126 0.69 41 7 0.50 deflated_sharpe 0.13 < 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 0.091 0.55 63 7 0.33 deflated_sharpe 0.09 < 0.90
sma_cross 0.252 1.04 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
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.808 2.10 4 7 0.33 deflated_sharpe 0.81 < 0.90; n_trades 4 < 12
base_breakout 0.763 1.99 4 7 0.33 deflated_sharpe 0.76 < 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 0.162 0.81 29 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 0.202 0.91 27 7 1.00 deflated_sharpe 0.20 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.785 2.09 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
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 0.009 -0.22 28 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.333 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 0.392 1.36 30 7 0.33 deflated_sharpe 0.39 < 0.90
sma_cross 0.015 -0.09 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 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 0.091 0.55 2 7 0.00 deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
base_breakout 0.001 -0.58 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 -1.11 23 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.046 0.28 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.000 -1.25 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 -0.13 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 -0.51 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 0.009 -0.23 32 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.126 0.62 3 7 0.00 deflated_sharpe 0.13 < 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 0.074 0.46 8 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
base_breakout 0.075 0.46 3 7 0.17 deflated_sharpe 0.07 < 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 0.113 0.64 37 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 0.251 1.09 22 7 0.67 deflated_sharpe 0.25 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.142 0.74 8 7 0.33 deflated_sharpe 0.14 < 0.90; n_trades 8 < 12
macd 0.059 0.37 19 7 0.17 deflated_sharpe 0.06 < 0.90
RGLD 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 0.003 -0.53 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 -0.52 37 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.68 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 0.038 0.22 20 7 0.33 deflated_sharpe 0.04 < 0.90
sma_cross 0.045 0.27 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 0.036 0.19 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 0.001 -0.81 35 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.64 5 7 0.50 deflated_sharpe 0.00 < 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 0.137 0.71 29 7 0.50 deflated_sharpe 0.14 < 0.90
sma_cross 0.388 1.27 4 7 0.00 deflated_sharpe 0.39 < 0.90; n_trades 4 < 12
macd 0.013 -0.14 24 7 0.17 deflated_sharpe 0.01 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.039 0.23 5 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout 0.004 -0.43 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.07 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 0.005 -0.38 34 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.036 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 0.013 -0.13 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.028 0.12 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 0.093 0.54 26 7 0.00 deflated_sharpe 0.09 < 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 0.005 -0.36 45 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.145 0.74 5 7 0.50 deflated_sharpe 0.14 < 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 0.013 -0.12 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 0.271 1.09 26 7 0.00 deflated_sharpe 0.27 < 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 0.055 0.34 51 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.354 1.27 3 7 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd 0.034 0.18 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 -1.34 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.005 -0.38 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 0.032 0.16 42 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.005 -0.37 7 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 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 0.031 0.15 5 7 0.50 deflated_sharpe 0.03 < 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 -1.09 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.047 0.29 23 7 0.33 deflated_sharpe 0.05 < 0.90
sma_cross 0.204 0.92 3 7 0.33 deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd 0.119 0.66 17 7 0.17 deflated_sharpe 0.12 < 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 0.075 0.50 2 7 0.00 deflated_sharpe 0.08 < 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 0.002 -0.54 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.016 -0.07 32 7 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.059 0.37 10 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 10 < 12
ma_pullback 0.003 -0.52 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.015 -0.08 24 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.025 0.08 7 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
macd 0.001 -0.88 22 7 0.33 deflated_sharpe 0.00 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.70 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.21 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.070 0.41 1 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.011 -0.19 27 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.182 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 0.086 0.53 53 7 0.17 deflated_sharpe 0.09 < 0.90
sma_cross 0.000 -1.46 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.004 -0.44 22 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 0.003 -0.54 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 0.002 -0.49 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.222 0.98 16 7 0.33 deflated_sharpe 0.22 < 0.90
sma_cross 0.003 -0.49 10 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
