TRADING MODELS
/ tournaments
/ 2026-06-22
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/ sentiment
2026-06-09
① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 0 passed nightly FDR · 0 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.90
2NEM Materials0.85
3EQT Energy0.84
4EXE Energy0.84
5SNDK Information Technology0.83
6SSB Financials0.82
7NBIX Health Care0.81
8RRC Energy0.80
9NU Financials0.79
10NVDA Information Technology0.79
11AR Energy0.78
12FIS Financials0.78
13PTC Information Technology0.78
14MU Information Technology0.78
15CF Materials0.77
16ALB Materials0.76
17FICO Information Technology0.76
18RGLD Materials0.76
19EVR Financials0.75
20FSLR Information Technology0.75
21AFL Financials0.74
22INCY Health Care0.73
23RDDT Communication Services0.71
24ADSK Information Technology0.71
25MRP Consumer Discretionary0.70
26FNF Financials0.69
27HRB Consumer Discretionary0.69
28EOG Energy0.69
29ROP Industrials0.68
30COLB Financials0.67
31CRM Information Technology0.67
32HUBS Information Technology0.67
33AMP Financials0.67
34ALL Financials0.67
35CB Financials0.67
36SF Financials0.67
37EG Financials0.67
38MLI Industrials0.66
39BKNG Consumer Discretionary0.66
40EWBC Financials0.66
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.14
2BHF Financials0.18
3CG Financials0.20
4COIN Financials0.21
5LPX Materials0.21
6MKL Financials0.21
7MOH Health Care0.22
8KMX Consumer Discretionary0.23
9DOW Materials0.23
10APO Financials0.24
11MTN Consumer Discretionary0.25
12ENPH Information Technology0.26
13DJT Communication Services0.26
14DE Industrials0.26
15OLN Materials0.27
16FND Consumer Discretionary0.27
17CNH Industrials0.28
18NKE Consumer Discretionary0.28
19SOLV Health Care0.28
20HON Industrials0.29
21CWEN-A Utilities0.29
22PPC Consumer Staples0.30
23CPNG Consumer Discretionary0.30
24MDU Utilities0.30
25MGM Consumer Discretionary0.30
26LMT Industrials0.30
27IDA Utilities0.31
28PENN Consumer Discretionary0.31
29CARR Industrials0.32
30PSX Energy0.32
31HD Consumer Discretionary0.33
32LYV Communication Services0.33
33EL Consumer Staples0.34
34OGE Utilities0.34
35CNP Utilities0.35
36CORT Health Care0.35
37DRI Consumer Discretionary0.35
38COLD Real Estate0.35
39INTC Information Technology0.36
40CPT 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 0.177 0.95 5 6 0.60 deflated_sharpe 0.18 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout 0.447 1.62 2 6 0.00 deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
pead 0.000 -0.91 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.113 0.68 28 6 0.00 deflated_sharpe 0.11 < 0.90
bollinger 0.092 0.52 1 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 1 < 12
ma_pullback 0.042 0.26 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum 0.800 2.49 35 6 0.00 deflated_sharpe 0.80 < 0.90
sma_cross 0.487 1.70 1 6 0.40 deflated_sharpe 0.49 < 0.90; n_trades 1 < 12
macd 0.166 0.91 20 6 0.00 deflated_sharpe 0.17 < 0.90
NEM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.097 0.65 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.184 1.06 2 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.151 0.86 28 6 0.20 deflated_sharpe 0.15 < 0.90
bollinger 0.003 -0.50 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.001 -0.75 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.007 -0.33 31 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.219 1.09 3 6 0.40 deflated_sharpe 0.22 < 0.90; n_trades 3 < 12
macd 0.013 -0.14 21 6 0.40 deflated_sharpe 0.01 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.157 0.86 4 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout 0.018 -0.04 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.449 1.55 34 6 0.60 deflated_sharpe 0.45 < 0.90; param change-rate 0.60 > 0.50
bollinger 0.893 2.03 7 6 0.00 deflated_sharpe 0.89 < 0.90; n_trades 7 < 12
ma_pullback 0.050 0.35 1 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.293 1.27 27 6 0.60 deflated_sharpe 0.29 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.163 0.91 4 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd 0.110 0.70 18 6 0.00 deflated_sharpe 0.11 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.30 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -1.07 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.006 -0.37 30 6 0.40 deflated_sharpe 0.01 < 0.90
bollinger 0.124 0.71 1 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ma_pullback 0.009 -0.23 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.018 -0.04 12 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.074 0.51 6 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd 0.057 0.40 16 6 0.40 deflated_sharpe 0.06 < 0.90
SSB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.54 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.009 -0.23 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 0.008 -0.28 34 7 0.00 deflated_sharpe 0.01 < 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 0.104 0.61 19 7 0.83 deflated_sharpe 0.10 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.034 0.17 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.054 0.35 16 7 0.00 deflated_sharpe 0.05 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.000 -0.79 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.014 -0.11 23 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.017 -0.05 7 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
ma_pullback 0.058 0.42 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.064 0.46 42 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.024 0.07 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.020 0.01 17 6 0.00 deflated_sharpe 0.02 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.67 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.007 -0.33 2 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.015 -0.09 22 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.021 0.02 5 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback 0.004 -0.44 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.346 1.39 29 6 0.40 deflated_sharpe 0.35 < 0.90
sma_cross 0.067 0.46 4 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd 0.135 0.79 22 6 0.40 deflated_sharpe 0.13 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.21 10 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout 0.001 -0.90 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.995 1.76 1 6 0.20 n_trades 1 < 12
