TRADING MODELS
/ tournaments
/ 2026-06-17
/ 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
6RRC Energy0.81
7SSB Financials0.81
8NBIX Health Care0.81
9NU Financials0.79
10AR Energy0.78
11NVDA Information Technology0.78
12MU Information Technology0.78
13FIS Financials0.78
14PTC Information Technology0.78
15CF Materials0.77
16RGLD Materials0.75
17EVR Financials0.75
18FSLR Information Technology0.75
19FICO Information Technology0.75
20ALB Materials0.74
21AFL Financials0.74
22INCY Health Care0.73
23RDDT Communication Services0.71
24ADSK Information Technology0.71
25MRP Consumer Discretionary0.70
26FNF Financials0.70
27HRB Consumer Discretionary0.69
28EOG Energy0.69
29ROP Industrials0.67
30COLB Financials0.67
31SRPT Health Care0.67
32CRM Information Technology0.67
33MLI Industrials0.67
34AMP Financials0.67
35ALL Financials0.67
36EG Financials0.67
37SF Financials0.67
38CB Financials0.66
39EWBC Financials0.66
40BKNG Consumer Discretionary0.66
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.14
2BHF Financials0.18
3KMX Consumer Discretionary0.19
4CG Financials0.20
5COIN Financials0.21
6LPX Materials0.21
7MKL Financials0.21
8MOH Health Care0.22
9DOW Materials0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12OLN Materials0.26
13DJT Communication Services0.27
14DE Industrials0.27
15ENPH Information Technology0.27
16HOG Consumer Discretionary0.27
17NKE Consumer Discretionary0.28
18FND Consumer Discretionary0.28
19CWEN-A Utilities0.29
20HON Industrials0.29
21SOLV Health Care0.29
22CNH Industrials0.29
23LMT Industrials0.30
24CPNG Consumer Discretionary0.30
25MDU Utilities0.30
26PPC Consumer Staples0.30
27MGM Consumer Discretionary0.30
28PENN Consumer Discretionary0.31
29IDA Utilities0.31
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
39DRI Consumer Discretionary0.36
40COLD Real Estate0.36

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.
78 ticker(s) with no survivor — show verdicts
AU long no survivor 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
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
SSB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.36 6 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.005 -0.39 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 0.004 -0.44 34 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.015 -0.09 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback 0.005 -0.39 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.099 0.59 20 7 0.33 deflated_sharpe 0.10 < 0.90
sma_cross 0.025 0.08 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.046 0.29 17 7 0.00 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
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
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
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
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
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
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
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
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
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
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
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
SRPT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.42 7 7 0.50 deflated_sharpe 0.00 < 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 0.012 -0.16 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
bollinger 0.149 0.73 7 7 0.00 deflated_sharpe 0.15 < 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 -0.86 40 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.11 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.003 -0.51 18 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 0.016 -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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
DRI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.28 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 0.033 0.17 33 7 0.50 deflated_sharpe 0.03 < 0.90
sma_cross 0.006 -0.34 3 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -1.54 23 7 0.17 deflated_sharpe 0.00 < 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

③ Create trade — tickets & performance since issue

no tickets on this date