macd 0.068 0.44 21 7 0.00 deflated_sharpe 0.07 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.36 6 7 0.50 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 0.079 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 0.003 -0.50 44 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.003 -0.53 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.006 -0.32 19 7 0.33 deflated_sharpe 0.01 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.24 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 0.753 1.70 41 7 0.17 deflated_sharpe 0.75 < 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 0.096 0.58 30 7 0.67 deflated_sharpe 0.10 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.055 0.35 5 7 0.33 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd 0.002 -0.64 22 7 0.33 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.641 1.70 3 7 0.00 deflated_sharpe 0.64 < 0.90; n_trades 3 < 12
base_breakout 0.381 1.27 2 7 0.00 deflated_sharpe 0.38 < 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 0.842 1.90 53 7 0.00 deflated_sharpe 0.84 < 0.90
bollinger 0.247 0.90 4 7 0.17 deflated_sharpe 0.25 < 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 0.306 1.16 29 7 0.17 deflated_sharpe 0.31 < 0.90
sma_cross 0.323 1.18 4 7 0.17 deflated_sharpe 0.32 < 0.90; n_trades 4 < 12
macd 0.108 0.61 22 7 0.00 deflated_sharpe 0.11 < 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 0.016 -0.06 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 -0.82 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 -0.23 44 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.51 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.022 0.04 20 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 -0.50 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 0.019 -0.01 20 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -0.96 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.89 18 7 0.17 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.43 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 0.018 -0.03 2 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
ridge_momentum 0.174 0.87 33 7 0.33 deflated_sharpe 0.17 < 0.90
sma_cross 0.009 -0.23 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.021 0.01 24 7 0.00 deflated_sharpe 0.02 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.131 0.68 4 7 0.33 deflated_sharpe 0.13 < 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 0.047 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 0.011 -0.17 21 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.054 0.34 5 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.006 -0.36 17 7 0.00 deflated_sharpe 0.01 < 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 0.358 1.21 8 7 0.00 deflated_sharpe 0.36 < 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 0.402 1.36 19 7 0.67 deflated_sharpe 0.40 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.57 8 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.000 -1.18 28 7 0.17 deflated_sharpe 0.00 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.133 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 0.076 0.45 36 7 0.17 deflated_sharpe 0.08 < 0.90
bollinger 0.018 -0.03 5 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback 0.001 -0.75 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.187 0.89 27 7 0.50 deflated_sharpe 0.19 < 0.90
sma_cross 0.065 0.41 5 7 0.33 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd 0.166 0.86 22 7 0.17 deflated_sharpe 0.17 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.02 4 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.032 0.16 3 7 0.00 deflated_sharpe 0.03 < 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 0.110 0.63 21 7 0.83 deflated_sharpe 0.11 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.038 0.22 3 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.004 -0.46 22 7 0.17 deflated_sharpe 0.00 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.129 0.68 5 7 0.50 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
base_breakout 0.074 0.46 2 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.352 0.80 2 7 0.17 deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2 0.008 -0.28 41 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.141 0.74 3 7 0.00 deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.06 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.337 1.33 25 7 0.50 deflated_sharpe 0.34 < 0.90
sma_cross 0.149 0.76 7 7 0.17 deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
macd 0.338 1.35 18 7 0.00 deflated_sharpe 0.34 < 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 0.008 -0.27 34 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.006 -0.36 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 0.083 0.51 30 7 0.17 deflated_sharpe 0.08 < 0.90
sma_cross 0.098 0.58 6 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 6 < 12
macd 0.116 0.65 18 7 0.00 deflated_sharpe 0.12 < 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 -0.80 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 -0.86 43 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.093 0.48 5 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd 0.014 -0.11 20 7 0.50 deflated_sharpe 0.01 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.468 1.41 4 7 0.17 deflated_sharpe 0.47 < 0.90; n_trades 4 < 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 0.367 1.13 36 7 0.00 deflated_sharpe 0.37 < 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 0.098 0.57 28 7 0.50 deflated_sharpe 0.10 < 0.90
sma_cross 0.339 1.19 6 7 0.17 deflated_sharpe 0.34 < 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 0.251 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 0.210 0.75 42 7 0.33 deflated_sharpe 0.21 < 0.90