rsi2 0.004 -0.45 25 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.029 0.13 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ma_pullback 0.006 -0.35 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.004 -0.50 35 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.005 -0.40 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.085 0.57 13 6 0.00 deflated_sharpe 0.08 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.039 0.22 7 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 7 < 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 0.186 0.88 40 7 0.50 deflated_sharpe 0.19 < 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 0.129 0.70 64 7 0.00 deflated_sharpe 0.13 < 0.90
sma_cross 0.183 0.87 6 7 0.00 deflated_sharpe 0.18 < 0.90; n_trades 6 < 12
macd 0.008 -0.25 20 7 0.00 deflated_sharpe 0.01 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.19 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.071 0.50 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.043 0.28 21 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.348 1.35 11 6 0.00 deflated_sharpe 0.35 < 0.90; n_trades 11 < 12
ma_pullback 0.015 -0.08 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.218 1.07 29 6 0.40 deflated_sharpe 0.22 < 0.90
sma_cross 0.029 0.13 4 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.171 0.92 19 6 0.20 deflated_sharpe 0.17 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.068 0.47 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout 0.000 -0.75 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.67 17 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.71 11 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.45 20 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.037 0.22 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.001 -0.71 18 6 0.00 deflated_sharpe 0.00 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.187 0.84 2 6 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout 0.015 -0.09 2 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.000 -0.82 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.057 0.42 19 6 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.001 -0.82 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.41 20 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.075 0.48 3 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd 0.030 0.14 13 6 0.00 deflated_sharpe 0.03 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.763 2.21 1 6 0.00 deflated_sharpe 0.76 < 0.90; n_trades 1 < 12
base_breakout 0.580 1.79 2 6 0.40 deflated_sharpe 0.58 < 0.90; n_trades 2 < 12
pead 0.329 0.85 1 6 0.00 deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2 0.407 1.44 24 6 0.00 deflated_sharpe 0.41 < 0.90
bollinger 0.346 1.19 4 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 4 < 12
ma_pullback 0.749 2.08 3 6 0.40 deflated_sharpe 0.75 < 0.90; n_trades 3 < 12
ridge_momentum 0.057 0.39 28 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.572 1.86 4 6 0.20 deflated_sharpe 0.57 < 0.90; n_trades 4 < 12
macd 0.237 1.10 19 6 0.00 deflated_sharpe 0.24 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.133 0.75 6 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 6 < 12
base_breakout 0.118 0.66 1 6 0.40 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.018 -0.03 27 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.059 0.41 4 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ma_pullback 0.021 0.03 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum 0.143 0.84 23 6 0.60 deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.192 0.95 6 6 0.40 deflated_sharpe 0.19 < 0.90; n_trades 6 < 12
macd 0.077 0.51 17 6 0.40 deflated_sharpe 0.08 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.41 7 6 0.60 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
base_breakout 0.029 0.13 2 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.607 1.87 18 6 0.00 deflated_sharpe 0.61 < 0.90
bollinger 0.018 -0.02 4 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.038 0.23 33 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.409 1.51 2 6 0.00 deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd 0.052 0.36 19 6 0.20 deflated_sharpe 0.05 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.027 0.11 4 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout 0.060 0.41 1 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.16 17 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.005 -0.42 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.11 22 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.015 -0.10 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.10 18 6 0.20 deflated_sharpe 0.00 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.074 0.51 5 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout 0.049 0.34 1 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
pead 0.010 -0.21 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.036 0.21 31 6 0.20 deflated_sharpe 0.04 < 0.90
bollinger 0.019 -0.01 4 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback 0.003 -0.53 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.097 0.62 21 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.122 0.75 3 6 0.40 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.246 1.18 17 6 0.20 deflated_sharpe 0.25 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.310 1.18 3 6 0.00 deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout 0.036 0.21 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
pead 0.000 -1.12 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.002 -0.62 29 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.005 -0.41 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 -1.03 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.189 0.93 25 6 1.00 deflated_sharpe 0.19 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.453 1.49 3 6 0.00 deflated_sharpe 0.45 < 0.90; n_trades 3 < 12
macd 0.006 -0.38 21 6 0.20 deflated_sharpe 0.01 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.32 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.028 0.12 2 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead 0.000 -1.19 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.088 0.57 24 6 0.00 deflated_sharpe 0.09 < 0.90
bollinger 0.087 0.57 7 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
ma_pullback 0.001 -0.84 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.001 -0.79 28 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.098 0.61 3 6 0.60 deflated_sharpe 0.10 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.000 -1.47 24 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.30 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.014 -0.10 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.011 -0.17 33 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.610 1.32 2 6 0.00 deflated_sharpe 0.61 < 0.90; n_trades 2 < 12
ma_pullback 0.005 -0.41 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.047 0.32 34 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.008 -0.27 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.000 -1.00 18 6 0.20 deflated_sharpe 0.00 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.17 6 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout 0.001 -0.74 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.763 1.58 2 6 0.00 deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2 0.017 -0.05 33 6 0.40 deflated_sharpe 0.02 < 0.90
bollinger 0.307 1.25 7 6 0.00 deflated_sharpe 0.31 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -1.17 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.024 0.07 17 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.208 1.00 3 6 0.20 deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
macd 0.111 0.68 12 6 0.20 deflated_sharpe 0.11 < 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 7 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 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 4 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.059 0.42 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout 0.066 0.48 2 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.001 -0.71 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.013 -0.14 31 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.047 0.31 8 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback 0.004 -0.47 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.050 0.33 22 6 0.20 deflated_sharpe 0.05 < 0.90
sma_cross 0.011 -0.18 5 6 0.80 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd 0.001 -0.77 17 6 0.40 deflated_sharpe 0.00 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.69 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.30 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.070 0.44 1 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.016 -0.07 27 6 0.40 deflated_sharpe 0.02 < 0.90
bollinger 0.182 0.93 9 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 9 < 12
ma_pullback 0.002 -0.52 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.096 0.63 39 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.13 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.001 -0.82 20 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.19 5 6 1.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -0.92 12 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.036 0.22 4 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.62 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.001 -0.95 35 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.37 4 6 1.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 1.00 > 0.50
macd 0.004 -0.49 14 6 0.00 deflated_sharpe 0.00 < 0.90
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.35 7 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.001 -0.81 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.057 0.37 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.15 13 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.120 0.73 3 6 0.40 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.220 1.05 17 6 0.20 deflated_sharpe 0.22 < 0.90
sma_cross 0.004 -0.51 6 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd 0.095 0.62 17 6 0.00 deflated_sharpe 0.09 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.30 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -1.11 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.011 -0.18 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.33 21 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.75 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.015 -0.08 18 6 0.80 deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -0.98 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.00 16 6 0.20 deflated_sharpe 0.00 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.051 0.34 6 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout 0.217 0.89 2 6 0.00 deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
pead 0.052 0.31 2 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
rsi2 0.693 1.70 34 6 0.20 deflated_sharpe 0.69 < 0.90
bollinger 0.115 0.71 10 6 0.40 deflated_sharpe 0.12 < 0.90; n_trades 10 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.063 0.44 23 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.078 0.52 2 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
macd 0.001 -0.74 17 6 0.40 deflated_sharpe 0.00 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.070 0.45 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout 0.112 0.60 1 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead 0.037 0.21 0 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 0 < 12
rsi2 0.003 -0.60 15 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.89 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.013 -0.13 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.007 -0.31 43 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.010 -0.23 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.048 0.32 16 6 0.00 deflated_sharpe 0.05 < 0.90
HUBS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.272 1.03 2 7 0.17 deflated_sharpe 0.27 < 0.90; n_trades 2 < 12
base_breakout 0.026 0.08 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.079 0.46 2 7 0.17 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
rsi2 0.000 -1.06 14 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.022 0.04 9 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
ma_pullback 0.049 0.29 2 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -0.92 31 7 0.83 deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.008 -0.26 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.032 0.16 18 7 0.33 deflated_sharpe 0.03 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.140 0.77 4 6 0.40 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.005 -0.41 22 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.038 0.23 7 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.006 -0.36 11 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