sma_cross 0.006 -0.36 7 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.025 0.08 19 7 0.17 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.66 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 0.004 -0.45 23 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.33 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.001 -0.69 21 7 0.00 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 0.000 -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 0.000 -0.94 34 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.77 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 0.004 -0.47 49 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 0.146 0.72 16 7 0.00 deflated_sharpe 0.15 < 0.90
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.022 0.03 7 7 0.33 deflated_sharpe 0.02 < 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 0.007 -0.30 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 0.036 0.19 2 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
ridge_momentum 0.004 -0.44 48 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.014 -0.11 6 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.005 -0.37 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 0.010 -0.21 5 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ridge_momentum 0.057 0.37 45 7 0.33 deflated_sharpe 0.06 < 0.90
sma_cross 0.018 -0.03 4 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.004 -0.42 22 7 0.33 deflated_sharpe 0.00 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 4 7 0.00 deflated_sharpe 0.02 < 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 -0.70 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 0.002 -0.64 51 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.007 -0.29 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.048 0.30 16 7 0.00 deflated_sharpe 0.05 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.15 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 0.123 0.65 9 7 0.00 deflated_sharpe 0.12 < 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 0.020 0.00 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.071 0.47 16 7 0.83 deflated_sharpe 0.07 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.013 -0.13 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.000 -0.95 27 7 0.33 deflated_sharpe 0.00 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.56 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 0.044 0.26 44 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.008 -0.28 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.160 0.76 19 7 0.17 deflated_sharpe 0.16 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.058 0.38 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 0.110 0.58 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 0.046 0.28 42 7 0.50 deflated_sharpe 0.05 < 0.90
sma_cross 0.178 0.86 3 7 0.00 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd 0.018 -0.03 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 -1.46 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 0.022 0.03 33 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.008 -0.26 6 7 0.50 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.016 -0.06 18 7 0.00 deflated_sharpe 0.02 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.13 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.001 -0.72 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.57 35 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.284 1.18 8 7 0.17 deflated_sharpe 0.28 < 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 0.796 2.15 45 7 0.33 deflated_sharpe 0.80 < 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
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.33 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 0.172 0.81 8 7 0.33 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
ridge_momentum 0.395 1.36 55 7 0.00 deflated_sharpe 0.39 < 0.90
sma_cross 0.034 0.18 2 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd 0.029 0.12 18 7 0.17 deflated_sharpe 0.03 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.062 0.41 5 7 0.00 deflated_sharpe 0.06 < 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 -0.78 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 0.066 0.43 73 7 0.33 deflated_sharpe 0.07 < 0.90
sma_cross 0.102 0.61 7 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
macd 0.005 -0.37 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 0.020 0.00 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 36 7 0.83 deflated_sharpe 0.04 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.115 0.64 3 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.007 -0.30 18 7 0.00 deflated_sharpe 0.01 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.91 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 0.000 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 -0.85 29 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.05 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.87 20 7 0.17 deflated_sharpe 0.00 < 0.90
HOG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.106 0.62 5 7 0.17 deflated_sharpe 0.11 < 0.90; n_trades 5 < 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 0.160 0.80 53 7 0.00 deflated_sharpe 0.16 < 0.90
sma_cross 0.080 0.50 5 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd 0.001 -0.68 22 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
FND short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.36 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.149 0.79 43 7 0.17 deflated_sharpe 0.15 < 0.90
bollinger 0.811 1.22 1 7 0.00 deflated_sharpe 0.81 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -0.80 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.081 0.51 49 7 0.50 deflated_sharpe 0.08 < 0.90
sma_cross 0.035 0.18 5 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.003 -0.50 24 7 0.33 deflated_sharpe 0.00 < 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 0.409 1.41 46 7 0.33 deflated_sharpe 0.41 < 0.90
sma_cross 0.026 0.08 9 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
macd 0.016 -0.06 24 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 0.006 -0.36 21 7 0.50 deflated_sharpe 0.01 < 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 0.000 -0.97 38 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -0.90 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 0.066 0.41 8 7 0.33 deflated_sharpe 0.07 < 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 0.024 0.06 7 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