sma_cross 0.085 0.55 4 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd 0.003 -0.53 15 6 0.00 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.52 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.003 -0.54 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.041 0.27 1 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2 0.096 0.65 38 6 0.20 deflated_sharpe 0.10 < 0.90
bollinger 0.367 1.43 9 6 0.20 deflated_sharpe 0.37 < 0.90; n_trades 9 < 12
ma_pullback 0.017 -0.06 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.068 0.47 30 6 0.40 deflated_sharpe 0.07 < 0.90
sma_cross 0.006 -0.38 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.034 0.20 19 6 0.00 deflated_sharpe 0.03 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.038 0.23 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout 0.064 0.44 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
pead 0.023 0.05 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2 0.078 0.52 33 6 0.20 deflated_sharpe 0.08 < 0.90
bollinger 0.440 1.27 2 6 0.20 deflated_sharpe 0.44 < 0.90; n_trades 2 < 12
ma_pullback 0.000 -0.89 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.080 0.54 17 6 0.60 deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.079 0.53 2 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
macd 0.010 -0.21 18 6 0.00 deflated_sharpe 0.01 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.128 0.68 7 6 0.80 deflated_sharpe 0.13 < 0.90; n_trades 7 < 12; param change-rate 0.80 > 0.50
base_breakout 0.021 0.02 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.087 0.54 36 6 0.20 deflated_sharpe 0.09 < 0.90
bollinger 0.010 -0.23 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.13 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.168 0.90 26 6 0.80 deflated_sharpe 0.17 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.146 0.79 4 6 0.20 deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd 0.108 0.69 20 6 0.20 deflated_sharpe 0.11 < 0.90
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.43 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -1.11 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.01 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
bollinger 0.600 1.68 6 6 0.00 deflated_sharpe 0.60 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.315 1.29 15 6 0.60 deflated_sharpe 0.32 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -0.95 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.24 22 6 0.20 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.605 1.79 2 6 0.00 deflated_sharpe 0.61 < 0.90; n_trades 2 < 12
base_breakout 0.368 1.35 2 6 0.00 deflated_sharpe 0.37 < 0.90; n_trades 2 < 12
pead 0.382 0.85 1 6 0.00 deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
rsi2 0.731 1.75 43 6 0.00 deflated_sharpe 0.73 < 0.90
bollinger 0.110 0.61 2 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ma_pullback 0.000 -1.17 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.192 0.96 27 6 0.20 deflated_sharpe 0.19 < 0.90
sma_cross 0.252 1.11 2 6 0.00 deflated_sharpe 0.25 < 0.90; n_trades 2 < 12
macd 0.019 -0.01 21 6 0.00 deflated_sharpe 0.02 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.305 1.25 3 6 0.00 deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout 0.105 0.65 2 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
pead 0.100 0.54 1 6 0.00 deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
rsi2 0.007 -0.33 33 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.002 -0.68 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.012 -0.15 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.057 0.40 26 6 0.20 deflated_sharpe 0.06 < 0.90
sma_cross 0.159 0.85 5 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 5 < 12
macd 0.091 0.59 16 6 0.40 deflated_sharpe 0.09 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.066 0.45 4 6 0.60 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout 0.074 0.50 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.352 0.86 2 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2 0.005 -0.43 36 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.141 0.80 3 6 0.00 deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.14 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.194 1.03 24 6 0.60 deflated_sharpe 0.19 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.109 0.67 6 6 0.20 deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
macd 0.201 1.04 12 6 0.00 deflated_sharpe 0.20 < 0.90
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.12 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.012 -0.15 2 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.000 -1.17 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.104 0.59 34 6 0.20 deflated_sharpe 0.10 < 0.90
bollinger 0.504 0.96 5 6 0.40 deflated_sharpe 0.50 < 0.90; n_trades 5 < 12
ma_pullback 0.060 0.41 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.331 0.97 25 6 0.60 deflated_sharpe 0.33 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.016 -0.08 5 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.029 0.13 16 6 0.00 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.39 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.082 0.52 10 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 10 < 12
bollinger 0.008 -0.26 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.018 -0.03 13 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.49 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.001 -0.75 18 6 0.20 deflated_sharpe 0.00 < 0.90
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.027 0.11 5 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -1.13 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.005 -0.48 10 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger 0.566 1.32 2 6 0.00 deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.006 -0.37 45 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.048 0.32 4 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd 0.011 -0.18 18 6 0.20 deflated_sharpe 0.01 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.015 -0.09 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.038 0.23 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.36 20 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -0.95 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.43 37 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.003 -0.51 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.051 0.35 12 6 0.00 deflated_sharpe 0.05 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.64 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -0.92 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.003 -0.56 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.132 0.77 28 6 0.00 deflated_sharpe 0.13 < 0.90
bollinger 0.912 1.79 3 6 0.40 n_trades 3 < 12
ma_pullback 0.041 0.25 2 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
ridge_momentum 0.110 0.70 34 6 1.00 deflated_sharpe 0.11 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.016 -0.08 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.015 -0.09 16 6 0.00 deflated_sharpe 0.02 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.68 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.014 -0.10 8 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.088 0.61 14 6 0.40 deflated_sharpe 0.09 < 0.90
sma_cross 0.003 -0.58 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.51 24 6 0.20 deflated_sharpe 0.00 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.41 8 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout 0.006 -0.35 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.000 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.070 0.44 37 6 0.40 deflated_sharpe 0.07 < 0.90
bollinger 0.041 0.26 7 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback 0.281 0.98 4 6 0.00 deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum 0.130 0.70 32 6 1.00 deflated_sharpe 0.13 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.028 0.11 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.228 0.99 17 6 0.20 deflated_sharpe 0.23 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.040 0.24 8 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout 0.160 0.71 1 6 0.20 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
pead 0.000 -1.17 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.011 -0.19 30 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -0.99 2 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback 0.058 0.35 6 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.000 -1.12 39 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.039 0.24 5 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.131 0.72 13 6 0.20 deflated_sharpe 0.13 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.052 0.36 6 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.322 1.05 2 6 0.00 deflated_sharpe 0.32 < 0.90; n_trades 2 < 12
rsi2 0.092 0.55 30 6 0.20 deflated_sharpe 0.09 < 0.90
bollinger 0.013 -0.12 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback 0.003 -0.60 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ridge_momentum 0.039 0.24 39 6 0.80 deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.161 0.87 2 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 2 < 12
macd 0.018 -0.04 17 6 0.20 deflated_sharpe 0.02 < 0.90
APO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.058 0.40 25 6 0.40 deflated_sharpe 0.06 < 0.90
bollinger 0.000 -1.25 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.27 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.019 -0.02 28 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.050 0.34 5 6 0.60 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.046 0.31 14 6 0.00 deflated_sharpe 0.05 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.16 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.001 -0.68 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.84 27 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.219 1.13 6 6 0.20 deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
ma_pullback 0.034 0.19 2 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum 0.524 1.71 35 6 0.40 deflated_sharpe 0.52 < 0.90
sma_cross 0.008 -0.28 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.022 0.04 18 6 0.00 deflated_sharpe 0.02 < 0.90
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.26 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout 0.008 -0.28 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.083 0.58 3 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
rsi2 0.792 1.90 42 6 0.20 deflated_sharpe 0.79 < 0.90
bollinger 0.202 0.97 4 6 0.20 deflated_sharpe 0.20 < 0.90; n_trades 4 < 12
ma_pullback 0.014 -0.11 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.083 0.59 21 6 0.80 deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.210 0.99 2 6 0.00 deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd 0.001 -0.87 18 6 0.40 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.42 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.019 -0.01 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.92 34 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.003 -0.60 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.287 1.12 5 6 0.40 deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum 0.226 1.11 46 6 0.40 deflated_sharpe 0.23 < 0.90
sma_cross 0.021 0.02 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd 0.039 0.25 15 6 0.20 deflated_sharpe 0.04 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.44 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.77 9 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger 0.002 -0.63 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.88 21 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.69 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -0.97 18 6 0.20 deflated_sharpe 0.00 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.055 0.39 4 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.181 1.04 1 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 1 < 12
pead 0.008 -0.30 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2 0.266 1.18 27 6 0.00 deflated_sharpe 0.27 < 0.90
bollinger 0.002 -0.59 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.31 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.050 0.34 55 6 0.20 deflated_sharpe 0.05 < 0.90