sma_cross 0.008 -0.28 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.010 -0.20 17 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 0.003 -0.53 47 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 0.000 -1.07 22 7 0.50 deflated_sharpe 0.00 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.124 0.67 7 7 0.00 deflated_sharpe 0.12 < 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 0.003 -0.50 23 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.016 -0.06 6 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.023 0.04 22 7 0.00 deflated_sharpe 0.02 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.016 -0.07 9 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger 0.001 -0.87 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 0.007 -0.30 40 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.18 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.23 25 7 0.17 deflated_sharpe 0.00 < 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 0.045 0.27 2 7 0.17 deflated_sharpe 0.05 < 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 0.005 -0.37 21 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.027 0.10 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 0.162 0.75 18 7 0.67 deflated_sharpe 0.16 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.022 0.04 4 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.250 1.00 15 7 0.17 deflated_sharpe 0.25 < 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 0.099 0.63 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 0.021 0.02 17 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.07 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.007 -0.31 24 7 0.00 deflated_sharpe 0.01 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.154 0.77 6 7 0.17 deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.51 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 0.011 -0.17 26 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 0.001 -0.73 48 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.193 0.83 4 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
macd 0.019 -0.01 21 7 0.50 deflated_sharpe 0.02 < 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 -1.08 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 0.004 -0.48 42 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.27 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.002 -0.59 16 7 0.33 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.38 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.351 1.27 37 7 0.00 deflated_sharpe 0.35 < 0.90
bollinger 0.266 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 0.005 -0.37 33 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.50 8 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.003 -0.54 19 7 0.00 deflated_sharpe 0.00 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.39 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.004 -0.42 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.011 -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 0.016 -0.06 51 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.75 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 0.001 -0.82 15 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 0.021 0.02 19 7 0.17 deflated_sharpe 0.02 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.057 0.36 5 7 0.17 deflated_sharpe 0.06 < 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 0.050 0.31 17 7 0.17 deflated_sharpe 0.05 < 0.90
sma_cross 0.011 -0.18 6 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.200 0.92 18 7 0.17 deflated_sharpe 0.20 < 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 -1.95 6 7 0.67 deflated_sharpe 0.00 < 0.90; n_trades 6 < 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 0.000 -0.99 33 7 0.17 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 0.002 -0.58 26 7 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.50 7 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 -0.88 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 -0.76 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.47 29 7 0.33 deflated_sharpe 0.00 < 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 0.005 -0.40 21 7 1.00 deflated_sharpe 0.01 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.004 -0.44 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.022 0.04 21 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.55 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.267 0.79 5 7 0.17 deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger 0.007 -0.28 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 0.008 -0.27 33 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 -1.19 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 0.009 -0.23 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
bollinger 0.001 -0.81 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 -0.80 62 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.71 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 0.001 -0.72 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 -0.75 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 0.014 -0.10 21 7 0.00 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 0.524 1.14 2 7 0.00 deflated_sharpe 0.52 < 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 0.034 0.18 32 7 0.50 deflated_sharpe 0.03 < 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
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 -1.02 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 0.124 0.73 26 7 0.17 deflated_sharpe 0.12 < 0.90
sma_cross 0.225 1.00 5 7 0.17 deflated_sharpe 0.23 < 0.90; n_trades 5 < 12
macd 0.024 0.07 20 7 0.33 deflated_sharpe 0.02 < 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 0.33 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 0.068 0.42 23 7 0.33 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 0.018 -0.03 18 7 0.00 deflated_sharpe 0.02 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date