sma_cross 0.074 0.51 6 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd 0.006 -0.37 17 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 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 0.099 0.60 43 7 0.17 deflated_sharpe 0.10 < 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 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.050 0.32 43 7 0.83 deflated_sharpe 0.05 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.024 0.06 4 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.002 -0.65 26 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
CNH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.000 -0.96 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -0.83 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.86 14 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.007 -0.33 8 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.40 32 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.75 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.030 0.15 17 6 0.20 deflated_sharpe 0.03 < 0.90
NKE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.010 -0.21 8 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.059 0.34 3 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
rsi2 0.002 -0.71 27 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.030 0.14 6 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
ma_pullback 0.001 -0.86 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.280 1.23 43 6 0.20 deflated_sharpe 0.28 < 0.90
sma_cross 0.001 -0.84 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.005 -0.42 17 6 0.20 deflated_sharpe 0.01 < 0.90
SOLV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.93 5 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 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 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd 0.009 -0.41 6 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
HON short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.51 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.004 -0.43 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -0.96 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.027 0.11 14 6 0.20 deflated_sharpe 0.03 < 0.90
bollinger 0.021 0.01 6 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.044 0.29 7 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
sma_cross 0.014 -0.12 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.005 -0.42 12 6 0.20 deflated_sharpe 0.00 < 0.90
CWEN-A short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.98 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.004 -0.47 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.005 -0.38 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
bollinger 0.000 -1.21 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.76 49 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.40 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd 0.001 -0.80 19 6 0.20 deflated_sharpe 0.00 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.046 0.30 4 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.072 0.46 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
pead 0.010 -0.22 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.002 -0.62 13 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.011 -0.19 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback 0.001 -0.67 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.016 -0.07 17 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.83 3 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.126 0.71 12 6 0.00 deflated_sharpe 0.13 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.077 0.51 6 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.075 0.50 3 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2 0.045 0.31 15 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.000 -1.32 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.64 24 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.009 -0.24 3 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.007 -0.34 18 6 0.00 deflated_sharpe 0.01 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.037 0.22 2 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2 0.016 -0.08 9 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger 0.002 -0.76 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.68 30 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.23 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.55 22 6 0.20 deflated_sharpe 0.00 < 0.90
MGM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 7 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.027 0.10 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.014 -0.12 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.55 29 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.624 1.51 6 6 0.20 deflated_sharpe 0.62 < 0.90; n_trades 6 < 12
ma_pullback 0.050 0.36 1 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.107 0.67 13 6 0.60 deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.19 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.016 -0.08 19 6 0.00 deflated_sharpe 0.02 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.122 0.72 4 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.37 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.262 1.06 3 6 0.40 deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
rsi2 0.014 -0.12 24 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -0.98 1 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.75 48 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.054 0.35 3 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.001 -0.87 18 6 0.40 deflated_sharpe 0.00 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.09 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 -1.28 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.64 33 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.46 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.002 -0.70 12 6 0.20 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.41 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.053 0.36 1 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2 0.350 1.37 32 6 0.00 deflated_sharpe 0.35 < 0.90
bollinger 0.352 1.37 8 6 0.00 deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
ma_pullback 0.002 -0.66 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.021 0.03 24 6 0.00 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.73 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.011 -0.18 16 6 0.00 deflated_sharpe 0.01 < 0.90
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.20 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.023 0.06 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2 0.065 0.46 25 6 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.006 -0.39 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback 0.061 0.45 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum 0.004 -0.54 15 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.010 -0.22 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.134 0.78 15 6 0.20 deflated_sharpe 0.13 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.31 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.004 -0.46 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -0.96 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.011 -0.21 18 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.111 0.65 5 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
ma_pullback 0.000 -0.89 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.006 -0.37 39 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.82 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.022 0.04 15 6 0.20 deflated_sharpe 0.02 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.39 3 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
base_breakout 0.000 -0.90 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.003 -0.48 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.18 15 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.120 0.73 4 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.024 0.06 14 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.005 -0.43 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.053 0.37 16 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
LYV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.36 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.256 1.05 1 6 0.20 deflated_sharpe 0.26 < 0.90; n_trades 1 < 12
rsi2 0.081 0.53 6 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger 0.000 -2.43 5 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.25 11 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
sma_cross 0.001 -0.82 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.004 -0.47 22 6 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.29 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -0.97 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 -1.12 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.008 -0.29 23 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -1.14 1 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.002 -0.67 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.001 -0.80 20 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.002 -0.66 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.014 -0.12 17 6 0.40 deflated_sharpe 0.01 < 0.90
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.51 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.267 0.85 5 6 0.00 deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger 0.005 -0.40 9 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.75 31 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.07 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.46 18 6 0.20 deflated_sharpe 0.00 < 0.90
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.92 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.005 -0.39 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
bollinger 0.000 -1.07 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.27 42 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.95 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.07 14 6 0.00 deflated_sharpe 0.00 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.06 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.058 0.40 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.025 0.08 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
bollinger 0.129 0.71 4 6 0.40 deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.094 0.58 23 6 0.60 deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -0.88 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.032 0.16 18 6 0.00 deflated_sharpe 0.03 < 0.90
DRI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.09 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.017 -0.04 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2 0.008 -0.29 9 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
bollinger 0.039 0.26 4 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback 0.002 -0.50 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.001 -0.94 25 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.005 -0.44 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.000 -1.63 18 6 0.20 deflated_sharpe 0.00 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.058 0.40 5 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout 0.001 -0.73 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.030 0.15 4 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.433 1.46 40 6 0.00 deflated_sharpe 0.43 < 0.90
bollinger 0.084 0.54 4 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -0.82 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.197 1.07 18 6 0.40 deflated_sharpe 0.20 < 0.90
sma_cross 0.335 1.37 4 6 0.20 deflated_sharpe 0.33 < 0.90; n_trades 4 < 12
macd 0.160 0.92 15 6 0.20 deflated_sharpe 0.16 < 0.90
INTC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.90 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.028 0.11 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.10 21 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.02 10 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
ma_pullback 0.001 -0.63 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.34 35 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.57 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.24 19 7 0.17 deflated_sharpe 0.00 < 0.90
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.09 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.020 -0.00 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.004 -0.52 18 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.269 0.93 1 6 0.00 deflated_sharpe 0.27 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.088 0.56 22 6 0.40 deflated_sharpe 0.09 < 0.90
sma_cross 0.005 -0.40 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.011 -0.20 20 6 0.40 deflated_sharpe 0.01 < 0.90

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